Probabilistic Wind Power Ramp Forecasting Based on a Scenario Generation Method

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

Wang, Qin; Florita, Anthony R; Krishnan, Venkat K

Wind power ramps (WPRs) are particularly important in the management and dispatch of wind power and currently drawing the attention of balancing authorities. With the aim to reduce the impact of WPRs for power system operations, this paper develops a probabilistic ramp forecasting method based on a large number of simulated scenarios. An ensemble machine learning technique is first adopted to forecast the basic wind power forecasting scenario and calculate the historical forecasting errors. A continuous Gaussian mixture model (GMM) is used to fit the probability distribution function (PDF) of forecasting errors. The cumulative distribution function (CDF) is analytically deduced.more » The inverse transform method based on Monte Carlo sampling and the CDF is used to generate a massive number of forecasting error scenarios. An optimized swinging door algorithm is adopted to extract all the WPRs from the complete set of wind power forecasting scenarios. The probabilistic forecasting results of ramp duration and start-time are generated based on all scenarios. Numerical simulations on publicly available wind power data show that within a predefined tolerance level, the developed probabilistic wind power ramp forecasting method is able to predict WPRs with a high level of sharpness and accuracy.« less

Probabilistic Wind Power Ramp Forecasting Based on a Scenario Generation Method: Preprint

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

Wang, Qin; Florita, Anthony R; Krishnan, Venkat K

2017-08-31

Wind power ramps (WPRs) are particularly important in the management and dispatch of wind power, and they are currently drawing the attention of balancing authorities. With the aim to reduce the impact of WPRs for power system operations, this paper develops a probabilistic ramp forecasting method based on a large number of simulated scenarios. An ensemble machine learning technique is first adopted to forecast the basic wind power forecasting scenario and calculate the historical forecasting errors. A continuous Gaussian mixture model (GMM) is used to fit the probability distribution function (PDF) of forecasting errors. The cumulative distribution function (CDF) ismore » analytically deduced. The inverse transform method based on Monte Carlo sampling and the CDF is used to generate a massive number of forecasting error scenarios. An optimized swinging door algorithm is adopted to extract all the WPRs from the complete set of wind power forecasting scenarios. The probabilistic forecasting results of ramp duration and start time are generated based on all scenarios. Numerical simulations on publicly available wind power data show that within a predefined tolerance level, the developed probabilistic wind power ramp forecasting method is able to predict WPRs with a high level of sharpness and accuracy.« less

Probabilistic distance-based quantizer design for distributed estimation

NASA Astrophysics Data System (ADS)

Kim, Yoon Hak

2016-12-01

We consider an iterative design of independently operating local quantizers at nodes that should cooperate without interaction to achieve application objectives for distributed estimation systems. We suggest as a new cost function a probabilistic distance between the posterior distribution and its quantized one expressed as the Kullback Leibler (KL) divergence. We first present the analysis that minimizing the KL divergence in the cyclic generalized Lloyd design framework is equivalent to maximizing the logarithmic quantized posterior distribution on the average which can be further computationally reduced in our iterative design. We propose an iterative design algorithm that seeks to maximize the simplified version of the posterior quantized distribution and discuss that our algorithm converges to a global optimum due to the convexity of the cost function and generates the most informative quantized measurements. We also provide an independent encoding technique that enables minimization of the cost function and can be efficiently simplified for a practical use of power-constrained nodes. We finally demonstrate through extensive experiments an obvious advantage of improved estimation performance as compared with the typical designs and the novel design techniques previously published.

On the probabilistic structure of water age: Probabilistic Water Age

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

Porporato, Amilcare; Calabrese, Salvatore

We report the age distribution of water in hydrologic systems has received renewed interest recently, especially in relation to watershed response to rainfall inputs. The purpose of this contribution is first to draw attention to existing theories of age distributions in population dynamics, fluid mechanics and stochastic groundwater, and in particular to the McKendrick-von Foerster equation and its generalizations and solutions. A second and more important goal is to clarify that, when hydrologic fluxes are modeled by means of time-varying stochastic processes, the age distributions must themselves be treated as random functions. Once their probabilistic structure is obtained, it canmore » be used to characterize the variability of age distributions in real systems and thus help quantify the inherent uncertainty in the field determination of water age. Finally, we illustrate these concepts with reference to a stochastic storage model, which has been used as a minimalist model of soil moisture and streamflow dynamics.« less

On the probabilistic structure of water age: Probabilistic Water Age

DOE PAGES

Porporato, Amilcare; Calabrese, Salvatore

2015-04-23

We report the age distribution of water in hydrologic systems has received renewed interest recently, especially in relation to watershed response to rainfall inputs. The purpose of this contribution is first to draw attention to existing theories of age distributions in population dynamics, fluid mechanics and stochastic groundwater, and in particular to the McKendrick-von Foerster equation and its generalizations and solutions. A second and more important goal is to clarify that, when hydrologic fluxes are modeled by means of time-varying stochastic processes, the age distributions must themselves be treated as random functions. Once their probabilistic structure is obtained, it canmore » be used to characterize the variability of age distributions in real systems and thus help quantify the inherent uncertainty in the field determination of water age. Finally, we illustrate these concepts with reference to a stochastic storage model, which has been used as a minimalist model of soil moisture and streamflow dynamics.« less

Reliability and risk assessment of structures

NASA Technical Reports Server (NTRS)

Chamis, C. C.

1991-01-01

Development of reliability and risk assessment of structural components and structures is a major activity at Lewis Research Center. It consists of five program elements: (1) probabilistic loads; (2) probabilistic finite element analysis; (3) probabilistic material behavior; (4) assessment of reliability and risk; and (5) probabilistic structural performance evaluation. Recent progress includes: (1) the evaluation of the various uncertainties in terms of cumulative distribution functions for various structural response variables based on known or assumed uncertainties in primitive structural variables; (2) evaluation of the failure probability; (3) reliability and risk-cost assessment; and (4) an outline of an emerging approach for eventual certification of man-rated structures by computational methods. Collectively, the results demonstrate that the structural durability/reliability of man-rated structural components and structures can be effectively evaluated by using formal probabilistic methods.

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

PubMed

Kendal, W S

2000-04-01

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

Probabilistic simulation of uncertainties in thermal structures

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Shiao, Michael

1990-01-01

Development of probabilistic structural analysis methods for hot structures is a major activity at Lewis Research Center. It consists of five program elements: (1) probabilistic loads; (2) probabilistic finite element analysis; (3) probabilistic material behavior; (4) assessment of reliability and risk; and (5) probabilistic structural performance evaluation. Recent progress includes: (1) quantification of the effects of uncertainties for several variables on high pressure fuel turbopump (HPFT) blade temperature, pressure, and torque of the Space Shuttle Main Engine (SSME); (2) the evaluation of the cumulative distribution function for various structural response variables based on assumed uncertainties in primitive structural variables; (3) evaluation of the failure probability; (4) reliability and risk-cost assessment, and (5) an outline of an emerging approach for eventual hot structures certification. Collectively, the results demonstrate that the structural durability/reliability of hot structural components can be effectively evaluated in a formal probabilistic framework. In addition, the approach can be readily extended to computationally simulate certification of hot structures for aerospace environments.

Probabilistic objective functions for margin-less IMRT planning

NASA Astrophysics Data System (ADS)

Bohoslavsky, Román; Witte, Marnix G.; Janssen, Tomas M.; van Herk, Marcel

2013-06-01

We present a method to implement probabilistic treatment planning of intensity-modulated radiation therapy using custom software plugins in a commercial treatment planning system. Our method avoids the definition of safety-margins by directly including the effect of geometrical uncertainties during optimization when objective functions are evaluated. Because the shape of the resulting dose distribution implicitly defines the robustness of the plan, the optimizer has much more flexibility than with a margin-based approach. We expect that this added flexibility helps to automatically strike a better balance between target coverage and dose reduction for surrounding healthy tissue, especially for cases where the planning target volume overlaps organs at risk. Prostate cancer treatment planning was chosen to develop our method, including a novel technique to include rotational uncertainties. Based on population statistics, translations and rotations are simulated independently following a marker-based IGRT correction strategy. The effects of random and systematic errors are incorporated by first blurring and then shifting the dose distribution with respect to the clinical target volume. For simplicity and efficiency, dose-shift invariance and a rigid-body approximation are assumed. Three prostate cases were replanned using our probabilistic objective functions. To compare clinical and probabilistic plans, an evaluation tool was used that explicitly incorporates geometric uncertainties using Monte-Carlo methods. The new plans achieved similar or better dose distributions than the original clinical plans in terms of expected target coverage and rectum wall sparing. Plan optimization times were only about a factor of two higher than in the original clinical system. In conclusion, we have developed a practical planning tool that enables margin-less probability-based treatment planning with acceptable planning times, achieving the first system that is feasible for clinical implementation.

Circularly-symmetric complex normal ratio distribution for scalar transmissibility functions. Part I: Fundamentals

NASA Astrophysics Data System (ADS)

Yan, Wang-Ji; Ren, Wei-Xin

2016-12-01

Recent advances in signal processing and structural dynamics have spurred the adoption of transmissibility functions in academia and industry alike. Due to the inherent randomness of measurement and variability of environmental conditions, uncertainty impacts its applications. This study is focused on statistical inference for raw scalar transmissibility functions modeled as complex ratio random variables. The goal is achieved through companion papers. This paper (Part I) is dedicated to dealing with a formal mathematical proof. New theorems on multivariate circularly-symmetric complex normal ratio distribution are proved on the basis of principle of probabilistic transformation of continuous random vectors. The closed-form distributional formulas for multivariate ratios of correlated circularly-symmetric complex normal random variables are analytically derived. Afterwards, several properties are deduced as corollaries and lemmas to the new theorems. Monte Carlo simulation (MCS) is utilized to verify the accuracy of some representative cases. This work lays the mathematical groundwork to find probabilistic models for raw scalar transmissibility functions, which are to be expounded in detail in Part II of this study.

Extensions of Island Biogeography Theory predict the scaling of functional trait composition with habitat area and isolation.

PubMed

Jacquet, Claire; Mouillot, David; Kulbicki, Michel; Gravel, Dominique

2017-02-01

The Theory of Island Biogeography (TIB) predicts how area and isolation influence species richness equilibrium on insular habitats. However, the TIB remains silent about functional trait composition and provides no information on the scaling of functional diversity with area, an observation that is now documented in many systems. To fill this gap, we develop a probabilistic approach to predict the distribution of a trait as a function of habitat area and isolation, extending the TIB beyond the traditional species-area relationship. We compare model predictions to the body-size distribution of piscivorous and herbivorous fishes found on tropical reefs worldwide. We find that small and isolated reefs have a higher proportion of large-sized species than large and connected reefs. We also find that knowledge of species body-size and trophic position improves the predictions of fish occupancy on tropical reefs, supporting both the allometric and trophic theory of island biogeography. The integration of functional ecology to island biogeography is broadly applicable to any functional traits and provides a general probabilistic approach to study the scaling of trait distribution with habitat area and isolation. © 2016 John Wiley & Sons Ltd/CNRS.

Probabilistic track coverage in cooperative sensor networks.

PubMed

Ferrari, Silvia; Zhang, Guoxian; Wettergren, Thomas A

2010-12-01

The quality of service of a network performing cooperative track detection is represented by the probability of obtaining multiple elementary detections over time along a target track. Recently, two different lines of research, namely, distributed-search theory and geometric transversals, have been used in the literature for deriving the probability of track detection as a function of random and deterministic sensors' positions, respectively. In this paper, we prove that these two approaches are equivalent under the same problem formulation. Also, we present a new performance function that is derived by extending the geometric-transversal approach to the case of random sensors' positions using Poisson flats. As a result, a unified approach for addressing track detection in both deterministic and probabilistic sensor networks is obtained. The new performance function is validated through numerical simulations and is shown to bring about considerable computational savings for both deterministic and probabilistic sensor networks.

Probabilistic SSME blades structural response under random pulse loading

NASA Technical Reports Server (NTRS)

Shiao, Michael; Rubinstein, Robert; Nagpal, Vinod K.

1987-01-01

The purpose is to develop models of random impacts on a Space Shuttle Main Engine (SSME) turbopump blade and to predict the probabilistic structural response of the blade to these impacts. The random loading is caused by the impact of debris. The probabilistic structural response is characterized by distribution functions for stress and displacements as functions of the loading parameters which determine the random pulse model. These parameters include pulse arrival, amplitude, and location. The analysis can be extended to predict level crossing rates. This requires knowledge of the joint distribution of the response and its derivative. The model of random impacts chosen allows the pulse arrivals, pulse amplitudes, and pulse locations to be random. Specifically, the pulse arrivals are assumed to be governed by a Poisson process, which is characterized by a mean arrival rate. The pulse intensity is modelled as a normally distributed random variable with a zero mean chosen independently at each arrival. The standard deviation of the distribution is a measure of pulse intensity. Several different models were used for the pulse locations. For example, three points near the blade tip were chosen at which pulses were allowed to arrive with equal probability. Again, the locations were chosen independently at each arrival. The structural response was analyzed both by direct Monte Carlo simulation and by a semi-analytical method.

Stability analysis for discrete-time stochastic memristive neural networks with both leakage and probabilistic delays.

PubMed

Liu, Hongjian; Wang, Zidong; Shen, Bo; Huang, Tingwen; Alsaadi, Fuad E

2018-06-01

This paper is concerned with the globally exponential stability problem for a class of discrete-time stochastic memristive neural networks (DSMNNs) with both leakage delays as well as probabilistic time-varying delays. For the probabilistic delays, a sequence of Bernoulli distributed random variables is utilized to determine within which intervals the time-varying delays fall at certain time instant. The sector-bounded activation function is considered in the addressed DSMNN. By taking into account the state-dependent characteristics of the network parameters and choosing an appropriate Lyapunov-Krasovskii functional, some sufficient conditions are established under which the underlying DSMNN is globally exponentially stable in the mean square. The derived conditions are made dependent on both the leakage and the probabilistic delays, and are therefore less conservative than the traditional delay-independent criteria. A simulation example is given to show the effectiveness of the proposed stability criterion. Copyright © 2018 Elsevier Ltd. All rights reserved.

Probabilistic Modeling of High-Temperature Material Properties of a 5-Harness 0/90 Sylramic Fiber/ CVI-SiC/ MI-SiC Woven Composite

NASA Technical Reports Server (NTRS)

Nagpal, Vinod K.; Tong, Michael; Murthy, P. L. N.; Mital, Subodh

1998-01-01

An integrated probabilistic approach has been developed to assess composites for high temperature applications. This approach was used to determine thermal and mechanical properties and their probabilistic distributions of a 5-harness 0/90 Sylramic fiber/CVI-SiC/Mi-SiC woven Ceramic Matrix Composite (CMC) at high temperatures. The purpose of developing this approach was to generate quantitative probabilistic information on this CMC to help complete the evaluation for its potential application for HSCT combustor liner. This approach quantified the influences of uncertainties inherent in constituent properties called primitive variables on selected key response variables of the CMC at 2200 F. The quantitative information is presented in the form of Cumulative Density Functions (CDFs). Probability Density Functions (PDFS) and primitive variable sensitivities on response. Results indicate that the scatters in response variables were reduced by 30-50% when the uncertainties in the primitive variables, which showed the most influence, were reduced by 50%.

Design for cyclic loading endurance of composites

NASA Technical Reports Server (NTRS)

Shiao, Michael C.; Murthy, Pappu L. N.; Chamis, Christos C.; Liaw, Leslie D. G.

1993-01-01

The application of the computer code IPACS (Integrated Probabilistic Assessment of Composite Structures) to aircraft wing type structures is described. The code performs a complete probabilistic analysis for composites taking into account the uncertainties in geometry, boundary conditions, material properties, laminate lay-ups, and loads. Results of the analysis are presented in terms of cumulative distribution functions (CDF) and probability density function (PDF) of the fatigue life of a wing type composite structure under different hygrothermal environments subjected to the random pressure. The sensitivity of the fatigue life to a number of critical structural/material variables is also computed from the analysis.

Bug Distribution and Pattern Classification.

ERIC Educational Resources Information Center

Tatsuoka, Kikumi K.; Tatsuoka, Maurice M.

The study examines the rule space model, a probabilistic model capable of measuring cognitive skill acquisition and of diagnosing erroneous rules of operation in a procedural domain. The model involves two important components: (1) determination of a set of bug distributions (bug density functions representing clusters around the rules); and (2)…

Circularly-symmetric complex normal ratio distribution for scalar transmissibility functions. Part III: Application to statistical modal analysis

NASA Astrophysics Data System (ADS)

Yan, Wang-Ji; Ren, Wei-Xin

2018-01-01

This study applies the theoretical findings of circularly-symmetric complex normal ratio distribution Yan and Ren (2016) [1,2] to transmissibility-based modal analysis from a statistical viewpoint. A probabilistic model of transmissibility function in the vicinity of the resonant frequency is formulated in modal domain, while some insightful comments are offered. It theoretically reveals that the statistics of transmissibility function around the resonant frequency is solely dependent on 'noise-to-signal' ratio and mode shapes. As a sequel to the development of the probabilistic model of transmissibility function in modal domain, this study poses the process of modal identification in the context of Bayesian framework by borrowing a novel paradigm. Implementation issues unique to the proposed approach are resolved by Lagrange multiplier approach. Also, this study explores the possibility of applying Bayesian analysis in distinguishing harmonic components and structural ones. The approaches are verified through simulated data and experimentally testing data. The uncertainty behavior due to variation of different factors is also discussed in detail.

Online probabilistic learning with an ensemble of forecasts

NASA Astrophysics Data System (ADS)

Thorey, Jean; Mallet, Vivien; Chaussin, Christophe

2016-04-01

Our objective is to produce a calibrated weighted ensemble to forecast a univariate time series. In addition to a meteorological ensemble of forecasts, we rely on observations or analyses of the target variable. The celebrated Continuous Ranked Probability Score (CRPS) is used to evaluate the probabilistic forecasts. However applying the CRPS on weighted empirical distribution functions (deriving from the weighted ensemble) may introduce a bias because of which minimizing the CRPS does not produce the optimal weights. Thus we propose an unbiased version of the CRPS which relies on clusters of members and is strictly proper. We adapt online learning methods for the minimization of the CRPS. These methods generate the weights associated to the members in the forecasted empirical distribution function. The weights are updated before each forecast step using only past observations and forecasts. Our learning algorithms provide the theoretical guarantee that, in the long run, the CRPS of the weighted forecasts is at least as good as the CRPS of any weighted ensemble with weights constant in time. In particular, the performance of our forecast is better than that of any subset ensemble with uniform weights. A noteworthy advantage of our algorithm is that it does not require any assumption on the distributions of the observations and forecasts, both for the application and for the theoretical guarantee to hold. As application example on meteorological forecasts for photovoltaic production integration, we show that our algorithm generates a calibrated probabilistic forecast, with significant performance improvements on probabilistic diagnostic tools (the CRPS, the reliability diagram and the rank histogram).

Probabilistic analysis of preload in the abutment screw of a dental implant complex.

PubMed

Guda, Teja; Ross, Thomas A; Lang, Lisa A; Millwater, Harry R

2008-09-01

Screw loosening is a problem for a percentage of implants. A probabilistic analysis to determine the cumulative probability distribution of the preload, the probability of obtaining an optimal preload, and the probabilistic sensitivities identifying important variables is lacking. The purpose of this study was to examine the inherent variability of material properties, surface interactions, and applied torque in an implant system to determine the probability of obtaining desired preload values and to identify the significant variables that affect the preload. Using software programs, an abutment screw was subjected to a tightening torque and the preload was determined from finite element (FE) analysis. The FE model was integrated with probabilistic analysis software. Two probabilistic analysis methods (advanced mean value and Monte Carlo sampling) were applied to determine the cumulative distribution function (CDF) of preload. The coefficient of friction, elastic moduli, Poisson's ratios, and applied torque were modeled as random variables and defined by probability distributions. Separate probability distributions were determined for the coefficient of friction in well-lubricated and dry environments. The probabilistic analyses were performed and the cumulative distribution of preload was determined for each environment. A distinct difference was seen between the preload probability distributions generated in a dry environment (normal distribution, mean (SD): 347 (61.9) N) compared to a well-lubricated environment (normal distribution, mean (SD): 616 (92.2) N). The probability of obtaining a preload value within the target range was approximately 54% for the well-lubricated environment and only 0.02% for the dry environment. The preload is predominately affected by the applied torque and coefficient of friction between the screw threads and implant bore at lower and middle values of the preload CDF, and by the applied torque and the elastic modulus of the abutment screw at high values of the preload CDF. Lubrication at the threaded surfaces between the abutment screw and implant bore affects the preload developed in the implant complex. For the well-lubricated surfaces, only approximately 50% of implants will have preload values within the generally accepted range. This probability can be improved by applying a higher torque than normally recommended or a more closely controlled torque than typically achieved. It is also suggested that materials with higher elastic moduli be used in the manufacture of the abutment screw to achieve a higher preload.

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.

Application of Probabilistic Methods for the Determination of an Economically Robust HSCT Configuration

NASA Technical Reports Server (NTRS)

Mavris, Dimitri N.; Bandte, Oliver; Schrage, Daniel P.

1996-01-01

This paper outlines an approach for the determination of economically viable robust design solutions using the High Speed Civil Transport (HSCT) as a case study. Furthermore, the paper states the advantages of a probability based aircraft design over the traditional point design approach. It also proposes a new methodology called Robust Design Simulation (RDS) which treats customer satisfaction as the ultimate design objective. RDS is based on a probabilistic approach to aerospace systems design, which views the chosen objective as a distribution function introduced by so called noise or uncertainty variables. Since the designer has no control over these variables, a variability distribution is defined for each one of them. The cumulative effect of all these distributions causes the overall variability of the objective function. For cases where the selected objective function depends heavily on these noise variables, it may be desirable to obtain a design solution that minimizes this dependence. The paper outlines a step by step approach on how to achieve such a solution for the HSCT case study and introduces an evaluation criterion which guarantees the highest customer satisfaction. This customer satisfaction is expressed by the probability of achieving objective function values less than a desired target value.

Bivariate drought frequency analysis using the copula method

NASA Astrophysics Data System (ADS)

Mirabbasi, Rasoul; Fakheri-Fard, Ahmad; Dinpashoh, Yagob

2012-04-01

Droughts are major natural hazards with significant environmental and economic impacts. In this study, two-dimensional copulas were applied to the analysis of the meteorological drought characteristics of the Sharafkhaneh gauge station, located in the northwest of Iran. Two major drought characteristics, duration and severity, as defined by the standardized precipitation index, were abstracted from observed drought events. Since drought duration and severity exhibited a significant correlation and since they were modeled using different distributions, copulas were used to construct the joint distribution function of the drought characteristics. The parameter of copulas was estimated using the method of the Inference Function for Margins. Several copulas were tested in order to determine the best data fit. According to the error analysis and the tail dependence coefficient, the Galambos copula provided the best fit for the observed drought data. Some bivariate probabilistic properties of droughts, based on the derived copula-based joint distribution, were also investigated. These probabilistic properties can provide useful information for water resource planning and management.

Toward a Probabilistic Phenological Model for Wheat Growing Degree Days (GDD)

NASA Astrophysics Data System (ADS)

Rahmani, E.; Hense, A.

2017-12-01

Are there deterministic relations between phenological and climate parameters? The answer is surely `No'. This answer motivated us to solve the problem through probabilistic theories. Thus, we developed a probabilistic phenological model which has the advantage of giving additional information in terms of uncertainty. To that aim, we turned to a statistical analysis named survival analysis. Survival analysis deals with death in biological organisms and failure in mechanical systems. In survival analysis literature, death or failure is considered as an event. By event, in this research we mean ripening date of wheat. We will assume only one event in this special case. By time, we mean the growing duration from sowing to ripening as lifetime for wheat which is a function of GDD. To be more precise we will try to perform the probabilistic forecast for wheat ripening. The probability value will change between 0 and 1. Here, the survivor function gives the probability that the not ripened wheat survives longer than a specific time or will survive to the end of its lifetime as a ripened crop. The survival function at each station is determined by fitting a normal distribution to the GDD as the function of growth duration. Verification of the models obtained is done using CRPS skill score (CRPSS). The positive values of CRPSS indicate the large superiority of the probabilistic phonologic survival model to the deterministic models. These results demonstrate that considering uncertainties in modeling are beneficial, meaningful and necessary. We believe that probabilistic phenological models have the potential to help reduce the vulnerability of agricultural production systems to climate change thereby increasing food security.

A Markov Chain Approach to Probabilistic Swarm Guidance

NASA Technical Reports Server (NTRS)

Acikmese, Behcet; Bayard, David S.

2012-01-01

This paper introduces a probabilistic guidance approach for the coordination of swarms of autonomous agents. The main idea is to drive the swarm to a prescribed density distribution in a prescribed region of the configuration space. In its simplest form, the probabilistic approach is completely decentralized and does not require communication or collabo- ration between agents. Agents make statistically independent probabilistic decisions based solely on their own state, that ultimately guides the swarm to the desired density distribution in the configuration space. In addition to being completely decentralized, the probabilistic guidance approach has a novel autonomous self-repair property: Once the desired swarm density distribution is attained, the agents automatically repair any damage to the distribution without collaborating and without any knowledge about the damage.

Probabilistic biosphere modeling for the long-term safety assessment of geological disposal facilities for radioactive waste using first- and second-order Monte Carlo simulation.

PubMed

Ciecior, Willy; Röhlig, Klaus-Jürgen; Kirchner, Gerald

2018-10-01

In the present paper, deterministic as well as first- and second-order probabilistic biosphere modeling approaches are compared. Furthermore, the sensitivity of the influence of the probability distribution function shape (empirical distribution functions and fitted lognormal probability functions) representing the aleatory uncertainty (also called variability) of a radioecological model parameter as well as the role of interacting parameters are studied. Differences in the shape of the output distributions for the biosphere dose conversion factor from first-order Monte Carlo uncertainty analysis using empirical and fitted lognormal distribution functions for input parameters suggest that a lognormal approximation is possibly not always an adequate representation of the aleatory uncertainty of a radioecological parameter. Concerning the comparison of the impact of aleatory and epistemic parameter uncertainty on the biosphere dose conversion factor, the latter here is described using uncertain moments (mean, variance) while the distribution itself represents the aleatory uncertainty of the parameter. From the results obtained, the solution space of second-order Monte Carlo simulation is much larger than that from first-order Monte Carlo simulation. Therefore, the influence of epistemic uncertainty of a radioecological parameter on the output result is much larger than that one caused by its aleatory uncertainty. Parameter interactions are only of significant influence in the upper percentiles of the distribution of results as well as only in the region of the upper percentiles of the model parameters. Copyright © 2018 Elsevier Ltd. All rights reserved.

Statistical description of non-Gaussian samples in the F2 layer of the ionosphere during heliogeophysical disturbances

NASA Astrophysics Data System (ADS)

Sergeenko, N. P.

2017-11-01

An adequate statistical method should be developed in order to predict probabilistically the range of ionospheric parameters. This problem is solved in this paper. The time series of the critical frequency of the layer F2- foF2( t) were subjected to statistical processing. For the obtained samples {δ foF2}, statistical distributions and invariants up to the fourth order are calculated. The analysis shows that the distributions differ from the Gaussian law during the disturbances. At levels of sufficiently small probability distributions, there are arbitrarily large deviations from the model of the normal process. Therefore, it is attempted to describe statistical samples {δ foF2} based on the Poisson model. For the studied samples, the exponential characteristic function is selected under the assumption that time series are a superposition of some deterministic and random processes. Using the Fourier transform, the characteristic function is transformed into a nonholomorphic excessive-asymmetric probability-density function. The statistical distributions of the samples {δ foF2} calculated for the disturbed periods are compared with the obtained model distribution function. According to the Kolmogorov's criterion, the probabilities of the coincidence of a posteriori distributions with the theoretical ones are P 0.7-0.9. The conducted analysis makes it possible to draw a conclusion about the applicability of a model based on the Poisson random process for the statistical description and probabilistic variation estimates during heliogeophysical disturbances of the variations {δ foF2}.

Optimization of the kernel functions in a probabilistic neural network analyzing the local pattern distribution.

PubMed

Galleske, I; Castellanos, J

2002-05-01

This article proposes a procedure for the automatic determination of the elements of the covariance matrix of the gaussian kernel function of probabilistic neural networks. Two matrices, a rotation matrix and a matrix of variances, can be calculated by analyzing the local environment of each training pattern. The combination of them will form the covariance matrix of each training pattern. This automation has two advantages: First, it will free the neural network designer from indicating the complete covariance matrix, and second, it will result in a network with better generalization ability than the original model. A variation of the famous two-spiral problem and real-world examples from the UCI Machine Learning Repository will show a classification rate not only better than the original probabilistic neural network but also that this model can outperform other well-known classification techniques.

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.

Global/local methods for probabilistic structural analysis

NASA Technical Reports Server (NTRS)

Millwater, H. R.; Wu, Y.-T.

1993-01-01

A probabilistic global/local method is proposed to reduce the computational requirements of probabilistic structural analysis. A coarser global model is used for most of the computations with a local more refined model used only at key probabilistic conditions. The global model is used to establish the cumulative distribution function (cdf) and the Most Probable Point (MPP). The local model then uses the predicted MPP to adjust the cdf value. The global/local method is used within the advanced mean value probabilistic algorithm. The local model can be more refined with respect to the g1obal model in terms of finer mesh, smaller time step, tighter tolerances, etc. and can be used with linear or nonlinear models. The basis for this approach is described in terms of the correlation between the global and local models which can be estimated from the global and local MPPs. A numerical example is presented using the NESSUS probabilistic structural analysis program with the finite element method used for the structural modeling. The results clearly indicate a significant computer savings with minimal loss in accuracy.

Global/local methods for probabilistic structural analysis

NASA Astrophysics Data System (ADS)

Millwater, H. R.; Wu, Y.-T.

1993-04-01

A probabilistic global/local method is proposed to reduce the computational requirements of probabilistic structural analysis. A coarser global model is used for most of the computations with a local more refined model used only at key probabilistic conditions. The global model is used to establish the cumulative distribution function (cdf) and the Most Probable Point (MPP). The local model then uses the predicted MPP to adjust the cdf value. The global/local method is used within the advanced mean value probabilistic algorithm. The local model can be more refined with respect to the g1obal model in terms of finer mesh, smaller time step, tighter tolerances, etc. and can be used with linear or nonlinear models. The basis for this approach is described in terms of the correlation between the global and local models which can be estimated from the global and local MPPs. A numerical example is presented using the NESSUS probabilistic structural analysis program with the finite element method used for the structural modeling. The results clearly indicate a significant computer savings with minimal loss in accuracy.

On the probabilistic structure of water age

NASA Astrophysics Data System (ADS)

Porporato, Amilcare; Calabrese, Salvatore

2015-05-01

The age distribution of water in hydrologic systems has received renewed interest recently, especially in relation to watershed response to rainfall inputs. The purpose of this contribution is first to draw attention to existing theories of age distributions in population dynamics, fluid mechanics and stochastic groundwater, and in particular to the McKendrick-von Foerster equation and its generalizations and solutions. A second and more important goal is to clarify that, when hydrologic fluxes are modeled by means of time-varying stochastic processes, the age distributions must themselves be treated as random functions. Once their probabilistic structure is obtained, it can be used to characterize the variability of age distributions in real systems and thus help quantify the inherent uncertainty in the field determination of water age. We illustrate these concepts with reference to a stochastic storage model, which has been used as a minimalist model of soil moisture and streamflow dynamics.

Probabilistic Micromechanics and Macromechanics for Ceramic Matrix Composites

NASA Technical Reports Server (NTRS)

Murthy, Pappu L. N.; Mital, Subodh K.; Shah, Ashwin R.

1997-01-01

The properties of ceramic matrix composites (CMC's) are known to display a considerable amount of scatter due to variations in fiber/matrix properties, interphase properties, interphase bonding, amount of matrix voids, and many geometry- or fabrication-related parameters, such as ply thickness and ply orientation. This paper summarizes preliminary studies in which formal probabilistic descriptions of the material-behavior- and fabrication-related parameters were incorporated into micromechanics and macromechanics for CMC'S. In this process two existing methodologies, namely CMC micromechanics and macromechanics analysis and a fast probability integration (FPI) technique are synergistically coupled to obtain the probabilistic composite behavior or response. Preliminary results in the form of cumulative probability distributions and information on the probability sensitivities of the response to primitive variables for a unidirectional silicon carbide/reaction-bonded silicon nitride (SiC/RBSN) CMC are presented. The cumulative distribution functions are computed for composite moduli, thermal expansion coefficients, thermal conductivities, and longitudinal tensile strength at room temperature. The variations in the constituent properties that directly affect these composite properties are accounted for via assumed probabilistic distributions. Collectively, the results show that the present technique provides valuable information about the composite properties and sensitivity factors, which is useful to design or test engineers. Furthermore, the present methodology is computationally more efficient than a standard Monte-Carlo simulation technique; and the agreement between the two solutions is excellent, as shown via select examples.

Towards an improved ensemble precipitation forecast: A probabilistic post-processing approach

NASA Astrophysics Data System (ADS)

Khajehei, Sepideh; Moradkhani, Hamid

2017-03-01

Recently, ensemble post-processing (EPP) has become a commonly used approach for reducing the uncertainty in forcing data and hence hydrologic simulation. The procedure was introduced to build ensemble precipitation forecasts based on the statistical relationship between observations and forecasts. More specifically, the approach relies on a transfer function that is developed based on a bivariate joint distribution between the observations and the simulations in the historical period. The transfer function is used to post-process the forecast. In this study, we propose a Bayesian EPP approach based on copula functions (COP-EPP) to improve the reliability of the precipitation ensemble forecast. Evaluation of the copula-based method is carried out by comparing the performance of the generated ensemble precipitation with the outputs from an existing procedure, i.e. mixed type meta-Gaussian distribution. Monthly precipitation from Climate Forecast System Reanalysis (CFS) and gridded observation from Parameter-Elevation Relationships on Independent Slopes Model (PRISM) have been employed to generate the post-processed ensemble precipitation. Deterministic and probabilistic verification frameworks are utilized in order to evaluate the outputs from the proposed technique. Distribution of seasonal precipitation for the generated ensemble from the copula-based technique is compared to the observation and raw forecasts for three sub-basins located in the Western United States. Results show that both techniques are successful in producing reliable and unbiased ensemble forecast, however, the COP-EPP demonstrates considerable improvement in the ensemble forecast in both deterministic and probabilistic verification, in particular in characterizing the extreme events in wet seasons.

Development of probabilistic multimedia multipathway computer codes.

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

Yu, C.; LePoire, D.; Gnanapragasam, E.

2002-01-01

The deterministic multimedia dose/risk assessment codes RESRAD and RESRAD-BUILD have been widely used for many years for evaluation of sites contaminated with residual radioactive materials. The RESRAD code applies to the cleanup of sites (soils) and the RESRAD-BUILD code applies to the cleanup of buildings and structures. This work describes the procedure used to enhance the deterministic RESRAD and RESRAD-BUILD codes for probabilistic dose analysis. A six-step procedure was used in developing default parameter distributions and the probabilistic analysis modules. These six steps include (1) listing and categorizing parameters; (2) ranking parameters; (3) developing parameter distributions; (4) testing parameter distributionsmore » for probabilistic analysis; (5) developing probabilistic software modules; and (6) testing probabilistic modules and integrated codes. The procedures used can be applied to the development of other multimedia probabilistic codes. The probabilistic versions of RESRAD and RESRAD-BUILD codes provide tools for studying the uncertainty in dose assessment caused by uncertain input parameters. The parameter distribution data collected in this work can also be applied to other multimedia assessment tasks and multimedia computer codes.« less

A Probabilistic Model of Local Sequence Alignment That Simplifies Statistical Significance Estimation

PubMed Central

Eddy, Sean R.

2008-01-01

Sequence database searches require accurate estimation of the statistical significance of scores. Optimal local sequence alignment scores follow Gumbel distributions, but determining an important parameter of the distribution (λ) requires time-consuming computational simulation. Moreover, optimal alignment scores are less powerful than probabilistic scores that integrate over alignment uncertainty (“Forward” scores), but the expected distribution of Forward scores remains unknown. Here, I conjecture that both expected score distributions have simple, predictable forms when full probabilistic modeling methods are used. For a probabilistic model of local sequence alignment, optimal alignment bit scores (“Viterbi” scores) are Gumbel-distributed with constant λ = log 2, and the high scoring tail of Forward scores is exponential with the same constant λ. Simulation studies support these conjectures over a wide range of profile/sequence comparisons, using 9,318 profile-hidden Markov models from the Pfam database. This enables efficient and accurate determination of expectation values (E-values) for both Viterbi and Forward scores for probabilistic local alignments. PMID:18516236

Probabilistic properties of the date of maximum river flow, an approach based on circular statistics in lowland, highland and mountainous catchment

NASA Astrophysics Data System (ADS)

Rutkowska, Agnieszka; Kohnová, Silvia; Banasik, Kazimierz

2018-04-01

Probabilistic properties of dates of winter, summer and annual maximum flows were studied using circular statistics in three catchments differing in topographic conditions; a lowland, highland and mountainous catchment. The circular measures of location and dispersion were used in the long-term samples of dates of maxima. The mixture of von Mises distributions was assumed as the theoretical distribution function of the date of winter, summer and annual maximum flow. The number of components was selected on the basis of the corrected Akaike Information Criterion and the parameters were estimated by means of the Maximum Likelihood method. The goodness of fit was assessed using both the correlation between quantiles and a version of the Kuiper's and Watson's test. Results show that the number of components varied between catchments and it was different for seasonal and annual maxima. Differences between catchments in circular characteristics were explained using climatic factors such as precipitation and temperature. Further studies may include circular grouping catchments based on similarity between distribution functions and the linkage between dates of maximum precipitation and maximum flow.

A probabilistic approach to photovoltaic generator performance prediction

NASA Astrophysics Data System (ADS)

Khallat, M. A.; Rahman, S.

1986-09-01

A method for predicting the performance of a photovoltaic (PV) generator based on long term climatological data and expected cell performance is described. The equations for cell model formulation are provided. Use of the statistical model for characterizing the insolation level is discussed. The insolation data is fitted to appropriate probability distribution functions (Weibull, beta, normal). The probability distribution functions are utilized to evaluate the capacity factors of PV panels or arrays. An example is presented revealing the applicability of the procedure.

Probabilistic Sensitivity Analysis with Respect to Bounds of Truncated Distributions (PREPRINT)

DTIC Science & Technology

2010-04-01

AFRL-RX-WP-TP-2010-4147 PROBABILISTIC SENSITIVITY ANALYSIS WITH RESPECT TO BOUNDS OF TRUNCATED DISTRIBUTIONS (PREPRINT) H. Millwater and...5a. CONTRACT NUMBER In-house 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 62102F 6. AUTHOR(S) H. Millwater and Y. Feng 5d. PROJECT...Z39-18 1 Probabilistic Sensitivity Analysis with respect to Bounds of Truncated Distributions H. Millwater and Y. Feng Department of Mechanical

Probabilistic Modeling of Aircraft Trajectories for Dynamic Separation Volumes

NASA Technical Reports Server (NTRS)

Lewis, Timothy A.

2016-01-01

With a proliferation of new and unconventional vehicles and operations expected in the future, the ab initio airspace design will require new approaches to trajectory prediction for separation assurance and other air traffic management functions. This paper presents an approach to probabilistic modeling of the trajectory of an aircraft when its intent is unknown. The approach uses a set of feature functions to constrain a maximum entropy probability distribution based on a set of observed aircraft trajectories. This model can be used to sample new aircraft trajectories to form an ensemble reflecting the variability in an aircraft's intent. The model learning process ensures that the variability in this ensemble reflects the behavior observed in the original data set. Computational examples are presented.

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.

Distributed collaborative probabilistic design for turbine blade-tip radial running clearance using support vector machine of regression

NASA Astrophysics Data System (ADS)

Fei, Cheng-Wei; Bai, Guang-Chen

2014-12-01

To improve the computational precision and efficiency of probabilistic design for mechanical dynamic assembly like the blade-tip radial running clearance (BTRRC) of gas turbine, a distribution collaborative probabilistic design method-based support vector machine of regression (SR)(called as DCSRM) is proposed by integrating distribution collaborative response surface method and support vector machine regression model. The mathematical model of DCSRM is established and the probabilistic design idea of DCSRM is introduced. The dynamic assembly probabilistic design of aeroengine high-pressure turbine (HPT) BTRRC is accomplished to verify the proposed DCSRM. The analysis results reveal that the optimal static blade-tip clearance of HPT is gained for designing BTRRC, and improving the performance and reliability of aeroengine. The comparison of methods shows that the DCSRM has high computational accuracy and high computational efficiency in BTRRC probabilistic analysis. The present research offers an effective way for the reliability design of mechanical dynamic assembly and enriches mechanical reliability theory and method.

Compiling probabilistic, bio-inspired circuits on a field programmable analog array

PubMed Central

Marr, Bo; Hasler, Jennifer

2014-01-01

A field programmable analog array (FPAA) is presented as an energy and computational efficiency engine: a mixed mode processor for which functions can be compiled at significantly less energy costs using probabilistic computing circuits. More specifically, it will be shown that the core computation of any dynamical system can be computed on the FPAA at significantly less energy per operation than a digital implementation. A stochastic system that is dynamically controllable via voltage controlled amplifier and comparator thresholds is implemented, which computes Bernoulli random variables. From Bernoulli variables it is shown exponentially distributed random variables, and random variables of an arbitrary distribution can be computed. The Gillespie algorithm is simulated to show the utility of this system by calculating the trajectory of a biological system computed stochastically with this probabilistic hardware where over a 127X performance improvement over current software approaches is shown. The relevance of this approach is extended to any dynamical system. The initial circuits and ideas for this work were generated at the 2008 Telluride Neuromorphic Workshop. PMID:24847199

Coupled Multi-Disciplinary Optimization for Structural Reliability and Affordability

NASA Technical Reports Server (NTRS)

Abumeri, Galib H.; Chamis, Christos C.

2003-01-01

A computational simulation method is presented for Non-Deterministic Multidisciplinary Optimization of engine composite materials and structures. A hypothetical engine duct made with ceramic matrix composites (CMC) is evaluated probabilistically in the presence of combined thermo-mechanical loading. The structure is tailored by quantifying the uncertainties in all relevant design variables such as fabrication, material, and loading parameters. The probabilistic sensitivities are used to select critical design variables for optimization. In this paper, two approaches for non-deterministic optimization are presented. The non-deterministic minimization of combined failure stress criterion is carried out by: (1) performing probabilistic evaluation first and then optimization and (2) performing optimization first and then probabilistic evaluation. The first approach shows that the optimization feasible region can be bounded by a set of prescribed probability limits and that the optimization follows the cumulative distribution function between those limits. The second approach shows that the optimization feasible region is bounded by 0.50 and 0.999 probabilities.

Probabilistic reasoning in data analysis.

PubMed

Sirovich, Lawrence

2011-09-20

This Teaching Resource provides lecture notes, slides, and a student assignment for a lecture on probabilistic reasoning in the analysis of biological data. General probabilistic frameworks are introduced, and a number of standard probability distributions are described using simple intuitive ideas. Particular attention is focused on random arrivals that are independent of prior history (Markovian events), with an emphasis on waiting times, Poisson processes, and Poisson probability distributions. The use of these various probability distributions is applied to biomedical problems, including several classic experimental studies.

Distributed collaborative probabilistic design of multi-failure structure with fluid-structure interaction using fuzzy neural network of regression

NASA Astrophysics Data System (ADS)

Song, Lu-Kai; Wen, Jie; Fei, Cheng-Wei; Bai, Guang-Chen

2018-05-01

To improve the computing efficiency and precision of probabilistic design for multi-failure structure, a distributed collaborative probabilistic design method-based fuzzy neural network of regression (FR) (called as DCFRM) is proposed with the integration of distributed collaborative response surface method and fuzzy neural network regression model. The mathematical model of DCFRM is established and the probabilistic design idea with DCFRM is introduced. The probabilistic analysis of turbine blisk involving multi-failure modes (deformation failure, stress failure and strain failure) was investigated by considering fluid-structure interaction with the proposed method. The distribution characteristics, reliability degree, and sensitivity degree of each failure mode and overall failure mode on turbine blisk are obtained, which provides a useful reference for improving the performance and reliability of aeroengine. Through the comparison of methods shows that the DCFRM reshapes the probability of probabilistic analysis for multi-failure structure and improves the computing efficiency while keeping acceptable computational precision. Moreover, the proposed method offers a useful insight for reliability-based design optimization of multi-failure structure and thereby also enriches the theory and method of mechanical reliability design.

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.

Derivation of Hunt equation for suspension distribution using Shannon entropy theory

NASA Astrophysics Data System (ADS)

Kundu, Snehasis

2017-12-01

In this study, the Hunt equation for computing suspension concentration in sediment-laden flows is derived using Shannon entropy theory. Considering the inverse of the void ratio as a random variable and using principle of maximum entropy, probability density function and cumulative distribution function of suspension concentration is derived. A new and more general cumulative distribution function for the flow domain is proposed which includes several specific other models of CDF reported in literature. This general form of cumulative distribution function also helps to derive the Rouse equation. The entropy based approach helps to estimate model parameters using suspension data of sediment concentration which shows the advantage of using entropy theory. Finally model parameters in the entropy based model are also expressed as functions of the Rouse number to establish a link between the parameters of the deterministic and probabilistic approaches.

Probabilistic Analysis of Gas Turbine Field Performance

NASA Technical Reports Server (NTRS)

Gorla, Rama S. R.; Pai, Shantaram S.; Rusick, Jeffrey J.

2002-01-01

A gas turbine thermodynamic cycle was computationally simulated and probabilistically evaluated in view of the several uncertainties in the performance parameters, which are indices of gas turbine health. Cumulative distribution functions and sensitivity factors were computed for the overall thermal efficiency and net specific power output due to the thermodynamic random variables. These results can be used to quickly identify the most critical design variables in order to optimize the design, enhance performance, increase system availability and make it cost effective. The analysis leads to the selection of the appropriate measurements to be used in the gas turbine health determination and to the identification of both the most critical measurements and parameters. Probabilistic analysis aims at unifying and improving the control and health monitoring of gas turbine aero-engines by increasing the quality and quantity of information available about the engine's health and performance.

Developing acceptance limits for measured bearing wear of the Space Shuttle Main Engine high pressure oxidizer turbopump

NASA Technical Reports Server (NTRS)

Genge, Gary G.

1991-01-01

The probabilistic design approach currently receiving attention for structural failure modes has been adapted for obtaining measured bearing wear limits in the Space Shuttle Main Engine high-pressure oxidizer turbopump. With the development of the shaft microtravel measurements to determine bearing health, an acceptance limit was neeed that protects against all known faiure modes yet is not overly conservative. This acceptance criteria limit has been successfully determined using probabilistic descriptions of preflight hardware geometry, empirical bearing wear data, mission requirements, and measurement tool precision as an input for a Monte Carlo simulation. The result of the simulation is a frequency distribution of failures as a function of preflight acceptance limits. When the distribution is converted into a reliability curve, a conscious risk management decision is made concerning the acceptance limit.

Probalistic Assessment of Radiation Risk for Solar Particle Events

NASA Technical Reports Server (NTRS)

Kim, Myung-Hee Y.; Cucinotta, Francis A.

2008-01-01

For long duration missions outside of the protection of the Earth's magnetic field, exposure to solar particle events (SPEs) is a major safety concern for crew members during extra-vehicular activities (EVAs) on the lunar surface or Earth-to-moon or Earth-to-Mars transit. The large majority (90%) of SPEs have small or no health consequences because the doses are low and the particles do not penetrate to organ depths. However, there is an operational challenge to respond to events of unknown size and duration. We have developed a probabilistic approach to SPE risk assessment in support of mission design and operational planning. Using the historical database of proton measurements during the past 5 solar cycles, the functional form of hazard function of SPE occurrence per cycle was found for nonhomogeneous Poisson model. A typical hazard function was defined as a function of time within a non-specific future solar cycle of 4000 days duration. Distributions of particle fluences for a specified mission period were simulated ranging from its 5th to 95th percentile. Organ doses from large SPEs were assessed using NASA's Baryon transport model, BRYNTRN. The SPE risk was analyzed with the organ dose distribution for the given particle fluences during a mission period. In addition to the total particle fluences of SPEs, the detailed energy spectra of protons, especially at high energy levels, were recognized as extremely important for assessing the cancer risk associated with energetic particles for large events. The probability of exceeding the NASA 30-day limit of blood forming organ (BFO) dose inside a typical spacecraft was calculated for various SPE sizes. This probabilistic approach to SPE protection will be combined with a probabilistic approach to the radiobiological factors that contribute to the uncertainties in projecting cancer risks in future work.

Modelling road accident blackspots data with the discrete generalized Pareto distribution.

PubMed

Prieto, Faustino; Gómez-Déniz, Emilio; Sarabia, José María

2014-10-01

This study shows how road traffic networks events, in particular road accidents on blackspots, can be modelled with simple probabilistic distributions. We considered the number of crashes and the number of fatalities on Spanish blackspots in the period 2003-2007, from Spanish General Directorate of Traffic (DGT). We modelled those datasets, respectively, with the discrete generalized Pareto distribution (a discrete parametric model with three parameters) and with the discrete Lomax distribution (a discrete parametric model with two parameters, and particular case of the previous model). For that, we analyzed the basic properties of both parametric models: cumulative distribution, survival, probability mass, quantile and hazard functions, genesis and rth-order moments; applied two estimation methods of their parameters: the μ and (μ+1) frequency method and the maximum likelihood method; used two goodness-of-fit tests: Chi-square test and discrete Kolmogorov-Smirnov test based on bootstrap resampling; and compared them with the classical negative binomial distribution in terms of absolute probabilities and in models including covariates. We found that those probabilistic models can be useful to describe the road accident blackspots datasets analyzed. Copyright © 2014 Elsevier Ltd. All rights reserved.

Probabilistic Reverse dOsimetry Estimating Exposure Distribution (PROcEED)

EPA Pesticide Factsheets

PROcEED is a web-based application used to conduct probabilistic reverse dosimetry calculations.The tool is used for estimating a distribution of exposure concentrations likely to have produced biomarker concentrations measured in a population.

Probabilistic Assessment of Cancer Risk for Astronauts on Lunar Missions

NASA Technical Reports Server (NTRS)

Kim, Myung-Hee Y.; Cucinotta, Francis A.

2009-01-01

During future lunar missions, exposure to solar particle events (SPEs) is a major safety concern for crew members during extra-vehicular activities (EVAs) on the lunar surface or Earth-to-moon transit. NASA s new lunar program anticipates that up to 15% of crew time may be on EVA, with minimal radiation shielding. For the operational challenge to respond to events of unknown size and duration, a probabilistic risk assessment approach is essential for mission planning and design. Using the historical database of proton measurements during the past 5 solar cycles, a typical hazard function for SPE occurrence was defined using a non-homogeneous Poisson model as a function of time within a non-specific future solar cycle of 4000 days duration. Distributions ranging from the 5th to 95th percentile of particle fluences for a specified mission period were simulated. Organ doses corresponding to particle fluences at the median and at the 95th percentile for a specified mission period were assessed using NASA s baryon transport model, BRYNTRN. The cancer fatality risk for astronauts as functions of age, gender, and solar cycle activity were then analyzed. The probability of exceeding the NASA 30- day limit of blood forming organ (BFO) dose inside a typical spacecraft was calculated. Future work will involve using this probabilistic risk assessment approach to SPE forecasting, combined with a probabilistic approach to the radiobiological factors that contribute to the uncertainties in projecting cancer risks.

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.

Probabilistic evaluation of fuselage-type composite structures

NASA Technical Reports Server (NTRS)

Shiao, Michael C.; Chamis, Christos C.

1992-01-01

A methodology is developed to computationally simulate the uncertain behavior of composite structures. The uncertain behavior includes buckling loads, natural frequencies, displacements, stress/strain etc., which are the consequences of the random variation (scatter) of the primitive (independent random) variables in the constituent, ply, laminate and structural levels. This methodology is implemented in the IPACS (Integrated Probabilistic Assessment of Composite Structures) computer code. A fuselage-type composite structure is analyzed to demonstrate the code's capability. The probability distribution functions of the buckling loads, natural frequency, displacement, strain and stress are computed. The sensitivity of each primitive (independent random) variable to a given structural response is also identified from the analyses.

Functionally Graded Designer Viscoelastic Materials Tailored to Perform Prescribed Tasks with Probabilistic Failures and Lifetimes

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

Hilton, Harry H.

Protocols are developed for formulating optimal viscoelastic designer functionally graded materials tailored to best respond to prescribed loading and boundary conditions. In essence, an inverse approach is adopted where material properties instead of structures per se are designed and then distributed throughout structural elements. The final measure of viscoelastic material efficacy is expressed in terms of failure probabilities vs. survival time000.

A Gaussian Model-Based Probabilistic Approach for Pulse Transit Time Estimation.

PubMed

Jang, Dae-Geun; Park, Seung-Hun; Hahn, Minsoo

2016-01-01

In this paper, we propose a new probabilistic approach to pulse transit time (PTT) estimation using a Gaussian distribution model. It is motivated basically by the hypothesis that PTTs normalized by RR intervals follow the Gaussian distribution. To verify the hypothesis, we demonstrate the effects of arterial compliance on the normalized PTTs using the Moens-Korteweg equation. Furthermore, we observe a Gaussian distribution of the normalized PTTs on real data. In order to estimate the PTT using the hypothesis, we first assumed that R-waves in the electrocardiogram (ECG) can be correctly identified. The R-waves limit searching ranges to detect pulse peaks in the photoplethysmogram (PPG) and to synchronize the results with cardiac beats--i.e., the peaks of the PPG are extracted within the corresponding RR interval of the ECG as pulse peak candidates. Their probabilities of being the actual pulse peak are then calculated using a Gaussian probability function. The parameters of the Gaussian function are automatically updated when a new pulse peak is identified. This update makes the probability function adaptive to variations of cardiac cycles. Finally, the pulse peak is identified as the candidate with the highest probability. The proposed approach is tested on a database where ECG and PPG waveforms are collected simultaneously during the submaximal bicycle ergometer exercise test. The results are promising, suggesting that the method provides a simple but more accurate PTT estimation in real applications.

Probabilistic Parameter Uncertainty Analysis of Single Input Single Output Control Systems

NASA Technical Reports Server (NTRS)

Smith, Brett A.; Kenny, Sean P.; Crespo, Luis G.

2005-01-01

The current standards for handling uncertainty in control systems use interval bounds for definition of the uncertain parameters. This approach gives no information about the likelihood of system performance, but simply gives the response bounds. When used in design, current methods of m-analysis and can lead to overly conservative controller design. With these methods, worst case conditions are weighted equally with the most likely conditions. This research explores a unique approach for probabilistic analysis of control systems. Current reliability methods are examined showing the strong areas of each in handling probability. A hybrid method is developed using these reliability tools for efficiently propagating probabilistic uncertainty through classical control analysis problems. The method developed is applied to classical response analysis as well as analysis methods that explore the effects of the uncertain parameters on stability and performance metrics. The benefits of using this hybrid approach for calculating the mean and variance of responses cumulative distribution functions are shown. Results of the probabilistic analysis of a missile pitch control system, and a non-collocated mass spring system, show the added information provided by this hybrid analysis.

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 generalized statistical model for the size distribution of wealth

NASA Astrophysics Data System (ADS)

Clementi, F.; Gallegati, M.; Kaniadakis, G.

2012-12-01

In a recent paper in this journal (Clementi et al 2009 J. Stat. Mech. P02037), we proposed a new, physically motivated, distribution function for modeling individual incomes, having its roots in the framework of the κ-generalized statistical mechanics. The performance of the κ-generalized distribution was checked against real data on personal income for the United States in 2003. In this paper we extend our previous model so as to be able to account for the distribution of wealth. Probabilistic functions and inequality measures of this generalized model for wealth distribution are obtained in closed form. In order to check the validity of the proposed model, we analyze the US household wealth distributions from 1984 to 2009 and conclude an excellent agreement with the data that is superior to any other model already known in the literature.

Approximation of state variables for discrete-time stochastic genetic regulatory networks with leakage, distributed, and probabilistic measurement delays: a robust stability problem.

PubMed

Pandiselvi, S; Raja, R; Cao, Jinde; Rajchakit, G; Ahmad, Bashir

2018-01-01

This work predominantly labels the problem of approximation of state variables for discrete-time stochastic genetic regulatory networks with leakage, distributed, and probabilistic measurement delays. Here we design a linear estimator in such a way that the absorption of mRNA and protein can be approximated via known measurement outputs. By utilizing a Lyapunov-Krasovskii functional and some stochastic analysis execution, we obtain the stability formula of the estimation error systems in the structure of linear matrix inequalities under which the estimation error dynamics is robustly exponentially stable. Further, the obtained conditions (in the form of LMIs) can be effortlessly solved by some available software packages. Moreover, the specific expression of the desired estimator is also shown in the main section. Finally, two mathematical illustrative examples are accorded to show the advantage of the proposed conceptual results.

Quantifying Uncertainties in the Thermo-Mechanical Properties of Particulate Reinforced Composites

NASA Technical Reports Server (NTRS)

Mital, Subodh K.; Murthy, Pappu L. N.

1999-01-01

The present paper reports results from a computational simulation of probabilistic particulate reinforced composite behavior. The approach consists use of simplified micromechanics of particulate reinforced composites together with a Fast Probability Integration (FPI) technique. Sample results are presented for a Al/SiC(sub p)(silicon carbide particles in aluminum matrix) composite. The probability density functions for composite moduli, thermal expansion coefficient and thermal conductivities along with their sensitivity factors are computed. The effect of different assumed distributions and the effect of reducing scatter in constituent properties on the thermal expansion coefficient are also evaluated. The variations in the constituent properties that directly effect these composite properties are accounted for by assumed probabilistic distributions. The results show that the present technique provides valuable information about the scatter in composite properties and sensitivity factors, which are useful to test or design engineers.

Computation of marginal distributions of peak-heights in electropherograms for analysing single source and mixture STR DNA samples.

PubMed

Cowell, Robert G

2018-05-04

Current models for single source and mixture samples, and probabilistic genotyping software based on them used for analysing STR electropherogram data, assume simple probability distributions, such as the gamma distribution, to model the allelic peak height variability given the initial amount of DNA prior to PCR amplification. Here we illustrate how amplicon number distributions, for a model of the process of sample DNA collection and PCR amplification, may be efficiently computed by evaluating probability generating functions using discrete Fourier transforms. Copyright © 2018 Elsevier B.V. All rights reserved.

Probabilistic #D data fusion for multiresolution surface generation

NASA Technical Reports Server (NTRS)

Manduchi, R.; Johnson, A. E.

2002-01-01

In this paper we present an algorithm for adaptive resolution integration of 3D data collected from multiple distributed sensors. The input to the algorithm is a set of 3D surface points and associated sensor models. Using a probabilistic rule, a surface probability function is generated that represents the probability that a particular volume of space contains the surface. The surface probability function is represented using an octree data structure; regions of space with samples of large conariance are stored at a coarser level than regions of space containing samples with smaller covariance. The algorithm outputs an adaptive resolution surface generated by connecting points that lie on the ridge of surface probability with triangles scaled to match the local discretization of space given by the algorithm, we present results from 3D data generated by scanning lidar and structure from motion.

The benefits of probabilistic exposure assessment: three case studies involving contaminated air, water, and soil.

PubMed

Finley, B; Paustenbach, D

1994-02-01

Probabilistic risk assessments are enjoying increasing popularity as a tool to characterize the health hazards associated with exposure to chemicals in the environment. Because probabilistic analyses provide much more information to the risk manager than standard "point" risk estimates, this approach has generally been heralded as one which could significantly improve the conduct of health risk assessments. The primary obstacles to replacing point estimates with probabilistic techniques include a general lack of familiarity with the approach and a lack of regulatory policy and guidance. This paper discusses some of the advantages and disadvantages of the point estimate vs. probabilistic approach. Three case studies are presented which contrast and compare the results of each. The first addresses the risks associated with household exposure to volatile chemicals in tapwater. The second evaluates airborne dioxin emissions which can enter the food-chain. The third illustrates how to derive health-based cleanup levels for dioxin in soil. It is shown that, based on the results of Monte Carlo analyses of probability density functions (PDFs), the point estimate approach required by most regulatory agencies will nearly always overpredict the risk for the 95th percentile person by a factor of up to 5. When the assessment requires consideration of 10 or more exposure variables, the point estimate approach will often predict risks representative of the 99.9th percentile person rather than the 50th or 95th percentile person. This paper recommends a number of data distributions for various exposure variables that we believe are now sufficiently well understood to be used with confidence in most exposure assessments. A list of exposure variables that may require additional research before adequate data distributions can be developed are also discussed.

A probabilistic Hu-Washizu variational principle

NASA Technical Reports Server (NTRS)

Liu, W. K.; Belytschko, T.; Besterfield, G. H.

1987-01-01

A Probabilistic Hu-Washizu Variational Principle (PHWVP) for the Probabilistic Finite Element Method (PFEM) is presented. This formulation is developed for both linear and nonlinear elasticity. The PHWVP allows incorporation of the probabilistic distributions for the constitutive law, compatibility condition, equilibrium, domain and boundary conditions into the PFEM. Thus, a complete probabilistic analysis can be performed where all aspects of the problem are treated as random variables and/or fields. The Hu-Washizu variational formulation is available in many conventional finite element codes thereby enabling the straightforward inclusion of the probabilistic features into present codes.

Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system structural components

NASA Technical Reports Server (NTRS)

Cruse, T. A.

1987-01-01

The objective is the development of several modular structural analysis packages capable of predicting the probabilistic response distribution for key structural variables such as maximum stress, natural frequencies, transient response, etc. The structural analysis packages are to include stochastic modeling of loads, material properties, geometry (tolerances), and boundary conditions. The solution is to be in terms of the cumulative probability of exceedance distribution (CDF) and confidence bounds. Two methods of probability modeling are to be included as well as three types of structural models - probabilistic finite-element method (PFEM); probabilistic approximate analysis methods (PAAM); and probabilistic boundary element methods (PBEM). The purpose in doing probabilistic structural analysis is to provide the designer with a more realistic ability to assess the importance of uncertainty in the response of a high performance structure. Probabilistic Structural Analysis Method (PSAM) tools will estimate structural safety and reliability, while providing the engineer with information on the confidence that should be given to the predicted behavior. Perhaps most critically, the PSAM results will directly provide information on the sensitivity of the design response to those variables which are seen to be uncertain.

Probabilistic Structural Analysis Methods for select space propulsion system structural components (PSAM)

NASA Technical Reports Server (NTRS)

Cruse, T. A.; Burnside, O. H.; Wu, Y.-T.; Polch, E. Z.; Dias, J. B.

1988-01-01

The objective is the development of several modular structural analysis packages capable of predicting the probabilistic response distribution for key structural variables such as maximum stress, natural frequencies, transient response, etc. The structural analysis packages are to include stochastic modeling of loads, material properties, geometry (tolerances), and boundary conditions. The solution is to be in terms of the cumulative probability of exceedance distribution (CDF) and confidence bounds. Two methods of probability modeling are to be included as well as three types of structural models - probabilistic finite-element method (PFEM); probabilistic approximate analysis methods (PAAM); and probabilistic boundary element methods (PBEM). The purpose in doing probabilistic structural analysis is to provide the designer with a more realistic ability to assess the importance of uncertainty in the response of a high performance structure. Probabilistic Structural Analysis Method (PSAM) tools will estimate structural safety and reliability, while providing the engineer with information on the confidence that should be given to the predicted behavior. Perhaps most critically, the PSAM results will directly provide information on the sensitivity of the design response to those variables which are seen to be uncertain.

Stochastic model for fatigue crack size and cost effective design decisions. [for aerospace structures

NASA Technical Reports Server (NTRS)

Hanagud, S.; Uppaluri, B.

1975-01-01

This paper describes a methodology for making cost effective fatigue design decisions. The methodology is based on a probabilistic model for the stochastic process of fatigue crack growth with time. The development of a particular model for the stochastic process is also discussed in the paper. The model is based on the assumption of continuous time and discrete space of crack lengths. Statistical decision theory and the developed probabilistic model are used to develop the procedure for making fatigue design decisions on the basis of minimum expected cost or risk function and reliability bounds. Selections of initial flaw size distribution, NDT, repair threshold crack lengths, and inspection intervals are discussed.

Probabilistic Analysis of Solid Oxide Fuel Cell Based Hybrid Gas Turbine System

NASA Technical Reports Server (NTRS)

Gorla, Rama S. R.; Pai, Shantaram S.; Rusick, Jeffrey J.

2003-01-01

The emergence of fuel cell systems and hybrid fuel cell systems requires the evolution of analysis strategies for evaluating thermodynamic performance. A gas turbine thermodynamic cycle integrated with a fuel cell was computationally simulated and probabilistically evaluated in view of the several uncertainties in the thermodynamic performance parameters. Cumulative distribution functions and sensitivity factors were computed for the overall thermal efficiency and net specific power output due to the uncertainties in the thermodynamic random variables. These results can be used to quickly identify the most critical design variables in order to optimize the design and make it cost effective. The analysis leads to the selection of criteria for gas turbine performance.

Probabilistic analysis of structures involving random stress-strain behavior

NASA Technical Reports Server (NTRS)

Millwater, H. R.; Thacker, B. H.; Harren, S. V.

1991-01-01

The present methodology for analysis of structures with random stress strain behavior characterizes the uniaxial stress-strain curve in terms of (1) elastic modulus, (2) engineering stress at initial yield, (3) initial plastic-hardening slope, (4) engineering stress at point of ultimate load, and (5) engineering strain at point of ultimate load. The methodology is incorporated into the Numerical Evaluation of Stochastic Structures Under Stress code for probabilistic structural analysis. The illustrative problem of a thick cylinder under internal pressure, where both the internal pressure and the stress-strain curve are random, is addressed by means of the code. The response value is the cumulative distribution function of the equivalent plastic strain at the inner radius.

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.

Global assessment of predictability of water availability: A bivariate probabilistic Budyko analysis

NASA Astrophysics Data System (ADS)

Wang, Weiguang; Fu, Jianyu

2018-02-01

Estimating continental water availability is of great importance for water resources management, in terms of maintaining ecosystem integrity and sustaining society development. To more accurately quantify the predictability of water availability, on the basis of univariate probabilistic Budyko framework, a bivariate probabilistic Budyko approach was developed using copula-based joint distribution model for considering the dependence between parameter ω of Wang-Tang's equation and the Normalized Difference Vegetation Index (NDVI), and was applied globally. The results indicate the predictive performance in global water availability is conditional on the climatic condition. In comparison with simple univariate distribution, the bivariate one produces the lower interquartile range under the same global dataset, especially in the regions with higher NDVI values, highlighting the importance of developing the joint distribution by taking into account the dependence structure of parameter ω and NDVI, which can provide more accurate probabilistic evaluation of water availability.

A probabilistic approach to aircraft design emphasizing stability and control uncertainties

NASA Astrophysics Data System (ADS)

Delaurentis, Daniel Andrew

In order to address identified deficiencies in current approaches to aerospace systems design, a new method has been developed. This new method for design is based on the premise that design is a decision making activity, and that deterministic analysis and synthesis can lead to poor, or misguided decision making. This is due to a lack of disciplinary knowledge of sufficient fidelity about the product, to the presence of uncertainty at multiple levels of the aircraft design hierarchy, and to a failure to focus on overall affordability metrics as measures of goodness. Design solutions are desired which are robust to uncertainty and are based on the maximum knowledge possible. The new method represents advances in the two following general areas. 1. Design models and uncertainty. The research performed completes a transition from a deterministic design representation to a probabilistic one through a modeling of design uncertainty at multiple levels of the aircraft design hierarchy, including: (1) Consistent, traceable uncertainty classification and representation; (2) Concise mathematical statement of the Probabilistic Robust Design problem; (3) Variants of the Cumulative Distribution Functions (CDFs) as decision functions for Robust Design; (4) Probabilistic Sensitivities which identify the most influential sources of variability. 2. Multidisciplinary analysis and design. Imbedded in the probabilistic methodology is a new approach for multidisciplinary design analysis and optimization (MDA/O), employing disciplinary analysis approximations formed through statistical experimentation and regression. These approximation models are a function of design variables common to the system level as well as other disciplines. For aircraft, it is proposed that synthesis/sizing is the proper avenue for integrating multiple disciplines. Research hypotheses are translated into a structured method, which is subsequently tested for validity. Specifically, the implementation involves the study of the relaxed static stability technology for a supersonic commercial transport aircraft. The probabilistic robust design method is exercised resulting in a series of robust design solutions based on different interpretations of "robustness". Insightful results are obtained and the ability of the method to expose trends in the design space are noted as a key advantage.

Probabilistic treatment of the uncertainty from the finite size of weighted Monte Carlo data

NASA Astrophysics Data System (ADS)

Glüsenkamp, Thorsten

2018-06-01

Parameter estimation in HEP experiments often involves Monte Carlo simulation to model the experimental response function. A typical application are forward-folding likelihood analyses with re-weighting, or time-consuming minimization schemes with a new simulation set for each parameter value. Problematically, the finite size of such Monte Carlo samples carries intrinsic uncertainty that can lead to a substantial bias in parameter estimation if it is neglected and the sample size is small. We introduce a probabilistic treatment of this problem by replacing the usual likelihood functions with novel generalized probability distributions that incorporate the finite statistics via suitable marginalization. These new PDFs are analytic, and can be used to replace the Poisson, multinomial, and sample-based unbinned likelihoods, which covers many use cases in high-energy physics. In the limit of infinite statistics, they reduce to the respective standard probability distributions. In the general case of arbitrary Monte Carlo weights, the expressions involve the fourth Lauricella function FD, for which we find a new finite-sum representation in a certain parameter setting. The result also represents an exact form for Carlson's Dirichlet average Rn with n > 0, and thereby an efficient way to calculate the probability generating function of the Dirichlet-multinomial distribution, the extended divided difference of a monomial, or arbitrary moments of univariate B-splines. We demonstrate the bias reduction of our approach with a typical toy Monte Carlo problem, estimating the normalization of a peak in a falling energy spectrum, and compare the results with previously published methods from the literature.

