Recent developments of the NESSUS probabilistic structural analysis computer program
NASA Technical Reports Server (NTRS)
Millwater, H.; Wu, Y.-T.; Torng, T.; Thacker, B.; Riha, D.; Leung, C. P.
1992-01-01
The NESSUS probabilistic structural analysis computer program combines state-of-the-art probabilistic algorithms with general purpose structural analysis methods to compute the probabilistic response and the reliability of engineering structures. Uncertainty in loading, material properties, geometry, boundary conditions and initial conditions can be simulated. The structural analysis methods include nonlinear finite element and boundary element methods. Several probabilistic algorithms are available such as the advanced mean value method and the adaptive importance sampling method. The scope of the code has recently been expanded to include probabilistic life and fatigue prediction of structures in terms of component and system reliability and risk analysis of structures considering cost of failure. The code is currently being extended to structural reliability considering progressive crack propagation. Several examples are presented to demonstrate the new capabilities.
Probabilistic Structural Analysis Methods (PSAM) for Select Space Propulsion System Components
NASA Technical Reports Server (NTRS)
1999-01-01
Probabilistic Structural Analysis Methods (PSAM) are described for the probabilistic structural analysis of engine components for current and future space propulsion systems. Components for these systems are subjected to stochastic thermomechanical launch loads. Uncertainties or randomness also occurs in material properties, structural geometry, and boundary conditions. Material property stochasticity, such as in modulus of elasticity or yield strength, exists in every structure and is a consequence of variations in material composition and manufacturing processes. Procedures are outlined for computing the probabilistic structural response or reliability of the structural components. The response variables include static or dynamic deflections, strains, and stresses at one or several locations, natural frequencies, fatigue or creep life, etc. Sample cases illustrates how the PSAM methods and codes simulate input uncertainties and compute probabilistic response or reliability using a finite element model with probabilistic methods.
Methods for estimating the amount of vernal pool habitat in the northeastern United States
Van Meter, R.; Bailey, L.L.; Grant, E.H.C.
2008-01-01
The loss of small, seasonal wetlands is a major concern for a variety of state, local, and federal organizations in the northeastern U.S. Identifying and estimating the number of vernal pools within a given region is critical to developing long-term conservation and management strategies for these unique habitats and their faunal communities. We use three probabilistic sampling methods (simple random sampling, adaptive cluster sampling, and the dual frame method) to estimate the number of vernal pools on protected, forested lands. Overall, these methods yielded similar values of vernal pool abundance for each study area, and suggest that photographic interpretation alone may grossly underestimate the number of vernal pools in forested habitats. We compare the relative efficiency of each method and discuss ways of improving precision. Acknowledging that the objectives of a study or monitoring program ultimately determine which sampling designs are most appropriate, we recommend that some type of probabilistic sampling method be applied. We view the dual-frame method as an especially useful way of combining incomplete remote sensing methods, such as aerial photograph interpretation, with a probabilistic sample of the entire area of interest to provide more robust estimates of the number of vernal pools and a more representative sample of existing vernal pool habitats.
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.
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. This recommended procedure would be used as an alternative to the potentially resource-intensive acceptance sampling by attributes method given in the document. This document contains the outcome of the assessment.
A probabilistic and continuous model of protein conformational space for template-free modeling.
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.
Probabilistic Structural Analysis Program
NASA Technical Reports Server (NTRS)
Pai, Shantaram S.; Chamis, Christos C.; Murthy, Pappu L. N.; Stefko, George L.; Riha, David S.; Thacker, Ben H.; Nagpal, Vinod K.; Mital, Subodh K.
2010-01-01
NASA/NESSUS 6.2c is a general-purpose, probabilistic analysis program that computes probability of failure and probabilistic sensitivity measures of engineered systems. Because NASA/NESSUS uses highly computationally efficient and accurate analysis techniques, probabilistic solutions can be obtained even for extremely large and complex models. Once the probabilistic response is quantified, the results can be used to support risk-informed decisions regarding reliability for safety-critical and one-of-a-kind systems, as well as for maintaining a level of quality while reducing manufacturing costs for larger-quantity products. NASA/NESSUS has been successfully applied to a diverse range of problems in aerospace, gas turbine engines, biomechanics, pipelines, defense, weaponry, and infrastructure. This program combines state-of-the-art probabilistic algorithms with general-purpose structural analysis and lifting methods to compute the probabilistic response and reliability of engineered structures. Uncertainties in load, material properties, geometry, boundary conditions, and initial conditions can be simulated. The structural analysis methods include non-linear finite-element methods, heat-transfer analysis, polymer/ceramic matrix composite analysis, monolithic (conventional metallic) materials life-prediction methodologies, boundary element methods, and user-written subroutines. Several probabilistic algorithms are available such as the advanced mean value method and the adaptive importance sampling method. NASA/NESSUS 6.2c is structured in a modular format with 15 elements.
Structural system reliability calculation using a probabilistic fault tree analysis method
NASA Technical Reports Server (NTRS)
Torng, T. Y.; Wu, Y.-T.; Millwater, H. R.
1992-01-01
The development of a new probabilistic fault tree analysis (PFTA) method for calculating structural system reliability is summarized. The proposed PFTA procedure includes: developing a fault tree to represent the complex structural system, constructing an approximation function for each bottom event, determining a dominant sampling sequence for all bottom events, and calculating the system reliability using an adaptive importance sampling method. PFTA is suitable for complicated structural problems that require computer-intensive computer calculations. A computer program has been developed to implement the PFTA.
Is probabilistic bias analysis approximately Bayesian?
MacLehose, Richard F.; Gustafson, Paul
2011-01-01
Case-control studies are particularly susceptible to differential exposure misclassification when exposure status is determined following incident case status. Probabilistic bias analysis methods have been developed as ways to adjust standard effect estimates based on the sensitivity and specificity of exposure misclassification. The iterative sampling method advocated in probabilistic bias analysis bears a distinct resemblance to a Bayesian adjustment; however, it is not identical. Furthermore, without a formal theoretical framework (Bayesian or frequentist), the results of a probabilistic bias analysis remain somewhat difficult to interpret. We describe, both theoretically and empirically, the extent to which probabilistic bias analysis can be viewed as approximately Bayesian. While the differences between probabilistic bias analysis and Bayesian approaches to misclassification can be substantial, these situations often involve unrealistic prior specifications and are relatively easy to detect. Outside of these special cases, probabilistic bias analysis and Bayesian approaches to exposure misclassification in case-control studies appear to perform equally well. PMID:22157311
Probabilistic classifiers with high-dimensional data
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 methods for rotordynamics analysis
NASA Technical Reports Server (NTRS)
Wu, Y.-T.; Torng, T. Y.; Millwater, H. R.; Fossum, A. F.; Rheinfurth, M. H.
1991-01-01
This paper summarizes the development of the methods and a computer program to compute the probability of instability of dynamic systems that can be represented by a system of second-order ordinary linear differential equations. Two instability criteria based upon the eigenvalues or Routh-Hurwitz test functions are investigated. Computational methods based on a fast probability integration concept and an efficient adaptive importance sampling method are proposed to perform efficient probabilistic analysis. A numerical example is provided to demonstrate the methods.
NASA Technical Reports Server (NTRS)
Warner, James E.; Zubair, Mohammad; Ranjan, Desh
2017-01-01
This work investigates novel approaches to probabilistic damage diagnosis that utilize surrogate modeling and high performance computing (HPC) to achieve substantial computational speedup. Motivated by Digital Twin, a structural health management (SHM) paradigm that integrates vehicle-specific characteristics with continual in-situ damage diagnosis and prognosis, the methods studied herein yield near real-time damage assessments that could enable monitoring of a vehicle's health while it is operating (i.e. online SHM). High-fidelity modeling and uncertainty quantification (UQ), both critical to Digital Twin, are incorporated using finite element method simulations and Bayesian inference, respectively. The crux of the proposed Bayesian diagnosis methods, however, is the reformulation of the numerical sampling algorithms (e.g. Markov chain Monte Carlo) used to generate the resulting probabilistic damage estimates. To this end, three distinct methods are demonstrated for rapid sampling that utilize surrogate modeling and exploit various degrees of parallelism for leveraging HPC. The accuracy and computational efficiency of the methods are compared on the problem of strain-based crack identification in thin plates. While each approach has inherent problem-specific strengths and weaknesses, all approaches are shown to provide accurate probabilistic damage diagnoses and several orders of magnitude computational speedup relative to a baseline Bayesian diagnosis implementation.
Constructing Sample Space with Combinatorial Reasoning: A Mixed Methods Study
ERIC Educational Resources Information Center
McGalliard, William A., III.
2012-01-01
Recent curricular developments suggest that students at all levels need to be statistically literate and able to efficiently and accurately make probabilistic decisions. Furthermore, statistical literacy is a requirement to being a well-informed citizen of society. Research also recognizes that the ability to reason probabilistically is supported…
Sampling studies to estimate the HIV prevalence rate in female commercial sex workers.
Pascom, Ana Roberta Pati; Szwarcwald, Célia Landmann; Barbosa Júnior, Aristides
2010-01-01
We investigated sampling methods being used to estimate the HIV prevalence rate among female commercial sex workers. The studies were classified according to the adequacy or not of the sample size to estimate HIV prevalence rate and according to the sampling method (probabilistic or convenience). We identified 75 studies that estimated the HIV prevalence rate among female sex workers. Most of the studies employed convenience samples. The sample size was not adequate to estimate HIV prevalence rate in 35 studies. The use of convenience sample limits statistical inference for the whole group. It was observed that there was an increase in the number of published studies since 2005, as well as in the number of studies that used probabilistic samples. This represents a large advance in the monitoring of risk behavior practices and HIV prevalence rate in this group.
ERIC Educational Resources Information Center
Vahabi, Mandana
2010-01-01
Objective: To test whether the format in which women receive probabilistic information about breast cancer and mammography affects their comprehension. Methods: A convenience sample of 180 women received pre-assembled randomized packages containing a breast health information brochure, with probabilities presented in either verbal or numeric…
Probabilistic population projections with migration uncertainty
Azose, Jonathan J.; Ševčíková, Hana; Raftery, Adrian E.
2016-01-01
We produce probabilistic projections of population for all countries based on probabilistic projections of fertility, mortality, and migration. We compare our projections to those from the United Nations’ Probabilistic Population Projections, which uses similar methods for fertility and mortality but deterministic migration projections. We find that uncertainty in migration projection is a substantial contributor to uncertainty in population projections for many countries. Prediction intervals for the populations of Northern America and Europe are over 70% wider, whereas prediction intervals for the populations of Africa, Asia, and the world as a whole are nearly unchanged. Out-of-sample validation shows that the model is reasonably well calibrated. PMID:27217571
Probabilistic Methods for Structural Design and Reliability
NASA Technical Reports Server (NTRS)
Chamis, Christos C.; Whitlow, Woodrow, Jr. (Technical Monitor)
2002-01-01
This report describes a formal method to quantify structural damage tolerance and reliability in the presence of a multitude of uncertainties in turbine engine components. The method is based at the material behavior level where primitive variables with their respective scatter ranges are used to describe behavior. Computational simulation is then used to propagate the uncertainties to the structural scale where damage tolerance and reliability are usually specified. Several sample cases are described to illustrate the effectiveness, versatility, and maturity of the method. Typical results from this method demonstrate, that it is mature and that it can be used to probabilistically evaluate turbine engine structural components. It may be inferred from the results that the method is suitable for probabilistically predicting the remaining life in aging or in deteriorating structures, for making strategic projections and plans, and for achieving better, cheaper, faster products that give competitive advantages in world markets.
Probabilistic assessment method of the non-monotonic dose-responses-Part I: Methodological approach.
Chevillotte, Grégoire; Bernard, Audrey; Varret, Clémence; Ballet, Pascal; Bodin, Laurent; Roudot, Alain-Claude
2017-08-01
More and more studies aim to characterize non-monotonic dose response curves (NMDRCs). The greatest difficulty is to assess the statistical plausibility of NMDRCs from previously conducted dose response studies. This difficulty is linked to the fact that these studies present (i) few doses tested, (ii) a low sample size per dose, and (iii) the absence of any raw data. In this study, we propose a new methodological approach to probabilistically characterize NMDRCs. The methodology is composed of three main steps: (i) sampling from summary data to cover all the possibilities that may be presented by the responses measured by dose and to obtain a new raw database, (ii) statistical analysis of each sampled dose-response curve to characterize the slopes and their signs, and (iii) characterization of these dose-response curves according to the variation of the sign in the slope. This method allows characterizing all types of dose-response curves and can be applied both to continuous data and to discrete data. The aim of this study is to present the general principle of this probabilistic method which allows to assess the non-monotonic dose responses curves, and to present some results. Copyright © 2017 Elsevier Ltd. All rights reserved.
NASA Technical Reports Server (NTRS)
Belytschko, Ted; Wing, Kam Liu
1987-01-01
In the Probabilistic Finite Element Method (PFEM), finite element methods have been efficiently combined with second-order perturbation techniques to provide an effective method for informing the designer of the range of response which is likely in a given problem. The designer must provide as input the statistical character of the input variables, such as yield strength, load magnitude, and Young's modulus, by specifying their mean values and their variances. The output then consists of the mean response and the variance in the response. Thus the designer is given a much broader picture of the predicted performance than with simply a single response curve. These methods are applicable to a wide class of problems, provided that the scale of randomness is not too large and the probabilistic density functions possess decaying tails. By incorporating the computational techniques we have developed in the past 3 years for efficiency, the probabilistic finite element methods are capable of handling large systems with many sources of uncertainties. Sample results for an elastic-plastic ten-bar structure and an elastic-plastic plane continuum with a circular hole subject to cyclic loadings with the yield stress on the random field are given.
Internet Usage Habits and Cyberbullying Related Opinions of Secondary School Students
ERIC Educational Resources Information Center
Sentürk, Sener; Bayat, Seher
2016-01-01
The purpose of this research is to examine the internet usage habits of secondary school students and their awareness of cyberbullying in terms of different variables. Of the probabilistic sampling methods, research sampling identified by stratified sampling method has been formed by 559 students from two branches (56 branches in total) selected…
Bayesian Probabilistic Projection of International Migration.
Azose, Jonathan J; Raftery, Adrian E
2015-10-01
We propose a method for obtaining joint probabilistic projections of migration for all countries, broken down by age and sex. Joint trajectories for all countries are constrained to satisfy the requirement of zero global net migration. We evaluate our model using out-of-sample validation and compare point projections to the projected migration rates from a persistence model similar to the method used in the United Nations' World Population Prospects, and also to a state-of-the-art gravity model.
Uncertainty characterization approaches for risk assessment of DBPs in drinking water: a review.
Chowdhury, Shakhawat; Champagne, Pascale; McLellan, P James
2009-04-01
The management of risk from disinfection by-products (DBPs) in drinking water has become a critical issue over the last three decades. The areas of concern for risk management studies include (i) human health risk from DBPs, (ii) disinfection performance, (iii) technical feasibility (maintenance, management and operation) of treatment and disinfection approaches, and (iv) cost. Human health risk assessment is typically considered to be the most important phase of the risk-based decision-making or risk management studies. The factors associated with health risk assessment and other attributes are generally prone to considerable uncertainty. Probabilistic and non-probabilistic approaches have both been employed to characterize uncertainties associated with risk assessment. The probabilistic approaches include sampling-based methods (typically Monte Carlo simulation and stratified sampling) and asymptotic (approximate) reliability analysis (first- and second-order reliability methods). Non-probabilistic approaches include interval analysis, fuzzy set theory and possibility theory. However, it is generally accepted that no single method is suitable for the entire spectrum of problems encountered in uncertainty analyses for risk assessment. Each method has its own set of advantages and limitations. In this paper, the feasibility and limitations of different uncertainty analysis approaches are outlined for risk management studies of drinking water supply systems. The findings assist in the selection of suitable approaches for uncertainty analysis in risk management studies associated with DBPs and human health risk.
Barros, Ana B; Dias, Sonia F; Martins, Maria Rosario O
2015-10-30
In public health, hard-to-reach populations are often recruited by non-probabilistic sampling methods that produce biased results. In order to overcome this, several sampling methods have been improved and developed in the last years. The aim of this systematic review was to identify all current methods used to survey most-at-risk populations of men who have sex with men and sex workers. The review also aimed to assess if there were any relations between the study populations and the sampling methods used to recruit them. Lastly, we wanted to assess if the number of publications originated in middle and low human development (MLHD) countries had been increasing in the last years. A systematic review was conducted using electronic databases and a total of 268 published studies were included in the analysis. In this review, 11 recruitment methods were identified. Semi-probabilistic methods were used most commonly to survey men who have sex with men, and the use of the Internet was the method that gathered more respondents. We found that female sex workers were more frequently recruited through non-probabilistic methods than men who have sex with men (odds = 2.2; p < 0.05; confidence interval (CI) [1.1-4.2]). In the last 6 years, the number of studies based in middle and low human development countries increased more than the number of studies based in very high and high human development countries (odds = 2.5; p < 0.05; CI [1.3-4.9]). This systematic literature review identified 11 methods used to sample men who have sex with men and female sex workers. There is an association between the type of sampling method and the population being studied. The number of studies based in middle and low human development countries has increased in the last 6 years of this study.