A probabilistic mechanical model for prediction of aggregates’ size distribution effect on concrete compressive strength

NASA Astrophysics Data System (ADS)

Miled, Karim; Limam, Oualid; Sab, Karam

2012-06-01

To predict aggregates' size distribution effect on the concrete compressive strength, a probabilistic mechanical model is proposed. Within this model, a Voronoi tessellation of a set of non-overlapping and rigid spherical aggregates is used to describe the concrete microstructure. Moreover, aggregates' diameters are defined as statistical variables and their size distribution function is identified to the experimental sieve curve. Then, an inter-aggregate failure criterion is proposed to describe the compressive-shear crushing of the hardened cement paste when concrete is subjected to uniaxial compression. Using a homogenization approach based on statistical homogenization and on geometrical simplifications, an analytical formula predicting the concrete compressive strength is obtained. This formula highlights the effects of cement paste strength and aggregates' size distribution and volume fraction on the concrete compressive strength. According to the proposed model, increasing the concrete strength for the same cement paste and the same aggregates' volume fraction is obtained by decreasing both aggregates' maximum size and the percentage of coarse aggregates. Finally, the validity of the model has been discussed through a comparison with experimental results (15 concrete compressive strengths ranging between 46 and 106 MPa) taken from literature and showing a good agreement with the model predictions.

Probabilistic finite elements for fracture mechanics

NASA Technical Reports Server (NTRS)

Besterfield, Glen

1988-01-01

The probabilistic finite element method (PFEM) is developed for probabilistic fracture mechanics (PFM). A finite element which has the near crack-tip singular strain embedded in the element is used. Probabilistic distributions, such as expectation, covariance and correlation stress intensity factors, are calculated for random load, random material and random crack length. The method is computationally quite efficient and can be expected to determine the probability of fracture or reliability.

A Hough Transform Global Probabilistic Approach to Multiple-Subject Diffusion MRI Tractography

DTIC Science & Technology

2010-04-01

distribution unlimited 13. SUPPLEMENTARY NOTES 14. ABSTRACT A global probabilistic fiber tracking approach based on the voting process provided by...umn.edu 2 ABSTRACT A global probabilistic fiber tracking approach based on the voting process provided by the Hough transform is introduced in...criteria for aligning curves and particularly tracts. In this work, we present a global probabilistic approach inspired by the voting procedure provided

Failed rib region prediction in a human body model during crash events with precrash braking.

PubMed

Guleyupoglu, B; Koya, B; Barnard, R; Gayzik, F S

2018-02-28

The objective of this study is 2-fold. We used a validated human body finite element model to study the predicted chest injury (focusing on rib fracture as a function of element strain) based on varying levels of simulated precrash braking. Furthermore, we compare deterministic and probabilistic methods of rib injury prediction in the computational model. The Global Human Body Models Consortium (GHBMC) M50-O model was gravity settled in the driver position of a generic interior equipped with an advanced 3-point belt and airbag. Twelve cases were investigated with permutations for failure, precrash braking system, and crash severity. The severities used were median (17 kph), severe (34 kph), and New Car Assessment Program (NCAP; 56.4 kph). Cases with failure enabled removed rib cortical bone elements once 1.8% effective plastic strain was exceeded. Alternatively, a probabilistic framework found in the literature was used to predict rib failure. Both the probabilistic and deterministic methods take into consideration location (anterior, lateral, and posterior). The deterministic method is based on a rubric that defines failed rib regions dependent on a threshold for contiguous failed elements. The probabilistic method depends on age-based strain and failure functions. Kinematics between both methods were similar (peak max deviation: ΔX head = 17 mm; ΔZ head = 4 mm; ΔX thorax = 5 mm; ΔZ thorax = 1 mm). Seat belt forces at the time of probabilistic failed region initiation were lower than those at deterministic failed region initiation. The probabilistic method for rib fracture predicted more failed regions in the rib (an analog for fracture) than the deterministic method in all but 1 case where they were equal. The failed region patterns between models are similar; however, there are differences that arise due to stress reduced from element elimination that cause probabilistic failed regions to continue to rise after no deterministic failed region would be predicted. Both the probabilistic and deterministic methods indicate similar trends with regards to the effect of precrash braking; however, there are tradeoffs. The deterministic failed region method is more spatially sensitive to failure and is more sensitive to belt loads. The probabilistic failed region method allows for increased capability in postprocessing with respect to age. The probabilistic failed region method predicted more failed regions than the deterministic failed region method due to force distribution differences.

Model based inference from microvascular measurements: Combining experimental measurements and model predictions using a Bayesian probabilistic approach

PubMed Central

Rasmussen, Peter M.; Smith, Amy F.; Sakadžić, Sava; Boas, David A.; Pries, Axel R.; Secomb, Timothy W.; Østergaard, Leif

2017-01-01

Objective In vivo imaging of the microcirculation and network-oriented modeling have emerged as powerful means of studying microvascular function and understanding its physiological significance. Network-oriented modeling may provide the means of summarizing vast amounts of data produced by high-throughput imaging techniques in terms of key, physiological indices. To estimate such indices with sufficient certainty, however, network-oriented analysis must be robust to the inevitable presence of uncertainty due to measurement errors as well as model errors. Methods We propose the Bayesian probabilistic data analysis framework as a means of integrating experimental measurements and network model simulations into a combined and statistically coherent analysis. The framework naturally handles noisy measurements and provides posterior distributions of model parameters as well as physiological indices associated with uncertainty. Results We applied the analysis framework to experimental data from three rat mesentery networks and one mouse brain cortex network. We inferred distributions for more than five hundred unknown pressure and hematocrit boundary conditions. Model predictions were consistent with previous analyses, and remained robust when measurements were omitted from model calibration. Conclusion Our Bayesian probabilistic approach may be suitable for optimizing data acquisition and for analyzing and reporting large datasets acquired as part of microvascular imaging studies. PMID:27987383

Probabilistic Prediction of Lifetimes of Ceramic Parts

NASA Technical Reports Server (NTRS)

Nemeth, Noel N.; Gyekenyesi, John P.; Jadaan, Osama M.; Palfi, Tamas; Powers, Lynn; Reh, Stefan; Baker, Eric H.

2006-01-01

ANSYS/CARES/PDS is a software system that combines the ANSYS Probabilistic Design System (PDS) software with a modified version of the Ceramics Analysis and Reliability Evaluation of Structures Life (CARES/Life) Version 6.0 software. [A prior version of CARES/Life was reported in Program for Evaluation of Reliability of Ceramic Parts (LEW-16018), NASA Tech Briefs, Vol. 20, No. 3 (March 1996), page 28.] CARES/Life models effects of stochastic strength, slow crack growth, and stress distribution on the overall reliability of a ceramic component. The essence of the enhancement in CARES/Life 6.0 is the capability to predict the probability of failure using results from transient finite-element analysis. ANSYS PDS models the effects of uncertainty in material properties, dimensions, and loading on the stress distribution and deformation. ANSYS/CARES/PDS accounts for the effects of probabilistic strength, probabilistic loads, probabilistic material properties, and probabilistic tolerances on the lifetime and reliability of the component. Even failure probability becomes a stochastic quantity that can be tracked as a response variable. ANSYS/CARES/PDS enables tracking of all stochastic quantities in the design space, thereby enabling more precise probabilistic prediction of lifetimes of ceramic components.

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

PubMed Central

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

2016-01-01

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

Probabilistic accounting of uncertainty in forecasts of species distributions under climate change

Treesearch

Seth J. Wenger; Nicholas A. Som; Daniel C. Dauwalter; Daniel J. Isaak; Helen M. Neville; Charles H. Luce; Jason B. Dunham; Michael K. Young; Kurt D. Fausch; Bruce E. Rieman

2013-01-01

Forecasts of species distributions under future climates are inherently uncertain, but there have been few attempts to describe this uncertainty comprehensively in a probabilistic manner. We developed a Monte Carlo approach that accounts for uncertainty within generalized linear regression models (parameter uncertainty and residual error), uncertainty among competing...

An improved probabilistic approach for linking progenitor and descendant galaxy populations using comoving number density

NASA Astrophysics Data System (ADS)

Wellons, Sarah; Torrey, Paul

2017-06-01

Galaxy populations at different cosmic epochs are often linked by cumulative comoving number density in observational studies. Many theoretical works, however, have shown that the cumulative number densities of tracked galaxy populations not only evolve in bulk, but also spread out over time. We present a method for linking progenitor and descendant galaxy populations which takes both of these effects into account. We define probability distribution functions that capture the evolution and dispersion of galaxy populations in number density space, and use these functions to assign galaxies at redshift zf probabilities of being progenitors/descendants of a galaxy population at another redshift z0. These probabilities are used as weights for calculating distributions of physical progenitor/descendant properties such as stellar mass, star formation rate or velocity dispersion. We demonstrate that this probabilistic method provides more accurate predictions for the evolution of physical properties than the assumption of either a constant number density or an evolving number density in a bin of fixed width by comparing predictions against galaxy populations directly tracked through a cosmological simulation. We find that the constant number density method performs least well at recovering galaxy properties, the evolving method density slightly better and the probabilistic method best of all. The improvement is present for predictions of stellar mass as well as inferred quantities such as star formation rate and velocity dispersion. We demonstrate that this method can also be applied robustly and easily to observational data, and provide a code package for doing so.

Probabilistic Material Strength Degradation Model for Inconel 718 Components Subjected to High Temperature, High-Cycle and Low-Cycle Mechanical Fatigue, Creep and Thermal Fatigue Effects

NASA Technical Reports Server (NTRS)

Bast, Callie C.; Boyce, Lola

1995-01-01

The development of methodology for a probabilistic material strength degradation is described. The probabilistic model, in the form of a postulated randomized multifactor equation, provides for quantification of uncertainty in the lifetime material strength of aerospace propulsion system components subjected to a number of diverse random effects. This model is embodied in the computer program entitled PROMISS, which can include up to eighteen different effects. Presently, the model includes five effects that typically reduce lifetime strength: high temperature, high-cycle mechanical fatigue, low-cycle mechanical fatigue, creep and thermal fatigue. Results, in the form of cumulative distribution functions, illustrated the sensitivity of lifetime strength to any current value of an effect. In addition, verification studies comparing predictions of high-cycle mechanical fatigue and high temperature effects with experiments are presented. Results from this limited verification study strongly supported that material degradation can be represented by randomized multifactor interaction models.

Probabilistic structural analysis of aerospace components using NESSUS

NASA Technical Reports Server (NTRS)

Shiao, Michael C.; Nagpal, Vinod K.; Chamis, Christos C.

1988-01-01

Probabilistic structural analysis of a Space Shuttle main engine turbopump blade is conducted using the computer code NESSUS (numerical evaluation of stochastic structures under stress). The goal of the analysis is to derive probabilistic characteristics of blade response given probabilistic descriptions of uncertainties in blade geometry, material properties, and temperature and pressure distributions. Probability densities are derived for critical blade responses. Risk assessment and failure life analysis is conducted assuming different failure models.

Directional statistics-based reflectance model for isotropic bidirectional reflectance distribution functions.

PubMed

Nishino, Ko; Lombardi, Stephen

2011-01-01

We introduce a novel parametric bidirectional reflectance distribution function (BRDF) model that can accurately encode a wide variety of real-world isotropic BRDFs with a small number of parameters. The key observation we make is that a BRDF may be viewed as a statistical distribution on a unit hemisphere. We derive a novel directional statistics distribution, which we refer to as the hemispherical exponential power distribution, and model real-world isotropic BRDFs as mixtures of it. We derive a canonical probabilistic method for estimating the parameters, including the number of components, of this novel directional statistics BRDF model. We show that the model captures the full spectrum of real-world isotropic BRDFs with high accuracy, but a small footprint. We also demonstrate the advantages of the novel BRDF model by showing its use for reflection component separation and for exploring the space of isotropic BRDFs.

Judging Words by Their Covers and the Company They Keep: Probabilistic Cues Support Word Learning

ERIC Educational Resources Information Center

Lany, Jill

2014-01-01

Statistical learning may be central to lexical and grammatical development. The phonological and distributional properties of words provide probabilistic cues to their grammatical and semantic properties. Infants can capitalize on such probabilistic cues to learn grammatical patterns in listening tasks. However, infants often struggle to learn…

Results of the Verification of the Statistical Distribution Model of Microseismicity Emission Characteristics

NASA Astrophysics Data System (ADS)

Cianciara, Aleksander

2016-09-01

The paper presents the results of research aimed at verifying the hypothesis that the Weibull distribution is an appropriate statistical distribution model of microseismicity emission characteristics, namely: energy of phenomena and inter-event time. It is understood that the emission under consideration is induced by the natural rock mass fracturing. Because the recorded emission contain noise, therefore, it is subjected to an appropriate filtering. The study has been conducted using the method of statistical verification of null hypothesis that the Weibull distribution fits the empirical cumulative distribution function. As the model describing the cumulative distribution function is given in an analytical form, its verification may be performed using the Kolmogorov-Smirnov goodness-of-fit test. Interpretations by means of probabilistic methods require specifying the correct model describing the statistical distribution of data. Because in these methods measurement data are not used directly, but their statistical distributions, e.g., in the method based on the hazard analysis, or in that that uses maximum value statistics.

The sampled-data consensus of multi-agent systems with probabilistic time-varying delays and packet losses

NASA Astrophysics Data System (ADS)

Sui, Xin; Yang, Yongqing; Xu, Xianyun; Zhang, Shuai; Zhang, Lingzhong

2018-02-01

This paper investigates the consensus of multi-agent systems with probabilistic time-varying delays and packet losses via sampled-data control. On the one hand, a Bernoulli-distributed white sequence is employed to model random packet losses among agents. On the other hand, a switched system is used to describe packet dropouts in a deterministic way. Based on the special property of the Laplacian matrix, the consensus problem can be converted into a stabilization problem of a switched system with lower dimensions. Some mean square consensus criteria are derived in terms of constructing an appropriate Lyapunov function and using linear matrix inequalities (LMIs). Finally, two numerical examples are given to show the effectiveness of the proposed method.

Probabilistic Component Mode Synthesis of Nondeterministic Substructures

NASA Technical Reports Server (NTRS)

Brown, Andrew M.; Ferri, Aldo A.

1996-01-01

Standard methods of structural dynamic analysis assume that the structural characteristics are deterministic. Recognizing that these characteristics are actually statistical in nature researchers have recently developed a variety of methods that use this information to determine probabilities of a desired response characteristic, such as natural frequency, without using expensive Monte Carlo simulations. One of the problems in these methods is correctly identifying the statistical properties of primitive variables such as geometry, stiffness, and mass. We present a method where the measured dynamic properties of substructures are used instead as the random variables. The residual flexibility method of component mode synthesis is combined with the probabilistic methods to determine the cumulative distribution function of the system eigenvalues. A simple cantilever beam test problem is presented that illustrates the theory.

Novel probabilistic neuroclassifier

NASA Astrophysics Data System (ADS)

Hong, Jiang; Serpen, Gursel

2003-09-01

A novel probabilistic potential function neural network classifier algorithm to deal with classes which are multi-modally distributed and formed from sets of disjoint pattern clusters is proposed in this paper. The proposed classifier has a number of desirable properties which distinguish it from other neural network classifiers. A complete description of the algorithm in terms of its architecture and the pseudocode is presented. Simulation analysis of the newly proposed neuro-classifier algorithm on a set of benchmark problems is presented. Benchmark problems tested include IRIS, Sonar, Vowel Recognition, Two-Spiral, Wisconsin Breast Cancer, Cleveland Heart Disease and Thyroid Gland Disease. Simulation results indicate that the proposed neuro-classifier performs consistently better for a subset of problems for which other neural classifiers perform relatively poorly.

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

PubMed

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

2003-01-01

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

DISCOUNTING OF DELAYED AND PROBABILISTIC LOSSES OVER A WIDE RANGE OF AMOUNTS

PubMed Central

Green, Leonard; Myerson, Joel; Oliveira, Luís; Chang, Seo Eun

2014-01-01

The present study examined delay and probability discounting of hypothetical monetary losses over a wide range of amounts (from $20 to $500,000) in order to determine how amount affects the parameters of the hyperboloid discounting function. In separate conditions, college students chose between immediate payments and larger, delayed payments and between certain payments and larger, probabilistic payments. The hyperboloid function accurately described both types of discounting, and amount of loss had little or no systematic effect on the degree of discounting. Importantly, the amount of loss also had little systematic effect on either the rate parameter or the exponent of the delay and probability discounting functions. The finding that the parameters of the hyperboloid function remain relatively constant across a wide range of amounts of delayed and probabilistic loss stands in contrast to the robust amount effects observed with delayed and probabilistic rewards. At the individual level, the degree to which delayed losses were discounted was uncorrelated with the degree to which probabilistic losses were discounted, and delay and probability loaded on two separate factors, similar to what is observed with delayed and probabilistic rewards. Taken together, these findings argue that although delay and probability discounting involve fundamentally different decision-making mechanisms, nevertheless the discounting of delayed and probabilistic losses share an insensitivity to amount that distinguishes it from the discounting of delayed and probabilistic gains. PMID:24745086

A probabilistic and continuous model of protein conformational space for template-free modeling.

PubMed

Zhao, Feng; Peng, Jian; Debartolo, Joe; Freed, Karl F; Sosnick, Tobin R; Xu, Jinbo

2010-06-01

One of the major challenges with protein template-free modeling is an efficient sampling algorithm that can explore a huge conformation space quickly. The popular fragment assembly method constructs a conformation by stringing together short fragments extracted from the Protein Data Base (PDB). The discrete nature of this method may limit generated conformations to a subspace in which the native fold does not belong. Another worry is that a protein with really new fold may contain some fragments not in the PDB. This article presents a probabilistic model of protein conformational space to overcome the above two limitations. This probabilistic model employs directional statistics to model the distribution of backbone angles and 2(nd)-order Conditional Random Fields (CRFs) to describe sequence-angle relationship. Using this probabilistic model, we can sample protein conformations in a continuous space, as opposed to the widely used fragment assembly and lattice model methods that work in a discrete space. We show that when coupled with a simple energy function, this probabilistic method compares favorably with the fragment assembly method in the blind CASP8 evaluation, especially on alpha or small beta proteins. To our knowledge, this is the first probabilistic method that can search conformations in a continuous space and achieves favorable performance. Our method also generated three-dimensional (3D) models better than template-based methods for a couple of CASP8 hard targets. The method described in this article can also be applied to protein loop modeling, model refinement, and even RNA tertiary structure prediction.

Adaptive Decision Making Using Probabilistic Programming and Stochastic Optimization

DTIC Science & Technology

2018-01-01

world optimization problems (and hence 16 Approved for Public Release (PA); Distribution Unlimited Pred. demand (uncertain; discrete ...simplify the setting, we further assume that the demands are discrete , taking on values d1, . . . , dk with probabilities (conditional on x) (pθ)i ≡ p...Tyrrell Rockafellar. Implicit functions and solution mappings. Springer Monogr. Math ., 2009. Anthony V Fiacco and Yo Ishizuka. Sensitivity and stability

Proposal of a method for evaluating tsunami risk using response-surface methodology

NASA Astrophysics Data System (ADS)

Fukutani, Y.

2017-12-01

Information on probabilistic tsunami inundation hazards is needed to define and evaluate tsunami risk. Several methods for calculating these hazards have been proposed (e.g. Løvholt et al. (2012), Thio (2012), Fukutani et al. (2014), Goda et al. (2015)). However, these methods are inefficient, and their calculation cost is high, since they require multiple tsunami numerical simulations, therefore lacking versatility. In this study, we proposed a simpler method for tsunami risk evaluation using response-surface methodology. Kotani et al. (2016) proposed an evaluation method for the probabilistic distribution of tsunami wave-height using a response-surface methodology. We expanded their study and developed a probabilistic distribution of tsunami inundation depth. We set the depth (x1) and the slip (x2) of an earthquake fault as explanatory variables and tsunami inundation depth (y) as an object variable. Subsequently, tsunami risk could be evaluated by conducting a Monte Carlo simulation, assuming that the generation probability of an earthquake follows a Poisson distribution, the probability distribution of tsunami inundation depth follows the distribution derived from a response-surface, and the damage probability of a target follows a log normal distribution. We applied the proposed method to a wood building located on the coast of Tokyo Bay. We implemented a regression analysis based on the results of 25 tsunami numerical calculations and developed a response-surface, which was defined as y=ax1+bx2+c (a:0.2615, b:3.1763, c=-1.1802). We assumed proper probabilistic distribution for earthquake generation, inundation height, and vulnerability. Based on these probabilistic distributions, we conducted Monte Carlo simulations of 1,000,000 years. We clarified that the expected damage probability of the studied wood building is 22.5%, assuming that an earthquake occurs. The proposed method is therefore a useful and simple way to evaluate tsunami risk using a response-surface and Monte Carlo simulation without conducting multiple tsunami numerical simulations.

Don't Fear Optimality: Sampling for Probabilistic-Logic Sequence Models

NASA Astrophysics Data System (ADS)

Thon, Ingo

One of the current challenges in artificial intelligence is modeling dynamic environments that change due to the actions or activities undertaken by people or agents. The task of inferring hidden states, e.g. the activities or intentions of people, based on observations is called filtering. Standard probabilistic models such as Dynamic Bayesian Networks are able to solve this task efficiently using approximative methods such as particle filters. However, these models do not support logical or relational representations. The key contribution of this paper is the upgrade of a particle filter algorithm for use with a probabilistic logical representation through the definition of a proposal distribution. The performance of the algorithm depends largely on how well this distribution fits the target distribution. We adopt the idea of logical compilation into Binary Decision Diagrams for sampling. This allows us to use the optimal proposal distribution which is normally prohibitively slow.

Scalable Quantum Networks for Distributed Computing and Sensing

DTIC Science & Technology

2016-04-01

probabilistic measurement , so we developed quantum memories and guided-wave implementations of same, demonstrating controlled delay of a heralded single...Second, fundamental scalability requires a method to synchronize protocols based on quantum measurements , which are inherently probabilistic. To meet...AFRL-AFOSR-UK-TR-2016-0007 Scalable Quantum Networks for Distributed Computing and Sensing Ian Walmsley THE UNIVERSITY OF OXFORD Final Report 04/01

Objectively combining AR5 instrumental period and paleoclimate climate sensitivity evidence

NASA Astrophysics Data System (ADS)

Lewis, Nicholas; Grünwald, Peter

2018-03-01

Combining instrumental period evidence regarding equilibrium climate sensitivity with largely independent paleoclimate proxy evidence should enable a more constrained sensitivity estimate to be obtained. Previous, subjective Bayesian approaches involved selection of a prior probability distribution reflecting the investigators' beliefs about climate sensitivity. Here a recently developed approach employing two different statistical methods—objective Bayesian and frequentist likelihood-ratio—is used to combine instrumental period and paleoclimate evidence based on data presented and assessments made in the IPCC Fifth Assessment Report. Probabilistic estimates from each source of evidence are represented by posterior probability density functions (PDFs) of physically-appropriate form that can be uniquely factored into a likelihood function and a noninformative prior distribution. The three-parameter form is shown accurately to fit a wide range of estimated climate sensitivity PDFs. The likelihood functions relating to the probabilistic estimates from the two sources are multiplicatively combined and a prior is derived that is noninformative for inference from the combined evidence. A posterior PDF that incorporates the evidence from both sources is produced using a single-step approach, which avoids the order-dependency that would arise if Bayesian updating were used. Results are compared with an alternative approach using the frequentist signed root likelihood ratio method. Results from these two methods are effectively identical, and provide a 5-95% range for climate sensitivity of 1.1-4.05 K (median 1.87 K).

Towards a robust framework for Probabilistic Tsunami Hazard Assessment (PTHA) for local and regional tsunami in New Zealand

NASA Astrophysics Data System (ADS)

Mueller, Christof; Power, William; Fraser, Stuart; Wang, Xiaoming

2013-04-01

Probabilistic Tsunami Hazard Assessment (PTHA) is conceptually closely related to Probabilistic Seismic Hazard Assessment (PSHA). The main difference is that PTHA needs to simulate propagation of tsunami waves through the ocean and cannot rely on attenuation relationships, which makes PTHA computationally more expensive. The wave propagation process can be assumed to be linear as long as water depth is much larger than the wave amplitude of the tsunami. Beyond this limit a non-linear scheme has to be employed with significantly higher algorithmic run times. PTHA considering far-field tsunami sources typically uses unit source simulations, and relies on the linearity of the process by later scaling and combining the wave fields of individual simulations to represent the intended earthquake magnitude and rupture area. Probabilistic assessments are typically made for locations offshore but close to the coast. Inundation is calculated only for significantly contributing events (de-aggregation). For local and regional tsunami it has been demonstrated that earthquake rupture complexity has a significant effect on the tsunami amplitude distribution offshore and also on inundation. In this case PTHA has to take variable slip distributions and non-linearity into account. A unit source approach cannot easily be applied. Rupture complexity is seen as an aleatory uncertainty and can be incorporated directly into the rate calculation. We have developed a framework that manages the large number of simulations required for local PTHA. As an initial case study the effect of rupture complexity on tsunami inundation and the statistics of the distribution of wave heights have been investigated for plate-interface earthquakes in the Hawke's Bay region in New Zealand. Assessing the probability that water levels will be in excess of a certain threshold requires the calculation of empirical cumulative distribution functions (ECDF). We compare our results with traditional estimates for tsunami inundation simulations that do not consider rupture complexity. De-aggregation based on moment magnitude alone might not be appropriate, because the hazard posed by any individual event can be underestimated locally if rupture complexity is ignored.

Study on the Evaluation Method for Fault Displacement: Probabilistic Approach Based on Japanese Earthquake Rupture Data - Principal fault displacements -

NASA Astrophysics Data System (ADS)

Kitada, N.; Inoue, N.; Tonagi, M.

2016-12-01

The purpose of Probabilistic Fault Displacement Hazard Analysis (PFDHA) is estimate fault displacement values and its extent of the impact. There are two types of fault displacement related to the earthquake fault: principal fault displacement and distributed fault displacement. Distributed fault displacement should be evaluated in important facilities, such as Nuclear Installations. PFDHA estimates principal fault and distributed fault displacement. For estimation, PFDHA uses distance-displacement functions, which are constructed from field measurement data. We constructed slip distance relation of principal fault displacement based on Japanese strike and reverse slip earthquakes in order to apply to Japan area that of subduction field. However, observed displacement data are sparse, especially reverse faults. Takao et al. (2013) tried to estimate the relation using all type fault systems (reverse fault and strike slip fault). After Takao et al. (2013), several inland earthquakes were occurred in Japan, so in this time, we try to estimate distance-displacement functions each strike slip fault type and reverse fault type especially add new fault displacement data set. To normalized slip function data, several criteria were provided by several researchers. We normalized principal fault displacement data based on several methods and compared slip-distance functions. The normalized by total length of Japanese reverse fault data did not show particular trend slip distance relation. In the case of segmented data, the slip-distance relationship indicated similar trend as strike slip faults. We will also discuss the relation between principal fault displacement distributions with source fault character. According to slip distribution function (Petersen et al., 2011), strike slip fault type shows the ratio of normalized displacement are decreased toward to the edge of fault. However, the data set of Japanese strike slip fault data not so decrease in the end of the fault. This result indicates that the fault displacement is difficult to appear at the edge of the fault displacement in Japan. This research was part of the 2014-2015 research project `Development of evaluating method for fault displacement` by the Secretariat of Nuclear Regulation Authority (NRA), Japan.

[Elastic registration method to compute deformation functions for mitral valve].

PubMed

Yang, Jinyu; Zhang, Wan; Yin, Ran; Deng, Yuxiao; Wei, Yunfeng; Zeng, Junyi; Wen, Tong; Ding, Lu; Liu, Xiaojian; Li, Yipeng

2014-10-01

Mitral valve disease is one of the most popular heart valve diseases. Precise positioning and displaying of the valve characteristics is necessary for the minimally invasive mitral valve repairing procedures. This paper presents a multi-resolution elastic registration method to compute the deformation functions constructed from cubic B-splines in three dimensional ultrasound images, in which the objective functional to be optimized was generated by maximum likelihood method based on the probabilistic distribution of the ultrasound speckle noise. The algorithm was then applied to register the mitral valve voxels. Numerical results proved the effectiveness of the algorithm.

A Robust Approach to Risk Assessment Based on Species Sensitivity Distributions.

PubMed

Monti, Gianna S; Filzmoser, Peter; Deutsch, Roland C

2018-05-03

The guidelines for setting environmental quality standards are increasingly based on probabilistic risk assessment due to a growing general awareness of the need for probabilistic procedures. One of the commonly used tools in probabilistic risk assessment is the species sensitivity distribution (SSD), which represents the proportion of species affected belonging to a biological assemblage as a function of exposure to a specific toxicant. Our focus is on the inverse use of the SSD curve with the aim of estimating the concentration, HCp, of a toxic compound that is hazardous to p% of the biological community under study. Toward this end, we propose the use of robust statistical methods in order to take into account the presence of outliers or apparent skew in the data, which may occur without any ecological basis. A robust approach exploits the full neighborhood of a parametric model, enabling the analyst to account for the typical real-world deviations from ideal models. We examine two classic HCp estimation approaches and consider robust versions of these estimators. In addition, we also use data transformations in conjunction with robust estimation methods in case of heteroscedasticity. Different scenarios using real data sets as well as simulated data are presented in order to illustrate and compare the proposed approaches. These scenarios illustrate that the use of robust estimation methods enhances HCp estimation. © 2018 Society for Risk Analysis.

Location error uncertainties - an advanced using of probabilistic inverse theory

NASA Astrophysics Data System (ADS)

Debski, Wojciech

2016-04-01

The spatial location of sources of seismic waves is one of the first tasks when transient waves from natural (uncontrolled) sources are analyzed in many branches of physics, including seismology, oceanology, to name a few. Source activity and its spatial variability in time, the geometry of recording network, the complexity and heterogeneity of wave velocity distribution are all factors influencing the performance of location algorithms and accuracy of the achieved results. While estimating of the earthquake foci location is relatively simple a quantitative estimation of the location accuracy is really a challenging task even if the probabilistic inverse method is used because it requires knowledge of statistics of observational, modelling, and apriori uncertainties. In this presentation we addressed this task when statistics of observational and/or modeling errors are unknown. This common situation requires introduction of apriori constraints on the likelihood (misfit) function which significantly influence the estimated errors. Based on the results of an analysis of 120 seismic events from the Rudna copper mine operating in southwestern Poland we illustrate an approach based on an analysis of Shanon's entropy calculated for the aposteriori distribution. We show that this meta-characteristic of the aposteriori distribution carries some information on uncertainties of the solution found.

Hierarchical Probabilistic Inference of Cosmic Shear

NASA Astrophysics Data System (ADS)

Schneider, Michael D.; Hogg, David W.; Marshall, Philip J.; Dawson, William A.; Meyers, Joshua; Bard, Deborah J.; Lang, Dustin

2015-07-01

Point estimators for the shearing of galaxy images induced by gravitational lensing involve a complex inverse problem in the presence of noise, pixelization, and model uncertainties. We present a probabilistic forward modeling approach to gravitational lensing inference that has the potential to mitigate the biased inferences in most common point estimators and is practical for upcoming lensing surveys. The first part of our statistical framework requires specification of a likelihood function for the pixel data in an imaging survey given parameterized models for the galaxies in the images. We derive the lensing shear posterior by marginalizing over all intrinsic galaxy properties that contribute to the pixel data (i.e., not limited to galaxy ellipticities) and learn the distributions for the intrinsic galaxy properties via hierarchical inference with a suitably flexible conditional probabilitiy distribution specification. We use importance sampling to separate the modeling of small imaging areas from the global shear inference, thereby rendering our algorithm computationally tractable for large surveys. With simple numerical examples we demonstrate the improvements in accuracy from our importance sampling approach, as well as the significance of the conditional distribution specification for the intrinsic galaxy properties when the data are generated from an unknown number of distinct galaxy populations with different morphological characteristics.

Probabilistic Design Analysis (PDA) Approach to Determine the Probability of Cross-System Failures for a Space Launch Vehicle

NASA Technical Reports Server (NTRS)

Shih, Ann T.; Lo, Yunnhon; Ward, Natalie C.

2010-01-01

Quantifying the probability of significant launch vehicle failure scenarios for a given design, while still in the design process, is critical to mission success and to the safety of the astronauts. Probabilistic risk assessment (PRA) is chosen from many system safety and reliability tools to verify the loss of mission (LOM) and loss of crew (LOC) requirements set by the NASA Program Office. To support the integrated vehicle PRA, probabilistic design analysis (PDA) models are developed by using vehicle design and operation data to better quantify failure probabilities and to better understand the characteristics of a failure and its outcome. This PDA approach uses a physics-based model to describe the system behavior and response for a given failure scenario. Each driving parameter in the model is treated as a random variable with a distribution function. Monte Carlo simulation is used to perform probabilistic calculations to statistically obtain the failure probability. Sensitivity analyses are performed to show how input parameters affect the predicted failure probability, providing insight for potential design improvements to mitigate the risk. The paper discusses the application of the PDA approach in determining the probability of failure for two scenarios from the NASA Ares I project

Bayesian Processor of Output for Probabilistic Quantitative Precipitation Forecasting

NASA Astrophysics Data System (ADS)

Krzysztofowicz, R.; Maranzano, C. J.

2006-05-01

The Bayesian Processor of Output (BPO) is a new, theoretically-based technique for probabilistic forecasting of weather variates. It processes output from a numerical weather prediction (NWP) model and optimally fuses it with climatic data in order to quantify uncertainty about a predictand. The BPO is being tested by producing Probabilistic Quantitative Precipitation Forecasts (PQPFs) for a set of climatically diverse stations in the contiguous U.S. For each station, the PQPFs are produced for the same 6-h, 12-h, and 24-h periods up to 84- h ahead for which operational forecasts are produced by the AVN-MOS (Model Output Statistics technique applied to output fields from the Global Spectral Model run under the code name AVN). The inputs into the BPO are estimated as follows. The prior distribution is estimated from a (relatively long) climatic sample of the predictand; this sample is retrieved from the archives of the National Climatic Data Center. The family of the likelihood functions is estimated from a (relatively short) joint sample of the predictor vector and the predictand; this sample is retrieved from the same archive that the Meteorological Development Laboratory of the National Weather Service utilized to develop the AVN-MOS system. This talk gives a tutorial introduction to the principles and procedures behind the BPO, and highlights some results from the testing: a numerical example of the estimation of the BPO, and a comparative verification of the BPO forecasts and the MOS forecasts. It concludes with a list of demonstrated attributes of the BPO (vis- à-vis the MOS): more parsimonious definitions of predictors, more efficient extraction of predictive information, better representation of the distribution function of predictand, and equal or better performance (in terms of calibration and informativeness).

Probabilistic map of critical functional regions of the human cerebral cortex: Broca's area revisited.

PubMed

Tate, Matthew C; Herbet, Guillaume; Moritz-Gasser, Sylvie; Tate, Joseph E; Duffau, Hugues

2014-10-01

The organization of basic functions of the human brain, particularly in the right hemisphere, remains poorly understood. Recent advances in functional neuroimaging have improved our understanding of cortical organization but do not allow for direct interrogation or determination of essential (versus participatory) cortical regions. Direct cortical stimulation represents a unique opportunity to provide novel insights into the functional distribution of critical epicentres. Direct cortical stimulation (bipolar, 60 Hz, 1-ms pulse) was performed in 165 consecutive patients undergoing awake mapping for resection of low-grade gliomas. Tasks included motor, sensory, counting, and picture naming. Stimulation sites eliciting positive (sensory/motor) or negative (speech arrest, dysarthria, anomia, phonological and semantic paraphasias) findings were recorded and mapped onto a standard Montreal Neurological Institute brain atlas. Montreal Neurological Institute-space functional data were subjected to cluster analysis algorithms (K-means, partition around medioids, hierarchical Ward) to elucidate crucial network epicentres. Sensorimotor function was observed in the pre/post-central gyri as expected. Articulation epicentres were also found within the pre/post-central gyri. However, speech arrest localized to ventral premotor cortex, not the classical Broca's area. Anomia/paraphasia data demonstrated foci not only within classical Wernicke's area but also within the middle and inferior frontal gyri. We report the first bilateral probabilistic map for crucial cortical epicentres of human brain functions in the right and left hemispheres, including sensory, motor, and language (speech, articulation, phonology and semantics). These data challenge classical theories of brain organization (e.g. Broca's area as speech output region) and provide a distributed framework for future studies of neural networks. © The Author (2014). Published by Oxford University Press on behalf of the Guarantors of Brain. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Reliability analysis of composite structures

NASA Technical Reports Server (NTRS)

Kan, Han-Pin

1992-01-01

A probabilistic static stress analysis methodology has been developed to estimate the reliability of a composite structure. Closed form stress analysis methods are the primary analytical tools used in this methodology. These structural mechanics methods are used to identify independent variables whose variations significantly affect the performance of the structure. Once these variables are identified, scatter in their values is evaluated and statistically characterized. The scatter in applied loads and the structural parameters are then fitted to appropriate probabilistic distribution functions. Numerical integration techniques are applied to compute the structural reliability. The predicted reliability accounts for scatter due to variability in material strength, applied load, fabrication and assembly processes. The influence of structural geometry and mode of failure are also considerations in the evaluation. Example problems are given to illustrate various levels of analytical complexity.

Fracture mechanics concepts in reliability analysis of monolithic ceramics

NASA Technical Reports Server (NTRS)

Manderscheid, Jane M.; Gyekenyesi, John P.

1987-01-01

Basic design concepts for high-performance, monolithic ceramic structural components are addressed. The design of brittle ceramics differs from that of ductile metals because of the inability of ceramic materials to redistribute high local stresses caused by inherent flaws. Random flaw size and orientation requires that a probabilistic analysis be performed in order to determine component reliability. The current trend in probabilistic analysis is to combine linear elastic fracture mechanics concepts with the two parameter Weibull distribution function to predict component reliability under multiaxial stress states. Nondestructive evaluation supports this analytical effort by supplying data during verification testing. It can also help to determine statistical parameters which describe the material strength variation, in particular the material threshold strength (the third Weibull parameter), which in the past was often taken as zero for simplicity.

Characterizing the topology of probabilistic biological networks.

PubMed

Todor, Andrei; Dobra, Alin; Kahveci, Tamer

2013-01-01

Biological interactions are often uncertain events, that may or may not take place with some probability. This uncertainty leads to a massive number of alternative interaction topologies for each such network. The existing studies analyze the degree distribution of biological networks by assuming that all the given interactions take place under all circumstances. This strong and often incorrect assumption can lead to misleading results. In this paper, we address this problem and develop a sound mathematical basis to characterize networks in the presence of uncertain interactions. Using our mathematical representation, we develop a method that can accurately describe the degree distribution of such networks. We also take one more step and extend our method to accurately compute the joint-degree distributions of node pairs connected by edges. The number of possible network topologies grows exponentially with the number of uncertain interactions. However, the mathematical model we develop allows us to compute these degree distributions in polynomial time in the number of interactions. Our method works quickly even for entire protein-protein interaction (PPI) networks. It also helps us find an adequate mathematical model using MLE. We perform a comparative study of node-degree and joint-degree distributions in two types of biological networks: the classical deterministic networks and the more flexible probabilistic networks. Our results confirm that power-law and log-normal models best describe degree distributions for both probabilistic and deterministic networks. Moreover, the inverse correlation of degrees of neighboring nodes shows that, in probabilistic networks, nodes with large number of interactions prefer to interact with those with small number of interactions more frequently than expected. We also show that probabilistic networks are more robust for node-degree distribution computation than the deterministic ones. all the data sets used, the software implemented and the alignments found in this paper are available at http://bioinformatics.cise.ufl.edu/projects/probNet/.

Probabilistic and structural reliability analysis of laminated composite structures based on the IPACS code

NASA Technical Reports Server (NTRS)

Sobel, Larry; Buttitta, Claudio; Suarez, James

1993-01-01

Probabilistic predictions based on the Integrated Probabilistic Assessment of Composite Structures (IPACS) code are presented for the material and structural response of unnotched and notched, 1M6/3501-6 Gr/Ep laminates. Comparisons of predicted and measured modulus and strength distributions are given for unnotched unidirectional, cross-ply, and quasi-isotropic laminates. The predicted modulus distributions were found to correlate well with the test results for all three unnotched laminates. Correlations of strength distributions for the unnotched laminates are judged good for the unidirectional laminate and fair for the cross-ply laminate, whereas the strength correlation for the quasi-isotropic laminate is deficient because IPACS did not yet have a progressive failure capability. The paper also presents probabilistic and structural reliability analysis predictions for the strain concentration factor (SCF) for an open-hole, quasi-isotropic laminate subjected to longitudinal tension. A special procedure was developed to adapt IPACS for the structural reliability analysis. The reliability results show the importance of identifying the most significant random variables upon which the SCF depends, and of having accurate scatter values for these variables.

Effects of varying the step particle distribution on a probabilistic transport model

NASA Astrophysics Data System (ADS)

Bouzat, S.; Farengo, R.

2005-12-01

The consequences of varying the step particle distribution on a probabilistic transport model, which captures the basic features of transport in plasmas and was recently introduced in Ref. 1 [B. Ph. van Milligen et al., Phys. Plasmas 11, 2272 (2004)], are studied. Different superdiffusive transport mechanisms generated by a family of distributions with algebraic decays (Tsallis distributions) are considered. It is observed that the possibility of changing the superdiffusive transport mechanism improves the flexibility of the model for describing different situations. The use of the model to describe the low (L) and high (H) confinement modes is also analyzed.

Supernova Cosmology Inference with Probabilistic Photometric Redshifts (SCIPPR)

NASA Astrophysics Data System (ADS)

Peters, Christina; Malz, Alex; Hlozek, Renée

2018-01-01

The Bayesian Estimation Applied to Multiple Species (BEAMS) framework employs probabilistic supernova type classifications to do photometric SN cosmology. This work extends BEAMS to replace high-confidence spectroscopic redshifts with photometric redshift probability density functions, a capability that will be essential in the era the Large Synoptic Survey Telescope and other next-generation photometric surveys where it will not be possible to perform spectroscopic follow up on every SN. We present the Supernova Cosmology Inference with Probabilistic Photometric Redshifts (SCIPPR) Bayesian hierarchical model for constraining the cosmological parameters from photometric lightcurves and host galaxy photometry, which includes selection effects and is extensible to uncertainty in the redshift-dependent supernova type proportions. We create a pair of realistic mock catalogs of joint posteriors over supernova type, redshift, and distance modulus informed by photometric supernova lightcurves and over redshift from simulated host galaxy photometry. We perform inference under our model to obtain a joint posterior probability distribution over the cosmological parameters and compare our results with other methods, namely: a spectroscopic subset, a subset of high probability photometrically classified supernovae, and reducing the photometric redshift probability to a single measurement and error bar.

bayesPop: Probabilistic Population Projections

PubMed Central

Ševčíková, Hana; Raftery, Adrian E.

2016-01-01

We describe bayesPop, an R package for producing probabilistic population projections for all countries. This uses probabilistic projections of total fertility and life expectancy generated by Bayesian hierarchical models. It produces a sample from the joint posterior predictive distribution of future age- and sex-specific population counts, fertility rates and mortality rates, as well as future numbers of births and deaths. It provides graphical ways of summarizing this information, including trajectory plots and various kinds of probabilistic population pyramids. An expression language is introduced which allows the user to produce the predictive distribution of a wide variety of derived population quantities, such as the median age or the old age dependency ratio. The package produces aggregated projections for sets of countries, such as UN regions or trading blocs. The methodology has been used by the United Nations to produce their most recent official population projections for all countries, published in the World Population Prospects. PMID:28077933

Parallel computing for probabilistic fatigue analysis

NASA Technical Reports Server (NTRS)

Sues, Robert H.; Lua, Yuan J.; Smith, Mark D.

1993-01-01

This paper presents the results of Phase I research to investigate the most effective parallel processing software strategies and hardware configurations for probabilistic structural analysis. We investigate the efficiency of both shared and distributed-memory architectures via a probabilistic fatigue life analysis problem. We also present a parallel programming approach, the virtual shared-memory paradigm, that is applicable across both types of hardware. Using this approach, problems can be solved on a variety of parallel configurations, including networks of single or multiprocessor workstations. We conclude that it is possible to effectively parallelize probabilistic fatigue analysis codes; however, special strategies will be needed to achieve large-scale parallelism to keep large number of processors busy and to treat problems with the large memory requirements encountered in practice. We also conclude that distributed-memory architecture is preferable to shared-memory for achieving large scale parallelism; however, in the future, the currently emerging hybrid-memory architectures will likely be optimal.

Quantification and Segmentation of Brain Tissues from MR Images: A Probabilistic Neural Network Approach

PubMed Central

Wang, Yue; Adalý, Tülay; Kung, Sun-Yuan; Szabo, Zsolt

2007-01-01

This paper presents a probabilistic neural network based technique for unsupervised quantification and segmentation of brain tissues from magnetic resonance images. It is shown that this problem can be solved by distribution learning and relaxation labeling, resulting in an efficient method that may be particularly useful in quantifying and segmenting abnormal brain tissues where the number of tissue types is unknown and the distributions of tissue types heavily overlap. The new technique uses suitable statistical models for both the pixel and context images and formulates the problem in terms of model-histogram fitting and global consistency labeling. The quantification is achieved by probabilistic self-organizing mixtures and the segmentation by a probabilistic constraint relaxation network. The experimental results show the efficient and robust performance of the new algorithm and that it outperforms the conventional classification based approaches. PMID:18172510

A Heuristic Probabilistic Approach to Estimating Size-Dependent Mobility of Nonuniform Sediment

NASA Astrophysics Data System (ADS)

Woldegiorgis, B. T.; Wu, F. C.; van Griensven, A.; Bauwens, W.

2017-12-01

Simulating the mechanism of bed sediment mobility is essential for modelling sediment dynamics. Despite the fact that many studies are carried out on this subject, they use complex mathematical formulations that are computationally expensive, and are often not easy for implementation. In order to present a simple and computationally efficient complement to detailed sediment mobility models, we developed a heuristic probabilistic approach to estimating the size-dependent mobilities of nonuniform sediment based on the pre- and post-entrainment particle size distributions (PSDs), assuming that the PSDs are lognormally distributed. The approach fits a lognormal probability density function (PDF) to the pre-entrainment PSD of bed sediment and uses the threshold particle size of incipient motion and the concept of sediment mixture to estimate the PSDs of the entrained sediment and post-entrainment bed sediment. The new approach is simple in physical sense and significantly reduces the complexity and computation time and resource required by detailed sediment mobility models. It is calibrated and validated with laboratory and field data by comparing to the size-dependent mobilities predicted with the existing empirical lognormal cumulative distribution function (CDF) approach. The novel features of the current approach are: (1) separating the entrained and non-entrained sediments by a threshold particle size, which is a modified critical particle size of incipient motion by accounting for the mixed-size effects, and (2) using the mixture-based pre- and post-entrainment PSDs to provide a continuous estimate of the size-dependent sediment mobility.

Probabilistic, meso-scale flood loss modelling

NASA Astrophysics Data System (ADS)

Kreibich, Heidi; Botto, Anna; Schröter, Kai; Merz, Bruno

2016-04-01

Flood risk analyses are an important basis for decisions on flood risk management and adaptation. However, such analyses are associated with significant uncertainty, even more if changes in risk due to global change are expected. Although uncertainty analysis and probabilistic approaches have received increased attention during the last years, they are still not standard practice for flood risk assessments and even more for flood loss modelling. State of the art in flood loss modelling is still the use of simple, deterministic approaches like stage-damage functions. Novel probabilistic, multi-variate flood loss models have been developed and validated on the micro-scale using a data-mining approach, namely bagging decision trees (Merz et al. 2013). In this presentation we demonstrate and evaluate the upscaling of the approach to the meso-scale, namely on the basis of land-use units. The model is applied in 19 municipalities which were affected during the 2002 flood by the River Mulde in Saxony, Germany (Botto et al. submitted). The application of bagging decision tree based loss models provide a probability distribution of estimated loss per municipality. Validation is undertaken on the one hand via a comparison with eight deterministic loss models including stage-damage functions as well as multi-variate models. On the other hand the results are compared with official loss data provided by the Saxon Relief Bank (SAB). The results show, that uncertainties of loss estimation remain high. Thus, the significant advantage of this probabilistic flood loss estimation approach is that it inherently provides quantitative information about the uncertainty of the prediction. References: Merz, B.; Kreibich, H.; Lall, U. (2013): Multi-variate flood damage assessment: a tree-based data-mining approach. NHESS, 13(1), 53-64. Botto A, Kreibich H, Merz B, Schröter K (submitted) Probabilistic, multi-variable flood loss modelling on the meso-scale with BT-FLEMO. Risk Analysis.

Prediction Uncertainty and Groundwater Management: Approaches to get the Most out of Probabilistic Outputs

NASA Astrophysics Data System (ADS)

Peeters, L. J.; Mallants, D.; Turnadge, C.

2017-12-01

Groundwater impact assessments are increasingly being undertaken in a probabilistic framework whereby various sources of uncertainty (model parameters, model structure, boundary conditions, and calibration data) are taken into account. This has resulted in groundwater impact metrics being presented as probability density functions and/or cumulative distribution functions, spatial maps displaying isolines of percentile values for specific metrics, etc. Groundwater management on the other hand typically uses single values (i.e., in a deterministic framework) to evaluate what decisions are required to protect groundwater resources. For instance, in New South Wales, Australia, a nominal drawdown value of two metres is specified by the NSW Aquifer Interference Policy as trigger-level threshold. In many cases, when drawdowns induced by groundwater extraction exceed two metres, "make-good" provisions are enacted (such as the surrendering of extraction licenses). The information obtained from a quantitative uncertainty analysis can be used to guide decision making in several ways. Two examples are discussed here: the first of which would not require modification of existing "deterministic" trigger or guideline values, whereas the second example assumes that the regulatory criteria are also expressed in probabilistic terms. The first example is a straightforward interpretation of calculated percentile values for specific impact metrics. The second examples goes a step further, as the previous deterministic thresholds do not currently allow for a probabilistic interpretation; e.g., there is no statement that "the probability of exceeding the threshold shall not be larger than 50%". It would indeed be sensible to have a set of thresholds with an associated acceptable probability of exceedance (or probability of not exceeding a threshold) that decreases as the impact increases. We here illustrate how both the prediction uncertainty and management rules can be expressed in a probabilistic framework, using groundwater metrics derived for a highly stressed groundwater system.

Probabilistic estimates of drought impacts on agricultural production

NASA Astrophysics Data System (ADS)

Madadgar, Shahrbanou; AghaKouchak, Amir; Farahmand, Alireza; Davis, Steven J.

2017-08-01

Increases in the severity and frequency of drought in a warming climate may negatively impact agricultural production and food security. Unlike previous studies that have estimated agricultural impacts of climate condition using single-crop yield distributions, we develop a multivariate probabilistic model that uses projected climatic conditions (e.g., precipitation amount or soil moisture) throughout a growing season to estimate the probability distribution of crop yields. We demonstrate the model by an analysis of the historical period 1980-2012, including the Millennium Drought in Australia (2001-2009). We find that precipitation and soil moisture deficit in dry growing seasons reduced the average annual yield of the five largest crops in Australia (wheat, broad beans, canola, lupine, and barley) by 25-45% relative to the wet growing seasons. Our model can thus produce region- and crop-specific agricultural sensitivities to climate conditions and variability. Probabilistic estimates of yield may help decision-makers in government and business to quantitatively assess the vulnerability of agriculture to climate variations. We develop a multivariate probabilistic model that uses precipitation to estimate the probability distribution of crop yields. The proposed model shows how the probability distribution of crop yield changes in response to droughts. During Australia's Millennium Drought precipitation and soil moisture deficit reduced the average annual yield of the five largest crops.

Stochastic modelling for lake thermokarst and peatland patterns in permafrost and near permafrost zones

NASA Astrophysics Data System (ADS)

Orlov, Timofey; Sadkov, Sergey; Panchenko, Evgeniy; Zverev, Andrey

2017-04-01

Peatlands occupy a significant share of the cryolithozone area. They are currently experiencing an intense affection by oil and gas field development, as well as by the construction of infrastructure. That poses the importance of the peatland studies, including those dealing with the forecast of peatland evolution. Earlier we conducted a similar probabilistic modelling for the areas of thermokarst development. Principle points of that were: 1. Appearance of a thermokarst depression within an area given is the random event which probability is directly proportional to the size of the area ( Δs). For small sites the probability of one thermokarst depression to appear is much greater than that for several ones, i.e. p1 = γ Δs + o (Δs) pk = o (Δs) \\quad k=2,3 ... 2. Growth of a new thermokarst depression is a random variable independent on other depressions' growth. It happens due to thermoabrasion and, hence, is directly proportional to the amount of heat in the lake and is inversely proportional to the lateral surface area of the lake depression. By using this model, we are able to get analytically two main laws of the morphological pattern for lake thermokarst plains. First, the distribution of a number of thermokarst depressions (centers) at a random plot obey the Poisson law: P(k,s) = (γ s)^k/k! e-γ s. where γ is an average number of depressions per area unit, s is a square of a trial sites. Second, lognormal distribution of diameters of thermokarst lakes is true at any time, i.e. density distribution is given by the equation: fd (x,t)=1/√{2πσ x √{t}} e-

A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems

DOE PAGES

Kouri, Drew Philip

2017-12-19

In numerous applications, scientists and engineers acquire varied forms of data that partially characterize the inputs to an underlying physical system. This data is then used to inform decisions such as controls and designs. Consequently, it is critical that the resulting control or design is robust to the inherent uncertainties associated with the unknown probabilistic characterization of the model inputs. Here in this work, we consider optimal control and design problems constrained by partial differential equations with uncertain inputs. We do not assume a known probabilistic model for the inputs, but rather we formulate the problem as a distributionally robustmore » optimization problem where the outer minimization problem determines the control or design, while the inner maximization problem determines the worst-case probability measure that matches desired characteristics of the data. We analyze the inner maximization problem in the space of measures and introduce a novel measure approximation technique, based on the approximation of continuous functions, to discretize the unknown probability measure. Finally, we prove consistency of our approximated min-max problem and conclude with numerical results.« less

Meta-heuristic CRPS minimization for the calibration of short-range probabilistic forecasts

NASA Astrophysics Data System (ADS)

Mohammadi, Seyedeh Atefeh; Rahmani, Morteza; Azadi, Majid

2016-08-01

This paper deals with the probabilistic short-range temperature forecasts over synoptic meteorological stations across Iran using non-homogeneous Gaussian regression (NGR). NGR creates a Gaussian forecast probability density function (PDF) from the ensemble output. The mean of the normal predictive PDF is a bias-corrected weighted average of the ensemble members and its variance is a linear function of the raw ensemble variance. The coefficients for the mean and variance are estimated by minimizing the continuous ranked probability score (CRPS) during a training period. CRPS is a scoring rule for distributional forecasts. In the paper of Gneiting et al. (Mon Weather Rev 133:1098-1118, 2005), Broyden-Fletcher-Goldfarb-Shanno (BFGS) method is used to minimize the CRPS. Since BFGS is a conventional optimization method with its own limitations, we suggest using the particle swarm optimization (PSO), a robust meta-heuristic method, to minimize the CRPS. The ensemble prediction system used in this study consists of nine different configurations of the weather research and forecasting model for 48-h forecasts of temperature during autumn and winter 2011 and 2012. The probabilistic forecasts were evaluated using several common verification scores including Brier score, attribute diagram and rank histogram. Results show that both BFGS and PSO find the optimal solution and show the same evaluation scores, but PSO can do this with a feasible random first guess and much less computational complexity.

The Smoothed Dirichlet Distribution: Understanding Cross-Entropy Ranking in Information Retrieval

DTIC Science & Technology

2006-07-01

reflect those of the spon- sor. viii ABSTRACT Unigram Language modeling is a successful probabilistic framework for Information Retrieval (IR) that uses...the Relevance model (RM), a state-of-the-art model for IR in the language modeling framework that uses the same cross-entropy as its ranking function...In addition, the SD based classifier provides more flexibility than RM in modeling documents owing to a consistent generative framework . We

Probabilistic n/γ discrimination with robustness against outliers for use in neutron profile monitors

NASA Astrophysics Data System (ADS)

Uchida, Y.; Takada, E.; Fujisaki, A.; Kikuchi, T.; Ogawa, K.; Isobe, M.

2017-08-01

A method to stochastically discriminate neutron and γ-ray signals measured with a stilbene organic scintillator is proposed. Each pulse signal was stochastically categorized into two groups: neutron and γ-ray. In previous work, the Expectation Maximization (EM) algorithm was used with the assumption that the measured data followed a Gaussian mixture distribution. It was shown that probabilistic discrimination between these groups is possible. Moreover, by setting the initial parameters for the Gaussian mixture distribution with a k-means algorithm, the possibility of automatic discrimination was demonstrated. In this study, the Student's t-mixture distribution was used as a probabilistic distribution with the EM algorithm to improve the robustness against the effect of outliers caused by pileup of the signals. To validate the proposed method, the figures of merit (FOMs) were compared for the EM algorithm assuming a t-mixture distribution and a Gaussian mixture distribution. The t-mixture distribution resulted in an improvement of the FOMs compared with the Gaussian mixture distribution. The proposed data processing technique is a promising tool not only for neutron and γ-ray discrimination in fusion experiments but also in other fields, for example, homeland security, cancer therapy with high energy particles, nuclear reactor decommissioning, pattern recognition, and so on.

Award-Winning CARES/Life Ceramics Durability Evaluation Software Is Making Advanced Technology Accessible

NASA Technical Reports Server (NTRS)

1997-01-01

Products made from advanced ceramics show great promise for revolutionizing aerospace and terrestrial propulsion and power generation. However, ceramic components are difficult to design because brittle materials in general have widely varying strength values. The CARES/Life software developed at the NASA Lewis Research Center eases this by providing a tool that uses probabilistic reliability analysis techniques to optimize the design and manufacture of brittle material components. CARES/Life is an integrated package that predicts the probability of a monolithic ceramic component's failure as a function of its time in service. It couples commercial finite element programs--which resolve a component's temperature and stress distribution - with reliability evaluation and fracture mechanics routines for modeling strength - limiting defects. These routines are based on calculations of the probabilistic nature of the brittle material's strength.

Development of a Probabilistic Component Mode Synthesis Method for the Analysis of Non-Deterministic Substructures

NASA Technical Reports Server (NTRS)

Brown, Andrew M.; Ferri, Aldo A.

1995-01-01

Standard methods of structural dynamic analysis assume that the structural characteristics are deterministic. Recognizing that these characteristics are actually statistical in nature, researchers have recently developed a variety of methods that use this information to determine probabilities of a desired response characteristic, such as natural frequency, without using expensive Monte Carlo simulations. One of the problems in these methods is correctly identifying the statistical properties of primitive variables such as geometry, stiffness, and mass. This paper presents a method where the measured dynamic properties of substructures are used instead as the random variables. The residual flexibility method of component mode synthesis is combined with the probabilistic methods to determine the cumulative distribution function of the system eigenvalues. A simple cantilever beam test problem is presented that illustrates the theory.

Probabilistic flood damage modelling at the meso-scale

NASA Astrophysics Data System (ADS)

Kreibich, Heidi; Botto, Anna; Schröter, Kai; Merz, Bruno

2014-05-01

Decisions on flood risk management and adaptation are usually based on risk analyses. Such analyses are associated with significant uncertainty, even more if changes in risk due to global change are expected. Although uncertainty analysis and probabilistic approaches have received increased attention during the last years, they are still not standard practice for flood risk assessments. Most damage models have in common that complex damaging processes are described by simple, deterministic approaches like stage-damage functions. Novel probabilistic, multi-variate flood damage models have been developed and validated on the micro-scale using a data-mining approach, namely bagging decision trees (Merz et al. 2013). In this presentation we show how the model BT-FLEMO (Bagging decision Tree based Flood Loss Estimation MOdel) can be applied on the meso-scale, namely on the basis of ATKIS land-use units. The model is applied in 19 municipalities which were affected during the 2002 flood by the River Mulde in Saxony, Germany. The application of BT-FLEMO provides a probability distribution of estimated damage to residential buildings per municipality. Validation is undertaken on the one hand via a comparison with eight other damage models including stage-damage functions as well as multi-variate models. On the other hand the results are compared with official damage data provided by the Saxon Relief Bank (SAB). The results show, that uncertainties of damage estimation remain high. Thus, the significant advantage of this probabilistic flood loss estimation model BT-FLEMO is that it inherently provides quantitative information about the uncertainty of the prediction. Reference: Merz, B.; Kreibich, H.; Lall, U. (2013): Multi-variate flood damage assessment: a tree-based data-mining approach. NHESS, 13(1), 53-64.

Fully probabilistic control design in an adaptive critic framework.

PubMed

Herzallah, Randa; Kárný, Miroslav

2011-12-01

Optimal stochastic controller pushes the closed-loop behavior as close as possible to the desired one. The fully probabilistic design (FPD) uses probabilistic description of the desired closed loop and minimizes Kullback-Leibler divergence of the closed-loop description to the desired one. Practical exploitation of the fully probabilistic design control theory continues to be hindered by the computational complexities involved in numerically solving the associated stochastic dynamic programming problem; in particular, very hard multivariate integration and an approximate interpolation of the involved multivariate functions. This paper proposes a new fully probabilistic control algorithm that uses the adaptive critic methods to circumvent the need for explicitly evaluating the optimal value function, thereby dramatically reducing computational requirements. This is a main contribution of this paper. Copyright © 2011 Elsevier Ltd. All rights reserved.

Turbulent transport with intermittency: Expectation of a scalar concentration.

PubMed

Rast, Mark Peter; Pinton, Jean-François; Mininni, Pablo D

2016-04-01

Scalar transport by turbulent flows is best described in terms of Lagrangian parcel motions. Here we measure the Eulerian distance travel along Lagrangian trajectories in a simple point vortex flow to determine the probabilistic impulse response function for scalar transport in the absence of molecular diffusion. As expected, the mean squared Eulerian displacement scales ballistically at very short times and diffusively for very long times, with the displacement distribution at any given time approximating that of a random walk. However, significant deviations in the displacement distributions from Rayleigh are found. The probability of long distance transport is reduced over inertial range time scales due to spatial and temporal intermittency. This can be modeled as a series of trapping events with durations uniformly distributed below the Eulerian integral time scale. The probability of long distance transport is, on the other hand, enhanced beyond that of the random walk for both times shorter than the Lagrangian integral time and times longer than the Eulerian integral time. The very short-time enhancement reflects the underlying Lagrangian velocity distribution, while that at very long times results from the spatial and temporal variation of the flow at the largest scales. The probabilistic impulse response function, and with it the expectation value of the scalar concentration at any point in space and time, can be modeled using only the evolution of the lowest spatial wave number modes (the mean and the lowest harmonic) and an eddy based constrained random walk that captures the essential velocity phase relations associated with advection by vortex motions. Preliminary examination of Lagrangian tracers in three-dimensional homogeneous isotropic turbulence suggests that transport in that setting can be similarly modeled.

HIERARCHICAL PROBABILISTIC INFERENCE OF COSMIC SHEAR

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

Schneider, Michael D.; Dawson, William A.; Hogg, David W.

2015-07-01

Point estimators for the shearing of galaxy images induced by gravitational lensing involve a complex inverse problem in the presence of noise, pixelization, and model uncertainties. We present a probabilistic forward modeling approach to gravitational lensing inference that has the potential to mitigate the biased inferences in most common point estimators and is practical for upcoming lensing surveys. The first part of our statistical framework requires specification of a likelihood function for the pixel data in an imaging survey given parameterized models for the galaxies in the images. We derive the lensing shear posterior by marginalizing over all intrinsic galaxymore » properties that contribute to the pixel data (i.e., not limited to galaxy ellipticities) and learn the distributions for the intrinsic galaxy properties via hierarchical inference with a suitably flexible conditional probabilitiy distribution specification. We use importance sampling to separate the modeling of small imaging areas from the global shear inference, thereby rendering our algorithm computationally tractable for large surveys. With simple numerical examples we demonstrate the improvements in accuracy from our importance sampling approach, as well as the significance of the conditional distribution specification for the intrinsic galaxy properties when the data are generated from an unknown number of distinct galaxy populations with different morphological characteristics.« less

Uncertainty squared: Choosing among multiple input probability distributions and interpreting multiple output probability distributions in Monte Carlo climate risk models

NASA Astrophysics Data System (ADS)

Baer, P.; Mastrandrea, M.

2006-12-01

Simple probabilistic models which attempt to estimate likely transient temperature change from specified CO2 emissions scenarios must make assumptions about at least six uncertain aspects of the causal chain between emissions and temperature: current radiative forcing (including but not limited to aerosols), current land use emissions, carbon sinks, future non-CO2 forcing, ocean heat uptake, and climate sensitivity. Of these, multiple PDFs (probability density functions) have been published for the climate sensitivity, a couple for current forcing and ocean heat uptake, one for future non-CO2 forcing, and none for current land use emissions or carbon cycle uncertainty (which are interdependent). Different assumptions about these parameters, as well as different model structures, will lead to different estimates of likely temperature increase from the same emissions pathway. Thus policymakers will be faced with a range of temperature probability distributions for the same emissions scenarios, each described by a central tendency and spread. Because our conventional understanding of uncertainty and probability requires that a probabilistically defined variable of interest have only a single mean (or median, or modal) value and a well-defined spread, this "multidimensional" uncertainty defies straightforward utilization in policymaking. We suggest that there are no simple solutions to the questions raised. Crucially, we must dispel the notion that there is a "true" probability probabilities of this type are necessarily subjective, and reasonable people may disagree. Indeed, we suggest that what is at stake is precisely the question, what is it reasonable to believe, and to act as if we believe? As a preliminary suggestion, we demonstrate how the output of a simple probabilistic climate model might be evaluated regarding the reasonableness of the outputs it calculates with different input PDFs. We suggest further that where there is insufficient evidence to clearly favor one range of probabilistic projections over another, that the choice of results on which to base policy must necessarily involve ethical considerations, as they have inevitable consequences for the distribution of risk In particular, the choice to use a more "optimistic" PDF for climate sensitivity (or other components of the causal chain) leads to the allowance of higher emissions consistent with any specified goal for risk reduction, and thus leads to higher climate impacts, in exchange for lower mitigation costs.

A Four-Dimensional Probabilistic Atlas of the Human Brain

PubMed Central

Mazziotta, John; Toga, Arthur; Evans, Alan; Fox, Peter; Lancaster, Jack; Zilles, Karl; Woods, Roger; Paus, Tomas; Simpson, Gregory; Pike, Bruce; Holmes, Colin; Collins, Louis; Thompson, Paul; MacDonald, David; Iacoboni, Marco; Schormann, Thorsten; Amunts, Katrin; Palomero-Gallagher, Nicola; Geyer, Stefan; Parsons, Larry; Narr, Katherine; Kabani, Noor; Le Goualher, Georges; Feidler, Jordan; Smith, Kenneth; Boomsma, Dorret; Pol, Hilleke Hulshoff; Cannon, Tyrone; Kawashima, Ryuta; Mazoyer, Bernard

2001-01-01

The authors describe the development of a four-dimensional atlas and reference system that includes both macroscopic and microscopic information on structure and function of the human brain in persons between the ages of 18 and 90 years. Given the presumed large but previously unquantified degree of structural and functional variance among normal persons in the human population, the basis for this atlas and reference system is probabilistic. Through the efforts of the International Consortium for Brain Mapping (ICBM), 7,000 subjects will be included in the initial phase of database and atlas development. For each subject, detailed demographic, clinical, behavioral, and imaging information is being collected. In addition, 5,800 subjects will contribute DNA for the purpose of determining genotype– phenotype–behavioral correlations. The process of developing the strategies, algorithms, data collection methods, validation approaches, database structures, and distribution of results is described in this report. Examples of applications of the approach are described for the normal brain in both adults and children as well as in patients with schizophrenia. This project should provide new insights into the relationship between microscopic and macroscopic structure and function in the human brain and should have important implications in basic neuroscience, clinical diagnostics, and cerebral disorders. PMID:11522763

Real-time adaptive aircraft scheduling

NASA Technical Reports Server (NTRS)

Kolitz, Stephan E.; Terrab, Mostafa

1990-01-01

One of the most important functions of any air traffic management system is the assignment of ground-holding times to flights, i.e., the determination of whether and by how much the take-off of a particular aircraft headed for a congested part of the air traffic control (ATC) system should be postponed in order to reduce the likelihood and extent of airborne delays. An analysis is presented for the fundamental case in which flights from many destinations must be scheduled for arrival at a single congested airport; the formulation is also useful in scheduling the landing of airborne flights within the extended terminal area. A set of approaches is described for addressing a deterministic and a probabilistic version of this problem. For the deterministic case, where airport capacities are known and fixed, several models were developed with associated low-order polynomial-time algorithms. For general delay cost functions, these algorithms find an optimal solution. Under a particular natural assumption regarding the delay cost function, an extremely fast (O(n ln n)) algorithm was developed. For the probabilistic case, using an estimated probability distribution of airport capacities, a model was developed with an associated low-order polynomial-time heuristic algorithm with useful properties.

Probabilistic estimation of residential air exchange rates for population-based human exposure modeling

EPA Science Inventory

Residential air exchange rates (AERs) are a key determinant in the infiltration of ambient air pollution indoors. Population-based human exposure models using probabilistic approaches to estimate personal exposure to air pollutants have relied on input distributions from AER meas...