Students’ difficulties in probabilistic problem-solving
NASA Astrophysics Data System (ADS)
Arum, D. P.; Kusmayadi, T. A.; Pramudya, I.
2018-03-01
There are many errors can be identified when students solving mathematics problems, particularly in solving the probabilistic problem. This present study aims to investigate students’ difficulties in solving the probabilistic problem. It focuses on analyzing and describing students errors during solving the problem. This research used the qualitative method with case study strategy. The subjects in this research involve ten students of 9th grade that were selected by purposive sampling. Data in this research involve students’ probabilistic problem-solving result and recorded interview regarding students’ difficulties in solving the problem. Those data were analyzed descriptively using Miles and Huberman steps. The results show that students have difficulties in solving the probabilistic problem and can be divided into three categories. First difficulties relate to students’ difficulties in understanding the probabilistic problem. Second, students’ difficulties in choosing and using appropriate strategies for solving the problem. Third, students’ difficulties with the computational process in solving the problem. Based on the result seems that students still have difficulties in solving the probabilistic problem. It means that students have not able to use their knowledge and ability for responding probabilistic problem yet. Therefore, it is important for mathematics teachers to plan probabilistic learning which could optimize students probabilistic thinking ability.
Huan, Zhibo; Xu, Zhi; Luo, Jinhui; Xie, Defang
2016-11-01
Residues of 14 pesticides were determined in 150 cowpea samples collected in five southern Chinese provinces in 2013 and 2014.70% samples were detected one or more residues. 61.3% samples were illegal mainly because of detection of unauthorized pesticides. 14.0% samples contained more than three pesticides. Deterministic and probabilistic methods were used to assess the chronic and acute risk of pesticides in cowpea to eight subgroups of people. Deterministic assessment showed that the estimated short-term intakes (ESTIs) of carbofuran were 1199.4%-2621.9% of the acute reference doses (ARfD) while the rates were 985.9%-4114.7% using probabilistic assessment. Probabilistic assessment showed 4.2%-7.8% subjects may suffer from unacceptable acute risk from carbofuran contaminated cowpeas from the five provinces (especially children). But undue concern is not necessary, because all the estimations are based on conservative assumption. Copyright © 2016 Elsevier Inc. All rights reserved.
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.
E-nose based rapid prediction of early mouldy grain using probabilistic neural networks
Ying, Xiaoguo; Liu, Wei; Hui, Guohua; Fu, Jun
2015-01-01
In this paper, early mouldy grain rapid prediction method using probabilistic neural network (PNN) and electronic nose (e-nose) was studied. E-nose responses to rice, red bean, and oat samples with different qualities were measured and recorded. E-nose data was analyzed using principal component analysis (PCA), back propagation (BP) network, and PNN, respectively. Results indicated that PCA and BP network could not clearly discriminate grain samples with different mouldy status and showed poor predicting accuracy. PNN showed satisfying discriminating abilities to grain samples with an accuracy of 93.75%. E-nose combined with PNN is effective for early mouldy grain prediction. PMID:25714125
Probabilistic thinking and death anxiety: a terror management based study.
Hayslip, Bert; Schuler, Eric R; Page, Kyle S; Carver, Kellye S
2014-01-01
Terror Management Theory has been utilized to understand how death can change behavioral outcomes and social dynamics. One area that is not well researched is why individuals willingly engage in risky behavior that could accelerate their mortality. One method of distancing a potential life threatening outcome when engaging in risky behaviors is through stacking probability in favor of the event not occurring, termed probabilistic thinking. The present study examines the creation and psychometric properties of the Probabilistic Thinking scale in a sample of young, middle aged, and older adults (n = 472). The scale demonstrated adequate internal consistency reliability for each of the four subscales, excellent overall internal consistency, and good construct validity regarding relationships with measures of death anxiety. Reliable age and gender effects in probabilistic thinking were also observed. The relationship of probabilistic thinking as part of a cultural buffer against death anxiety is discussed, as well as its implications for Terror Management research.
Bayesian probabilistic population projections for all countries.
Raftery, Adrian E; Li, Nan; Ševčíková, Hana; Gerland, Patrick; Heilig, Gerhard K
2012-08-28
Projections of countries' future populations, broken down by age and sex, are widely used for planning and research. They are mostly done deterministically, but there is a widespread need for probabilistic projections. We propose a bayesian method for probabilistic population projections for all countries. The total fertility rate and female and male life expectancies at birth are projected probabilistically using bayesian hierarchical models estimated via Markov chain Monte Carlo using United Nations population data for all countries. These are then converted to age-specific rates and combined with a cohort component projection model. This yields probabilistic projections of any population quantity of interest. The method is illustrated for five countries of different demographic stages, continents and sizes. The method is validated by an out of sample experiment in which data from 1950-1990 are used for estimation, and applied to predict 1990-2010. The method appears reasonably accurate and well calibrated for this period. The results suggest that the current United Nations high and low variants greatly underestimate uncertainty about the number of oldest old from about 2050 and that they underestimate uncertainty for high fertility countries and overstate uncertainty for countries that have completed the demographic transition and whose fertility has started to recover towards replacement level, mostly in Europe. The results also indicate that the potential support ratio (persons aged 20-64 per person aged 65+) will almost certainly decline dramatically in most countries over the coming decades.
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
[The research protocol III. Study population].
Arias-Gómez, Jesús; Villasís-Keever, Miguel Ángel; Miranda-Novales, María Guadalupe
2016-01-01
The study population is defined as a set of cases, determined, limited, and accessible, that will constitute the subjects for the selection of the sample, and must fulfill several characteristics and distinct criteria. The objectives of this manuscript are focused on specifying each one of the elements required to make the selection of the participants of a research project, during the elaboration of the protocol, including the concepts of study population, sample, selection criteria and sampling methods. After delineating the study population, the researcher must specify the criteria that each participant has to comply. The criteria that include the specific characteristics are denominated selection or eligibility criteria. These criteria are inclusion, exclusion and elimination, and will delineate the eligible population. The sampling methods are divided in two large groups: 1) probabilistic or random sampling and 2) non-probabilistic sampling. The difference lies in the employment of statistical methods to select the subjects. In every research, it is necessary to establish at the beginning the specific number of participants to be included to achieve the objectives of the study. This number is the sample size, and can be calculated or estimated with mathematical formulas and statistic software.
Campbell, Kieran R; Yau, Christopher
2017-03-15
Modeling bifurcations in single-cell transcriptomics data has become an increasingly popular field of research. Several methods have been proposed to infer bifurcation structure from such data, but all rely on heuristic non-probabilistic inference. Here we propose the first generative, fully probabilistic model for such inference based on a Bayesian hierarchical mixture of factor analyzers. Our model exhibits competitive performance on large datasets despite implementing full Markov-Chain Monte Carlo sampling, and its unique hierarchical prior structure enables automatic determination of genes driving the bifurcation process. We additionally propose an Empirical-Bayes like extension that deals with the high levels of zero-inflation in single-cell RNA-seq data and quantify when such models are useful. We apply or model to both real and simulated single-cell gene expression data and compare the results to existing pseudotime methods. Finally, we discuss both the merits and weaknesses of such a unified, probabilistic approach in the context practical bioinformatics analyses.
Assessing performance and validating finite element simulations using probabilistic knowledge
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dolin, Ronald M.; Rodriguez, E. A.
Two probabilistic approaches for assessing performance are presented. The first approach assesses probability of failure by simultaneously modeling all likely events. The probability each event causes failure along with the event's likelihood of occurrence contribute to the overall probability of failure. The second assessment method is based on stochastic sampling using an influence diagram. Latin-hypercube sampling is used to stochastically assess events. The overall probability of failure is taken as the maximum probability of failure of all the events. The Likelihood of Occurrence simulation suggests failure does not occur while the Stochastic Sampling approach predicts failure. The Likelihood of Occurrencemore » results are used to validate finite element predictions.« less
Probabilistic Analysis and Density Parameter Estimation Within Nessus
NASA Astrophysics Data System (ADS)
Godines, Cody R.; Manteufel, Randall D.
2002-12-01
This NASA educational grant has the goal of promoting probabilistic analysis methods to undergraduate and graduate UTSA engineering students. Two undergraduate-level and one graduate-level course were offered at UTSA providing a large number of students exposure to and experience in probabilistic techniques. The grant provided two research engineers from Southwest Research Institute the opportunity to teach these courses at UTSA, thereby exposing a large number of students to practical applications of probabilistic methods and state-of-the-art computational methods. In classroom activities, students were introduced to the NESSUS computer program, which embodies many algorithms in probabilistic simulation and reliability analysis. Because the NESSUS program is used at UTSA in both student research projects and selected courses, a student version of a NESSUS manual has been revised and improved, with additional example problems being added to expand the scope of the example application problems. This report documents two research accomplishments in the integration of a new sampling algorithm into NESSUS and in the testing of the new algorithm. The new Latin Hypercube Sampling (LHS) subroutines use the latest NESSUS input file format and specific files for writing output. The LHS subroutines are called out early in the program so that no unnecessary calculations are performed. Proper correlation between sets of multidimensional coordinates can be obtained by using NESSUS' LHS capabilities. Finally, two types of correlation are written to the appropriate output file. The program enhancement was tested by repeatedly estimating the mean, standard deviation, and 99th percentile of four different responses using Monte Carlo (MC) and LHS. These test cases, put forth by the Society of Automotive Engineers, are used to compare probabilistic methods. For all test cases, it is shown that LHS has a lower estimation error than MC when used to estimate the mean, standard deviation, and 99th percentile of the four responses at the 50 percent confidence level and using the same number of response evaluations for each method. In addition, LHS requires fewer calculations than MC in order to be 99.7 percent confident that a single mean, standard deviation, or 99th percentile estimate will be within at most 3 percent of the true value of the each parameter. Again, this is shown for all of the test cases studied. For that reason it can be said that NESSUS is an important reliability tool that has a variety of sound probabilistic methods a user can employ; furthermore, the newest LHS module is a valuable new enhancement of the program.
Probabilistic Analysis and Density Parameter Estimation Within Nessus
NASA Technical Reports Server (NTRS)
Godines, Cody R.; Manteufel, Randall D.; Chamis, Christos C. (Technical Monitor)
2002-01-01
This NASA educational grant has the goal of promoting probabilistic analysis methods to undergraduate and graduate UTSA engineering students. Two undergraduate-level and one graduate-level course were offered at UTSA providing a large number of students exposure to and experience in probabilistic techniques. The grant provided two research engineers from Southwest Research Institute the opportunity to teach these courses at UTSA, thereby exposing a large number of students to practical applications of probabilistic methods and state-of-the-art computational methods. In classroom activities, students were introduced to the NESSUS computer program, which embodies many algorithms in probabilistic simulation and reliability analysis. Because the NESSUS program is used at UTSA in both student research projects and selected courses, a student version of a NESSUS manual has been revised and improved, with additional example problems being added to expand the scope of the example application problems. This report documents two research accomplishments in the integration of a new sampling algorithm into NESSUS and in the testing of the new algorithm. The new Latin Hypercube Sampling (LHS) subroutines use the latest NESSUS input file format and specific files for writing output. The LHS subroutines are called out early in the program so that no unnecessary calculations are performed. Proper correlation between sets of multidimensional coordinates can be obtained by using NESSUS' LHS capabilities. Finally, two types of correlation are written to the appropriate output file. The program enhancement was tested by repeatedly estimating the mean, standard deviation, and 99th percentile of four different responses using Monte Carlo (MC) and LHS. These test cases, put forth by the Society of Automotive Engineers, are used to compare probabilistic methods. For all test cases, it is shown that LHS has a lower estimation error than MC when used to estimate the mean, standard deviation, and 99th percentile of the four responses at the 50 percent confidence level and using the same number of response evaluations for each method. In addition, LHS requires fewer calculations than MC in order to be 99.7 percent confident that a single mean, standard deviation, or 99th percentile estimate will be within at most 3 percent of the true value of the each parameter. Again, this is shown for all of the test cases studied. For that reason it can be said that NESSUS is an important reliability tool that has a variety of sound probabilistic methods a user can employ; furthermore, the newest LHS module is a valuable new enhancement of the program.
A generative, probabilistic model of local protein structure.
Boomsma, Wouter; Mardia, Kanti V; Taylor, Charles C; Ferkinghoff-Borg, Jesper; Krogh, Anders; Hamelryck, Thomas
2008-07-01
Despite significant progress in recent years, protein structure prediction maintains its status as one of the prime unsolved problems in computational biology. One of the key remaining challenges is an efficient probabilistic exploration of the structural space that correctly reflects the relative conformational stabilities. Here, we present a fully probabilistic, continuous model of local protein structure in atomic detail. The generative model makes efficient conformational sampling possible and provides a framework for the rigorous analysis of local sequence-structure correlations in the native state. Our method represents a significant theoretical and practical improvement over the widely used fragment assembly technique by avoiding the drawbacks associated with a discrete and nonprobabilistic approach.
Probabilistic liver atlas construction.
Dura, Esther; Domingo, Juan; Ayala, Guillermo; Marti-Bonmati, Luis; Goceri, E
2017-01-13
Anatomical atlases are 3D volumes or shapes representing an organ or structure of the human body. They contain either the prototypical shape of the object of interest together with other shapes representing its statistical variations (statistical atlas) or a probability map of belonging to the object (probabilistic atlas). Probabilistic atlases are mostly built with simple estimations only involving the data at each spatial location. A new method for probabilistic atlas construction that uses a generalized linear model is proposed. This method aims to improve the estimation of the probability to be covered by the liver. Furthermore, all methods to build an atlas involve previous coregistration of the sample of shapes available. The influence of the geometrical transformation adopted for registration in the quality of the final atlas has not been sufficiently investigated. The ability of an atlas to adapt to a new case is one of the most important quality criteria that should be taken into account. The presented experiments show that some methods for atlas construction are severely affected by the previous coregistration step. We show the good performance of the new approach. Furthermore, results suggest that extremely flexible registration methods are not always beneficial, since they can reduce the variability of the atlas and hence its ability to give sensible values of probability when used as an aid in segmentation of new cases.
Bayesian-information-gap decision theory with an application to CO 2 sequestration
O'Malley, D.; Vesselinov, V. V.
2015-09-04
Decisions related to subsurface engineering problems such as groundwater management, fossil fuel production, and geologic carbon sequestration are frequently challenging because of an overabundance of uncertainties (related to conceptualizations, parameters, observations, etc.). Because of the importance of these problems to agriculture, energy, and the climate (respectively), good decisions that are scientifically defensible must be made despite the uncertainties. We describe a general approach to making decisions for challenging problems such as these in the presence of severe uncertainties that combines probabilistic and non-probabilistic methods. The approach uses Bayesian sampling to assess parametric uncertainty and Information-Gap Decision Theory (IGDT) to addressmore » model inadequacy. The combined approach also resolves an issue that frequently arises when applying Bayesian methods to real-world engineering problems related to the enumeration of possible outcomes. In the case of zero non-probabilistic uncertainty, the method reduces to a Bayesian method. Lastly, to illustrate the approach, we apply it to a site-selection decision for geologic CO 2 sequestration.« less
Combining MLC and SVM Classifiers for Learning Based Decision Making: Analysis and Evaluations
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.
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.
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.