INFERRING THE ECCENTRICITY DISTRIBUTION

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

Hogg, David W.; Bovy, Jo; Myers, Adam D., E-mail: david.hogg@nyu.ed

2010-12-20

Standard maximum-likelihood estimators for binary-star and exoplanet eccentricities are biased high, in the sense that the estimated eccentricity tends to be larger than the true eccentricity. As with most non-trivial observables, a simple histogram of estimated eccentricities is not a good estimate of the true eccentricity distribution. Here, we develop and test a hierarchical probabilistic method for performing the relevant meta-analysis, that is, inferring the true eccentricity distribution, taking as input the likelihood functions for the individual star eccentricities, or samplings of the posterior probability distributions for the eccentricities (under a given, uninformative prior). The method is a simple implementationmore » of a hierarchical Bayesian model; it can also be seen as a kind of heteroscedastic deconvolution. It can be applied to any quantity measured with finite precision-other orbital parameters, or indeed any astronomical measurements of any kind, including magnitudes, distances, or photometric redshifts-so long as the measurements have been communicated as a likelihood function or a posterior sampling.« less

Exploration decisions and firms in the mineral industries

USGS Publications Warehouse

Attanasi, E.D.

1981-01-01

The purpose of this paper is to demonstrate how physical characteristics of deposits and results of past exploration enter future exploration decisions. A proposed decision model is presented that is consistent with a set of primitive probabilistic assumptions associated with deposit size distributions and discoverability. Analysis of optimal field exploration strategy showed the likely firm responses to alternative exploration taxes and effects on the distribution of future discoveries. Examination of the probabilistic elements of the decision model indicates that changes in firm expectations associated with the distribution of deposits cannot be totally offset by changes in economic variables. ?? 1981.

Fully probabilistic earthquake source inversion on teleseismic scales

NASA Astrophysics Data System (ADS)

Stähler, Simon; Sigloch, Karin

2017-04-01

Seismic source inversion is a non-linear problem in seismology where not just the earthquake parameters but also estimates of their uncertainties are of great practical importance. We have developed a method of fully Bayesian inference for source parameters, based on measurements of waveform cross-correlation between broadband, teleseismic body-wave observations and their modelled counterparts. This approach yields not only depth and moment tensor estimates but also source time functions. These unknowns are parameterised efficiently by harnessing as prior knowledge solutions from a large number of non-Bayesian inversions. The source time function is expressed as a weighted sum of a small number of empirical orthogonal functions, which were derived from a catalogue of >1000 source time functions (STFs) by a principal component analysis. We use a likelihood model based on the cross-correlation misfit between observed and predicted waveforms. The resulting ensemble of solutions provides full uncertainty and covariance information for the source parameters, and permits propagating these source uncertainties into travel time estimates used for seismic tomography. The computational effort is such that routine, global estimation of earthquake mechanisms and source time functions from teleseismic broadband waveforms is feasible. A prerequisite for Bayesian inference is the proper characterisation of the noise afflicting the measurements. We show that, for realistic broadband body-wave seismograms, the systematic error due to an incomplete physical model affects waveform misfits more strongly than random, ambient background noise. In this situation, the waveform cross-correlation coefficient CC, or rather its decorrelation D = 1 - CC, performs more robustly as a misfit criterion than ℓp norms, more commonly used as sample-by-sample measures of misfit based on distances between individual time samples. From a set of over 900 user-supervised, deterministic earthquake source solutions treated as a quality-controlled reference, we derive the noise distribution on signal decorrelation D of the broadband seismogram fits between observed and modelled waveforms. The noise on D is found to approximately follow a log-normal distribution, a fortunate fact that readily accommodates the formulation of an empirical likelihood function for D for our multivariate problem. The first and second moments of this multivariate distribution are shown to depend mostly on the signal-to-noise ratio (SNR) of the CC measurements and on the back-azimuthal distances of seismic stations. References: Stähler, S. C. and Sigloch, K.: Fully probabilistic seismic source inversion - Part 1: Efficient parameterisation, Solid Earth, 5, 1055-1069, doi:10.5194/se-5-1055-2014, 2014. Stähler, S. C. and Sigloch, K.: Fully probabilistic seismic source inversion - Part 2: Modelling errors and station covariances, Solid Earth, 7, 1521-1536, doi:10.5194/se-7-1521-2016, 2016.

Probabilistic inference using linear Gaussian importance sampling for hybrid Bayesian networks

NASA Astrophysics Data System (ADS)

Sun, Wei; Chang, K. C.

2005-05-01

Probabilistic inference for Bayesian networks is in general NP-hard using either exact algorithms or approximate methods. However, for very complex networks, only the approximate methods such as stochastic sampling could be used to provide a solution given any time constraint. There are several simulation methods currently available. They include logic sampling (the first proposed stochastic method for Bayesian networks, the likelihood weighting algorithm) the most commonly used simulation method because of its simplicity and efficiency, the Markov blanket scoring method, and the importance sampling algorithm. In this paper, we first briefly review and compare these available simulation methods, then we propose an improved importance sampling algorithm called linear Gaussian importance sampling algorithm for general hybrid model (LGIS). LGIS is aimed for hybrid Bayesian networks consisting of both discrete and continuous random variables with arbitrary distributions. It uses linear function and Gaussian additive noise to approximate the true conditional probability distribution for continuous variable given both its parents and evidence in a Bayesian network. One of the most important features of the newly developed method is that it can adaptively learn the optimal important function from the previous samples. We test the inference performance of LGIS using a 16-node linear Gaussian model and a 6-node general hybrid model. The performance comparison with other well-known methods such as Junction tree (JT) and likelihood weighting (LW) shows that LGIS-GHM is very promising.

Efficient probabilistic inference in generic neural networks trained with non-probabilistic feedback.

PubMed

Orhan, A Emin; Ma, Wei Ji

2017-07-26

Animals perform near-optimal probabilistic inference in a wide range of psychophysical tasks. Probabilistic inference requires trial-to-trial representation of the uncertainties associated with task variables and subsequent use of this representation. Previous work has implemented such computations using neural networks with hand-crafted and task-dependent operations. We show that generic neural networks trained with a simple error-based learning rule perform near-optimal probabilistic inference in nine common psychophysical tasks. In a probabilistic categorization task, error-based learning in a generic network simultaneously explains a monkey's learning curve and the evolution of qualitative aspects of its choice behavior. In all tasks, the number of neurons required for a given level of performance grows sublinearly with the input population size, a substantial improvement on previous implementations of probabilistic inference. The trained networks develop a novel sparsity-based probabilistic population code. Our results suggest that probabilistic inference emerges naturally in generic neural networks trained with error-based learning rules.Behavioural tasks often require probability distributions to be inferred about task specific variables. Here, the authors demonstrate that generic neural networks can be trained using a simple error-based learning rule to perform such probabilistic computations efficiently without any need for task specific operations.

Use of adjoint methods in the probabilistic finite element approach to fracture mechanics

NASA Technical Reports Server (NTRS)

Liu, Wing Kam; Besterfield, Glen; Lawrence, Mark; Belytschko, Ted

1988-01-01

The adjoint method approach to probabilistic finite element methods (PFEM) is presented. When the number of objective functions is small compared to the number of random variables, the adjoint method is far superior to the direct method in evaluating the objective function derivatives with respect to the random variables. The PFEM is extended to probabilistic fracture mechanics (PFM) using an element which has the near crack-tip singular strain field embedded. Since only two objective functions (i.e., mode I and II stress intensity factors) are needed for PFM, the adjoint method is well suited.

Probabilistic brains: knowns and unknowns

PubMed Central

Pouget, Alexandre; Beck, Jeffrey M; Ma, Wei Ji; Latham, Peter E

2015-01-01

There is strong behavioral and physiological evidence that the brain both represents probability distributions and performs probabilistic inference. Computational neuroscientists have started to shed light on how these probabilistic representations and computations might be implemented in neural circuits. One particularly appealing aspect of these theories is their generality: they can be used to model a wide range of tasks, from sensory processing to high-level cognition. To date, however, these theories have only been applied to very simple tasks. Here we discuss the challenges that will emerge as researchers start focusing their efforts on real-life computations, with a focus on probabilistic learning, structural learning and approximate inference. PMID:23955561

Free-space optical communication through a forest canopy.

PubMed

Edwards, Clinton L; Davis, Christopher C

2006-01-01

We model the effects of the leaves of mature broadleaf (deciduous) trees on air-to-ground free-space optical communication systems operating through the leaf canopy. The concept of leaf area index (LAI) is reviewed and related to a probabilistic model of foliage consisting of obscuring leaves randomly distributed throughout a treetop layer. Individual leaves are opaque. The expected fractional unobscured area statistic is derived as well as the variance around the expected value. Monte Carlo simulation results confirm the predictions of this probabilistic model. To verify the predictions of the statistical model experimentally, a passive optical technique has been used to make measurements of observed sky illumination in a mature broadleaf environment. The results of the measurements, as a function of zenith angle, provide strong evidence for the applicability of the model, and a single parameter fit to the data reinforces a natural connection to LAI. Specific simulations of signal-to-noise ratio degradation as a function of zenith angle in a specific ground-to-unmanned aerial vehicle communication situation have demonstrated the effect of obscuration on performance.

Processing Pathways in Mental Arithmetic—Evidence from Probabilistic Fiber Tracking

PubMed Central

Glauche, Volkmar; Weiller, Cornelius; Willmes, Klaus

2013-01-01

Numerical cognition is a case of multi-modular and distributed cerebral processing. So far neither the anatomo-functional connections between the cortex areas involved nor their integration into established frameworks such as the differentiation between dorsal and ventral processing streams have been specified. The current study addressed this issue combining a re-analysis of previously published fMRI data with probabilistic fiber tracking data from an independent sample. We aimed at differentiating neural correlates and connectivity for relatively easy and more difficult addition problems in healthy adults and their association with either rather verbally mediated fact retrieval or magnitude manipulations, respectively. The present data suggest that magnitude- and fact retrieval-related processing seem to be subserved by two largely separate networks, both of them comprising dorsal and ventral connections. Importantly, these networks not only differ in localization of activation but also in the connections between the cortical areas involved. However, it has to be noted that even though seemingly distinct anatomically, these networks operate as a functionally integrated circuit for mental calculation as revealed by a parametric analysis of brain activation. PMID:23383194

A Risk Management Method for the Operation of a Supply-Chain without Storage:

NASA Astrophysics Data System (ADS)

Kobayashi, Yasuhiro; Manabe, Yuuji; Nakata, Norimasa; Kusaka, Satoshi

A business risk management method has been developed for a supply-chain without a storage function under demand uncertainty. Power supply players in the deregulated power market face the need to develop the best policies for power supply from self-production and reserved purchases to balance demand, which is predictable with error. The proposed method maximizes profit from the operation of the supply-chain under probabilistic demand uncertainty on the basis of a probabilistic programming approach. Piece-wise linear functions are employed to formulate the impact of under-booked or over-booked purchases on the supply cost, and constraints on over-demand probability are introduced to limit over-demand frequency on the basis of the demand probability distribution. The developed method has been experimentally applied to the supply policy of a power-supply-chain, the operation of which is based on a 3-stage pricing purchase contract and on 28 time zones. The characteristics of the obtained optimal supply policy are successfully captured in the numerical results, which suggest the applicability of the proposed method.

Characterizing Topology of Probabilistic Biological Networks.

PubMed

Todor, Andrei; Dobra, Alin; Kahveci, Tamer

2013-09-06

Biological interactions are often uncertain events, that may or may not take place with some probability. Existing studies analyze the degree distribution of biological networks by assuming that all the given interactions take place under all circumstances. This strong and often incorrect assumption can lead to misleading results. Here, we address this problem and develop a sound mathematical basis to characterize networks in the presence of uncertain interactions. We develop a method that accurately describes the degree distribution of such networks. We also extend our method to accurately compute the joint degree distributions of node pairs connected by edges. The number of possible network topologies grows exponentially with the number of uncertain interactions. However, the mathematical model we develop allows us to compute these degree distributions in polynomial time in the number of interactions. It also helps us find an adequate mathematical model using maximum likelihood estimation. Our results demonstrate that power law and log-normal models best describe degree distributions for probabilistic networks. The inverse correlation of degrees of neighboring nodes shows that, in probabilistic networks, nodes with large number of interactions prefer to interact with those with small number of interactions more frequently than expected.

A probabilistic fatigue analysis of multiple site damage

NASA Technical Reports Server (NTRS)

Rohrbaugh, S. M.; Ruff, D.; Hillberry, B. M.; Mccabe, G.; Grandt, A. F., Jr.

1994-01-01

The variability in initial crack size and fatigue crack growth is incorporated in a probabilistic model that is used to predict the fatigue lives for unstiffened aluminum alloy panels containing multiple site damage (MSD). The uncertainty of the damage in the MSD panel is represented by a distribution of fatigue crack lengths that are analytically derived from equivalent initial flaw sizes. The variability in fatigue crack growth rate is characterized by stochastic descriptions of crack growth parameters for a modified Paris crack growth law. A Monte-Carlo simulation explicitly describes the MSD panel by randomly selecting values from the stochastic variables and then grows the MSD cracks with a deterministic fatigue model until the panel fails. Different simulations investigate the influences of the fatigue variability on the distributions of remaining fatigue lives. Six cases that consider fixed and variable conditions of initial crack size and fatigue crack growth rate are examined. The crack size distribution exhibited a dominant effect on the remaining fatigue life distribution, and the variable crack growth rate exhibited a lesser effect on the distribution. In addition, the probabilistic model predicted that only a small percentage of the life remains after a lead crack develops in the MSD panel.

Characterization of the probabilistic traveling salesman problem.

PubMed

Bowler, Neill E; Fink, Thomas M A; Ball, Robin C

2003-09-01

We show that stochastic annealing can be successfully applied to gain new results on the probabilistic traveling salesman problem. The probabilistic "traveling salesman" must decide on an a priori order in which to visit n cities (randomly distributed over a unit square) before learning that some cities can be omitted. We find the optimized average length of the pruned tour follows E(L(pruned))=sqrt[np](0.872-0.105p)f(np), where p is the probability of a city needing to be visited, and f(np)-->1 as np--> infinity. The average length of the a priori tour (before omitting any cities) is found to follow E(L(a priori))=sqrt[n/p]beta(p), where beta(p)=1/[1.25-0.82 ln(p)] is measured for 0.05< or =p< or =0.6. Scaling arguments and indirect measurements suggest that beta(p) tends towards a constant for p<0.03. Our stochastic annealing algorithm is based on limited sampling of the pruned tour lengths, exploiting the sampling error to provide the analog of thermal fluctuations in simulated (thermal) annealing. The method has general application to the optimization of functions whose cost to evaluate rises with the precision required.

E-Area LLWF Vadose Zone Model: Probabilistic Model for Estimating Subsided-Area Infiltration Rates

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

Dyer, J.; Flach, G.

A probabilistic model employing a Monte Carlo sampling technique was developed in Python to generate statistical distributions of the upslope-intact-area to subsided-area ratio (Area UAi/Area SAi) for closure cap subsidence scenarios that differ in assumed percent subsidence and the total number of intact plus subsided compartments. The plan is to use this model as a component in the probabilistic system model for the E-Area Performance Assessment (PA), contributing uncertainty in infiltration estimates.

Probabilistic Fatigue Damage Program (FATIG)

NASA Technical Reports Server (NTRS)

Michalopoulos, Constantine

2012-01-01

FATIG computes fatigue damage/fatigue life using the stress rms (root mean square) value, the total number of cycles, and S-N curve parameters. The damage is computed by the following methods: (a) traditional method using Miner s rule with stress cycles determined from a Rayleigh distribution up to 3*sigma; and (b) classical fatigue damage formula involving the Gamma function, which is derived from the integral version of Miner's rule. The integration is carried out over all stress amplitudes. This software solves the problem of probabilistic fatigue damage using the integral form of the Palmgren-Miner rule. The software computes fatigue life using an approach involving all stress amplitudes, up to N*sigma, as specified by the user. It can be used in the design of structural components subjected to random dynamic loading, or by any stress analyst with minimal training for fatigue life estimates of structural components.

Some Probabilistic and Statistical Properties of the Seismic Regime of Zemmouri (Algeria) Seismoactive Zone

NASA Astrophysics Data System (ADS)

Baddari, Kamel; Bellalem, Fouzi; Baddari, Ibtihel; Makdeche, Said

2016-10-01

Statistical tests have been used to adjust the Zemmouri seismic data using a distribution function. The Pareto law has been used and the probabilities of various expected earthquakes were computed. A mathematical expression giving the quantiles was established. The extreme values limiting law confirmed the accuracy of the adjustment method. Using the moment magnitude scale, a probabilistic model was made to predict the occurrences of strong earthquakes. The seismic structure has been characterized by the slope of the recurrence plot γ, fractal dimension D, concentration parameter K sr, Hurst exponents H r and H t. The values of D, γ, K sr, H r, and H t diminished many months before the principal seismic shock ( M = 6.9) of the studied seismoactive zone has occurred. Three stages of the deformation of the geophysical medium are manifested in the variation of the coefficient G% of the clustering of minor seismic events.

A Probabilistic Model of Phonological Relationships from Contrast to Allophony

ERIC Educational Resources Information Center

Hall, Kathleen Currie

2009-01-01

This dissertation proposes a model of phonological relationships, the Probabilistic Phonological Relationship Model (PPRM), that quantifies how predictably distributed two sounds in a relationship are. It builds on a core premise of traditional phonological analysis, that the ability to define phonological relationships such as contrast and…

Using a probabilistic approach in an ecological risk assessment simulation tool: test case for depleted uranium (DU).

PubMed

Fan, Ming; Thongsri, Tepwitoon; Axe, Lisa; Tyson, Trevor A

2005-06-01

A probabilistic approach was applied in an ecological risk assessment (ERA) to characterize risk and address uncertainty employing Monte Carlo simulations for assessing parameter and risk probabilistic distributions. This simulation tool (ERA) includes a Window's based interface, an interactive and modifiable database management system (DBMS) that addresses a food web at trophic levels, and a comprehensive evaluation of exposure pathways. To illustrate this model, ecological risks from depleted uranium (DU) exposure at the US Army Yuma Proving Ground (YPG) and Aberdeen Proving Ground (APG) were assessed and characterized. Probabilistic distributions showed that at YPG, a reduction in plant root weight is considered likely to occur (98% likelihood) from exposure to DU; for most terrestrial animals, likelihood for adverse reproduction effects ranges from 0.1% to 44%. However, for the lesser long-nosed bat, the effects are expected to occur (>99% likelihood) through the reduction in size and weight of offspring. Based on available DU data for the firing range at APG, DU uptake will not likely affect survival of aquatic plants and animals (<0.1% likelihood). Based on field and laboratory studies conducted at APG and YPG on pocket mice, kangaroo rat, white-throated woodrat, deer, and milfoil, body burden concentrations observed fall into the distributions simulated at both sites.

Unsteady Probabilistic Analysis of a Gas Turbine System

NASA Technical Reports Server (NTRS)

Brown, Marilyn

2003-01-01

In this work, we have considered an annular cascade configuration subjected to unsteady inflow conditions. The unsteady response calculation has been implemented into the time marching CFD code, MSUTURBO. The computed steady state results for the pressure distribution demonstrated good agreement with experimental data. We have computed results for the amplitudes of the unsteady pressure over the blade surfaces. With the increase in gas turbine engine structural complexity and performance over the past 50 years, structural engineers have created an array of safety nets to ensure against component failures in turbine engines. In order to reduce what is now considered to be excessive conservatism and yet maintain the same adequate margins of safety, there is a pressing need to explore methods of incorporating probabilistic design procedures into engine development. Probabilistic methods combine and prioritize the statistical distributions of each design variable, generate an interactive distribution and offer the designer a quantified relationship between robustness, endurance and performance. The designer can therefore iterate between weight reduction, life increase, engine size reduction, speed increase etc.

A performance-based approach to landslide risk analysis

NASA Astrophysics Data System (ADS)

Romeo, R. W.

2009-04-01

An approach for the risk assessment based on a probabilistic analysis of the performance of structures threatened by landslides is shown and discussed. The risk is a possible loss due to the occurrence of a potentially damaging event. Analytically the risk is the probability convolution of hazard, which defines the frequency of occurrence of the event (i.e., the demand), and fragility that defines the capacity of the system to withstand the event given its characteristics (i.e., severity) and those of the exposed goods (vulnerability), that is: Risk=p(D>=d|S,V) The inequality sets a damage (or loss) threshold beyond which the system's performance is no longer met. Therefore a consistent approach to risk assessment should: 1) adopt a probabilistic model which takes into account all the uncertainties of the involved variables (capacity and demand), 2) follow a performance approach based on given loss or damage thresholds. The proposed method belongs to the category of the semi-empirical ones: the theoretical component is given by the probabilistic capacity-demand model; the empirical component is given by the observed statistical behaviour of structures damaged by landslides. Two landslide properties alone are required: the area-extent and the type (or kinematism). All other properties required to determine the severity of landslides (such as depth, speed and frequency) are derived via probabilistic methods. The severity (or intensity) of landslides, in terms of kinetic energy, is the demand of resistance; the resistance capacity is given by the cumulative distribution functions of the limit state performance (fragility functions) assessed via damage surveys and cards compilation. The investigated limit states are aesthetic (of nominal concern alone), functional (interruption of service) and structural (economic and social losses). The damage probability is the probabilistic convolution of hazard (the probability mass function of the frequency of occurrence of given severities) and vulnerability (the probability of a limit state performance be reached, given a certain severity). Then, for each landslide all the exposed goods (structures and infrastructures) within the landslide area and within a buffer (representative of the maximum extension of a landslide given a reactivation), are counted. The risk is the product of the damage probability and the ratio of the exposed goods of each landslide to the whole assets exposed to the same type of landslides. Since the risk is computed numerically and by the same procedure applied to all landslides, it is free from any subjective assessment such as those implied in the qualitative methods.

A novel soft tissue prediction methodology for orthognathic surgery based on probabilistic finite element modelling

PubMed Central

Borghi, Alessandro; Ruggiero, Federica; Badiali, Giovanni; Bianchi, Alberto; Marchetti, Claudio; Rodriguez-Florez, Naiara; Breakey, Richard W. F.; Jeelani, Owase; Dunaway, David J.; Schievano, Silvia

2018-01-01

Repositioning of the maxilla in orthognathic surgery is carried out for functional and aesthetic purposes. Pre-surgical planning tools can predict 3D facial appearance by computing the response of the soft tissue to the changes to the underlying skeleton. The clinical use of commercial prediction software remains controversial, likely due to the deterministic nature of these computational predictions. A novel probabilistic finite element model (FEM) for the prediction of postoperative facial soft tissues is proposed in this paper. A probabilistic FEM was developed and validated on a cohort of eight patients who underwent maxillary repositioning and had pre- and postoperative cone beam computed tomography (CBCT) scans taken. Firstly, a variables correlation assessed various modelling parameters. Secondly, a design of experiments (DOE) provided a range of potential outcomes based on uniformly distributed input parameters, followed by an optimisation. Lastly, the second DOE iteration provided optimised predictions with a probability range. A range of 3D predictions was obtained using the probabilistic FEM and validated using reconstructed soft tissue surfaces from the postoperative CBCT data. The predictions in the nose and upper lip areas accurately include the true postoperative position, whereas the prediction under-estimates the position of the cheeks and lower lip. A probabilistic FEM has been developed and validated for the prediction of the facial appearance following orthognathic surgery. This method shows how inaccuracies in the modelling and uncertainties in executing surgical planning influence the soft tissue prediction and it provides a range of predictions including a minimum and maximum, which may be helpful for patients in understanding the impact of surgery on the face. PMID:29742139

A novel soft tissue prediction methodology for orthognathic surgery based on probabilistic finite element modelling.

PubMed

Knoops, Paul G M; Borghi, Alessandro; Ruggiero, Federica; Badiali, Giovanni; Bianchi, Alberto; Marchetti, Claudio; Rodriguez-Florez, Naiara; Breakey, Richard W F; Jeelani, Owase; Dunaway, David J; Schievano, Silvia

2018-01-01

Repositioning of the maxilla in orthognathic surgery is carried out for functional and aesthetic purposes. Pre-surgical planning tools can predict 3D facial appearance by computing the response of the soft tissue to the changes to the underlying skeleton. The clinical use of commercial prediction software remains controversial, likely due to the deterministic nature of these computational predictions. A novel probabilistic finite element model (FEM) for the prediction of postoperative facial soft tissues is proposed in this paper. A probabilistic FEM was developed and validated on a cohort of eight patients who underwent maxillary repositioning and had pre- and postoperative cone beam computed tomography (CBCT) scans taken. Firstly, a variables correlation assessed various modelling parameters. Secondly, a design of experiments (DOE) provided a range of potential outcomes based on uniformly distributed input parameters, followed by an optimisation. Lastly, the second DOE iteration provided optimised predictions with a probability range. A range of 3D predictions was obtained using the probabilistic FEM and validated using reconstructed soft tissue surfaces from the postoperative CBCT data. The predictions in the nose and upper lip areas accurately include the true postoperative position, whereas the prediction under-estimates the position of the cheeks and lower lip. A probabilistic FEM has been developed and validated for the prediction of the facial appearance following orthognathic surgery. This method shows how inaccuracies in the modelling and uncertainties in executing surgical planning influence the soft tissue prediction and it provides a range of predictions including a minimum and maximum, which may be helpful for patients in understanding the impact of surgery on the face.

Joint Probabilistic Projection of Female and Male Life Expectancy

PubMed Central

Raftery, Adrian E.; Lalic, Nevena; Gerland, Patrick

2014-01-01

BACKGROUND The United Nations (UN) produces population projections for all countries every two years. These are used by international organizations, governments, the private sector and researchers for policy planning, for monitoring development goals, as inputs to economic and environmental models, and for social and health research. The UN is considering producing fully probabilistic population projections, for which joint probabilistic projections of future female and male life expectancy at birth are needed. OBJECTIVE We propose a methodology for obtaining joint probabilistic projections of female and male life expectancy at birth. METHODS We first project female life expectancy using a one-sex method for probabilistic projection of life expectancy. We then project the gap between female and male life expectancy. We propose an autoregressive model for the gap in a future time period for a particular country, which is a function of female life expectancy and a t-distributed random perturbation. This method takes into account mortality data limitations, is comparable across countries, and accounts for shocks. We estimate all parameters based on life expectancy estimates for 1950–2010. The methods are implemented in the bayesLife and bayesPop R packages. RESULTS We evaluated our model using out-of-sample projections for the period 1995–2010, and found that our method performed better than several possible alternatives. CONCLUSIONS We find that the average gap between female and male life expectancy has been increasing for female life expectancy below 75, and decreasing for female life expectancy above 75. Our projections of the gap are lower than the UN’s 2008 projections for most countries and so lead to higher projections of male life expectancy. PMID:25580082

Fast, Nonlinear, Fully Probabilistic Inversion of Large Geophysical Problems

NASA Astrophysics Data System (ADS)

Curtis, A.; Shahraeeni, M.; Trampert, J.; Meier, U.; Cho, G.

2010-12-01

Almost all Geophysical inverse problems are in reality nonlinear. Fully nonlinear inversion including non-approximated physics, and solving for probability distribution functions (pdf’s) that describe the solution uncertainty, generally requires sampling-based Monte-Carlo style methods that are computationally intractable in most large problems. In order to solve such problems, physical relationships are usually linearized leading to efficiently-solved, (possibly iterated) linear inverse problems. However, it is well known that linearization can lead to erroneous solutions, and in particular to overly optimistic uncertainty estimates. What is needed across many Geophysical disciplines is a method to invert large inverse problems (or potentially tens of thousands of small inverse problems) fully probabilistically and without linearization. This talk shows how very large nonlinear inverse problems can be solved fully probabilistically and incorporating any available prior information using mixture density networks (driven by neural network banks), provided the problem can be decomposed into many small inverse problems. In this talk I will explain the methodology, compare multi-dimensional pdf inversion results to full Monte Carlo solutions, and illustrate the method with two applications: first, inverting surface wave group and phase velocities for a fully-probabilistic global tomography model of the Earth’s crust and mantle, and second inverting industrial 3D seismic data for petrophysical properties throughout and around a subsurface hydrocarbon reservoir. The latter problem is typically decomposed into 104 to 105 individual inverse problems, each solved fully probabilistically and without linearization. The results in both cases are sufficiently close to the Monte Carlo solution to exhibit realistic uncertainty, multimodality and bias. This provides far greater confidence in the results, and in decisions made on their basis.

A wavelet-based statistical analysis of FMRI data: I. motivation and data distribution modeling.

PubMed

Dinov, Ivo D; Boscardin, John W; Mega, Michael S; Sowell, Elizabeth L; Toga, Arthur W

2005-01-01

We propose a new method for statistical analysis of functional magnetic resonance imaging (fMRI) data. The discrete wavelet transformation is employed as a tool for efficient and robust signal representation. We use structural magnetic resonance imaging (MRI) and fMRI to empirically estimate the distribution of the wavelet coefficients of the data both across individuals and spatial locations. An anatomical subvolume probabilistic atlas is used to tessellate the structural and functional signals into smaller regions each of which is processed separately. A frequency-adaptive wavelet shrinkage scheme is employed to obtain essentially optimal estimations of the signals in the wavelet space. The empirical distributions of the signals on all the regions are computed in a compressed wavelet space. These are modeled by heavy-tail distributions because their histograms exhibit slower tail decay than the Gaussian. We discovered that the Cauchy, Bessel K Forms, and Pareto distributions provide the most accurate asymptotic models for the distribution of the wavelet coefficients of the data. Finally, we propose a new model for statistical analysis of functional MRI data using this atlas-based wavelet space representation. In the second part of our investigation, we will apply this technique to analyze a large fMRI dataset involving repeated presentation of sensory-motor response stimuli in young, elderly, and demented subjects.

A Bayesian approach to assessing the uncertainty in estimating bioconcentration factors in earthworms--the example of quinoxyfen.

PubMed

Fragoulis, George; Merli, Annalisa; Reeves, Graham; Meregalli, Giovanna; Stenberg, Kristofer; Tanaka, Taku; Capri, Ettore

2011-06-01

Quinoxyfen is a fungicide of the phenoxyquinoline class used to control powdery mildew, Uncinula necator (Schw.) Burr. Owing to its high persistence and strong sorption in soil, it could represent a risk for soil organisms if they are exposed at ecologically relevant concentrations. The objective of this paper is to predict the bioconcentration factors (BCFs) of quinoxyfen in earthworms, selected as a representative soil organism, and to assess the uncertainty in the estimation of this parameter. Three fields in each of four vineyards in southern and northern Italy were sampled over two successive years. The measured BCFs varied over time, possibly owing to seasonal changes and the consequent changes in behaviour and ecology of earthworms. Quinoxyfen did not accumulate in soil, as the mean soil concentrations at the end of the 2 year monitoring period ranged from 9.16 to 16.0 µg kg⁻¹ dw for the Verona province and from 23.9 to 37.5 µg kg⁻¹ dw for the Taranto province, with up to eight applications per season. To assess the uncertainty of the BCF in earthworms, a probabilistic approach was used, firstly by building with weighted bootstrapping techniques a generic probabilistic density function (PDF) accounting for variability and incompleteness of knowledge. The generic PDF was then used to derive prior distribution functions, which, by application of Bayes' theorem, were updated with the new measurements and a posterior distribution was finally created. The study is a good example of probabilistic risk assessment. The means of mean and SD posterior estimates of log BCFworm (2.06, 0.91) are the 'best estimate values'. Further risk assessment of quinoxyfen and other phenoxyquinoline fungicides and realistic representative scenarios for modelling exercises required for future authorization and post-authorization requirements can now use this value as input. Copyright © 2011 Society of Chemical Industry.

Emulation for probabilistic weather forecasting

NASA Astrophysics Data System (ADS)

Cornford, Dan; Barillec, Remi

2010-05-01

Numerical weather prediction models are typically very expensive to run due to their complexity and resolution. Characterising the sensitivity of the model to its initial condition and/or to its parameters requires numerous runs of the model, which is impractical for all but the simplest models. To produce probabilistic forecasts requires knowledge of the distribution of the model outputs, given the distribution over the inputs, where the inputs include the initial conditions, boundary conditions and model parameters. Such uncertainty analysis for complex weather prediction models seems a long way off, given current computing power, with ensembles providing only a partial answer. One possible way forward that we develop in this work is the use of statistical emulators. Emulators provide an efficient statistical approximation to the model (or simulator) while quantifying the uncertainty introduced. In the emulator framework, a Gaussian process is fitted to the simulator response as a function of the simulator inputs using some training data. The emulator is essentially an interpolator of the simulator output and the response in unobserved areas is dictated by the choice of covariance structure and parameters in the Gaussian process. Suitable parameters are inferred from the data in a maximum likelihood, or Bayesian framework. Once trained, the emulator allows operations such as sensitivity analysis or uncertainty analysis to be performed at a much lower computational cost. The efficiency of emulators can be further improved by exploiting the redundancy in the simulator output through appropriate dimension reduction techniques. We demonstrate this using both Principal Component Analysis on the model output and a new reduced-rank emulator in which an optimal linear projection operator is estimated jointly with other parameters, in the context of simple low order models, such as the Lorenz 40D system. We present the application of emulators to probabilistic weather forecasting, where the construction of the emulator training set replaces the traditional ensemble model runs. Thus the actual forecast distributions are computed using the emulator conditioned on the ‘ensemble runs' which are chosen to explore the plausible input space using relatively crude experimental design methods. One benefit here is that the ensemble does not need to be a sample from the true distribution of the input space, rather it should cover that input space in some sense. The probabilistic forecasts are computed using Monte Carlo methods sampling from the input distribution and using the emulator to produce the output distribution. Finally we discuss the limitations of this approach and briefly mention how we might use similar methods to learn the model error within a framework that incorporates a data assimilation like aspect, using emulators and learning complex model error representations. We suggest future directions for research in the area that will be necessary to apply the method to more realistic numerical weather prediction models.

Nuclear test ban treaty verification: Improving test ban monitoring with empirical and model-based signal processing

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

Harris, David B.; Gibbons, Steven J.; Rodgers, Arthur J.

In this approach, small scale-length medium perturbations not modeled in the tomographic inversion might be described as random fields, characterized by particular distribution functions (e.g., normal with specified spatial covariance). Conceivably, random field parameters (scatterer density or scale length) might themselves be the targets of tomographic inversions of the scattered wave field. As a result, such augmented models may provide processing gain through the use of probabilistic signal sub spaces rather than deterministic waveforms.

Nuclear test ban treaty verification: Improving test ban monitoring with empirical and model-based signal processing

DOE PAGES

Harris, David B.; Gibbons, Steven J.; Rodgers, Arthur J.; ...

2012-05-01

In this approach, small scale-length medium perturbations not modeled in the tomographic inversion might be described as random fields, characterized by particular distribution functions (e.g., normal with specified spatial covariance). Conceivably, random field parameters (scatterer density or scale length) might themselves be the targets of tomographic inversions of the scattered wave field. As a result, such augmented models may provide processing gain through the use of probabilistic signal sub spaces rather than deterministic waveforms.

Are there Benefits to Combining Regional Probabalistic Survey and Historic Targeted Environmental Monitoring Data to Improve Our Understanding of Overall Regional Estuary Environmental Status?

NASA Astrophysics Data System (ADS)

Dasher, D. H.; Lomax, T. J.; Bethe, A.; Jewett, S.; Hoberg, M.

2016-02-01

A regional probabilistic survey of 20 randomly selected stations, where water and sediments were sampled, was conducted over an area of Simpson Lagoon and Gwydyr Bay in the Beaufort Sea adjacent Prudhoe Bay, Alaska, in 2014. Sampling parameters included water column for temperature, salinity, dissolved oxygen, chlorophyll a, nutrients and sediments for macroinvertebrates, chemistry, i.e., trace metals and hydrocarbons, and grain size. The 2014 probabilistic survey design allows for inferences to be made of environmental status, for instance the spatial or aerial distribution of sediment trace metals within the design area sampled. Historically, since the 1970's a number of monitoring studies have been conducted in this estuary area using a targeted rather than regional probabilistic design. Targeted non-random designs were utilized to assess specific points of interest and cannot be used to make inferences to distributions of environmental parameters. Due to differences in the environmental monitoring objectives between probabilistic and targeted designs there has been limited assessment see if benefits exist to combining the two approaches. This study evaluates if a combined approach using the 2014 probabilistic survey sediment trace metal and macroinvertebrate results and historical targeted monitoring data can provide a new perspective on better understanding the environmental status of these estuaries.

Probabilistic Assessment of Cancer Risk from Solar Particle Events

NASA Astrophysics Data System (ADS)

Kim, Myung-Hee Y.; Cucinotta, Francis A.

For long duration missions outside of the protection of the Earth's magnetic field, space radi-ation presents significant health risks including cancer mortality. Space radiation consists of solar particle events (SPEs), comprised largely of medium energy protons (less than several hundred MeV); and galactic cosmic ray (GCR), which include high energy protons and heavy ions. While the frequency distribution of SPEs depends strongly upon the phase within the solar activity cycle, the individual SPE occurrences themselves are random in nature. We es-timated the probability of SPE occurrence using a non-homogeneous Poisson model to fit the historical database of proton measurements. Distributions of particle fluences of SPEs for a specified mission period were simulated ranging from its 5th to 95th percentile to assess the cancer risk distribution. Spectral variability of SPEs was also examined, because the detailed energy spectra of protons are important especially at high energy levels for assessing the cancer risk associated with energetic particles for large events. We estimated the overall cumulative probability of GCR environment for a specified mission period using a solar modulation model for the temporal characterization of the GCR environment represented by the deceleration po-tential (φ). Probabilistic assessment of cancer fatal risk was calculated for various periods of lunar and Mars missions. This probabilistic approach to risk assessment from space radiation is in support of mission design and operational planning for future manned space exploration missions. In future work, this probabilistic approach to the space radiation will be combined with a probabilistic approach to the radiobiological factors that contribute to the uncertainties in projecting cancer risks.

Probabilistic Assessment of Cancer Risk from Solar Particle Events

NASA Technical Reports Server (NTRS)

Kim, Myung-Hee Y.; Cucinotta, Francis A.

2010-01-01

For long duration missions outside of the protection of the Earth s magnetic field, space radiation presents significant health risks including cancer mortality. Space radiation consists of solar particle events (SPEs), comprised largely of medium energy protons (less than several hundred MeV); and galactic cosmic ray (GCR), which include high energy protons and heavy ions. While the frequency distribution of SPEs depends strongly upon the phase within the solar activity cycle, the individual SPE occurrences themselves are random in nature. We estimated the probability of SPE occurrence using a non-homogeneous Poisson model to fit the historical database of proton measurements. Distributions of particle fluences of SPEs for a specified mission period were simulated ranging from its 5 th to 95th percentile to assess the cancer risk distribution. Spectral variability of SPEs was also examined, because the detailed energy spectra of protons are important especially at high energy levels for assessing the cancer risk associated with energetic particles for large events. We estimated the overall cumulative probability of GCR environment for a specified mission period using a solar modulation model for the temporal characterization of the GCR environment represented by the deceleration potential (^). Probabilistic assessment of cancer fatal risk was calculated for various periods of lunar and Mars missions. This probabilistic approach to risk assessment from space radiation is in support of mission design and operational planning for future manned space exploration missions. In future work, this probabilistic approach to the space radiation will be combined with a probabilistic approach to the radiobiological factors that contribute to the uncertainties in projecting cancer risks.

A framework for the probabilistic analysis of meteotsunamis

USGS Publications Warehouse

Geist, Eric L.; ten Brink, Uri S.; Gove, Matthew D.

2014-01-01

A probabilistic technique is developed to assess the hazard from meteotsunamis. Meteotsunamis are unusual sea-level events, generated when the speed of an atmospheric pressure or wind disturbance is comparable to the phase speed of long waves in the ocean. A general aggregation equation is proposed for the probabilistic analysis, based on previous frameworks established for both tsunamis and storm surges, incorporating different sources and source parameters of meteotsunamis. Parameterization of atmospheric disturbances and numerical modeling is performed for the computation of maximum meteotsunami wave amplitudes near the coast. A historical record of pressure disturbances is used to establish a continuous analytic distribution of each parameter as well as the overall Poisson rate of occurrence. A demonstration study is presented for the northeast U.S. in which only isolated atmospheric pressure disturbances from squall lines and derechos are considered. For this study, Automated Surface Observing System stations are used to determine the historical parameters of squall lines from 2000 to 2013. The probabilistic equations are implemented using a Monte Carlo scheme, where a synthetic catalog of squall lines is compiled by sampling the parameter distributions. For each entry in the catalog, ocean wave amplitudes are computed using a numerical hydrodynamic model. Aggregation of the results from the Monte Carlo scheme results in a meteotsunami hazard curve that plots the annualized rate of exceedance with respect to maximum event amplitude for a particular location along the coast. Results from using multiple synthetic catalogs, resampled from the parent parameter distributions, yield mean and quantile hazard curves. Further refinements and improvements for probabilistic analysis of meteotsunamis are discussed.

Probabilistic approaches to accounting for data variability in the practical application of bioavailability in predicting aquatic risks from metals.

PubMed

Ciffroy, Philippe; Charlatchka, Rayna; Ferreira, Daniel; Marang, Laura

2013-07-01

The biotic ligand model (BLM) theoretically enables the derivation of environmental quality standards that are based on true bioavailable fractions of metals. Several physicochemical variables (especially pH, major cations, dissolved organic carbon, and dissolved metal concentrations) must, however, be assigned to run the BLM, but they are highly variable in time and space in natural systems. This article describes probabilistic approaches for integrating such variability during the derivation of risk indexes. To describe each variable using a probability density function (PDF), several methods were combined to 1) treat censored data (i.e., data below the limit of detection), 2) incorporate the uncertainty of the solid-to-liquid partitioning of metals, and 3) detect outliers. From a probabilistic perspective, 2 alternative approaches that are based on log-normal and Γ distributions were tested to estimate the probability of the predicted environmental concentration (PEC) exceeding the predicted non-effect concentration (PNEC), i.e., p(PEC/PNEC>1). The probabilistic approach was tested on 4 real-case studies based on Cu-related data collected from stations on the Loire and Moselle rivers. The approach described in this article is based on BLM tools that are freely available for end-users (i.e., the Bio-Met software) and on accessible statistical data treatments. This approach could be used by stakeholders who are involved in risk assessments of metals for improving site-specific studies. Copyright © 2013 SETAC.

Assessment of wadeable stream resources in the driftless area ecoregion in Western Wisconsin using a probabilistic sampling design.

PubMed

Miller, Michael A; Colby, Alison C C; Kanehl, Paul D; Blocksom, Karen

2009-03-01

The Wisconsin Department of Natural Resources (WDNR), with support from the U.S. EPA, conducted an assessment of wadeable streams in the Driftless Area ecoregion in western Wisconsin using a probabilistic sampling design. This ecoregion encompasses 20% of Wisconsin's land area and contains 8,800 miles of perennial streams. Randomly-selected stream sites (n = 60) equally distributed among stream orders 1-4 were sampled. Watershed land use, riparian and in-stream habitat, water chemistry, macroinvertebrate, and fish assemblage data were collected at each true random site and an associated "modified-random" site on each stream that was accessed via a road crossing nearest to the true random site. Targeted least-disturbed reference sites (n = 22) were also sampled to develop reference conditions for various physical, chemical, and biological measures. Cumulative distribution function plots of various measures collected at the true random sites evaluated with reference condition thresholds, indicate that high proportions of the random sites (and by inference the entire Driftless Area wadeable stream population) show some level of degradation. Study results show no statistically significant differences between the true random and modified-random sample sites for any of the nine physical habitat, 11 water chemistry, seven macroinvertebrate, or eight fish metrics analyzed. In Wisconsin's Driftless Area, 79% of wadeable stream lengths were accessible via road crossings. While further evaluation of the statistical rigor of using a modified-random sampling design is warranted, sampling randomly-selected stream sites accessed via the nearest road crossing may provide a more economical way to apply probabilistic sampling in stream monitoring programs.

Passage relevance models for genomics search.

PubMed

Urbain, Jay; Frieder, Ophir; Goharian, Nazli

2009-03-19

We present a passage relevance model for integrating syntactic and semantic evidence of biomedical concepts and topics using a probabilistic graphical model. Component models of topics, concepts, terms, and document are represented as potential functions within a Markov Random Field. The probability of a passage being relevant to a biologist's information need is represented as the joint distribution across all potential functions. Relevance model feedback of top ranked passages is used to improve distributional estimates of query concepts and topics in context, and a dimensional indexing strategy is used for efficient aggregation of concept and term statistics. By integrating multiple sources of evidence including dependencies between topics, concepts, and terms, we seek to improve genomics literature passage retrieval precision. Using this model, we are able to demonstrate statistically significant improvements in retrieval precision using a large genomics literature corpus.

Fully probabilistic control for stochastic nonlinear control systems with input dependent noise.

PubMed

Herzallah, Randa

2015-03-01

Robust controllers for nonlinear stochastic systems with functional uncertainties can be consistently designed using probabilistic control methods. In this paper a generalised probabilistic controller design for the minimisation of the Kullback-Leibler divergence between the actual joint probability density function (pdf) of the closed loop control system, and an ideal joint pdf is presented emphasising how the uncertainty can be systematically incorporated in the absence of reliable systems models. To achieve this objective all probabilistic models of the system are estimated from process data using mixture density networks (MDNs) where all the parameters of the estimated pdfs are taken to be state and control input dependent. Based on this dependency of the density parameters on the input values, explicit formulations to the construction of optimal generalised probabilistic controllers are obtained through the techniques of dynamic programming and adaptive critic methods. Using the proposed generalised probabilistic controller, the conditional joint pdfs can be made to follow the ideal ones. A simulation example is used to demonstrate the implementation of the algorithm and encouraging results are obtained. Copyright © 2014 Elsevier Ltd. All rights reserved.

A Study of Students' Reasoning about Probabilistic Causality: Implications for Understanding Complex Systems and for Instructional Design

ERIC Educational Resources Information Center

Grotzer, Tina A.; Solis, S. Lynneth; Tutwiler, M. Shane; Cuzzolino, Megan Powell

2017-01-01

Understanding complex systems requires reasoning about causal relationships that behave or appear to behave probabilistically. Features such as distributed agency, large spatial scales, and time delays obscure co-variation relationships and complex interactions can result in non-deterministic relationships between causes and effects that are best…

Attention as Inference: Selection Is Probabilistic; Responses Are All-or-None Samples

ERIC Educational Resources Information Center

Vul, Edward; Hanus, Deborah; Kanwisher, Nancy

2009-01-01

Theories of probabilistic cognition postulate that internal representations are made up of multiple simultaneously held hypotheses, each with its own probability of being correct (henceforth, "probability distributions"). However, subjects make discrete responses and report the phenomenal contents of their mind to be all-or-none states rather than…

Promoting Probabilistic Programming System (PPS) Development in Probabilistic Programming for Advancing Machine Learning (PPAML)

DTIC Science & Technology

2018-03-01

MARCH 2018 FINAL TECHNICAL REPORT APPROVED FOR PUBLIC RELEASE; DISTRIBUTION UNLIMITED STINFO COPY AIR FORCE RESEARCH LABORATORY INFORMATION...SPONSORING/MONITORING AGENCY NAME(S) AND ADDRESS(ES) Air Force Research Laboratory/RITA DARPA 525 Brooks Road 675 North Randolph Street Rome...1 3.0 METHODS , ASSUMPTIONS, AND PROCEDURES

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

PubMed

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

2017-01-01

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

A probabilistic seismic model for the European Arctic

NASA Astrophysics Data System (ADS)

Hauser, Juerg; Dyer, Kathleen M.; Pasyanos, Michael E.; Bungum, Hilmar; Faleide, Jan I.; Clark, Stephen A.; Schweitzer, Johannes

2011-01-01

The development of three-dimensional seismic models for the crust and upper mantle has traditionally focused on finding one model that provides the best fit to the data while observing some regularization constraints. In contrast to this, the inversion employed here fits the data in a probabilistic sense and thus provides a quantitative measure of model uncertainty. Our probabilistic model is based on two sources of information: (1) prior information, which is independent from the data, and (2) different geophysical data sets, including thickness constraints, velocity profiles, gravity data, surface wave group velocities, and regional body wave traveltimes. We use a Markov chain Monte Carlo (MCMC) algorithm to sample models from the prior distribution, the set of plausible models, and test them against the data to generate the posterior distribution, the ensemble of models that fit the data with assigned uncertainties. While being computationally more expensive, such a probabilistic inversion provides a more complete picture of solution space and allows us to combine various data sets. The complex geology of the European Arctic, encompassing oceanic crust, continental shelf regions, rift basins and old cratonic crust, as well as the nonuniform coverage of the region by data with varying degrees of uncertainty, makes it a challenging setting for any imaging technique and, therefore, an ideal environment for demonstrating the practical advantages of a probabilistic approach. Maps of depth to basement and depth to Moho derived from the posterior distribution are in good agreement with previously published maps and interpretations of the regional tectonic setting. The predicted uncertainties, which are as important as the absolute values, correlate well with the variations in data coverage and quality in the region. A practical advantage of our probabilistic model is that it can provide estimates for the uncertainties of observables due to model uncertainties. We will demonstrate how this can be used for the formulation of earthquake location algorithms that take model uncertainties into account when estimating location uncertainties.

Upgrades to the Probabilistic NAS Platform Air Traffic Simulation Software

NASA Technical Reports Server (NTRS)

Hunter, George; Boisvert, Benjamin

2013-01-01

This document is the final report for the project entitled "Upgrades to the Probabilistic NAS Platform Air Traffic Simulation Software." This report consists of 17 sections which document the results of the several subtasks of this effort. The Probabilistic NAS Platform (PNP) is an air operations simulation platform developed and maintained by the Saab Sensis Corporation. The improvements made to the PNP simulation include the following: an airborne distributed separation assurance capability, a required time of arrival assignment and conformance capability, and a tactical and strategic weather avoidance capability.

The Use of Probabilistic Methods to Evaluate the Systems Impact of Component Design Improvements on Large Turbofan Engines

NASA Technical Reports Server (NTRS)

Packard, Michael H.

2002-01-01

Probabilistic Structural Analysis (PSA) is now commonly used for predicting the distribution of time/cycles to failure of turbine blades and other engine components. These distributions are typically based on fatigue/fracture and creep failure modes of these components. Additionally, reliability analysis is used for taking test data related to particular failure modes and calculating failure rate distributions of electronic and electromechanical components. How can these individual failure time distributions of structural, electronic and electromechanical component failure modes be effectively combined into a top level model for overall system evaluation of component upgrades, changes in maintenance intervals, or line replaceable unit (LRU) redesign? This paper shows an example of how various probabilistic failure predictions for turbine engine components can be evaluated and combined to show their effect on overall engine performance. A generic model of a turbofan engine was modeled using various Probabilistic Risk Assessment (PRA) tools (Quantitative Risk Assessment Software (QRAS) etc.). Hypothetical PSA results for a number of structural components along with mitigation factors that would restrict the failure mode from propagating to a Loss of Mission (LOM) failure were used in the models. The output of this program includes an overall failure distribution for LOM of the system. The rank and contribution to the overall Mission Success (MS) is also given for each failure mode and each subsystem. This application methodology demonstrates the effectiveness of PRA for assessing the performance of large turbine engines. Additionally, the effects of system changes and upgrades, the application of different maintenance intervals, inclusion of new sensor detection of faults and other upgrades were evaluated in determining overall turbine engine reliability.

Stability metrics for multi-source biomedical data based on simplicial projections from probability distribution distances.

PubMed

Sáez, Carlos; Robles, Montserrat; García-Gómez, Juan M

2017-02-01

Biomedical data may be composed of individuals generated from distinct, meaningful sources. Due to possible contextual biases in the processes that generate data, there may exist an undesirable and unexpected variability among the probability distribution functions (PDFs) of the source subsamples, which, when uncontrolled, may lead to inaccurate or unreproducible research results. Classical statistical methods may have difficulties to undercover such variabilities when dealing with multi-modal, multi-type, multi-variate data. This work proposes two metrics for the analysis of stability among multiple data sources, robust to the aforementioned conditions, and defined in the context of data quality assessment. Specifically, a global probabilistic deviation and a source probabilistic outlyingness metrics are proposed. The first provides a bounded degree of the global multi-source variability, designed as an estimator equivalent to the notion of normalized standard deviation of PDFs. The second provides a bounded degree of the dissimilarity of each source to a latent central distribution. The metrics are based on the projection of a simplex geometrical structure constructed from the Jensen-Shannon distances among the sources PDFs. The metrics have been evaluated and demonstrated their correct behaviour on a simulated benchmark and with real multi-source biomedical data using the UCI Heart Disease data set. The biomedical data quality assessment based on the proposed stability metrics may improve the efficiency and effectiveness of biomedical data exploitation and research.

A fortran program for Monte Carlo simulation of oil-field discovery sequences

USGS Publications Warehouse

Bohling, Geoffrey C.; Davis, J.C.

1993-01-01

We have developed a program for performing Monte Carlo simulation of oil-field discovery histories. A synthetic parent population of fields is generated as a finite sample from a distribution of specified form. The discovery sequence then is simulated by sampling without replacement from this parent population in accordance with a probabilistic discovery process model. The program computes a chi-squared deviation between synthetic and actual discovery sequences as a function of the parameters of the discovery process model, the number of fields in the parent population, and the distributional parameters of the parent population. The program employs the three-parameter log gamma model for the distribution of field sizes and employs a two-parameter discovery process model, allowing the simulation of a wide range of scenarios. ?? 1993.

Identifying a Probabilistic Boolean Threshold Network From Samples.

PubMed

Melkman, Avraham A; Cheng, Xiaoqing; Ching, Wai-Ki; Akutsu, Tatsuya

2018-04-01

This paper studies the problem of exactly identifying the structure of a probabilistic Boolean network (PBN) from a given set of samples, where PBNs are probabilistic extensions of Boolean networks. Cheng et al. studied the problem while focusing on PBNs consisting of pairs of AND/OR functions. This paper considers PBNs consisting of Boolean threshold functions while focusing on those threshold functions that have unit coefficients. The treatment of Boolean threshold functions, and triplets and -tuplets of such functions, necessitates a deepening of the theoretical analyses. It is shown that wide classes of PBNs with such threshold functions can be exactly identified from samples under reasonable constraints, which include: 1) PBNs in which any number of threshold functions can be assigned provided that all have the same number of input variables and 2) PBNs consisting of pairs of threshold functions with different numbers of input variables. It is also shown that the problem of deciding the equivalence of two Boolean threshold functions is solvable in pseudopolynomial time but remains co-NP complete.

A Probabilistic Mass Estimation Algorithm for a Novel 7- Channel Capacitive Sample Verification Sensor

NASA Technical Reports Server (NTRS)

Wolf, Michael

2012-01-01

A document describes an algorithm created to estimate the mass placed on a sample verification sensor (SVS) designed for lunar or planetary robotic sample return missions. A novel SVS measures the capacitance between a rigid bottom plate and an elastic top membrane in seven locations. As additional sample material (soil and/or small rocks) is placed on the top membrane, the deformation of the membrane increases the capacitance. The mass estimation algorithm addresses both the calibration of each SVS channel, and also addresses how to combine the capacitances read from each of the seven channels into a single mass estimate. The probabilistic approach combines the channels according to the variance observed during the training phase, and provides not only the mass estimate, but also a value for the certainty of the estimate. SVS capacitance data is collected for known masses under a wide variety of possible loading scenarios, though in all cases, the distribution of sample within the canister is expected to be approximately uniform. A capacitance-vs-mass curve is fitted to this data, and is subsequently used to determine the mass estimate for the single channel s capacitance reading during the measurement phase. This results in seven different mass estimates, one for each SVS channel. Moreover, the variance of the calibration data is used to place a Gaussian probability distribution function (pdf) around this mass estimate. To blend these seven estimates, the seven pdfs are combined into a single Gaussian distribution function, providing the final mean and variance of the estimate. This blending technique essentially takes the final estimate as an average of the estimates of the seven channels, weighted by the inverse of the channel s variance.

Multi-model ensemble hydrologic prediction using Bayesian model averaging

NASA Astrophysics Data System (ADS)

Duan, Qingyun; Ajami, Newsha K.; Gao, Xiaogang; Sorooshian, Soroosh

2007-05-01

Multi-model ensemble strategy is a means to exploit the diversity of skillful predictions from different models. This paper studies the use of Bayesian model averaging (BMA) scheme to develop more skillful and reliable probabilistic hydrologic predictions from multiple competing predictions made by several hydrologic models. BMA is a statistical procedure that infers consensus predictions by weighing individual predictions based on their probabilistic likelihood measures, with the better performing predictions receiving higher weights than the worse performing ones. Furthermore, BMA provides a more reliable description of the total predictive uncertainty than the original ensemble, leading to a sharper and better calibrated probability density function (PDF) for the probabilistic predictions. In this study, a nine-member ensemble of hydrologic predictions was used to test and evaluate the BMA scheme. This ensemble was generated by calibrating three different hydrologic models using three distinct objective functions. These objective functions were chosen in a way that forces the models to capture certain aspects of the hydrograph well (e.g., peaks, mid-flows and low flows). Two sets of numerical experiments were carried out on three test basins in the US to explore the best way of using the BMA scheme. In the first set, a single set of BMA weights was computed to obtain BMA predictions, while the second set employed multiple sets of weights, with distinct sets corresponding to different flow intervals. In both sets, the streamflow values were transformed using Box-Cox transformation to ensure that the probability distribution of the prediction errors is approximately Gaussian. A split sample approach was used to obtain and validate the BMA predictions. The test results showed that BMA scheme has the advantage of generating more skillful and equally reliable probabilistic predictions than original ensemble. The performance of the expected BMA predictions in terms of daily root mean square error (DRMS) and daily absolute mean error (DABS) is generally superior to that of the best individual predictions. Furthermore, the BMA predictions employing multiple sets of weights are generally better than those using single set of weights.

Inferred Eccentricity and Period Distributions of Kepler Eclipsing Binaries

NASA Astrophysics Data System (ADS)

Prsa, Andrej; Matijevic, G.

2014-01-01

Determining the underlying eccentricity and orbital period distributions from an observed sample of eclipsing binary stars is not a trivial task. Shen and Turner (2008) have shown that the commonly used maximum likelihood estimators are biased to larger eccentricities and they do not describe the underlying distribution correctly; orbital periods suffer from a similar bias. Hogg, Myers and Bovy (2010) proposed a hierarchical probabilistic method for inferring the true eccentricity distribution of exoplanet orbits that uses the likelihood functions for individual star eccentricities. The authors show that proper inference outperforms the simple histogramming of the best-fit eccentricity values. We apply this method to the complete sample of eclipsing binary stars observed by the Kepler mission (Prsa et al. 2011) to derive the unbiased underlying eccentricity and orbital period distributions. These distributions can be used for the studies of multiple star formation, dynamical evolution, and they can serve as a drop-in replacement to prior, ad-hoc distributions used in the exoplanet field for determining false positive occurrence rates.

Fracture mechanics analysis of cracked structures using weight function and neural network method

NASA Astrophysics Data System (ADS)

Chen, J. G.; Zang, F. G.; Yang, Y.; Shi, K. K.; Fu, X. L.

2018-06-01

Stress intensity factors(SIFs) due to thermal-mechanical load has been established by using weight function method. Two reference stress states sere used to determine the coefficients in the weight function. Results were evaluated by using data from literature and show a good agreement between them. So, the SIFs can be determined quickly using the weight function obtained when cracks subjected to arbitrary loads, and presented method can be used for probabilistic fracture mechanics analysis. A probabilistic methodology considering Monte-Carlo with neural network (MCNN) has been developed. The results indicate that an accurate probabilistic characteristic of the KI can be obtained by using the developed method. The probability of failure increases with the increasing of loads, and the relationship between is nonlinear.

Model of Mixing Layer With Multicomponent Evaporating Drops

NASA Technical Reports Server (NTRS)

Bellan, Josette; Le Clercq, Patrick

2004-01-01

A mathematical model of a three-dimensional mixing layer laden with evaporating fuel drops composed of many chemical species has been derived. The study is motivated by the fact that typical real petroleum fuels contain hundreds of chemical species. Previously, for the sake of computational efficiency, spray studies were performed using either models based on a single representative species or models based on surrogate fuels of at most 15 species. The present multicomponent model makes it possible to perform more realistic simulations by accounting for hundreds of chemical species in a computationally efficient manner. The model is used to perform Direct Numerical Simulations in continuing studies directed toward understanding the behavior of liquid petroleum fuel sprays. The model includes governing equations formulated in an Eulerian and a Lagrangian reference frame for the gas and the drops, respectively. This representation is consistent with the expected volumetrically small loading of the drops in gas (of the order of 10 3), although the mass loading can be substantial because of the high ratio (of the order of 103) between the densities of liquid and gas. The drops are treated as point sources of mass, momentum, and energy; this representation is consistent with the drop size being smaller than the Kolmogorov scale. Unsteady drag, added-mass effects, Basset history forces, and collisions between the drops are neglected, and the gas is assumed calorically perfect. The model incorporates the concept of continuous thermodynamics, according to which the chemical composition of a fuel is described probabilistically, by use of a distribution function. Distribution functions generally depend on many parameters. However, for mixtures of homologous species, the distribution can be approximated with acceptable accuracy as a sole function of the molecular weight. The mixing layer is initially laden with drops in its lower stream, and the drops are colder than the gas. Drop evaporation leads to a change in the gas-phase composition, which, like the composition of the drops, is described in a probabilistic manner

Fully probabilistic seismic source inversion - Part 2: Modelling errors and station covariances

NASA Astrophysics Data System (ADS)

Stähler, Simon C.; Sigloch, Karin

2016-11-01

Seismic source inversion, a central task in seismology, is concerned with the estimation of earthquake source parameters and their uncertainties. Estimating uncertainties is particularly challenging because source inversion is a non-linear problem. In a companion paper, Stähler and Sigloch (2014) developed a method of fully Bayesian inference for source parameters, based on measurements of waveform cross-correlation between broadband, teleseismic body-wave observations and their modelled counterparts. This approach yields not only depth and moment tensor estimates but also source time functions. A prerequisite for Bayesian inference is the proper characterisation of the noise afflicting the measurements, a problem we address here. We show that, for realistic broadband body-wave seismograms, the systematic error due to an incomplete physical model affects waveform misfits more strongly than random, ambient background noise. In this situation, the waveform cross-correlation coefficient CC, or rather its decorrelation D = 1 - CC, performs more robustly as a misfit criterion than ℓp norms, more commonly used as sample-by-sample measures of misfit based on distances between individual time samples. From a set of over 900 user-supervised, deterministic earthquake source solutions treated as a quality-controlled reference, we derive the noise distribution on signal decorrelation D = 1 - CC of the broadband seismogram fits between observed and modelled waveforms. The noise on D is found to approximately follow a log-normal distribution, a fortunate fact that readily accommodates the formulation of an empirical likelihood function for D for our multivariate problem. The first and second moments of this multivariate distribution are shown to depend mostly on the signal-to-noise ratio (SNR) of the CC measurements and on the back-azimuthal distances of seismic stations. By identifying and quantifying this likelihood function, we make D and thus waveform cross-correlation measurements usable for fully probabilistic sampling strategies, in source inversion and related applications such as seismic tomography.

Probabilistic, sediment-geochemical parameterisation of the groundwater compartment of the Netherlands for spatially distributed, reactive transport modelling

NASA Astrophysics Data System (ADS)

Janssen, Gijs; Gunnink, Jan; van Vliet, Marielle; Goldberg, Tanya; Griffioen, Jasper

2017-04-01

Pollution of groundwater aquifers with contaminants as nitrate is a common problem. Reactive transport models are useful to predict the fate of such contaminants and to characterise the efficiency of mitigating or preventive measures. Parameterisation of a groundwater transport model on reaction capacity is a necessary step during building the model. Two Dutch, national programs are combined to establish a methodology for building a probabilistic model on reaction capacity of the groundwater compartment at the national scale: the Geological Survey program and the NHI Netherlands Hydrological Instrument program. Reaction capacity is considered as a series of geochemical characteristics that control acid/base condition, redox condition and sorption capacity. Five primary reaction capacity variables are characterised: 1. pyrite, 2. non-pyrite, reactive iron (oxides, siderite and glauconite), 3. clay fraction, 4. organic matter and 5. Ca-carbonate. Important reaction capacity variables that are determined by more than one solid compound are also deduced: 1. potential reduction capacity (PRC) by pyrite and organic matter, 2. cation-exchange capacity (CEC) by organic matter and clay content, 3. carbonate buffering upon pyrite oxidation (CPBO) by carbonate and pyrite. Statistical properties of these variables are established based on c. 16,000 sediment geochemical analyses. The first tens of meters are characterised based on 25 regions using combinations of lithological class and geological formation as strata. Because of both less data and more geochemical uniformity, the deeper subsurface is characterised in a similar way based on 3 regions. The statistical data is used as input in an algoritm that probabilistically calculates the reaction capacity per grid cell. First, the cumulative frequency distribution (cfd) functions are calculated from the statistical data for the geochemical strata. Second, all voxel cells are classified into the geochemical strata. Third, the cfd functions are used to put random reaction capacity variables into the hydrological voxel model. Here, the distribution can be conditioned on two variables. Two important variables are clay content and depth. The first is valid because more dense data is available for clay content than for geochemical variables as pyrite and probabilistic, lithological models are also built at TNO Geological Survey. The second is important to account for locally different depths at which the redox cline between NO3-rich and Fe(II)-rich groundwater occurs within the first tens of meters of the subsurface. An extensive data-set of groundwater quality analyses is used to derive criteria for depth variability of the redox cline. The result is a unique algoritm in order to obtain heterogeneous geochemical reaction capacity models of the entire groundwater compartment of the Netherlands.

Probabilistic dual heuristic programming-based adaptive critic

NASA Astrophysics Data System (ADS)

Herzallah, Randa

2010-02-01

Adaptive critic (AC) methods have common roots as generalisations of dynamic programming for neural reinforcement learning approaches. Since they approximate the dynamic programming solutions, they are potentially suitable for learning in noisy, non-linear and non-stationary environments. In this study, a novel probabilistic dual heuristic programming (DHP)-based AC controller is proposed. Distinct to current approaches, the proposed probabilistic (DHP) AC method takes uncertainties of forward model and inverse controller into consideration. Therefore, it is suitable for deterministic and stochastic control problems characterised by functional uncertainty. Theoretical development of the proposed method is validated by analytically evaluating the correct value of the cost function which satisfies the Bellman equation in a linear quadratic control problem. The target value of the probabilistic critic network is then calculated and shown to be equal to the analytically derived correct value. Full derivation of the Riccati solution for this non-standard stochastic linear quadratic control problem is also provided. Moreover, the performance of the proposed probabilistic controller is demonstrated on linear and non-linear control examples.

Advanced probabilistic methods for quantifying the effects of various uncertainties in structural response

NASA Technical Reports Server (NTRS)

Nagpal, Vinod K.

1988-01-01

The effects of actual variations, also called uncertainties, in geometry and material properties on the structural response of a space shuttle main engine turbopump blade are evaluated. A normal distribution was assumed to represent the uncertainties statistically. Uncertainties were assumed to be totally random, partially correlated, and fully correlated. The magnitude of these uncertainties were represented in terms of mean and variance. Blade responses, recorded in terms of displacements, natural frequencies, and maximum stress, was evaluated and plotted in the form of probabilistic distributions under combined uncertainties. These distributions provide an estimate of the range of magnitudes of the response and probability of occurrence of a given response. Most importantly, these distributions provide the information needed to estimate quantitatively the risk in a structural design.

A probabilistic approach for shallow rainfall-triggered landslide modeling at basin scale. A case study in the Luquillo Forest, Puerto Rico

NASA Astrophysics Data System (ADS)

Dialynas, Y. G.; Arnone, E.; Noto, L. V.; Bras, R. L.

2013-12-01

Slope stability depends on geotechnical and hydrological factors that exhibit wide natural spatial variability, yet sufficient measurements of the related parameters are rarely available over entire study areas. The uncertainty associated with the inability to fully characterize hydrologic behavior has an impact on any attempt to model landslide hazards. This work suggests a way to systematically account for this uncertainty in coupled distributed hydrological-stability models for shallow landslide hazard assessment. A probabilistic approach for the prediction of rainfall-triggered landslide occurrence at basin scale was implemented in an existing distributed eco-hydrological and landslide model, tRIBS-VEGGIE -landslide (Triangulated Irregular Network (TIN)-based Real-time Integrated Basin Simulator - VEGetation Generator for Interactive Evolution). More precisely, we upgraded tRIBS-VEGGIE- landslide to assess the likelihood of shallow landslides by accounting for uncertainty related to geotechnical and hydrological factors that directly affect slope stability. Natural variability of geotechnical soil characteristics was considered by randomizing soil cohesion and friction angle. Hydrological uncertainty related to the estimation of matric suction was taken into account by considering soil retention parameters as correlated random variables. The probability of failure is estimated through an assumed theoretical Factor of Safety (FS) distribution, conditioned on soil moisture content. At each cell, the temporally variant FS statistics are approximated by the First Order Second Moment (FOSM) method, as a function of parameters statistical properties. The model was applied on the Rio Mameyes Basin, located in the Luquillo Experimental Forest in Puerto Rico, where previous landslide analyses have been carried out. At each time step, model outputs include the probability of landslide occurrence across the basin, and the most probable depth of failure at each soil column. The use of the proposed probabilistic approach for shallow landslide prediction is able to reveal and quantify landslide risk at slopes assessed as stable by simpler deterministic methods.