Vallée, Julie; Souris, Marc; Fournet, Florence; Bochaton, Audrey; Mobillion, Virginie; Peyronnie, Karine; Salem, Gérard
2007-01-01
Background Geographical objectives and probabilistic methods are difficult to reconcile in a unique health survey. Probabilistic methods focus on individuals to provide estimates of a variable's prevalence with a certain precision, while geographical approaches emphasise the selection of specific areas to study interactions between spatial characteristics and health outcomes. A sample selected from a small number of specific areas creates statistical challenges: the observations are not independent at the local level, and this results in poor statistical validity at the global level. Therefore, it is difficult to construct a sample that is appropriate for both geographical and probability methods. Methods We used a two-stage selection procedure with a first non-random stage of selection of clusters. Instead of randomly selecting clusters, we deliberately chose a group of clusters, which as a whole would contain all the variation in health measures in the population. As there was no health information available before the survey, we selected a priori determinants that can influence the spatial homogeneity of the health characteristics. This method yields a distribution of variables in the sample that closely resembles that in the overall population, something that cannot be guaranteed with randomly-selected clusters, especially if the number of selected clusters is small. In this way, we were able to survey specific areas while minimising design effects and maximising statistical precision. Application We applied this strategy in a health survey carried out in Vientiane, Lao People's Democratic Republic. We selected well-known health determinants with unequal spatial distribution within the city: nationality and literacy. We deliberately selected a combination of clusters whose distribution of nationality and literacy is similar to the distribution in the general population. Conclusion This paper describes the conceptual reasoning behind the construction of the survey sample and shows that it can be advantageous to choose clusters using reasoned hypotheses, based on both probability and geographical approaches, in contrast to a conventional, random cluster selection strategy. PMID:17543100
Bayesian probabilistic population projections for all countries
Raftery, Adrian E.; Li, Nan; Ševčíková, Hana; Gerland, Patrick; Heilig, Gerhard K.
2012-01-01
Projections of countries’ future populations, broken down by age and sex, are widely used for planning and research. They are mostly done deterministically, but there is a widespread need for probabilistic projections. We propose a Bayesian method for probabilistic population projections for all countries. The total fertility rate and female and male life expectancies at birth are projected probabilistically using Bayesian hierarchical models estimated via Markov chain Monte Carlo using United Nations population data for all countries. These are then converted to age-specific rates and combined with a cohort component projection model. This yields probabilistic projections of any population quantity of interest. The method is illustrated for five countries of different demographic stages, continents and sizes. The method is validated by an out of sample experiment in which data from 1950–1990 are used for estimation, and applied to predict 1990–2010. The method appears reasonably accurate and well calibrated for this period. The results suggest that the current United Nations high and low variants greatly underestimate uncertainty about the number of oldest old from about 2050 and that they underestimate uncertainty for high fertility countries and overstate uncertainty for countries that have completed the demographic transition and whose fertility has started to recover towards replacement level, mostly in Europe. The results also indicate that the potential support ratio (persons aged 20–64 per person aged 65+) will almost certainly decline dramatically in most countries over the coming decades. PMID:22908249
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
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.
Bayesian Probabilistic Projections of Life Expectancy for All Countries
Raftery, Adrian E.; Chunn, Jennifer L.; Gerland, Patrick; Ševčíková, Hana
2014-01-01
We propose a Bayesian hierarchical model for producing probabilistic forecasts of male period life expectancy at birth for all the countries of the world from the present to 2100. Such forecasts would be an input to the production of probabilistic population projections for all countries, which is currently being considered by the United Nations. To evaluate the method, we did an out-of-sample cross-validation experiment, fitting the model to the data from 1950–1995, and using the estimated model to forecast for the subsequent ten years. The ten-year predictions had a mean absolute error of about 1 year, about 40% less than the current UN methodology. The probabilistic forecasts were calibrated, in the sense that (for example) the 80% prediction intervals contained the truth about 80% of the time. We illustrate our method with results from Madagascar (a typical country with steadily improving life expectancy), Latvia (a country that has had a mortality crisis), and Japan (a leading country). We also show aggregated results for South Asia, a region with eight countries. Free publicly available R software packages called bayesLife and bayesDem are available to implement the method. PMID:23494599
A look-ahead probabilistic contingency analysis framework incorporating smart sampling techniques
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chen, Yousu; Etingov, Pavel V.; Ren, Huiying
2016-07-18
This paper describes a framework of incorporating smart sampling techniques in a probabilistic look-ahead contingency analysis application. The predictive probabilistic contingency analysis helps to reflect the impact of uncertainties caused by variable generation and load on potential violations of transmission limits.
Proceedings, Seminar on Probabilistic Methods in Geotechnical Engineering
NASA Astrophysics Data System (ADS)
Hynes-Griffin, M. E.; Buege, L. L.
1983-09-01
Contents: Applications of Probabilistic Methods in Geotechnical Engineering; Probabilistic Seismic and Geotechnical Evaluation at a Dam Site; Probabilistic Slope Stability Methodology; Probability of Liquefaction in a 3-D Soil Deposit; Probabilistic Design of Flood Levees; Probabilistic and Statistical Methods for Determining Rock Mass Deformability Beneath Foundations: An Overview; Simple Statistical Methodology for Evaluating Rock Mechanics Exploration Data; New Developments in Statistical Techniques for Analyzing Rock Slope Stability.
Vallée, Julie; Souris, Marc; Fournet, Florence; Bochaton, Audrey; Mobillion, Virginie; Peyronnie, Karine; Salem, Gérard
2007-06-01
Geographical objectives and probabilistic methods are difficult to reconcile in a unique health survey. Probabilistic methods focus on individuals to provide estimates of a variable's prevalence with a certain precision, while geographical approaches emphasise the selection of specific areas to study interactions between spatial characteristics and health outcomes. A sample selected from a small number of specific areas creates statistical challenges: the observations are not independent at the local level, and this results in poor statistical validity at the global level. Therefore, it is difficult to construct a sample that is appropriate for both geographical and probability methods. We used a two-stage selection procedure with a first non-random stage of selection of clusters. Instead of randomly selecting clusters, we deliberately chose a group of clusters, which as a whole would contain all the variation in health measures in the population. As there was no health information available before the survey, we selected a priori determinants that can influence the spatial homogeneity of the health characteristics. This method yields a distribution of variables in the sample that closely resembles that in the overall population, something that cannot be guaranteed with randomly-selected clusters, especially if the number of selected clusters is small. In this way, we were able to survey specific areas while minimising design effects and maximising statistical precision. We applied this strategy in a health survey carried out in Vientiane, Lao People's Democratic Republic. We selected well-known health determinants with unequal spatial distribution within the city: nationality and literacy. We deliberately selected a combination of clusters whose distribution of nationality and literacy is similar to the distribution in the general population. This paper describes the conceptual reasoning behind the construction of the survey sample and shows that it can be advantageous to choose clusters using reasoned hypotheses, based on both probability and geographical approaches, in contrast to a conventional, random cluster selection strategy.
NASA Technical Reports Server (NTRS)
McGhee, David S.; Peck, Jeff A.; McDonald, Emmett J.
2012-01-01
This paper examines Probabilistic Sensitivity Analysis (PSA) methods and tools in an effort to understand their utility in vehicle loads and dynamic analysis. Specifically, this study addresses how these methods may be used to establish limits on payload mass and cg location and requirements on adaptor stiffnesses while maintaining vehicle loads and frequencies within established bounds. To this end, PSA methods and tools are applied to a realistic, but manageable, integrated launch vehicle analysis where payload and payload adaptor parameters are modeled as random variables. This analysis is used to study both Regional Response PSA (RRPSA) and Global Response PSA (GRPSA) methods, with a primary focus on sampling based techniques. For contrast, some MPP based approaches are also examined.
230Th/U ages Supporting Hanford Site-Wide Probabilistic Seismic Hazard Analysis
DOE Office of Scientific and Technical Information (OSTI.GOV)
Paces, James B.
This product represents a USGS Administrative Report that discusses samples and methods used to conduct uranium-series isotope analyses and resulting ages and initial 234U/238U activity ratios of pedogenic cements developed in several different surfaces in the Hanford area middle to late Pleistocene. Samples were collected and dated to provide calibration of soil development in surface deposits that are being used in the Hanford Site-Wide probabilistic seismic hazard analysis conducted by AMEC. The report includes description of sample locations and physical characteristics, sample preparation, chemical processing and mass spectrometry, analytical results, and calculated ages for individual sites. Ages of innermost rindsmore » on a number of samples from five sites in eastern Washington are consistent with a range of minimum depositional ages from 17 ka for cataclysmic flood deposits to greater than 500 ka for alluvium at several sites.« less
230Th/U ages Supporting Hanford Site‐Wide Probabilistic Seismic Hazard Analysis
Paces, James B.
2014-01-01
This product represents a USGS Administrative Report that discusses samples and methods used to conduct uranium-series isotope analyses and resulting ages and initial 234U/238U activity ratios of pedogenic cements developed in several different surfaces in the Hanford area middle to late Pleistocene. Samples were collected and dated to provide calibration of soil development in surface deposits that are being used in the Hanford Site-Wide probabilistic seismic hazard analysis conducted by AMEC. The report includes description of sample locations and physical characteristics, sample preparation, chemical processing and mass spectrometry, analytical results, and calculated ages for individual sites. Ages of innermost rinds on a number of samples from five sites in eastern Washington are consistent with a range of minimum depositional ages from 17 ka for cataclysmic flood deposits to greater than 500 ka for alluvium at several sites.
NASA Technical Reports Server (NTRS)
Singhal, Surendra N.
2003-01-01
The SAE G-11 RMSL Division and Probabilistic Methods Committee meeting sponsored by the Picatinny Arsenal during March 1-3, 2004 at Westin Morristown, will report progress on projects for probabilistic assessment of Army system and launch an initiative for probabilistic education. The meeting features several Army and industry Senior executives and Ivy League Professor to provide an industry/government/academia forum to review RMSL technology; reliability and probabilistic technology; reliability-based design methods; software reliability; and maintainability standards. With over 100 members including members with national/international standing, the mission of the G-11s Probabilistic Methods Committee is to enable/facilitate rapid deployment of probabilistic technology to enhance the competitiveness of our industries by better, faster, greener, smarter, affordable and reliable product development.
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.
Probabilistic sampling of protein conformations: new hope for brute force?
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.
NASA Astrophysics Data System (ADS)
Gao, Yi
The development and utilization of wind energy for satisfying electrical demand has received considerable attention in recent years due to its tremendous environmental, social and economic benefits, together with public support and government incentives. Electric power generation from wind energy behaves quite differently from that of conventional sources. The fundamentally different operating characteristics of wind energy facilities therefore affect power system reliability in a different manner than those of conventional systems. The reliability impact of such a highly variable energy source is an important aspect that must be assessed when the wind power penetration is significant. The focus of the research described in this thesis is on the utilization of state sampling Monte Carlo simulation in wind integrated bulk electric system reliability analysis and the application of these concepts in system planning and decision making. Load forecast uncertainty is an important factor in long range planning and system development. This thesis describes two approximate approaches developed to reduce the number of steps in a load duration curve which includes load forecast uncertainty, and to provide reasonably accurate generating and bulk system reliability index predictions. The developed approaches are illustrated by application to two composite test systems. A method of generating correlated random numbers with uniform distributions and a specified correlation coefficient in the state sampling method is proposed and used to conduct adequacy assessment in generating systems and in bulk electric systems containing correlated wind farms in this thesis. The studies described show that it is possible to use the state sampling Monte Carlo simulation technique to quantitatively assess the reliability implications associated with adding wind power to a composite generation and transmission system including the effects of multiple correlated wind sites. This is an important development as it permits correlated wind farms to be incorporated in large practical system studies without requiring excessive increases in computer solution time. The procedures described in this thesis for creating monthly and seasonal wind farm models should prove useful in situations where time period models are required to incorporate scheduled maintenance of generation and transmission facilities. There is growing interest in combining deterministic considerations with probabilistic assessment in order to evaluate the quantitative system risk and conduct bulk power system planning. A relatively new approach that incorporates deterministic and probabilistic considerations in a single risk assessment framework has been designated as the joint deterministic-probabilistic approach. The research work described in this thesis illustrates that the joint deterministic-probabilistic approach can be effectively used to integrate wind power in bulk electric system planning. The studies described in this thesis show that the application of the joint deterministic-probabilistic method provides more stringent results for a system with wind power than the traditional deterministic N-1 method because the joint deterministic-probabilistic technique is driven by the deterministic N-1 criterion with an added probabilistic perspective which recognizes the power output characteristics of a wind turbine generator.
Joint Probabilistic Projection of Female and Male Life Expectancy
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
NASA Technical Reports Server (NTRS)
Townsend, J.; Meyers, C.; Ortega, R.; Peck, J.; Rheinfurth, M.; Weinstock, B.
1993-01-01
Probabilistic structural analyses and design methods are steadily gaining acceptance within the aerospace industry. The safety factor approach to design has long been the industry standard, and it is believed by many to be overly conservative and thus, costly. A probabilistic approach to design may offer substantial cost savings. This report summarizes several probabilistic approaches: the probabilistic failure analysis (PFA) methodology developed by Jet Propulsion Laboratory, fast probability integration (FPI) methods, the NESSUS finite element code, and response surface methods. Example problems are provided to help identify the advantages and disadvantages of each method.
Probabilistic Structural Analysis Methods (PSAM) for select space propulsion system components
NASA Technical Reports Server (NTRS)
1991-01-01
The fourth year of technical developments on the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) system for Probabilistic Structural Analysis Methods is summarized. The effort focused on the continued expansion of the Probabilistic Finite Element Method (PFEM) code, the implementation of the Probabilistic Boundary Element Method (PBEM), and the implementation of the Probabilistic Approximate Methods (PAppM) code. The principal focus for the PFEM code is the addition of a multilevel structural dynamics capability. The strategy includes probabilistic loads, treatment of material, geometry uncertainty, and full probabilistic variables. Enhancements are included for the Fast Probability Integration (FPI) algorithms and the addition of Monte Carlo simulation as an alternate. Work on the expert system and boundary element developments continues. The enhanced capability in the computer codes is validated by applications to a turbine blade and to an oxidizer duct.
NASA Astrophysics Data System (ADS)
Wahl, N.; Hennig, P.; Wieser, H. P.; Bangert, M.
2017-07-01
The sensitivity of intensity-modulated proton therapy (IMPT) treatment plans to uncertainties can be quantified and mitigated with robust/min-max and stochastic/probabilistic treatment analysis and optimization techniques. Those methods usually rely on sparse random, importance, or worst-case sampling. Inevitably, this imposes a trade-off between computational speed and accuracy of the uncertainty propagation. Here, we investigate analytical probabilistic modeling (APM) as an alternative for uncertainty propagation and minimization in IMPT that does not rely on scenario sampling. APM propagates probability distributions over range and setup uncertainties via a Gaussian pencil-beam approximation into moments of the probability distributions over the resulting dose in closed form. It supports arbitrary correlation models and allows for efficient incorporation of fractionation effects regarding random and systematic errors. We evaluate the trade-off between run-time and accuracy of APM uncertainty computations on three patient datasets. Results are compared against reference computations facilitating importance and random sampling. Two approximation techniques to accelerate uncertainty propagation and minimization based on probabilistic treatment plan optimization are presented. Runtimes are measured on CPU and GPU platforms, dosimetric accuracy is quantified in comparison to a sampling-based benchmark (5000 random samples). APM accurately propagates range and setup uncertainties into dose uncertainties at competitive run-times (GPU ≤slant {5} min). The resulting standard deviation (expectation value) of dose show average global γ{3% / {3}~mm} pass rates between 94.2% and 99.9% (98.4% and 100.0%). All investigated importance sampling strategies provided less accuracy at higher run-times considering only a single fraction. Considering fractionation, APM uncertainty propagation and treatment plan optimization was proven to be possible at constant time complexity, while run-times of sampling-based computations are linear in the number of fractions. Using sum sampling within APM, uncertainty propagation can only be accelerated at the cost of reduced accuracy in variance calculations. For probabilistic plan optimization, we were able to approximate the necessary pre-computations within seconds, yielding treatment plans of similar quality as gained from exact uncertainty propagation. APM is suited to enhance the trade-off between speed and accuracy in uncertainty propagation and probabilistic treatment plan optimization, especially in the context of fractionation. This brings fully-fledged APM computations within reach of clinical application.
Wahl, N; Hennig, P; Wieser, H P; Bangert, M
2017-06-26
The sensitivity of intensity-modulated proton therapy (IMPT) treatment plans to uncertainties can be quantified and mitigated with robust/min-max and stochastic/probabilistic treatment analysis and optimization techniques. Those methods usually rely on sparse random, importance, or worst-case sampling. Inevitably, this imposes a trade-off between computational speed and accuracy of the uncertainty propagation. Here, we investigate analytical probabilistic modeling (APM) as an alternative for uncertainty propagation and minimization in IMPT that does not rely on scenario sampling. APM propagates probability distributions over range and setup uncertainties via a Gaussian pencil-beam approximation into moments of the probability distributions over the resulting dose in closed form. It supports arbitrary correlation models and allows for efficient incorporation of fractionation effects regarding random and systematic errors. We evaluate the trade-off between run-time and accuracy of APM uncertainty computations on three patient datasets. Results are compared against reference computations facilitating importance and random sampling. Two approximation techniques to accelerate uncertainty propagation and minimization based on probabilistic treatment plan optimization are presented. Runtimes are measured on CPU and GPU platforms, dosimetric accuracy is quantified in comparison to a sampling-based benchmark (5000 random samples). APM accurately propagates range and setup uncertainties into dose uncertainties at competitive run-times (GPU [Formula: see text] min). The resulting standard deviation (expectation value) of dose show average global [Formula: see text] pass rates between 94.2% and 99.9% (98.4% and 100.0%). All investigated importance sampling strategies provided less accuracy at higher run-times considering only a single fraction. Considering fractionation, APM uncertainty propagation and treatment plan optimization was proven to be possible at constant time complexity, while run-times of sampling-based computations are linear in the number of fractions. Using sum sampling within APM, uncertainty propagation can only be accelerated at the cost of reduced accuracy in variance calculations. For probabilistic plan optimization, we were able to approximate the necessary pre-computations within seconds, yielding treatment plans of similar quality as gained from exact uncertainty propagation. APM is suited to enhance the trade-off between speed and accuracy in uncertainty propagation and probabilistic treatment plan optimization, especially in the context of fractionation. This brings fully-fledged APM computations within reach of clinical application.