On the use of faults and background seismicity in Seismic Probabilistic Tsunami Hazard Analysis (SPTHA)

NASA Astrophysics Data System (ADS)

Selva, Jacopo; Lorito, Stefano; Basili, Roberto; Tonini, Roberto; Tiberti, Mara Monica; Romano, Fabrizio; Perfetti, Paolo; Volpe, Manuela

2017-04-01

Most of the SPTHA studies and applications rely on several working assumptions: i) the - mostly offshore - tsunamigenic faults are sufficiently well known; ii) the subduction zone earthquakes dominate the hazard; iii) and their location and geometry is sufficiently well constrained. Hence, a probabilistic model is constructed as regards the magnitude-frequency distribution and sometimes the slip distribution of earthquakes occurring on assumed known faults. Then, tsunami scenarios are usually constructed for all earthquakes location, sizes, and slip distributions included in the probabilistic model, through deterministic numerical modelling of tsunami generation, propagation and impact on realistic bathymetries. Here, we adopt a different approach (Selva et al., GJI, 2016) that releases some of the above assumptions, considering that i) also non-subduction earthquakes may contribute significantly to SPTHA, depending on the local tectonic context; ii) that not all the offshore faults are known or sufficiently well constrained; iii) and that the faulting mechanism of future earthquakes cannot be considered strictly predictable. This approach uses as much as possible information from known faults which, depending on the amount of available information and on the local tectonic complexity, among other things, are either modelled as Predominant Seismicity (PS) or as Background Seismicity (BS). PS is used when it is possible to assume sufficiently known geometry and mechanism (e.g. for the main subduction zones). Conversely, within the BS approach information on faults is merged with that on past seismicity, dominant stress regime, and tectonic characterisation, to determine a probability density function for the faulting mechanism. To illustrate the methodology and its impact on the hazard estimates, we present an application in the NEAM region (Northeast Atlantic, Mediterranean and connected seas), initially designed during the ASTARTE project and now applied for the regional-scale SPTHA in the TSUMAPS-NEAM project funded by DG-ECHO.

Probabilistic sampling of protein conformations: new hope for brute force?

PubMed

Feldman, Howard J; Hogue, Christopher W V

2002-01-01

Protein structure prediction from sequence alone by "brute force" random methods is a computationally expensive problem. Estimates have suggested that it could take all the computers in the world longer than the age of the universe to compute the structure of a single 200-residue protein. Here we investigate the use of a faster version of our FOLDTRAJ probabilistic all-atom protein-structure-sampling algorithm. We have improved the method so that it is now over twenty times faster than originally reported, and capable of rapidly sampling conformational space without lattices. It uses geometrical constraints and a Leonard-Jones type potential for self-avoidance. We have also implemented a novel method to add secondary structure-prediction information to make protein-like amounts of secondary structure in sampled structures. In a set of 100,000 probabilistic conformers of 1VII, 1ENH, and 1PMC generated, the structures with smallest Calpha RMSD from native are 3.95, 5.12, and 5.95A, respectively. Expanding this test to a set of 17 distinct protein folds, we find that all-helical structures are "hit" by brute force more frequently than beta or mixed structures. For small helical proteins or very small non-helical ones, this approach should have a "hit" close enough to detect with a good scoring function in a pool of several million conformers. By fitting the distribution of RMSDs from the native state of each of the 17 sets of conformers to the extreme value distribution, we are able to estimate the size of conformational space for each. With a 0.5A RMSD cutoff, the number of conformers is roughly 2N where N is the number of residues in the protein. This is smaller than previous estimates, indicating an average of only two possible conformations per residue when sterics are accounted for. Our method reduces the effective number of conformations available at each residue by probabilistic bias, without requiring any particular discretization of residue conformational space, and is the fastest method of its kind. With computer speeds doubling every 18 months and parallel and distributed computing becoming more practical, the brute force approach to protein structure prediction may yet have some hope in the near future. Copyright 2001 Wiley-Liss, Inc.

Probabilistic self-organizing maps for continuous data.

PubMed

Lopez-Rubio, Ezequiel

2010-10-01

The original self-organizing feature map did not define any probability distribution on the input space. However, the advantages of introducing probabilistic methodologies into self-organizing map models were soon evident. This has led to a wide range of proposals which reflect the current emergence of probabilistic approaches to computational intelligence. The underlying estimation theories behind them derive from two main lines of thought: the expectation maximization methodology and stochastic approximation methods. Here, we present a comprehensive view of the state of the art, with a unifying perspective of the involved theoretical frameworks. In particular, we examine the most commonly used continuous probability distributions, self-organization mechanisms, and learning schemes. Special emphasis is given to the connections among them and their relative advantages depending on the characteristics of the problem at hand. Furthermore, we evaluate their performance in two typical applications of self-organizing maps: classification and visualization.

Symmetrical Location Characteristics of Corticospinal Tract Associated With Hand Movement in the Human Brain: A Probabilistic Diffusion Tensor Tractography.

PubMed

Lee, Dong-Hoon; Lee, Do-Wan; Han, Bong-Soo

2016-04-01

The purpose of this study is to elucidate the symmetrical characteristics of corticospinal tract (CST) related with hand movement in bilateral hemispheres using probabilistic fiber tracking method. Seventeen subjects were participated in this study. Fiber tracking was performed with 2 regions of interest, hand activated functional magnetic resonance imaging (fMRI) results and pontomedullary junction in each cerebral hemisphere. Each subject's extracted fiber tract was normalized with a brain template. To measure the symmetrical distributions of the CST related with hand movement, the laterality and anteriority indices were defined in upper corona radiata (CR), lower CR, and posterior limb of internal capsule. The measured laterality and anteriority indices between the hemispheres in each different brain location showed no significant differences with P < 0.05. There were significant differences in the measured indices among 3 different brain locations in each cerebral hemisphere with P < 0.001. Our results clearly showed that the hand CST had symmetric structures in bilateral hemispheres. The probabilistic fiber tracking with fMRI approach demonstrated that the hand CST can be successfully extracted regardless of crossing fiber problem. Our analytical approaches and results seem to be helpful for providing the database of CST somatotopy to neurologists and clinical researches.

Probabilistic classifiers with high-dimensional data

PubMed Central

Kim, Kyung In; Simon, Richard

2011-01-01

For medical classification problems, it is often desirable to have a probability associated with each class. Probabilistic classifiers have received relatively little attention for small n large p classification problems despite of their importance in medical decision making. In this paper, we introduce 2 criteria for assessment of probabilistic classifiers: well-calibratedness and refinement and develop corresponding evaluation measures. We evaluated several published high-dimensional probabilistic classifiers and developed 2 extensions of the Bayesian compound covariate classifier. Based on simulation studies and analysis of gene expression microarray data, we found that proper probabilistic classification is more difficult than deterministic classification. It is important to ensure that a probabilistic classifier is well calibrated or at least not “anticonservative” using the methods developed here. We provide this evaluation for several probabilistic classifiers and also evaluate their refinement as a function of sample size under weak and strong signal conditions. We also present a cross-validation method for evaluating the calibration and refinement of any probabilistic classifier on any data set. PMID:21087946

Probabilistic Models and Generative Neural Networks: Towards an Unified Framework for Modeling Normal and Impaired Neurocognitive Functions

PubMed Central

Testolin, Alberto; Zorzi, Marco

2016-01-01

Connectionist models can be characterized within the more general framework of probabilistic graphical models, which allow to efficiently describe complex statistical distributions involving a large number of interacting variables. This integration allows building more realistic computational models of cognitive functions, which more faithfully reflect the underlying neural mechanisms at the same time providing a useful bridge to higher-level descriptions in terms of Bayesian computations. Here we discuss a powerful class of graphical models that can be implemented as stochastic, generative neural networks. These models overcome many limitations associated with classic connectionist models, for example by exploiting unsupervised learning in hierarchical architectures (deep networks) and by taking into account top-down, predictive processing supported by feedback loops. We review some recent cognitive models based on generative networks, and we point out promising research directions to investigate neuropsychological disorders within this approach. Though further efforts are required in order to fill the gap between structured Bayesian models and more realistic, biophysical models of neuronal dynamics, we argue that generative neural networks have the potential to bridge these levels of analysis, thereby improving our understanding of the neural bases of cognition and of pathologies caused by brain damage. PMID:27468262

Gaussian Process Regression (GPR) Representation in Predictive Model Markup Language (PMML)

PubMed Central

Lechevalier, D.; Ak, R.; Ferguson, M.; Law, K. H.; Lee, Y.-T. T.; Rachuri, S.

2017-01-01

This paper describes Gaussian process regression (GPR) models presented in predictive model markup language (PMML). PMML is an extensible-markup-language (XML) -based standard language used to represent data-mining and predictive analytic models, as well as pre- and post-processed data. The previous PMML version, PMML 4.2, did not provide capabilities for representing probabilistic (stochastic) machine-learning algorithms that are widely used for constructing predictive models taking the associated uncertainties into consideration. The newly released PMML version 4.3, which includes the GPR model, provides new features: confidence bounds and distribution for the predictive estimations. Both features are needed to establish the foundation for uncertainty quantification analysis. Among various probabilistic machine-learning algorithms, GPR has been widely used for approximating a target function because of its capability of representing complex input and output relationships without predefining a set of basis functions, and predicting a target output with uncertainty quantification. GPR is being employed to various manufacturing data-analytics applications, which necessitates representing this model in a standardized form for easy and rapid employment. In this paper, we present a GPR model and its representation in PMML. Furthermore, we demonstrate a prototype using a real data set in the manufacturing domain. PMID:29202125

Gaussian Process Regression (GPR) Representation in Predictive Model Markup Language (PMML).

PubMed

Park, J; Lechevalier, D; Ak, R; Ferguson, M; Law, K H; Lee, Y-T T; Rachuri, S

2017-01-01

This paper describes Gaussian process regression (GPR) models presented in predictive model markup language (PMML). PMML is an extensible-markup-language (XML) -based standard language used to represent data-mining and predictive analytic models, as well as pre- and post-processed data. The previous PMML version, PMML 4.2, did not provide capabilities for representing probabilistic (stochastic) machine-learning algorithms that are widely used for constructing predictive models taking the associated uncertainties into consideration. The newly released PMML version 4.3, which includes the GPR model, provides new features: confidence bounds and distribution for the predictive estimations. Both features are needed to establish the foundation for uncertainty quantification analysis. Among various probabilistic machine-learning algorithms, GPR has been widely used for approximating a target function because of its capability of representing complex input and output relationships without predefining a set of basis functions, and predicting a target output with uncertainty quantification. GPR is being employed to various manufacturing data-analytics applications, which necessitates representing this model in a standardized form for easy and rapid employment. In this paper, we present a GPR model and its representation in PMML. Furthermore, we demonstrate a prototype using a real data set in the manufacturing domain.

Probabilistic Models and Generative Neural Networks: Towards an Unified Framework for Modeling Normal and Impaired Neurocognitive Functions.

PubMed

Testolin, Alberto; Zorzi, Marco

2016-01-01

Connectionist models can be characterized within the more general framework of probabilistic graphical models, which allow to efficiently describe complex statistical distributions involving a large number of interacting variables. This integration allows building more realistic computational models of cognitive functions, which more faithfully reflect the underlying neural mechanisms at the same time providing a useful bridge to higher-level descriptions in terms of Bayesian computations. Here we discuss a powerful class of graphical models that can be implemented as stochastic, generative neural networks. These models overcome many limitations associated with classic connectionist models, for example by exploiting unsupervised learning in hierarchical architectures (deep networks) and by taking into account top-down, predictive processing supported by feedback loops. We review some recent cognitive models based on generative networks, and we point out promising research directions to investigate neuropsychological disorders within this approach. Though further efforts are required in order to fill the gap between structured Bayesian models and more realistic, biophysical models of neuronal dynamics, we argue that generative neural networks have the potential to bridge these levels of analysis, thereby improving our understanding of the neural bases of cognition and of pathologies caused by brain damage.

Combining cellular automata and Lattice Boltzmann method to model multiscale avascular tumor growth coupled with nutrient diffusion and immune competition.

PubMed

Alemani, Davide; Pappalardo, Francesco; Pennisi, Marzio; Motta, Santo; Brusic, Vladimir

2012-02-28

In the last decades the Lattice Boltzmann method (LB) has been successfully used to simulate a variety of processes. The LB model describes the microscopic processes occurring at the cellular level and the macroscopic processes occurring at the continuum level with a unique function, the probability distribution function. Recently, it has been tried to couple deterministic approaches with probabilistic cellular automata (probabilistic CA) methods with the aim to model temporal evolution of tumor growths and three dimensional spatial evolution, obtaining hybrid methodologies. Despite the good results attained by CA-PDE methods, there is one important issue which has not been completely solved: the intrinsic stochastic nature of the interactions at the interface between cellular (microscopic) and continuum (macroscopic) level. CA methods are able to cope with the stochastic phenomena because of their probabilistic nature, while PDE methods are fully deterministic. Even if the coupling is mathematically correct, there could be important statistical effects that could be missed by the PDE approach. For such a reason, to be able to develop and manage a model that takes into account all these three level of complexity (cellular, molecular and continuum), we believe that PDE should be replaced with a statistic and stochastic model based on the numerical discretization of the Boltzmann equation: The Lattice Boltzmann (LB) method. In this work we introduce a new hybrid method to simulate tumor growth and immune system, by applying Cellular Automata Lattice Boltzmann (CA-LB) approach. Copyright © 2011 Elsevier B.V. All rights reserved.

Damage and Loss Estimation for Natural Gas Networks: The Case of Istanbul

NASA Astrophysics Data System (ADS)

Çaktı, Eser; Hancılar, Ufuk; Şeşetyan, Karin; Bıyıkoǧlu, Hikmet; Şafak, Erdal

2017-04-01

Natural gas networks are one of the major lifeline systems to support human, urban and industrial activities. The continuity of gas supply is critical for almost all functions of modern life. Under natural phenomena such as earthquakes and landslides the damages to the system elements may lead to explosions and fires compromising human life and damaging physical environment. Furthermore, the disruption in the gas supply puts human activities at risk and also results in economical losses. This study is concerned with the performance of one of the largest natural gas distribution systems in the world. Physical damages to Istanbul's natural gas network are estimated under the most recent probabilistic earthquake hazard models available, as well as under simulated ground motions from physics based models. Several vulnerability functions are used in modelling damages to system elements. A first-order assessment of monetary losses to Istanbul's natural gas distribution network is also attempted.

TU-AB-BRB-01: Coverage Evaluation and Probabilistic Treatment Planning as a Margin Alternative

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

Siebers, J.

The accepted clinical method to accommodate targeting uncertainties inherent in fractionated external beam radiation therapy is to utilize GTV-to-CTV and CTV-to-PTV margins during the planning process to design a PTV-conformal static dose distribution on the planning image set. Ideally, margins are selected to ensure a high (e.g. >95%) target coverage probability (CP) in spite of inherent inter- and intra-fractional positional variations, tissue motions, and initial contouring uncertainties. Robust optimization techniques, also known as probabilistic treatment planning techniques, explicitly incorporate the dosimetric consequences of targeting uncertainties by including CP evaluation into the planning optimization process along with coverage-based planning objectives. Themore » treatment planner no longer needs to use PTV and/or PRV margins; instead robust optimization utilizes probability distributions of the underlying uncertainties in conjunction with CP-evaluation for the underlying CTVs and OARs to design an optimal treated volume. This symposium will describe CP-evaluation methods as well as various robust planning techniques including use of probability-weighted dose distributions, probability-weighted objective functions, and coverage optimized planning. Methods to compute and display the effect of uncertainties on dose distributions will be presented. The use of robust planning to accommodate inter-fractional setup uncertainties, organ deformation, and contouring uncertainties will be examined as will its use to accommodate intra-fractional organ motion. Clinical examples will be used to inter-compare robust and margin-based planning, highlighting advantages of robust-plans in terms of target and normal tissue coverage. Robust-planning limitations as uncertainties approach zero and as the number of treatment fractions becomes small will be presented, as well as the factors limiting clinical implementation of robust planning. Learning Objectives: To understand robust-planning as a clinical alternative to using margin-based planning. To understand conceptual differences between uncertainty and predictable motion. To understand fundamental limitations of the PTV concept that probabilistic planning can overcome. To understand the major contributing factors to target and normal tissue coverage probability. To understand the similarities and differences of various robust planning techniques To understand the benefits and limitations of robust planning techniques.« less

Analysis of mean seismic ground motion and its uncertainty based on the UCERF3 geologic slip rate model with uncertainty for California

USGS Publications Warehouse

Zeng, Yuehua

2018-01-01

The Uniform California Earthquake Rupture Forecast v.3 (UCERF3) model (Field et al., 2014) considers epistemic uncertainty in fault‐slip rate via the inclusion of multiple rate models based on geologic and/or geodetic data. However, these slip rates are commonly clustered about their mean value and do not reflect the broader distribution of possible rates and associated probabilities. Here, we consider both a double‐truncated 2σ Gaussian and a boxcar distribution of slip rates and use a Monte Carlo simulation to sample the entire range of the distribution for California fault‐slip rates. We compute the seismic hazard following the methodology and logic‐tree branch weights applied to the 2014 national seismic hazard model (NSHM) for the western U.S. region (Petersen et al., 2014, 2015). By applying a new approach developed in this study to the probabilistic seismic hazard analysis (PSHA) using precomputed rates of exceedance from each fault as a Green’s function, we reduce the computer time by about 10^5‐fold and apply it to the mean PSHA estimates with 1000 Monte Carlo samples of fault‐slip rates to compare with results calculated using only the mean or preferred slip rates. The difference in the mean probabilistic peak ground motion corresponding to a 2% in 50‐yr probability of exceedance is less than 1% on average over all of California for both the Gaussian and boxcar probability distributions for slip‐rate uncertainty but reaches about 18% in areas near faults compared with that calculated using the mean or preferred slip rates. The average uncertainties in 1σ peak ground‐motion level are 5.5% and 7.3% of the mean with the relative maximum uncertainties of 53% and 63% for the Gaussian and boxcar probability density function (PDF), respectively.

An approximate methods approach to probabilistic structural analysis

NASA Technical Reports Server (NTRS)

Mcclung, R. C.; Millwater, H. R.; Wu, Y.-T.; Thacker, B. H.; Burnside, O. H.

1989-01-01

A probabilistic structural analysis method (PSAM) is described which makes an approximate calculation of the structural response of a system, including the associated probabilistic distributions, with minimal computation time and cost, based on a simplified representation of the geometry, loads, and material. The method employs the fast probability integration (FPI) algorithm of Wu and Wirsching. Typical solution strategies are illustrated by formulations for a representative critical component chosen from the Space Shuttle Main Engine (SSME) as part of a major NASA-sponsored program on PSAM. Typical results are presented to demonstrate the role of the methodology in engineering design and analysis.

Effects of sample survey design on the accuracy of classification tree models in species distribution models

Treesearch

Thomas C. Edwards; D. Richard Cutler; Niklaus E. Zimmermann; Linda Geiser; Gretchen G. Moisen

2006-01-01

We evaluated the effects of probabilistic (hereafter DESIGN) and non-probabilistic (PURPOSIVE) sample surveys on resultant classification tree models for predicting the presence of four lichen species in the Pacific Northwest, USA. Models derived from both survey forms were assessed using an independent data set (EVALUATION). Measures of accuracy as gauged by...

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

PubMed Central

Wong, Tony E.; Keller, Klaus

2017-01-01

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

Probabilistic regional climate projection in Japan using a regression model with CMIP5 multi-model ensemble experiments

NASA Astrophysics Data System (ADS)

Ishizaki, N. N.; Dairaku, K.; Ueno, G.

2016-12-01

We have developed a statistical downscaling method for estimating probabilistic climate projection using CMIP5 multi general circulation models (GCMs). A regression model was established so that the combination of weights of GCMs reflects the characteristics of the variation of observations at each grid point. Cross validations were conducted to select GCMs and to evaluate the regression model to avoid multicollinearity. By using spatially high resolution observation system, we conducted statistically downscaled probabilistic climate projections with 20-km horizontal grid spacing. Root mean squared errors for monthly mean air surface temperature and precipitation estimated by the regression method were the smallest compared with the results derived from a simple ensemble mean of GCMs and a cumulative distribution function based bias correction method. Projected changes in the mean temperature and precipitation were basically similar to those of the simple ensemble mean of GCMs. Mean precipitation was generally projected to increase associated with increased temperature and consequent increased moisture content in the air. Weakening of the winter monsoon may affect precipitation decrease in some areas. Temperature increase in excess of 4 K was expected in most areas of Japan in the end of 21st century under RCP8.5 scenario. The estimated probability of monthly precipitation exceeding 300 mm would increase around the Pacific side during the summer and the Japan Sea side during the winter season. This probabilistic climate projection based on the statistical method can be expected to bring useful information to the impact studies and risk assessments.

Probabilistic Material Strength Degradation Model for Inconel 718 Components Subjected to High Temperature, Mechanical Fatigue, Creep and Thermal Fatigue Effects

NASA Technical Reports Server (NTRS)

Bast, Callie Corinne Scheidt

1994-01-01

This thesis presents the on-going development of methodology for a probabilistic material strength degradation model. The probabilistic model, in the form of a postulated randomized multifactor equation, provides for quantification of uncertainty in the lifetime material strength of aerospace propulsion system components subjected to a number of diverse random effects. This model is embodied in the computer program entitled PROMISS, which can include up to eighteen different effects. Presently, the model includes four effects that typically reduce lifetime strength: high temperature, mechanical fatigue, creep, and thermal fatigue. Statistical analysis was conducted on experimental Inconel 718 data obtained from the open literature. This analysis provided regression parameters for use as the model's empirical material constants, thus calibrating the model specifically for Inconel 718. Model calibration was carried out for four variables, namely, high temperature, mechanical fatigue, creep, and thermal fatigue. Methodology to estimate standard deviations of these material constants for input into the probabilistic material strength model was developed. Using the current version of PROMISS, entitled PROMISS93, a sensitivity study for the combined effects of mechanical fatigue, creep, and thermal fatigue was performed. Results, in the form of cumulative distribution functions, illustrated the sensitivity of lifetime strength to any current value of an effect. In addition, verification studies comparing a combination of mechanical fatigue and high temperature effects by model to the combination by experiment were conducted. Thus, for Inconel 718, the basic model assumption of independence between effects was evaluated. Results from this limited verification study strongly supported this assumption.

Bayesian quantitative precipitation forecasts in terms of quantiles

NASA Astrophysics Data System (ADS)

Bentzien, Sabrina; Friederichs, Petra

2014-05-01

Ensemble prediction systems (EPS) for numerical weather predictions on the mesoscale are particularly developed to obtain probabilistic guidance for high impact weather. An EPS not only issues a deterministic future state of the atmosphere but a sample of possible future states. Ensemble postprocessing then translates such a sample of forecasts into probabilistic measures. This study focus on probabilistic quantitative precipitation forecasts in terms of quantiles. Quantiles are particular suitable to describe precipitation at various locations, since no assumption is required on the distribution of precipitation. The focus is on the prediction during high-impact events and related to the Volkswagen Stiftung funded project WEX-MOP (Mesoscale Weather Extremes - Theory, Spatial Modeling and Prediction). Quantile forecasts are derived from the raw ensemble and via quantile regression. Neighborhood method and time-lagging are effective tools to inexpensively increase the ensemble spread, which results in more reliable forecasts especially for extreme precipitation events. Since an EPS provides a large amount of potentially informative predictors, a variable selection is required in order to obtain a stable statistical model. A Bayesian formulation of quantile regression allows for inference about the selection of predictive covariates by the use of appropriate prior distributions. Moreover, the implementation of an additional process layer for the regression parameters accounts for spatial variations of the parameters. Bayesian quantile regression and its spatially adaptive extension is illustrated for the German-focused mesoscale weather prediction ensemble COSMO-DE-EPS, which runs (pre)operationally since December 2010 at the German Meteorological Service (DWD). Objective out-of-sample verification uses the quantile score (QS), a weighted absolute error between quantile forecasts and observations. The QS is a proper scoring function and can be decomposed into reliability, resolutions and uncertainty parts. A quantile reliability plot gives detailed insights in the predictive performance of the quantile forecasts.

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.

An Improved, Bias-Reduced Probabilistic Functional Gene Network of Baker's Yeast, Saccharomyces cerevisiae

PubMed Central

Lee, Insuk; Li, Zhihua; Marcotte, Edward M.

2007-01-01

Background Probabilistic functional gene networks are powerful theoretical frameworks for integrating heterogeneous functional genomics and proteomics data into objective models of cellular systems. Such networks provide syntheses of millions of discrete experimental observations, spanning DNA microarray experiments, physical protein interactions, genetic interactions, and comparative genomics; the resulting networks can then be easily applied to generate testable hypotheses regarding specific gene functions and associations. Methodology/Principal Findings We report a significantly improved version (v. 2) of a probabilistic functional gene network [1] of the baker's yeast, Saccharomyces cerevisiae. We describe our optimization methods and illustrate their effects in three major areas: the reduction of functional bias in network training reference sets, the application of a probabilistic model for calculating confidences in pair-wise protein physical or genetic interactions, and the introduction of simple thresholds that eliminate many false positive mRNA co-expression relationships. Using the network, we predict and experimentally verify the function of the yeast RNA binding protein Puf6 in 60S ribosomal subunit biogenesis. Conclusions/Significance YeastNet v. 2, constructed using these optimizations together with additional data, shows significant reduction in bias and improvements in precision and recall, in total covering 102,803 linkages among 5,483 yeast proteins (95% of the validated proteome). YeastNet is available from http://www.yeastnet.org. PMID:17912365

Decision making generalized by a cumulative probability weighting function

NASA Astrophysics Data System (ADS)

dos Santos, Lindomar Soares; Destefano, Natália; Martinez, Alexandre Souto

2018-01-01

Typical examples of intertemporal decision making involve situations in which individuals must choose between a smaller reward, but more immediate, and a larger one, delivered later. Analogously, probabilistic decision making involves choices between options whose consequences differ in relation to their probability of receiving. In Economics, the expected utility theory (EUT) and the discounted utility theory (DUT) are traditionally accepted normative models for describing, respectively, probabilistic and intertemporal decision making. A large number of experiments confirmed that the linearity assumed by the EUT does not explain some observed behaviors, as nonlinear preference, risk-seeking and loss aversion. That observation led to the development of new theoretical models, called non-expected utility theories (NEUT), which include a nonlinear transformation of the probability scale. An essential feature of the so-called preference function of these theories is that the probabilities are transformed by decision weights by means of a (cumulative) probability weighting function, w(p) . We obtain in this article a generalized function for the probabilistic discount process. This function has as particular cases mathematical forms already consecrated in the literature, including discount models that consider effects of psychophysical perception. We also propose a new generalized function for the functional form of w. The limiting cases of this function encompass some parametric forms already proposed in the literature. Far beyond a mere generalization, our function allows the interpretation of probabilistic decision making theories based on the assumption that individuals behave similarly in the face of probabilities and delays and is supported by phenomenological models.

On the Validity of the Streaming Model for the Redshift-Space Correlation Function in the Linear Regime

NASA Astrophysics Data System (ADS)

Fisher, Karl B.

1995-08-01

The relation between the galaxy correlation functions in real-space and redshift-space is derived in the linear regime by an appropriate averaging of the joint probability distribution of density and velocity. The derivation recovers the familiar linear theory result on large scales but has the advantage of clearly revealing the dependence of the redshift distortions on the underlying peculiar velocity field; streaming motions give rise to distortions of θ(Ω0.6/b) while variations in the anisotropic velocity dispersion yield terms of order θ(Ω1.2/b2). This probabilistic derivation of the redshift-space correlation function is similar in spirit to the derivation of the commonly used "streaming" model, in which the distortions are given by a convolution of the real-space correlation function with a velocity distribution function. The streaming model is often used to model the redshift-space correlation function on small, highly nonlinear, scales. There have been claims in the literature, however, that the streaming model is not valid in the linear regime. Our analysis confirms this claim, but we show that the streaming model can be made consistent with linear theory provided that the model for the streaming has the functional form predicted by linear theory and that the velocity distribution is chosen to be a Gaussian with the correct linear theory dispersion.

A geometric theory for Lévy distributions

NASA Astrophysics Data System (ADS)

Eliazar, Iddo

2014-08-01

Lévy distributions are of prime importance in the physical sciences, and their universal emergence is commonly explained by the Generalized Central Limit Theorem (CLT). However, the Generalized CLT is a geometry-less probabilistic result, whereas physical processes usually take place in an embedding space whose spatial geometry is often of substantial significance. In this paper we introduce a model of random effects in random environments which, on the one hand, retains the underlying probabilistic structure of the Generalized CLT and, on the other hand, adds a general and versatile underlying geometric structure. Based on this model we obtain geometry-based counterparts of the Generalized CLT, thus establishing a geometric theory for Lévy distributions. The theory explains the universal emergence of Lévy distributions in physical settings which are well beyond the realm of the Generalized CLT.

A geometric theory for Lévy distributions

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

Eliazar, Iddo, E-mail: eliazar@post.tau.ac.il

2014-08-15

Lévy distributions are of prime importance in the physical sciences, and their universal emergence is commonly explained by the Generalized Central Limit Theorem (CLT). However, the Generalized CLT is a geometry-less probabilistic result, whereas physical processes usually take place in an embedding space whose spatial geometry is often of substantial significance. In this paper we introduce a model of random effects in random environments which, on the one hand, retains the underlying probabilistic structure of the Generalized CLT and, on the other hand, adds a general and versatile underlying geometric structure. Based on this model we obtain geometry-based counterparts ofmore » the Generalized CLT, thus establishing a geometric theory for Lévy distributions. The theory explains the universal emergence of Lévy distributions in physical settings which are well beyond the realm of the Generalized CLT.« less

On the robustness of the q-Gaussian family

NASA Astrophysics Data System (ADS)

Sicuro, Gabriele; Tempesta, Piergiulio; Rodríguez, Antonio; Tsallis, Constantino

2015-12-01

We introduce three deformations, called α-, β- and γ-deformation respectively, of a N-body probabilistic model, first proposed by Rodríguez et al. (2008), having q-Gaussians as N → ∞ limiting probability distributions. The proposed α- and β-deformations are asymptotically scale-invariant, whereas the γ-deformation is not. We prove that, for both α- and β-deformations, the resulting deformed triangles still have q-Gaussians as limiting distributions, with a value of q independent (dependent) on the deformation parameter in the α-case (β-case). In contrast, the γ-case, where we have used the celebrated Q-numbers and the Gauss binomial coefficients, yields other limiting probability distribution functions, outside the q-Gaussian family. These results suggest that scale-invariance might play an important role regarding the robustness of the q-Gaussian family.

Assessment of uncertainty in discrete fracture network modeling using probabilistic distribution method.

PubMed

Wei, Yaqiang; Dong, Yanhui; Yeh, Tian-Chyi J; Li, Xiao; Wang, Liheng; Zha, Yuanyuan

2017-11-01

There have been widespread concerns about solute transport problems in fractured media, e.g. the disposal of high-level radioactive waste in geological fractured rocks. Numerical simulation of particle tracking is gradually being employed to address these issues. Traditional predictions of radioactive waste transport using discrete fracture network (DFN) models often consider one particular realization of the fracture distribution based on fracture statistic features. This significantly underestimates the uncertainty of the risk of radioactive waste deposit evaluation. To adequately assess the uncertainty during the DFN modeling in a potential site for the disposal of high-level radioactive waste, this paper utilized the probabilistic distribution method (PDM). The method was applied to evaluate the risk of nuclear waste deposit in Beishan, China. Moreover, the impact of the number of realizations on the simulation results was analyzed. In particular, the differences between the modeling results of one realization and multiple realizations were demonstrated. Probabilistic distributions of 20 realizations at different times were also obtained. The results showed that the employed PDM can be used to describe the ranges of the contaminant particle transport. The high-possibility contaminated areas near the release point were more concentrated than the farther areas after 5E6 days, which was 25,400 m 2 .

Hamiltonian Monte Carlo acceleration using surrogate functions with random bases.

PubMed

Zhang, Cheng; Shahbaba, Babak; Zhao, Hongkai

2017-11-01

For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an efficient and scalable computational technique for a state-of-the-art Markov chain Monte Carlo methods, namely, Hamiltonian Monte Carlo. The key idea is to explore and exploit the structure and regularity in parameter space for the underlying probabilistic model to construct an effective approximation of its geometric properties. To this end, we build a surrogate function to approximate the target distribution using properly chosen random bases and an efficient optimization process. The resulting method provides a flexible, scalable, and efficient sampling algorithm, which converges to the correct target distribution. We show that by choosing the basis functions and optimization process differently, our method can be related to other approaches for the construction of surrogate functions such as generalized additive models or Gaussian process models. Experiments based on simulated and real data show that our approach leads to substantially more efficient sampling algorithms compared to existing state-of-the-art methods.

Role of the site of synaptic competition and the balance of learning forces for Hebbian encoding of probabilistic Markov sequences

PubMed Central

Bouchard, Kristofer E.; Ganguli, Surya; Brainard, Michael S.

2015-01-01

The majority of distinct sensory and motor events occur as temporally ordered sequences with rich probabilistic structure. Sequences can be characterized by the probability of transitioning from the current state to upcoming states (forward probability), as well as the probability of having transitioned to the current state from previous states (backward probability). Despite the prevalence of probabilistic sequencing of both sensory and motor events, the Hebbian mechanisms that mold synapses to reflect the statistics of experienced probabilistic sequences are not well understood. Here, we show through analytic calculations and numerical simulations that Hebbian plasticity (correlation, covariance, and STDP) with pre-synaptic competition can develop synaptic weights equal to the conditional forward transition probabilities present in the input sequence. In contrast, post-synaptic competition can develop synaptic weights proportional to the conditional backward probabilities of the same input sequence. We demonstrate that to stably reflect the conditional probability of a neuron's inputs and outputs, local Hebbian plasticity requires balance between competitive learning forces that promote synaptic differentiation and homogenizing learning forces that promote synaptic stabilization. The balance between these forces dictates a prior over the distribution of learned synaptic weights, strongly influencing both the rate at which structure emerges and the entropy of the final distribution of synaptic weights. Together, these results demonstrate a simple correspondence between the biophysical organization of neurons, the site of synaptic competition, and the temporal flow of information encoded in synaptic weights by Hebbian plasticity while highlighting the utility of balancing learning forces to accurately encode probability distributions, and prior expectations over such probability distributions. PMID:26257637

Probabilistic Finite Element Analysis & Design Optimization for Structural Designs

NASA Astrophysics Data System (ADS)

Deivanayagam, Arumugam

This study focuses on implementing probabilistic nature of material properties (Kevlar® 49) to the existing deterministic finite element analysis (FEA) of fabric based engine containment system through Monte Carlo simulations (MCS) and implementation of probabilistic analysis in engineering designs through Reliability Based Design Optimization (RBDO). First, the emphasis is on experimental data analysis focusing on probabilistic distribution models which characterize the randomness associated with the experimental data. The material properties of Kevlar® 49 are modeled using experimental data analysis and implemented along with an existing spiral modeling scheme (SMS) and user defined constitutive model (UMAT) for fabric based engine containment simulations in LS-DYNA. MCS of the model are performed to observe the failure pattern and exit velocities of the models. Then the solutions are compared with NASA experimental tests and deterministic results. MCS with probabilistic material data give a good prospective on results rather than a single deterministic simulation results. The next part of research is to implement the probabilistic material properties in engineering designs. The main aim of structural design is to obtain optimal solutions. In any case, in a deterministic optimization problem even though the structures are cost effective, it becomes highly unreliable if the uncertainty that may be associated with the system (material properties, loading etc.) is not represented or considered in the solution process. Reliable and optimal solution can be obtained by performing reliability optimization along with the deterministic optimization, which is RBDO. In RBDO problem formulation, in addition to structural performance constraints, reliability constraints are also considered. This part of research starts with introduction to reliability analysis such as first order reliability analysis, second order reliability analysis followed by simulation technique that are performed to obtain probability of failure and reliability of structures. Next, decoupled RBDO procedure is proposed with a new reliability analysis formulation with sensitivity analysis, which is performed to remove the highly reliable constraints in the RBDO, thereby reducing the computational time and function evaluations. Followed by implementation of the reliability analysis concepts and RBDO in finite element 2D truss problems and a planar beam problem are presented and discussed.

Scalable DB+IR Technology: Processing Probabilistic Datalog with HySpirit.

PubMed

Frommholz, Ingo; Roelleke, Thomas

2016-01-01

Probabilistic Datalog (PDatalog, proposed in 1995) is a probabilistic variant of Datalog and a nice conceptual idea to model Information Retrieval in a logical, rule-based programming paradigm. Making PDatalog work in real-world applications requires more than probabilistic facts and rules, and the semantics associated with the evaluation of the programs. We report in this paper some of the key features of the HySpirit system required to scale the execution of PDatalog programs. Firstly, there is the requirement to express probability estimation in PDatalog. Secondly, fuzzy-like predicates are required to model vague predicates (e.g. vague match of attributes such as age or price). Thirdly, to handle large data sets there are scalability issues to be addressed, and therefore, HySpirit provides probabilistic relational indexes and parallel and distributed processing . The main contribution of this paper is a consolidated view on the methods of the HySpirit system to make PDatalog applicable in real-scale applications that involve a wide range of requirements typical for data (information) management and analysis.

An investigation into the probabilistic combination of quasi-static and random accelerations

NASA Technical Reports Server (NTRS)

Schock, R. W.; Tuell, L. P.

1984-01-01

The development of design load factors for aerospace and aircraft components and experiment support structures, which are subject to a simultaneous vehicle dynamic vibration (quasi-static) and acoustically generated random vibration, require the selection of a combination methodology. Typically, the procedure is to define the quasi-static and the random generated response separately, and arithmetically add or root sum square to get combined accelerations. Since the combination of a probabilistic and a deterministic function yield a probabilistic function, a viable alternate approach would be to determine the characteristics of the combined acceleration probability density function and select an appropriate percentile level for the combined acceleration. The following paper develops this mechanism and provides graphical data to select combined accelerations for most popular percentile levels.

Application of a stochastic snowmelt model for probabilistic decisionmaking

NASA Technical Reports Server (NTRS)

Mccuen, R. H.

1983-01-01

A stochastic form of the snowmelt runoff model that can be used for probabilistic decision-making was developed. The use of probabilistic streamflow predictions instead of single valued deterministic predictions leads to greater accuracy in decisions. While the accuracy of the output function is important in decisionmaking, it is also important to understand the relative importance of the coefficients. Therefore, a sensitivity analysis was made for each of the coefficients.

Probabilistic DHP adaptive critic for nonlinear stochastic control systems.

PubMed

Herzallah, Randa

2013-06-01

Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Káarnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained. Copyright © 2013 Elsevier Ltd. All rights reserved.

Reliability and Probabilistic Risk Assessment - How They Play Together

NASA Technical Reports Server (NTRS)

Safie, Fayssal; Stutts, Richard; Huang, Zhaofeng

2015-01-01

Since the Space Shuttle Challenger accident in 1986, NASA has extensively used probabilistic analysis methods to assess, understand, and communicate the risk of space launch vehicles. Probabilistic Risk Assessment (PRA), used in the nuclear industry, is one of the probabilistic analysis methods NASA utilizes to assess Loss of Mission (LOM) and Loss of Crew (LOC) risk for launch vehicles. PRA is a system scenario based risk assessment that uses a combination of fault trees, event trees, event sequence diagrams, and probability distributions to analyze the risk of a system, a process, or an activity. It is a process designed to answer three basic questions: 1) what can go wrong that would lead to loss or degraded performance (i.e., scenarios involving undesired consequences of interest), 2) how likely is it (probabilities), and 3) what is the severity of the degradation (consequences). Since the Challenger accident, PRA has been used in supporting decisions regarding safety upgrades for launch vehicles. Another area that was given a lot of emphasis at NASA after the Challenger accident is reliability engineering. Reliability engineering has been a critical design function at NASA since the early Apollo days. However, after the Challenger accident, quantitative reliability analysis and reliability predictions were given more scrutiny because of their importance in understanding failure mechanism and quantifying the probability of failure, which are key elements in resolving technical issues, performing design trades, and implementing design improvements. Although PRA and reliability are both probabilistic in nature and, in some cases, use the same tools, they are two different activities. Specifically, reliability engineering is a broad design discipline that deals with loss of function and helps understand failure mechanism and improve component and system design. PRA is a system scenario based risk assessment process intended to assess the risk scenarios that could lead to a major/top undesirable system event, and to identify those scenarios that are high-risk drivers. PRA output is critical to support risk informed decisions concerning system design. This paper describes the PRA process and the reliability engineering discipline in detail. It discusses their differences and similarities and how they work together as complementary analyses to support the design and risk assessment processes. Lessons learned, applications, and case studies in both areas are also discussed in the paper to demonstrate and explain these differences and similarities.

Initial Probabilistic Evaluation of Reactor Pressure Vessel Fracture with Grizzly and Raven

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

Spencer, Benjamin; Hoffman, William; Sen, Sonat

2015-10-01

The Grizzly code is being developed with the goal of creating a general tool that can be applied to study a variety of degradation mechanisms in nuclear power plant components. The first application of Grizzly has been to study fracture in embrittled reactor pressure vessels (RPVs). Grizzly can be used to model the thermal/mechanical response of an RPV under transient conditions that would be observed in a pressurized thermal shock (PTS) scenario. The global response of the vessel provides boundary conditions for local models of the material in the vicinity of a flaw. Fracture domain integrals are computed to obtainmore » stress intensity factors, which can in turn be used to assess whether a fracture would initiate at a pre-existing flaw. These capabilities have been demonstrated previously. A typical RPV is likely to contain a large population of pre-existing flaws introduced during the manufacturing process. This flaw population is characterized stastistically through probability density functions of the flaw distributions. The use of probabilistic techniques is necessary to assess the likelihood of crack initiation during a transient event. This report documents initial work to perform probabilistic analysis of RPV fracture during a PTS event using a combination of the RAVEN risk analysis code and Grizzly. This work is limited in scope, considering only a single flaw with deterministic geometry, but with uncertainty introduced in the parameters that influence fracture toughness. These results are benchmarked against equivalent models run in the FAVOR code. When fully developed, the RAVEN/Grizzly methodology for modeling probabilistic fracture in RPVs will provide a general capability that can be used to consider a wider variety of vessel and flaw conditions that are difficult to consider with current tools. In addition, this will provide access to advanced probabilistic techniques provided by RAVEN, including adaptive sampling and parallelism, which can dramatically decrease run times.« less

Displaying uncertainty: investigating the effects of display format and specificity.

PubMed

Bisantz, Ann M; Marsiglio, Stephanie Schinzing; Munch, Jessica

2005-01-01

We conducted four studies regarding the representation of probabilistic information. Experiments 1 through 3 compared performance on a simulated stock purchase task, in which information regarding stock profitability was probabilistic. Two variables were manipulated: display format for probabilistic information (blurred and colored icons, linguistic phrases, numeric expressions, and combinations) and specificity level (in which the number and size of discrete steps into which the probabilistic information was mapped differed). Results indicated few performance differences attributable to display format; however, performance did improve with greater specificity. Experiment 4, in which participants generated membership functions corresponding to three display formats, found a high degree of similarity in functions across formats and participants and a strong relationship between the shape of the membership function and the intended meaning of the representation. These results indicate that participants can successfully interpret nonnumeric representations of uncertainty and can use such representations in a manner similar to the way numeric expressions are used in a decision-making task. Actual or potential applications of this research include the use of graphical representations of uncertainty in systems such as command and control and situation displays.

Effects of distributed database modeling on evaluation of transaction rollbacks

NASA Technical Reports Server (NTRS)

Mukkamala, Ravi

1991-01-01

Data distribution, degree of data replication, and transaction access patterns are key factors in determining the performance of distributed database systems. In order to simplify the evaluation of performance measures, database designers and researchers tend to make simplistic assumptions about the system. The effect is studied of modeling assumptions on the evaluation of one such measure, the number of transaction rollbacks, in a partitioned distributed database system. Six probabilistic models and expressions are developed for the numbers of rollbacks under each of these models. Essentially, the models differ in terms of the available system information. The analytical results so obtained are compared to results from simulation. From here, it is concluded that most of the probabilistic models yield overly conservative estimates of the number of rollbacks. The effect of transaction commutativity on system throughout is also grossly undermined when such models are employed.

Effects of distributed database modeling on evaluation of transaction rollbacks

NASA Technical Reports Server (NTRS)

Mukkamala, Ravi

1991-01-01

Data distribution, degree of data replication, and transaction access patterns are key factors in determining the performance of distributed database systems. In order to simplify the evaluation of performance measures, database designers and researchers tend to make simplistic assumptions about the system. Here, researchers investigate the effect of modeling assumptions on the evaluation of one such measure, the number of transaction rollbacks in a partitioned distributed database system. The researchers developed six probabilistic models and expressions for the number of rollbacks under each of these models. Essentially, the models differ in terms of the available system information. The analytical results obtained are compared to results from simulation. It was concluded that most of the probabilistic models yield overly conservative estimates of the number of rollbacks. The effect of transaction commutativity on system throughput is also grossly undermined when such models are employed.

Probabilistic forecasting for extreme NO2 pollution episodes.

PubMed

Aznarte, José L

2017-10-01

In this study, we investigate the convenience of quantile regression to predict extreme concentrations of NO 2 . Contrarily to the usual point-forecasting, where a single value is forecast for each horizon, probabilistic forecasting through quantile regression allows for the prediction of the full probability distribution, which in turn allows to build models specifically fit for the tails of this distribution. Using data from the city of Madrid, including NO 2 concentrations as well as meteorological measures, we build models that predict extreme NO 2 concentrations, outperforming point-forecasting alternatives, and we prove that the predictions are accurate, reliable and sharp. Besides, we study the relative importance of the independent variables involved, and show how the important variables for the median quantile are different than those important for the upper quantiles. Furthermore, we present a method to compute the probability of exceedance of thresholds, which is a simple and comprehensible manner to present probabilistic forecasts maximizing their usefulness. Copyright © 2017 Elsevier Ltd. All rights reserved.

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.

Probabilistic performance estimators for computational chemistry methods: The empirical cumulative distribution function of absolute errors

NASA Astrophysics Data System (ADS)

Pernot, Pascal; Savin, Andreas

2018-06-01

Benchmarking studies in computational chemistry use reference datasets to assess the accuracy of a method through error statistics. The commonly used error statistics, such as the mean signed and mean unsigned errors, do not inform end-users on the expected amplitude of prediction errors attached to these methods. We show that, the distributions of model errors being neither normal nor zero-centered, these error statistics cannot be used to infer prediction error probabilities. To overcome this limitation, we advocate for the use of more informative statistics, based on the empirical cumulative distribution function of unsigned errors, namely, (1) the probability for a new calculation to have an absolute error below a chosen threshold and (2) the maximal amplitude of errors one can expect with a chosen high confidence level. Those statistics are also shown to be well suited for benchmarking and ranking studies. Moreover, the standard error on all benchmarking statistics depends on the size of the reference dataset. Systematic publication of these standard errors would be very helpful to assess the statistical reliability of benchmarking conclusions.

Probabilistically Bounded Staleness for Practical Partial Quorums

DTIC Science & Technology

2012-01-03

probability of non-intersection be- tween any two quorums decreases. To the best of our knowledge , probabilistic quorums have only been used to study the...Practice In practice, many distributed data management systems use quo- rums as a replication mechanism. Amazon’s Dynamo [21] is the progenitor of a...Abbadi. Resilient logical structures for efficient management of replicated data. In VLDB 1992. [9] D. Agrawal and A. E. Abbadi. The tree quorum

Development of Probabilistic Life Prediction Methodologies and Testing Strategies for MEMS and CMC's

NASA Technical Reports Server (NTRS)

Jadaan, Osama

2003-01-01

This effort is to investigate probabilistic life prediction methodologies for ceramic matrix composites and MicroElectroMechanical Systems (MEMS) and to analyze designs that determine stochastic properties of MEMS. For CMC's this includes a brief literature survey regarding lifing methodologies. Also of interest for MEMS is the design of a proper test for the Weibull size effect in thin film (bulge test) specimens. The Weibull size effect is a consequence of a stochastic strength response predicted from the Weibull distribution. Confirming that MEMS strength is controlled by the Weibull distribution will enable the development of a probabilistic design methodology for MEMS - similar to the GRC developed CARES/Life program for bulk ceramics. A main objective of this effort is to further develop and verify the ability of the Ceramics Analysis and Reliability Evaluation of Structures/Life (CARES/Life) code to predict the time-dependent reliability of MEMS structures subjected to multiple transient loads. A second set of objectives is to determine the applicability/suitability of the CARES/Life methodology for CMC analysis, what changes would be needed to the methodology and software, and if feasible, run a demonstration problem. Also important is an evaluation of CARES/Life coupled to the ANSYS Probabilistic Design System (PDS) and the potential of coupling transient reliability analysis to the ANSYS PDS.

Incorporating linguistic, probabilistic, and possibilistic information in a risk-based approach for ranking contaminated sites.

PubMed

Zhang, Kejiang; Achari, Gopal; Pei, Yuansheng

2010-10-01

Different types of uncertain information-linguistic, probabilistic, and possibilistic-exist in site characterization. Their representation and propagation significantly influence the management of contaminated sites. In the absence of a framework with which to properly represent and integrate these quantitative and qualitative inputs together, decision makers cannot fully take advantage of the available and necessary information to identify all the plausible alternatives. A systematic methodology was developed in the present work to incorporate linguistic, probabilistic, and possibilistic information into the Preference Ranking Organization METHod for Enrichment Evaluation (PROMETHEE), a subgroup of Multi-Criteria Decision Analysis (MCDA) methods for ranking contaminated sites. The identification of criteria based on the paradigm of comparative risk assessment provides a rationale for risk-based prioritization. Uncertain linguistic, probabilistic, and possibilistic information identified in characterizing contaminated sites can be properly represented as numerical values, intervals, probability distributions, and fuzzy sets or possibility distributions, and linguistic variables according to their nature. These different kinds of representation are first transformed into a 2-tuple linguistic representation domain. The propagation of hybrid uncertainties is then carried out in the same domain. This methodology can use the original site information directly as much as possible. The case study shows that this systematic methodology provides more reasonable results. © 2010 SETAC.

[Uncertainty characterization approaches for ecological risk assessment of polycyclic aromatic hydrocarbon in Taihu Lake].

PubMed

Guo, Guang-Hui; Wu, Feng-Chang; He, Hong-Ping; Feng, Cheng-Lian; Zhang, Rui-Qing; Li, Hui-Xian

2012-04-01

Probabilistic approaches, such as Monte Carlo Sampling (MCS) and Latin Hypercube Sampling (LHS), and non-probabilistic approaches, such as interval analysis, fuzzy set theory and variance propagation, were used to characterize uncertainties associated with risk assessment of sigma PAH8 in surface water of Taihu Lake. The results from MCS and LHS were represented by probability distributions of hazard quotients of sigma PAH8 in surface waters of Taihu Lake. The probabilistic distribution of hazard quotient were obtained from the results of MCS and LHS based on probabilistic theory, which indicated that the confidence intervals of hazard quotient at 90% confidence level were in the range of 0.000 18-0.89 and 0.000 17-0.92, with the mean of 0.37 and 0.35, respectively. In addition, the probabilities that the hazard quotients from MCS and LHS exceed the threshold of 1 were 9.71% and 9.68%, respectively. The sensitivity analysis suggested the toxicity data contributed the most to the resulting distribution of quotients. The hazard quotient of sigma PAH8 to aquatic organisms ranged from 0.000 17 to 0.99 using interval analysis. The confidence interval was (0.001 5, 0.016 3) at the 90% confidence level calculated using fuzzy set theory, and the confidence interval was (0.000 16, 0.88) at the 90% confidence level based on the variance propagation. These results indicated that the ecological risk of sigma PAH8 to aquatic organisms were low. Each method has its own set of advantages and limitations, which was based on different theory; therefore, the appropriate method should be selected on a case-by-case to quantify the effects of uncertainties on the ecological risk assessment. Approach based on the probabilistic theory was selected as the most appropriate method to assess the risk of sigma PAH8 in surface water of Taihu Lake, which provided an important scientific foundation of risk management and control for organic pollutants in water.

Neural network modeling and an uncertainty analysis in Bayesian framework: A case study from the KTB borehole site

NASA Astrophysics Data System (ADS)

Maiti, Saumen; Tiwari, Ram Krishna

2010-10-01

A new probabilistic approach based on the concept of Bayesian neural network (BNN) learning theory is proposed for decoding litho-facies boundaries from well-log data. We show that how a multi-layer-perceptron neural network model can be employed in Bayesian framework to classify changes in litho-log successions. The method is then applied to the German Continental Deep Drilling Program (KTB) well-log data for classification and uncertainty estimation in the litho-facies boundaries. In this framework, a posteriori distribution of network parameter is estimated via the principle of Bayesian probabilistic theory, and an objective function is minimized following the scaled conjugate gradient optimization scheme. For the model development, we inflict a suitable criterion, which provides probabilistic information by emulating different combinations of synthetic data. Uncertainty in the relationship between the data and the model space is appropriately taken care by assuming a Gaussian a priori distribution of networks parameters (e.g., synaptic weights and biases). Prior to applying the new method to the real KTB data, we tested the proposed method on synthetic examples to examine the sensitivity of neural network hyperparameters in prediction. Within this framework, we examine stability and efficiency of this new probabilistic approach using different kinds of synthetic data assorted with different level of correlated noise. Our data analysis suggests that the designed network topology based on the Bayesian paradigm is steady up to nearly 40% correlated noise; however, adding more noise (˜50% or more) degrades the results. We perform uncertainty analyses on training, validation, and test data sets with and devoid of intrinsic noise by making the Gaussian approximation of the a posteriori distribution about the peak model. We present a standard deviation error-map at the network output corresponding to the three types of the litho-facies present over the entire litho-section of the KTB. The comparisons of maximum a posteriori geological sections constructed here, based on the maximum a posteriori probability distribution, with the available geological information and the existing geophysical findings suggest that the BNN results reveal some additional finer details in the KTB borehole data at certain depths, which appears to be of some geological significance. We also demonstrate that the proposed BNN approach is superior to the conventional artificial neural network in terms of both avoiding "over-fitting" and aiding uncertainty estimation, which are vital for meaningful interpretation of geophysical records. Our analyses demonstrate that the BNN-based approach renders a robust means for the classification of complex changes in the litho-facies successions and thus could provide a useful guide for understanding the crustal inhomogeneity and the structural discontinuity in many other tectonically complex regions.

Development and comparison of metrics for evaluating climate models and estimation of projection uncertainty

NASA Astrophysics Data System (ADS)

Ring, Christoph; Pollinger, Felix; Kaspar-Ott, Irena; Hertig, Elke; Jacobeit, Jucundus; Paeth, Heiko

2017-04-01

The COMEPRO project (Comparison of Metrics for Probabilistic Climate Change Projections of Mediterranean Precipitation), funded by the Deutsche Forschungsgemeinschaft (DFG), is dedicated to the development of new evaluation metrics for state-of-the-art climate models. Further, we analyze implications for probabilistic projections of climate change. This study focuses on the results of 4-field matrix metrics. Here, six different approaches are compared. We evaluate 24 models of the Coupled Model Intercomparison Project Phase 3 (CMIP3), 40 of CMIP5 and 18 of the Coordinated Regional Downscaling Experiment (CORDEX). In addition to the annual and seasonal precipitation the mean temperature is analysed. We consider both 50-year trend and climatological mean for the second half of the 20th century. For the probabilistic projections of climate change A1b, A2 (CMIP3) and RCP4.5, RCP8.5 (CMIP5,CORDEX) scenarios are used. The eight main study areas are located in the Mediterranean. However, we apply our metrics to globally distributed regions as well. The metrics show high simulation quality of temperature trend and both precipitation and temperature mean for most climate models and study areas. In addition, we find high potential for model weighting in order to reduce uncertainty. These results are in line with other accepted evaluation metrics and studies. The comparison of the different 4-field approaches reveals high correlations for most metrics. The results of the metric-weighted probabilistic density functions of climate change are heterogeneous. We find for different regions and seasons both increases and decreases of uncertainty. The analysis of global study areas is consistent with the regional study areas of the Medeiterrenean.

Acoustic emission based damage localization in composites structures using Bayesian identification

NASA Astrophysics Data System (ADS)

Kundu, A.; Eaton, M. J.; Al-Jumali, S.; Sikdar, S.; Pullin, R.

2017-05-01

Acoustic emission based damage detection in composite structures is based on detection of ultra high frequency packets of acoustic waves emitted from damage sources (such as fibre breakage, fatigue fracture, amongst others) with a network of distributed sensors. This non-destructive monitoring scheme requires solving an inverse problem where the measured signals are linked back to the location of the source. This in turn enables rapid deployment of mitigative measures. The presence of significant amount of uncertainty associated with the operating conditions and measurements makes the problem of damage identification quite challenging. The uncertainties stem from the fact that the measured signals are affected by the irregular geometries, manufacturing imprecision, imperfect boundary conditions, existing damages/structural degradation, amongst others. This work aims to tackle these uncertainties within a framework of automated probabilistic damage detection. The method trains a probabilistic model of the parametrized input and output model of the acoustic emission system with experimental data to give probabilistic descriptors of damage locations. A response surface modelling the acoustic emission as a function of parametrized damage signals collected from sensors would be calibrated with a training dataset using Bayesian inference. This is used to deduce damage locations in the online monitoring phase. During online monitoring, the spatially correlated time data is utilized in conjunction with the calibrated acoustic emissions model to infer the probabilistic description of the acoustic emission source within a hierarchical Bayesian inference framework. The methodology is tested on a composite structure consisting of carbon fibre panel with stiffeners and damage source behaviour has been experimentally simulated using standard H-N sources. The methodology presented in this study would be applicable in the current form to structural damage detection under varying operational loads and would be investigated in future studies.

Probabilistic Aeroelastic Analysis Developed for Turbomachinery Components

NASA Technical Reports Server (NTRS)

Reddy, T. S. R.; Mital, Subodh K.; Stefko, George L.; Pai, Shantaram S.

2003-01-01

Aeroelastic analyses for advanced turbomachines are being developed for use at the NASA Glenn Research Center and industry. However, these analyses at present are used for turbomachinery design with uncertainties accounted for by using safety factors. This approach may lead to overly conservative designs, thereby reducing the potential of designing higher efficiency engines. An integration of the deterministic aeroelastic analysis methods with probabilistic analysis methods offers the potential to design efficient engines with fewer aeroelastic problems and to make a quantum leap toward designing safe reliable engines. In this research, probabilistic analysis is integrated with aeroelastic analysis: (1) to determine the parameters that most affect the aeroelastic characteristics (forced response and stability) of a turbomachine component such as a fan, compressor, or turbine and (2) to give the acceptable standard deviation on the design parameters for an aeroelastically stable system. The approach taken is to combine the aeroelastic analysis of the MISER (MIStuned Engine Response) code with the FPI (fast probability integration) code. The role of MISER is to provide the functional relationships that tie the structural and aerodynamic parameters (the primitive variables) to the forced response amplitudes and stability eigenvalues (the response properties). The role of FPI is to perform probabilistic analyses by utilizing the response properties generated by MISER. The results are a probability density function for the response properties. The probabilistic sensitivities of the response variables to uncertainty in primitive variables are obtained as a byproduct of the FPI technique. The combined analysis of aeroelastic and probabilistic analysis is applied to a 12-bladed cascade vibrating in bending and torsion. Out of the total 11 design parameters, 6 are considered as having probabilistic variation. The six parameters are space-to-chord ratio (SBYC), stagger angle (GAMA), elastic axis (ELAXS), Mach number (MACH), mass ratio (MASSR), and frequency ratio (WHWB). The cascade is considered to be in subsonic flow with Mach 0.7. The results of the probabilistic aeroelastic analysis are the probability density function of predicted aerodynamic damping and frequency for flutter and the response amplitudes for forced response.

A Probabilistic Framework for Quantifying Mixed Uncertainties in Cyber Attacker Payoffs

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

Chatterjee, Samrat; Tipireddy, Ramakrishna; Oster, Matthew R.

Quantification and propagation of uncertainties in cyber attacker payoffs is a key aspect within multiplayer, stochastic security games. These payoffs may represent penalties or rewards associated with player actions and are subject to various sources of uncertainty, including: (1) cyber-system state, (2) attacker type, (3) choice of player actions, and (4) cyber-system state transitions over time. Past research has primarily focused on representing defender beliefs about attacker payoffs as point utility estimates. More recently, within the physical security domain, attacker payoff uncertainties have been represented as Uniform and Gaussian probability distributions, and mathematical intervals. For cyber-systems, probability distributions may helpmore » address statistical (aleatory) uncertainties where the defender may assume inherent variability or randomness in the factors contributing to the attacker payoffs. However, systematic (epistemic) uncertainties may exist, where the defender may not have sufficient knowledge or there is insufficient information about the attacker’s payoff generation mechanism. Such epistemic uncertainties are more suitably represented as generalizations of probability boxes. This paper explores the mathematical treatment of such mixed payoff uncertainties. A conditional probabilistic reasoning approach is adopted to organize the dependencies between a cyber-system’s state, attacker type, player actions, and state transitions. This also enables the application of probabilistic theories to propagate various uncertainties in the attacker payoffs. An example implementation of this probabilistic framework and resulting attacker payoff distributions are discussed. A goal of this paper is also to highlight this uncertainty quantification problem space to the cyber security research community and encourage further advancements in this area.« less

Novel probabilistic and distributed algorithms for guidance, control, and nonlinear estimation of large-scale multi-agent systems

NASA Astrophysics Data System (ADS)

Bandyopadhyay, Saptarshi

Multi-agent systems are widely used for constructing a desired formation shape, exploring an area, surveillance, coverage, and other cooperative tasks. This dissertation introduces novel algorithms in the three main areas of shape formation, distributed estimation, and attitude control of large-scale multi-agent systems. In the first part of this dissertation, we address the problem of shape formation for thousands to millions of agents. Here, we present two novel algorithms for guiding a large-scale swarm of robotic systems into a desired formation shape in a distributed and scalable manner. These probabilistic swarm guidance algorithms adopt an Eulerian framework, where the physical space is partitioned into bins and the swarm's density distribution over each bin is controlled using tunable Markov chains. In the first algorithm - Probabilistic Swarm Guidance using Inhomogeneous Markov Chains (PSG-IMC) - each agent determines its bin transition probabilities using a time-inhomogeneous Markov chain that is constructed in real-time using feedback from the current swarm distribution. This PSG-IMC algorithm minimizes the expected cost of the transitions required to achieve and maintain the desired formation shape, even when agents are added to or removed from the swarm. The algorithm scales well with a large number of agents and complex formation shapes, and can also be adapted for area exploration applications. In the second algorithm - Probabilistic Swarm Guidance using Optimal Transport (PSG-OT) - each agent determines its bin transition probabilities by solving an optimal transport problem, which is recast as a linear program. In the presence of perfect feedback of the current swarm distribution, this algorithm minimizes the given cost function, guarantees faster convergence, reduces the number of transitions for achieving the desired formation, and is robust to disturbances or damages to the formation. We demonstrate the effectiveness of these two proposed swarm guidance algorithms using results from numerical simulations and closed-loop hardware experiments on multiple quadrotors. In the second part of this dissertation, we present two novel discrete-time algorithms for distributed estimation, which track a single target using a network of heterogeneous sensing agents. The Distributed Bayesian Filtering (DBF) algorithm, the sensing agents combine their normalized likelihood functions using the logarithmic opinion pool and the discrete-time dynamic average consensus algorithm. Each agent's estimated likelihood function converges to an error ball centered on the joint likelihood function of the centralized multi-sensor Bayesian filtering algorithm. Using a new proof technique, the convergence, stability, and robustness properties of the DBF algorithm are rigorously characterized. The explicit bounds on the time step of the robust DBF algorithm are shown to depend on the time-scale of the target dynamics. Furthermore, the DBF algorithm for linear-Gaussian models can be cast into a modified form of the Kalman information filter. In the Bayesian Consensus Filtering (BCF) algorithm, the agents combine their estimated posterior pdfs multiple times within each time step using the logarithmic opinion pool scheme. Thus, each agent's consensual pdf minimizes the sum of Kullback-Leibler divergences with the local posterior pdfs. The performance and robust properties of these algorithms are validated using numerical simulations. In the third part of this dissertation, we present an attitude control strategy and a new nonlinear tracking controller for a spacecraft carrying a large object, such as an asteroid or a boulder. If the captured object is larger or comparable in size to the spacecraft and has significant modeling uncertainties, conventional nonlinear control laws that use exact feed-forward cancellation are not suitable because they exhibit a large resultant disturbance torque. The proposed nonlinear tracking control law guarantees global exponential convergence of tracking errors with finite-gain Lp stability in the presence of modeling uncertainties and disturbances, and reduces the resultant disturbance torque. Further, this control law permits the use of any attitude representation and its integral control formulation eliminates any constant disturbance. Under small uncertainties, the best strategy for stabilizing the combined system is to track a fuel-optimal reference trajectory using this nonlinear control law, because it consumes the least amount of fuel. In the presence of large uncertainties, the most effective strategy is to track the derivative plus proportional-derivative based reference trajectory, because it reduces the resultant disturbance torque. The effectiveness of the proposed attitude control law is demonstrated by using results of numerical simulation based on an Asteroid Redirect Mission concept. The new algorithms proposed in this dissertation will facilitate the development of versatile autonomous multi-agent systems that are capable of performing a variety of complex tasks in a robust and scalable manner.

Mode identification using stochastic hybrid models with applications to conflict detection and resolution

NASA Astrophysics Data System (ADS)

Naseri Kouzehgarani, Asal

2009-12-01

Most models of aircraft trajectories are non-linear and stochastic in nature; and their internal parameters are often poorly defined. The ability to model, simulate and analyze realistic air traffic management conflict detection scenarios in a scalable, composable, multi-aircraft fashion is an extremely difficult endeavor. Accurate techniques for aircraft mode detection are critical in order to enable the precise projection of aircraft conflicts, and for the enactment of altitude separation resolution strategies. Conflict detection is an inherently probabilistic endeavor; our ability to detect conflicts in a timely and accurate manner over a fixed time horizon is traded off against the increased human workload created by false alarms---that is, situations that would not develop into an actual conflict, or would resolve naturally in the appropriate time horizon-thereby introducing a measure of probabilistic uncertainty in any decision aid fashioned to assist air traffic controllers. The interaction of the continuous dynamics of the aircraft, used for prediction purposes, with the discrete conflict detection logic gives rise to the hybrid nature of the overall system. The introduction of the probabilistic element, common to decision alerting and aiding devices, places the conflict detection and resolution problem in the domain of probabilistic hybrid phenomena. A hidden Markov model (HMM) has two stochastic components: a finite-state Markov chain and a finite set of output probability distributions. In other words an unobservable stochastic process (hidden) that can only be observed through another set of stochastic processes that generate the sequence of observations. The problem of self separation in distributed air traffic management reduces to the ability of aircraft to communicate state information to neighboring aircraft, as well as model the evolution of aircraft trajectories between communications, in the presence of probabilistic uncertain dynamics as well as partially observable and uncertain data. We introduce the Hybrid Hidden Markov Modeling (HHMM) formalism to enable the prediction of the stochastic aircraft states (and thus, potential conflicts), by combining elements of the probabilistic timed input output automaton and the partially observable Markov decision process frameworks, along with the novel addition of a Markovian scheduler to remove the non-deterministic elements arising from the enabling of several actions simultaneously. Comparisons of aircraft in level, climbing/descending and turning flight are performed, and unknown flight track data is evaluated probabilistically against the tuned model in order to assess the effectiveness of the model in detecting the switch between multiple flight modes for a given aircraft. This also allows for the generation of probabilistic distribution over the execution traces of the hybrid hidden Markov model, which then enables the prediction of the states of aircraft based on partially observable and uncertain data. Based on the composition properties of the HHMM, we study a decentralized air traffic system where aircraft are moving along streams and can perform cruise, accelerate, climb and turn maneuvers. We develop a common decentralized policy for conflict avoidance with spatially distributed agents (aircraft in the sky) and assure its safety properties via correctness proofs.

Stochastic and Statistical Analysis of Utility Revenues and Weather Data Analysis for Consumer Demand Estimation in Smart Grids

PubMed Central

Ali, S. M.; Mehmood, C. A; Khan, B.; Jawad, M.; Farid, U; Jadoon, J. K.; Ali, M.; Tareen, N. K.; Usman, S.; Majid, M.; Anwar, S. M.

2016-01-01

In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion. PMID:27314229

Stochastic and Statistical Analysis of Utility Revenues and Weather Data Analysis for Consumer Demand Estimation in Smart Grids.

PubMed

Ali, S M; Mehmood, C A; Khan, B; Jawad, M; Farid, U; Jadoon, J K; Ali, M; Tareen, N K; Usman, S; Majid, M; Anwar, S M

2016-01-01

In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion.

A Bayesian framework based on a Gaussian mixture model and radial-basis-function Fisher discriminant analysis (BayGmmKda V1.1) for spatial prediction of floods

NASA Astrophysics Data System (ADS)

Tien Bui, Dieu; Hoang, Nhat-Duc

2017-09-01

In this study, a probabilistic model, named as BayGmmKda, is proposed for flood susceptibility assessment in a study area in central Vietnam. The new model is a Bayesian framework constructed by a combination of a Gaussian mixture model (GMM), radial-basis-function Fisher discriminant analysis (RBFDA), and a geographic information system (GIS) database. In the Bayesian framework, GMM is used for modeling the data distribution of flood-influencing factors in the GIS database, whereas RBFDA is utilized to construct a latent variable that aims at enhancing the model performance. As a result, the posterior probabilistic output of the BayGmmKda model is used as flood susceptibility index. Experiment results showed that the proposed hybrid framework is superior to other benchmark models, including the adaptive neuro-fuzzy inference system and the support vector machine. To facilitate the model implementation, a software program of BayGmmKda has been developed in MATLAB. The BayGmmKda program can accurately establish a flood susceptibility map for the study region. Accordingly, local authorities can overlay this susceptibility map onto various land-use maps for the purpose of land-use planning or management.

A Physically-Based and Distributed Tool for Modeling the Hydrological and Mechanical Processes of Shallow Landslides

NASA Astrophysics Data System (ADS)

Arnone, E.; Noto, L. V.; Dialynas, Y. G.; Caracciolo, D.; Bras, R. L.

2015-12-01

This work presents the capabilities of a model, i.e. the tRIBS-VEGGIE-Landslide, in two different versions, i.e. developed within a probabilistic framework and coupled with a root cohesion module. The probabilistic model treats geotechnical and soil retention curve parameters as random variables across the basin and estimates theoretical probability distributions of slope stability and the associated "factor of safety" commonly used to describe the occurrence of shallow landslides. The derived distributions are used to obtain the spatio-temporal dynamics of probability of failure, conditioned on soil moisture dynamics at each watershed location. The framework has been tested in the Luquillo Experimental Forest (Puerto Rico) where shallow landslides are common. In particular, the methodology was used to evaluate how the spatial and temporal patterns of precipitation, whose variability is significant over the basin, affect the distribution of probability of failure. Another version of the model accounts for the additional cohesion exerted by vegetation roots. The approach is to use the Fiber Bundle Model (FBM) framework that allows for the evaluation of the root strength as a function of the stress-strain relationships of bundles of fibers. The model requires the knowledge of the root architecture to evaluate the additional reinforcement from each root diameter class. The root architecture is represented with a branching topology model based on Leonardo's rule. The methodology has been tested on a simple case study to explore the role of both hydrological and mechanical root effects. Results demonstrate that the effects of root water uptake can at times be more significant than the mechanical reinforcement; and that the additional resistance provided by roots depends heavily on the vegetation root structure and length.

Probabilistic simulation of multi-scale composite behavior

NASA Technical Reports Server (NTRS)

Liaw, D. G.; Shiao, M. C.; Singhal, S. N.; Chamis, Christos C.

1993-01-01

A methodology is developed to computationally assess the probabilistic composite material properties at all composite scale levels due to the uncertainties in the constituent (fiber and matrix) properties and in the fabrication process variables. The methodology is computationally efficient for simulating the probability distributions of material properties. The sensitivity of the probabilistic composite material property to each random variable is determined. This information can be used to reduce undesirable uncertainties in material properties at the macro scale of the composite by reducing the uncertainties in the most influential random variables at the micro scale. This methodology was implemented into the computer code PICAN (Probabilistic Integrated Composite ANalyzer). The accuracy and efficiency of this methodology are demonstrated by simulating the uncertainties in the material properties of a typical laminate and comparing the results with the Monte Carlo simulation method. The experimental data of composite material properties at all scales fall within the scatters predicted by PICAN.

The analysis of the possibility of using 10-minute rainfall series to determine the maximum rainfall amount with 5 minutes duration

NASA Astrophysics Data System (ADS)

Kaźmierczak, Bartosz; Wartalska, Katarzyna; Wdowikowski, Marcin; Kotowski, Andrzej

2017-11-01

Modern scientific research in the area of heavy rainfall analysis regarding to the sewerage design indicates the need to develop and use probabilistic rain models. One of the issues that remains to be resolved is the length of the shortest amount of rain to be analyzed. It is commonly believed that the best time is 5 minutes, while the least rain duration measured by the national services is often 10 or even 15 minutes. Main aim of this paper is to present the difference between probabilistic rainfall models results given from rainfall time series including and excluding 5 minutes rainfall duration. Analysis were made for long-time period from 1961-2010 on polish meteorological station Legnica. To develop best fitted to measurement rainfall data probabilistic model 4 probabilistic distributions were used. Results clearly indicates that models including 5 minutes rainfall duration remains more appropriate to use.

Design of Probabilistic Random Forests with Applications to Anticancer Drug Sensitivity Prediction

PubMed Central

Rahman, Raziur; Haider, Saad; Ghosh, Souparno; Pal, Ranadip

2015-01-01

Random forests consisting of an ensemble of regression trees with equal weights are frequently used for design of predictive models. In this article, we consider an extension of the methodology by representing the regression trees in the form of probabilistic trees and analyzing the nature of heteroscedasticity. The probabilistic tree representation allows for analytical computation of confidence intervals (CIs), and the tree weight optimization is expected to provide stricter CIs with comparable performance in mean error. We approached the ensemble of probabilistic trees’ prediction from the perspectives of a mixture distribution and as a weighted sum of correlated random variables. We applied our methodology to the drug sensitivity prediction problem on synthetic and cancer cell line encyclopedia dataset and illustrated that tree weights can be selected to reduce the average length of the CI without increase in mean error. PMID:27081304

Probabilistic sensitivity analysis incorporating the bootstrap: an example comparing treatments for the eradication of Helicobacter pylori.

PubMed

Pasta, D J; Taylor, J L; Henning, J M

1999-01-01

Decision-analytic models are frequently used to evaluate the relative costs and benefits of alternative therapeutic strategies for health care. Various types of sensitivity analysis are used to evaluate the uncertainty inherent in the models. Although probabilistic sensitivity analysis is more difficult theoretically and computationally, the results can be much more powerful and useful than deterministic sensitivity analysis. The authors show how a Monte Carlo simulation can be implemented using standard software to perform a probabilistic sensitivity analysis incorporating the bootstrap. The method is applied to a decision-analytic model evaluating the cost-effectiveness of Helicobacter pylori eradication. The necessary steps are straightforward and are described in detail. The use of the bootstrap avoids certain difficulties encountered with theoretical distributions. The probabilistic sensitivity analysis provided insights into the decision-analytic model beyond the traditional base-case and deterministic sensitivity analyses and should become the standard method for assessing sensitivity.

An overview of engineering concepts and current design algorithms for probabilistic structural analysis

NASA Technical Reports Server (NTRS)

Duffy, S. F.; Hu, J.; Hopkins, D. A.

1995-01-01

The article begins by examining the fundamentals of traditional deterministic design philosophy. The initial section outlines the concepts of failure criteria and limit state functions two traditional notions that are embedded in deterministic design philosophy. This is followed by a discussion regarding safety factors (a possible limit state function) and the common utilization of statistical concepts in deterministic engineering design approaches. Next the fundamental aspects of a probabilistic failure analysis are explored and it is shown that deterministic design concepts mentioned in the initial portion of the article are embedded in probabilistic design methods. For components fabricated from ceramic materials (and other similarly brittle materials) the probabilistic design approach yields the widely used Weibull analysis after suitable assumptions are incorporated. The authors point out that Weibull analysis provides the rare instance where closed form solutions are available for a probabilistic failure analysis. Since numerical methods are usually required to evaluate component reliabilities, a section on Monte Carlo methods is included to introduce the concept. The article concludes with a presentation of the technical aspects that support the numerical method known as fast probability integration (FPI). This includes a discussion of the Hasofer-Lind and Rackwitz-Fiessler approximations.

Probabilistic Modeling of the Renal Stone Formation Module

NASA Technical Reports Server (NTRS)

Best, Lauren M.; Myers, Jerry G.; Goodenow, Debra A.; McRae, Michael P.; Jackson, Travis C.

2013-01-01

The Integrated Medical Model (IMM) is a probabilistic tool, used in mission planning decision making and medical systems risk assessments. The IMM project maintains a database of over 80 medical conditions that could occur during a spaceflight, documenting an incidence rate and end case scenarios for each. In some cases, where observational data are insufficient to adequately define the inflight medical risk, the IMM utilizes external probabilistic modules to model and estimate the event likelihoods. One such medical event of interest is an unpassed renal stone. Due to a high salt diet and high concentrations of calcium in the blood (due to bone depletion caused by unloading in the microgravity environment) astronauts are at a considerable elevated risk for developing renal calculi (nephrolithiasis) while in space. Lack of observed incidences of nephrolithiasis has led HRP to initiate the development of the Renal Stone Formation Module (RSFM) to create a probabilistic simulator capable of estimating the likelihood of symptomatic renal stone presentation in astronauts on exploration missions. The model consists of two major parts. The first is the probabilistic component, which utilizes probability distributions to assess the range of urine electrolyte parameters and a multivariate regression to transform estimated crystal density and size distributions to the likelihood of the presentation of nephrolithiasis symptoms. The second is a deterministic physical and chemical model of renal stone growth in the kidney developed by Kassemi et al. The probabilistic component of the renal stone model couples the input probability distributions describing the urine chemistry, astronaut physiology, and system parameters with the physical and chemical outputs and inputs to the deterministic stone growth model. These two parts of the model are necessary to capture the uncertainty in the likelihood estimate. The model will be driven by Monte Carlo simulations, continuously randomly sampling the probability distributions of the electrolyte concentrations and system parameters that are inputs into the deterministic model. The total urine chemistry concentrations are used to determine the urine chemistry activity using the Joint Expert Speciation System (JESS), a biochemistry model. Information used from JESS is then fed into the deterministic growth model. Outputs from JESS and the deterministic model are passed back to the probabilistic model where a multivariate regression is used to assess the likelihood of a stone forming and the likelihood of a stone requiring clinical intervention. The parameters used to determine to quantify these risks include: relative supersaturation (RS) of calcium oxalate, citrate/calcium ratio, crystal number density, total urine volume, pH, magnesium excretion, maximum stone width, and ureteral location. Methods and Validation: The RSFM is designed to perform a Monte Carlo simulation to generate probability distributions of clinically significant renal stones, as well as provide an associated uncertainty in the estimate. Initially, early versions will be used to test integration of the components and assess component validation and verification (V&V), with later versions used to address questions regarding design reference mission scenarios. Once integrated with the deterministic component, the credibility assessment of the integrated model will follow NASA STD 7009 requirements.

Probabilistic Simulation of Multi-Scale Composite Behavior

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2012-01-01

A methodology is developed to computationally assess the non-deterministic composite response at all composite scales (from micro to structural) due to the uncertainties in the constituent (fiber and matrix) properties, in the fabrication process and in structural variables (primitive variables). The methodology is computationally efficient for simulating the probability distributions of composite behavior, such as material properties, laminate and structural responses. Bi-products of the methodology are probabilistic sensitivities of the composite primitive variables. The methodology has been implemented into the computer codes PICAN (Probabilistic Integrated Composite ANalyzer) and IPACS (Integrated Probabilistic Assessment of Composite Structures). The accuracy and efficiency of this methodology are demonstrated by simulating the uncertainties in composite typical laminates and comparing the results with the Monte Carlo simulation method. Available experimental data of composite laminate behavior at all scales fall within the scatters predicted by PICAN. Multi-scaling is extended to simulate probabilistic thermo-mechanical fatigue and to simulate the probabilistic design of a composite redome in order to illustrate its versatility. Results show that probabilistic fatigue can be simulated for different temperature amplitudes and for different cyclic stress magnitudes. Results also show that laminate configurations can be selected to increase the redome reliability by several orders of magnitude without increasing the laminate thickness--a unique feature of structural composites. The old reference denotes that nothing fundamental has been done since that time.

Energy Approach-Based Simulation of Structural Materials High-Cycle Fatigue

NASA Astrophysics Data System (ADS)

Balayev, A. F.; Korolev, A. V.; Kochetkov, A. V.; Sklyarova, A. I.; Zakharov, O. V.

2016-02-01

The paper describes the mechanism of micro-cracks development in solid structural materials based on the theory of brittle fracture. A probability function of material cracks energy distribution is obtained using a probabilistic approach. The paper states energy conditions for cracks growth at material high-cycle loading. A formula allowing to calculate the amount of energy absorbed during the cracks growth is given. The paper proposes a high- cycle fatigue evaluation criterion allowing to determine the maximum permissible number of solid body loading cycles, at which micro-cracks start growing rapidly up to destruction.

Blind image deconvolution using the Fields of Experts prior

NASA Astrophysics Data System (ADS)

Dong, Wende; Feng, Huajun; Xu, Zhihai; Li, Qi

2012-11-01

In this paper, we present a method for single image blind deconvolution. To improve its ill-posedness, we formulate the problem under Bayesian probabilistic framework and use a prior named Fields of Experts (FoE) which is learnt from natural images to regularize the latent image. Furthermore, due to the sparse distribution of the point spread function (PSF), we adopt a Student-t prior to regularize it. An improved alternating minimization (AM) approach is proposed to solve the resulted optimization problem. Experiments on both synthetic and real world blurred images show that the proposed method can achieve results of high quality.

Default contagion risks in Russian interbank market

NASA Astrophysics Data System (ADS)

Leonidov, A. V.; Rumyantsev, E. L.

2016-06-01

Systemic risks of default contagion in the Russian interbank market are investigated. The analysis is based on considering the bow-tie structure of the weighted oriented graph describing the structure of the interbank loans. A probabilistic model of interbank contagion explicitly taking into account the empirical bow-tie structure reflecting functionality of the corresponding nodes (borrowers, lenders, borrowers and lenders simultaneously), degree distributions and disassortativity of the interbank network under consideration based on empirical data is developed. The characteristics of contagion-related systemic risk calculated with this model are shown to be in agreement with those of explicit stress tests.

Use of Probabilistic Engineering Methods in the Detailed Design and Development Phases of the NASA Ares Launch Vehicle

NASA Technical Reports Server (NTRS)

Fayssal, Safie; Weldon, Danny

2008-01-01

The United States National Aeronautics and Space Administration (NASA) is in the midst of a space exploration program called Constellation to send crew and cargo to the international Space Station, to the moon, and beyond. As part of the Constellation program, a new launch vehicle, Ares I, is being developed by NASA Marshall Space Flight Center. Designing a launch vehicle with high reliability and increased safety requires a significant effort in understanding design variability and design uncertainty at the various levels of the design (system, element, subsystem, component, etc.) and throughout the various design phases (conceptual, preliminary design, etc.). In a previous paper [1] we discussed a probabilistic functional failure analysis approach intended mainly to support system requirements definition, system design, and element design during the early design phases. This paper provides an overview of the application of probabilistic engineering methods to support the detailed subsystem/component design and development as part of the "Design for Reliability and Safety" approach for the new Ares I Launch Vehicle. Specifically, the paper discusses probabilistic engineering design analysis cases that had major impact on the design and manufacturing of the Space Shuttle hardware. The cases represent important lessons learned from the Space Shuttle Program and clearly demonstrate the significance of probabilistic engineering analysis in better understanding design deficiencies and identifying potential design improvement for Ares I. The paper also discusses the probabilistic functional failure analysis approach applied during the early design phases of Ares I and the forward plans for probabilistic design analysis in the detailed design and development phases.

A Bayesian inversion for slip distribution of 1 Apr 2007 Mw8.1 Solomon Islands Earthquake

NASA Astrophysics Data System (ADS)

Chen, T.; Luo, H.

2013-12-01

On 1 Apr 2007 the megathrust Mw8.1 Solomon Islands earthquake occurred in the southeast pacific along the New Britain subduction zone. 102 vertical displacement measurements over the southeastern end of the rupture zone from two field surveys after this event provide a unique constraint for slip distribution inversion. In conventional inversion method (such as bounded variable least squares) the smoothing parameter that determines the relative weight placed on fitting the data versus smoothing the slip distribution is often subjectively selected at the bend of the trade-off curve. Here a fully probabilistic inversion method[Fukuda,2008] is applied to estimate distributed slip and smoothing parameter objectively. The joint posterior probability density function of distributed slip and the smoothing parameter is formulated under a Bayesian framework and sampled with Markov chain Monte Carlo method. We estimate the spatial distribution of dip slip associated with the 1 Apr 2007 Solomon Islands earthquake with this method. Early results show a shallower dip angle than previous study and highly variable dip slip both along-strike and down-dip.

Probabilistic micromechanics for metal matrix composites

NASA Astrophysics Data System (ADS)

Engelstad, S. P.; Reddy, J. N.; Hopkins, Dale A.

A probabilistic micromechanics-based nonlinear analysis procedure is developed to predict and quantify the variability in the properties of high temperature metal matrix composites. Monte Carlo simulation is used to model the probabilistic distributions of the constituent level properties including fiber, matrix, and interphase properties, volume and void ratios, strengths, fiber misalignment, and nonlinear empirical parameters. The procedure predicts the resultant ply properties and quantifies their statistical scatter. Graphite copper and Silicon Carbide Titanlum Aluminide (SCS-6 TI15) unidirectional plies are considered to demonstrate the predictive capabilities. The procedure is believed to have a high potential for use in material characterization and selection to precede and assist in experimental studies of new high temperature metal matrix composites.

Alternate Methods in Refining the SLS Nozzle Plug Loads

NASA Technical Reports Server (NTRS)

Burbank, Scott; Allen, Andrew

2013-01-01

Numerical analysis has shown that the SLS nozzle environmental barrier (nozzle plug) design is inadequate for the prelaunch condition, which consists of two dominant loads: 1) the main engines startup pressure and 2) an environmentally induced pressure. Efforts to reduce load conservatisms included a dynamic analysis which showed a 31% higher safety factor compared to the standard static analysis. The environmental load is typically approached with a deterministic method using the worst possible combinations of pressures and temperatures. An alternate probabilistic approach, utilizing the distributions of pressures and temperatures, resulted in a 54% reduction in the environmental pressure load. A Monte Carlo simulation of environmental load that used five years of historical pressure and temperature data supported the results of the probabilistic analysis, indicating the probabilistic load is reflective of a 3-sigma condition (1 in 370 probability). Utilizing the probabilistic load analysis eliminated excessive conservatisms and will prevent a future overdesign of the nozzle plug. Employing a similar probabilistic approach to other design and analysis activities can result in realistic yet adequately conservative solutions.

Probabilistic Simulation for Nanocomposite Characterization

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Coroneos, Rula M.

2007-01-01

A unique probabilistic theory is described to predict the properties of nanocomposites. The simulation is based on composite micromechanics with progressive substructuring down to a nanoscale slice of a nanofiber where all the governing equations are formulated. These equations have been programmed in a computer code. That computer code is used to simulate uniaxial strengths properties of a mononanofiber laminate. The results are presented graphically and discussed with respect to their practical significance. These results show smooth distributions.

Grid Frequency Extreme Event Analysis and Modeling: Preprint

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

Florita, Anthony R; Clark, Kara; Gevorgian, Vahan

Sudden losses of generation or load can lead to instantaneous changes in electric grid frequency and voltage. Extreme frequency events pose a major threat to grid stability. As renewable energy sources supply power to grids in increasing proportions, it becomes increasingly important to examine when and why extreme events occur to prevent destabilization of the grid. To better understand frequency events, including extrema, historic data were analyzed to fit probability distribution functions to various frequency metrics. Results showed that a standard Cauchy distribution fit the difference between the frequency nadir and prefault frequency (f_(C-A)) metric well, a standard Cauchy distributionmore » fit the settling frequency (f_B) metric well, and a standard normal distribution fit the difference between the settling frequency and frequency nadir (f_(B-C)) metric very well. Results were inconclusive for the frequency nadir (f_C) metric, meaning it likely has a more complex distribution than those tested. This probabilistic modeling should facilitate more realistic modeling of grid faults.« less

Methods for combining payload parameter variations with input environment. [calculating design limit loads compatible with probabilistic structural design criteria

NASA Technical Reports Server (NTRS)

Merchant, D. H.

1976-01-01

Methods are presented for calculating design limit loads compatible with probabilistic structural design criteria. The approach is based on the concept that the desired limit load, defined as the largest load occurring in a mission, is a random variable having a specific probability distribution which may be determined from extreme-value theory. The design limit load, defined as a particular of this random limit load, is the value conventionally used in structural design. Methods are presented for determining the limit load probability distributions from both time-domain and frequency-domain dynamic load simulations. Numerical demonstrations of the method are also presented.

Ecohydrology of agroecosystems: probabilistic description of yield reduction risk under limited water availability

NASA Astrophysics Data System (ADS)

Vico, Giulia; Porporato, Amilcare

2013-04-01

Supplemental irrigation represents one of the main strategies to mitigate the effects of climate variability and stabilize yields. Irrigated agriculture currently provides 40% of food production and its relevance is expected to further increase in the near future, in face of the projected alterations of rainfall patterns and increase in food, fiber, and biofuel demand. Because of the significant investments and water requirements involved in irrigation, strategic choices are needed to preserve productivity and profitability, while maintaining a sustainable water management - a nontrivial task given the unpredictability of the rainfall forcing. To facilitate decision making under uncertainty, a widely applicable probabilistic framework is proposed. The occurrence of rainfall events and irrigation applications are linked probabilistically to crop development during the growing season and yields at harvest. Based on these linkages, the probability density function of yields and corresponding probability density function of required irrigation volumes, as well as the probability density function of yields under the most common case of limited water availability are obtained analytically, as a function of irrigation strategy, climate, soil and crop parameters. The full probabilistic description of the frequency of occurrence of yields and water requirements is a crucial tool for decision making under uncertainty, e.g., via expected utility analysis. Furthermore, the knowledge of the probability density function of yield allows us to quantify the yield reduction hydrologic risk. Two risk indices are defined and quantified: the long-term risk index, suitable for long-term irrigation strategy assessment and investment planning, and the real-time risk index, providing a rigorous probabilistic quantification of the emergence of drought conditions during a single growing season in an agricultural setting. Our approach employs relatively few parameters and is thus easily and broadly applicable to different crops and sites, under current and future climate scenarios. Hence, the proposed probabilistic framework provides a quantitative tool to assess the impact of irrigation strategy and water allocation on the risk of not meeting a certain target yield, thus guiding the optimal allocation of water resources for human and environmental needs.

Reliability-Based Stability Analysis of Rock Slopes Using Numerical Analysis and Response Surface Method

NASA Astrophysics Data System (ADS)

Dadashzadeh, N.; Duzgun, H. S. B.; Yesiloglu-Gultekin, N.

2017-08-01

While advanced numerical techniques in slope stability analysis are successfully used in deterministic studies, they have so far found limited use in probabilistic analyses due to their high computation cost. The first-order reliability method (FORM) is one of the most efficient probabilistic techniques to perform probabilistic stability analysis by considering the associated uncertainties in the analysis parameters. However, it is not possible to directly use FORM in numerical slope stability evaluations as it requires definition of a limit state performance function. In this study, an integrated methodology for probabilistic numerical modeling of rock slope stability is proposed. The methodology is based on response surface method, where FORM is used to develop an explicit performance function from the results of numerical simulations. The implementation of the proposed methodology is performed by considering a large potential rock wedge in Sumela Monastery, Turkey. The accuracy of the developed performance function to truly represent the limit state surface is evaluated by monitoring the slope behavior. The calculated probability of failure is compared with Monte Carlo simulation (MCS) method. The proposed methodology is found to be 72% more efficient than MCS, while the accuracy is decreased with an error of 24%.

Comparison of Deterministic and Probabilistic Radial Distribution Systems Load Flow

NASA Astrophysics Data System (ADS)

Gupta, Atma Ram; Kumar, Ashwani

2017-12-01

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

Development of a probabilistic analysis methodology for structural reliability estimation

NASA Technical Reports Server (NTRS)

Torng, T. Y.; Wu, Y.-T.

1991-01-01

The novel probabilistic analysis method for assessment of structural reliability presented, which combines fast-convolution with an efficient structural reliability analysis, can after identifying the most important point of a limit state proceed to establish a quadratic-performance function. It then transforms the quadratic function into a linear one, and applies fast convolution. The method is applicable to problems requiring computer-intensive structural analysis. Five illustrative examples of the method's application are given.

Fatigue strength reduction model: RANDOM3 and RANDOM4 user manual, appendix 2

NASA Technical Reports Server (NTRS)

Boyce, Lola; Lovelace, Thomas B.

1989-01-01

The FORTRAN programs RANDOM3 and RANDOM4 are documented. They are based on fatigue strength reduction, using a probabilistic constitutive model. They predict the random lifetime of an engine component to reach a given fatigue strength. Included in this user manual are details regarding the theoretical backgrounds of RANDOM3 and RANDOM4. Appendix A gives information on the physical quantities, their symbols, FORTRAN names, and both SI and U.S. Customary units. Appendix B and C include photocopies of the actual computer printout corresponding to the sample problems. Appendices D and E detail the IMSL, Version 10(1), subroutines and functions called by RANDOM3 and RANDOM4 and SAS/GRAPH(2) programs that can be used to plot both the probability density functions (p.d.f.) and the cumulative distribution functions (c.d.f.).

Reduced activation in ventral striatum and ventral tegmental area during probabilistic decision-making in schizophrenia.

PubMed

Rausch, Franziska; Mier, Daniela; Eifler, Sarah; Esslinger, Christine; Schilling, Claudia; Schirmbeck, Frederike; Englisch, Susanne; Meyer-Lindenberg, Andreas; Kirsch, Peter; Zink, Mathias

2014-07-01

Patients with schizophrenia suffer from deficits in monitoring and controlling their own thoughts. Within these so-called metacognitive impairments, alterations in probabilistic reasoning might be one cognitive phenomenon disposing to delusions. However, so far little is known about alterations in associated brain functionality. A previously established task for functional magnetic resonance imaging (fMRI), which requires a probabilistic decision after a variable amount of stimuli, was applied to 23 schizophrenia patients and 28 healthy controls matched for age, gender and educational levels. We compared activation patterns during decision-making under conditions of certainty versus uncertainty and evaluated the process of final decision-making in ventral striatum (VS) and ventral tegmental area (VTA). We replicated a pre-described extended cortical activation pattern during probabilistic reasoning. During final decision-making, activations in several fronto- and parietocortical areas, as well as in VS and VTA became apparent. In both of these regions schizophrenia patients showed a significantly reduced activation. These results further define the network underlying probabilistic decision-making. The observed hypo-activation in regions commonly associated with dopaminergic neurotransmission fits into current concepts of disrupted prediction error signaling in schizophrenia and suggests functional links to reward anticipation. Forthcoming studies with patients at risk for psychosis and drug-naive first episode patients are necessary to elucidate the development of these findings over time and the interplay with associated clinical symptoms. Copyright © 2014 Elsevier B.V. All rights reserved.

Probabilistic Analysis of a Composite Crew Module

NASA Technical Reports Server (NTRS)

Mason, Brian H.; Krishnamurthy, Thiagarajan

2011-01-01

An approach for conducting reliability-based analysis (RBA) of a Composite Crew Module (CCM) is presented. The goal is to identify and quantify the benefits of probabilistic design methods for the CCM and future space vehicles. The coarse finite element model from a previous NASA Engineering and Safety Center (NESC) project is used as the baseline deterministic analysis model to evaluate the performance of the CCM using a strength-based failure index. The first step in the probabilistic analysis process is the determination of the uncertainty distributions for key parameters in the model. Analytical data from water landing simulations are used to develop an uncertainty distribution, but such data were unavailable for other load cases. The uncertainty distributions for the other load scale factors and the strength allowables are generated based on assumed coefficients of variation. Probability of first-ply failure is estimated using three methods: the first order reliability method (FORM), Monte Carlo simulation, and conditional sampling. Results for the three methods were consistent. The reliability is shown to be driven by first ply failure in one region of the CCM at the high altitude abort load set. The final predicted probability of failure is on the order of 10-11 due to the conservative nature of the factors of safety on the deterministic loads.

Probabilistic estimation of residential air exchange rates for ...

EPA Pesticide Factsheets

Residential air exchange rates (AERs) are a key determinant in the infiltration of ambient air pollution indoors. Population-based human exposure models using probabilistic approaches to estimate personal exposure to air pollutants have relied on input distributions from AER measurements. An algorithm for probabilistically estimating AER was developed based on the Lawrence Berkley National Laboratory Infiltration model utilizing housing characteristics and meteorological data with adjustment for window opening behavior. The algorithm was evaluated by comparing modeled and measured AERs in four US cities (Los Angeles, CA; Detroit, MI; Elizabeth, NJ; and Houston, TX) inputting study-specific data. The impact on the modeled AER of using publically available housing data representative of the region for each city was also assessed. Finally, modeled AER based on region-specific inputs was compared with those estimated using literature-based distributions. While modeled AERs were similar in magnitude to the measured AER they were consistently lower for all cities except Houston. AERs estimated using region-specific inputs were lower than those using study-specific inputs due to differences in window opening probabilities. The algorithm produced more spatially and temporally variable AERs compared with literature-based distributions reflecting within- and between-city differences, helping reduce error in estimates of air pollutant exposure. Published in the Journal of

Probabilistic Structural Analysis and Reliability Using NESSUS With Implemented Material Strength Degradation Model

NASA Technical Reports Server (NTRS)

Bast, Callie C.; Jurena, Mark T.; Godines, Cody R.; Chamis, Christos C. (Technical Monitor)

2001-01-01

This project included both research and education objectives. The goal of this project was to advance innovative research and education objectives in theoretical and computational probabilistic structural analysis, reliability, and life prediction for improved reliability and safety of structural components of aerospace and aircraft propulsion systems. Research and education partners included Glenn Research Center (GRC) and Southwest Research Institute (SwRI) along with the University of Texas at San Antonio (UTSA). SwRI enhanced the NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) code and provided consulting support for NESSUS-related activities at UTSA. NASA funding supported three undergraduate students, two graduate students, a summer course instructor and the Principal Investigator. Matching funds from UTSA provided for the purchase of additional equipment for the enhancement of the Advanced Interactive Computational SGI Lab established during the first year of this Partnership Award to conduct the probabilistic finite element summer courses. The research portion of this report presents the cumulation of work performed through the use of the probabilistic finite element program, NESSUS, Numerical Evaluation and Structures Under Stress, and an embedded Material Strength Degradation (MSD) model. Probabilistic structural analysis provided for quantification of uncertainties associated with the design, thus enabling increased system performance and reliability. The structure examined was a Space Shuttle Main Engine (SSME) fuel turbopump blade. The blade material analyzed was Inconel 718, since the MSD model was previously calibrated for this material. Reliability analysis encompassing the effects of high temperature and high cycle fatigue, yielded a reliability value of 0.99978 using a fully correlated random field for the blade thickness. The reliability did not change significantly for a change in distribution type except for a change in distribution from Gaussian to Weibull for the centrifugal load. The sensitivity factors determined to be most dominant were the centrifugal loading and the initial strength of the material. These two sensitivity factors were influenced most by a change in distribution type from Gaussian to Weibull. The education portion of this report describes short-term and long-term educational objectives. Such objectives serve to integrate research and education components of this project resulting in opportunities for ethnic minority students, principally Hispanic. The primary vehicle to facilitate such integration was the teaching of two probabilistic finite element method courses to undergraduate engineering students in the summers of 1998 and 1999.

The SIMRAND methodology: Theory and application for the simulation of research and development projects

NASA Technical Reports Server (NTRS)

Miles, R. F., Jr.

1986-01-01

A research and development (R&D) project often involves a number of decisions that must be made concerning which subset of systems or tasks are to be undertaken to achieve the goal of the R&D project. To help in this decision making, SIMRAND (SIMulation of Research ANd Development Projects) is a methodology for the selection of the optimal subset of systems or tasks to be undertaken on an R&D project. Using alternative networks, the SIMRAND methodology models the alternative subsets of systems or tasks under consideration. Each path through an alternative network represents one way of satisfying the project goals. Equations are developed that relate the system or task variables to the measure of reference. Uncertainty is incorporated by treating the variables of the equations probabilistically as random variables, with cumulative distribution functions assessed by technical experts. Analytical techniques of probability theory are used to reduce the complexity of the alternative networks. Cardinal utility functions over the measure of preference are assessed for the decision makers. A run of the SIMRAND Computer I Program combines, in a Monte Carlo simulation model, the network structure, the equations, the cumulative distribution functions, and the utility functions.

A Markov chain model for reliability growth and decay

NASA Technical Reports Server (NTRS)

Siegrist, K.

1982-01-01

A mathematical model is developed to describe a complex system undergoing a sequence of trials in which there is interaction between the internal states of the system and the outcomes of the trials. For example, the model might describe a system undergoing testing that is redesigned after each failure. The basic assumptions for the model are that the state of the system after a trial depends probabilistically only on the state before the trial and on the outcome of the trial and that the outcome of a trial depends probabilistically only on the state of the system before the trial. It is shown that under these basic assumptions, the successive states form a Markov chain and the successive states and outcomes jointly form a Markov chain. General results are obtained for the transition probabilities, steady-state distributions, etc. A special case studied in detail describes a system that has two possible state ('repaired' and 'unrepaired') undergoing trials that have three possible outcomes ('inherent failure', 'assignable-cause' 'failure' and 'success'). For this model, the reliability function is computed explicitly and an optimal repair policy is obtained.

Probabilistic liquefaction hazard analysis at liquefied sites of 1956 Dunaharaszti earthquake, in Hungary

NASA Astrophysics Data System (ADS)

Győri, Erzsébet; Gráczer, Zoltán; Tóth, László; Bán, Zoltán; Horváth, Tibor

2017-04-01

Liquefaction potential evaluations are generally made to assess the hazard from specific scenario earthquakes. These evaluations may estimate the potential in a binary fashion (yes/no), define a factor of safety or predict the probability of liquefaction given a scenario event. Usually the level of ground shaking is obtained from the results of PSHA. Although it is determined probabilistically, a single level of ground shaking is selected and used within the liquefaction potential evaluation. In contrary, the fully probabilistic liquefaction potential assessment methods provide a complete picture of liquefaction hazard, namely taking into account the joint probability distribution of PGA and magnitude of earthquake scenarios; both of which are key inputs in the stress-based simplified methods. Kramer and Mayfield (2007) has developed a fully probabilistic liquefaction potential evaluation method using a performance-based earthquake engineering (PBEE) framework. The results of the procedure are the direct estimate of the return period of liquefaction and the liquefaction hazard curves in function of depth. The method combines the disaggregation matrices computed for different exceedance frequencies during probabilistic seismic hazard analysis with one of the recent models for the conditional probability of liquefaction. We have developed a software for the assessment of performance-based liquefaction triggering on the basis of Kramer and Mayfield method. Originally the SPT based probabilistic method of Cetin et al. (2004) was built-in into the procedure of Kramer and Mayfield to compute the conditional probability however there is no professional consensus about its applicability. Therefore we have included not only Cetin's method but Idriss and Boulanger (2012) SPT based moreover Boulanger and Idriss (2014) CPT based procedures into our computer program. In 1956, a damaging earthquake of magnitude 5.6 occurred in Dunaharaszti, in Hungary. Its epicenter was located about 5 km from the southern boundary of Budapest. The quake caused serious damages in the epicentral area and in the southern districts of the capital. The epicentral area of the earthquake is located along the Danube River. Sand boils were observed in some locations that indicated the occurrence of liquefaction. Because their exact locations were recorded at the time of the earthquake, in situ geotechnical measurements (CPT and SPT) could be performed at two (Dunaharaszti and Taksony) sites. The different types of measurements enabled the probabilistic liquefaction hazard computations at the two studied sites. We have compared the return periods of liquefaction that were computed using different built-in simplified stress based methods.

A comparison of numerical solutions of partial differential equations with probabilistic and possibilistic parameters for the quantification of uncertainty in subsurface solute transport.

PubMed

Zhang, Kejiang; Achari, Gopal; Li, Hua

2009-11-03

Traditionally, uncertainty in parameters are represented as probabilistic distributions and incorporated into groundwater flow and contaminant transport models. With the advent of newer uncertainty theories, it is now understood that stochastic methods cannot properly represent non random uncertainties. In the groundwater flow and contaminant transport equations, uncertainty in some parameters may be random, whereas those of others may be non random. The objective of this paper is to develop a fuzzy-stochastic partial differential equation (FSPDE) model to simulate conditions where both random and non random uncertainties are involved in groundwater flow and solute transport. Three potential solution techniques namely, (a) transforming a probability distribution to a possibility distribution (Method I) then a FSPDE becomes a fuzzy partial differential equation (FPDE), (b) transforming a possibility distribution to a probability distribution (Method II) and then a FSPDE becomes a stochastic partial differential equation (SPDE), and (c) the combination of Monte Carlo methods and FPDE solution techniques (Method III) are proposed and compared. The effects of these three methods on the predictive results are investigated by using two case studies. The results show that the predictions obtained from Method II is a specific case of that got from Method I. When an exact probabilistic result is needed, Method II is suggested. As the loss or gain of information during a probability-possibility (or vice versa) transformation cannot be quantified, their influences on the predictive results is not known. Thus, Method III should probably be preferred for risk assessments.

Methods for Probabilistic Radiological Dose Assessment at a High-Level Radioactive Waste Repository.

NASA Astrophysics Data System (ADS)

Maheras, Steven James

Methods were developed to assess and evaluate the uncertainty in offsite and onsite radiological dose at a high-level radioactive waste repository to show reasonable assurance that compliance with applicable regulatory requirements will be achieved. Uncertainty in offsite dose was assessed by employing a stochastic precode in conjunction with Monte Carlo simulation using an offsite radiological dose assessment code. Uncertainty in onsite dose was assessed by employing a discrete-event simulation model of repository operations in conjunction with an occupational radiological dose assessment model. Complementary cumulative distribution functions of offsite and onsite dose were used to illustrate reasonable assurance. Offsite dose analyses were performed for iodine -129, cesium-137, strontium-90, and plutonium-239. Complementary cumulative distribution functions of offsite dose were constructed; offsite dose was lognormally distributed with a two order of magnitude range. However, plutonium-239 results were not lognormally distributed and exhibited less than one order of magnitude range. Onsite dose analyses were performed for the preliminary inspection, receiving and handling, and the underground areas of the repository. Complementary cumulative distribution functions of onsite dose were constructed and exhibited less than one order of magnitude range. A preliminary sensitivity analysis of the receiving and handling areas was conducted using a regression metamodel. Sensitivity coefficients and partial correlation coefficients were used as measures of sensitivity. Model output was most sensitive to parameters related to cask handling operations. Model output showed little sensitivity to parameters related to cask inspections.

The Integrated Medical Model: A Probabilistic Simulation Model for Predicting In-Flight Medical Risks

NASA Technical Reports Server (NTRS)

Keenan, Alexandra; Young, Millennia; Saile, Lynn; Boley, Lynn; Walton, Marlei; Kerstman, Eric; Shah, Ronak; Goodenow, Debra A.; Myers, Jerry G.

2015-01-01

The Integrated Medical Model (IMM) is a probabilistic model that uses simulation to predict mission medical risk. Given a specific mission and crew scenario, medical events are simulated using Monte Carlo methodology to provide estimates of resource utilization, probability of evacuation, probability of loss of crew, and the amount of mission time lost due to illness. Mission and crew scenarios are defined by mission length, extravehicular activity (EVA) schedule, and crew characteristics including: sex, coronary artery calcium score, contacts, dental crowns, history of abdominal surgery, and EVA eligibility. The Integrated Medical Evidence Database (iMED) houses the model inputs for one hundred medical conditions using in-flight, analog, and terrestrial medical data. Inputs include incidence, event durations, resource utilization, and crew functional impairment. Severity of conditions is addressed by defining statistical distributions on the dichotomized best and worst-case scenarios for each condition. The outcome distributions for conditions are bounded by the treatment extremes of the fully treated scenario in which all required resources are available and the untreated scenario in which no required resources are available. Upon occurrence of a simulated medical event, treatment availability is assessed, and outcomes are generated depending on the status of the affected crewmember at the time of onset, including any pre-existing functional impairments or ongoing treatment of concurrent conditions. The main IMM outcomes, including probability of evacuation and loss of crew life, time lost due to medical events, and resource utilization, are useful in informing mission planning decisions. To date, the IMM has been used to assess mission-specific risks with and without certain crewmember characteristics, to determine the impact of eliminating certain resources from the mission medical kit, and to design medical kits that maximally benefit crew health while meeting mass and volume constraints.

The Integrated Medical Model: A Probabilistic Simulation Model Predicting In-Flight Medical Risks

NASA Technical Reports Server (NTRS)

Keenan, Alexandra; Young, Millennia; Saile, Lynn; Boley, Lynn; Walton, Marlei; Kerstman, Eric; Shah, Ronak; Goodenow, Debra A.; Myers, Jerry G., Jr.

2015-01-01

The Integrated Medical Model (IMM) is a probabilistic model that uses simulation to predict mission medical risk. Given a specific mission and crew scenario, medical events are simulated using Monte Carlo methodology to provide estimates of resource utilization, probability of evacuation, probability of loss of crew, and the amount of mission time lost due to illness. Mission and crew scenarios are defined by mission length, extravehicular activity (EVA) schedule, and crew characteristics including: sex, coronary artery calcium score, contacts, dental crowns, history of abdominal surgery, and EVA eligibility. The Integrated Medical Evidence Database (iMED) houses the model inputs for one hundred medical conditions using in-flight, analog, and terrestrial medical data. Inputs include incidence, event durations, resource utilization, and crew functional impairment. Severity of conditions is addressed by defining statistical distributions on the dichotomized best and worst-case scenarios for each condition. The outcome distributions for conditions are bounded by the treatment extremes of the fully treated scenario in which all required resources are available and the untreated scenario in which no required resources are available. Upon occurrence of a simulated medical event, treatment availability is assessed, and outcomes are generated depending on the status of the affected crewmember at the time of onset, including any pre-existing functional impairments or ongoing treatment of concurrent conditions. The main IMM outcomes, including probability of evacuation and loss of crew life, time lost due to medical events, and resource utilization, are useful in informing mission planning decisions. To date, the IMM has been used to assess mission-specific risks with and without certain crewmember characteristics, to determine the impact of eliminating certain resources from the mission medical kit, and to design medical kits that maximally benefit crew health while meeting mass and volume constraints.

Probabilistic structural analysis methods and applications

NASA Technical Reports Server (NTRS)

Cruse, T. A.; Wu, Y.-T.; Dias, B.; Rajagopal, K. R.

1988-01-01

An advanced algorithm for simulating the probabilistic distribution of structural responses due to statistical uncertainties in loads, geometry, material properties, and boundary conditions is reported. The method effectively combines an advanced algorithm for calculating probability levels for multivariate problems (fast probability integration) together with a general-purpose finite-element code for stress, vibration, and buckling analysis. Application is made to a space propulsion system turbine blade for which the geometry and material properties are treated as random variables.

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

Probabilistic bias analysis in pharmacoepidemiology and comparative effectiveness research: a systematic review.

PubMed

Hunnicutt, Jacob N; Ulbricht, Christine M; Chrysanthopoulou, Stavroula A; Lapane, Kate L

2016-12-01

We systematically reviewed pharmacoepidemiologic and comparative effectiveness studies that use probabilistic bias analysis to quantify the effects of systematic error including confounding, misclassification, and selection bias on study results. We found articles published between 2010 and October 2015 through a citation search using Web of Science and Google Scholar and a keyword search using PubMed and Scopus. Eligibility of studies was assessed by one reviewer. Three reviewers independently abstracted data from eligible studies. Fifteen studies used probabilistic bias analysis and were eligible for data abstraction-nine simulated an unmeasured confounder and six simulated misclassification. The majority of studies simulating an unmeasured confounder did not specify the range of plausible estimates for the bias parameters. Studies simulating misclassification were in general clearer when reporting the plausible distribution of bias parameters. Regardless of the bias simulated, the probability distributions assigned to bias parameters, number of simulated iterations, sensitivity analyses, and diagnostics were not discussed in the majority of studies. Despite the prevalence and concern of bias in pharmacoepidemiologic and comparative effectiveness studies, probabilistic bias analysis to quantitatively model the effect of bias was not widely used. The quality of reporting and use of this technique varied and was often unclear. Further discussion and dissemination of the technique are warranted. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

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

Probabilistic Tsunami Hazard Analysis

NASA Astrophysics Data System (ADS)

Thio, H. K.; Ichinose, G. A.; Somerville, P. G.; Polet, J.

2006-12-01

The recent tsunami disaster caused by the 2004 Sumatra-Andaman earthquake has focused our attention to the hazard posed by large earthquakes that occur under water, in particular subduction zone earthquakes, and the tsunamis that they generate. Even though these kinds of events are rare, the very large loss of life and material destruction caused by this earthquake warrant a significant effort towards the mitigation of the tsunami hazard. For ground motion hazard, Probabilistic Seismic Hazard Analysis (PSHA) has become a standard practice in the evaluation and mitigation of seismic hazard to populations in particular with respect to structures, infrastructure and lifelines. Its ability to condense the complexities and variability of seismic activity into a manageable set of parameters greatly facilitates the design of effective seismic resistant buildings but also the planning of infrastructure projects. Probabilistic Tsunami Hazard Analysis (PTHA) achieves the same goal for hazards posed by tsunami. There are great advantages of implementing such a method to evaluate the total risk (seismic and tsunami) to coastal communities. The method that we have developed is based on the traditional PSHA and therefore completely consistent with standard seismic practice. Because of the strong dependence of tsunami wave heights on bathymetry, we use a full waveform tsunami waveform computation in lieu of attenuation relations that are common in PSHA. By pre-computing and storing the tsunami waveforms at points along the coast generated for sets of subfaults that comprise larger earthquake faults, we can efficiently synthesize tsunami waveforms for any slip distribution on those faults by summing the individual subfault tsunami waveforms (weighted by their slip). This efficiency make it feasible to use Green's function summation in lieu of attenuation relations to provide very accurate estimates of tsunami height for probabilistic calculations, where one typically computes thousands of earthquake scenarios. We have carried out preliminary tsunami hazard calculations for different return periods for western North America and Hawaii based on thousands of earthquake scenarios around the Pacific rim and along the coast of North America. We will present tsunami hazard maps for several return periods and also discuss how to use these results for probabilistic inundation and runup mapping. Our knowledge of certain types of tsunami sources is very limited (e.g. submarine landslides), but a probabilistic framework for tsunami hazard evaluation can include even such sources and their uncertainties and present the overall hazard in a meaningful and consistent way.

Using Tranformation Group Priors and Maximum Relative Entropy for Bayesian Glaciological Inversions

NASA Astrophysics Data System (ADS)

Arthern, R. J.; Hindmarsh, R. C. A.; Williams, C. R.

2014-12-01

One of the key advances that has allowed better simulations of the large ice sheets of Greenland and Antarctica has been the use of inverse methods. These have allowed poorly known parameters such as the basal drag coefficient and ice viscosity to be constrained using a wide variety of satellite observations. Inverse methods used by glaciologists have broadly followed one of two related approaches. The first is minimization of a cost function that describes the misfit to the observations, often accompanied by some kind of explicit or implicit regularization that promotes smallness or smoothness in the inverted parameters. The second approach is a probabilistic framework that makes use of Bayes' theorem to update prior assumptions about the probability of parameters, making use of data with known error estimates. Both approaches have much in common and questions of regularization often map onto implicit choices of prior probabilities that are made explicit in the Bayesian framework. In both approaches questions can arise that seem to demand subjective input. What should the functional form of the cost function be if there are alternatives? What kind of regularization should be applied, and how much? How should the prior probability distribution for a parameter such as basal slipperiness be specified when we know so little about the details of the subglacial environment? Here we consider some approaches that have been used to address these questions and discuss ways that probabilistic prior information used for regularizing glaciological inversions might be specified with greater objectivity.

Possibility-based robust design optimization for the structural-acoustic system with fuzzy parameters

NASA Astrophysics Data System (ADS)

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

2018-03-01

The conventional engineering optimization problems considering uncertainties are based on the probabilistic model. However, the probabilistic model may be unavailable because of the lack of sufficient objective information to construct the precise probability distribution of uncertainties. This paper proposes a possibility-based robust design optimization (PBRDO) framework for the uncertain structural-acoustic system based on the fuzzy set model, which can be constructed by expert opinions. The objective of robust design is to optimize the expectation and variability of system performance with respect to uncertainties simultaneously. In the proposed PBRDO, the entropy of the fuzzy system response is used as the variability index; the weighted sum of the entropy and expectation of the fuzzy response is used as the objective function, and the constraints are established in the possibility context. The computations for the constraints and objective function of PBRDO are a triple-loop and a double-loop nested problem, respectively, whose computational costs are considerable. To improve the computational efficiency, the target performance approach is introduced to transform the calculation of the constraints into a double-loop nested problem. To further improve the computational efficiency, a Chebyshev fuzzy method (CFM) based on the Chebyshev polynomials is proposed to estimate the objective function, and the Chebyshev interval method (CIM) is introduced to estimate the constraints, thereby the optimization problem is transformed into a single-loop one. Numerical results on a shell structural-acoustic system verify the effectiveness and feasibility of the proposed methods.

Multi-Scale/Multi-Functional Probabilistic Composite Fatigue

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2008-01-01

A multi-level (multi-scale/multi-functional) evaluation is demonstrated by applying it to three different sample problems. These problems include the probabilistic evaluation of a space shuttle main engine blade, an engine rotor and an aircraft wing. The results demonstrate that the blade will fail at the highest probability path, the engine two-stage rotor will fail by fracture at the rim and the aircraft wing will fail at 109 fatigue cycles with a probability of 0.9967.

Modeling the Effect of Reward Amount on Probability Discounting

ERIC Educational Resources Information Center

Myerson, Joel; Green, Leonard; Morris, Joshua

2011-01-01

The present study with college students examined the effect of amount on the discounting of probabilistic monetary rewards. A hyperboloid function accurately described the discounting of hypothetical rewards ranging in amount from $20 to $10,000,000. The degree of discounting increased continuously with amount of probabilistic reward. This effect…

Groundwater Remediation using Bayesian Information-Gap Decision Theory

NASA Astrophysics Data System (ADS)

O'Malley, D.; Vesselinov, V. V.

2016-12-01

Probabilistic analyses of groundwater remediation scenarios frequently fail because the probability of an adverse, unanticipated event occurring is often high. In general, models of flow and transport in contaminated aquifers are always simpler than reality. Further, when a probabilistic analysis is performed, probability distributions are usually chosen more for convenience than correctness. The Bayesian Information-Gap Decision Theory (BIGDT) was designed to mitigate the shortcomings of the models and probabilistic decision analyses by leveraging a non-probabilistic decision theory - information-gap decision theory. BIGDT considers possible models that have not been explicitly enumerated and does not require us to commit to a particular probability distribution for model and remediation-design parameters. Both the set of possible models and the set of possible probability distributions grow as the degree of uncertainty increases. The fundamental question that BIGDT asks is "How large can these sets be before a particular decision results in an undesirable outcome?". The decision that allows these sets to be the largest is considered to be the best option. In this way, BIGDT enables robust decision-support for groundwater remediation problems. Here we apply BIGDT to in a representative groundwater remediation scenario where different options for hydraulic containment and pump & treat are being considered. BIGDT requires many model runs and for complex models high-performance computing resources are needed. These analyses are carried out on synthetic problems, but are applicable to real-world problems such as LANL site contaminations. BIGDT is implemented in Julia (a high-level, high-performance dynamic programming language for technical computing) and is part of the MADS framework (http://mads.lanl.gov/ and https://github.com/madsjulia/Mads.jl).

Probabilistic Learning by Rodent Grid Cells

PubMed Central

Cheung, Allen

2016-01-01

Mounting evidence shows mammalian brains are probabilistic computers, but the specific cells involved remain elusive. Parallel research suggests that grid cells of the mammalian hippocampal formation are fundamental to spatial cognition but their diverse response properties still defy explanation. No plausible model exists which explains stable grids in darkness for twenty minutes or longer, despite being one of the first results ever published on grid cells. Similarly, no current explanation can tie together grid fragmentation and grid rescaling, which show very different forms of flexibility in grid responses when the environment is varied. Other properties such as attractor dynamics and grid anisotropy seem to be at odds with one another unless additional properties are assumed such as a varying velocity gain. Modelling efforts have largely ignored the breadth of response patterns, while also failing to account for the disastrous effects of sensory noise during spatial learning and recall, especially in darkness. Here, published electrophysiological evidence from a range of experiments are reinterpreted using a novel probabilistic learning model, which shows that grid cell responses are accurately predicted by a probabilistic learning process. Diverse response properties of probabilistic grid cells are statistically indistinguishable from rat grid cells across key manipulations. A simple coherent set of probabilistic computations explains stable grid fields in darkness, partial grid rescaling in resized arenas, low-dimensional attractor grid cell dynamics, and grid fragmentation in hairpin mazes. The same computations also reconcile oscillatory dynamics at the single cell level with attractor dynamics at the cell ensemble level. Additionally, a clear functional role for boundary cells is proposed for spatial learning. These findings provide a parsimonious and unified explanation of grid cell function, and implicate grid cells as an accessible neuronal population readout of a set of probabilistic spatial computations. PMID:27792723

Probabilistic Cellular Automata

PubMed Central

Agapie, Alexandru; Giuclea, Marius

2014-01-01

Abstract Cellular automata are binary lattices used for modeling complex dynamical systems. The automaton evolves iteratively from one configuration to another, using some local transition rule based on the number of ones in the neighborhood of each cell. With respect to the number of cells allowed to change per iteration, we speak of either synchronous or asynchronous automata. If randomness is involved to some degree in the transition rule, we speak of probabilistic automata, otherwise they are called deterministic. With either type of cellular automaton we are dealing with, the main theoretical challenge stays the same: starting from an arbitrary initial configuration, predict (with highest accuracy) the end configuration. If the automaton is deterministic, the outcome simplifies to one of two configurations, all zeros or all ones. If the automaton is probabilistic, the whole process is modeled by a finite homogeneous Markov chain, and the outcome is the corresponding stationary distribution. Based on our previous results for the asynchronous case—connecting the probability of a configuration in the stationary distribution to its number of zero-one borders—the article offers both numerical and theoretical insight into the long-term behavior of synchronous cellular automata. PMID:24999557

Probabilistic cellular automata.

PubMed

Agapie, Alexandru; Andreica, Anca; Giuclea, Marius

2014-09-01

Cellular automata are binary lattices used for modeling complex dynamical systems. The automaton evolves iteratively from one configuration to another, using some local transition rule based on the number of ones in the neighborhood of each cell. With respect to the number of cells allowed to change per iteration, we speak of either synchronous or asynchronous automata. If randomness is involved to some degree in the transition rule, we speak of probabilistic automata, otherwise they are called deterministic. With either type of cellular automaton we are dealing with, the main theoretical challenge stays the same: starting from an arbitrary initial configuration, predict (with highest accuracy) the end configuration. If the automaton is deterministic, the outcome simplifies to one of two configurations, all zeros or all ones. If the automaton is probabilistic, the whole process is modeled by a finite homogeneous Markov chain, and the outcome is the corresponding stationary distribution. Based on our previous results for the asynchronous case-connecting the probability of a configuration in the stationary distribution to its number of zero-one borders-the article offers both numerical and theoretical insight into the long-term behavior of synchronous cellular automata.

Efficient Location Uncertainty Treatment for Probabilistic Modelling of Portfolio Loss from Earthquake Events

NASA Astrophysics Data System (ADS)

Scheingraber, Christoph; Käser, Martin; Allmann, Alexander

2017-04-01

Probabilistic seismic risk analysis (PSRA) is a well-established method for modelling loss from earthquake events. In the insurance industry, it is widely employed for probabilistic modelling of loss to a distributed portfolio. In this context, precise exposure locations are often unknown, which results in considerable loss uncertainty. The treatment of exposure uncertainty has already been identified as an area where PSRA would benefit from increased research attention. However, so far, epistemic location uncertainty has not been in the focus of a large amount of research. We propose a new framework for efficient treatment of location uncertainty. To demonstrate the usefulness of this novel method, a large number of synthetic portfolios resembling real-world portfolios is systematically analyzed. We investigate the effect of portfolio characteristics such as value distribution, portfolio size, or proportion of risk items with unknown coordinates on loss variability. Several sampling criteria to increase the computational efficiency of the framework are proposed and put into the wider context of well-established Monte-Carlo variance reduction techniques. The performance of each of the proposed criteria is analyzed.

Variational Bayesian Inversion of Quasi-Localized Seismic Attributes for the Spatial Distribution of Geological Facies

NASA Astrophysics Data System (ADS)

Nawaz, Muhammad Atif; Curtis, Andrew

2018-04-01

We introduce a new Bayesian inversion method that estimates the spatial distribution of geological facies from attributes of seismic data, by showing how the usual probabilistic inverse problem can be solved using an optimization framework still providing full probabilistic results. Our mathematical model consists of seismic attributes as observed data, which are assumed to have been generated by the geological facies. The method infers the post-inversion (posterior) probability density of the facies plus some other unknown model parameters, from the seismic attributes and geological prior information. Most previous research in this domain is based on the localized likelihoods assumption, whereby the seismic attributes at a location are assumed to depend on the facies only at that location. Such an assumption is unrealistic because of imperfect seismic data acquisition and processing, and fundamental limitations of seismic imaging methods. In this paper, we relax this assumption: we allow probabilistic dependence between seismic attributes at a location and the facies in any neighbourhood of that location through a spatial filter. We term such likelihoods quasi-localized.

On the distribution of saliency.

PubMed

Berengolts, Alexander; Lindenbaum, Michael

2006-12-01

Detecting salient structures is a basic task in perceptual organization. Saliency algorithms typically mark edge-points with some saliency measure, which grows with the length and smoothness of the curve on which these edge-points lie. Here, we propose a modified saliency estimation mechanism that is based on probabilistically specified grouping cues and on curve length distributions. In this framework, the Shashua and Ullman saliency mechanism may be interpreted as a process for detecting the curve with maximal expected length. Generalized types of saliency naturally follow. We propose several specific generalizations (e.g., gray-level-based saliency) and rigorously derive the limitations on generalized saliency types. We then carry out a probabilistic analysis of expected length saliencies. Using ergodicity and asymptotic analysis, we derive the saliency distributions associated with the main curves and with the rest of the image. We then extend this analysis to finite-length curves. Using the derived distributions, we derive the optimal threshold on the saliency for discriminating between figure and background and bound the saliency-based figure-from-ground performance.

A wavelet-based estimator of the degrees of freedom in denoised fMRI time series for probabilistic testing of functional connectivity and brain graphs.

PubMed

Patel, Ameera X; Bullmore, Edward T

2016-11-15

Connectome mapping using techniques such as functional magnetic resonance imaging (fMRI) has become a focus of systems neuroscience. There remain many statistical challenges in analysis of functional connectivity and network architecture from BOLD fMRI multivariate time series. One key statistic for any time series is its (effective) degrees of freedom, df, which will generally be less than the number of time points (or nominal degrees of freedom, N). If we know the df, then probabilistic inference on other fMRI statistics, such as the correlation between two voxel or regional time series, is feasible. However, we currently lack good estimators of df in fMRI time series, especially after the degrees of freedom of the "raw" data have been modified substantially by denoising algorithms for head movement. Here, we used a wavelet-based method both to denoise fMRI data and to estimate the (effective) df of the denoised process. We show that seed voxel correlations corrected for locally variable df could be tested for false positive connectivity with better control over Type I error and greater specificity of anatomical mapping than probabilistic connectivity maps using the nominal degrees of freedom. We also show that wavelet despiked statistics can be used to estimate all pairwise correlations between a set of regional nodes, assign a P value to each edge, and then iteratively add edges to the graph in order of increasing P. These probabilistically thresholded graphs are likely more robust to regional variation in head movement effects than comparable graphs constructed by thresholding correlations. Finally, we show that time-windowed estimates of df can be used for probabilistic connectivity testing or dynamic network analysis so that apparent changes in the functional connectome are appropriately corrected for the effects of transient noise bursts. Wavelet despiking is both an algorithm for fMRI time series denoising and an estimator of the (effective) df of denoised fMRI time series. Accurate estimation of df offers many potential advantages for probabilistically thresholding functional connectivity and network statistics tested in the context of spatially variant and non-stationary noise. Code for wavelet despiking, seed correlational testing and probabilistic graph construction is freely available to download as part of the BrainWavelet Toolbox at www.brainwavelet.org. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

Mixing zone and drinking water intake dilution factor and wastewater generation distributions to enable probabilistic assessment of down-the-drain consumer product chemicals in the U.S.

PubMed

Kapo, Katherine E; McDonough, Kathleen; Federle, Thomas; Dyer, Scott; Vamshi, Raghu

2015-06-15

Environmental exposure and associated ecological risk related to down-the-drain chemicals discharged by municipal wastewater treatment plants (WWTPs) are strongly influenced by in-stream dilution of receiving waters which varies by geography, flow conditions and upstream wastewater inputs. The iSTREEM® model (American Cleaning Institute, Washington D.C.) was utilized to determine probabilistic distributions for no decay and decay-based dilution factors in mean annual and low (7Q10) flow conditions. The dilution factors derived in this study are "combined" dilution factors which account for both hydrologic dilution and cumulative upstream effluent contributions that will differ depending on the rate of in-stream decay due to biodegradation, volatilization, sorption, etc. for the chemical being evaluated. The median dilution factors estimated in this study (based on various in-stream decay rates from zero decay to a 1h half-life) for WWTP mixing zones dominated by domestic wastewater flow ranged from 132 to 609 at mean flow and 5 to 25 at low flow, while median dilution factors at drinking water intakes (mean flow) ranged from 146 to 2×10(7) depending on the in-stream decay rate. WWTPs within the iSTREEM® model were used to generate a distribution of per capita wastewater generated in the U.S. The dilution factor and per capita wastewater generation distributions developed by this work can be used to conduct probabilistic exposure assessments for down-the-drain chemicals in influent wastewater, wastewater treatment plant mixing zones and at drinking water intakes in the conterminous U.S. In addition, evaluation of types and abundance of U.S. wastewater treatment processes provided insight into treatment trends and the flow volume treated by each type of process. Moreover, removal efficiencies of chemicals can differ by treatment type. Hence, the availability of distributions for per capita wastewater production, treatment type, and dilution factors at a national level provides a series of practical and powerful tools for building probabilistic exposure models. Copyright © 2015 Elsevier B.V. All rights reserved.

A probabilistic analysis of cumulative carbon emissions and long-term planetary warming

DOE PAGES

Fyke, Jeremy Garmeson; Matthews, H. Damon

2015-11-16

Efforts to mitigate and adapt to long-term climate change could benefit greatly from probabilistic estimates of cumulative carbon emissions due to fossil fuel burning and resulting CO 2-induced planetary warming. Here we demonstrate the use of a reduced-form model to project these variables. We performed simulations using a large-ensemble framework with parametric uncertainty sampled to produce distributions of future cumulative emissions and consequent planetary warming. A hind-cast ensemble of simulations captured 1980–2012 historical CO 2 emissions trends and an ensemble of future projection simulations generated a distribution of emission scenarios that qualitatively resembled the suite of Representative and Extended Concentrationmore » Pathways. The resulting cumulative carbon emission and temperature change distributions are characterized by 5–95th percentile ranges of 0.96–4.9 teratonnes C (Tt C) and 1.4 °C–8.5 °C, respectively, with 50th percentiles at 3.1 Tt C and 4.7 °C. Within the wide range of policy-related parameter combinations that produced these distributions, we found that low-emission simulations were characterized by both high carbon prices and low costs of non-fossil fuel energy sources, suggesting the importance of these two policy levers in particular for avoiding dangerous levels of climate warming. With this analysis we demonstrate a probabilistic approach to the challenge of identifying strategies for limiting cumulative carbon emissions and assessing likelihoods of surpassing dangerous temperature thresholds.« less

From cyclone tracks to the costs of European winter storms: A probabilistic loss assessment model

NASA Astrophysics Data System (ADS)

Renggli, Dominik; Corti, Thierry; Reese, Stefan; Wueest, Marc; Viktor, Elisabeth; Zimmerli, Peter

2014-05-01

The quantitative assessment of the potential losses of European winter storms is essential for the economic viability of a global reinsurance company. For this purpose, reinsurance companies generally use probabilistic loss assessment models. This work presents an innovative approach to develop physically meaningful probabilistic events for Swiss Re's new European winter storm loss model. The meteorological hazard component of the new model is based on cyclone and windstorm tracks identified in the 20th Century Reanalysis data. The knowledge of the evolution of winter storms both in time and space allows the physically meaningful perturbation of properties of historical events (e.g. track, intensity). The perturbation includes a random element but also takes the local climatology and the evolution of the historical event into account. The low-resolution wind footprints taken from 20th Century Reanalysis are processed by a statistical-dynamical downscaling to generate high-resolution footprints of the historical and probabilistic winter storm events. Downscaling transfer functions are generated using ENSEMBLES regional climate model data. The result is a set of reliable probabilistic events representing thousands of years. The event set is then combined with country- and risk-specific vulnerability functions and detailed market- or client-specific exposure information to compute (re-)insurance risk premiums.

Analysis of the French insurance market exposure to floods: a stochastic model combining river overflow and surface runoff

NASA Astrophysics Data System (ADS)

Moncoulon, D.; Labat, D.; Ardon, J.; Onfroy, T.; Leblois, E.; Poulard, C.; Aji, S.; Rémy, A.; Quantin, A.

2013-07-01

The analysis of flood exposure at a national scale for the French insurance market must combine the generation of a probabilistic event set of all possible but not yet occurred flood situations with hazard and damage modeling. In this study, hazard and damage models are calibrated on a 1995-2012 historical event set, both for hazard results (river flow, flooded areas) and loss estimations. Thus, uncertainties in the deterministic estimation of a single event loss are known before simulating a probabilistic event set. To take into account at least 90% of the insured flood losses, the probabilistic event set must combine the river overflow (small and large catchments) with the surface runoff due to heavy rainfall, on the slopes of the watershed. Indeed, internal studies of CCR claim database has shown that approximately 45% of the insured flood losses are located inside the floodplains and 45% outside. 10% other percent are due to seasurge floods and groundwater rise. In this approach, two independent probabilistic methods are combined to create a single flood loss distribution: generation of fictive river flows based on the historical records of the river gauge network and generation of fictive rain fields on small catchments, calibrated on the 1958-2010 Météo-France rain database SAFRAN. All the events in the probabilistic event sets are simulated with the deterministic model. This hazard and damage distribution is used to simulate the flood losses at the national scale for an insurance company (MACIF) and to generate flood areas associated with hazard return periods. The flood maps concern river overflow and surface water runoff. Validation of these maps is conducted by comparison with the address located claim data on a small catchment (downstream Argens).

Remembrance of inferences past: Amortization in human hypothesis generation.

PubMed

Dasgupta, Ishita; Schulz, Eric; Goodman, Noah D; Gershman, Samuel J

2018-05-21

Bayesian models of cognition assume that people compute probability distributions over hypotheses. However, the required computations are frequently intractable or prohibitively expensive. Since people often encounter many closely related distributions, selective reuse of computations (amortized inference) is a computationally efficient use of the brain's limited resources. We present three experiments that provide evidence for amortization in human probabilistic reasoning. When sequentially answering two related queries about natural scenes, participants' responses to the second query systematically depend on the structure of the first query. This influence is sensitive to the content of the queries, only appearing when the queries are related. Using a cognitive load manipulation, we find evidence that people amortize summary statistics of previous inferences, rather than storing the entire distribution. These findings support the view that the brain trades off accuracy and computational cost, to make efficient use of its limited cognitive resources to approximate probabilistic inference. Copyright © 2018 Elsevier B.V. All rights reserved.

Statistical Characterization of the Mechanical Parameters of Intact Rock Under Triaxial Compression: An Experimental Proof of the Jinping Marble

NASA Astrophysics Data System (ADS)

Jiang, Quan; Zhong, Shan; Cui, Jie; Feng, Xia-Ting; Song, Leibo

2016-12-01

We investigated the statistical characteristics and probability distribution of the mechanical parameters of natural rock using triaxial compression tests. Twenty cores of Jinping marble were tested under each different levels of confining stress (i.e., 5, 10, 20, 30, and 40 MPa). From these full stress-strain data, we summarized the numerical characteristics and determined the probability distribution form of several important mechanical parameters, including deformational parameters, characteristic strength, characteristic strains, and failure angle. The statistical proofs relating to the mechanical parameters of rock presented new information about the marble's probabilistic distribution characteristics. The normal and log-normal distributions were appropriate for describing random strengths of rock; the coefficients of variation of the peak strengths had no relationship to the confining stress; the only acceptable random distribution for both Young's elastic modulus and Poisson's ratio was the log-normal function; and the cohesive strength had a different probability distribution pattern than the frictional angle. The triaxial tests and statistical analysis also provided experimental evidence for deciding the minimum reliable number of experimental sample and for picking appropriate parameter distributions to use in reliability calculations for rock engineering.

A Computer Program to Evaluate Timber Production Investments Under Uncertainty

Treesearch

Dennis L. Schweitzer

1968-01-01

A computer program has been written in Fortran IV to calculate probability distributions of present worths of investments in timber production. Inputs can include both point and probabilistic estimates of future costs, prices, and yields. Distributions of rates of return can also be constructed.

A Probabilistic Approach for Reliability and Life Prediction of Electronics in Drilling and Evaluation Tools

DTIC Science & Technology

2014-12-23

A Probabilistic Approach for Reliability and Life Prediction of Electronics in Drilling and Evaluation Tools Amit A. Kale 1 , Katrina Carter...dielectric breakdown has been Amit Kale et al. This is an open-access article distributed under the terms of the Creative Commons Attribution 3.0...160.doi 10.1016/S0167- 4730(00)00005-9. BIOGRAPHIES Amit A. Kale was born in Bhopal, India on October 25 1978. He earned PhD in 2005 and MS in

Probabilistic Cloning of Three Real States with Optimal Success Probabilities

NASA Astrophysics Data System (ADS)

Rui, Pin-shu

2017-06-01

We investigate the probabilistic quantum cloning (PQC) of three real states with average probability distribution. To get the analytic forms of the optimal success probabilities we assume that the three states have only two pairwise inner products. Based on the optimal success probabilities, we derive the explicit form of 1 →2 PQC for cloning three real states. The unitary operation needed in the PQC process is worked out too. The optimal success probabilities are also generalized to the M→ N PQC case.