Oakley, Jeremy E.; Brennan, Alan; Breeze, Penny
2015-01-01
Health economic decision-analytic models are used to estimate the expected net benefits of competing decision options. The true values of the input parameters of such models are rarely known with certainty, and it is often useful to quantify the value to the decision maker of reducing uncertainty through collecting new data. In the context of a particular decision problem, the value of a proposed research design can be quantified by its expected value of sample information (EVSI). EVSI is commonly estimated via a 2-level Monte Carlo procedure in which plausible data sets are generated in an outer loop, and then, conditional on these, the parameters of the decision model are updated via Bayes rule and sampled in an inner loop. At each iteration of the inner loop, the decision model is evaluated. This is computationally demanding and may be difficult if the posterior distribution of the model parameters conditional on sampled data is hard to sample from. We describe a fast nonparametric regression-based method for estimating per-patient EVSI that requires only the probabilistic sensitivity analysis sample (i.e., the set of samples drawn from the joint distribution of the parameters and the corresponding net benefits). The method avoids the need to sample from the posterior distributions of the parameters and avoids the need to rerun the model. The only requirement is that sample data sets can be generated. The method is applicable with a model of any complexity and with any specification of model parameter distribution. We demonstrate in a case study the superior efficiency of the regression method over the 2-level Monte Carlo method. PMID:25810269
Probabilistic generation of random networks taking into account information on motifs occurrence.
Bois, Frederic Y; Gayraud, Ghislaine
2015-01-01
Because of the huge number of graphs possible even with a small number of nodes, inference on network structure is known to be a challenging problem. Generating large random directed graphs with prescribed probabilities of occurrences of some meaningful patterns (motifs) is also difficult. We show how to generate such random graphs according to a formal probabilistic representation, using fast Markov chain Monte Carlo methods to sample them. As an illustration, we generate realistic graphs with several hundred nodes mimicking a gene transcription interaction network in Escherichia coli.
Probabilistic Generation of Random Networks Taking into Account Information on Motifs Occurrence
Bois, Frederic Y.
2015-01-01
Abstract Because of the huge number of graphs possible even with a small number of nodes, inference on network structure is known to be a challenging problem. Generating large random directed graphs with prescribed probabilities of occurrences of some meaningful patterns (motifs) is also difficult. We show how to generate such random graphs according to a formal probabilistic representation, using fast Markov chain Monte Carlo methods to sample them. As an illustration, we generate realistic graphs with several hundred nodes mimicking a gene transcription interaction network in Escherichia coli. PMID:25493547
Spatial probabilistic pulsatility model for enhancing photoplethysmographic imaging systems
NASA Astrophysics Data System (ADS)
Amelard, Robert; Clausi, David A.; Wong, Alexander
2016-11-01
Photoplethysmographic imaging (PPGI) is a widefield noncontact biophotonic technology able to remotely monitor cardiovascular function over anatomical areas. Although spatial context can provide insight into physiologically relevant sampling locations, existing PPGI systems rely on coarse spatial averaging with no anatomical priors for assessing arterial pulsatility. Here, we developed a continuous probabilistic pulsatility model for importance-weighted blood pulse waveform extraction. Using a data-driven approach, the model was constructed using a 23 participant sample with a large demographic variability (11/12 female/male, age 11 to 60 years, BMI 16.4 to 35.1 kg·m-2). Using time-synchronized ground-truth blood pulse waveforms, spatial correlation priors were computed and projected into a coaligned importance-weighted Cartesian space. A modified Parzen-Rosenblatt kernel density estimation method was used to compute the continuous resolution-agnostic probabilistic pulsatility model. The model identified locations that consistently exhibited pulsatility across the sample. Blood pulse waveform signals extracted with the model exhibited significantly stronger temporal correlation (W=35,p<0.01) and spectral SNR (W=31,p<0.01) compared to uniform spatial averaging. Heart rate estimation was in strong agreement with true heart rate [r2=0.9619, error (μ,σ)=(0.52,1.69) bpm].
Thorndahl, S; Willems, P
2008-01-01
Failure of urban drainage systems may occur due to surcharge or flooding at specific manholes in the system, or due to overflows from combined sewer systems to receiving waters. To quantify the probability or return period of failure, standard approaches make use of the simulation of design storms or long historical rainfall series in a hydrodynamic model of the urban drainage system. In this paper, an alternative probabilistic method is investigated: the first-order reliability method (FORM). To apply this method, a long rainfall time series was divided in rainstorms (rain events), and each rainstorm conceptualized to a synthetic rainfall hyetograph by a Gaussian shape with the parameters rainstorm depth, duration and peak intensity. Probability distributions were calibrated for these three parameters and used on the basis of the failure probability estimation, together with a hydrodynamic simulation model to determine the failure conditions for each set of parameters. The method takes into account the uncertainties involved in the rainstorm parameterization. Comparison is made between the failure probability results of the FORM method, the standard method using long-term simulations and alternative methods based on random sampling (Monte Carlo direct sampling and importance sampling). It is concluded that without crucial influence on the modelling accuracy, the FORM is very applicable as an alternative to traditional long-term simulations of urban drainage systems.
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.
Discriminative parameter estimation for random walks segmentation.
Baudin, Pierre-Yves; Goodman, Danny; Kumrnar, Puneet; Azzabou, Noura; Carlier, Pierre G; Paragios, Nikos; Kumar, M Pawan
2013-01-01
The Random Walks (RW) algorithm is one of the most efficient and easy-to-use probabilistic segmentation methods. By combining contrast terms with prior terms, it provides accurate segmentations of medical images in a fully automated manner. However, one of the main drawbacks of using the RW algorithm is that its parameters have to be hand-tuned. we propose a novel discriminative learning framework that estimates the parameters using a training dataset. The main challenge we face is that the training samples are not fully supervised. Specifically, they provide a hard segmentation of the images, instead of a probabilistic segmentation. We overcome this challenge by treating the optimal probabilistic segmentation that is compatible with the given hard segmentation as a latent variable. This allows us to employ the latent support vector machine formulation for parameter estimation. We show that our approach significantly outperforms the baseline methods on a challenging dataset consisting of real clinical 3D MRI volumes of skeletal muscles.
Design-based Sample and Probability Law-Assumed Sample: Their Role in Scientific Investigation.
ERIC Educational Resources Information Center
Ojeda, Mario Miguel; Sahai, Hardeo
2002-01-01
Discusses some key statistical concepts in probabilistic and non-probabilistic sampling to provide an overview for understanding the inference process. Suggests a statistical model constituting the basis of statistical inference and provides a brief review of the finite population descriptive inference and a quota sampling inferential theory.…
Damage Tolerance and Reliability of Turbine Engine Components
NASA Technical Reports Server (NTRS)
Chamis, Christos C.
1999-01-01
This report describes a formal method to quantify structural damage tolerance and reliability in the presence of a multitude of uncertainties in turbine engine components. The method is based at the material behavior level where primitive variables with their respective scatter ranges are used to describe behavior. Computational simulation is then used to propagate the uncertainties to the structural scale where damage tolerance and reliability are usually specified. Several sample cases are described to illustrate the effectiveness, versatility, and maturity of the method. Typical results from this method demonstrate that it is mature and that it can be used to probabilistically evaluate turbine engine structural components. It may be inferred from the results that the method is suitable for probabilistically predicting the remaining life in aging or deteriorating structures, for making strategic projections and plans, and for achieving better, cheaper, faster products that give competitive advantages in world markets.
Teaching machines to find mantle composition
NASA Astrophysics Data System (ADS)
Atkins, Suzanne; Tackley, Paul; Trampert, Jeannot; Valentine, Andrew
2017-04-01
The composition of the mantle affects many geodynamical processes by altering factors such as the density, the location of phase changes, and melting temperature. The inferences we make about mantle composition also determine how we interpret the changes in velocity, reflections, attenuation and scattering seen by seismologists. However, the bulk composition of the mantle is very poorly constrained. Inferences are made from meteorite samples, rock samples from the Earth and inferences made from geophysical data. All of these approaches require significant assumptions and the inferences made are subject to large uncertainties. Here we present a new method for inferring mantle composition, based on pattern recognition machine learning, which uses large scale in situ observations of the mantle to make fully probabilistic inferences of composition for convection simulations. Our method has an advantage over other petrological approaches because we use large scale geophysical observations. This means that we average over much greater length scales and do not need to rely on extrapolating from localised samples of the mantle or planetary disk. Another major advantage of our method is that it is fully probabilistic. This allows us to include all of the uncertainties inherent in the inference process, giving us far more information about the reliability of the result than other methods. Finally our method includes the impact of composition on mantle convection. This allows us to make much more precise inferences from geophysical data than other geophysical approaches, which attempt to invert one observation with no consideration of the relationship between convection and composition. We use a sampling based inversion method, using hundreds of convection simulations run using StagYY with self consistent mineral physics properties calculated using the PerpleX package. The observations from these simulations are used to train a neural network to make a probabilistic inference for major element oxide composition of the mantle. We find we can constrain bulk mantle FeO molar percent, FeO/MgO and FeO/SiO2 using observations of the temperature and density structure of the mantle in convection simulations.
A Computationally-Efficient Inverse Approach to Probabilistic Strain-Based Damage Diagnosis
NASA Technical Reports Server (NTRS)
Warner, James E.; Hochhalter, Jacob D.; Leser, William P.; Leser, Patrick E.; Newman, John A
2016-01-01
This work presents a computationally-efficient inverse approach to probabilistic damage diagnosis. Given strain data at a limited number of measurement locations, Bayesian inference and Markov Chain Monte Carlo (MCMC) sampling are used to estimate probability distributions of the unknown location, size, and orientation of damage. Substantial computational speedup is obtained by replacing a three-dimensional finite element (FE) model with an efficient surrogate model. The approach is experimentally validated on cracked test specimens where full field strains are determined using digital image correlation (DIC). Access to full field DIC data allows for testing of different hypothetical sensor arrangements, facilitating the study of strain-based diagnosis effectiveness as the distance between damage and measurement locations increases. The ability of the framework to effectively perform both probabilistic damage localization and characterization in cracked plates is demonstrated and the impact of measurement location on uncertainty in the predictions is shown. Furthermore, the analysis time to produce these predictions is orders of magnitude less than a baseline Bayesian approach with the FE method by utilizing surrogate modeling and effective numerical sampling approaches.
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.
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.
Probabilistic structural analysis methods for space propulsion system components
NASA Technical Reports Server (NTRS)
Chamis, C. C.
1986-01-01
The development of a three-dimensional inelastic analysis methodology for the Space Shuttle main engine (SSME) structural components is described. The methodology is composed of: (1) composite load spectra, (2) probabilistic structural analysis methods, (3) the probabilistic finite element theory, and (4) probabilistic structural analysis. The methodology has led to significant technical progress in several important aspects of probabilistic structural analysis. The program and accomplishments to date are summarized.
A Probabilistic Approach to Predict Thermal Fatigue Life for Ball Grid Array Solder Joints
NASA Astrophysics Data System (ADS)
Wei, Helin; Wang, Kuisheng
2011-11-01
Numerous studies of the reliability of solder joints have been performed. Most life prediction models are limited to a deterministic approach. However, manufacturing induces uncertainty in the geometry parameters of solder joints, and the environmental temperature varies widely due to end-user diversity, creating uncertainties in the reliability of solder joints. In this study, a methodology for accounting for variation in the lifetime prediction for lead-free solder joints of ball grid array packages (PBGA) is demonstrated. The key aspects of the solder joint parameters and the cyclic temperature range related to reliability are involved. Probabilistic solutions of the inelastic strain range and thermal fatigue life based on the Engelmaier model are developed to determine the probability of solder joint failure. The results indicate that the standard deviation increases significantly when more random variations are involved. Using the probabilistic method, the influence of each variable on the thermal fatigue life is quantified. This information can be used to optimize product design and process validation acceptance criteria. The probabilistic approach creates the opportunity to identify the root causes of failed samples from product fatigue tests and field returns. The method can be applied to better understand how variation affects parameters of interest in an electronic package design with area array interconnections.
Probabilistic Structural Analysis Theory Development
NASA Technical Reports Server (NTRS)
Burnside, O. H.
1985-01-01
The objective of the Probabilistic Structural Analysis Methods (PSAM) project is to develop analysis techniques and computer programs for predicting the probabilistic response of critical structural components for current and future space propulsion systems. This technology will play a central role in establishing system performance and durability. The first year's technical activity is concentrating on probabilistic finite element formulation strategy and code development. Work is also in progress to survey critical materials and space shuttle mian engine components. The probabilistic finite element computer program NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) is being developed. The final probabilistic code will have, in the general case, the capability of performing nonlinear dynamic of stochastic structures. It is the goal of the approximate methods effort to increase problem solving efficiency relative to finite element methods by using energy methods to generate trial solutions which satisfy the structural boundary conditions. These approximate methods will be less computer intensive relative to the finite element approach.
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.
NASA Astrophysics Data System (ADS)
Albertson, J. D.
2015-12-01
Methane emissions from underground pipeline leaks remain an ongoing issue in the development of accurate methane emission inventories for the natural gas supply chain. Application of mobile methods during routine street surveys would help address this issue, but there are large uncertainties in current approaches. In this paper, we describe results from a series of near-source (< 30 m) controlled methane releases where an instrumented van was used to measure methane concentrations during both fixed location sampling and during mobile traverses immediately downwind of the source. The measurements were used to evaluate the application of EPA Method 33A for estimating methane emissions downwind of a source and also to test the application of a new probabilistic approach for estimating emission rates from mobile traverse data.
Chen, Yi; Pouillot, Régis; S Burall, Laurel; Strain, Errol A; Van Doren, Jane M; De Jesus, Antonio J; Laasri, Anna; Wang, Hua; Ali, Laila; Tatavarthy, Aparna; Zhang, Guodong; Hu, Lijun; Day, James; Sheth, Ishani; Kang, Jihun; Sahu, Surasri; Srinivasan, Devayani; Brown, Eric W; Parish, Mickey; Zink, Donald L; Datta, Atin R; Hammack, Thomas S; Macarisin, Dumitru
2017-01-16
A precise and accurate method for enumeration of low level of Listeria monocytogenes in foods is critical to a variety of studies. In this study, paired comparison of most probable number (MPN) and direct plating enumeration of L. monocytogenes was conducted on a total of 1730 outbreak-associated ice cream samples that were naturally contaminated with low level of L. monocytogenes. MPN was performed on all 1730 samples. Direct plating was performed on all samples using the RAPID'L.mono (RLM) agar (1600 samples) and agar Listeria Ottaviani and Agosti (ALOA; 130 samples). Probabilistic analysis with Bayesian inference model was used to compare paired direct plating and MPN estimates of L. monocytogenes in ice cream samples because assumptions implicit in ordinary least squares (OLS) linear regression analyses were not met for such a comparison. The probabilistic analysis revealed good agreement between the MPN and direct plating estimates, and this agreement showed that the MPN schemes and direct plating schemes using ALOA or RLM evaluated in the present study were suitable for enumerating low levels of L. monocytogenes in these ice cream samples. The statistical analysis further revealed that OLS linear regression analyses of direct plating and MPN data did introduce bias that incorrectly characterized systematic differences between estimates from the two methods. Published by Elsevier B.V.
Quantum Enhanced Inference in Markov Logic Networks
NASA Astrophysics Data System (ADS)
Wittek, Peter; Gogolin, Christian
2017-04-01
Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is essentially a first-order logic template to generate Markov networks. Inference in MLNs is probabilistic and it is often performed by approximate methods such as Markov chain Monte Carlo (MCMC) Gibbs sampling. An MLN has many regular, symmetric structures that can be exploited at both first-order level and in the generated Markov network. We analyze the graph structures that are produced by various lifting methods and investigate the extent to which quantum protocols can be used to speed up Gibbs sampling with state preparation and measurement schemes. We review different such approaches, discuss their advantages, theoretical limitations, and their appeal to implementations. We find that a straightforward application of a recent result yields exponential speedup compared to classical heuristics in approximate probabilistic inference, thereby demonstrating another example where advanced quantum resources can potentially prove useful in machine learning.
Quantum Enhanced Inference in Markov Logic Networks.
Wittek, Peter; Gogolin, Christian
2017-04-19
Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is essentially a first-order logic template to generate Markov networks. Inference in MLNs is probabilistic and it is often performed by approximate methods such as Markov chain Monte Carlo (MCMC) Gibbs sampling. An MLN has many regular, symmetric structures that can be exploited at both first-order level and in the generated Markov network. We analyze the graph structures that are produced by various lifting methods and investigate the extent to which quantum protocols can be used to speed up Gibbs sampling with state preparation and measurement schemes. We review different such approaches, discuss their advantages, theoretical limitations, and their appeal to implementations. We find that a straightforward application of a recent result yields exponential speedup compared to classical heuristics in approximate probabilistic inference, thereby demonstrating another example where advanced quantum resources can potentially prove useful in machine learning.
Quantum Enhanced Inference in Markov Logic Networks
Wittek, Peter; Gogolin, Christian
2017-01-01
Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is essentially a first-order logic template to generate Markov networks. Inference in MLNs is probabilistic and it is often performed by approximate methods such as Markov chain Monte Carlo (MCMC) Gibbs sampling. An MLN has many regular, symmetric structures that can be exploited at both first-order level and in the generated Markov network. We analyze the graph structures that are produced by various lifting methods and investigate the extent to which quantum protocols can be used to speed up Gibbs sampling with state preparation and measurement schemes. We review different such approaches, discuss their advantages, theoretical limitations, and their appeal to implementations. We find that a straightforward application of a recent result yields exponential speedup compared to classical heuristics in approximate probabilistic inference, thereby demonstrating another example where advanced quantum resources can potentially prove useful in machine learning. PMID:28422093
Probabilistic structural analysis methods of hot engine structures
NASA Technical Reports Server (NTRS)
Chamis, C. C.; Hopkins, D. A.
1989-01-01
Development of probabilistic structural analysis methods for hot engine structures is a major activity at Lewis Research Center. Recent activities have focused on extending the methods to include the combined uncertainties in several factors on structural response. This paper briefly describes recent progress on composite load spectra models, probabilistic finite element structural analysis, and probabilistic strength degradation modeling. Progress is described in terms of fundamental concepts, computer code development, and representative numerical results.
Salis, Howard; Kaznessis, Yiannis N
2005-12-01
Stochastic chemical kinetics more accurately describes the dynamics of "small" chemical systems, such as biological cells. Many real systems contain dynamical stiffness, which causes the exact stochastic simulation algorithm or other kinetic Monte Carlo methods to spend the majority of their time executing frequently occurring reaction events. Previous methods have successfully applied a type of probabilistic steady-state approximation by deriving an evolution equation, such as the chemical master equation, for the relaxed fast dynamics and using the solution of that equation to determine the slow dynamics. However, because the solution of the chemical master equation is limited to small, carefully selected, or linear reaction networks, an alternate equation-free method would be highly useful. We present a probabilistic steady-state approximation that separates the time scales of an arbitrary reaction network, detects the convergence of a marginal distribution to a quasi-steady-state, directly samples the underlying distribution, and uses those samples to accurately predict the state of the system, including the effects of the slow dynamics, at future times. The numerical method produces an accurate solution of both the fast and slow reaction dynamics while, for stiff systems, reducing the computational time by orders of magnitude. The developed theory makes no approximations on the shape or form of the underlying steady-state distribution and only assumes that it is ergodic. We demonstrate the accuracy and efficiency of the method using multiple interesting examples, including a highly nonlinear protein-protein interaction network. The developed theory may be applied to any type of kinetic Monte Carlo simulation to more efficiently simulate dynamically stiff systems, including existing exact, approximate, or hybrid stochastic simulation techniques.
Probabilistic data integration and computational complexity
NASA Astrophysics Data System (ADS)
Hansen, T. M.; Cordua, K. S.; Mosegaard, K.
2016-12-01
Inverse problems in Earth Sciences typically refer to the problem of inferring information about properties of the Earth from observations of geophysical data (the result of nature's solution to the `forward' problem). This problem can be formulated more generally as a problem of `integration of information'. A probabilistic formulation of data integration is in principle simple: If all information available (from e.g. geology, geophysics, remote sensing, chemistry…) can be quantified probabilistically, then different algorithms exist that allow solving the data integration problem either through an analytical description of the combined probability function, or sampling the probability function. In practice however, probabilistic based data integration may not be easy to apply successfully. This may be related to the use of sampling methods, which are known to be computationally costly. But, another source of computational complexity is related to how the individual types of information are quantified. In one case a data integration problem is demonstrated where the goal is to determine the existence of buried channels in Denmark, based on multiple sources of geo-information. Due to one type of information being too informative (and hence conflicting), this leads to a difficult sampling problems with unrealistic uncertainty. Resolving this conflict prior to data integration, leads to an easy data integration problem, with no biases. In another case it is demonstrated how imperfections in the description of the geophysical forward model (related to solving the wave-equation) can lead to a difficult data integration problem, with severe bias in the results. If the modeling error is accounted for, the data integration problems becomes relatively easy, with no apparent biases. Both examples demonstrate that biased information can have a dramatic effect on the computational efficiency solving a data integration problem and lead to biased results, and under-estimation of uncertainty. However, in both examples, one can also analyze the performance of the sampling methods used to solve the data integration problem to indicate the existence of biased information. This can be used actively to avoid biases in the available information and subsequently in the final uncertainty evaluation.
Nonlinear probabilistic finite element models of laminated composite shells
NASA Technical Reports Server (NTRS)
Engelstad, S. P.; Reddy, J. N.
1993-01-01
A probabilistic finite element analysis procedure for laminated composite shells has been developed. A total Lagrangian finite element formulation, employing a degenerated 3-D laminated composite shell with the full Green-Lagrange strains and first-order shear deformable kinematics, forms the modeling foundation. The first-order second-moment technique for probabilistic finite element analysis of random fields is employed and results are presented in the form of mean and variance of the structural response. The effects of material nonlinearity are included through the use of a rate-independent anisotropic plasticity formulation with the macroscopic point of view. Both ply-level and micromechanics-level random variables can be selected, the latter by means of the Aboudi micromechanics model. A number of sample problems are solved to verify the accuracy of the procedures developed and to quantify the variability of certain material type/structure combinations. Experimental data is compared in many cases, and the Monte Carlo simulation method is used to check the probabilistic results. In general, the procedure is quite effective in modeling the mean and variance response of the linear and nonlinear behavior of laminated composite shells.
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.
USDA-ARS?s Scientific Manuscript database
Background/Question/Methods Standardized monitoring data collection efforts using a probabilistic sample design, such as in the Bureau of Land Management’s (BLM) Assessment, Inventory, and Monitoring (AIM) Strategy, provide a core suite of ecological indicators, maximize data collection efficiency,...
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.
Probabilistic graphlet transfer for photo cropping.
Zhang, Luming; Song, Mingli; Zhao, Qi; Liu, Xiao; Bu, Jiajun; Chen, Chun
2013-02-01
As one of the most basic photo manipulation processes, photo cropping is widely used in the printing, graphic design, and photography industries. In this paper, we introduce graphlets (i.e., small connected subgraphs) to represent a photo's aesthetic features, and propose a probabilistic model to transfer aesthetic features from the training photo onto the cropped photo. In particular, by segmenting each photo into a set of regions, we construct a region adjacency graph (RAG) to represent the global aesthetic feature of each photo. Graphlets are then extracted from the RAGs, and these graphlets capture the local aesthetic features of the photos. Finally, we cast photo cropping as a candidate-searching procedure on the basis of a probabilistic model, and infer the parameters of the cropped photos using Gibbs sampling. The proposed method is fully automatic. Subjective evaluations have shown that it is preferred over a number of existing approaches.
Spindler, Patrice; Paretti, Nick V.
2007-01-01
The Arizona Department of Environmental Quality (ADEQ) and the U.S. Environmental Protection Agency (USEPA) Ecological Monitoring and Assessment Program (EMAP), use different field methods for collecting macroinvertebrate samples and habitat data for bioassessment purposes. Arizona’s Biocriteria index was developed using a riffle habitat sampling methodology, whereas the EMAP method employs a multi-habitat sampling protocol. There was a need to demonstrate comparability of these different bioassessment methodologies to allow use of the EMAP multi-habitat protocol for both statewide probabilistic assessments for integration of the EMAP data into the national (305b) assessment and for targeted in-state bioassessments for 303d determinations of standards violations and impaired aquatic life conditions. The purpose of this study was to evaluate whether the two methods yield similar bioassessment results, such that the data could be used interchangeably in water quality assessments. In this Regional EMAP grant funded project, a probabilistic survey of 30 sites in the Little Colorado River basin was conducted in the spring of 2007. Macroinvertebrate and habitat data were collected using both ADEQ and EMAP sampling methods, from adjacent reaches within these stream channels.
All analyses indicated that the two macroinvertebrate sampling methods were significantly correlated. ADEQ and EMAP samples were classified into the same scoring categories (meeting, inconclusive, violating the biocriteria standard) 82% of the time. When the ADEQ-IBI was applied to both the ADEQ and EMAP taxa lists, the resulting IBI scores were significantly correlated (r=0.91), even though only 4 of the 7 metrics in the IBI were significantly correlated. The IBI scores from both methods were significantly correlated to the percent of riffle habitat, even though the average percent riffle habitat was only 30% of the stream reach. Multivariate analyses found that the percent riffle was an important attribute for both datasets in classifying IBI scores into assessment categories.
Habitat measurements generated from EMAP and ADEQ methods were also significantly correlated; 13 of 16 habitat measures were significantly correlated (p<0.01). The visual-based percentage estimates of percent riffle and pool habitats, vegetative cover and percent canopy cover, and substrate measurements of percent fine substrate and embeddedness were all remarkably similar, given the different field methods used. A multivariate analysis identified substrate and flow conditions, as well as canopy cover as important combinations of habitat attributes affecting both IBI scores. These results indicate that similar habitat measures can be obtained using two different field sampling protocols. In addition, similar combinations of these habitat parameters were important to macroinvertebrate community condition in multivariate analyses of both ADEQ and EMAP datasets.
These results indicate the two sampling methods for macroinvertebrates and habitat data were very similar in terms of bioassessment results and stressors. While the bioassessment category was not identical for all sites, overall the assessments were significantly correlated, providing similar bioassessment results for the cold water streams used in this study. The findings of this study indicate that ADEQ can utilize either a riffle-based sampling methodology or a multi-habitat sampling approach in cold water streams as both yield similar results relative to the macroinvertebrate assemblage. These results will allow for use of either macroinvertebrate dataset to determine water quality standards compliance with the ADEQ Indexes of Biological Integrity, for which threshold values were just recently placed into the Arizona Surface Water Quality Standards. While this survey did not include warm water desert streams of Arizona, we would predict that EMAP and ADEQ sampling methodologies would provide similar bioassessment results and would not be significantly different, as we have found that the percent riffle habitat in cold and warm water perennial, wadeable streams is not significantly different. However, a comparison study of sampling methodologies in warm water streams should be conducted to confirm the predicted similarity of bioassessment results. ADEQ will continue to implement a monitoring strategy that includes probabilistic monitoring for a statewide ecological assessment of stream conditions. Conclusions from this study will guide decisions regarding the most appropriate sampling methods for future probabilistic monitoring sample plans.
NASA Technical Reports Server (NTRS)
Singhal, Surendra N.
2003-01-01
The SAE G-11 RMSL Division and Probabilistic Methods Committee meeting during October 6-8 at the Best Western Sterling Inn, Sterling Heights (Detroit), Michigan is co-sponsored by US Army Tank-automotive & Armaments Command (TACOM). The meeting will provide an industry/government/academia forum to review RMSL technology; reliability and probabilistic technology; reliability-based design methods; software reliability; and maintainability standards. With over 100 members including members with national/international standing, the mission of the G-11's Probabilistic Methods Committee is to "enable/facilitate rapid deployment of probabilistic technology to enhance the competitiveness of our industries by better, faster, greener, smarter, affordable and reliable product development."
Unbiased, scalable sampling of protein loop conformations from probabilistic priors.
Zhang, Yajia; Hauser, Kris
2013-01-01
Protein loops are flexible structures that are intimately tied to function, but understanding loop motion and generating loop conformation ensembles remain significant computational challenges. Discrete search techniques scale poorly to large loops, optimization and molecular dynamics techniques are prone to local minima, and inverse kinematics techniques can only incorporate structural preferences in adhoc fashion. This paper presents Sub-Loop Inverse Kinematics Monte Carlo (SLIKMC), a new Markov chain Monte Carlo algorithm for generating conformations of closed loops according to experimentally available, heterogeneous structural preferences. Our simulation experiments demonstrate that the method computes high-scoring conformations of large loops (>10 residues) orders of magnitude faster than standard Monte Carlo and discrete search techniques. Two new developments contribute to the scalability of the new method. First, structural preferences are specified via a probabilistic graphical model (PGM) that links conformation variables, spatial variables (e.g., atom positions), constraints and prior information in a unified framework. The method uses a sparse PGM that exploits locality of interactions between atoms and residues. Second, a novel method for sampling sub-loops is developed to generate statistically unbiased samples of probability densities restricted by loop-closure constraints. Numerical experiments confirm that SLIKMC generates conformation ensembles that are statistically consistent with specified structural preferences. Protein conformations with 100+ residues are sampled on standard PC hardware in seconds. Application to proteins involved in ion-binding demonstrate its potential as a tool for loop ensemble generation and missing structure completion.
Unbiased, scalable sampling of protein loop conformations from probabilistic priors
2013-01-01
Background Protein loops are flexible structures that are intimately tied to function, but understanding loop motion and generating loop conformation ensembles remain significant computational challenges. Discrete search techniques scale poorly to large loops, optimization and molecular dynamics techniques are prone to local minima, and inverse kinematics techniques can only incorporate structural preferences in adhoc fashion. This paper presents Sub-Loop Inverse Kinematics Monte Carlo (SLIKMC), a new Markov chain Monte Carlo algorithm for generating conformations of closed loops according to experimentally available, heterogeneous structural preferences. Results Our simulation experiments demonstrate that the method computes high-scoring conformations of large loops (>10 residues) orders of magnitude faster than standard Monte Carlo and discrete search techniques. Two new developments contribute to the scalability of the new method. First, structural preferences are specified via a probabilistic graphical model (PGM) that links conformation variables, spatial variables (e.g., atom positions), constraints and prior information in a unified framework. The method uses a sparse PGM that exploits locality of interactions between atoms and residues. Second, a novel method for sampling sub-loops is developed to generate statistically unbiased samples of probability densities restricted by loop-closure constraints. Conclusion Numerical experiments confirm that SLIKMC generates conformation ensembles that are statistically consistent with specified structural preferences. Protein conformations with 100+ residues are sampled on standard PC hardware in seconds. Application to proteins involved in ion-binding demonstrate its potential as a tool for loop ensemble generation and missing structure completion. PMID:24565175
Generalized probabilistic scale space for image restoration.