Probabilistic Simulation for Nanocomposite Fracture

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2010-01-01

A unique probabilistic theory is described to predict the uniaxial strengths and fracture properties of nanocomposites. The simulation is based on composite micromechanics with progressive substructuring down to a nanoscale slice of a nanofiber where all the governing equations are formulated. These equations have been programmed in a computer code. That computer code is used to simulate uniaxial strengths and fracture of a nanofiber laminate. The results are presented graphically and discussed with respect to their practical significance. These results show smooth distributions from low probability to high.

Learning Probabilistic Inference through Spike-Timing-Dependent Plasticity.

PubMed

Pecevski, Dejan; Maass, Wolfgang

2016-01-01

Numerous experimental data show that the brain is able to extract information from complex, uncertain, and often ambiguous experiences. Furthermore, it can use such learnt information for decision making through probabilistic inference. Several models have been proposed that aim at explaining how probabilistic inference could be performed by networks of neurons in the brain. We propose here a model that can also explain how such neural network could acquire the necessary information for that from examples. We show that spike-timing-dependent plasticity in combination with intrinsic plasticity generates in ensembles of pyramidal cells with lateral inhibition a fundamental building block for that: probabilistic associations between neurons that represent through their firing current values of random variables. Furthermore, by combining such adaptive network motifs in a recursive manner the resulting network is enabled to extract statistical information from complex input streams, and to build an internal model for the distribution p (*) that generates the examples it receives. This holds even if p (*) contains higher-order moments. The analysis of this learning process is supported by a rigorous theoretical foundation. Furthermore, we show that the network can use the learnt internal model immediately for prediction, decision making, and other types of probabilistic inference.

Learning Probabilistic Inference through Spike-Timing-Dependent Plasticity123

PubMed Central

Pecevski, Dejan

2016-01-01

Abstract Numerous experimental data show that the brain is able to extract information from complex, uncertain, and often ambiguous experiences. Furthermore, it can use such learnt information for decision making through probabilistic inference. Several models have been proposed that aim at explaining how probabilistic inference could be performed by networks of neurons in the brain. We propose here a model that can also explain how such neural network could acquire the necessary information for that from examples. We show that spike-timing-dependent plasticity in combination with intrinsic plasticity generates in ensembles of pyramidal cells with lateral inhibition a fundamental building block for that: probabilistic associations between neurons that represent through their firing current values of random variables. Furthermore, by combining such adaptive network motifs in a recursive manner the resulting network is enabled to extract statistical information from complex input streams, and to build an internal model for the distribution p* that generates the examples it receives. This holds even if p* contains higher-order moments. The analysis of this learning process is supported by a rigorous theoretical foundation. Furthermore, we show that the network can use the learnt internal model immediately for prediction, decision making, and other types of probabilistic inference. PMID:27419214

Bayesian Probability Theory

NASA Astrophysics Data System (ADS)

von der Linden, Wolfgang; Dose, Volker; von Toussaint, Udo

2014-06-01

Preface; Part I. Introduction: 1. The meaning of probability; 2. Basic definitions; 3. Bayesian inference; 4. Combinatrics; 5. Random walks; 6. Limit theorems; 7. Continuous distributions; 8. The central limit theorem; 9. Poisson processes and waiting times; Part II. Assigning Probabilities: 10. Transformation invariance; 11. Maximum entropy; 12. Qualified maximum entropy; 13. Global smoothness; Part III. Parameter Estimation: 14. Bayesian parameter estimation; 15. Frequentist parameter estimation; 16. The Cramer-Rao inequality; Part IV. Testing Hypotheses: 17. The Bayesian way; 18. The frequentist way; 19. Sampling distributions; 20. Bayesian vs frequentist hypothesis tests; Part V. Real World Applications: 21. Regression; 22. Inconsistent data; 23. Unrecognized signal contributions; 24. Change point problems; 25. Function estimation; 26. Integral equations; 27. Model selection; 28. Bayesian experimental design; Part VI. Probabilistic Numerical Techniques: 29. Numerical integration; 30. Monte Carlo methods; 31. Nested sampling; Appendixes; References; Index.

Learning Additional Languages as Hierarchical Probabilistic Inference: Insights From First Language Processing.

PubMed

Pajak, Bozena; Fine, Alex B; Kleinschmidt, Dave F; Jaeger, T Florian

2016-12-01

We present a framework of second and additional language (L2/L n ) acquisition motivated by recent work on socio-indexical knowledge in first language (L1) processing. The distribution of linguistic categories covaries with socio-indexical variables (e.g., talker identity, gender, dialects). We summarize evidence that implicit probabilistic knowledge of this covariance is critical to L1 processing, and propose that L2/L n learning uses the same type of socio-indexical information to probabilistically infer latent hierarchical structure over previously learned and new languages. This structure guides the acquisition of new languages based on their inferred place within that hierarchy, and is itself continuously revised based on new input from any language. This proposal unifies L1 processing and L2/L n acquisition as probabilistic inference under uncertainty over socio-indexical structure. It also offers a new perspective on crosslinguistic influences during L2/L n learning, accommodating gradient and continued transfer (both negative and positive) from previously learned to novel languages, and vice versa.

Learning Additional Languages as Hierarchical Probabilistic Inference: Insights From First Language Processing

PubMed Central

Pajak, Bozena; Fine, Alex B.; Kleinschmidt, Dave F.; Jaeger, T. Florian

2015-01-01

We present a framework of second and additional language (L2/Ln) acquisition motivated by recent work on socio-indexical knowledge in first language (L1) processing. The distribution of linguistic categories covaries with socio-indexical variables (e.g., talker identity, gender, dialects). We summarize evidence that implicit probabilistic knowledge of this covariance is critical to L1 processing, and propose that L2/Ln learning uses the same type of socio-indexical information to probabilistically infer latent hierarchical structure over previously learned and new languages. This structure guides the acquisition of new languages based on their inferred place within that hierarchy, and is itself continuously revised based on new input from any language. This proposal unifies L1 processing and L2/Ln acquisition as probabilistic inference under uncertainty over socio-indexical structure. It also offers a new perspective on crosslinguistic influences during L2/Ln learning, accommodating gradient and continued transfer (both negative and positive) from previously learned to novel languages, and vice versa. PMID:28348442

A temporal-spatial postprocessing model for probabilistic run-off forecast. With a case study from Ulla-Førre with five catchments and ten lead times

NASA Astrophysics Data System (ADS)

Engeland, K.; Steinsland, I.

2012-04-01

This work is driven by the needs of next generation short term optimization methodology for hydro power production. Stochastic optimization are about to be introduced; i.e. optimizing when available resources (water) and utility (prices) are uncertain. In this paper we focus on the available resources, i.e. water, where uncertainty mainly comes from uncertainty in future runoff. When optimizing a water system all catchments and several lead times have to be considered simultaneously. Depending on the system of hydropower reservoirs, it might be a set of headwater catchments, a system of upstream /downstream reservoirs where water used from one catchment /dam arrives in a lower catchment maybe days later, or a combination of both. The aim of this paper is therefore to construct a simultaneous probabilistic forecast for several catchments and lead times, i.e. to provide a predictive distribution for the forecasts. Stochastic optimization methods need samples/ensembles of run-off forecasts as input. Hence, it should also be possible to sample from our probabilistic forecast. A post-processing approach is taken, and an error model based on Box- Cox transformation, power transform and a temporal-spatial copula model is used. It accounts for both between catchment and between lead time dependencies. In operational use it is strait forward to sample run-off ensembles from this models that inherits the catchment and lead time dependencies. The methodology is tested and demonstrated in the Ulla-Førre river system, and simultaneous probabilistic forecasts for five catchments and ten lead times are constructed. The methodology has enough flexibility to model operationally important features in this case study such as hetroscadasety, lead-time varying temporal dependency and lead-time varying inter-catchment dependency. Our model is evaluated using CRPS for marginal predictive distributions and energy score for joint predictive distribution. It is tested against deterministic run-off forecast, climatology forecast and a persistent forecast, and is found to be the better probabilistic forecast for lead time grater then two. From an operational point of view the results are interesting as the between catchment dependency gets stronger with longer lead-times.

Reliability, Risk and Cost Trade-Offs for Composite Designs

NASA Technical Reports Server (NTRS)

Shiao, Michael C.; Singhal, Surendra N.; Chamis, Christos C.

1996-01-01

Risk and cost trade-offs have been simulated using a probabilistic method. The probabilistic method accounts for all naturally-occurring uncertainties including those in constituent material properties, fabrication variables, structure geometry and loading conditions. The probability density function of first buckling load for a set of uncertain variables is computed. The probabilistic sensitivity factors of uncertain variables to the first buckling load is calculated. The reliability-based cost for a composite fuselage panel is defined and minimized with respect to requisite design parameters. The optimization is achieved by solving a system of nonlinear algebraic equations whose coefficients are functions of probabilistic sensitivity factors. With optimum design parameters such as the mean and coefficient of variation (representing range of scatter) of uncertain variables, the most efficient and economical manufacturing procedure can be selected. In this paper, optimum values of the requisite design parameters for a predetermined cost due to failure occurrence are computationally determined. The results for the fuselage panel analysis show that the higher the cost due to failure occurrence, the smaller the optimum coefficient of variation of fiber modulus (design parameter) in longitudinal direction.

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

A. Alfonsi; C. Rabiti; D. Mandelli

The Reactor Analysis and Virtual control ENviroment (RAVEN) code is a software tool that acts as the control logic driver and post-processing engine for the newly developed Thermal-Hydraulic code RELAP-7. RAVEN is now a multi-purpose Probabilistic Risk Assessment (PRA) software framework that allows dispatching different functionalities: Derive and actuate the control logic required to simulate the plant control system and operator actions (guided procedures), allowing on-line monitoring/controlling in the Phase Space Perform both Monte-Carlo sampling of random distributed events and Dynamic Event Tree based analysis Facilitate the input/output handling through a Graphical User Interface (GUI) and a post-processing data miningmore » module« less

Development of probabilistic internal dosimetry computer code

NASA Astrophysics Data System (ADS)

Noh, Siwan; Kwon, Tae-Eun; Lee, Jai-Ki

2017-02-01

Internal radiation dose assessment involves biokinetic models, the corresponding parameters, measured data, and many assumptions. Every component considered in the internal dose assessment has its own uncertainty, which is propagated in the intake activity and internal dose estimates. For research or scientific purposes, and for retrospective dose reconstruction for accident scenarios occurring in workplaces having a large quantity of unsealed radionuclides, such as nuclear power plants, nuclear fuel cycle facilities, and facilities in which nuclear medicine is practiced, a quantitative uncertainty assessment of the internal dose is often required. However, no calculation tools or computer codes that incorporate all the relevant processes and their corresponding uncertainties, i.e., from the measured data to the committed dose, are available. Thus, the objective of the present study is to develop an integrated probabilistic internal-dose-assessment computer code. First, the uncertainty components in internal dosimetry are identified, and quantitative uncertainty data are collected. Then, an uncertainty database is established for each component. In order to propagate these uncertainties in an internal dose assessment, a probabilistic internal-dose-assessment system that employs the Bayesian and Monte Carlo methods. Based on the developed system, we developed a probabilistic internal-dose-assessment code by using MATLAB so as to estimate the dose distributions from the measured data with uncertainty. Using the developed code, we calculated the internal dose distribution and statistical values ( e.g. the 2.5th, 5th, median, 95th, and 97.5th percentiles) for three sample scenarios. On the basis of the distributions, we performed a sensitivity analysis to determine the influence of each component on the resulting dose in order to identify the major component of the uncertainty in a bioassay. The results of this study can be applied to various situations. In cases of severe internal exposure, the causation probability of a deterministic health effect can be derived from the dose distribution, and a high statistical value ( e.g., the 95th percentile of the distribution) can be used to determine the appropriate intervention. The distribution-based sensitivity analysis can also be used to quantify the contribution of each factor to the dose uncertainty, which is essential information for reducing and optimizing the uncertainty in the internal dose assessment. Therefore, the present study can contribute to retrospective dose assessment for accidental internal exposure scenarios, as well as to internal dose monitoring optimization and uncertainty reduction.

Fatigue crack growth model RANDOM2 user manual, appendix 1

NASA Technical Reports Server (NTRS)

Boyce, Lola; Lovelace, Thomas B.

1989-01-01

The FORTRAN program RANDOM2 is documented. RANDOM2 is based on fracture mechanics using a probabilistic fatigue crack growth model. It predicts the random lifetime of an engine component to reach a given crack size. Included in this user manual are details regarding the theoretical background of RANDOM2, input data, instructions and a sample problem illustrating the use of RANDOM2. Appendix A gives information on the physical quantities, their symbols, FORTRAN names, and both SI and U.S. Customary units. Appendix B includes photocopies of the actual computer printout corresponding to the sample problem. Appendices C and D detail the IMSL, Ver. 10(1), subroutines and functions called by RANDOM2 and a SAS/GRAPH(2) program that can be used to plot both the probability density function (p.d.f.) and the cumulative distribution function (c.d.f.).

Supramolecular domains in mixed peptide self-assembled monolayers on gold nanoparticles.

PubMed

Duchesne, Laurence; Wells, Geoff; Fernig, David G; Harris, Sarah A; Lévy, Raphaël

2008-09-01

Self-organization in mixed self-assembled monolayers of small molecules provides a route towards nanoparticles with complex molecular structures. Inspired by structural biology, a strategy based on chemical cross-linking is introduced to probe proximity between functional peptides embedded in a mixed self-assembled monolayer at the surface of a nanoparticle. The physical basis of the proximity measurement is a transition from intramolecular to intermolecular cross-linking as the functional peptides get closer. Experimental investigations of a binary peptide self-assembled monolayer show that this transition happens at an extremely low molar ratio of the functional versus matrix peptide. Molecular dynamics simulations of the peptide self-assembled monolayer are used to calculate the volume explored by the reactive groups. Comparison of the experimental results with a probabilistic model demonstrates that the peptides are not randomly distributed at the surface of the nanoparticle, but rather self-organize into supramolecular domains.

Probability Distributions in Library and Information Science: A Historical and Practitioner Viewpoint.

ERIC Educational Resources Information Center

Bensman, Stephen J.

2000-01-01

This speculative historiographic essay attempts to fix the present position of library and information science within the context of the probabilistic revolution that has been encompassing all of science. Comprises a guide to statistical research in library and information science, discussing skewed distributions, biostatistics, stochastic models,…

Multivariate Probabilistic Analysis of an Hydrological Model

NASA Astrophysics Data System (ADS)

Franceschini, Samuela; Marani, Marco

2010-05-01

Model predictions derived based on rainfall measurements and hydrological model results are often limited by the systematic error of measuring instruments, by the intrinsic variability of the natural processes and by the uncertainty of the mathematical representation. We propose a means to identify such sources of uncertainty and to quantify their effects based on point-estimate approaches, as a valid alternative to cumbersome Montecarlo methods. We present uncertainty analyses on the hydrologic response to selected meteorological events, in the mountain streamflow-generating portion of the Brenta basin at Bassano del Grappa, Italy. The Brenta river catchment has a relatively uniform morphology and quite a heterogeneous rainfall-pattern. In the present work, we evaluate two sources of uncertainty: data uncertainty (the uncertainty due to data handling and analysis) and model uncertainty (the uncertainty related to the formulation of the model). We thus evaluate the effects of the measurement error of tipping-bucket rain gauges, the uncertainty in estimating spatially-distributed rainfall through block kriging, and the uncertainty associated with estimated model parameters. To this end, we coupled a deterministic model based on the geomorphological theory of the hydrologic response to probabilistic methods. In particular we compare the results of Monte Carlo Simulations (MCS) to the results obtained, in the same conditions, using Li's Point Estimate Method (LiM). The LiM is a probabilistic technique that approximates the continuous probability distribution function of the considered stochastic variables by means of discrete points and associated weights. This allows to satisfactorily reproduce results with only few evaluations of the model function. The comparison between the LiM and MCS results highlights the pros and cons of using an approximating method. LiM is less computationally demanding than MCS, but has limited applicability especially when the model response is highly nonlinear. Higher-order approximations can provide more accurate estimations, but reduce the numerical advantage of the LiM. The results of the uncertainty analysis identify the main sources of uncertainty in the computation of river discharge. In this particular case the spatial variability of rainfall and the model parameters uncertainty are shown to have the greatest impact on discharge evaluation. This, in turn, highlights the need to support any estimated hydrological response with probability information and risk analysis results in order to provide a robust, systematic framework for decision making.

Distributed Bayesian Computation and Self-Organized Learning in Sheets of Spiking Neurons with Local Lateral Inhibition

PubMed Central

Bill, Johannes; Buesing, Lars; Habenschuss, Stefan; Nessler, Bernhard; Maass, Wolfgang; Legenstein, Robert

2015-01-01

During the last decade, Bayesian probability theory has emerged as a framework in cognitive science and neuroscience for describing perception, reasoning and learning of mammals. However, our understanding of how probabilistic computations could be organized in the brain, and how the observed connectivity structure of cortical microcircuits supports these calculations, is rudimentary at best. In this study, we investigate statistical inference and self-organized learning in a spatially extended spiking network model, that accommodates both local competitive and large-scale associative aspects of neural information processing, under a unified Bayesian account. Specifically, we show how the spiking dynamics of a recurrent network with lateral excitation and local inhibition in response to distributed spiking input, can be understood as sampling from a variational posterior distribution of a well-defined implicit probabilistic model. This interpretation further permits a rigorous analytical treatment of experience-dependent plasticity on the network level. Using machine learning theory, we derive update rules for neuron and synapse parameters which equate with Hebbian synaptic and homeostatic intrinsic plasticity rules in a neural implementation. In computer simulations, we demonstrate that the interplay of these plasticity rules leads to the emergence of probabilistic local experts that form distributed assemblies of similarly tuned cells communicating through lateral excitatory connections. The resulting sparse distributed spike code of a well-adapted network carries compressed information on salient input features combined with prior experience on correlations among them. Our theory predicts that the emergence of such efficient representations benefits from network architectures in which the range of local inhibition matches the spatial extent of pyramidal cells that share common afferent input. PMID:26284370

Sampling Assumptions Affect Use of Indirect Negative Evidence in Language Learning.

PubMed

Hsu, Anne; Griffiths, Thomas L

2016-01-01

A classic debate in cognitive science revolves around understanding how children learn complex linguistic patterns, such as restrictions on verb alternations and contractions, without negative evidence. Recently, probabilistic models of language learning have been applied to this problem, framing it as a statistical inference from a random sample of sentences. These probabilistic models predict that learners should be sensitive to the way in which sentences are sampled. There are two main types of sampling assumptions that can operate in language learning: strong and weak sampling. Strong sampling, as assumed by probabilistic models, assumes the learning input is drawn from a distribution of grammatical samples from the underlying language and aims to learn this distribution. Thus, under strong sampling, the absence of a sentence construction from the input provides evidence that it has low or zero probability of grammaticality. Weak sampling does not make assumptions about the distribution from which the input is drawn, and thus the absence of a construction from the input as not used as evidence of its ungrammaticality. We demonstrate in a series of artificial language learning experiments that adults can produce behavior consistent with both sets of sampling assumptions, depending on how the learning problem is presented. These results suggest that people use information about the way in which linguistic input is sampled to guide their learning.

Sampling Assumptions Affect Use of Indirect Negative Evidence in Language Learning

PubMed Central

2016-01-01

A classic debate in cognitive science revolves around understanding how children learn complex linguistic patterns, such as restrictions on verb alternations and contractions, without negative evidence. Recently, probabilistic models of language learning have been applied to this problem, framing it as a statistical inference from a random sample of sentences. These probabilistic models predict that learners should be sensitive to the way in which sentences are sampled. There are two main types of sampling assumptions that can operate in language learning: strong and weak sampling. Strong sampling, as assumed by probabilistic models, assumes the learning input is drawn from a distribution of grammatical samples from the underlying language and aims to learn this distribution. Thus, under strong sampling, the absence of a sentence construction from the input provides evidence that it has low or zero probability of grammaticality. Weak sampling does not make assumptions about the distribution from which the input is drawn, and thus the absence of a construction from the input as not used as evidence of its ungrammaticality. We demonstrate in a series of artificial language learning experiments that adults can produce behavior consistent with both sets of sampling assumptions, depending on how the learning problem is presented. These results suggest that people use information about the way in which linguistic input is sampled to guide their learning. PMID:27310576

Trait-Dependent Biogeography: (Re)Integrating Biology into Probabilistic Historical Biogeographical Models.

PubMed

Sukumaran, Jeet; Knowles, L Lacey

2018-06-01

The development of process-based probabilistic models for historical biogeography has transformed the field by grounding it in modern statistical hypothesis testing. However, most of these models abstract away biological differences, reducing species to interchangeable lineages. We present here the case for reintegration of biology into probabilistic historical biogeographical models, allowing a broader range of questions about biogeographical processes beyond ancestral range estimation or simple correlation between a trait and a distribution pattern, as well as allowing us to assess how inferences about ancestral ranges themselves might be impacted by differential biological traits. We show how new approaches to inference might cope with the computational challenges resulting from the increased complexity of these trait-based historical biogeographical models. Copyright © 2018 Elsevier Ltd. All rights reserved.

A generative probabilistic model and discriminative extensions for brain lesion segmentation – with application to tumor and stroke

PubMed Central

Menze, Bjoern H.; Van Leemput, Koen; Lashkari, Danial; Riklin-Raviv, Tammy; Geremia, Ezequiel; Alberts, Esther; Gruber, Philipp; Wegener, Susanne; Weber, Marc-André; Székely, Gabor; Ayache, Nicholas; Golland, Polina

2016-01-01

We introduce a generative probabilistic model for segmentation of brain lesions in multi-dimensional images that generalizes the EM segmenter, a common approach for modelling brain images using Gaussian mixtures and a probabilistic tissue atlas that employs expectation-maximization (EM) to estimate the label map for a new image. Our model augments the probabilistic atlas of the healthy tissues with a latent atlas of the lesion. We derive an estimation algorithm with closed-form EM update equations. The method extracts a latent atlas prior distribution and the lesion posterior distributions jointly from the image data. It delineates lesion areas individually in each channel, allowing for differences in lesion appearance across modalities, an important feature of many brain tumor imaging sequences. We also propose discriminative model extensions to map the output of the generative model to arbitrary labels with semantic and biological meaning, such as “tumor core” or “fluid-filled structure”, but without a one-to-one correspondence to the hypo-or hyper-intense lesion areas identified by the generative model. We test the approach in two image sets: the publicly available BRATS set of glioma patient scans, and multimodal brain images of patients with acute and subacute ischemic stroke. We find the generative model that has been designed for tumor lesions to generalize well to stroke images, and the generative-discriminative model to be one of the top ranking methods in the BRATS evaluation. PMID:26599702

A Generative Probabilistic Model and Discriminative Extensions for Brain Lesion Segmentation--With Application to Tumor and Stroke.

PubMed

Menze, Bjoern H; Van Leemput, Koen; Lashkari, Danial; Riklin-Raviv, Tammy; Geremia, Ezequiel; Alberts, Esther; Gruber, Philipp; Wegener, Susanne; Weber, Marc-Andre; Szekely, Gabor; Ayache, Nicholas; Golland, Polina

2016-04-01

We introduce a generative probabilistic model for segmentation of brain lesions in multi-dimensional images that generalizes the EM segmenter, a common approach for modelling brain images using Gaussian mixtures and a probabilistic tissue atlas that employs expectation-maximization (EM), to estimate the label map for a new image. Our model augments the probabilistic atlas of the healthy tissues with a latent atlas of the lesion. We derive an estimation algorithm with closed-form EM update equations. The method extracts a latent atlas prior distribution and the lesion posterior distributions jointly from the image data. It delineates lesion areas individually in each channel, allowing for differences in lesion appearance across modalities, an important feature of many brain tumor imaging sequences. We also propose discriminative model extensions to map the output of the generative model to arbitrary labels with semantic and biological meaning, such as "tumor core" or "fluid-filled structure", but without a one-to-one correspondence to the hypo- or hyper-intense lesion areas identified by the generative model. We test the approach in two image sets: the publicly available BRATS set of glioma patient scans, and multimodal brain images of patients with acute and subacute ischemic stroke. We find the generative model that has been designed for tumor lesions to generalize well to stroke images, and the extended discriminative -discriminative model to be one of the top ranking methods in the BRATS evaluation.

Asteroid Risk Assessment: A Probabilistic Approach.

PubMed

Reinhardt, Jason C; Chen, Xi; Liu, Wenhao; Manchev, Petar; Paté-Cornell, M Elisabeth

2016-02-01

Following the 2013 Chelyabinsk event, the risks posed by asteroids attracted renewed interest, from both the scientific and policy-making communities. It reminded the world that impacts from near-Earth objects (NEOs), while rare, have the potential to cause great damage to cities and populations. Point estimates of the risk (such as mean numbers of casualties) have been proposed, but because of the low-probability, high-consequence nature of asteroid impacts, these averages provide limited actionable information. While more work is needed to further refine its input distributions (e.g., NEO diameters), the probabilistic model presented in this article allows a more complete evaluation of the risk of NEO impacts because the results are distributions that cover the range of potential casualties. This model is based on a modularized simulation that uses probabilistic inputs to estimate probabilistic risk metrics, including those of rare asteroid impacts. Illustrative results of this analysis are presented for a period of 100 years. As part of this demonstration, we assess the effectiveness of civil defense measures in mitigating the risk of human casualties. We find that they are likely to be beneficial but not a panacea. We also compute the probability-but not the consequences-of an impact with global effects ("cataclysm"). We conclude that there is a continued need for NEO observation, and for analyses of the feasibility and risk-reduction effectiveness of space missions designed to deflect or destroy asteroids that threaten the Earth. © 2015 Society for Risk Analysis.

Forecasting the impact of transport improvements on commuting and residential choice

NASA Astrophysics Data System (ADS)

Elhorst, J. Paul; Oosterhaven, Jan

2006-03-01

This paper develops a probabilistic, competing-destinations, assignment model that predicts changes in the spatial pattern of the working population as a result of transport improvements. The choice of residence is explained by a new non-parametric model, which represents an alternative to the popular multinominal logit model. Travel times between zones are approximated by a normal distribution function with different mean and variance for each pair of zones, whereas previous models only use average travel times. The model’s forecast error of the spatial distribution of the Dutch working population is 7% when tested on 1998 base-year data. To incorporate endogenous changes in its causal variables, an almost ideal demand system is estimated to explain the choice of transport mode, and a new economic geography inter-industry model (RAEM) is estimated to explain the spatial distribution of employment. In the application, the model is used to forecast the impact of six mutually exclusive Dutch core-periphery railway proposals in the projection year 2020.

Optimization of Systems with Uncertainty: Initial Developments for Performance, Robustness and Reliability Based Designs

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Bushnell, Dennis M. (Technical Monitor)

2002-01-01

This paper presents a study on the optimization of systems with structured uncertainties, whose inputs and outputs can be exhaustively described in the probabilistic sense. By propagating the uncertainty from the input to the output in the space of the probability density functions and the moments, optimization problems that pursue performance, robustness and reliability based designs are studied. Be specifying the desired outputs in terms of desired probability density functions and then in terms of meaningful probabilistic indices, we settle a computationally viable framework for solving practical optimization problems. Applications to static optimization and stability control are used to illustrate the relevance of incorporating uncertainty in the early stages of the design. Several examples that admit a full probabilistic description of the output in terms of the design variables and the uncertain inputs are used to elucidate the main features of the generic problem and its solution. Extensions to problems that do not admit closed form solutions are also evaluated. Concrete evidence of the importance of using a consistent probabilistic formulation of the optimization problem and a meaningful probabilistic description of its solution is provided in the examples. In the stability control problem the analysis shows that standard deterministic approaches lead to designs with high probability of running into instability. The implementation of such designs can indeed have catastrophic consequences.

Size Evolution and Stochastic Models: Explaining Ostracod Size through Probabilistic Distributions

NASA Astrophysics Data System (ADS)

Krawczyk, M.; Decker, S.; Heim, N. A.; Payne, J.

2014-12-01

The biovolume of animals has functioned as an important benchmark for measuring evolution throughout geologic time. In our project, we examined the observed average body size of ostracods over time in order to understand the mechanism of size evolution in these marine organisms. The body size of ostracods has varied since the beginning of the Ordovician, where the first true ostracods appeared. We created a stochastic branching model to create possible evolutionary trees of ostracod size. Using stratigraphic ranges for ostracods compiled from over 750 genera in the Treatise on Invertebrate Paleontology, we calculated overall speciation and extinction rates for our model. At each timestep in our model, new lineages can evolve or existing lineages can become extinct. Newly evolved lineages are assigned sizes based on their parent genera. We parameterized our model to generate neutral and directional changes in ostracod size to compare with the observed data. New sizes were chosen via a normal distribution, and the neutral model selected new sizes differentials centered on zero, allowing for an equal chance of larger or smaller ostracods at each speciation. Conversely, the directional model centered the distribution on a negative value, giving a larger chance of smaller ostracods. Our data strongly suggests that the overall direction of ostracod evolution has been following a model that directionally pushes mean ostracod size down, shying away from a neutral model. Our model was able to match the magnitude of size decrease. Our models had a constant linear decrease while the actual data had a much more rapid initial rate followed by a constant size. The nuance of the observed trends ultimately suggests a more complex method of size evolution. In conclusion, probabilistic methods can provide valuable insight into possible evolutionary mechanisms determining size evolution in ostracods.

Base-Rate Neglect as a Function of Base Rates in Probabilistic Contingency Learning

ERIC Educational Resources Information Center

Kutzner, Florian; Freytag, Peter; Vogel, Tobias; Fiedler, Klaus

2008-01-01

When humans predict criterion events based on probabilistic predictors, they often lend excessive weight to the predictor and insufficient weight to the base rate of the criterion event. In an operant analysis, using a matching-to-sample paradigm, Goodie and Fantino (1996) showed that humans exhibit base-rate neglect when predictors are associated…

The Gain-Loss Model: A Probabilistic Skill Multimap Model for Assessing Learning Processes

ERIC Educational Resources Information Center

Robusto, Egidio; Stefanutti, Luca; Anselmi, Pasquale

2010-01-01

Within the theoretical framework of knowledge space theory, a probabilistic skill multimap model for assessing learning processes is proposed. The learning process of a student is modeled as a function of the student's knowledge and of an educational intervention on the attainment of specific skills required to solve problems in a knowledge…

Modeling stochastic frontier based on vine copulas

NASA Astrophysics Data System (ADS)

Constantino, Michel; Candido, Osvaldo; Tabak, Benjamin M.; da Costa, Reginaldo Brito

2017-11-01

This article models a production function and analyzes the technical efficiency of listed companies in the United States, Germany and England between 2005 and 2012 based on the vine copula approach. Traditional estimates of the stochastic frontier assume that data is multivariate normally distributed and there is no source of asymmetry. The proposed method based on vine copulas allow us to explore different types of asymmetry and multivariate distribution. Using data on product, capital and labor, we measure the relative efficiency of the vine production function and estimate the coefficient used in the stochastic frontier literature for comparison purposes. This production vine copula predicts the value added by firms with given capital and labor in a probabilistic way. It thereby stands in sharp contrast to the production function, where the output of firms is completely deterministic. The results show that, on average, S&P500 companies are more efficient than companies listed in England and Germany, which presented similar average efficiency coefficients. For comparative purposes, the traditional stochastic frontier was estimated and the results showed discrepancies between the coefficients obtained by the application of the two methods, traditional and frontier-vine, opening new paths of non-linear research.

Modeling the resilience of critical infrastructure: the role of network dependencies.

PubMed

Guidotti, Roberto; Chmielewski, Hana; Unnikrishnan, Vipin; Gardoni, Paolo; McAllister, Therese; van de Lindt, John

2016-01-01

Water and wastewater network, electric power network, transportation network, communication network, and information technology network are among the critical infrastructure in our communities; their disruption during and after hazard events greatly affects communities' well-being, economic security, social welfare, and public health. In addition, a disruption in one network may cause disruption to other networks and lead to their reduced functionality. This paper presents a unified theoretical methodology for the modeling of dependent/interdependent infrastructure networks and incorporates it in a six-step probabilistic procedure to assess their resilience. Both the methodology and the procedure are general, can be applied to any infrastructure network and hazard, and can model different types of dependencies between networks. As an illustration, the paper models the direct effects of seismic events on the functionality of a potable water distribution network and the cascading effects of the damage of the electric power network (EPN) on the potable water distribution network (WN). The results quantify the loss of functionality and delay in the recovery process due to dependency of the WN on the EPN. The results show the importance of capturing the dependency between networks in modeling the resilience of critical infrastructure.

Modeling the resilience of critical infrastructure: the role of network dependencies

PubMed Central

Guidotti, Roberto; Chmielewski, Hana; Unnikrishnan, Vipin; Gardoni, Paolo; McAllister, Therese; van de Lindt, John

2017-01-01

Water and wastewater network, electric power network, transportation network, communication network, and information technology network are among the critical infrastructure in our communities; their disruption during and after hazard events greatly affects communities’ well-being, economic security, social welfare, and public health. In addition, a disruption in one network may cause disruption to other networks and lead to their reduced functionality. This paper presents a unified theoretical methodology for the modeling of dependent/interdependent infrastructure networks and incorporates it in a six-step probabilistic procedure to assess their resilience. Both the methodology and the procedure are general, can be applied to any infrastructure network and hazard, and can model different types of dependencies between networks. As an illustration, the paper models the direct effects of seismic events on the functionality of a potable water distribution network and the cascading effects of the damage of the electric power network (EPN) on the potable water distribution network (WN). The results quantify the loss of functionality and delay in the recovery process due to dependency of the WN on the EPN. The results show the importance of capturing the dependency between networks in modeling the resilience of critical infrastructure. PMID:28825037

Probability Distribution Estimated From the Minimum, Maximum, and Most Likely Values: Applied to Turbine Inlet Temperature Uncertainty

NASA Technical Reports Server (NTRS)

Holland, Frederic A., Jr.

2004-01-01

Modern engineering design practices are tending more toward the treatment of design parameters as random variables as opposed to fixed, or deterministic, values. The probabilistic design approach attempts to account for the uncertainty in design parameters by representing them as a distribution of values rather than as a single value. The motivations for this effort include preventing excessive overdesign as well as assessing and assuring reliability, both of which are important for aerospace applications. However, the determination of the probability distribution is a fundamental problem in reliability analysis. A random variable is often defined by the parameters of the theoretical distribution function that gives the best fit to experimental data. In many cases the distribution must be assumed from very limited information or data. Often the types of information that are available or reasonably estimated are the minimum, maximum, and most likely values of the design parameter. For these situations the beta distribution model is very convenient because the parameters that define the distribution can be easily determined from these three pieces of information. Widely used in the field of operations research, the beta model is very flexible and is also useful for estimating the mean and standard deviation of a random variable given only the aforementioned three values. However, an assumption is required to determine the four parameters of the beta distribution from only these three pieces of information (some of the more common distributions, like the normal, lognormal, gamma, and Weibull distributions, have two or three parameters). The conventional method assumes that the standard deviation is a certain fraction of the range. The beta parameters are then determined by solving a set of equations simultaneously. A new method developed in-house at the NASA Glenn Research Center assumes a value for one of the beta shape parameters based on an analogy with the normal distribution (ref.1). This new approach allows for a very simple and direct algebraic solution without restricting the standard deviation. The beta parameters obtained by the new method are comparable to the conventional method (and identical when the distribution is symmetrical). However, the proposed method generally produces a less peaked distribution with a slightly larger standard deviation (up to 7 percent) than the conventional method in cases where the distribution is asymmetric or skewed. The beta distribution model has now been implemented into the Fast Probability Integration (FPI) module used in the NESSUS computer code for probabilistic analyses of structures (ref. 2).

The generalized 20/80 law using probabilistic fractals applied to petroleum field size

USGS Publications Warehouse

Crovelli, R.A.

1995-01-01

Fractal properties of the Pareto probability distribution are used to generalize "the 20/80 law." The 20/80 law is a heuristic law that has evolved over the years into the following rule of thumb for many populations: 20 percent of the population accounts for 80 percent of the total value. The general p100/q100 law in probabilistic form is defined with q as a function of p, where p is the population proportion and q is the proportion of total value. Using the Pareto distribution, the p100/q100 law in fractal form is derived with the parameter q being a fractal, where q unexpectedly possesses the scale invariance property. The 20/80 law is a special case of the p100/q100 law in fractal form. The p100/q100 law in fractal form is applied to petroleum fieldsize data to obtain p and q such that p100% of the oil fields greater than any specified scale or size in a geologic play account for q100% of the total oil of the fields. The theoretical percentages of total resources of oil using the fractal q are extremely close to the empirical percentages from the data using the statistic q. Also, the empirical scale invariance property of the statistic q for the petroleum fieldsize data is in excellent agreement with the theoretical scale invariance property of the fractal q. ?? 1995 Oxford University Press.

Predictive coarse-graining

NASA Astrophysics Data System (ADS)

Schöberl, Markus; Zabaras, Nicholas; Koutsourelakis, Phaedon-Stelios

2017-03-01

We propose a data-driven, coarse-graining formulation in the context of equilibrium statistical mechanics. In contrast to existing techniques which are based on a fine-to-coarse map, we adopt the opposite strategy by prescribing a probabilistic coarse-to-fine map. This corresponds to a directed probabilistic model where the coarse variables play the role of latent generators of the fine scale (all-atom) data. From an information-theoretic perspective, the framework proposed provides an improvement upon the relative entropy method [1] and is capable of quantifying the uncertainty due to the information loss that unavoidably takes place during the coarse-graining process. Furthermore, it can be readily extended to a fully Bayesian model where various sources of uncertainties are reflected in the posterior of the model parameters. The latter can be used to produce not only point estimates of fine-scale reconstructions or macroscopic observables, but more importantly, predictive posterior distributions on these quantities. Predictive posterior distributions reflect the confidence of the model as a function of the amount of data and the level of coarse-graining. The issues of model complexity and model selection are seamlessly addressed by employing a hierarchical prior that favors the discovery of sparse solutions, revealing the most prominent features in the coarse-grained model. A flexible and parallelizable Monte Carlo - Expectation-Maximization (MC-EM) scheme is proposed for carrying out inference and learning tasks. A comparative assessment of the proposed methodology is presented for a lattice spin system and the SPC/E water model.

Predictive coarse-graining

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

Schöberl, Markus, E-mail: m.schoeberl@tum.de; Zabaras, Nicholas; Department of Aerospace and Mechanical Engineering, University of Notre Dame, 365 Fitzpatrick Hall, Notre Dame, IN 46556

We propose a data-driven, coarse-graining formulation in the context of equilibrium statistical mechanics. In contrast to existing techniques which are based on a fine-to-coarse map, we adopt the opposite strategy by prescribing a probabilistic coarse-to-fine map. This corresponds to a directed probabilistic model where the coarse variables play the role of latent generators of the fine scale (all-atom) data. From an information-theoretic perspective, the framework proposed provides an improvement upon the relative entropy method and is capable of quantifying the uncertainty due to the information loss that unavoidably takes place during the coarse-graining process. Furthermore, it can be readily extendedmore » to a fully Bayesian model where various sources of uncertainties are reflected in the posterior of the model parameters. The latter can be used to produce not only point estimates of fine-scale reconstructions or macroscopic observables, but more importantly, predictive posterior distributions on these quantities. Predictive posterior distributions reflect the confidence of the model as a function of the amount of data and the level of coarse-graining. The issues of model complexity and model selection are seamlessly addressed by employing a hierarchical prior that favors the discovery of sparse solutions, revealing the most prominent features in the coarse-grained model. A flexible and parallelizable Monte Carlo – Expectation–Maximization (MC-EM) scheme is proposed for carrying out inference and learning tasks. A comparative assessment of the proposed methodology is presented for a lattice spin system and the SPC/E water model.« less

Distributed collaborative response surface method for mechanical dynamic assembly reliability design

NASA Astrophysics Data System (ADS)

Bai, Guangchen; Fei, Chengwei

2013-11-01

Because of the randomness of many impact factors influencing the dynamic assembly relationship of complex machinery, the reliability analysis of dynamic assembly relationship needs to be accomplished considering the randomness from a probabilistic perspective. To improve the accuracy and efficiency of dynamic assembly relationship reliability analysis, the mechanical dynamic assembly reliability(MDAR) theory and a distributed collaborative response surface method(DCRSM) are proposed. The mathematic model of DCRSM is established based on the quadratic response surface function, and verified by the assembly relationship reliability analysis of aeroengine high pressure turbine(HPT) blade-tip radial running clearance(BTRRC). Through the comparison of the DCRSM, traditional response surface method(RSM) and Monte Carlo Method(MCM), the results show that the DCRSM is not able to accomplish the computational task which is impossible for the other methods when the number of simulation is more than 100 000 times, but also the computational precision for the DCRSM is basically consistent with the MCM and improved by 0.40˜4.63% to the RSM, furthermore, the computational efficiency of DCRSM is up to about 188 times of the MCM and 55 times of the RSM under 10000 times simulations. The DCRSM is demonstrated to be a feasible and effective approach for markedly improving the computational efficiency and accuracy of MDAR analysis. Thus, the proposed research provides the promising theory and method for the MDAR design and optimization, and opens a novel research direction of probabilistic analysis for developing the high-performance and high-reliability of aeroengine.

Probabilistic Relationships between Ground‐Motion Parameters and Modified Mercalli Intensity in California

USGS Publications Warehouse

Worden, C.B.; Wald, David J.; Rhoades, D.A.

2012-01-01

We use a database of approximately 200,000 modified Mercalli intensity (MMI) observations of California earthquakes collected from USGS "Did You Feel It?" (DYFI) reports, along with a comparable number of peak ground-motion amplitudes from California seismic networks, to develop probabilistic relationships between MMI and peak ground velocity (PGV), peak ground acceleration (PGA), and 0.3-s, 1-s, and 3-s 5% damped pseudospectral acceleration (PSA). After associating each ground-motion observation with an MMI computed from all the DYFI responses within 2 km of the observation, we derived a joint probability distribution between MMI and ground motion. We then derived reversible relationships between MMI and each ground-motion parameter by using a total least squares regression to fit a bilinear function to the median of the stacked probability distributions. Among the relationships, the fit to peak ground velocity has the smallest errors, though linear combinations of PGA and PGV give nominally better results. We also find that magnitude and distance terms reduce the overall residuals and are justifiable on an information theoretic basis. For intensities MMI≥5, our results are in close agreement with the relations of Wald, Quitoriano, Heaton, and Kanamori (1999); for lower intensities, our results fall midway between Wald, Quitoriano, Heaton, and Kanamori (1999) and those of Atkinson and Kaka (2007). The earthquakes in the study ranged in magnitude from 3.0 to 7.3, and the distances ranged from less than a kilometer to about 400 km from the source.

A new discriminative kernel from probabilistic models.

PubMed

Tsuda, Koji; Kawanabe, Motoaki; Rätsch, Gunnar; Sonnenburg, Sören; Müller, Klaus-Robert

2002-10-01

Recently, Jaakkola and Haussler (1999) proposed a method for constructing kernel functions from probabilistic models. Their so-called Fisher kernel has been combined with discriminative classifiers such as support vector machines and applied successfully in, for example, DNA and protein analysis. Whereas the Fisher kernel is calculated from the marginal log-likelihood, we propose the TOP kernel derived; from tangent vectors of posterior log-odds. Furthermore, we develop a theoretical framework on feature extractors from probabilistic models and use it for analyzing the TOP kernel. In experiments, our new discriminative TOP kernel compares favorably to the Fisher kernel.

Probabilistic assessment of uncertain adaptive hybrid composites

NASA Technical Reports Server (NTRS)

Shiao, Michael C.; Singhal, Surendra N.; Chamis, Christos C.

1994-01-01

Adaptive composite structures using actuation materials, such as piezoelectric fibers, were assessed probabilistically utilizing intraply hybrid composite mechanics in conjunction with probabilistic composite structural analysis. Uncertainties associated with the actuation material as well as the uncertainties in the regular (traditional) composite material properties were quantified and considered in the assessment. Static and buckling analyses were performed for rectangular panels with various boundary conditions and different control arrangements. The probability density functions of the structural behavior, such as maximum displacement and critical buckling load, were computationally simulated. The results of the assessment indicate that improved design and reliability can be achieved with actuation material.

A hierarchical model for probabilistic independent component analysis of multi-subject fMRI studies

PubMed Central

Tang, Li

2014-01-01

Summary An important goal in fMRI studies is to decompose the observed series of brain images to identify and characterize underlying brain functional networks. Independent component analysis (ICA) has been shown to be a powerful computational tool for this purpose. Classic ICA has been successfully applied to single-subject fMRI data. The extension of ICA to group inferences in neuroimaging studies, however, is challenging due to the unavailability of a pre-specified group design matrix. Existing group ICA methods generally concatenate observed fMRI data across subjects on the temporal domain and then decompose multi-subject data in a similar manner to single-subject ICA. The major limitation of existing methods is that they ignore between-subject variability in spatial distributions of brain functional networks in group ICA. In this paper, we propose a new hierarchical probabilistic group ICA method to formally model subject-specific effects in both temporal and spatial domains when decomposing multi-subject fMRI data. The proposed method provides model-based estimation of brain functional networks at both the population and subject level. An important advantage of the hierarchical model is that it provides a formal statistical framework to investigate similarities and differences in brain functional networks across subjects, e.g., subjects with mental disorders or neurodegenerative diseases such as Parkinson’s as compared to normal subjects. We develop an EM algorithm for model estimation where both the E-step and M-step have explicit forms. We compare the performance of the proposed hierarchical model with that of two popular group ICA methods via simulation studies. We illustrate our method with application to an fMRI study of Zen meditation. PMID:24033125

Counterfactual distribution of Schrödinger cat states

NASA Astrophysics Data System (ADS)

Shenoy-Hejamadi, Akshata; Srikanth, R.

2015-12-01

In the counterfactual cryptography scheme proposed by Noh, the sender Alice probabilistically transmits classical information to the receiver Bob without the physical travel of a particle. Here we generalize this idea to the distribution of quantum entanglement. The key insight is to replace their classical input choices with quantum superpositions. We further show that the scheme can be generalized to counterfactually distribute multipartite cat states.

Ensembles of Spiking Neurons with Noise Support Optimal Probabilistic Inference in a Dynamically Changing Environment

PubMed Central

Legenstein, Robert; Maass, Wolfgang

2014-01-01

It has recently been shown that networks of spiking neurons with noise can emulate simple forms of probabilistic inference through “neural sampling”, i.e., by treating spikes as samples from a probability distribution of network states that is encoded in the network. Deficiencies of the existing model are its reliance on single neurons for sampling from each random variable, and the resulting limitation in representing quickly varying probabilistic information. We show that both deficiencies can be overcome by moving to a biologically more realistic encoding of each salient random variable through the stochastic firing activity of an ensemble of neurons. The resulting model demonstrates that networks of spiking neurons with noise can easily track and carry out basic computational operations on rapidly varying probability distributions, such as the odds of getting rewarded for a specific behavior. We demonstrate the viability of this new approach towards neural coding and computation, which makes use of the inherent parallelism of generic neural circuits, by showing that this model can explain experimentally observed firing activity of cortical neurons for a variety of tasks that require rapid temporal integration of sensory information. PMID:25340749

Perceptual-motor skill learning in Gilles de la Tourette syndrome. Evidence for multiple procedural learning and memory systems.

PubMed

Marsh, Rachel; Alexander, Gerianne M; Packard, Mark G; Zhu, Hongtu; Peterson, Bradley S

2005-01-01

Procedural learning and memory systems likely comprise several skills that are differentially affected by various illnesses of the central nervous system, suggesting their relative functional independence and reliance on differing neural circuits. Gilles de la Tourette syndrome (GTS) is a movement disorder that involves disturbances in the structure and function of the striatum and related circuitry. Recent studies suggest that patients with GTS are impaired in performance of a probabilistic classification task that putatively involves the acquisition of stimulus-response (S-R)-based habits. Assessing the learning of perceptual-motor skills and probabilistic classification in the same samples of GTS and healthy control subjects may help to determine whether these various forms of procedural (habit) learning rely on the same or differing neuroanatomical substrates and whether those substrates are differentially affected in persons with GTS. Therefore, we assessed perceptual-motor skill learning using the pursuit-rotor and mirror tracing tasks in 50 patients with GTS and 55 control subjects who had previously been compared at learning a task of probabilistic classifications. The GTS subjects did not differ from the control subjects in performance of either the pursuit rotor or mirror-tracing tasks, although they were significantly impaired in the acquisition of a probabilistic classification task. In addition, learning on the perceptual-motor tasks was not correlated with habit learning on the classification task in either the GTS or healthy control subjects. These findings suggest that the differing forms of procedural learning are dissociable both functionally and neuroanatomically. The specific deficits in the probabilistic classification form of habit learning in persons with GTS are likely to be a consequence of disturbances in specific corticostriatal circuits, but not the same circuits that subserve the perceptual-motor form of habit learning.

Visualizing Uncertainty for Probabilistic Weather Forecasting based on Reforecast Analogs

NASA Astrophysics Data System (ADS)

Pelorosso, Leandro; Diehl, Alexandra; Matković, Krešimir; Delrieux, Claudio; Ruiz, Juan; Gröeller, M. Eduard; Bruckner, Stefan

2016-04-01

Numerical weather forecasts are prone to uncertainty coming from inaccuracies in the initial and boundary conditions and lack of precision in numerical models. Ensemble of forecasts partially addresses these problems by considering several runs of the numerical model. Each forecast is generated with different initial and boundary conditions and different model configurations [GR05]. The ensembles can be expressed as probabilistic forecasts, which have proven to be very effective in the decision-making processes [DE06]. The ensemble of forecasts represents only some of the possible future atmospheric states, usually underestimating the degree of uncertainty in the predictions [KAL03, PH06]. Hamill and Whitaker [HW06] introduced the "Reforecast Analog Regression" (RAR) technique to overcome the limitations of ensemble forecasting. This technique produces probabilistic predictions based on the analysis of historical forecasts and observations. Visual analytics provides tools for processing, visualizing, and exploring data to get new insights and discover hidden information patterns in an interactive exchange between the user and the application [KMS08]. In this work, we introduce Albero, a visual analytics solution for probabilistic weather forecasting based on the RAR technique. Albero targets at least two different type of users: "forecasters", who are meteorologists working in operational weather forecasting and "researchers", who work in the construction of numerical prediction models. Albero is an efficient tool for analyzing precipitation forecasts, allowing forecasters to make and communicate quick decisions. Our solution facilitates the analysis of a set of probabilistic forecasts, associated statistical data, observations and uncertainty. A dashboard with small-multiples of probabilistic forecasts allows the forecasters to analyze at a glance the distribution of probabilities as a function of time, space, and magnitude. It provides the user with a more accurate measure of forecast uncertainty that could result in better decision-making. It offers different level of abstractions to help with the recalibration of the RAR method. It also has an inspection tool that displays the selected analogs, their observations and statistical data. It gives the users access to inner parts of the method, unveiling hidden information. References [GR05] GNEITING T., RAFTERY A. E.: Weather forecasting with ensemble methods. Science 310, 5746, 248-249, 2005. [KAL03] KALNAY E.: Atmospheric modeling, data assimilation and predictability. Cambridge University Press, 2003. [PH06] PALMER T., HAGEDORN R.: Predictability of weather and climate. Cambridge University Press, 2006. [HW06] HAMILL T. M., WHITAKER J. S.: Probabilistic quantitative precipitation forecasts based on reforecast analogs: Theory and application. Monthly Weather Review 134, 11, 3209-3229, 2006. [DE06] DEITRICK S., EDSALL R.: The influence of uncertainty visualization on decision making: An empirical evaluation. Springer, 2006. [KMS08] KEIM D. A., MANSMANN F., SCHNEIDEWIND J., THOMAS J., ZIEGLER H.: Visual analytics: Scope and challenges. Springer, 2008.

Real-time realizations of the Bayesian Infrasonic Source Localization Method

NASA Astrophysics Data System (ADS)

Pinsky, V.; Arrowsmith, S.; Hofstetter, A.; Nippress, A.

2015-12-01

The Bayesian Infrasonic Source Localization method (BISL), introduced by Mordak et al. (2010) and upgraded by Marcillo et al. (2014) is destined for the accurate estimation of the atmospheric event origin at local, regional and global scales by the seismic and infrasonic networks and arrays. The BISL is based on probabilistic models of the source-station infrasonic signal propagation time, picking time and azimuth estimate merged with a prior knowledge about celerity distribution. It requires at each hypothetical source location, integration of the product of the corresponding source-station likelihood functions multiplied by a prior probability density function of celerity over the multivariate parameter space. The present BISL realization is generally time-consuming procedure based on numerical integration. The computational scheme proposed simplifies the target function so that integrals are taken exactly and are represented via standard functions. This makes the procedure much faster and realizable in real-time without practical loss of accuracy. The procedure executed as PYTHON-FORTRAN code demonstrates high performance on a set of the model and real data.

Review of probabilistic analysis of dynamic response of systems with random parameters

NASA Technical Reports Server (NTRS)

Kozin, F.; Klosner, J. M.

1989-01-01

The various methods that have been studied in the past to allow probabilistic analysis of dynamic response for systems with random parameters are reviewed. Dynamic response may have been obtained deterministically if the variations about the nominal values were small; however, for space structures which require precise pointing, the variations about the nominal values of the structural details and of the environmental conditions are too large to be considered as negligible. These uncertainties are accounted for in terms of probability distributions about their nominal values. The quantities of concern for describing the response of the structure includes displacements, velocities, and the distributions of natural frequencies. The exact statistical characterization of the response would yield joint probability distributions for the response variables. Since the random quantities will appear as coefficients, determining the exact distributions will be difficult at best. Thus, certain approximations will have to be made. A number of techniques that are available are discussed, even in the nonlinear case. The methods that are described were: (1) Liouville's equation; (2) perturbation methods; (3) mean square approximate systems; and (4) nonlinear systems with approximation by linear systems.

Influences of geological parameters to probabilistic assessment of slope stability of embankment

NASA Astrophysics Data System (ADS)

Nguyen, Qui T.; Le, Tuan D.; Konečný, Petr

2018-04-01

This article considers influences of geological parameters to slope stability of the embankment in probabilistic analysis using SLOPE/W computational system. Stability of a simple slope is evaluated with and without pore–water pressure on the basis of variation of soil properties. Normal distributions of unit weight, cohesion and internal friction angle are assumed. Monte Carlo simulation technique is employed to perform analysis of critical slip surface. Sensitivity analysis is performed to observe the variation of the geological parameters and their effects on safety factors of the slope stability.

Probabilistic Requirements (Partial) Verification Methods Best Practices Improvement. Variables Acceptance Sampling Calculators: Empirical Testing. Volume 2

NASA Technical Reports Server (NTRS)

Johnson, Kenneth L.; White, K. Preston, Jr.

2012-01-01

The NASA Engineering and Safety Center was requested to improve on the Best Practices document produced for the NESC assessment, Verification of Probabilistic Requirements for the Constellation Program, by giving a recommended procedure for using acceptance sampling by variables techniques as an alternative to the potentially resource-intensive acceptance sampling by attributes method given in the document. In this paper, the results of empirical tests intended to assess the accuracy of acceptance sampling plan calculators implemented for six variable distributions are presented.

Accounting for range uncertainties in the optimization of intensity modulated proton therapy.

PubMed

Unkelbach, Jan; Chan, Timothy C Y; Bortfeld, Thomas

2007-05-21

Treatment plans optimized for intensity modulated proton therapy (IMPT) may be sensitive to range variations. The dose distribution may deteriorate substantially when the actual range of a pencil beam does not match the assumed range. We present two treatment planning concepts for IMPT which incorporate range uncertainties into the optimization. The first method is a probabilistic approach. The range of a pencil beam is assumed to be a random variable, which makes the delivered dose and the value of the objective function a random variable too. We then propose to optimize the expectation value of the objective function. The second approach is a robust formulation that applies methods developed in the field of robust linear programming. This approach optimizes the worst case dose distribution that may occur, assuming that the ranges of the pencil beams may vary within some interval. Both methods yield treatment plans that are considerably less sensitive to range variations compared to conventional treatment plans optimized without accounting for range uncertainties. In addition, both approaches--although conceptually different--yield very similar results on a qualitative level.

Design of high temperature ceramic components against fast fracture and time-dependent failure using cares/life

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

Jadaan, O.M.; Powers, L.M.; Nemeth, N.N.

1995-08-01

A probabilistic design methodology which predicts the fast fracture and time-dependent failure behavior of thermomechanically loaded ceramic components is discussed using the CARES/LIFE integrated design computer program. Slow crack growth (SCG) is assumed to be the mechanism responsible for delayed failure behavior. Inert strength and dynamic fatigue data obtained from testing coupon specimens (O-ring and C-ring specimens) are initially used to calculate the fast fracture and SCG material parameters as a function of temperature using the parameter estimation techniques available with the CARES/LIFE code. Finite element analysis (FEA) is used to compute the stress distributions for the tube as amore » function of applied pressure. Knowing the stress and temperature distributions and the fast fracture and SCG material parameters, the life time for a given tube can be computed. A stress-failure probability-time to failure (SPT) diagram is subsequently constructed for these tubes. Such a diagram can be used by design engineers to estimate the time to failure at a given failure probability level for a component subjected to a given thermomechanical load.« less

Probabilistic drug connectivity mapping

PubMed Central

2014-01-01

Background The aim of connectivity mapping is to match drugs using drug-treatment gene expression profiles from multiple cell lines. This can be viewed as an information retrieval task, with the goal of finding the most relevant profiles for a given query drug. We infer the relevance for retrieval by data-driven probabilistic modeling of the drug responses, resulting in probabilistic connectivity mapping, and further consider the available cell lines as different data sources. We use a special type of probabilistic model to separate what is shared and specific between the sources, in contrast to earlier connectivity mapping methods that have intentionally aggregated all available data, neglecting information about the differences between the cell lines. Results We show that the probabilistic multi-source connectivity mapping method is superior to alternatives in finding functionally and chemically similar drugs from the Connectivity Map data set. We also demonstrate that an extension of the method is capable of retrieving combinations of drugs that match different relevant parts of the query drug response profile. Conclusions The probabilistic modeling-based connectivity mapping method provides a promising alternative to earlier methods. Principled integration of data from different cell lines helps to identify relevant responses for specific drug repositioning applications. PMID:24742351

Examples of measurement uncertainty evaluations in accordance with the revised GUM

NASA Astrophysics Data System (ADS)

Runje, B.; Horvatic, A.; Alar, V.; Medic, S.; Bosnjakovic, A.

2016-11-01

The paper presents examples of the evaluation of uncertainty components in accordance with the current and revised Guide to the expression of uncertainty in measurement (GUM). In accordance with the proposed revision of the GUM a Bayesian approach was conducted for both type A and type B evaluations.The law of propagation of uncertainty (LPU) and the law of propagation of distribution applied through the Monte Carlo method, (MCM) were used to evaluate associated standard uncertainties, expanded uncertainties and coverage intervals. Furthermore, the influence of the non-Gaussian dominant input quantity and asymmetric distribution of the output quantity y on the evaluation of measurement uncertainty was analyzed. In the case when the probabilistically coverage interval is not symmetric, the coverage interval for the probability P is estimated from the experimental probability density function using the Monte Carlo method. Key highlights of the proposed revision of the GUM were analyzed through a set of examples.

Uncertainty quantification of environmental performance metrics in heterogeneous aquifers with long-range correlations

NASA Astrophysics Data System (ADS)

Moslehi, Mahsa; de Barros, Felipe P. J.

2017-01-01

We investigate how the uncertainty stemming from disordered porous media that display long-range correlation in the hydraulic conductivity (K) field propagates to predictions of environmental performance metrics (EPMs). In this study, the EPMs are quantities that are of relevance to risk analysis and remediation, such as peak flux-averaged concentration, early and late arrival times among others. By using stochastic simulations, we quantify the uncertainty associated with the EPMs for a given disordered spatial structure of the K-field and identify the probability distribution function (PDF) model that best captures the statistics of the EPMs of interest. Results indicate that the probabilistic distribution of the EPMs considered in this study follows lognormal PDF. Finally, through the use of information theory, we reveal how the persistent/anti-persistent correlation structure of the K-field influences the EPMs and corresponding uncertainties.

A Probabilistic Assessment of Threats to Surface Water Resources in Watersheds of the Lower Colorado River Basin

NASA Astrophysics Data System (ADS)

Murphy, K. W.; Ellis, A. W.

2012-12-01

The Salt and Verde River watersheds in the Lower Colorado River Basin are a very important surface water resource in the Southwest United States. Their runoff is captured by a downstream reservoir system serving approximately 40% of the water demand and providing hydroelectric power to the Phoenix, Arizona area. Concerns have been expressed over the risks associated with their highly variable climate dependencies under the realization that the short, historical stream flow record was but one of many possible temporal and volumetric outcome sequences. A characterization of the possible range of flow deficits arising from natural variability beyond those evident in the instrumental record can facilitate sustainability planning as well as adaptation to future climate change scenarios. Methods were developed for this study to generate very long seasonal time series of net reservoir inflows by Monte Carlo simulations of the Salt and Verde watersheds which can be analyzed for detailed probabilistic insights. Other efforts to generate stochastic flow representations for impact assessments have been limited by normality distribution assumptions, inability to represent the covariance of flow contributions from multiple watersheds, complexities of different seasonal origins of precipitation and runoff dependencies, and constraints from spectral properties of the observational record. These difficulties were overcome in this study through stationarity assessments and development of joint probability distributions with highly skewed discrete density functions characteristic of the different watershed-season behaviors derived from a 123 year record. As well, methods of introducing season-to-season correlations owing to antecedent precipitation runoff efficiency enhancements have been incorporated. Representative 10,000 year time series have been stochastically generated which reflect a full range of temporal variability in flow volume distributions. Extreme value statistical analysis methods have been employed to characterize periods of flow deficit per various definitions of a drought period. Of concern for water resources are periods of net flows lower than those necessary to maintain reservoirs without sequential depletions. Probabilities of droughts lasting from only a few years up to 25 years duration have been identified along with their distributions of time to occurrence and cumulative flow deficits which can reach 50%. The analysis has yielded representations of the full range of drought severity in both depth and duration, providing useful quantitative guidance to risk management. Similarly, the risks of extremely high flows can be quantified. This study demonstrates that the instrumented historical record, once fully characterized and probabilistically represented, can yield many more insights to threatening periods of both hydrologic deficit and excess than is often assumed.

Convergence Time and Phase Transition in a Non-monotonic Family of Probabilistic Cellular Automata

NASA Astrophysics Data System (ADS)

Ramos, A. D.; Leite, A.

2017-08-01

In dynamical systems, some of the most important questions are related to phase transitions and convergence time. We consider a one-dimensional probabilistic cellular automaton where their components assume two possible states, zero and one, and interact with their two nearest neighbors at each time step. Under the local interaction, if the component is in the same state as its two neighbors, it does not change its state. In the other cases, a component in state zero turns into a one with probability α , and a component in state one turns into a zero with probability 1-β . For certain values of α and β , we show that the process will always converge weakly to δ 0, the measure concentrated on the configuration where all the components are zeros. Moreover, the mean time of this convergence is finite, and we describe an upper bound in this case, which is a linear function of the initial distribution. We also demonstrate an application of our results to the percolation PCA. Finally, we use mean-field approximation and Monte Carlo simulations to show coexistence of three distinct behaviours for some values of parameters α and β.

Estimation of distribution algorithm with path relinking for the blocking flow-shop scheduling problem

NASA Astrophysics Data System (ADS)

Shao, Zhongshi; Pi, Dechang; Shao, Weishi

2018-05-01

This article presents an effective estimation of distribution algorithm, named P-EDA, to solve the blocking flow-shop scheduling problem (BFSP) with the makespan criterion. In the P-EDA, a Nawaz-Enscore-Ham (NEH)-based heuristic and the random method are combined to generate the initial population. Based on several superior individuals provided by a modified linear rank selection, a probabilistic model is constructed to describe the probabilistic distribution of the promising solution space. The path relinking technique is incorporated into EDA to avoid blindness of the search and improve the convergence property. A modified referenced local search is designed to enhance the local exploitation. Moreover, a diversity-maintaining scheme is introduced into EDA to avoid deterioration of the population. Finally, the parameters of the proposed P-EDA are calibrated using a design of experiments approach. Simulation results and comparisons with some well-performing algorithms demonstrate the effectiveness of the P-EDA for solving BFSP.

Probabilistic assessment of erosion and flooding risk in the northern Gulf of Mexico

NASA Astrophysics Data System (ADS)

Wahl, Thomas; Plant, Nathaniel G.; Long, Joseph W.

2016-05-01

We assess erosion and flooding risk in the northern Gulf of Mexico by identifying interdependencies among oceanographic drivers and probabilistically modeling the resulting potential for coastal change. Wave and water level observations are used to determine relationships between six hydrodynamic parameters that influence total water level and therefore erosion and flooding, through consideration of a wide range of univariate distribution functions and multivariate elliptical copulas. Using these relationships, we explore how different our interpretation of the present-day erosion/flooding risk could be if we had seen more or fewer extreme realizations of individual and combinations of parameters in the past by simulating 10,000 physically and statistically consistent sea-storm time series. We find that seasonal total water levels associated with the 100 year return period could be up to 3 m higher in summer and 0.6 m higher in winter relative to our best estimate based on the observational records. Impact hours of collision and overwash—where total water levels exceed the dune toe or dune crest elevations—could be on average 70% (collision) and 100% (overwash) larger than inferred from the observations. Our model accounts for non-stationarity in a straightforward, non-parametric way that can be applied (with little adjustments) to many other coastlines. The probabilistic model presented here, which accounts for observational uncertainty, can be applied to other coastlines where short record lengths limit the ability to identify the full range of possible wave and water level conditions that coastal mangers and planners must consider to develop sustainable management strategies.

Two-dimensional probabilistic inversion of plane-wave electromagnetic data: methodology, model constraints and joint inversion with electrical resistivity data

NASA Astrophysics Data System (ADS)

Rosas-Carbajal, Marina; Linde, Niklas; Kalscheuer, Thomas; Vrugt, Jasper A.

2014-03-01

Probabilistic inversion methods based on Markov chain Monte Carlo (MCMC) simulation are well suited to quantify parameter and model uncertainty of nonlinear inverse problems. Yet, application of such methods to CPU-intensive forward models can be a daunting task, particularly if the parameter space is high dimensional. Here, we present a 2-D pixel-based MCMC inversion of plane-wave electromagnetic (EM) data. Using synthetic data, we investigate how model parameter uncertainty depends on model structure constraints using different norms of the likelihood function and the model constraints, and study the added benefits of joint inversion of EM and electrical resistivity tomography (ERT) data. Our results demonstrate that model structure constraints are necessary to stabilize the MCMC inversion results of a highly discretized model. These constraints decrease model parameter uncertainty and facilitate model interpretation. A drawback is that these constraints may lead to posterior distributions that do not fully include the true underlying model, because some of its features exhibit a low sensitivity to the EM data, and hence are difficult to resolve. This problem can be partly mitigated if the plane-wave EM data is augmented with ERT observations. The hierarchical Bayesian inverse formulation introduced and used herein is able to successfully recover the probabilistic properties of the measurement data errors and a model regularization weight. Application of the proposed inversion methodology to field data from an aquifer demonstrates that the posterior mean model realization is very similar to that derived from a deterministic inversion with similar model constraints.

Probabilistic assessment of erosion and flooding risk in the northern Gulf of Mexico

USGS Publications Warehouse

Plant, Nathaniel G.; Wahl, Thomas; Long, Joseph W.

2016-01-01

We assess erosion and flooding risk in the northern Gulf of Mexico by identifying interdependencies among oceanographic drivers and probabilistically modeling the resulting potential for coastal change. Wave and water level observations are used to determine relationships between six hydrodynamic parameters that influence total water level and therefore erosion and flooding, through consideration of a wide range of univariate distribution functions and multivariate elliptical copulas. Using these relationships, we explore how different our interpretation of the present-day erosion/flooding risk could be if we had seen more or fewer extreme realizations of individual and combinations of parameters in the past by simulating 10,000 physically and statistically consistent sea-storm time series. We find that seasonal total water levels associated with the 100 year return period could be up to 3 m higher in summer and 0.6 m higher in winter relative to our best estimate based on the observational records. Impact hours of collision and overwash—where total water levels exceed the dune toe or dune crest elevations—could be on average 70% (collision) and 100% (overwash) larger than inferred from the observations. Our model accounts for non-stationarity in a straightforward, non-parametric way that can be applied (with little adjustments) to many other coastlines. The probabilistic model presented here, which accounts for observational uncertainty, can be applied to other coastlines where short record lengths limit the ability to identify the full range of possible wave and water level conditions that coastal mangers and planners must consider to develop sustainable management strategies.

Design of robust reliable control for T-S fuzzy Markovian jumping delayed neutral type neural networks with probabilistic actuator faults and leakage delays: An event-triggered communication scheme.