Wong, Alexander; Mishra, Akshaya K
2010-10-01
A novel generalized sampling-based probabilistic scale space theory is proposed for image restoration. We explore extending the definition of scale space to better account for both noise and observation models, which is important for producing accurately restored images. A new class of scale-space realizations based on sampling and probability theory is introduced to realize this extended definition in the context of image restoration. Experimental results using 2-D images show that generalized sampling-based probabilistic scale-space theory can be used to produce more accurate restored images when compared with state-of-the-art scale-space formulations, particularly under situations characterized by low signal-to-noise ratios and image degradation.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Li, Yun, E-mail: genliyun@126.com, E-mail: cuiwanzhao@126.com; Cui, Wan-Zhao, E-mail: genliyun@126.com, E-mail: cuiwanzhao@126.com; Wang, Hong-Guang
2015-05-15
Effects of the secondary electron emission (SEE) phenomenon of metal surface on the multipactor analysis of microwave components are investigated numerically and experimentally in this paper. Both the secondary electron yield (SEY) and the emitted energy spectrum measurements are performed on silver plated samples for accurate description of the SEE phenomenon. A phenomenological probabilistic model based on SEE physics is utilized and fitted accurately to the measured SEY and emitted energy spectrum of the conditioned surface material of microwave components. Specially, the phenomenological probabilistic model is extended to the low primary energy end lower than 20 eV mathematically, since no accuratemore » measurement data can be obtained. Embedding the phenomenological probabilistic model into the Electromagnetic Particle-In-Cell (EM-PIC) method, the electronic resonant multipacting in microwave components can be tracked and hence the multipactor threshold can be predicted. The threshold prediction error of the transformer and the coaxial filter is 0.12 dB and 1.5 dB, respectively. Simulation results demonstrate that the discharge threshold is strongly dependent on the SEYs and its energy spectrum in the low energy end (lower than 50 eV). Multipacting simulation results agree quite well with experiments in practical components, while the phenomenological probabilistic model fit both the SEY and the emission energy spectrum better than the traditionally used model and distribution. The EM-PIC simulation method with the phenomenological probabilistic model for the surface collision simulation has been demonstrated for predicting the multipactor threshold in metal components for space application.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Pichara, Karim; Protopapas, Pavlos
We present an automatic classification method for astronomical catalogs with missing data. We use Bayesian networks and a probabilistic graphical model that allows us to perform inference to predict missing values given observed data and dependency relationships between variables. To learn a Bayesian network from incomplete data, we use an iterative algorithm that utilizes sampling methods and expectation maximization to estimate the distributions and probabilistic dependencies of variables from data with missing values. To test our model, we use three catalogs with missing data (SAGE, Two Micron All Sky Survey, and UBVI) and one complete catalog (MACHO). We examine howmore » classification accuracy changes when information from missing data catalogs is included, how our method compares to traditional missing data approaches, and at what computational cost. Integrating these catalogs with missing data, we find that classification of variable objects improves by a few percent and by 15% for quasar detection while keeping the computational cost the same.« less
Probing the Small-scale Structure in Strongly Lensed Systems via Transdimensional Inference
NASA Astrophysics Data System (ADS)
Daylan, Tansu; Cyr-Racine, Francis-Yan; Diaz Rivero, Ana; Dvorkin, Cora; Finkbeiner, Douglas P.
2018-02-01
Strong lensing is a sensitive probe of the small-scale density fluctuations in the Universe. We implement a pipeline to model strongly lensed systems using probabilistic cataloging, which is a transdimensional, hierarchical, and Bayesian framework to sample from a metamodel (union of models with different dimensionality) consistent with observed photon count maps. Probabilistic cataloging allows one to robustly characterize modeling covariances within and across lens models with different numbers of subhalos. Unlike traditional cataloging of subhalos, it does not require model subhalos to improve the goodness of fit above the detection threshold. Instead, it allows the exploitation of all information contained in the photon count maps—for instance, when constraining the subhalo mass function. We further show that, by not including these small subhalos in the lens model, fixed-dimensional inference methods can significantly mismodel the data. Using a simulated Hubble Space Telescope data set, we show that the subhalo mass function can be probed even when many subhalos in the sample catalogs are individually below the detection threshold and would be absent in a traditional catalog. The implemented software, Probabilistic Cataloger (PCAT) is made publicly available at https://github.com/tdaylan/pcat.
Characterization of the probabilistic traveling salesman problem.
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.
Exploration of Advanced Probabilistic and Stochastic Design Methods
NASA Technical Reports Server (NTRS)
Mavris, Dimitri N.
2003-01-01
The primary objective of the three year research effort was to explore advanced, non-deterministic aerospace system design methods that may have relevance to designers and analysts. The research pursued emerging areas in design methodology and leverage current fundamental research in the area of design decision-making, probabilistic modeling, and optimization. The specific focus of the three year investigation was oriented toward methods to identify and analyze emerging aircraft technologies in a consistent and complete manner, and to explore means to make optimal decisions based on this knowledge in a probabilistic environment. The research efforts were classified into two main areas. First, Task A of the grant has had the objective of conducting research into the relative merits of possible approaches that account for both multiple criteria and uncertainty in design decision-making. In particular, in the final year of research, the focus was on the comparison and contrasting between three methods researched. Specifically, these three are the Joint Probabilistic Decision-Making (JPDM) technique, Physical Programming, and Dempster-Shafer (D-S) theory. The next element of the research, as contained in Task B, was focused upon exploration of the Technology Identification, Evaluation, and Selection (TIES) methodology developed at ASDL, especially with regards to identification of research needs in the baseline method through implementation exercises. The end result of Task B was the documentation of the evolution of the method with time and a technology transfer to the sponsor regarding the method, such that an initial capability for execution could be obtained by the sponsor. Specifically, the results of year 3 efforts were the creation of a detailed tutorial for implementing the TIES method. Within the tutorial package, templates and detailed examples were created for learning and understanding the details of each step. For both research tasks, sample files and tutorials are attached in electronic form with the enclosed CD.
Praveen, Paurush; Fröhlich, Holger
2013-01-01
Inferring regulatory networks from experimental data via probabilistic graphical models is a popular framework to gain insights into biological systems. However, the inherent noise in experimental data coupled with a limited sample size reduces the performance of network reverse engineering. Prior knowledge from existing sources of biological information can address this low signal to noise problem by biasing the network inference towards biologically plausible network structures. Although integrating various sources of information is desirable, their heterogeneous nature makes this task challenging. We propose two computational methods to incorporate various information sources into a probabilistic consensus structure prior to be used in graphical model inference. Our first model, called Latent Factor Model (LFM), assumes a high degree of correlation among external information sources and reconstructs a hidden variable as a common source in a Bayesian manner. The second model, a Noisy-OR, picks up the strongest support for an interaction among information sources in a probabilistic fashion. Our extensive computational studies on KEGG signaling pathways as well as on gene expression data from breast cancer and yeast heat shock response reveal that both approaches can significantly enhance the reconstruction accuracy of Bayesian Networks compared to other competing methods as well as to the situation without any prior. Our framework allows for using diverse information sources, like pathway databases, GO terms and protein domain data, etc. and is flexible enough to integrate new sources, if available.
Data accuracy assessment using enterprise architecture
NASA Astrophysics Data System (ADS)
Närman, Per; Holm, Hannes; Johnson, Pontus; König, Johan; Chenine, Moustafa; Ekstedt, Mathias
2011-02-01
Errors in business processes result in poor data accuracy. This article proposes an architecture analysis method which utilises ArchiMate and the Probabilistic Relational Model formalism to model and analyse data accuracy. Since the resources available for architecture analysis are usually quite scarce, the method advocates interviews as the primary data collection technique. A case study demonstrates that the method yields correct data accuracy estimates and is more resource-efficient than a competing sampling-based data accuracy estimation method.
A Parallel Fast Sweeping Method for the Eikonal Equation
NASA Astrophysics Data System (ADS)
Baker, B.
2017-12-01
Recently, there has been an exciting emergence of probabilistic methods for travel time tomography. Unlike gradient-based optimization strategies, probabilistic tomographic methods are resistant to becoming trapped in a local minimum and provide a much better quantification of parameter resolution than, say, appealing to ray density or performing checkerboard reconstruction tests. The benefits associated with random sampling methods however are only realized by successive computation of predicted travel times in, potentially, strongly heterogeneous media. To this end this abstract is concerned with expediting the solution of the Eikonal equation. While many Eikonal solvers use a fast marching method, the proposed solver will use the iterative fast sweeping method because the eight fixed sweep orderings in each iteration are natural targets for parallelization. To reduce the number of iterations and grid points required the high-accuracy finite difference stencil of Nobel et al., 2014 is implemented. A directed acyclic graph (DAG) is created with a priori knowledge of the sweep ordering and finite different stencil. By performing a topological sort of the DAG sets of independent nodes are identified as candidates for concurrent updating. Additionally, the proposed solver will also address scalability during earthquake relocation, a necessary step in local and regional earthquake tomography and a barrier to extending probabilistic methods from active source to passive source applications, by introducing an asynchronous parallel forward solve phase for all receivers in the network. Synthetic examples using the SEG over-thrust model will be presented.
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.
Probabilistic Structural Analysis Methods (PSAM) for select space propulsion systems components
NASA Technical Reports Server (NTRS)
1991-01-01
Summarized here is the technical effort and computer code developed during the five year duration of the program for probabilistic structural analysis methods. The summary includes a brief description of the computer code manuals and a detailed description of code validation demonstration cases for random vibrations of a discharge duct, probabilistic material nonlinearities of a liquid oxygen post, and probabilistic buckling of a transfer tube liner.
Gaissmaier, Wolfgang; Giese, Helge; Galesic, Mirta; Garcia-Retamero, Rocio; Kasper, Juergen; Kleiter, Ingo; Meuth, Sven G; Köpke, Sascha; Heesen, Christoph
2018-01-01
A shared decision-making approach is suggested for multiple sclerosis (MS) patients. To properly evaluate benefits and risks of different treatment options accordingly, MS patients require sufficient numeracy - the ability to understand quantitative information. It is unknown whether MS affects numeracy. Therefore, we investigated whether patients' numeracy was impaired compared to a probabilistic national sample. As part of the larger prospective, observational, multicenter study PERCEPT, we assessed numeracy for a clinical study sample of German MS patients (N=725) with a standard test and compared them to a German probabilistic sample (N=1001), controlling for age, sex, and education. Within patients, we assessed whether disease variables (disease duration, disability, annual relapse rate, cognitive impairment) predicted numeracy beyond these demographics. MS patients showed a comparable level of numeracy as the probabilistic national sample (68.9% vs. 68.5% correct answers, P=0.831). In both samples, numeracy was higher for men and the highly educated. Disease variables did not predict numeracy beyond demographics within patients, and predictability was generally low. This sample of MS patients understood quantitative information on the same level as the general population. There is no reason to withhold quantitative information from MS patients. Copyright © 2017 Elsevier B.V. All rights reserved.
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.
NASA Astrophysics Data System (ADS)
Sari, Dwi Ivayana; Budayasa, I. Ketut; Juniati, Dwi
2017-08-01
Formulation of mathematical learning goals now is not only oriented on cognitive product, but also leads to cognitive process, which is probabilistic thinking. Probabilistic thinking is needed by students to make a decision. Elementary school students are required to develop probabilistic thinking as foundation to learn probability at higher level. A framework of probabilistic thinking of students had been developed by using SOLO taxonomy, which consists of prestructural probabilistic thinking, unistructural probabilistic thinking, multistructural probabilistic thinking and relational probabilistic thinking. This study aimed to analyze of probability task completion based on taxonomy of probabilistic thinking. The subjects were two students of fifth grade; boy and girl. Subjects were selected by giving test of mathematical ability and then based on high math ability. Subjects were given probability tasks consisting of sample space, probability of an event and probability comparison. The data analysis consisted of categorization, reduction, interpretation and conclusion. Credibility of data used time triangulation. The results was level of boy's probabilistic thinking in completing probability tasks indicated multistructural probabilistic thinking, while level of girl's probabilistic thinking in completing probability tasks indicated unistructural probabilistic thinking. The results indicated that level of boy's probabilistic thinking was higher than level of girl's probabilistic thinking. The results could contribute to curriculum developer in developing probability learning goals for elementary school students. Indeed, teachers could teach probability with regarding gender difference.
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.
Shu, Ting; Zhang, Bob; Tang, Yuan Yan
2017-01-01
At present, heart disease is the number one cause of death worldwide. Traditionally, heart disease is commonly detected using blood tests, electrocardiogram, cardiac computerized tomography scan, cardiac magnetic resonance imaging, and so on. However, these traditional diagnostic methods are time consuming and/or invasive. In this paper, we propose an effective noninvasive computerized method based on facial images to quantitatively detect heart disease. Specifically, facial key block color features are extracted from facial images and analyzed using the Probabilistic Collaborative Representation Based Classifier. The idea of facial key block color analysis is founded in Traditional Chinese Medicine. A new dataset consisting of 581 heart disease and 581 healthy samples was experimented by the proposed method. In order to optimize the Probabilistic Collaborative Representation Based Classifier, an analysis of its parameters was performed. According to the experimental results, the proposed method obtains the highest accuracy compared with other classifiers and is proven to be effective at heart disease detection.
Probabilistic Design of a Mars Sample Return Earth Entry Vehicle Thermal Protection System
NASA Technical Reports Server (NTRS)
Dec, John A.; Mitcheltree, Robert A.
2002-01-01
The driving requirement for design of a Mars Sample Return mission is to assure containment of the returned samples. Designing to, and demonstrating compliance with, such a requirement requires physics based tools that establish the relationship between engineer's sizing margins and probabilities of failure. The traditional method of determining margins on ablative thermal protection systems, while conservative, provides little insight into the actual probability of an over-temperature during flight. The objective of this paper is to describe a new methodology for establishing margins on sizing the thermal protection system (TPS). Results of this Monte Carlo approach are compared with traditional methods.
ERIC Educational Resources Information Center
Gracia, Enrique; Herrero, Juan
2006-01-01
Objective: This study aimed to explore the relationship between perceived neighborhood social disorder and attitudes toward reporting child physical abuse. Method: Data from a national probabilistic sample (N = 9,759) were used. Responses about the perception of neighborhood social disorder, perceived frequency of child physical abuse in Spanish…
State Tracking and Fault Diagnosis for Dynamic Systems Using Labeled Uncertainty Graph.
Zhou, Gan; Feng, Wenquan; Zhao, Qi; Zhao, Hongbo
2015-11-05
Cyber-physical systems such as autonomous spacecraft, power plants and automotive systems become more vulnerable to unanticipated failures as their complexity increases. Accurate tracking of system dynamics and fault diagnosis are essential. This paper presents an efficient state estimation method for dynamic systems modeled as concurrent probabilistic automata. First, the Labeled Uncertainty Graph (LUG) method in the planning domain is introduced to describe the state tracking and fault diagnosis processes. Because the system model is probabilistic, the Monte Carlo technique is employed to sample the probability distribution of belief states. In addition, to address the sample impoverishment problem, an innovative look-ahead technique is proposed to recursively generate most likely belief states without exhaustively checking all possible successor modes. The overall algorithms incorporate two major steps: a roll-forward process that estimates system state and identifies faults, and a roll-backward process that analyzes possible system trajectories once the faults have been detected. We demonstrate the effectiveness of this approach by applying it to a real world domain: the power supply control unit of a spacecraft.
Fast probabilistic file fingerprinting for big data
2013-01-01
Background Biological data acquisition is raising new challenges, both in data analysis and handling. Not only is it proving hard to analyze the data at the rate it is generated today, but simply reading and transferring data files can be prohibitively slow due to their size. This primarily concerns logistics within and between data centers, but is also important for workstation users in the analysis phase. Common usage patterns, such as comparing and transferring files, are proving computationally expensive and are tying down shared resources. Results We present an efficient method for calculating file uniqueness for large scientific data files, that takes less computational effort than existing techniques. This method, called Probabilistic Fast File Fingerprinting (PFFF), exploits the variation present in biological data and computes file fingerprints by sampling randomly from the file instead of reading it in full. Consequently, it has a flat performance characteristic, correlated with data variation rather than file size. We demonstrate that probabilistic fingerprinting can be as reliable as existing hashing techniques, with provably negligible risk of collisions. We measure the performance of the algorithm on a number of data storage and access technologies, identifying its strengths as well as limitations. Conclusions Probabilistic fingerprinting may significantly reduce the use of computational resources when comparing very large files. Utilisation of probabilistic fingerprinting techniques can increase the speed of common file-related workflows, both in the data center and for workbench analysis. The implementation of the algorithm is available as an open-source tool named pfff, as a command-line tool as well as a C library. The tool can be downloaded from http://biit.cs.ut.ee/pfff. PMID:23445565
NASA Technical Reports Server (NTRS)
Brown, A. M.
1998-01-01
Accounting for the statistical geometric and material variability of structures in analysis has been a topic of considerable research for the last 30 years. The determination of quantifiable measures of statistical probability of a desired response variable, such as natural frequency, maximum displacement, or stress, to replace experience-based "safety factors" has been a primary goal of these studies. There are, however, several problems associated with their satisfactory application to realistic structures, such as bladed disks in turbomachinery. These include the accurate definition of the input random variables (rv's), the large size of the finite element models frequently used to simulate these structures, which makes even a single deterministic analysis expensive, and accurate generation of the cumulative distribution function (CDF) necessary to obtain the probability of the desired response variables. The research presented here applies a methodology called probabilistic dynamic synthesis (PDS) to solve these problems. The PDS method uses dynamic characteristics of substructures measured from modal test as the input rv's, rather than "primitive" rv's such as material or geometric uncertainties. These dynamic characteristics, which are the free-free eigenvalues, eigenvectors, and residual flexibility (RF), are readily measured and for many substructures, a reasonable sample set of these measurements can be obtained. The statistics for these rv's accurately account for the entire random character of the substructure. Using the RF method of component mode synthesis, these dynamic characteristics are used to generate reduced-size sample models of the substructures, which are then coupled to form system models. These sample models are used to obtain the CDF of the response variable by either applying Monte Carlo simulation or by generating data points for use in the response surface reliability method, which can perform the probabilistic analysis with an order of magnitude less computational effort. Both free- and forced-response analyses have been performed, and the results indicate that, while there is considerable room for improvement, the method produces usable and more representative solutions for the design of realistic structures with a substantial savings in computer time.
NASA Technical Reports Server (NTRS)
Thacker, B. H.; Mcclung, R. C.; Millwater, H. R.
1990-01-01
An eigenvalue analysis of a typical space propulsion system turbopump blade is presented using an approximate probabilistic analysis methodology. The methodology was developed originally to investigate the feasibility of computing probabilistic structural response using closed-form approximate models. This paper extends the methodology to structures for which simple closed-form solutions do not exist. The finite element method will be used for this demonstration, but the concepts apply to any numerical method. The results agree with detailed analysis results and indicate the usefulness of using a probabilistic approximate analysis in determining efficient solution strategies.
Failed rib region prediction in a human body model during crash events with precrash braking.
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.
Olsen, Esben M; Serbezov, Dimitar; Vøllestad, Leif A
2014-01-01
Reaction norms are a valuable tool in evolutionary biology. Lately, the probabilistic maturation reaction norm approach, describing probabilities of maturing at combinations of age and body size, has been much applied for testing whether phenotypic changes in exploited populations of fish are mainly plastic or involving an evolutionary component. However, due to typical field data limitations, with imperfect knowledge about individual life histories, this demographic method still needs to be assessed. Using 13 years of direct mark–recapture observations on individual growth and maturation in an intensively sampled population of brown trout (Salmo trutta), we show that the probabilistic maturation reaction norm approach may perform well even if the assumption of equal survival of juvenile and maturing fish does not hold. Earlier studies have pointed out that growth effects may confound the interpretation of shifts in maturation reaction norms, because this method in its basic form deals with body size rather than growth. In our case, however, we found that juvenile body size, rather than annual growth, was more strongly associated with maturation. Viewed against earlier studies, our results also underscore the challenges of generalizing life-history patterns among species and populations. PMID:24967078
Dominating Scale-Free Networks Using Generalized Probabilistic Methods
Molnár,, F.; Derzsy, N.; Czabarka, É.; Székely, L.; Szymanski, B. K.; Korniss, G.
2014-01-01
We study ensemble-based graph-theoretical methods aiming to approximate the size of the minimum dominating set (MDS) in scale-free networks. We analyze both analytical upper bounds of dominating sets and numerical realizations for applications. We propose two novel probabilistic dominating set selection strategies that are applicable to heterogeneous networks. One of them obtains the smallest probabilistic dominating set and also outperforms the deterministic degree-ranked method. We show that a degree-dependent probabilistic selection method becomes optimal in its deterministic limit. In addition, we also find the precise limit where selecting high-degree nodes exclusively becomes inefficient for network domination. We validate our results on several real-world networks, and provide highly accurate analytical estimates for our methods. PMID:25200937
NASA Astrophysics Data System (ADS)
Hansen, T. M.; Cordua, K. S.
2017-12-01
Probabilistically formulated inverse problems can be solved using Monte Carlo-based sampling methods. In principle, both advanced prior information, based on for example, complex geostatistical models and non-linear forward models can be considered using such methods. However, Monte Carlo methods may be associated with huge computational costs that, in practice, limit their application. This is not least due to the computational requirements related to solving the forward problem, where the physical forward response of some earth model has to be evaluated. Here, it is suggested to replace a numerical complex evaluation of the forward problem, with a trained neural network that can be evaluated very fast. This will introduce a modeling error that is quantified probabilistically such that it can be accounted for during inversion. This allows a very fast and efficient Monte Carlo sampling of the solution to an inverse problem. We demonstrate the methodology for first arrival traveltime inversion of crosshole ground penetrating radar data. An accurate forward model, based on 2-D full-waveform modeling followed by automatic traveltime picking, is replaced by a fast neural network. This provides a sampling algorithm three orders of magnitude faster than using the accurate and computationally expensive forward model, and also considerably faster and more accurate (i.e. with better resolution), than commonly used approximate forward models. The methodology has the potential to dramatically change the complexity of non-linear and non-Gaussian inverse problems that have to be solved using Monte Carlo sampling techniques.
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.
Probabilistic drug connectivity mapping
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
DOE Office of Scientific and Technical Information (OSTI.GOV)
Osthus, Dave; Godinez, Humberto C.; Rougier, Esteban
We presenmore » t a generic method for automatically calibrating a computer code to an experiment, with uncertainty, for a given “training” set of computer code runs. The calibration technique is general and probabilistic, meaning the calibration uncertainty is represented in the form of a probability distribution. We demonstrate the calibration method by calibrating a combined Finite-Discrete Element Method (FDEM) to a Split Hopkinson Pressure Bar (SHPB) experiment with a granite sample. The probabilistic calibration method combines runs of a FDEM computer simulation for a range of “training” settings and experimental uncertainty to develop a statistical emulator. The process allows for calibration of input parameters and produces output quantities with uncertainty estimates for settings where simulation results are desired. Input calibration and FDEM fitted results are presented. We find that the maximum shear strength σ t max and to a lesser extent maximum tensile strength σ n max govern the behavior of the stress-time curve before and around the peak, while the specific energy in Mode II (shear) E t largely governs the post-peak behavior of the stress-time curve. Good agreement is found between the calibrated FDEM and the SHPB experiment. Interestingly, we find the SHPB experiment to be rather uninformative for calibrating the softening-curve shape parameters (a, b, and c). This work stands as a successful demonstration of how a general probabilistic calibration framework can automatically calibrate FDEM parameters to an experiment.« less
Osthus, Dave; Godinez, Humberto C.; Rougier, Esteban; ...
2018-05-01
We presenmore » t a generic method for automatically calibrating a computer code to an experiment, with uncertainty, for a given “training” set of computer code runs. The calibration technique is general and probabilistic, meaning the calibration uncertainty is represented in the form of a probability distribution. We demonstrate the calibration method by calibrating a combined Finite-Discrete Element Method (FDEM) to a Split Hopkinson Pressure Bar (SHPB) experiment with a granite sample. The probabilistic calibration method combines runs of a FDEM computer simulation for a range of “training” settings and experimental uncertainty to develop a statistical emulator. The process allows for calibration of input parameters and produces output quantities with uncertainty estimates for settings where simulation results are desired. Input calibration and FDEM fitted results are presented. We find that the maximum shear strength σ t max and to a lesser extent maximum tensile strength σ n max govern the behavior of the stress-time curve before and around the peak, while the specific energy in Mode II (shear) E t largely governs the post-peak behavior of the stress-time curve. Good agreement is found between the calibrated FDEM and the SHPB experiment. Interestingly, we find the SHPB experiment to be rather uninformative for calibrating the softening-curve shape parameters (a, b, and c). This work stands as a successful demonstration of how a general probabilistic calibration framework can automatically calibrate FDEM parameters to an experiment.« less
Probabilistic Learning in Junior High School: Investigation of Student Probabilistic Thinking Levels
NASA Astrophysics Data System (ADS)
Kurniasih, R.; Sujadi, I.
2017-09-01
This paper was to investigate level on students’ probabilistic thinking. Probabilistic thinking level is level of probabilistic thinking. Probabilistic thinking is thinking about probabilistic or uncertainty matter in probability material. The research’s subject was students in grade 8th Junior High School students. The main instrument is a researcher and a supporting instrument is probabilistic thinking skills test and interview guidelines. Data was analyzed using triangulation method. The results showed that the level of students probabilistic thinking before obtaining a teaching opportunity at the level of subjective and transitional. After the students’ learning level probabilistic thinking is changing. Based on the results of research there are some students who have in 8th grade level probabilistic thinking numerically highest of levels. Level of students’ probabilistic thinking can be used as a reference to make a learning material and strategy.
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.
Using probabilistic theory to develop interpretation guidelines for Y-STR profiles.
Taylor, Duncan; Bright, Jo-Anne; Buckleton, John
2016-03-01
Y-STR profiling makes up a small but important proportion of forensic DNA casework. Often Y-STR profiles are used when autosomal profiling has failed to yield an informative result. Consequently Y-STR profiles are often from the most challenging samples. In addition to these points, Y-STR loci are linked, meaning that evaluation of haplotype probabilities are either based on overly simplified counting methods or computationally costly genetic models, neither of which extend well to the evaluation of mixed Y-STR data. For all of these reasons Y-STR data analysis has not seen the same advances as autosomal STR data. We present here a probabilistic model for the interpretation of Y-STR data. Due to the fact that probabilistic systems for Y-STR data are still some way from reaching active casework, we also describe how data can be analysed in a continuous way to generate interpretational thresholds and guidelines. Copyright © 2015 Elsevier Ireland Ltd. All rights reserved.
Praveen, Paurush; Fröhlich, Holger
2013-01-01
Inferring regulatory networks from experimental data via probabilistic graphical models is a popular framework to gain insights into biological systems. However, the inherent noise in experimental data coupled with a limited sample size reduces the performance of network reverse engineering. Prior knowledge from existing sources of biological information can address this low signal to noise problem by biasing the network inference towards biologically plausible network structures. Although integrating various sources of information is desirable, their heterogeneous nature makes this task challenging. We propose two computational methods to incorporate various information sources into a probabilistic consensus structure prior to be used in graphical model inference. Our first model, called Latent Factor Model (LFM), assumes a high degree of correlation among external information sources and reconstructs a hidden variable as a common source in a Bayesian manner. The second model, a Noisy-OR, picks up the strongest support for an interaction among information sources in a probabilistic fashion. Our extensive computational studies on KEGG signaling pathways as well as on gene expression data from breast cancer and yeast heat shock response reveal that both approaches can significantly enhance the reconstruction accuracy of Bayesian Networks compared to other competing methods as well as to the situation without any prior. Our framework allows for using diverse information sources, like pathway databases, GO terms and protein domain data, etc. and is flexible enough to integrate new sources, if available. PMID:23826291
NASA Astrophysics Data System (ADS)
Mølgaard, Lasse L.; Buus, Ole T.; Larsen, Jan; Babamoradi, Hamid; Thygesen, Ida L.; Laustsen, Milan; Munk, Jens Kristian; Dossi, Eleftheria; O'Keeffe, Caroline; Lässig, Lina; Tatlow, Sol; Sandström, Lars; Jakobsen, Mogens H.
2017-05-01
We present a data-driven machine learning approach to detect drug- and explosives-precursors using colorimetric sensor technology for air-sampling. The sensing technology has been developed in the context of the CRIM-TRACK project. At present a fully- integrated portable prototype for air sampling with disposable sensing chips and automated data acquisition has been developed. The prototype allows for fast, user-friendly sampling, which has made it possible to produce large datasets of colorimetric data for different target analytes in laboratory and simulated real-world application scenarios. To make use of the highly multi-variate data produced from the colorimetric chip a number of machine learning techniques are employed to provide reliable classification of target analytes from confounders found in the air streams. We demonstrate that a data-driven machine learning method using dimensionality reduction in combination with a probabilistic classifier makes it possible to produce informative features and a high detection rate of analytes. Furthermore, the probabilistic machine learning approach provides a means of automatically identifying unreliable measurements that could produce false predictions. The robustness of the colorimetric sensor has been evaluated in a series of experiments focusing on the amphetamine pre-cursor phenylacetone as well as the improvised explosives pre-cursor hydrogen peroxide. The analysis demonstrates that the system is able to detect analytes in clean air and mixed with substances that occur naturally in real-world sampling scenarios. The technology under development in CRIM-TRACK has the potential as an effective tool to control trafficking of illegal drugs, explosive detection, or in other law enforcement applications.
Comparison of probabilistic and deterministic fiber tracking of cranial nerves.
Zolal, Amir; Sobottka, Stephan B; Podlesek, Dino; Linn, Jennifer; Rieger, Bernhard; Juratli, Tareq A; Schackert, Gabriele; Kitzler, Hagen H
2017-09-01
OBJECTIVE The depiction of cranial nerves (CNs) using diffusion tensor imaging (DTI) is of great interest in skull base tumor surgery and DTI used with deterministic tracking methods has been reported previously. However, there are still no good methods usable for the elimination of noise from the resulting depictions. The authors have hypothesized that probabilistic tracking could lead to more accurate results, because it more efficiently extracts information from the underlying data. Moreover, the authors have adapted a previously described technique for noise elimination using gradual threshold increases to probabilistic tracking. To evaluate the utility of this new approach, a comparison is provided with this work between the gradual threshold increase method in probabilistic and deterministic tracking of CNs. METHODS Both tracking methods were used to depict CNs II, III, V, and the VII+VIII bundle. Depiction of 240 CNs was attempted with each of the above methods in 30 healthy subjects, which were obtained from 2 public databases: the Kirby repository (KR) and Human Connectome Project (HCP). Elimination of erroneous fibers was attempted by gradually increasing the respective thresholds (fractional anisotropy [FA] and probabilistic index of connectivity [PICo]). The results were compared with predefined ground truth images based on corresponding anatomical scans. Two label overlap measures (false-positive error and Dice similarity coefficient) were used to evaluate the success of both methods in depicting the CN. Moreover, the differences between these parameters obtained from the KR and HCP (with higher angular resolution) databases were evaluated. Additionally, visualization of 10 CNs in 5 clinical cases was attempted with both methods and evaluated by comparing the depictions with intraoperative findings. RESULTS Maximum Dice similarity coefficients were significantly higher with probabilistic tracking (p < 0.001; Wilcoxon signed-rank test). The false-positive error of the last obtained depiction was also significantly lower in probabilistic than in deterministic tracking (p < 0.001). The HCP data yielded significantly better results in terms of the Dice coefficient in probabilistic tracking (p < 0.001, Mann-Whitney U-test) and in deterministic tracking (p = 0.02). The false-positive errors were smaller in HCP data in deterministic tracking (p < 0.001) and showed a strong trend toward significance in probabilistic tracking (p = 0.06). In the clinical cases, the probabilistic method visualized 7 of 10 attempted CNs accurately, compared with 3 correct depictions with deterministic tracking. CONCLUSIONS High angular resolution DTI scans are preferable for the DTI-based depiction of the cranial nerves. Probabilistic tracking with a gradual PICo threshold increase is more effective for this task than the previously described deterministic tracking with a gradual FA threshold increase and might represent a method that is useful for depicting cranial nerves with DTI since it eliminates the erroneous fibers without manual intervention.
Probabilistic Geoacoustic Inversion in Complex Environments
2015-09-30
Probabilistic Geoacoustic Inversion in Complex Environments Jan Dettmer School of Earth and Ocean Sciences, University of Victoria, Victoria BC...long-range inversion methods can fail to provide sufficient resolution. For proper quantitative examination of variability, parameter uncertainty must...project aims to advance probabilistic geoacoustic inversion methods for complex ocean environments for a range of geoacoustic data types. The work is
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.
Propagating probability distributions of stand variables using sequential Monte Carlo methods
Jeffrey H. Gove
2009-01-01
A general probabilistic approach to stand yield estimation is developed based on sequential Monte Carlo filters, also known as particle filters. The essential steps in the development of the sampling importance resampling (SIR) particle filter are presented. The SIR filter is then applied to simulated and observed data showing how the 'predictor - corrector'...
ERIC Educational Resources Information Center
Uggioni, Paula Lazzarin; Salay, Elisabette
2013-01-01
Objective: The objective of this study was to develop a validated and reliable questionnaire to measure consumer knowledge regarding safe practices to prevent microbiological contamination in restaurants and commercial kitchens. Methods: Non-probabilistic samples of individuals were interviewed in the city of Campinas, Brazil. Questionnaire items…
Statistical techniques for sampling and monitoring natural resources
Hans T. Schreuder; Richard Ernst; Hugo Ramirez-Maldonado
2004-01-01
We present the statistical theory of inventory and monitoring from a probabilistic point of view. We start with the basics and show the interrelationships between designs and estimators illustrating the methods with a small artificial population as well as with a mapped realistic population. For such applications, useful open source software is given in Appendix 4....
Data Analysis Recipes: Using Markov Chain Monte Carlo
NASA Astrophysics Data System (ADS)
Hogg, David W.; Foreman-Mackey, Daniel
2018-05-01
Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data. In this primarily pedagogical contribution, we give a brief overview of the most basic MCMC method and some practical advice for the use of MCMC in real inference problems. We give advice on method choice, tuning for performance, methods for initialization, tests of convergence, troubleshooting, and use of the chain output to produce or report parameter estimates with associated uncertainties. We argue that autocorrelation time is the most important test for convergence, as it directly connects to the uncertainty on the sampling estimate of any quantity of interest. We emphasize that sampling is a method for doing integrals; this guides our thinking about how MCMC output is best used. .