PubMed

Syed Ali, M; Vadivel, R; Saravanakumar, R

2018-06-01

This study examines the problem of robust reliable control for Takagi-Sugeno (T-S) fuzzy Markovian jumping delayed neural networks with probabilistic actuator faults and leakage terms. An event-triggered communication scheme. First, the randomly occurring actuator faults and their failures rates are governed by two sets of unrelated random variables satisfying certain probabilistic failures of every actuator, new type of distribution based event triggered fault model is proposed, which utilize the effect of transmission delay. Second, Takagi-Sugeno (T-S) fuzzy model is adopted for the neural networks and the randomness of actuators failures is modeled in a Markov jump model framework. Third, to guarantee the considered closed-loop system is exponential mean square stable with a prescribed reliable control performance, a Markov jump event-triggered scheme is designed in this paper, which is the main purpose of our study. Fourth, by constructing appropriate Lyapunov-Krasovskii functional, employing Newton-Leibniz formulation and integral inequalities, several delay-dependent criteria for the solvability of the addressed problem are derived. The obtained stability criteria are stated in terms of linear matrix inequalities (LMIs), which can be checked numerically using the effective LMI toolbox in MATLAB. Finally, numerical examples are given to illustrate the effectiveness and reduced conservatism of the proposed results over the existing ones, among them one example was supported by real-life application of the benchmark problem. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Probabilistic Amplitude Shaping With Hard Decision Decoding and Staircase Codes

NASA Astrophysics Data System (ADS)

Sheikh, Alireza; Amat, Alexandre Graell i.; Liva, Gianluigi; Steiner, Fabian

2018-05-01

We consider probabilistic amplitude shaping (PAS) as a means of increasing the spectral efficiency of fiber-optic communication systems. In contrast to previous works in the literature, we consider probabilistic shaping with hard decision decoding (HDD). In particular, we apply the PAS recently introduced by B\\"ocherer \\emph{et al.} to a coded modulation (CM) scheme with bit-wise HDD that uses a staircase code as the forward error correction code. We show that the CM scheme with PAS and staircase codes yields significant gains in spectral efficiency with respect to the baseline scheme using a staircase code and a standard constellation with uniformly distributed signal points. Using a single staircase code, the proposed scheme achieves performance within $0.57$--$1.44$ dB of the corresponding achievable information rate for a wide range of spectral efficiencies.

Reconstructing cerebrovascular networks under local physiological constraints by integer programming

DOE PAGES

Rempfler, Markus; Schneider, Matthias; Ielacqua, Giovanna D.; ...

2015-04-23

We introduce a probabilistic approach to vessel network extraction that enforces physiological constraints on the vessel structure. The method accounts for both image evidence and geometric relationships between vessels by solving an integer program, which is shown to yield the maximum a posteriori (MAP) estimate to the probabilistic model. Starting from an over-connected network, it is pruning vessel stumps and spurious connections by evaluating the local geometry and the global connectivity of the graph. We utilize a high-resolution micro computed tomography (µCT) dataset of a cerebrovascular corrosion cast to obtain a reference network and learn the prior distributions of ourmore » probabilistic model. As a result, we perform experiments on micro magnetic resonance angiography (µMRA) images of mouse brains and discuss properties of the networks obtained under different tracking and pruning approaches.« less

PubMed related articles: a probabilistic topic-based model for content similarity

PubMed Central

Lin, Jimmy; Wilbur, W John

2007-01-01

Background We present a probabilistic topic-based model for content similarity called pmra that underlies the related article search feature in PubMed. Whether or not a document is about a particular topic is computed from term frequencies, modeled as Poisson distributions. Unlike previous probabilistic retrieval models, we do not attempt to estimate relevance–but rather our focus is "relatedness", the probability that a user would want to examine a particular document given known interest in another. We also describe a novel technique for estimating parameters that does not require human relevance judgments; instead, the process is based on the existence of MeSH ® in MEDLINE ®. Results The pmra retrieval model was compared against bm25, a competitive probabilistic model that shares theoretical similarities. Experiments using the test collection from the TREC 2005 genomics track shows a small but statistically significant improvement of pmra over bm25 in terms of precision. Conclusion Our experiments suggest that the pmra model provides an effective ranking algorithm for related article search. PMID:17971238

Development of probabilistic regional climate scenario in East Asia

NASA Astrophysics Data System (ADS)

Dairaku, K.; Ueno, G.; Ishizaki, N. N.

2015-12-01

Climate information and services for Impacts, Adaptation and Vulnerability (IAV) Assessments are of great concern. In order to develop probabilistic regional climate information that represents the uncertainty in climate scenario experiments in East Asia (CORDEX-EA and Japan), the probability distribution of 2m air temperature was estimated by using developed regression model. The method can be easily applicable to other regions and other physical quantities, and also to downscale to finer-scale dependent on availability of observation dataset. Probabilistic climate information in present (1969-1998) and future (2069-2098) climate was developed using CMIP3 SRES A1b scenarios 21 models and the observation data (CRU_TS3.22 & University of Delaware in CORDEX-EA, NIAES AMeDAS mesh data in Japan). The prototype of probabilistic information in CORDEX-EA and Japan represent the quantified structural uncertainties of multi-model ensemble experiments of climate change scenarios. Appropriate combination of statistical methods and optimization of climate ensemble experiments using multi-General Circulation Models (GCMs) and multi-regional climate models (RCMs) ensemble downscaling experiments are investigated.

Integrated probabilistic risk assessment for nanoparticles: the case of nanosilica in food.

PubMed

Jacobs, Rianne; van der Voet, Hilko; Ter Braak, Cajo J F

Insight into risks of nanotechnology and the use of nanoparticles is an essential condition for the social acceptance and safe use of nanotechnology. One of the problems with which the risk assessment of nanoparticles is faced is the lack of data, resulting in uncertainty in the risk assessment. We attempt to quantify some of this uncertainty by expanding a previous deterministic study on nanosilica (5-200 nm) in food into a fully integrated probabilistic risk assessment. We use the integrated probabilistic risk assessment method in which statistical distributions and bootstrap methods are used to quantify uncertainty and variability in the risk assessment. Due to the large amount of uncertainty present, this probabilistic method, which separates variability from uncertainty, contributed to a better understandable risk assessment. We found that quantifying the uncertainties did not increase the perceived risk relative to the outcome of the deterministic study. We pinpointed particular aspects of the hazard characterization that contributed most to the total uncertainty in the risk assessment, suggesting that further research would benefit most from obtaining more reliable data on those aspects.

Towards an accurate real-time locator of infrasonic sources

NASA Astrophysics Data System (ADS)

Pinsky, V.; Blom, P.; Polozov, A.; Marcillo, O.; Arrowsmith, S.; Hofstetter, A.

2017-11-01

Infrasonic signals propagate from an atmospheric source via media with stochastic and fast space-varying conditions. Hence, their travel time, the amplitude at sensor recordings and even manifestation in the so-called "shadow zones" are random. Therefore, the traditional least-squares technique for locating infrasonic sources is often not effective, and the problem for the best solution must be formulated in probabilistic terms. Recently, a series of papers has been published about Bayesian Infrasonic Source Localization (BISL) method based on the computation of the posterior probability density function (PPDF) of the source location, as a convolution of a priori probability distribution function (APDF) of the propagation model parameters with likelihood function (LF) of observations. The present study is devoted to the further development of BISL for higher accuracy and stability of the source location results and decreasing of computational load. We critically analyse previous algorithms and propose several new ones. First of all, we describe the general PPDF formulation and demonstrate that this relatively slow algorithm might be among the most accurate algorithms, provided the adequate APDF and LF are used. Then, we suggest using summation instead of integration in a general PPDF calculation for increased robustness, but this leads us to the 3D space-time optimization problem. Two different forms of APDF approximation are considered and applied for the PPDF calculation in our study. One of them is previously suggested, but not yet properly used is the so-called "celerity-range histograms" (CRHs). Another is the outcome from previous findings of linear mean travel time for the four first infrasonic phases in the overlapping consecutive distance ranges. This stochastic model is extended here to the regional distance of 1000 km, and the APDF introduced is the probabilistic form of the junction between this travel time model and range-dependent probability distributions of the phase arrival time picks. To illustrate the improvements in both computation time and location accuracy achieved, we compare location results for the new algorithms, previously published BISL-type algorithms and the least-squares location technique. This comparison is provided via a case study of different typical spatial data distributions and statistical experiment using the database of 36 ground-truth explosions from the Utah Test and Training Range (UTTR) recorded during the US summer season at USArray transportable seismic stations when they were near the site between 2006 and 2008.

Altered Structural and Functional Connectivity in Late Preterm Preadolescence: An Anatomic Seed-Based Study of Resting State Networks Related to the Posteromedial and Lateral Parietal Cortex.

PubMed

Degnan, Andrew J; Wisnowski, Jessica L; Choi, SoYoung; Ceschin, Rafael; Bhushan, Chitresh; Leahy, Richard M; Corby, Patricia; Schmithorst, Vincent J; Panigrahy, Ashok

2015-01-01

Late preterm birth confers increased risk of developmental delay, academic difficulties and social deficits. The late third trimester may represent a critical period of development of neural networks including the default mode network (DMN), which is essential to normal cognition. Our objective is to identify functional and structural connectivity differences in the posteromedial cortex related to late preterm birth. Thirty-eight preadolescents (ages 9-13; 19 born in the late preterm period (≥32 weeks gestational age) and 19 at term) without access to advanced neonatal care were recruited from a low socioeconomic status community in Brazil. Participants underwent neurocognitive testing, 3-dimensional T1-weighted imaging, diffusion-weighted imaging and resting state functional MRI (RS-fMRI). Seed-based probabilistic diffusion tractography and RS-fMRI analyses were performed using unilateral seeds within the posterior DMN (posterior cingulate cortex, precuneus) and lateral parietal DMN (superior marginal and angular gyri). Late preterm children demonstrated increased functional connectivity within the posterior default mode networks and increased anti-correlation with the central-executive network when seeded from the posteromedial cortex (PMC). Key differences were demonstrated between PMC components with increased anti-correlation with the salience network seen only with posterior cingulate cortex seeding but not with precuneus seeding. Probabilistic tractography showed increased streamlines within the right inferior longitudinal fasciculus and inferior fronto-occipital fasciculus within late preterm children while decreased intrahemispheric streamlines were also observed. No significant differences in neurocognitive testing were demonstrated between groups. Late preterm preadolescence is associated with altered functional connectivity from the PMC and lateral parietal cortex to known distributed functional cortical networks despite no significant executive neurocognitive differences. Selective increased structural connectivity was observed in the setting of decreased posterior interhemispheric connections. Future work is needed to determine if these findings represent a compensatory adaptation employing alternate neural circuitry or could reflect subtle pathology resulting in emotional processing deficits not seen with neurocognitive testing.

CARES/Life Ceramics Durability Evaluation Software Used for Mars Microprobe Aeroshell

NASA Technical Reports Server (NTRS)

Nemeth, Noel N.

1998-01-01

The CARES/Life computer program, which was developed at the NASA Lewis Research Center, predicts the probability of a monolithic ceramic component's failure as a function of time in service. The program has many features and options for materials evaluation and component design. It couples commercial finite element programs-which resolve a component's temperature and stress distribution-to-reliability evaluation and fracture mechanics routines for modeling strength-limiting defects. These routines are based on calculations of the probabilistic nature of the brittle material's strength. The capability, flexibility, and uniqueness of CARES/Life has attracted many users representing a broad range of interests and has resulted in numerous awards for technological achievements and technology transfer.

Space shuttle solid rocket booster recovery system definition. Volume 2: SRB water impact Monte Carlo computer program, user's manual

NASA Technical Reports Server (NTRS)

1973-01-01

The HD 220 program was created as part of the space shuttle solid rocket booster recovery system definition. The model was generated to investigate the damage to SRB components under water impact loads. The random nature of environmental parameters, such as ocean waves and wind conditions, necessitates estimation of the relative frequency of occurrence for these parameters. The nondeterministic nature of component strengths also lends itself to probabilistic simulation. The Monte Carlo technique allows the simultaneous perturbation of multiple independent parameters and provides outputs describing the probability distribution functions of the dependent parameters. This allows the user to determine the required statistics for each output parameter.

Comparison of the economic impact of different wind power forecast systems for producers

NASA Astrophysics Data System (ADS)

Alessandrini, S.; Davò, F.; Sperati, S.; Benini, M.; Delle Monache, L.

2014-05-01

Deterministic forecasts of wind production for the next 72 h at a single wind farm or at the regional level are among the main end-users requirement. However, for an optimal management of wind power production and distribution it is important to provide, together with a deterministic prediction, a probabilistic one. A deterministic forecast consists of a single value for each time in the future for the variable to be predicted, while probabilistic forecasting informs on probabilities for potential future events. This means providing information about uncertainty (i.e. a forecast of the PDF of power) in addition to the commonly provided single-valued power prediction. A significant probabilistic application is related to the trading of energy in day-ahead electricity markets. It has been shown that, when trading future wind energy production, using probabilistic wind power predictions can lead to higher benefits than those obtained by using deterministic forecasts alone. In fact, by using probabilistic forecasting it is possible to solve economic model equations trying to optimize the revenue for the producer depending, for example, on the specific penalties for forecast errors valid in that market. In this work we have applied a probabilistic wind power forecast systems based on the "analog ensemble" method for bidding wind energy during the day-ahead market in the case of a wind farm located in Italy. The actual hourly income for the plant is computed considering the actual selling energy prices and penalties proportional to the unbalancing, defined as the difference between the day-ahead offered energy and the actual production. The economic benefit of using a probabilistic approach for the day-ahead energy bidding are evaluated, resulting in an increase of 23% of the annual income for a wind farm owner in the case of knowing "a priori" the future energy prices. The uncertainty on price forecasting partly reduces the economic benefit gained by using a probabilistic energy forecast system.

Analysis of the French insurance market exposure to floods: a stochastic model combining river overflow and surface runoff

NASA Astrophysics Data System (ADS)

Moncoulon, D.; Labat, D.; Ardon, J.; Leblois, E.; Onfroy, T.; Poulard, C.; Aji, S.; Rémy, A.; Quantin, A.

2014-09-01

The analysis of flood exposure at a national scale for the French insurance market must combine the generation of a probabilistic event set of all possible (but which have not yet occurred) flood situations with hazard and damage modeling. In this study, hazard and damage models are calibrated on a 1995-2010 historical event set, both for hazard results (river flow, flooded areas) and loss estimations. Thus, uncertainties in the deterministic estimation of a single event loss are known before simulating a probabilistic event set. To take into account at least 90 % of the insured flood losses, the probabilistic event set must combine the river overflow (small and large catchments) with the surface runoff, due to heavy rainfall, on the slopes of the watershed. Indeed, internal studies of the CCR (Caisse Centrale de Reassurance) claim database have shown that approximately 45 % of the insured flood losses are located inside the floodplains and 45 % outside. Another 10 % is due to sea surge floods and groundwater rise. In this approach, two independent probabilistic methods are combined to create a single flood loss distribution: a generation of fictive river flows based on the historical records of the river gauge network and a generation of fictive rain fields on small catchments, calibrated on the 1958-2010 Météo-France rain database SAFRAN. All the events in the probabilistic event sets are simulated with the deterministic model. This hazard and damage distribution is used to simulate the flood losses at the national scale for an insurance company (Macif) and to generate flood areas associated with hazard return periods. The flood maps concern river overflow and surface water runoff. Validation of these maps is conducted by comparison with the address located claim data on a small catchment (downstream Argens).

A probabilistic framework to infer brain functional connectivity from anatomical connections.

PubMed

Deligianni, Fani; Varoquaux, Gael; Thirion, Bertrand; Robinson, Emma; Sharp, David J; Edwards, A David; Rueckert, Daniel

2011-01-01

We present a novel probabilistic framework to learn across several subjects a mapping from brain anatomical connectivity to functional connectivity, i.e. the covariance structure of brain activity. This prediction problem must be formulated as a structured-output learning task, as the predicted parameters are strongly correlated. We introduce a model selection framework based on cross-validation with a parametrization-independent loss function suitable to the manifold of covariance matrices. Our model is based on constraining the conditional independence structure of functional activity by the anatomical connectivity. Subsequently, we learn a linear predictor of a stationary multivariate autoregressive model. This natural parameterization of functional connectivity also enforces the positive-definiteness of the predicted covariance and thus matches the structure of the output space. Our results show that functional connectivity can be explained by anatomical connectivity on a rigorous statistical basis, and that a proper model of functional connectivity is essential to assess this link.

Modelling hydrological extremes under non-stationary conditions using climate covariates

NASA Astrophysics Data System (ADS)

Vasiliades, Lampros; Galiatsatou, Panagiota; Loukas, Athanasios

2013-04-01

Extreme value theory is a probabilistic theory that can interpret the future probabilities of occurrence of extreme events (e.g. extreme precipitation and streamflow) using past observed records. Traditionally, extreme value theory requires the assumption of temporal stationarity. This assumption implies that the historical patterns of recurrence of extreme events are static over time. However, the hydroclimatic system is nonstationary on time scales that are relevant to extreme value analysis, due to human-mediated and natural environmental change. In this study the generalized extreme value (GEV) distribution is used to assess nonstationarity in annual maximum daily rainfall and streamflow timeseries at selected meteorological and hydrometric stations in Greece and Cyprus. The GEV distribution parameters (location, scale, and shape) are specified as functions of time-varying covariates and estimated using the conditional density network (CDN) as proposed by Cannon (2010). The CDN is a probabilistic extension of the multilayer perceptron neural network. Model parameters are estimated via the generalized maximum likelihood (GML) approach using the quasi-Newton BFGS optimization algorithm, and the appropriate GEV-CDN model architecture for the selected meteorological and hydrometric stations is selected by fitting increasingly complicated models and choosing the one that minimizes the Akaike information criterion with small sample size correction. For all case studies in Greece and Cyprus different formulations are tested with combinational cases of stationary and nonstationary parameters of the GEV distribution, linear and non-linear architecture of the CDN and combinations of the input climatic covariates. Climatic indices such as the Southern Oscillation Index (SOI), which describes atmospheric circulation in the eastern tropical pacific related to El Niño Southern Oscillation (ENSO), the Pacific Decadal Oscillation (PDO) index that varies on an interdecadal rather than interannual time scale and the atmospheric circulation patterns as expressed by the North Atlantic Oscillation (NAO) index are used to express the GEV parameters as functions of the covariates. Results show that the nonstationary GEV model can be an efficient tool to take into account the dependencies between extreme value random variables and the temporal evolution of the climate.

PyMC: Bayesian Stochastic Modelling in Python

PubMed Central

Patil, Anand; Huard, David; Fonnesbeck, Christopher J.

2010-01-01

This user guide describes a Python package, PyMC, that allows users to efficiently code a probabilistic model and draw samples from its posterior distribution using Markov chain Monte Carlo techniques. PMID:21603108

A review of estimation of distribution algorithms in bioinformatics

PubMed Central

Armañanzas, Rubén; Inza, Iñaki; Santana, Roberto; Saeys, Yvan; Flores, Jose Luis; Lozano, Jose Antonio; Peer, Yves Van de; Blanco, Rosa; Robles, Víctor; Bielza, Concha; Larrañaga, Pedro

2008-01-01

Evolutionary search algorithms have become an essential asset in the algorithmic toolbox for solving high-dimensional optimization problems in across a broad range of bioinformatics problems. Genetic algorithms, the most well-known and representative evolutionary search technique, have been the subject of the major part of such applications. Estimation of distribution algorithms (EDAs) offer a novel evolutionary paradigm that constitutes a natural and attractive alternative to genetic algorithms. They make use of a probabilistic model, learnt from the promising solutions, to guide the search process. In this paper, we set out a basic taxonomy of EDA techniques, underlining the nature and complexity of the probabilistic model of each EDA variant. We review a set of innovative works that make use of EDA techniques to solve challenging bioinformatics problems, emphasizing the EDA paradigm's potential for further research in this domain. PMID:18822112

Modular neuron-based body estimation: maintaining consistency over different limbs, modalities, and frames of reference

PubMed Central

Ehrenfeld, Stephan; Herbort, Oliver; Butz, Martin V.

2013-01-01

This paper addresses the question of how the brain maintains a probabilistic body state estimate over time from a modeling perspective. The neural Modular Modality Frame (nMMF) model simulates such a body state estimation process by continuously integrating redundant, multimodal body state information sources. The body state estimate itself is distributed over separate, but bidirectionally interacting modules. nMMF compares the incoming sensory and present body state information across the interacting modules and fuses the information sources accordingly. At the same time, nMMF enforces body state estimation consistency across the modules. nMMF is able to detect conflicting sensory information and to consequently decrease the influence of implausible sensor sources on the fly. In contrast to the previously published Modular Modality Frame (MMF) model, nMMF offers a biologically plausible neural implementation based on distributed, probabilistic population codes. Besides its neural plausibility, the neural encoding has the advantage of enabling (a) additional probabilistic information flow across the separate body state estimation modules and (b) the representation of arbitrary probability distributions of a body state. The results show that the neural estimates can detect and decrease the impact of false sensory information, can propagate conflicting information across modules, and can improve overall estimation accuracy due to additional module interactions. Even bodily illusions, such as the rubber hand illusion, can be simulated with nMMF. We conclude with an outlook on the potential of modeling human data and of invoking goal-directed behavioral control. PMID:24191151

Made-to-measure modelling of observed galaxy dynamics

NASA Astrophysics Data System (ADS)

Bovy, Jo; Kawata, Daisuke; Hunt, Jason A. S.

2018-01-01

Amongst dynamical modelling techniques, the made-to-measure (M2M) method for modelling steady-state systems is amongst the most flexible, allowing non-parametric distribution functions in complex gravitational potentials to be modelled efficiently using N-body particles. Here, we propose and test various improvements to the standard M2M method for modelling observed data, illustrated using the simple set-up of a one-dimensional harmonic oscillator. We demonstrate that nuisance parameters describing the modelled system's orientation with respect to the observer - e.g. an external galaxy's inclination or the Sun's position in the Milky Way - as well as the parameters of an external gravitational field can be optimized simultaneously with the particle weights. We develop a method for sampling from the high-dimensional uncertainty distribution of the particle weights. We combine this in a Gibbs sampler with samplers for the nuisance and potential parameters to explore the uncertainty distribution of the full set of parameters. We illustrate our M2M improvements by modelling the vertical density and kinematics of F-type stars in Gaia DR1. The novel M2M method proposed here allows full probabilistic modelling of steady-state dynamical systems, allowing uncertainties on the non-parametric distribution function and on nuisance parameters to be taken into account when constraining the dark and baryonic masses of stellar systems.

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

NASA Astrophysics Data System (ADS)

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

2016-01-01

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

Economic Analysis of a Multi-Site Prevention Program: Assessment of Program Costs and Characterizing Site-level Variability

PubMed Central

Corso, Phaedra S.; Ingels, Justin B.; Kogan, Steven M.; Foster, E. Michael; Chen, Yi-Fu; Brody, Gene H.

2013-01-01

Programmatic cost analyses of preventive interventions commonly have a number of methodological difficulties. To determine the mean total costs and properly characterize variability, one often has to deal with small sample sizes, skewed distributions, and especially missing data. Standard approaches for dealing with missing data such as multiple imputation may suffer from a small sample size, a lack of appropriate covariates, or too few details around the method used to handle the missing data. In this study, we estimate total programmatic costs for a prevention trial evaluating the Strong African American Families-Teen program. This intervention focuses on the prevention of substance abuse and risky sexual behavior. To account for missing data in the assessment of programmatic costs we compare multiple imputation to probabilistic sensitivity analysis. The latter approach uses collected cost data to create a distribution around each input parameter. We found that with the multiple imputation approach, the mean (95% confidence interval) incremental difference was $2149 ($397, $3901). With the probabilistic sensitivity analysis approach, the incremental difference was $2583 ($778, $4346). Although the true cost of the program is unknown, probabilistic sensitivity analysis may be a more viable alternative for capturing variability in estimates of programmatic costs when dealing with missing data, particularly with small sample sizes and the lack of strong predictor variables. Further, the larger standard errors produced by the probabilistic sensitivity analysis method may signal its ability to capture more of the variability in the data, thus better informing policymakers on the potentially true cost of the intervention. PMID:23299559

Economic analysis of a multi-site prevention program: assessment of program costs and characterizing site-level variability.

PubMed

Corso, Phaedra S; Ingels, Justin B; Kogan, Steven M; Foster, E Michael; Chen, Yi-Fu; Brody, Gene H

2013-10-01

Programmatic cost analyses of preventive interventions commonly have a number of methodological difficulties. To determine the mean total costs and properly characterize variability, one often has to deal with small sample sizes, skewed distributions, and especially missing data. Standard approaches for dealing with missing data such as multiple imputation may suffer from a small sample size, a lack of appropriate covariates, or too few details around the method used to handle the missing data. In this study, we estimate total programmatic costs for a prevention trial evaluating the Strong African American Families-Teen program. This intervention focuses on the prevention of substance abuse and risky sexual behavior. To account for missing data in the assessment of programmatic costs we compare multiple imputation to probabilistic sensitivity analysis. The latter approach uses collected cost data to create a distribution around each input parameter. We found that with the multiple imputation approach, the mean (95 % confidence interval) incremental difference was $2,149 ($397, $3,901). With the probabilistic sensitivity analysis approach, the incremental difference was $2,583 ($778, $4,346). Although the true cost of the program is unknown, probabilistic sensitivity analysis may be a more viable alternative for capturing variability in estimates of programmatic costs when dealing with missing data, particularly with small sample sizes and the lack of strong predictor variables. Further, the larger standard errors produced by the probabilistic sensitivity analysis method may signal its ability to capture more of the variability in the data, thus better informing policymakers on the potentially true cost of the intervention.

Maximizing Statistical Power When Verifying Probabilistic Forecasts of Hydrometeorological Events

NASA Astrophysics Data System (ADS)

DeChant, C. M.; Moradkhani, H.

2014-12-01

Hydrometeorological events (i.e. floods, droughts, precipitation) are increasingly being forecasted probabilistically, owing to the uncertainties in the underlying causes of the phenomenon. In these forecasts, the probability of the event, over some lead time, is estimated based on some model simulations or predictive indicators. By issuing probabilistic forecasts, agencies may communicate the uncertainty in the event occurring. Assuming that the assigned probability of the event is correct, which is referred to as a reliable forecast, the end user may perform some risk management based on the potential damages resulting from the event. Alternatively, an unreliable forecast may give false impressions of the actual risk, leading to improper decision making when protecting resources from extreme events. Due to this requisite for reliable forecasts to perform effective risk management, this study takes a renewed look at reliability assessment in event forecasts. Illustrative experiments will be presented, showing deficiencies in the commonly available approaches (Brier Score, Reliability Diagram). Overall, it is shown that the conventional reliability assessment techniques do not maximize the ability to distinguish between a reliable and unreliable forecast. In this regard, a theoretical formulation of the probabilistic event forecast verification framework will be presented. From this analysis, hypothesis testing with the Poisson-Binomial distribution is the most exact model available for the verification framework, and therefore maximizes one's ability to distinguish between a reliable and unreliable forecast. Application of this verification system was also examined within a real forecasting case study, highlighting the additional statistical power provided with the use of the Poisson-Binomial distribution.

Probabilistic combination of static and dynamic gait features for verification

NASA Astrophysics Data System (ADS)

Bazin, Alex I.; Nixon, Mark S.

2005-03-01

This paper describes a novel probabilistic framework for biometric identification and data fusion. Based on intra and inter-class variation extracted from training data, posterior probabilities describing the similarity between two feature vectors may be directly calculated from the data using the logistic function and Bayes rule. Using a large publicly available database we show the two imbalanced gait modalities may be fused using this framework. All fusion methods tested provide an improvement over the best modality, with the weighted sum rule giving the best performance, hence showing that highly imbalanced classifiers may be fused in a probabilistic setting; improving not only the performance, but also generalized application capability.

Using Response Times for Item Selection in Adaptive Testing

ERIC Educational Resources Information Center

van der Linden, Wim J.

2008-01-01

Response times on items can be used to improve item selection in adaptive testing provided that a probabilistic model for their distribution is available. In this research, the author used a hierarchical modeling framework with separate first-level models for the responses and response times and a second-level model for the distribution of the…

Quantifying interindividual variability and asymmetry of face-selective regions: a probabilistic functional atlas.

PubMed

Zhen, Zonglei; Yang, Zetian; Huang, Lijie; Kong, Xiang-Zhen; Wang, Xu; Dang, Xiaobin; Huang, Yangyue; Song, Yiying; Liu, Jia

2015-06-01

Face-selective regions (FSRs) are among the most widely studied functional regions in the human brain. However, individual variability of the FSRs has not been well quantified. Here we use functional magnetic resonance imaging (fMRI) to localize the FSRs and quantify their spatial and functional variabilities in 202 healthy adults. The occipital face area (OFA), posterior and anterior fusiform face areas (pFFA and aFFA), posterior continuation of the superior temporal sulcus (pcSTS), and posterior and anterior STS (pSTS and aSTS) were delineated for each individual with a semi-automated procedure. A probabilistic atlas was constructed to characterize their interindividual variability, revealing that the FSRs were highly variable in location and extent across subjects. The variability of FSRs was further quantified on both functional (i.e., face selectivity) and spatial (i.e., volume, location of peak activation, and anatomical location) features. Considerable interindividual variability and rightward asymmetry were found in all FSRs on these features. Taken together, our work presents the first effort to characterize comprehensively the variability of FSRs in a large sample of healthy subjects, and invites future work on the origin of the variability and its relation to individual differences in behavioral performance. Moreover, the probabilistic functional atlas will provide an adequate spatial reference for mapping the face network. Copyright © 2015 Elsevier Inc. All rights reserved.

Discrete Element Method Modeling of Bedload Transport: Towards a physics-based link between bed surface variability and particle entrainment statistics

NASA Astrophysics Data System (ADS)

Ghasemi, A.; Borhani, S.; Viparelli, E.; Hill, K. M.

2017-12-01

The Exner equation provides a formal mathematical link between sediment transport and bed morphology. It is typically represented in a discrete formulation where there is a sharp geometric interface between the bedload layer and the bed, below which no particles are entrained. For high temporally and spatially resolved models, this is strictly correct, but typically this is applied in such a way that spatial and temporal fluctuations in the bed surface (bedforms and otherwise) are not captured. This limits the extent to which the exchange between particles in transport and the sediment bed are properly represented, particularly problematic for mixed grain size distributions that exhibit segregation. Nearly two decades ago, Parker (2000) provided a framework for a solution to this dilemma in the form of a probabilistic Exner equation, partially experimentally validated by Wong et al. (2007). We present a computational study designed to develop a physics-based framework for understanding the interplay between physical parameters of the bed and flow and parameters in the Parker (2000) probabilistic formulation. To do so we use Discrete Element Method simulations to relate local time-varying parameters to long-term macroscopic parameters. These include relating local grain size distribution and particle entrainment and deposition rates to long- average bed shear stress and the standard deviation of bed height variations. While relatively simple, these simulations reproduce long-accepted empirically determined transport behaviors such as the Meyer-Peter and Muller (1948) relationship. We also find that these simulations reproduce statistical relationships proposed by Wong et al. (2007) such as a Gaussian distribution of bed heights whose standard deviation increases with increasing bed shear stress. We demonstrate how the ensuing probabilistic formulations provide insight into the transport and deposition of both narrow and wide grain size distribution.

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

Essays on variational approximation techniques for stochastic optimization problems

NASA Astrophysics Data System (ADS)

Deride Silva, Julio A.

This dissertation presents five essays on approximation and modeling techniques, based on variational analysis, applied to stochastic optimization problems. It is divided into two parts, where the first is devoted to equilibrium problems and maxinf optimization, and the second corresponds to two essays in statistics and uncertainty modeling. Stochastic optimization lies at the core of this research as we were interested in relevant equilibrium applications that contain an uncertain component, and the design of a solution strategy. In addition, every stochastic optimization problem relies heavily on the underlying probability distribution that models the uncertainty. We studied these distributions, in particular, their design process and theoretical properties such as their convergence. Finally, the last aspect of stochastic optimization that we covered is the scenario creation problem, in which we described a procedure based on a probabilistic model to create scenarios for the applied problem of power estimation of renewable energies. In the first part, Equilibrium problems and maxinf optimization, we considered three Walrasian equilibrium problems: from economics, we studied a stochastic general equilibrium problem in a pure exchange economy, described in Chapter 3, and a stochastic general equilibrium with financial contracts, in Chapter 4; finally from engineering, we studied an infrastructure planning problem in Chapter 5. We stated these problems as belonging to the maxinf optimization class and, in each instance, we provided an approximation scheme based on the notion of lopsided convergence and non-concave duality. This strategy is the foundation of the augmented Walrasian algorithm, whose convergence is guaranteed by lopsided convergence, that was implemented computationally, obtaining numerical results for relevant examples. The second part, Essays about statistics and uncertainty modeling, contains two essays covering a convergence problem for a sequence of estimators, and a problem for creating probabilistic scenarios on renewable energies estimation. In Chapter 7 we re-visited one of the "folk theorems" in statistics, where a family of Bayes estimators under 0-1 loss functions is claimed to converge to the maximum a posteriori estimator. This assertion is studied under the scope of the hypo-convergence theory, and the density functions are included in the class of upper semicontinuous functions. We conclude this chapter with an example in which the convergence does not hold true, and we provided sufficient conditions that guarantee convergence. The last chapter, Chapter 8, addresses the important topic of creating probabilistic scenarios for solar power generation. Scenarios are a fundamental input for the stochastic optimization problem of energy dispatch, especially when incorporating renewables. We proposed a model designed to capture the constraints induced by physical characteristics of the variables based on the application of an epi-spline density estimation along with a copula estimation, in order to account for partial correlations between variables.

MP estimation applied to platykurtic sets of geodetic observations

NASA Astrophysics Data System (ADS)

Wiśniewski, Zbigniew

2017-06-01

MP estimation is a method which concerns estimating of the location parameters when the probabilistic models of observations differ from the normal distributions in the kurtosis or asymmetry. The system of Pearson's distributions is the probabilistic basis for the method. So far, such a method was applied and analyzed mostly for leptokurtic or mesokurtic distributions (Pearson's distributions of types IV or VII), which predominate practical cases. The analyses of geodetic or astronomical observations show that we may also deal with sets which have moderate asymmetry or small negative excess kurtosis. Asymmetry might result from the influence of many small systematic errors, which were not eliminated during preprocessing of data. The excess kurtosis can be related with bigger or smaller (in relations to the Hagen hypothesis) frequency of occurrence of the elementary errors which are close to zero. Considering that fact, this paper focuses on the estimation with application of the Pearson platykurtic distributions of types I or II. The paper presents the solution of the corresponding optimization problem and its basic properties. Although platykurtic distributions are rare in practice, it was an interesting issue to find out what results can be provided by MP estimation in the case of such observation distributions. The numerical tests which are presented in the paper are rather limited; however, they allow us to draw some general conclusions.

Risk-Based Probabilistic Approach to Aeropropulsion System Assessment

NASA Technical Reports Server (NTRS)

Tong, Michael T.

2002-01-01

In an era of shrinking development budgets and resources, where there is also an emphasis on reducing the product development cycle, the role of system assessment, performed in the early stages of an engine development program, becomes very critical to the successful development of new aeropropulsion systems. A reliable system assessment not only helps to identify the best propulsion system concept among several candidates, it can also identify which technologies are worth pursuing. This is particularly important for advanced aeropropulsion technology development programs, which require an enormous amount of resources. In the current practice of deterministic, or point-design, approaches, the uncertainties of design variables are either unaccounted for or accounted for by safety factors. This could often result in an assessment with unknown and unquantifiable reliability. Consequently, it would fail to provide additional insight into the risks associated with the new technologies, which are often needed by decision makers to determine the feasibility and return-on-investment of a new aircraft engine. In this work, an alternative approach based on the probabilistic method was described for a comprehensive assessment of an aeropropulsion system. The statistical approach quantifies the design uncertainties inherent in a new aeropropulsion system and their influences on engine performance. Because of this, it enhances the reliability of a system assessment. A technical assessment of a wave-rotor-enhanced gas turbine engine was performed to demonstrate the methodology. The assessment used probability distributions to account for the uncertainties that occur in component efficiencies and flows and in mechanical design variables. The approach taken in this effort was to integrate the thermodynamic cycle analysis embedded in the computer code NEPP (NASA Engine Performance Program) and the engine weight analysis embedded in the computer code WATE (Weight Analysis of Turbine Engines) with the fast probability integration technique (FPI). FPI was developed by Southwest Research Institute under contract with the NASA Glenn Research Center. The results were plotted in the form of cumulative distribution functions and sensitivity analyses and were compared with results from the traditional deterministic approach. The comparison showed that the probabilistic approach provides a more realistic and systematic way to assess an aeropropulsion system. The current work addressed the application of the probabilistic approach to assess specific fuel consumption, engine thrust, and weight. Similarly, the approach can be used to assess other aspects of aeropropulsion system performance, such as cost, acoustic noise, and emissions. Additional information is included in the original extended abstract.

Probabilistic framework for the estimation of the adult and child toxicokinetic intraspecies uncertainty factors.

PubMed

Pelekis, Michael; Nicolich, Mark J; Gauthier, Joseph S

2003-12-01

Human health risk assessments use point values to develop risk estimates and thus impart a deterministic character to risk, which, by definition, is a probability phenomenon. The risk estimates are calculated based on individuals and then, using uncertainty factors (UFs), are extrapolated to the population that is characterized by variability. Regulatory agencies have recommended the quantification of the impact of variability in risk assessments through the application of probabilistic methods. In the present study, a framework that deals with the quantitative analysis of uncertainty (U) and variability (V) in target tissue dose in the population was developed by applying probabilistic analysis to physiologically-based toxicokinetic models. The mechanistic parameters that determine kinetics were described with probability density functions (PDFs). Since each PDF depicts the frequency of occurrence of all expected values of each parameter in the population, the combined effects of multiple sources of U/V were accounted for in the estimated distribution of tissue dose in the population, and a unified (adult and child) intraspecies toxicokinetic uncertainty factor UFH-TK was determined. The results show that the proposed framework accounts effectively for U/V in population toxicokinetics. The ratio of the 95th percentile to the 50th percentile of the annual average concentration of the chemical at the target tissue organ (i.e., the UFH-TK) varies with age. The ratio is equivalent to a unified intraspecies toxicokinetic UF, and it is one of the UFs by which the NOAEL can be divided to obtain the RfC/RfD. The 10-fold intraspecies UF is intended to account for uncertainty and variability in toxicokinetics (3.2x) and toxicodynamics (3.2x). This article deals exclusively with toxicokinetic component of UF. The framework provides an alternative to the default methodology and is advantageous in that the evaluation of toxicokinetic variability is based on the distribution of the effective target tissue dose, rather than applied dose. It allows for the replacement of the default adult and children intraspecies UF with toxicokinetic data-derived values and provides accurate chemical-specific estimates for their magnitude. It shows that proper application of probability and toxicokinetic theories can reduce uncertainties when establishing exposure limits for specific compounds and provide better assurance that established limits are adequately protective. It contributes to the development of a probabilistic noncancer risk assessment framework and will ultimately lead to the unification of cancer and noncancer risk assessment methodologies.

A probabilistic approach to radiative energy loss calculations for optically thick atmospheres - Hydrogen lines and continua

NASA Technical Reports Server (NTRS)

Canfield, R. C.; Ricchiazzi, P. J.

1980-01-01

An approximate probabilistic radiative transfer equation and the statistical equilibrium equations are simultaneously solved for a model hydrogen atom consisting of three bound levels and ionization continuum. The transfer equation for L-alpha, L-beta, H-alpha, and the Lyman continuum is explicitly solved assuming complete redistribution. The accuracy of this approach is tested by comparing source functions and radiative loss rates to values obtained with a method that solves the exact transfer equation. Two recent model solar-flare chromospheres are used for this test. It is shown that for the test atmospheres the probabilistic method gives values of the radiative loss rate that are characteristically good to a factor of 2. The advantage of this probabilistic approach is that it retains a description of the dominant physical processes of radiative transfer in the complete redistribution case, yet it achieves a major reduction in computational requirements.

Discounting of food, sex, and money.

PubMed

Holt, Daniel D; Newquist, Matthew H; Smits, Rochelle R; Tiry, Andrew M

2014-06-01

Discounting is a useful framework for understanding choice involving a range of delayed and probabilistic outcomes (e.g., money, food, drugs), but relatively few studies have examined how people discount other commodities (e.g., entertainment, sex). Using a novel discounting task, where the length of a line represented the value of an outcome and was adjusted using a staircase procedure, we replicated previous findings showing that individuals discount delayed and probabilistic outcomes in a manner well described by a hyperbola-like function. In addition, we found strong positive correlations between discounting rates of delayed, but not probabilistic, outcomes. This suggests that discounting of delayed outcomes may be relatively predictable across outcome types but that discounting of probabilistic outcomes may depend more on specific contexts. The generality of delay discounting and potential context dependence of probability discounting may provide important information regarding factors contributing to choice behavior.

A probabilistic atlas of the cerebellar white matter.

PubMed

van Baarsen, K M; Kleinnijenhuis, M; Jbabdi, S; Sotiropoulos, S N; Grotenhuis, J A; van Cappellen van Walsum, A M

2016-01-01

Imaging of the cerebellar cortex, deep cerebellar nuclei and their connectivity are gaining attraction, due to the important role the cerebellum plays in cognition and motor control. Atlases of the cerebellar cortex and nuclei are used to locate regions of interest in clinical and neuroscience studies. However, the white matter that connects these relay stations is of at least similar functional importance. Damage to these cerebellar white matter tracts may lead to serious language, cognitive and emotional disturbances, although the pathophysiological mechanism behind it is still debated. Differences in white matter integrity between patients and controls might shed light on structure-function correlations. A probabilistic parcellation atlas of the cerebellar white matter would help these studies by facilitating automatic segmentation of the cerebellar peduncles, the localization of lesions and the comparison of white matter integrity between patients and controls. In this work a digital three-dimensional probabilistic atlas of the cerebellar white matter is presented, based on high quality 3T, 1.25mm resolution diffusion MRI data from 90 subjects participating in the Human Connectome Project. The white matter tracts were estimated using probabilistic tractography. Results over 90 subjects were symmetrical and trajectories of superior, middle and inferior cerebellar peduncles resembled the anatomy as known from anatomical studies. This atlas will contribute to a better understanding of cerebellar white matter architecture. It may eventually aid in defining structure-function correlations in patients with cerebellar disorders. Copyright © 2015 Elsevier Inc. All rights reserved.

Combining MLC and SVM Classifiers for Learning Based Decision Making: Analysis and Evaluations

PubMed Central

Zhang, Yi; Ren, Jinchang; Jiang, Jianmin

2015-01-01

Maximum likelihood classifier (MLC) and support vector machines (SVM) are two commonly used approaches in machine learning. MLC is based on Bayesian theory in estimating parameters of a probabilistic model, whilst SVM is an optimization based nonparametric method in this context. Recently, it is found that SVM in some cases is equivalent to MLC in probabilistically modeling the learning process. In this paper, MLC and SVM are combined in learning and classification, which helps to yield probabilistic output for SVM and facilitate soft decision making. In total four groups of data are used for evaluations, covering sonar, vehicle, breast cancer, and DNA sequences. The data samples are characterized in terms of Gaussian/non-Gaussian distributed and balanced/unbalanced samples which are then further used for performance assessment in comparing the SVM and the combined SVM-MLC classifier. Interesting results are reported to indicate how the combined classifier may work under various conditions. PMID:26089862

Combining MLC and SVM Classifiers for Learning Based Decision Making: Analysis and Evaluations.

PubMed

Zhang, Yi; Ren, Jinchang; Jiang, Jianmin

2015-01-01

Maximum likelihood classifier (MLC) and support vector machines (SVM) are two commonly used approaches in machine learning. MLC is based on Bayesian theory in estimating parameters of a probabilistic model, whilst SVM is an optimization based nonparametric method in this context. Recently, it is found that SVM in some cases is equivalent to MLC in probabilistically modeling the learning process. In this paper, MLC and SVM are combined in learning and classification, which helps to yield probabilistic output for SVM and facilitate soft decision making. In total four groups of data are used for evaluations, covering sonar, vehicle, breast cancer, and DNA sequences. The data samples are characterized in terms of Gaussian/non-Gaussian distributed and balanced/unbalanced samples which are then further used for performance assessment in comparing the SVM and the combined SVM-MLC classifier. Interesting results are reported to indicate how the combined classifier may work under various conditions.

Exact and Approximate Probabilistic Symbolic Execution

NASA Technical Reports Server (NTRS)

Luckow, Kasper; Pasareanu, Corina S.; Dwyer, Matthew B.; Filieri, Antonio; Visser, Willem

2014-01-01

Probabilistic software analysis seeks to quantify the likelihood of reaching a target event under uncertain environments. Recent approaches compute probabilities of execution paths using symbolic execution, but do not support nondeterminism. Nondeterminism arises naturally when no suitable probabilistic model can capture a program behavior, e.g., for multithreading or distributed systems. In this work, we propose a technique, based on symbolic execution, to synthesize schedulers that resolve nondeterminism to maximize the probability of reaching a target event. To scale to large systems, we also introduce approximate algorithms to search for good schedulers, speeding up established random sampling and reinforcement learning results through the quantification of path probabilities based on symbolic execution. We implemented the techniques in Symbolic PathFinder and evaluated them on nondeterministic Java programs. We show that our algorithms significantly improve upon a state-of- the-art statistical model checking algorithm, originally developed for Markov Decision Processes.

A Control Variate Method for Probabilistic Performance Assessment. Improved Estimates for Mean Performance Quantities of Interest

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

MacKinnon, Robert J.; Kuhlman, Kristopher L

2016-05-01

We present a method of control variates for calculating improved estimates for mean performance quantities of interest, E(PQI) , computed from Monte Carlo probabilistic simulations. An example of a PQI is the concentration of a contaminant at a particular location in a problem domain computed from simulations of transport in porous media. To simplify the presentation, the method is described in the setting of a one- dimensional elliptical model problem involving a single uncertain parameter represented by a probability distribution. The approach can be easily implemented for more complex problems involving multiple uncertain parameters and in particular for application tomore » probabilistic performance assessment of deep geologic nuclear waste repository systems. Numerical results indicate the method can produce estimates of E(PQI)having superior accuracy on coarser meshes and reduce the required number of simulations needed to achieve an acceptable estimate.« less

Probabilistic vs. non-probabilistic approaches to the neurobiology of perceptual decision-making

PubMed Central

Drugowitsch, Jan; Pouget, Alexandre

2012-01-01

Optimal binary perceptual decision making requires accumulation of evidence in the form of a probability distribution that specifies the probability of the choices being correct given the evidence so far. Reward rates can then be maximized by stopping the accumulation when the confidence about either option reaches a threshold. Behavioral and neuronal evidence suggests that humans and animals follow such a probabilitistic decision strategy, although its neural implementation has yet to be fully characterized. Here we show that that diffusion decision models and attractor network models provide an approximation to the optimal strategy only under certain circumstances. In particular, neither model type is sufficiently flexible to encode the reliability of both the momentary and the accumulated evidence, which is a pre-requisite to accumulate evidence of time-varying reliability. Probabilistic population codes, in contrast, can encode these quantities and, as a consequence, have the potential to implement the optimal strategy accurately. PMID:22884815

Is there a basis for preferring characteristic earthquakes over a Gutenberg–Richter distribution in probabilistic earthquake forecasting?

USGS Publications Warehouse

Parsons, Thomas E.; Geist, Eric L.

2009-01-01

The idea that faults rupture in repeated, characteristic earthquakes is central to most probabilistic earthquake forecasts. The concept is elegant in its simplicity, and if the same event has repeated itself multiple times in the past, we might anticipate the next. In practice however, assembling a fault-segmented characteristic earthquake rupture model can grow into a complex task laden with unquantified uncertainty. We weigh the evidence that supports characteristic earthquakes against a potentially simpler model made from extrapolation of a Gutenberg–Richter magnitude-frequency law to individual fault zones. We find that the Gutenberg–Richter model satisfies key data constraints used for earthquake forecasting equally well as a characteristic model. Therefore, judicious use of instrumental and historical earthquake catalogs enables large-earthquake-rate calculations with quantifiable uncertainty that should get at least equal weighting in probabilistic forecasting.

Probabilistic models, learning algorithms, and response variability: sampling in cognitive development.

PubMed

Bonawitz, Elizabeth; Denison, Stephanie; Griffiths, Thomas L; Gopnik, Alison

2014-10-01

Although probabilistic models of cognitive development have become increasingly prevalent, one challenge is to account for how children might cope with a potentially vast number of possible hypotheses. We propose that children might address this problem by 'sampling' hypotheses from a probability distribution. We discuss empirical results demonstrating signatures of sampling, which offer an explanation for the variability of children's responses. The sampling hypothesis provides an algorithmic account of how children might address computationally intractable problems and suggests a way to make sense of their 'noisy' behavior. Copyright © 2014 Elsevier Ltd. All rights reserved.

Probabilistic dose-response modeling: case study using dichloromethane PBPK model results.

PubMed

Marino, Dale J; Starr, Thomas B

2007-12-01

A revised assessment of dichloromethane (DCM) has recently been reported that examines the influence of human genetic polymorphisms on cancer risks using deterministic PBPK and dose-response modeling in the mouse combined with probabilistic PBPK modeling in humans. This assessment utilized Bayesian techniques to optimize kinetic variables in mice and humans with mean values from posterior distributions used in the deterministic modeling in the mouse. To supplement this research, a case study was undertaken to examine the potential impact of probabilistic rather than deterministic PBPK and dose-response modeling in mice on subsequent unit risk factor (URF) determinations. Four separate PBPK cases were examined based on the exposure regimen of the NTP DCM bioassay. These were (a) Same Mouse (single draw of all PBPK inputs for both treatment groups); (b) Correlated BW-Same Inputs (single draw of all PBPK inputs for both treatment groups except for bodyweights (BWs), which were entered as correlated variables); (c) Correlated BW-Different Inputs (separate draws of all PBPK inputs for both treatment groups except that BWs were entered as correlated variables); and (d) Different Mouse (separate draws of all PBPK inputs for both treatment groups). Monte Carlo PBPK inputs reflect posterior distributions from Bayesian calibration in the mouse that had been previously reported. A minimum of 12,500 PBPK iterations were undertaken, in which dose metrics, i.e., mg DCM metabolized by the GST pathway/L tissue/day for lung and liver were determined. For dose-response modeling, these metrics were combined with NTP tumor incidence data that were randomly selected from binomial distributions. Resultant potency factors (0.1/ED(10)) were coupled with probabilistic PBPK modeling in humans that incorporated genetic polymorphisms to derive URFs. Results show that there was relatively little difference, i.e., <10% in central tendency and upper percentile URFs, regardless of the case evaluated. Independent draws of PBPK inputs resulted in the slightly higher URFs. Results were also comparable to corresponding values from the previously reported deterministic mouse PBPK and dose-response modeling approach that used LED(10)s to derive potency factors. This finding indicated that the adjustment from ED(10) to LED(10) in the deterministic approach for DCM compensated for variability resulting from probabilistic PBPK and dose-response modeling in the mouse. Finally, results show a similar degree of variability in DCM risk estimates from a number of different sources including the current effort even though these estimates were developed using very different techniques. Given the variety of different approaches involved, 95th percentile-to-mean risk estimate ratios of 2.1-4.1 represent reasonable bounds on variability estimates regarding probabilistic assessments of DCM.

The integration of probabilistic information during sensorimotor estimation is unimpaired in children with Cerebral Palsy

PubMed Central

Sokhey, Taegh; Gaebler-Spira, Deborah; Kording, Konrad P.

2017-01-01

Background It is important to understand the motor deficits of children with Cerebral Palsy (CP). Our understanding of this motor disorder can be enriched by computational models of motor control. One crucial stage in generating movement involves combining uncertain information from different sources, and deficits in this process could contribute to reduced motor function in children with CP. Healthy adults can integrate previously-learned information (prior) with incoming sensory information (likelihood) in a close-to-optimal way when estimating object location, consistent with the use of Bayesian statistics. However, there are few studies investigating how children with CP perform sensorimotor integration. We compare sensorimotor estimation in children with CP and age-matched controls using a model-based analysis to understand the process. Methods and findings We examined Bayesian sensorimotor integration in children with CP, aged between 5 and 12 years old, with Gross Motor Function Classification System (GMFCS) levels 1–3 and compared their estimation behavior with age-matched typically-developing (TD) children. We used a simple sensorimotor estimation task which requires participants to combine probabilistic information from different sources: a likelihood distribution (current sensory information) with a prior distribution (learned target information). In order to examine sensorimotor integration, we quantified how participants weighed statistical information from the two sources (prior and likelihood) and compared this to the statistical optimal weighting. We found that the weighing of statistical information in children with CP was as statistically efficient as that of TD children. Conclusions We conclude that Bayesian sensorimotor integration is not impaired in children with CP and therefore, does not contribute to their motor deficits. Future research has the potential to enrich our understanding of motor disorders by investigating the stages of motor processing set out by computational models. Therapeutic interventions should exploit the ability of children with CP to use statistical information. PMID:29186196

Effects and risk assessment of linear alkylbenzene sulfonates in agricultural soil. 5. Probabilistic risk assessment of linear alkylbenzene sulfonates in sludge-amended soils.

PubMed

Jensen, J; Løkke, H; Holmstrup, M; Krogh, P H; Elsgaard, L

2001-08-01

Linear alkylbenzene sulfonates (LAS) can be found in high concentrations in sewage sludge and, hence, may enter the soil compartment as a result of sludge application. Here, LAS may pose a risk for soil-dwelling organisms. In the present probabilistic risk assessment, statistical extrapolation has been used to assess the risk of LAS to soil ecosystems. By use of a log-normal distribution model, the predicted no-effect concentration (PNEC) was estimated for soil fauna, plants, and a combination of these. Due to the heterogeneous endpoints for microorganisms, including functional as well as structural parameters, the use of sensitivity distributions is not considered to be applicable to this group of organisms, and a direct, expert evaluation of toxicity data was used instead. The soil concentration after sludge application was predicted for a number of scenarios and used as the predicted environmental concentration (PEC) in the risk characterization and calculation of risk quotients (RQ = PEC/PNEC). A LAS concentration of 4.6 mg/kg was used as the current best estimate of PNEC in all RQ calculations. Three levels of LAS contamination (530, 2,600, and 16,100 mg/kg), three half-lives (10, 25, and 40 d), and five different sludge loads (2, 4, 6, 8, and 10 t/ha) were included in the risk scenarios. In Denmark, the initial risk ratio would reach 1.5 in a realistic worst-case consideration. For countries not having similar sludge regulations, the estimated risk ratio may initially be considerably higher. However, even in the most extreme scenarios, the level of LAS is expected to be well beyond the estimated PNEC one year after application. The present risk assessment, therefore, concludes that LAS does not pose a significant risk to fauna, plants, and essential functions of agricultural soils as a result of normal sewage sludge amendment. However, risks have been identified in worst-case scenarios.

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

PubMed

Denison, Stephanie; Trikutam, Pallavi; Xu, Fei

2014-08-01

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

Probabilistic Space Weather Forecasting: a Bayesian Perspective

NASA Astrophysics Data System (ADS)

Camporeale, E.; Chandorkar, M.; Borovsky, J.; Care', A.

2017-12-01

Most of the Space Weather forecasts, both at operational and research level, are not probabilistic in nature. Unfortunately, a prediction that does not provide a confidence level is not very useful in a decision-making scenario. Nowadays, forecast models range from purely data-driven, machine learning algorithms, to physics-based approximation of first-principle equations (and everything that sits in between). Uncertainties pervade all such models, at every level: from the raw data to finite-precision implementation of numerical methods. The most rigorous way of quantifying the propagation of uncertainties is by embracing a Bayesian probabilistic approach. One of the simplest and most robust machine learning technique in the Bayesian framework is Gaussian Process regression and classification. Here, we present the application of Gaussian Processes to the problems of the DST geomagnetic index forecast, the solar wind type classification, and the estimation of diffusion parameters in radiation belt modeling. In each of these very diverse problems, the GP approach rigorously provide forecasts in the form of predictive distributions. In turn, these distributions can be used as input for ensemble simulations in order to quantify the amplification of uncertainties. We show that we have achieved excellent results in all of the standard metrics to evaluate our models, with very modest computational cost.

Quantum probabilistic logic programming

NASA Astrophysics Data System (ADS)

Balu, Radhakrishnan

2015-05-01

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

Dynamic Uncertain Causality Graph for Knowledge Representation and Probabilistic Reasoning: Directed Cyclic Graph and Joint Probability Distribution.

PubMed

Zhang, Qin

2015-07-01

Probabilistic graphical models (PGMs) such as Bayesian network (BN) have been widely applied in uncertain causality representation and probabilistic reasoning. Dynamic uncertain causality graph (DUCG) is a newly presented model of PGMs, which can be applied to fault diagnosis of large and complex industrial systems, disease diagnosis, and so on. The basic methodology of DUCG has been previously presented, in which only the directed acyclic graph (DAG) was addressed. However, the mathematical meaning of DUCG was not discussed. In this paper, the DUCG with directed cyclic graphs (DCGs) is addressed. In contrast, BN does not allow DCGs, as otherwise the conditional independence will not be satisfied. The inference algorithm for the DUCG with DCGs is presented, which not only extends the capabilities of DUCG from DAGs to DCGs but also enables users to decompose a large and complex DUCG into a set of small, simple sub-DUCGs, so that a large and complex knowledge base can be easily constructed, understood, and maintained. The basic mathematical definition of a complete DUCG with or without DCGs is proved to be a joint probability distribution (JPD) over a set of random variables. The incomplete DUCG as a part of a complete DUCG may represent a part of JPD. Examples are provided to illustrate the methodology.

Finite element probabilistic risk assessment of transmission line insulation flashovers caused by lightning strokes

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

Bacvarov, D.C.

1981-01-01

A new method for probabilistic risk assessment of transmission line insulation flashovers caused by lightning strokes is presented. The utilized approach of applying the finite element method for probabilistic risk assessment is demonstrated to be very powerful. The reasons for this are two. First, the finite element method is inherently suitable for analysis of three dimensional spaces where the parameters, such as three variate probability densities of the lightning currents, are non-uniformly distributed. Second, the finite element method permits non-uniform discretization of the three dimensional probability spaces thus yielding high accuracy in critical regions, such as the area of themore » low probability events, while at the same time maintaining coarse discretization in the non-critical areas to keep the number of grid points and the size of the problem to a manageable low level. The finite element probabilistic risk assessment method presented here is based on a new multidimensional search algorithm. It utilizes an efficient iterative technique for finite element interpolation of the transmission line insulation flashover criteria computed with an electro-magnetic transients program. Compared to other available methods the new finite element probabilistic risk assessment method is significantly more accurate and approximately two orders of magnitude computationally more efficient. The method is especially suited for accurate assessment of rare, very low probability events.« less

Modeling landslide recurrence in Seattle, Washington, USA

USGS Publications Warehouse

Salciarini, Diana; Godt, Jonathan W.; Savage, William Z.; Baum, Rex L.; Conversini, Pietro

2008-01-01

To manage the hazard associated with shallow landslides, decision makers need an understanding of where and when landslides may occur. A variety of approaches have been used to estimate the hazard from shallow, rainfall-triggered landslides, such as empirical rainfall threshold methods or probabilistic methods based on historical records. The wide availability of Geographic Information Systems (GIS) and digital topographic data has led to the development of analytic methods for landslide hazard estimation that couple steady-state hydrological models with slope stability calculations. Because these methods typically neglect the transient effects of infiltration on slope stability, results cannot be linked with historical or forecasted rainfall sequences. Estimates of the frequency of conditions likely to cause landslides are critical for quantitative risk and hazard assessments. We present results to demonstrate how a transient infiltration model coupled with an infinite slope stability calculation may be used to assess shallow landslide frequency in the City of Seattle, Washington, USA. A module called CRF (Critical RainFall) for estimating deterministic rainfall thresholds has been integrated in the TRIGRS (Transient Rainfall Infiltration and Grid-based Slope-Stability) model that combines a transient, one-dimensional analytic solution for pore-pressure response to rainfall infiltration with an infinite slope stability calculation. Input data for the extended model include topographic slope, colluvial thickness, initial water-table depth, material properties, and rainfall durations. This approach is combined with a statistical treatment of rainfall using a GEV (General Extreme Value) probabilistic distribution to produce maps showing the shallow landslide recurrence induced, on a spatially distributed basis, as a function of rainfall duration and hillslope characteristics.

Neural Dynamics as Sampling: A Model for Stochastic Computation in Recurrent Networks of Spiking Neurons

PubMed Central

Buesing, Lars; Bill, Johannes; Nessler, Bernhard; Maass, Wolfgang

2011-01-01

The organization of computations in networks of spiking neurons in the brain is still largely unknown, in particular in view of the inherently stochastic features of their firing activity and the experimentally observed trial-to-trial variability of neural systems in the brain. In principle there exists a powerful computational framework for stochastic computations, probabilistic inference by sampling, which can explain a large number of macroscopic experimental data in neuroscience and cognitive science. But it has turned out to be surprisingly difficult to create a link between these abstract models for stochastic computations and more detailed models of the dynamics of networks of spiking neurons. Here we create such a link and show that under some conditions the stochastic firing activity of networks of spiking neurons can be interpreted as probabilistic inference via Markov chain Monte Carlo (MCMC) sampling. Since common methods for MCMC sampling in distributed systems, such as Gibbs sampling, are inconsistent with the dynamics of spiking neurons, we introduce a different approach based on non-reversible Markov chains that is able to reflect inherent temporal processes of spiking neuronal activity through a suitable choice of random variables. We propose a neural network model and show by a rigorous theoretical analysis that its neural activity implements MCMC sampling of a given distribution, both for the case of discrete and continuous time. This provides a step towards closing the gap between abstract functional models of cortical computation and more detailed models of networks of spiking neurons. PMID:22096452

A novel visualisation tool for climate services: a case study of temperature extremes and human mortality in Europe

NASA Astrophysics Data System (ADS)

Lowe, R.; Ballester, J.; Robine, J.; Herrmann, F. R.; Jupp, T. E.; Stephenson, D.; Rodó, X.

2013-12-01

Users of climate information often require probabilistic information on which to base their decisions. However, communicating information contained within a probabilistic forecast presents a challenge. In this paper we demonstrate a novel visualisation technique to display ternary probabilistic forecasts on a map in order to inform decision making. In this method, ternary probabilistic forecasts, which assign probabilities to a set of three outcomes (e.g. low, medium, and high risk), are considered as a point in a triangle of barycentric coordinates. This allows a unique colour to be assigned to each forecast from a continuum of colours defined on the triangle. Colour saturation increases with information gain relative to the reference forecast (i.e. the long term average). This provides additional information to decision makers compared with conventional methods used in seasonal climate forecasting, where one colour is used to represent one forecast category on a forecast map (e.g. red = ';dry'). We use the tool to present climate-related mortality projections across Europe. Temperature and humidity are related to human mortality via location-specific transfer functions, calculated using historical data. Daily mortality data at the NUTS2 level for 16 countries in Europe were obtain from 1998-2005. Transfer functions were calculated for 54 aggregations in Europe, defined using criteria related to population and climatological similarities. Aggregations are restricted to fall within political boundaries to avoid problems related to varying adaptation policies between countries. A statistical model is fit to cold and warm tails to estimate future mortality using forecast temperatures, in a Bayesian probabilistic framework. Using predefined categories of temperature-related mortality risk, we present maps of probabilistic projections for human mortality at seasonal to decadal time scales. We demonstrate the information gained from using this technique compared to more traditional methods to display ternary probabilistic forecasts. This technique allows decision makers to identify areas where the model predicts with certainty area-specific heat waves or cold snaps, in order to effectively target resources to those areas most at risk, for a given season or year. It is hoped that this visualisation tool will facilitate the interpretation of the probabilistic forecasts not only for public health decision makers but also within a multi-sectoral climate service framework.

Method and system for dynamic probabilistic risk assessment

NASA Technical Reports Server (NTRS)

Dugan, Joanne Bechta (Inventor); Xu, Hong (Inventor)

2013-01-01

The DEFT methodology, system and computer readable medium extends the applicability of the PRA (Probabilistic Risk Assessment) methodology to computer-based systems, by allowing DFT (Dynamic Fault Tree) nodes as pivot nodes in the Event Tree (ET) model. DEFT includes a mathematical model and solution algorithm, supports all common PRA analysis functions and cutsets. Additional capabilities enabled by the DFT include modularization, phased mission analysis, sequence dependencies, and imperfect coverage.

Probabilistic properties of wavelets in kinetic surface roughening

NASA Astrophysics Data System (ADS)

Bershadskii, A.

2001-08-01

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

Probabilistic finite elements for fracture and fatigue analysis

NASA Technical Reports Server (NTRS)

Liu, W. K.; Belytschko, T.; Lawrence, M.; Besterfield, G. H.

1989-01-01

The fusion of the probabilistic finite element method (PFEM) and reliability analysis for probabilistic fracture mechanics (PFM) is presented. A comprehensive method for determining the probability of fatigue failure for curved crack growth was developed. The criterion for failure or performance function is stated as: the fatigue life of a component must exceed the service life of the component; otherwise failure will occur. An enriched element that has the near-crack-tip singular strain field embedded in the element is used to formulate the equilibrium equation and solve for the stress intensity factors at the crack-tip. Performance and accuracy of the method is demonstrated on a classical mode 1 fatigue problem.

Power law versus exponential state transition dynamics: application to sleep-wake architecture.

PubMed

Chu-Shore, Jesse; Westover, M Brandon; Bianchi, Matt T

2010-12-02

Despite the common experience that interrupted sleep has a negative impact on waking function, the features of human sleep-wake architecture that best distinguish sleep continuity versus fragmentation remain elusive. In this regard, there is growing interest in characterizing sleep architecture using models of the temporal dynamics of sleep-wake stage transitions. In humans and other mammals, the state transitions defining sleep and wake bout durations have been described with exponential and power law models, respectively. However, sleep-wake stage distributions are often complex, and distinguishing between exponential and power law processes is not always straightforward. Although mono-exponential distributions are distinct from power law distributions, multi-exponential distributions may in fact resemble power laws by appearing linear on a log-log plot. To characterize the parameters that may allow these distributions to mimic one another, we systematically fitted multi-exponential-generated distributions with a power law model, and power law-generated distributions with multi-exponential models. We used the Kolmogorov-Smirnov method to investigate goodness of fit for the "incorrect" model over a range of parameters. The "zone of mimicry" of parameters that increased the risk of mistakenly accepting power law fitting resembled empiric time constants obtained in human sleep and wake bout distributions. Recognizing this uncertainty in model distinction impacts interpretation of transition dynamics (self-organizing versus probabilistic), and the generation of predictive models for clinical classification of normal and pathological sleep architecture.

Probabilistic power flow using improved Monte Carlo simulation method with correlated wind sources

NASA Astrophysics Data System (ADS)

Bie, Pei; Zhang, Buhan; Li, Hang; Deng, Weisi; Wu, Jiasi

2017-01-01

Probabilistic Power Flow (PPF) is a very useful tool for power system steady-state analysis. However, the correlation among different random injection power (like wind power) brings great difficulties to calculate PPF. Monte Carlo simulation (MCS) and analytical methods are two commonly used methods to solve PPF. MCS has high accuracy but is very time consuming. Analytical method like cumulants method (CM) has high computing efficiency but the cumulants calculating is not convenient when wind power output does not obey any typical distribution, especially when correlated wind sources are considered. In this paper, an Improved Monte Carlo simulation method (IMCS) is proposed. The joint empirical distribution is applied to model different wind power output. This method combines the advantages of both MCS and analytical method. It not only has high computing efficiency, but also can provide solutions with enough accuracy, which is very suitable for on-line analysis.

Probabilistic objective functions for sensor management

NASA Astrophysics Data System (ADS)

Mahler, Ronald P. S.; Zajic, Tim R.

2004-08-01

This paper continues the investigation of a foundational and yet potentially practical basis for control-theoretic sensor management, using a comprehensive, intuitive, system-level Bayesian paradigm based on finite-set statistics (FISST). In this paper we report our most recent progress, focusing on multistep look-ahead -- i.e., allocation of sensor resources throughout an entire future time-window. We determine future sensor states in the time-window using a "probabilistically natural" sensor management objective function, the posterior expected number of targets (PENT). This objective function is constructed using a new "maxi-PIMS" optimization strategy that hedges against unknowable future observation-collections. PENT is used in conjuction with approximate multitarget filters: the probability hypothesis density (PHD) filter or the multi-hypothesis correlator (MHC) filter.

Study on the Evaluation Method for Fault Displacement: Probabilistic Approach Based on Japanese Earthquake Rupture Data - Distributed fault displacements -

NASA Astrophysics Data System (ADS)

Inoue, N.; Kitada, N.; Tonagi, M.

2016-12-01

Distributed fault displacements in Probabilistic Fault Displace- ment Analysis (PFDHA) have an important rule in evaluation of important facilities such as Nuclear Installations. In Japan, the Nu- clear Installations should be constructed where there is no possibility that the displacement by the earthquake on the active faults occurs. Youngs et al. (2003) defined the distributed fault as displacement on other faults or shears, or fractures in the vicinity of the principal rup- ture in response to the principal faulting. Other researchers treated the data of distribution fault around principal fault and modeled according to their definitions (e.g. Petersen et al., 2011; Takao et al., 2013 ). We organized Japanese fault displacements data and constructed the slip-distance relationship depending on fault types. In the case of reverse fault, slip-distance relationship on the foot-wall indicated difference trend compared with that on hanging-wall. The process zone or damaged zone have been studied as weak structure around principal faults. The density or number is rapidly decrease away from the principal faults. We contrasted the trend of these zones with that of distributed slip-distance distributions. The subsurface FEM simulation have been carried out to inves- tigate the distribution of stress around principal faults. The results indicated similar trend compared with the distribution of field obser- vations. This research was part of the 2014-2015 research project `Development of evaluating method for fault displacement` by the Secretariat of Nuclear Regulation Authority (S/NRA), Japan.

Probabilistic fiber tracking of the language and motor white matter pathways of the supplementary motor area (SMA) in patients with brain tumors.

PubMed

Jenabi, Mehrnaz; Peck, Kyung K; Young, Robert J; Brennan, Nicole; Holodny, Andrei I

2014-12-01

Accurate localization of anatomically and functionally separate SMA tracts is important to improve planning prior to neurosurgery. Using fMRI and probabilistic DTI techniques, we assessed the connectivity between the frontal language area (Broca's area) and the rostral pre-SMA (language SMA) and caudal SMA proper (motor SMA). Twenty brain tumor patients completed motor and language fMRI paradigms and DTI. Peaks of functional activity in the language SMA, motor SMA and Broca's area were used to define seed regions for probabilistic tractography. fMRI and probabilistic tractography identified separate and unique pathways connecting the SMA to Broca's area - the language SMA pathway and the motor SMA pathway. For all subjects, the language SMA pathway had a larger number of voxels (P<0.0001) and higher connectivity (P<0.0001) to Broca's area than did the motor SMA pathway. In each patient, the number of voxels was greater in the language and motor SMA pathways than in background pathways (P<0.0001). No differences were found between patients with ipsilateral and those with contralateral tumors for either the language SMA pathway (degree of connectivity: P<0.36; number of voxels: 0.35) or the motor SMA pathway (degree of connectivity, P<0.28; number of voxels, P<0.74). Probabilistic tractography can identify unique white matter tracts that connect language SMA and motor SMA to Broca's area. The language SMA is more significantly connected to Broca's area than is the motor subdivision of the SMA proper. Copyright © 2013 Elsevier Masson SAS. All rights reserved.

Generating short-term probabilistic wind power scenarios via nonparametric forecast error density estimators: Generating short-term probabilistic wind power scenarios via nonparametric forecast error density estimators

DOE PAGES

Staid, Andrea; Watson, Jean -Paul; Wets, Roger J. -B.; ...

2017-07-11

Forecasts of available wind power are critical in key electric power systems operations planning problems, including economic dispatch and unit commitment. Such forecasts are necessarily uncertain, limiting the reliability and cost effectiveness of operations planning models based on a single deterministic or “point” forecast. A common approach to address this limitation involves the use of a number of probabilistic scenarios, each specifying a possible trajectory of wind power production, with associated probability. We present and analyze a novel method for generating probabilistic wind power scenarios, leveraging available historical information in the form of forecasted and corresponding observed wind power timemore » series. We estimate non-parametric forecast error densities, specifically using epi-spline basis functions, allowing us to capture the skewed and non-parametric nature of error densities observed in real-world data. We then describe a method to generate probabilistic scenarios from these basis functions that allows users to control for the degree to which extreme errors are captured.We compare the performance of our approach to the current state-of-the-art considering publicly available data associated with the Bonneville Power Administration, analyzing aggregate production of a number of wind farms over a large geographic region. Finally, we discuss the advantages of our approach in the context of specific power systems operations planning problems: stochastic unit commitment and economic dispatch. Here, our methodology is embodied in the joint Sandia – University of California Davis Prescient software package for assessing and analyzing stochastic operations strategies.« less

Generating short-term probabilistic wind power scenarios via nonparametric forecast error density estimators: Generating short-term probabilistic wind power scenarios via nonparametric forecast error density estimators

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

Staid, Andrea; Watson, Jean -Paul; Wets, Roger J. -B.

Forecasts of available wind power are critical in key electric power systems operations planning problems, including economic dispatch and unit commitment. Such forecasts are necessarily uncertain, limiting the reliability and cost effectiveness of operations planning models based on a single deterministic or “point” forecast. A common approach to address this limitation involves the use of a number of probabilistic scenarios, each specifying a possible trajectory of wind power production, with associated probability. We present and analyze a novel method for generating probabilistic wind power scenarios, leveraging available historical information in the form of forecasted and corresponding observed wind power timemore » series. We estimate non-parametric forecast error densities, specifically using epi-spline basis functions, allowing us to capture the skewed and non-parametric nature of error densities observed in real-world data. We then describe a method to generate probabilistic scenarios from these basis functions that allows users to control for the degree to which extreme errors are captured.We compare the performance of our approach to the current state-of-the-art considering publicly available data associated with the Bonneville Power Administration, analyzing aggregate production of a number of wind farms over a large geographic region. Finally, we discuss the advantages of our approach in the context of specific power systems operations planning problems: stochastic unit commitment and economic dispatch. Here, our methodology is embodied in the joint Sandia – University of California Davis Prescient software package for assessing and analyzing stochastic operations strategies.« less

A Unified Probabilistic Framework for Dose-Response Assessment of Human Health Effects.

PubMed

Chiu, Weihsueh A; Slob, Wout

2015-12-01

When chemical health hazards have been identified, probabilistic dose-response assessment ("hazard characterization") quantifies uncertainty and/or variability in toxicity as a function of human exposure. Existing probabilistic approaches differ for different types of endpoints or modes-of-action, lacking a unifying framework. We developed a unified framework for probabilistic dose-response assessment. We established a framework based on four principles: a) individual and population dose responses are distinct; b) dose-response relationships for all (including quantal) endpoints can be recast as relating to an underlying continuous measure of response at the individual level; c) for effects relevant to humans, "effect metrics" can be specified to define "toxicologically equivalent" sizes for this underlying individual response; and d) dose-response assessment requires making adjustments and accounting for uncertainty and variability. We then derived a step-by-step probabilistic approach for dose-response assessment of animal toxicology data similar to how nonprobabilistic reference doses are derived, illustrating the approach with example non-cancer and cancer datasets. Probabilistically derived exposure limits are based on estimating a "target human dose" (HDMI), which requires risk management-informed choices for the magnitude (M) of individual effect being protected against, the remaining incidence (I) of individuals with effects ≥ M in the population, and the percent confidence. In the example datasets, probabilistically derived 90% confidence intervals for HDMI values span a 40- to 60-fold range, where I = 1% of the population experiences ≥ M = 1%-10% effect sizes. Although some implementation challenges remain, this unified probabilistic framework can provide substantially more complete and transparent characterization of chemical hazards and support better-informed risk management decisions.

Ant system: optimization by a colony of cooperating agents.

PubMed

Dorigo, M; Maniezzo, V; Colorni, A

1996-01-01

An analogy with the way ant colonies function has suggested the definition of a new computational paradigm, which we call ant system (AS). We propose it as a viable new approach to stochastic combinatorial optimization. The main characteristics of this model are positive feedback, distributed computation, and the use of a constructive greedy heuristic. Positive feedback accounts for rapid discovery of good solutions, distributed computation avoids premature convergence, and the greedy heuristic helps find acceptable solutions in the early stages of the search process. We apply the proposed methodology to the classical traveling salesman problem (TSP), and report simulation results. We also discuss parameter selection and the early setups of the model, and compare it with tabu search and simulated annealing using TSP. To demonstrate the robustness of the approach, we show how the ant system (AS) can be applied to other optimization problems like the asymmetric traveling salesman, the quadratic assignment and the job-shop scheduling. Finally we discuss the salient characteristics-global data structure revision, distributed communication and probabilistic transitions of the AS.

Development of probabilistic emission inventories of air toxics for Jacksonville, Florida, USA.

PubMed

Zhao, Yuchao; Frey, H Christopher

2004-11-01

Probabilistic emission inventories were developed for 1,3-butadiene, mercury (Hg), arsenic (As), benzene, formaldehyde, and lead for Jacksonville, FL. To quantify inter-unit variability in empirical emission factor data, the Maximum Likelihood Estimation (MLE) method or the Method of Matching Moments was used to fit parametric distributions. For data sets that contain nondetected measurements, a method based upon MLE was used for parameter estimation. To quantify the uncertainty in urban air toxic emission factors, parametric bootstrap simulation and empirical bootstrap simulation were applied to uncensored and censored data, respectively. The probabilistic emission inventories were developed based on the product of the uncertainties in the emission factors and in the activity factors. The uncertainties in the urban air toxics emission inventories range from as small as -25 to +30% for Hg to as large as -83 to +243% for As. The key sources of uncertainty in the emission inventory for each toxic are identified based upon sensitivity analysis. Typically, uncertainty in the inventory of a given pollutant can be attributed primarily to a small number of source categories. Priorities for improving the inventories and for refining the probabilistic analysis are discussed.

Economic Dispatch for Microgrid Containing Electric Vehicles via Probabilistic Modeling: Preprint

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

Yao, Yin; Gao, Wenzhong; Momoh, James

In this paper, an economic dispatch model with probabilistic modeling is developed for a microgrid. The electric power supply in a microgrid consists of conventional power plants and renewable energy power plants, such as wind and solar power plants. Because of the fluctuation in the output of solar and wind power plants, an empirical probabilistic model is developed to predict their hourly output. According to different characteristics of wind and solar power plants, the parameters for probabilistic distribution are further adjusted individually for both. On the other hand, with the growing trend in plug-in electric vehicles (PHEVs), an integrated microgridmore » system must also consider the impact of PHEVs. The charging loads from PHEVs as well as the discharging output via the vehicle-to-grid (V2G) method can greatly affect the economic dispatch for all of the micro energy sources in a microgrid. This paper presents an optimization method for economic dispatch in a microgrid considering conventional power plants, renewable power plants, and PHEVs. The simulation results reveal that PHEVs with V2G capability can be an indispensable supplement in a modern microgrid.« less

Probabilistic distributions of pinhole defects in atomic layer deposited films on polymeric substrates

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

Yersak, Alexander S., E-mail: alexander.yersak@colorado.edu; Lee, Yung-Cheng

Pinhole defects in atomic layer deposition (ALD) coatings were measured in an area of 30 cm{sup 2} in an ALD reactor, and these defects were represented by a probabilistic cluster model instead of a single defect density value with number of defects over area. With the probabilistic cluster model, the pinhole defects were simulated over a manufacturing scale surface area of ∼1 m{sup 2}. Large-area pinhole defect simulations were used to develop an improved and enhanced design method for ALD-based devices. A flexible thermal ground plane (FTGP) device requiring ALD hermetic coatings was used as an example. Using a single defectmore » density value, it was determined that for an application with operation temperatures higher than 60 °C, the FTGP device would not be possible. The new probabilistic cluster model shows that up to 40.3% of the FTGP would be acceptable. With this new approach the manufacturing yield of ALD-enabled or other thin film based devices with different design configurations can be determined. It is important to guide process optimization and control and design for manufacturability.« less

A Probabilistic Design Method Applied to Smart Composite Structures

NASA Technical Reports Server (NTRS)

Shiao, Michael C.; Chamis, Christos C.

1995-01-01

A probabilistic design method is described and demonstrated using a smart composite wing. Probabilistic structural design incorporates naturally occurring uncertainties including those in constituent (fiber/matrix) material properties, fabrication variables, structure geometry and control-related parameters. Probabilistic sensitivity factors are computed to identify those parameters that have a great influence on a specific structural reliability. Two performance criteria are used to demonstrate this design methodology. The first criterion requires that the actuated angle at the wing tip be bounded by upper and lower limits at a specified reliability. The second criterion requires that the probability of ply damage due to random impact load be smaller than an assigned value. When the relationship between reliability improvement and the sensitivity factors is assessed, the results show that a reduction in the scatter of the random variable with the largest sensitivity factor (absolute value) provides the lowest failure probability. An increase in the mean of the random variable with a negative sensitivity factor will reduce the failure probability. Therefore, the design can be improved by controlling or selecting distribution parameters associated with random variables. This can be implemented during the manufacturing process to obtain maximum benefit with minimum alterations.

The impact of personalized probabilistic wall thickness models on peak wall stress in abdominal aortic aneurysms.

PubMed

Biehler, J; Wall, W A

2018-02-01

If computational models are ever to be used in high-stakes decision making in clinical practice, the use of personalized models and predictive simulation techniques is a must. This entails rigorous quantification of uncertainties as well as harnessing available patient-specific data to the greatest extent possible. Although researchers are beginning to realize that taking uncertainty in model input parameters into account is a necessity, the predominantly used probabilistic description for these uncertain parameters is based on elementary random variable models. In this work, we set out for a comparison of different probabilistic models for uncertain input parameters using the example of an uncertain wall thickness in finite element models of abdominal aortic aneurysms. We provide the first comparison between a random variable and a random field model for the aortic wall and investigate the impact on the probability distribution of the computed peak wall stress. Moreover, we show that the uncertainty about the prevailing peak wall stress can be reduced if noninvasively available, patient-specific data are harnessed for the construction of the probabilistic wall thickness model. Copyright © 2017 John Wiley & Sons, Ltd.

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

PubMed Central

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

2014-01-01

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

Applying probabilistic temporal and multisite data quality control methods to a public health mortality registry in Spain: a systematic approach to quality control of repositories.

PubMed

Sáez, Carlos; Zurriaga, Oscar; Pérez-Panadés, Jordi; Melchor, Inma; Robles, Montserrat; García-Gómez, Juan M

2016-11-01

To assess the variability in data distributions among data sources and over time through a case study of a large multisite repository as a systematic approach to data quality (DQ). Novel probabilistic DQ control methods based on information theory and geometry are applied to the Public Health Mortality Registry of the Region of Valencia, Spain, with 512 143 entries from 2000 to 2012, disaggregated into 24 health departments. The methods provide DQ metrics and exploratory visualizations for (1) assessing the variability among multiple sources and (2) monitoring and exploring changes with time. The methods are suited to big data and multitype, multivariate, and multimodal data. The repository was partitioned into 2 probabilistically separated temporal subgroups following a change in the Spanish National Death Certificate in 2009. Punctual temporal anomalies were noticed due to a punctual increment in the missing data, along with outlying and clustered health departments due to differences in populations or in practices. Changes in protocols, differences in populations, biased practices, or other systematic DQ problems affected data variability. Even if semantic and integration aspects are addressed in data sharing infrastructures, probabilistic variability may still be present. Solutions include fixing or excluding data and analyzing different sites or time periods separately. A systematic approach to assessing temporal and multisite variability is proposed. Multisite and temporal variability in data distributions affects DQ, hindering data reuse, and an assessment of such variability should be a part of systematic DQ procedures. © The Author 2016. Published by Oxford University Press on behalf of the American Medical Informatics Association. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Comparison of numerical weather prediction based deterministic and probabilistic wind resource assessment methods

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

Zhang, Jie; Draxl, Caroline; Hopson, Thomas

Numerical weather prediction (NWP) models have been widely used for wind resource assessment. Model runs with higher spatial resolution are generally more accurate, yet extremely computational expensive. An alternative approach is to use data generated by a low resolution NWP model, in conjunction with statistical methods. In order to analyze the accuracy and computational efficiency of different types of NWP-based wind resource assessment methods, this paper performs a comparison of three deterministic and probabilistic NWP-based wind resource assessment methodologies: (i) a coarse resolution (0.5 degrees x 0.67 degrees) global reanalysis data set, the Modern-Era Retrospective Analysis for Research and Applicationsmore » (MERRA); (ii) an analog ensemble methodology based on the MERRA, which provides both deterministic and probabilistic predictions; and (iii) a fine resolution (2-km) NWP data set, the Wind Integration National Dataset (WIND) Toolkit, based on the Weather Research and Forecasting model. Results show that: (i) as expected, the analog ensemble and WIND Toolkit perform significantly better than MERRA confirming their ability to downscale coarse estimates; (ii) the analog ensemble provides the best estimate of the multi-year wind distribution at seven of the nine sites, while the WIND Toolkit is the best at one site; (iii) the WIND Toolkit is more accurate in estimating the distribution of hourly wind speed differences, which characterizes the wind variability, at five of the available sites, with the analog ensemble being best at the remaining four locations; and (iv) the analog ensemble computational cost is negligible, whereas the WIND Toolkit requires large computational resources. Future efforts could focus on the combination of the analog ensemble with intermediate resolution (e.g., 10-15 km) NWP estimates, to considerably reduce the computational burden, while providing accurate deterministic estimates and reliable probabilistic assessments.« less

Predicting Rib Fracture Risk With Whole-Body Finite Element Models: Development and Preliminary Evaluation of a Probabilistic Analytical Framework

PubMed Central

Forman, Jason L.; Kent, Richard W.; Mroz, Krystoffer; Pipkorn, Bengt; Bostrom, Ola; Segui-Gomez, Maria

2012-01-01

This study sought to develop a strain-based probabilistic method to predict rib fracture risk with whole-body finite element (FE) models, and to describe a method to combine the results with collision exposure information to predict injury risk and potential intervention effectiveness in the field. An age-adjusted ultimate strain distribution was used to estimate local rib fracture probabilities within an FE model. These local probabilities were combined to predict injury risk and severity within the whole ribcage. The ultimate strain distribution was developed from a literature dataset of 133 tests. Frontal collision simulations were performed with the THUMS (Total HUman Model for Safety) model with four levels of delta-V and two restraints: a standard 3-point belt and a progressive 3.5–7 kN force-limited, pretensioned (FL+PT) belt. The results of three simulations (29 km/h standard, 48 km/h standard, and 48 km/h FL+PT) were compared to matched cadaver sled tests. The numbers of fractures predicted for the comparison cases were consistent with those observed experimentally. Combining these results with field exposure informantion (ΔV, NASS-CDS 1992–2002) suggests a 8.9% probability of incurring AIS3+ rib fractures for a 60 year-old restrained by a standard belt in a tow-away frontal collision with this restraint, vehicle, and occupant configuration, compared to 4.6% for the FL+PT belt. This is the first study to describe a probabilistic framework to predict rib fracture risk based on strains observed in human-body FE models. Using this analytical framework, future efforts may incorporate additional subject or collision factors for multi-variable probabilistic injury prediction. PMID:23169122

PyBetVH: A Python tool for probabilistic volcanic hazard assessment and for generation of Bayesian hazard curves and maps

NASA Astrophysics Data System (ADS)

Tonini, Roberto; Sandri, Laura; Anne Thompson, Mary

2015-06-01

PyBetVH is a completely new, free, open-source and cross-platform software implementation of the Bayesian Event Tree for Volcanic Hazard (BET_VH), a tool for estimating the probability of any magmatic hazardous phenomenon occurring in a selected time frame, accounting for all the uncertainties. New capabilities of this implementation include the ability to calculate hazard curves which describe the distribution of the exceedance probability as a function of intensity (e.g., tephra load) on a grid of points covering the target area. The computed hazard curves are (i) absolute (accounting for the probability of eruption in a given time frame, and for all the possible vent locations and eruptive sizes) and (ii) Bayesian (computed at different percentiles, in order to quantify the epistemic uncertainty). Such curves allow representation of the full information contained in the probabilistic volcanic hazard assessment (PVHA) and are well suited to become a main input to quantitative risk analyses. PyBetVH allows for interactive visualization of both the computed hazard curves, and the corresponding Bayesian hazard/probability maps. PyBetVH is designed to minimize the efforts of end users, making PVHA results accessible to people who may be less experienced in probabilistic methodologies, e.g. decision makers. The broad compatibility of Python language has also allowed PyBetVH to be installed on the VHub cyber-infrastructure, where it can be run online or downloaded at no cost. PyBetVH can be used to assess any type of magmatic hazard from any volcano. Here we illustrate how to perform a PVHA through PyBetVH using the example of analyzing tephra fallout from the Okataina Volcanic Centre (OVC), New Zealand, and highlight the range of outputs that the tool can generate.

Alterations of white matter structural networks in patients with non-neuropsychiatric systemic lupus erythematosus identified by probabilistic tractography and connectivity-based analyses.

PubMed

Xu, Man; Tan, Xiangliang; Zhang, Xinyuan; Guo, Yihao; Mei, Yingjie; Feng, Qianjin; Xu, Yikai; Feng, Yanqiu

2017-01-01

Systemic lupus erythematosus (SLE) is a chronic inflammatory female-predominant autoimmune disease that can affect the central nervous system and exhibit neuropsychiatric symptoms. In SLE patients without neuropsychiatric symptoms (non-NPSLE), recent diffusion tensor imaging studies showed white matter abnormalities in their brains. The present study investigated the entire brain white matter structural connectivity in non-NPSLE patients by using probabilistic tractography and connectivity-based analyses. Whole-brain structural networks of 29 non-NPSLE patients and 29 healthy controls (HCs) were examined. The structural networks were constructed with interregional probabilistic connectivity. Graph theory analysis was performed to investigate the topological properties, and network-based statistic was employed to assess the alterations of the interregional connections among non-NPSLE patients and controls. Compared with HCs, non-NPSLE patients demonstrated significantly decreased global and local network efficiencies and showed increased characteristic path length. This finding suggests that the global integration and local specialization were impaired. Moreover, the regional properties (nodal efficiency and degree) in the frontal, occipital, and cingulum regions of the non-NPSLE patients were significantly changed and negatively correlated with the disease activity index. The distribution pattern of the hubs measured by nodal degree was altered in the patient group. Finally, the non-NPSLE group exhibited decreased structural connectivity in the left median cingulate-centered component and increased connectivity in the left precuneus-centered component and right middle temporal lobe-centered component. This study reveals an altered topological organization of white matter networks in non-NPSLE patients. Furthermore, this research provides new insights into the structural disruptions underlying the functional and neurocognitive deficits in non-NPSLE patients.

Micromechanics of brain white matter tissue: A fiber-reinforced hyperelastic model using embedded element technique.

PubMed

Yousefsani, Seyed Abdolmajid; Shamloo, Amir; Farahmand, Farzam

2018-04-01

A transverse-plane hyperelastic micromechanical model of brain white matter tissue was developed using the embedded element technique (EET). The model consisted of a histology-informed probabilistic distribution of axonal fibers embedded within an extracellular matrix, both described using the generalized Ogden hyperelastic material model. A correcting method, based on the strain energy density function, was formulated to resolve the stiffness redundancy problem of the EET in large deformation regime. The model was then used to predict the homogenized tissue behavior and the associated localized responses of the axonal fibers under quasi-static, transverse, large deformations. Results indicated that with a sufficiently large representative volume element (RVE) and fine mesh, the statistically randomized microstructure implemented in the RVE exhibits directional independency in transverse plane, and the model predictions for the overall and local tissue responses, characterized by the normalized strain energy density and Cauchy and von Mises stresses, are independent from the modeling parameters. Comparison of the responses of the probabilistic model with that of a simple uniform RVE revealed that only the first one is capable of representing the localized behavior of the tissue constituents. The validity test of the model predictions for the corona radiata against experimental data from the literature indicated a very close agreement. In comparison with the conventional direct meshing method, the model provided almost the same results after correcting the stiffness redundancy, however, with much less computational cost and facilitated geometrical modeling, meshing, and boundary conditions imposing. It was concluded that the EET can be used effectively for detailed probabilistic micromechanical modeling of the white matter in order to provide more accurate predictions for the axonal responses, which are of great importance when simulating the brain trauma or tumor growth. Copyright © 2018 Elsevier Ltd. All rights reserved.

Novel composites for wing and fuselage applications

NASA Technical Reports Server (NTRS)

Sobel, L. H.; Buttitta, C.; Suarez, J. A.

1995-01-01

Probabilistic predictions based on the IPACS code are presented for the material and structural response of unnotched and notched, IM6/3501-6 Gr/Ep laminates. Comparisons of predicted and measured modulus and strength distributions are given for unnotched unidirectional, cross-ply and quasi-isotropic laminates. The predicted modulus distributions were found to correlate well with the test results for all three unnotched laminates. Correlations of strength distributions for the unnotched laminates are judged good for the unidirectional laminate and fair for the cross-ply laminate, whereas the strength correlation for the quasi-isotropic laminate is judged poor because IPACS did not have a progressive failure capability at the time this work was performed. The report also presents probabilistic and structural reliability analysis predictions for the strain concentration factor (SCF) for an open-hole, quasi-isotropic laminate subjected to longitudinal tension. A special procedure was developed to adapt IPACS for the structural reliability analysis. The reliability results show the importance of identifying the most significant random variables upon which the SCF depends, and of having accurate scatter values for these variables.

Probabilistic accident consequence uncertainty analysis -- Late health effects uncertain assessment. Volume 2: Appendices

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

Little, M.P.; Muirhead, C.R.; Goossens, L.H.J.

1997-12-01

The development of two new probabilistic accident consequence codes, MACCS and COSYMA, was completed in 1990. These codes estimate the consequence from the accidental releases of radiological material from hypothesized accidents at nuclear installations. In 1991, the US Nuclear Regulatory Commission and the Commission of the European Communities began cosponsoring a joint uncertainty analysis of the two codes. The ultimate objective of this joint effort was to systematically develop credible and traceable uncertainty distributions for the respective code input variables. A formal expert judgment elicitation and evaluation process was identified as the best technology available for developing a library ofmore » uncertainty distributions for these consequence parameters. This report focuses on the results of the study to develop distribution for variables related to the MACCS and COSYMA late health effects models. This volume contains appendices that include (1) a summary of the MACCS and COSYMA consequence codes, (2) the elicitation questionnaires and case structures, (3) the rationales and results for the expert panel on late health effects, (4) short biographies of the experts, and (5) the aggregated results of their responses.« less

Probabilistic accident consequence uncertainty analysis -- Uncertainty assessment for internal dosimetry. Volume 2: Appendices

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

Goossens, L.H.J.; Kraan, B.C.P.; Cooke, R.M.

1998-04-01

The development of two new probabilistic accident consequence codes, MACCS and COSYMA, was completed in 1990. These codes estimate the consequence from the accidental releases of radiological material from hypothesized accidents at nuclear installations. In 1991, the US Nuclear Regulatory Commission and the Commission of the European Communities began cosponsoring a joint uncertainty analysis of the two codes. The ultimate objective of this joint effort was to systematically develop credible and traceable uncertainty distributions for the respective code input variables. A formal expert judgment elicitation and evaluation process was identified as the best technology available for developing a library ofmore » uncertainty distributions for these consequence parameters. This report focuses on the results of the study to develop distribution for variables related to the MACCS and COSYMA internal dosimetry models. This volume contains appendices that include (1) a summary of the MACCS and COSYMA consequence codes, (2) the elicitation questionnaires and case structures, (3) the rationales and results for the panel on internal dosimetry, (4) short biographies of the experts, and (5) the aggregated results of their responses.« less

Connectivity-based parcellation of human cingulate cortex and its relation to functional specialization.

PubMed

Beckmann, Matthias; Johansen-Berg, Heidi; Rushworth, Matthew F S

2009-01-28

Whole-brain neuroimaging studies have demonstrated regional variations in function within human cingulate cortex. At the same time, regional variations in cingulate anatomical connections have been found in animal models. It has, however, been difficult to estimate the relationship between connectivity and function throughout the whole cingulate cortex within the human brain. In this study, magnetic resonance diffusion tractography was used to investigate cingulate probabilistic connectivity in the human brain with two approaches. First, an algorithm was used to search for regional variations in the probabilistic connectivity profiles of all cingulate cortex voxels with the whole of the rest of the brain. Nine subregions with distinctive connectivity profiles were identified. It was possible to characterize several distinct areas in the dorsal cingulate sulcal region. Several distinct regions were also found in subgenual and perigenual cortex. Second, the probabilities of connection between cingulate cortex and 11 predefined target regions of interest were calculated. Cingulate voxels with a high probability of connection with the different targets formed separate clusters within cingulate cortex. Distinct connectivity fingerprints characterized the likelihood of connections between the extracingulate target regions and the nine cingulate subregions. Last, a meta-analysis of 171 functional studies reporting cingulate activation was performed. Seven different cognitive conditions were selected and peak activation coordinates were plotted to create maps of functional localization within the cingulate cortex. Regional functional specialization was found to be related to regional differences in probabilistic anatomical connectivity.

Abstract probabilistic CNOT gate model based on double encoding: study of the errors and physical realizability

NASA Astrophysics Data System (ADS)

Gueddana, Amor; Attia, Moez; Chatta, Rihab

2015-03-01

In this work, we study the error sources standing behind the non-perfect linear optical quantum components composing a non-deterministic quantum CNOT gate model, which performs the CNOT function with a success probability of 4/27 and uses a double encoding technique to represent photonic qubits at the control and the target. We generalize this model to an abstract probabilistic CNOT version and determine the realizability limits depending on a realistic range of the errors. Finally, we discuss physical constraints allowing the implementation of the Asymmetric Partially Polarizing Beam Splitter (APPBS), which is at the heart of correctly realizing the CNOT function.

A Unified Probabilistic Framework for Dose–Response Assessment of Human Health Effects

PubMed Central

Slob, Wout

2015-01-01

Background When chemical health hazards have been identified, probabilistic dose–response assessment (“hazard characterization”) quantifies uncertainty and/or variability in toxicity as a function of human exposure. Existing probabilistic approaches differ for different types of endpoints or modes-of-action, lacking a unifying framework. Objectives We developed a unified framework for probabilistic dose–response assessment. Methods We established a framework based on four principles: a) individual and population dose responses are distinct; b) dose–response relationships for all (including quantal) endpoints can be recast as relating to an underlying continuous measure of response at the individual level; c) for effects relevant to humans, “effect metrics” can be specified to define “toxicologically equivalent” sizes for this underlying individual response; and d) dose–response assessment requires making adjustments and accounting for uncertainty and variability. We then derived a step-by-step probabilistic approach for dose–response assessment of animal toxicology data similar to how nonprobabilistic reference doses are derived, illustrating the approach with example non-cancer and cancer datasets. Results Probabilistically derived exposure limits are based on estimating a “target human dose” (HDMI), which requires risk management–informed choices for the magnitude (M) of individual effect being protected against, the remaining incidence (I) of individuals with effects ≥ M in the population, and the percent confidence. In the example datasets, probabilistically derived 90% confidence intervals for HDMI values span a 40- to 60-fold range, where I = 1% of the population experiences ≥ M = 1%–10% effect sizes. Conclusions Although some implementation challenges remain, this unified probabilistic framework can provide substantially more complete and transparent characterization of chemical hazards and support better-informed risk management decisions. Citation Chiu WA, Slob W. 2015. A unified probabilistic framework for dose–response assessment of human health effects. Environ Health Perspect 123:1241–1254; http://dx.doi.org/10.1289/ehp.1409385 PMID:26006063

Fluid Structure Interaction in a Turbine Blade

NASA Technical Reports Server (NTRS)

Gorla, Rama S. R.

2004-01-01

An unsteady, three dimensional Navier-Stokes solution in rotating frame formulation for turbomachinery applications is presented. Casting the governing equations in a rotating frame enabled the freezing of grid motion and resulted in substantial savings in computer time. The turbine blade was computationally simulated and probabilistically evaluated in view of several uncertainties in the aerodynamic, structural, material and thermal variables that govern the turbine blade. The interconnection between the computational fluid dynamics code and finite element structural analysis code was necessary to couple the thermal profiles with the structural design. The stresses and their variations were evaluated at critical points on the Turbine blade. Cumulative distribution functions and sensitivity factors were computed for stress responses due to aerodynamic, geometric, mechanical and thermal random variables.

A Prize-Collecting Steiner Tree Approach for Transduction Network Inference

NASA Astrophysics Data System (ADS)

Bailly-Bechet, Marc; Braunstein, Alfredo; Zecchina, Riccardo

Into the cell, information from the environment is mainly propagated via signaling pathways which form a transduction network. Here we propose a new algorithm to infer transduction networks from heterogeneous data, using both the protein interaction network and expression datasets. We formulate the inference problem as an optimization task, and develop a message-passing, probabilistic and distributed formalism to solve it. We apply our algorithm to the pheromone response in the baker’s yeast S. cerevisiae. We are able to find the backbone of the known structure of the MAPK cascade of pheromone response, validating our algorithm. More importantly, we make biological predictions about some proteins whose role could be at the interface between pheromone response and other cellular functions.

The DOZZ formula from the path integral

NASA Astrophysics Data System (ADS)

Kupiainen, Antti; Rhodes, Rémi; Vargas, Vincent

2018-05-01

We present a rigorous proof of the Dorn, Otto, Zamolodchikov, Zamolodchikov formula (the DOZZ formula) for the 3 point structure constants of Liouville Conformal Field Theory (LCFT) starting from a rigorous probabilistic construction of the functional integral defining LCFT given earlier by the authors and David. A crucial ingredient in our argument is a probabilistic derivation of the reflection relation in LCFT based on a refined tail analysis of Gaussian multiplicative chaos measures.

Probabilistic Modeling of Settlement Risk at Land Disposal Facilities - 12304

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

Foye, Kevin C.; Soong, Te-Yang

2012-07-01

The long-term reliability of land disposal facility final cover systems - and therefore the overall waste containment - depends on the distortions imposed on these systems by differential settlement/subsidence. The evaluation of differential settlement is challenging because of the heterogeneity of the waste mass (caused by inconsistent compaction, void space distribution, debris-soil mix ratio, waste material stiffness, time-dependent primary compression of the fine-grained soil matrix, long-term creep settlement of the soil matrix and the debris, etc.) at most land disposal facilities. Deterministic approaches to long-term final cover settlement prediction are not able to capture the spatial variability in the wastemore » mass and sub-grade properties which control differential settlement. An alternative, probabilistic solution is to use random fields to model the waste and sub-grade properties. The modeling effort informs the design, construction, operation, and maintenance of land disposal facilities. A probabilistic method to establish design criteria for waste placement and compaction is introduced using the model. Random fields are ideally suited to problems of differential settlement modeling of highly heterogeneous foundations, such as waste. Random fields model the seemingly random spatial distribution of a design parameter, such as compressibility. When used for design, the use of these models prompts the need for probabilistic design criteria. It also allows for a statistical approach to waste placement acceptance criteria. An example design evaluation was performed, illustrating the use of the probabilistic differential settlement simulation methodology to assemble a design guidance chart. The purpose of this design evaluation is to enable the designer to select optimal initial combinations of design slopes and quality control acceptance criteria that yield an acceptable proportion of post-settlement slopes meeting some design minimum. For this specific example, relative density, which can be determined through field measurements, was selected as the field quality control parameter for waste placement. This technique can be extended to include a rigorous performance-based methodology using other parameters (void space criteria, debris-soil mix ratio, pre-loading, etc.). As shown in this example, each parameter range, or sets of parameter ranges can be selected such that they can result in an acceptable, long-term differential settlement according to the probabilistic model. The methodology can also be used to re-evaluate the long-term differential settlement behavior at closed land disposal facilities to identify, if any, problematic facilities so that remedial action (e.g., reinforcement of upper and intermediate waste layers) can be implemented. Considering the inherent spatial variability in waste and earth materials and the need for engineers to apply sound quantitative practices to engineering analysis, it is important to apply the available probabilistic techniques to problems of differential settlement. One such method to implement probability-based differential settlement analyses for the design of landfill final covers has been presented. The design evaluation technique presented is one tool to bridge the gap from deterministic practice to probabilistic practice. (authors)« less

Impact of refining the assessment of dietary exposure to cadmium in the European adult population.

PubMed

Ferrari, Pietro; Arcella, Davide; Heraud, Fanny; Cappé, Stefano; Fabiansson, Stefan

2013-01-01

Exposure assessment constitutes an important step in any risk assessment of potentially harmful substances present in food. The European Food Safety Authority (EFSA) first assessed dietary exposure to cadmium in Europe using a deterministic framework, resulting in mean values of exposure in the range of health-based guidance values. Since then, the characterisation of foods has been refined to better match occurrence and consumption data, and a new strategy to handle left-censoring in occurrence data was devised. A probabilistic assessment was performed and compared with deterministic estimates, using occurrence values at the European level and consumption data from 14 national dietary surveys. Mean estimates in the probabilistic assessment ranged from 1.38 (95% CI = 1.35-1.44) to 2.08 (1.99-2.23) µg kg⁻¹ bodyweight (bw) week⁻¹ across the different surveys, which were less than 10% lower than deterministic (middle bound) mean values that ranged from 1.50 to 2.20 µg kg⁻¹ bw week⁻¹. Probabilistic 95th percentile estimates of dietary exposure ranged from 2.65 (2.57-2.72) to 4.99 (4.62-5.38) µg kg⁻¹ bw week⁻¹, which were, with the exception of one survey, between 3% and 17% higher than middle-bound deterministic estimates. Overall, the proportion of subjects exceeding the tolerable weekly intake of 2.5 µg kg⁻¹ bw ranged from 14.8% (13.6-16.0%) to 31.2% (29.7-32.5%) according to the probabilistic assessment. The results of this work indicate that mean values of dietary exposure to cadmium in the European population were of similar magnitude using determinist or probabilistic assessments. For higher exposure levels, probabilistic estimates were almost consistently larger than deterministic counterparts, thus reflecting the impact of using the full distribution of occurrence values to determine exposure levels. It is considered prudent to use probabilistic methodology should exposure estimates be close to or exceeding health-based guidance values.

Probabilistic Models For Earthquakes With Large Return Periods In Himalaya Region

NASA Astrophysics Data System (ADS)

Chaudhary, Chhavi; Sharma, Mukat Lal

2017-12-01

Determination of the frequency of large earthquakes is of paramount importance for seismic risk assessment as large events contribute to significant fraction of the total deformation and these long return period events with low probability of occurrence are not easily captured by classical distributions. Generally, with a small catalogue these larger events follow different distribution function from the smaller and intermediate events. It is thus of special importance to use statistical methods that analyse as closely as possible the range of its extreme values or the tail of the distributions in addition to the main distributions. The generalised Pareto distribution family is widely used for modelling the events which are crossing a specified threshold value. The Pareto, Truncated Pareto, and Tapered Pareto are the special cases of the generalised Pareto family. In this work, the probability of earthquake occurrence has been estimated using the Pareto, Truncated Pareto, and Tapered Pareto distributions. As a case study, the Himalayas whose orogeny lies in generation of large earthquakes and which is one of the most active zones of the world, has been considered. The whole Himalayan region has been divided into five seismic source zones according to seismotectonic and clustering of events. Estimated probabilities of occurrence of earthquakes have also been compared with the modified Gutenberg-Richter distribution and the characteristics recurrence distribution. The statistical analysis reveals that the Tapered Pareto distribution better describes seismicity for the seismic source zones in comparison to other distributions considered in the present study.

Identification of water quality management policy of watershed system with multiple uncertain interactions using a multi-level-factorial risk-inference-based possibilistic-probabilistic programming approach.

PubMed

Liu, Jing; Li, Yongping; Huang, Guohe; Fu, Haiyan; Zhang, Junlong; Cheng, Guanhui

2017-06-01

In this study, a multi-level-factorial risk-inference-based possibilistic-probabilistic programming (MRPP) method is proposed for supporting water quality management under multiple uncertainties. The MRPP method can handle uncertainties expressed as fuzzy-random-boundary intervals, probability distributions, and interval numbers, and analyze the effects of uncertainties as well as their interactions on modeling outputs. It is applied to plan water quality management in the Xiangxihe watershed. Results reveal that a lower probability of satisfying the objective function (θ) as well as a higher probability of violating environmental constraints (q i ) would correspond to a higher system benefit with an increased risk of violating system feasibility. Chemical plants are the major contributors to biological oxygen demand (BOD) and total phosphorus (TP) discharges; total nitrogen (TN) would be mainly discharged by crop farming. It is also discovered that optimistic decision makers should pay more attention to the interactions between chemical plant and water supply, while decision makers who possess a risk-averse attitude would focus on the interactive effect of q i and benefit of water supply. The findings can help enhance the model's applicability and identify a suitable water quality management policy for environmental sustainability according to the practical situations.

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

PubMed

Mashaghi, Alireza; Ramezanpour, Abolfazl

2018-03-01

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

Toward the Probabilistic Forecasting of High-latitude GPS Phase Scintillation

NASA Technical Reports Server (NTRS)

Prikryl, P.; Jayachandran, P.T.; Mushini, S. C.; Richardson, I. G.

2012-01-01

The phase scintillation index was obtained from L1 GPS data collected with the Canadian High Arctic Ionospheric Network (CHAIN) during years of extended solar minimum 2008-2010. Phase scintillation occurs predominantly on the dayside in the cusp and in the nightside auroral oval. We set forth a probabilistic forecast method of phase scintillation in the cusp based on the arrival time of either solar wind corotating interaction regions (CIRs) or interplanetary coronal mass ejections (ICMEs). CIRs on the leading edge of high-speed streams (HSS) from coronal holes are known to cause recurrent geomagnetic and ionospheric disturbances that can be forecast one or several solar rotations in advance. Superposed epoch analysis of phase scintillation occurrence showed a sharp increase in scintillation occurrence just after the arrival of high-speed solar wind and a peak associated with weak to moderate CMEs during the solar minimum. Cumulative probability distribution functions for the phase scintillation occurrence in the cusp are obtained from statistical data for days before and after CIR and ICME arrivals. The probability curves are also specified for low and high (below and above median) values of various solar wind plasma parameters. The initial results are used to demonstrate a forecasting technique on two example periods of CIRs and ICMEs.

Probabilistic Assessment of High-Throughput Wireless Sensor Networks

PubMed Central

Kim, Robin E.; Mechitov, Kirill; Sim, Sung-Han; Spencer, Billie F.; Song, Junho

2016-01-01

Structural health monitoring (SHM) using wireless smart sensors (WSS) has the potential to provide rich information on the state of a structure. However, because of their distributed nature, maintaining highly robust and reliable networks can be challenging. Assessing WSS network communication quality before and after finalizing a deployment is critical to achieve a successful WSS network for SHM purposes. Early studies on WSS network reliability mostly used temporal signal indicators, composed of a smaller number of packets, to assess the network reliability. However, because the WSS networks for SHM purpose often require high data throughput, i.e., a larger number of packets are delivered within the communication, such an approach is not sufficient. Instead, in this study, a model that can assess, probabilistically, the long-term performance of the network is proposed. The proposed model is based on readily-available measured data sets that represent communication quality during high-throughput data transfer. Then, an empirical limit-state function is determined, which is further used to estimate the probability of network communication failure. Monte Carlo simulation is adopted in this paper and applied to a small and a full-bridge wireless networks. By performing the proposed analysis in complex sensor networks, an optimized sensor topology can be achieved. PMID:27258270

Statistical physics of medical diagnostics: Study of a probabilistic model

NASA Astrophysics Data System (ADS)

Mashaghi, Alireza; Ramezanpour, Abolfazl

2018-03-01

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

BAYESIAN PROTEIN STRUCTURE ALIGNMENT.

PubMed

Rodriguez, Abel; Schmidler, Scott C

The analysis of the three-dimensional structure of proteins is an important topic in molecular biochemistry. Structure plays a critical role in defining the function of proteins and is more strongly conserved than amino acid sequence over evolutionary timescales. A key challenge is the identification and evaluation of structural similarity between proteins; such analysis can aid in understanding the role of newly discovered proteins and help elucidate evolutionary relationships between organisms. Computational biologists have developed many clever algorithmic techniques for comparing protein structures, however, all are based on heuristic optimization criteria, making statistical interpretation somewhat difficult. Here we present a fully probabilistic framework for pairwise structural alignment of proteins. Our approach has several advantages, including the ability to capture alignment uncertainty and to estimate key "gap" parameters which critically affect the quality of the alignment. We show that several existing alignment methods arise as maximum a posteriori estimates under specific choices of prior distributions and error models. Our probabilistic framework is also easily extended to incorporate additional information, which we demonstrate by including primary sequence information to generate simultaneous sequence-structure alignments that can resolve ambiguities obtained using structure alone. This combined model also provides a natural approach for the difficult task of estimating evolutionary distance based on structural alignments. The model is illustrated by comparison with well-established methods on several challenging protein alignment examples.

Prediction of Human Intestinal Absorption of Compounds Using Artificial Intelligence Techniques.

PubMed

Kumar, Rajnish; Sharma, Anju; Siddiqui, Mohammed Haris; Tiwari, Rajesh Kumar

2017-01-01

Information about Pharmacokinetics of compounds is an essential component of drug design and development. Modeling the pharmacokinetic properties require identification of the factors effecting absorption, distribution, metabolism and excretion of compounds. There have been continuous attempts in the prediction of intestinal absorption of compounds using various Artificial intelligence methods in the effort to reduce the attrition rate of drug candidates entering to preclinical and clinical trials. Currently, there are large numbers of individual predictive models available for absorption using machine learning approaches. Six Artificial intelligence methods namely, Support vector machine, k- nearest neighbor, Probabilistic neural network, Artificial neural network, Partial least square and Linear discriminant analysis were used for prediction of absorption of compounds. Prediction accuracy of Support vector machine, k- nearest neighbor, Probabilistic neural network, Artificial neural network, Partial least square and Linear discriminant analysis for prediction of intestinal absorption of compounds was found to be 91.54%, 88.33%, 84.30%, 86.51%, 79.07% and 80.08% respectively. Comparative analysis of all the six prediction models suggested that Support vector machine with Radial basis function based kernel is comparatively better for binary classification of compounds using human intestinal absorption and may be useful at preliminary stages of drug design and development. Copyright© Bentham Science Publishers; For any queries, please email at epub@benthamscience.org.

Application of a time probabilistic approach to seismic landslide hazard estimates in Iran

NASA Astrophysics Data System (ADS)

Rajabi, A. M.; Del Gaudio, V.; Capolongo, D.; Khamehchiyan, M.; Mahdavifar, M. R.

2009-04-01

Iran is a country located in a tectonic active belt and is prone to earthquake and related phenomena. In the recent years, several earthquakes caused many fatalities and damages to facilities, e.g. the Manjil (1990), Avaj (2002), Bam (2003) and Firuzabad-e-Kojur (2004) earthquakes. These earthquakes generated many landslides. For instance, catastrophic landslides triggered by the Manjil Earthquake (Ms = 7.7) in 1990 buried the village of Fatalak, killed more than 130 peoples and cut many important road and other lifelines, resulting in major economic disruption. In general, earthquakes in Iran have been concentrated in two major zones with different seismicity characteristics: one is the region of Alborz and Central Iran and the other is the Zagros Orogenic Belt. Understanding where seismically induced landslides are most likely to occur is crucial in reducing property damage and loss of life in future earthquakes. For this purpose a time probabilistic approach for earthquake-induced landslide hazard at regional scale, proposed by Del Gaudio et al. (2003), has been applied to the whole Iranian territory to provide the basis of hazard estimates. This method consists in evaluating the recurrence of seismically induced slope failure conditions inferred from the Newmark's model. First, by adopting Arias Intensity to quantify seismic shaking and using different Arias attenuation relations for Alborz - Central Iran and Zagros regions, well-established methods of seismic hazard assessment, based on the Cornell (1968) method, were employed to obtain the occurrence probabilities for different levels of seismic shaking in a time interval of interest (50 year). Then, following Jibson (1998), empirical formulae specifically developed for Alborz - Central Iran and Zagros, were used to represent, according to the Newmark's model, the relation linking Newmark's displacement Dn to Arias intensity Ia and to slope critical acceleration ac. These formulae were employed to evaluate the slope critical acceleration (Ac)x for which a prefixed probability exists that seismic shaking would result in a Dn value equal to a threshold x whose exceedence would cause landslide triggering. The obtained ac values represent the minimum slope resistance required to keep the probability of seismic-landslide triggering within the prefixed value. In particular we calculated the spatial distribution of (Ac)x for x thresholds of 10 and 2 cm in order to represent triggering conditions for coherent slides (e.g., slumps, block slides, slow earth flows) and disrupted slides (e.g., rock falls, rock slides, rock avalanches), respectively. Then we produced a probabilistic national map that shows the spatial distribution of (Ac)10 and (Ac)2, for a 10% probability of exceedence in 50 year, which is a significant level of hazard equal to that commonly used for building codes. The spatial distribution of the calculated (Ac)xvalues can be compared with the in situ actual ac values of specific slopes to estimate whether these slopes have a significant probability of failing under seismic action in the future. As example of possible application of this kind of time probabilistic map to hazard estimates, we compared the values obtained for the Manjil region with a GIS map providing spatial distribution of estimated ac values in the same region. The spatial distribution of slopes characterized by ac < (Ac)10 was then compared with the spatial distribution of the major landslides of coherent type triggered by the Manjil earthquake. This comparison provides indications on potential, problems and limits of the experimented approach for the study area. References Cornell, C.A., 1968: Engineering seismic risk analysis, Bull. Seism. Soc. Am., 58, 1583-1606. Del Gaudio V., Wasowski J., & Pierri P., 2003: An approach to time probabilistic evaluation of seismically-induced landslide hazard. Bull Seism. Soc. Am., 93, 557-569. Jibson, R.W., E.L. Harp and J.A. Michael, 1998: A method for producing digital probabilistic seismic landslide hazard maps: an example from the Los Angeles, California, area, U.S. Geological Survey Open-File Report 98-113, Golden, Colorado, 17 pp.

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

NASA Astrophysics Data System (ADS)

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

2012-05-01

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

Bayesian explorations of fault slip evolution over the earthquake cycle

NASA Astrophysics Data System (ADS)

Duputel, Z.; Jolivet, R.; Benoit, A.; Gombert, B.

2017-12-01

The ever-increasing amount of geophysical data continuously opens new perspectives on fundamental aspects of the seismogenic behavior of active faults. In this context, the recent fleet of SAR satellites including Sentinel-1 and COSMO-SkyMED permits the use of InSAR for time-dependent slip modeling with unprecedented resolution in time and space. However, existing time-dependent slip models rely on spatial smoothing regularization schemes, which can produce unrealistically smooth slip distributions. In addition, these models usually do not include uncertainty estimates thereby reducing the utility of such estimates. Here, we develop an entirely new approach to derive probabilistic time-dependent slip models. This Markov-Chain Monte Carlo method involves a series of transitional steps to predict and update posterior Probability Density Functions (PDFs) of slip as a function of time. We assess the viability of our approach using various slow-slip event scenarios. Using a dense set of SAR images, we also use this method to quantify the spatial distribution and temporal evolution of slip along a creeping segment of the North Anatolian Fault. This allows us to track a shallow aseismic slip transient lasting for about a month with a maximum slip of about 2 cm.

Building a high-resolution T2-weighted MR-based probabilistic model of tumor occurrence in the prostate.

PubMed

Nagarajan, Mahesh B; Raman, Steven S; Lo, Pechin; Lin, Wei-Chan; Khoshnoodi, Pooria; Sayre, James W; Ramakrishna, Bharath; Ahuja, Preeti; Huang, Jiaoti; Margolis, Daniel J A; Lu, David S K; Reiter, Robert E; Goldin, Jonathan G; Brown, Matthew S; Enzmann, Dieter R

2018-02-19

We present a method for generating a T2 MR-based probabilistic model of tumor occurrence in the prostate to guide the selection of anatomical sites for targeted biopsies and serve as a diagnostic tool to aid radiological evaluation of prostate cancer. In our study, the prostate and any radiological findings within were segmented retrospectively on 3D T2-weighted MR images of 266 subjects who underwent radical prostatectomy. Subsequent histopathological analysis determined both the ground truth and the Gleason grade of the tumors. A randomly chosen subset of 19 subjects was used to generate a multi-subject-derived prostate template. Subsequently, a cascading registration algorithm involving both affine and non-rigid B-spline transforms was used to register the prostate of every subject to the template. Corresponding transformation of radiological findings yielded a population-based probabilistic model of tumor occurrence. The quality of our probabilistic model building approach was statistically evaluated by measuring the proportion of correct placements of tumors in the prostate template, i.e., the number of tumors that maintained their anatomical location within the prostate after their transformation into the prostate template space. Probabilistic model built with tumors deemed clinically significant demonstrated a heterogeneous distribution of tumors, with higher likelihood of tumor occurrence at the mid-gland anterior transition zone and the base-to-mid-gland posterior peripheral zones. Of 250 MR lesions analyzed, 248 maintained their original anatomical location with respect to the prostate zones after transformation to the prostate. We present a robust method for generating a probabilistic model of tumor occurrence in the prostate that could aid clinical decision making, such as selection of anatomical sites for MR-guided prostate biopsies.

Development of Probabilistic Flood Inundation Mapping For Flooding Induced by Dam Failure

NASA Astrophysics Data System (ADS)

Tsai, C.; Yeh, J. J. J.

2017-12-01

A primary function of flood inundation mapping is to forecast flood hazards and assess potential losses. However, uncertainties limit the reliability of inundation hazard assessments. Major sources of uncertainty should be taken into consideration by an optimal flood management strategy. This study focuses on the 20km reach downstream of the Shihmen Reservoir in Taiwan. A dam failure induced flood herein provides the upstream boundary conditions of flood routing. The two major sources of uncertainty that are considered in the hydraulic model and the flood inundation mapping herein are uncertainties in the dam break model and uncertainty of the roughness coefficient. The perturbance moment method is applied to a dam break model and the hydro system model to develop probabilistic flood inundation mapping. Various numbers of uncertain variables can be considered in these models and the variability of outputs can be quantified. The probabilistic flood inundation mapping for dam break induced floods can be developed with consideration of the variability of output using a commonly used HEC-RAS model. Different probabilistic flood inundation mappings are discussed and compared. Probabilistic flood inundation mappings are hoped to provide new physical insights in support of the evaluation of concerning reservoir flooded areas.

Probabilistic material strength degradation model for Inconel 718 components subjected to high temperature, high-cycle and low-cycle mechanical fatigue, creep and thermal fatigue effects

NASA Technical Reports Server (NTRS)

Bast, Callie C.; Boyce, Lola

1995-01-01

This report presents the results of both the fifth and sixth year effort of a research program conducted for NASA-LeRC by The University of Texas at San Antonio (UTSA). The research included on-going development of methodology for a probabilistic material strength degradation model. The probabilistic model, in the form of a postulated randomized multifactor equation, provides for quantification of uncertainty in the lifetime material strength of aerospace propulsion system components subjected to a number of diverse random effects. This model is embodied in the computer program entitled PROMISS, which can include up to eighteen different effects. Presently, the model includes five effects that typically reduce lifetime strength: high temperature, high-cycle mechanical fatigue, low-cycle mechanical fatigue, creep and thermal fatigue. Statistical analysis was conducted on experimental Inconel 718 data obtained from the open literature. This analysis provided regression parameters for use as the model's empirical material constants, thus calibrating the model specifically for Inconel 718. Model calibration was carried out for five variables, namely, high temperature, high-cycle and low-cycle mechanical fatigue, creep and thermal fatigue. Methodology to estimate standard deviations of these material constants for input into the probabilistic material strength model was developed. Using an updated version of PROMISS, entitled PROMISS93, a sensitivity study for the combined effects of high-cycle mechanical fatigue, creep and thermal fatigue was performed. Then using the current version of PROMISS, entitled PROMISS94, a second sensitivity study including the effect of low-cycle mechanical fatigue, as well as, the three previous effects was performed. Results, in the form of cumulative distribution functions, illustrated the sensitivity of lifetime strength to any current value of an effect. In addition, verification studies comparing a combination of high-cycle mechanical fatigue and high temperature effects by model to the combination by experiment were conducted. Thus, for Inconel 718, the basic model assumption of independence between effects was evaluated. Results from this limited verification study strongly supported this assumption.

A probabilistic approach for the estimation of earthquake source parameters from spectral inversion

NASA Astrophysics Data System (ADS)

Supino, M.; Festa, G.; Zollo, A.

2017-12-01

The amplitude spectrum of a seismic signal related to an earthquake source carries information about the size of the rupture, moment, stress and energy release. Furthermore, it can be used to characterize the Green's function of the medium crossed by the seismic waves. We describe the earthquake amplitude spectrum assuming a generalized Brune's (1970) source model, and direct P- and S-waves propagating in a layered velocity model, characterized by a frequency-independent Q attenuation factor. The observed displacement spectrum depends indeed on three source parameters, the seismic moment (through the low-frequency spectral level), the corner frequency (that is a proxy of the fault length) and the high-frequency decay parameter. These parameters are strongly correlated each other and with the quality factor Q; a rigorous estimation of the associated uncertainties and parameter resolution is thus needed to obtain reliable estimations.In this work, the uncertainties are characterized adopting a probabilistic approach for the parameter estimation. Assuming an L2-norm based misfit function, we perform a global exploration of the parameter space to find the absolute minimum of the cost function and then we explore the cost-function associated joint a-posteriori probability density function around such a minimum, to extract the correlation matrix of the parameters. The global exploration relies on building a Markov chain in the parameter space and on combining a deterministic minimization with a random exploration of the space (basin-hopping technique). The joint pdf is built from the misfit function using the maximum likelihood principle and assuming a Gaussian-like distribution of the parameters. It is then computed on a grid centered at the global minimum of the cost-function. The numerical integration of the pdf finally provides mean, variance and correlation matrix associated with the set of best-fit parameters describing the model. Synthetic tests are performed to investigate the robustness of the method and uncertainty propagation from the data-space to the parameter space. Finally, the method is applied to characterize the source parameters of the earthquakes occurring during the 2016-2017 Central Italy sequence, with the goal of investigating the source parameter scaling with magnitude.

A Discounting Framework for Choice With Delayed and Probabilistic Rewards

PubMed Central

Green, Leonard; Myerson, Joel

2005-01-01

When choosing between delayed or uncertain outcomes, individuals discount the value of such outcomes on the basis of the expected time to or the likelihood of their occurrence. In an integrative review of the expanding experimental literature on discounting, the authors show that although the same form of hyperbola-like function describes discounting of both delayed and probabilistic outcomes, a variety of recent findings are inconsistent with a single-process account. The authors also review studies that compare discounting in different populations and discuss the theoretical and practical implications of the findings. The present effort illustrates the value of studying choice involving both delayed and probabilistic outcomes within a general discounting framework that uses similar experimental procedures and a common analytical approach. PMID:15367080

PROcEED: Probabilistic reverse dosimetry approaches for estimating exposure distributions

EPA Science Inventory

As increasing amounts of biomonitoring survey data become available, a new discipline focused on converting such data into estimates of chemical exposures has developed. Reverse dosimetry uses a pharmacokinetic model along with measured biomarker concentrations to determine the p...

Mapping visual cortex in monkeys and humans using surface-based atlases

NASA Technical Reports Server (NTRS)

Van Essen, D. C.; Lewis, J. W.; Drury, H. A.; Hadjikhani, N.; Tootell, R. B.; Bakircioglu, M.; Miller, M. I.

2001-01-01

We have used surface-based atlases of the cerebral cortex to analyze the functional organization of visual cortex in humans and macaque monkeys. The macaque atlas contains multiple partitioning schemes for visual cortex, including a probabilistic atlas of visual areas derived from a recent architectonic study, plus summary schemes that reflect a combination of physiological and anatomical evidence. The human atlas includes a probabilistic map of eight topographically organized visual areas recently mapped using functional MRI. To facilitate comparisons between species, we used surface-based warping to bring functional and geographic landmarks on the macaque map into register with corresponding landmarks on the human map. The results suggest that extrastriate visual cortex outside the known topographically organized areas is dramatically expanded in human compared to macaque cortex, particularly in the parietal lobe.

Probabilistic Sizing and Verification of Space Ceramic Structures

NASA Astrophysics Data System (ADS)

Denaux, David; Ballhause, Dirk; Logut, Daniel; Lucarelli, Stefano; Coe, Graham; Laine, Benoit

2012-07-01

Sizing of ceramic parts is best optimised using a probabilistic approach which takes into account the preexisting flaw distribution in the ceramic part to compute a probability of failure of the part depending on the applied load, instead of a maximum allowable load as for a metallic part. This requires extensive knowledge of the material itself but also an accurate control of the manufacturing process. In the end, risk reduction approaches such as proof testing may be used to lower the final probability of failure of the part. Sizing and verification of ceramic space structures have been performed by Astrium for more than 15 years, both with Zerodur and SiC: Silex telescope structure, Seviri primary mirror, Herschel telescope, Formosat-2 instrument, and other ceramic structures flying today. Throughout this period of time, Astrium has investigated and developed experimental ceramic analysis tools based on the Weibull probabilistic approach. In the scope of the ESA/ESTEC study: “Mechanical Design and Verification Methodologies for Ceramic Structures”, which is to be concluded in the beginning of 2012, existing theories, technical state-of-the-art from international experts, and Astrium experience with probabilistic analysis tools have been synthesized into a comprehensive sizing and verification method for ceramics. Both classical deterministic and more optimised probabilistic methods are available, depending on the criticality of the item and on optimisation needs. The methodology, based on proven theory, has been successfully applied to demonstration cases and has shown its practical feasibility.

Probabilistic structural analysis methods for improving Space Shuttle engine reliability

NASA Technical Reports Server (NTRS)

Boyce, L.

1989-01-01

Probabilistic structural analysis methods are particularly useful in the design and analysis of critical structural components and systems that operate in very severe and uncertain environments. These methods have recently found application in space propulsion systems to improve the structural reliability of Space Shuttle Main Engine (SSME) components. A computer program, NESSUS, based on a deterministic finite-element program and a method of probabilistic analysis (fast probability integration) provides probabilistic structural analysis for selected SSME components. While computationally efficient, it considers both correlated and nonnormal random variables as well as an implicit functional relationship between independent and dependent variables. The program is used to determine the response of a nickel-based superalloy SSME turbopump blade. Results include blade tip displacement statistics due to the variability in blade thickness, modulus of elasticity, Poisson's ratio or density. Modulus of elasticity significantly contributed to blade tip variability while Poisson's ratio did not. Thus, a rational method for choosing parameters to be modeled as random is provided.

The cerebellum and decision making under uncertainty.

PubMed

Blackwood, Nigel; Ffytche, Dominic; Simmons, Andrew; Bentall, Richard; Murray, Robin; Howard, Robert

2004-06-01

This study aimed to identify the neural basis of probabilistic reasoning, a type of inductive inference that aids decision making under conditions of uncertainty. Eight normal subjects performed two separate two-alternative-choice tasks (the balls in a bottle and personality survey tasks) while undergoing functional magnetic resonance imaging (fMRI). The experimental conditions within each task were chosen so that they differed only in their requirement to make a decision under conditions of uncertainty (probabilistic reasoning and frequency determination required) or under conditions of certainty (frequency determination required). The same visual stimuli and motor responses were used in the experimental conditions. We provide evidence that the neo-cerebellum, in conjunction with the premotor cortex, inferior parietal lobule and medial occipital cortex, mediates the probabilistic inferences that guide decision making under uncertainty. We hypothesise that the neo-cerebellum constructs internal working models of uncertain events in the external world, and that such probabilistic models subserve the predictive capacity central to induction. Copyright 2004 Elsevier B.V.

Dissociable Changes of Frontal and Parietal Cortices in Inherent Functional Flexibility across the Human Life Span.

PubMed

Yin, Dazhi; Liu, Wenjing; Zeljic, Kristina; Wang, Zhiwei; Lv, Qian; Fan, Mingxia; Cheng, Wenhong; Wang, Zheng

2016-09-28

Extensive evidence suggests that frontoparietal regions can dynamically update their pattern of functional connectivity, supporting cognitive control and adaptive implementation of task demands. However, it is largely unknown whether this flexibly functional reconfiguration is intrinsic and occurs even in the absence of overt tasks. Based on recent advances in dynamics of resting-state functional resonance imaging (fMRI), we propose a probabilistic framework in which dynamic reconfiguration of intrinsic functional connectivity between each brain region and others can be represented as a probability distribution. A complexity measurement (i.e., entropy) was used to quantify functional flexibility, which characterizes heterogeneous connectivity between a particular region and others over time. Following this framework, we identified both functionally flexible and specialized regions over the human life span (112 healthy subjects from 13 to 76 years old). Across brainwide regions, we found regions showing high flexibility mainly in the higher-order association cortex, such as the lateral prefrontal cortex (LPFC), lateral parietal cortex, and lateral temporal lobules. In contrast, visual, auditory, and sensory areas exhibited low flexibility. Furthermore, we observed that flexibility of the right LPFC improved during maturation and reduced due to normal aging, with the opposite occurring for the left lateral parietal cortex. Our findings reveal dissociable changes of frontal and parietal cortices over the life span in terms of inherent functional flexibility. This study not only provides a new framework to quantify the spatiotemporal behavior of spontaneous brain activity, but also sheds light on the organizational principle behind changes in brain function across the human life span. Recent neuroscientific research has demonstrated that the human capability of adaptive task control is primarily the result of the flexible operation of frontal brain networks. However, it remains unclear whether this flexibly functional reconfiguration is intrinsic and occurs in the absence of an overt task. In this study, we propose a probabilistic framework to quantify the functional flexibility of each brain region using resting-state fMRI. We identify regions showing high flexibility mainly in the higher-order association cortex. In contrast, primary and unimodal visual and sensory areas show low flexibility. On the other hand, our findings reveal dissociable changes of frontal and parietal cortices in terms of inherent functional flexibility over the life span. Copyright © 2016 the authors 0270-6474/16/3610060-15$15.00/0.

Probabilistic Radiological Performance Assessment Modeling and Uncertainty

NASA Astrophysics Data System (ADS)

Tauxe, J.

2004-12-01

A generic probabilistic radiological Performance Assessment (PA) model is presented. The model, built using the GoldSim systems simulation software platform, concerns contaminant transport and dose estimation in support of decision making with uncertainty. Both the U.S. Nuclear Regulatory Commission (NRC) and the U.S. Department of Energy (DOE) require assessments of potential future risk to human receptors of disposal of LLW. Commercially operated LLW disposal facilities are licensed by the NRC (or agreement states), and the DOE operates such facilities for disposal of DOE-generated LLW. The type of PA model presented is probabilistic in nature, and hence reflects the current state of knowledge about the site by using probability distributions to capture what is expected (central tendency or average) and the uncertainty (e.g., standard deviation) associated with input parameters, and propagating through the model to arrive at output distributions that reflect expected performance and the overall uncertainty in the system. Estimates of contaminant release rates, concentrations in environmental media, and resulting doses to human receptors well into the future are made by running the model in Monte Carlo fashion, with each realization representing a possible combination of input parameter values. Statistical summaries of the results can be compared to regulatory performance objectives, and decision makers are better informed of the inherently uncertain aspects of the model which supports their decision-making. While this information may make some regulators uncomfortable, they must realize that uncertainties which were hidden in a deterministic analysis are revealed in a probabilistic analysis, and the chance of making a correct decision is now known rather than hoped for. The model includes many typical features and processes that would be part of a PA, but is entirely fictitious. This does not represent any particular site and is meant to be a generic example. A practitioner could, however, start with this model as a GoldSim template and, by adding site specific features and parameter values (distributions), use this model as a starting point for a real model to be used in real decision making.

Tsunamigenic scenarios for southern Peru and northern Chile seismic gap: Deterministic and probabilistic hybrid approach for hazard assessment

NASA Astrophysics Data System (ADS)

González-Carrasco, J. F.; Gonzalez, G.; Aránguiz, R.; Yanez, G. A.; Melgar, D.; Salazar, P.; Shrivastava, M. N.; Das, R.; Catalan, P. A.; Cienfuegos, R.

2017-12-01

Plausible worst-case tsunamigenic scenarios definition plays a relevant role in tsunami hazard assessment focused in emergency preparedness and evacuation planning for coastal communities. During the last decade, the occurrence of major and moderate tsunamigenic earthquakes along worldwide subduction zones has given clues about critical parameters involved in near-field tsunami inundation processes, i.e. slip spatial distribution, shelf resonance of edge waves and local geomorphology effects. To analyze the effects of these seismic and hydrodynamic variables over the epistemic uncertainty of coastal inundation, we implement a combined methodology using deterministic and probabilistic approaches to construct 420 tsunamigenic scenarios in a mature seismic gap of southern Peru and northern Chile, extended from 17ºS to 24ºS. The deterministic scenarios are calculated using a regional distribution of trench-parallel gravity anomaly (TPGA) and trench-parallel topography anomaly (TPTA), three-dimensional Slab 1.0 worldwide subduction zones geometry model and published interseismic coupling (ISC) distributions. As result, we find four higher slip deficit zones interpreted as major seismic asperities of the gap, used in a hierarchical tree scheme to generate ten tsunamigenic scenarios with seismic magnitudes fluctuates between Mw 8.4 to Mw 8.9. Additionally, we construct ten homogeneous slip scenarios as inundation baseline. For the probabilistic approach, we implement a Karhunen - Loève expansion to generate 400 stochastic tsunamigenic scenarios over the maximum extension of the gap, with the same magnitude range of the deterministic sources. All the scenarios are simulated through a non-hydrostatic tsunami model Neowave 2D, using a classical nesting scheme, for five coastal major cities in northern Chile (Arica, Iquique, Tocopilla, Mejillones and Antofagasta) obtaining high resolution data of inundation depth, runup, coastal currents and sea level elevation. The probabilistic kinematic tsunamigenic scenarios give a more realistic slip patterns, similar to maximum slip amount of major past earthquakes. For all studied sites, the peak of slip location and shelf resonance is a first order control for the observed coastal inundation depths results.

SU-C-BRB-05: Determining the Adequacy of Auto-Contouring Via Probabilistic Assessment of Ensuing Treatment Plan Metrics in Comparison with Manual Contours

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

Nourzadeh, H; Watkins, W; Siebers, J

Purpose: To determine if auto-contour and manual-contour—based plans differ when evaluated with respect to probabilistic coverage metrics and biological model endpoints for prostate IMRT. Methods: Manual and auto-contours were created for 149 CT image sets acquired from 16 unique prostate patients. A single physician manually contoured all images. Auto-contouring was completed utilizing Pinnacle’s Smart Probabilistic Image Contouring Engine (SPICE). For each CT, three different 78 Gy/39 fraction 7-beam IMRT plans are created; PD with drawn ROIs, PAS with auto-contoured ROIs, and PM with auto-contoured OARs with the manually drawn target. For each plan, 1000 virtual treatment simulations with different sampledmore » systematic errors for each simulation and a different sampled random error for each fraction were performed using our in-house GPU-accelerated robustness analyzer tool which reports the statistical probability of achieving dose-volume metrics, NTCP, TCP, and the probability of achieving the optimization criteria for both auto-contoured (AS) and manually drawn (D) ROIs. Metrics are reported for all possible cross-evaluation pairs of ROI types (AS,D) and planning scenarios (PD,PAS,PM). Bhattacharyya coefficient (BC) is calculated to measure the PDF similarities for the dose-volume metric, NTCP, TCP, and objectives with respect to the manually drawn contour evaluated on base plan (D-PD). Results: We observe high BC values (BC≥0.94) for all OAR objectives. BC values of max dose objective on CTV also signify high resemblance (BC≥0.93) between the distributions. On the other hand, BC values for CTV’s D95 and Dmin objectives are small for AS-PM, AS-PD. NTCP distributions are similar across all evaluation pairs, while TCP distributions of AS-PM, AS-PD sustain variations up to %6 compared to other evaluated pairs. Conclusion: No significant probabilistic differences are observed in the metrics when auto-contoured OARs are used. The prostate auto-contour needs improvement to achieve clinically equivalent plans.« less