On some methods for assessing earthquake predictions
NASA Astrophysics Data System (ADS)
Molchan, G.; Romashkova, L.; Peresan, A.
2017-09-01
A regional approach to the problem of assessing earthquake predictions inevitably faces a deficit of data. We point out some basic limits of assessment methods reported in the literature, considering the practical case of the performance of the CN pattern recognition method in the prediction of large Italian earthquakes. Along with the classical hypothesis testing, a new game approach, the so-called parimutuel gambling (PG) method, is examined. The PG, originally proposed for the evaluation of the probabilistic earthquake forecast, has been recently adapted for the case of 'alarm-based' CN prediction. The PG approach is a non-standard method; therefore it deserves careful examination and theoretical analysis. We show that the PG alarm-based version leads to an almost complete loss of information about predicted earthquakes (even for a large sample). As a result, any conclusions based on the alarm-based PG approach are not to be trusted. We also show that the original probabilistic PG approach does not necessarily identifies the genuine forecast correctly among competing seismicity rate models, even when applied to extensive data.
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...
A partially reflecting random walk on spheres algorithm for electrical impedance tomography
DOE Office of Scientific and Technical Information (OSTI.GOV)
Maire, Sylvain, E-mail: maire@univ-tln.fr; Simon, Martin, E-mail: simon@math.uni-mainz.de
2015-12-15
In this work, we develop a probabilistic estimator for the voltage-to-current map arising in electrical impedance tomography. This novel so-called partially reflecting random walk on spheres estimator enables Monte Carlo methods to compute the voltage-to-current map in an embarrassingly parallel manner, which is an important issue with regard to the corresponding inverse problem. Our method uses the well-known random walk on spheres algorithm inside subdomains where the diffusion coefficient is constant and employs replacement techniques motivated by finite difference discretization to deal with both mixed boundary conditions and interface transmission conditions. We analyze the global bias and the variance ofmore » the new estimator both theoretically and experimentally. Subsequently, the variance of the new estimator is considerably reduced via a novel control variate conditional sampling technique which yields a highly efficient hybrid forward solver coupling probabilistic and deterministic algorithms.« less
NASA Technical Reports Server (NTRS)
Townsend, John S.; Peck, Jeff; Ayala, Samuel
2000-01-01
NASA has funded several major programs (the Probabilistic Structural Analysis Methods Project is an example) to develop probabilistic structural analysis methods and tools for engineers to apply in the design and assessment of aerospace hardware. A probabilistic finite element software code, known as Numerical Evaluation of Stochastic Structures Under Stress, is used to determine the reliability of a critical weld of the Space Shuttle solid rocket booster aft skirt. An external bracket modification to the aft skirt provides a comparison basis for examining the details of the probabilistic analysis and its contributions to the design process. Also, analysis findings are compared with measured Space Shuttle flight data.
Application of the Probabilistic Dynamic Synthesis Method to the Analysis of a Realistic Structure
NASA Technical Reports Server (NTRS)
Brown, Andrew M.; Ferri, Aldo A.
1998-01-01
The Probabilistic Dynamic Synthesis method is a new technique for obtaining the statistics of a desired response engineering quantity for a structure with non-deterministic parameters. The method uses measured data from modal testing of the structure as the input random variables, rather than more "primitive" quantities like geometry or material variation. This modal information is much more comprehensive and easily measured than the "primitive" information. The probabilistic analysis is carried out using either response surface reliability methods or Monte Carlo simulation. A previous work verified the feasibility of the PDS method on a simple seven degree-of-freedom spring-mass system. In this paper, extensive issues involved with applying the method to a realistic three-substructure system are examined, and free and forced response analyses are performed. The results from using the method are promising, especially when the lack of alternatives for obtaining quantitative output for probabilistic structures is considered.
Application of the Probabilistic Dynamic Synthesis Method to Realistic Structures
NASA Technical Reports Server (NTRS)
Brown, Andrew M.; Ferri, Aldo A.
1998-01-01
The Probabilistic Dynamic Synthesis method is a technique for obtaining the statistics of a desired response engineering quantity for a structure with non-deterministic parameters. The method uses measured data from modal testing of the structure as the input random variables, rather than more "primitive" quantities like geometry or material variation. This modal information is much more comprehensive and easily measured than the "primitive" information. The probabilistic analysis is carried out using either response surface reliability methods or Monte Carlo simulation. In previous work, the feasibility of the PDS method applied to a simple seven degree-of-freedom spring-mass system was verified. In this paper, extensive issues involved with applying the method to a realistic three-substructure system are examined, and free and forced response analyses are performed. The results from using the method are promising, especially when the lack of alternatives for obtaining quantitative output for probabilistic structures is considered.
Probabilistic structural analysis methods for select space propulsion system components
NASA Technical Reports Server (NTRS)
Millwater, H. R.; Cruse, T. A.
1989-01-01
The Probabilistic Structural Analysis Methods (PSAM) project developed at the Southwest Research Institute integrates state-of-the-art structural analysis techniques with probability theory for the design and analysis of complex large-scale engineering structures. An advanced efficient software system (NESSUS) capable of performing complex probabilistic analysis has been developed. NESSUS contains a number of software components to perform probabilistic analysis of structures. These components include: an expert system, a probabilistic finite element code, a probabilistic boundary element code and a fast probability integrator. The NESSUS software system is shown. An expert system is included to capture and utilize PSAM knowledge and experience. NESSUS/EXPERT is an interactive menu-driven expert system that provides information to assist in the use of the probabilistic finite element code NESSUS/FEM and the fast probability integrator (FPI). The expert system menu structure is summarized. The NESSUS system contains a state-of-the-art nonlinear probabilistic finite element code, NESSUS/FEM, to determine the structural response and sensitivities. A broad range of analysis capabilities and an extensive element library is present.
NASA Astrophysics Data System (ADS)
Wang, S.; Huang, G. H.; Huang, W.; Fan, Y. R.; Li, Z.
2015-10-01
In this study, a fractional factorial probabilistic collocation method is proposed to reveal statistical significance of hydrologic model parameters and their multi-level interactions affecting model outputs, facilitating uncertainty propagation in a reduced dimensional space. The proposed methodology is applied to the Xiangxi River watershed in China to demonstrate its validity and applicability, as well as its capability of revealing complex and dynamic parameter interactions. A set of reduced polynomial chaos expansions (PCEs) only with statistically significant terms can be obtained based on the results of factorial analysis of variance (ANOVA), achieving a reduction of uncertainty in hydrologic predictions. The predictive performance of reduced PCEs is verified by comparing against standard PCEs and the Monte Carlo with Latin hypercube sampling (MC-LHS) method in terms of reliability, sharpness, and Nash-Sutcliffe efficiency (NSE). Results reveal that the reduced PCEs are able to capture hydrologic behaviors of the Xiangxi River watershed, and they are efficient functional representations for propagating uncertainties in hydrologic predictions.
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.
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.
Dynamic Probabilistic Instability of Composite Structures
NASA Technical Reports Server (NTRS)
Chamis, Christos C.
2009-01-01
A computationally effective method is described to evaluate the non-deterministic dynamic instability (probabilistic dynamic buckling) of thin composite shells. The method is a judicious combination of available computer codes for finite element, composite mechanics and probabilistic structural analysis. The solution method is incrementally updated Lagrangian. It is illustrated by applying it to thin composite cylindrical shell subjected to dynamic loads. Both deterministic and probabilistic buckling loads are evaluated to demonstrate the effectiveness of the method. A universal plot is obtained for the specific shell that can be used to approximate buckling loads for different load rates and different probability levels. Results from this plot show that the faster the rate, the higher the buckling load and the shorter the time. The lower the probability, the lower is the buckling load for a specific time. Probabilistic sensitivity results show that the ply thickness, the fiber volume ratio and the fiber longitudinal modulus, dynamic load and loading rate are the dominant uncertainties in that order.
Exploring a potential energy surface by machine learning for characterizing atomic transport
NASA Astrophysics Data System (ADS)
Kanamori, Kenta; Toyoura, Kazuaki; Honda, Junya; Hattori, Kazuki; Seko, Atsuto; Karasuyama, Masayuki; Shitara, Kazuki; Shiga, Motoki; Kuwabara, Akihide; Takeuchi, Ichiro
2018-03-01
We propose a machine-learning method for evaluating the potential barrier governing atomic transport based on the preferential selection of dominant points for atomic transport. The proposed method generates numerous random samples of the entire potential energy surface (PES) from a probabilistic Gaussian process model of the PES, which enables defining the likelihood of the dominant points. The robustness and efficiency of the method are demonstrated on a dozen model cases for proton diffusion in oxides, in comparison with a conventional nudge elastic band method.
Probabilistic boundary element method
NASA Technical Reports Server (NTRS)
Cruse, T. A.; Raveendra, S. T.
1989-01-01
The purpose of the Probabilistic Structural Analysis Method (PSAM) project is to develop structural analysis capabilities for the design analysis of advanced space propulsion system hardware. The boundary element method (BEM) is used as the basis of the Probabilistic Advanced Analysis Methods (PADAM) which is discussed. The probabilistic BEM code (PBEM) is used to obtain the structural response and sensitivity results to a set of random variables. As such, PBEM performs analogous to other structural analysis codes such as finite elements in the PSAM system. For linear problems, unlike the finite element method (FEM), the BEM governing equations are written at the boundary of the body only, thus, the method eliminates the need to model the volume of the body. However, for general body force problems, a direct condensation of the governing equations to the boundary of the body is not possible and therefore volume modeling is generally required.
NASA Technical Reports Server (NTRS)
Price J. M.; Ortega, R.
1998-01-01
Probabilistic method is not a universally accepted approach for the design and analysis of aerospace structures. The validity of this approach must be demonstrated to encourage its acceptance as it viable design and analysis tool to estimate structural reliability. The objective of this Study is to develop a well characterized finite population of similar aerospace structures that can be used to (1) validate probabilistic codes, (2) demonstrate the basic principles behind probabilistic methods, (3) formulate general guidelines for characterization of material drivers (such as elastic modulus) when limited data is available, and (4) investigate how the drivers affect the results of sensitivity analysis at the component/failure mode level.
NASA Technical Reports Server (NTRS)
Ryan, Robert S.; Townsend, John S.
1993-01-01
The prospective improvement of probabilistic methods for space program analysis/design entails the further development of theories, codes, and tools which match specific areas of application, the drawing of lessons from previous uses of probability and statistics data bases, the enlargement of data bases (especially in the field of structural failures), and the education of engineers and managers on the advantages of these methods. An evaluation is presently made of the current limitations of probabilistic engineering methods. Recommendations are made for specific applications.
Sayers, Adrian; Ben-Shlomo, Yoav; Blom, Ashley W; Steele, Fiona
2016-01-01
Abstract Studies involving the use of probabilistic record linkage are becoming increasingly common. However, the methods underpinning probabilistic record linkage are not widely taught or understood, and therefore these studies can appear to be a ‘black box’ research tool. In this article, we aim to describe the process of probabilistic record linkage through a simple exemplar. We first introduce the concept of deterministic linkage and contrast this with probabilistic linkage. We illustrate each step of the process using a simple exemplar and describe the data structure required to perform a probabilistic linkage. We describe the process of calculating and interpreting matched weights and how to convert matched weights into posterior probabilities of a match using Bayes theorem. We conclude this article with a brief discussion of some of the computational demands of record linkage, how you might assess the quality of your linkage algorithm, and how epidemiologists can maximize the value of their record-linked research using robust record linkage methods. PMID:26686842
2012-01-01
Background Despite computational challenges, elucidating conformations that a protein system assumes under physiologic conditions for the purpose of biological activity is a central problem in computational structural biology. While these conformations are associated with low energies in the energy surface that underlies the protein conformational space, few existing conformational search algorithms focus on explicitly sampling low-energy local minima in the protein energy surface. Methods This work proposes a novel probabilistic search framework, PLOW, that explicitly samples low-energy local minima in the protein energy surface. The framework combines algorithmic ingredients from evolutionary computation and computational structural biology to effectively explore the subspace of local minima. A greedy local search maps a conformation sampled in conformational space to a nearby local minimum. A perturbation move jumps out of a local minimum to obtain a new starting conformation for the greedy local search. The process repeats in an iterative fashion, resulting in a trajectory-based exploration of the subspace of local minima. Results and conclusions The analysis of PLOW's performance shows that, by navigating only the subspace of local minima, PLOW is able to sample conformations near a protein's native structure, either more effectively or as well as state-of-the-art methods that focus on reproducing the native structure for a protein system. Analysis of the actual subspace of local minima shows that PLOW samples this subspace more effectively that a naive sampling approach. Additional theoretical analysis reveals that the perturbation function employed by PLOW is key to its ability to sample a diverse set of low-energy conformations. This analysis also suggests directions for further research and novel applications for the proposed framework. PMID:22759582
Probabilistic structural analysis methods of hot engine structures
NASA Technical Reports Server (NTRS)
Chamis, C. C.; Hopkins, D. A.
1989-01-01
Development of probabilistic structural analysis methods for hot engine structures at Lewis Research Center is presented. Three elements of the research program are: (1) composite load spectra methodology; (2) probabilistic structural analysis methodology; and (3) probabilistic structural analysis application. Recent progress includes: (1) quantification of the effects of uncertainties for several variables on high pressure fuel turbopump (HPFT) turbine 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; and (3) evaluation of the failure probability. Collectively, the results demonstrate that the structural durability of hot engine structural components can be effectively evaluated in a formal probabilistic/reliability framework.
Land use change monitoring in Maryland using a probabilistic sample and rapid photointerpretation
Tonya Lister; Andrew Lister; Eunice Alexander
2014-01-01
The U.S. state of Maryland needs to monitor land use change in order to address land management objectives. This paper presents a change detection method that, through automation and standard geographic information system (GIS) techniques, facilitates the estimation of landscape change via photointerpretation. Using the protocols developed, we show a net loss of forest...
Data-Based Detection of Potential Terrorist Attacks: Statistical and Graphical Methods
2010-06-01
Naren; Vasquez-Robinet, Cecilia; Watkinson, Jonathan: "A General Probabilistic Model of the PCR Process," Applied Mathematics and Computation 182(1...September 2006. Seminar, Measuring the effect of Length biased sampling, Mathematical Sciences Section, National Security Agency, 19 September 2006...Committee on National Statistics, 9 February 2007. Invited seminar, Statistical Tests for Bullet Lead Comparisons, Department of Mathematics , Butler
Stan : A Probabilistic Programming Language
DOE Office of Scientific and Technical Information (OSTI.GOV)
Carpenter, Bob; Gelman, Andrew; Hoffman, Matthew D.
Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectationmore » propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can also be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.« less
Stan : A Probabilistic Programming Language
Carpenter, Bob; Gelman, Andrew; Hoffman, Matthew D.; ...
2017-01-01
Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectationmore » propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can also be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.« less
Data Analysis with Graphical Models: Software Tools
NASA Technical Reports Server (NTRS)
Buntine, Wray L.
1994-01-01
Probabilistic graphical models (directed and undirected Markov fields, and combined in chain graphs) are used widely in expert systems, image processing and other areas as a framework for representing and reasoning with probabilities. They come with corresponding algorithms for performing probabilistic inference. This paper discusses an extension to these models by Spiegelhalter and Gilks, plates, used to graphically model the notion of a sample. This offers a graphical specification language for representing data analysis problems. When combined with general methods for statistical inference, this also offers a unifying framework for prototyping and/or generating data analysis algorithms from graphical specifications. This paper outlines the framework and then presents some basic tools for the task: a graphical version of the Pitman-Koopman Theorem for the exponential family, problem decomposition, and the calculation of exact Bayes factors. Other tools already developed, such as automatic differentiation, Gibbs sampling, and use of the EM algorithm, make this a broad basis for the generation of data analysis software.
NASA Technical Reports Server (NTRS)
Singhal, Surendra N.
2003-01-01
The SAE G-11 RMSL (Reliability, Maintainability, Supportability, and Logistics) Division activities include identification and fulfillment of joint industry, government, and academia needs for development and implementation of RMSL technologies. Four Projects in the Probabilistic Methods area and two in the area of RMSL have been identified. These are: (1) Evaluation of Probabilistic Technology - progress has been made toward the selection of probabilistic application cases. Future effort will focus on assessment of multiple probabilistic softwares in solving selected engineering problems using probabilistic methods. Relevance to Industry & Government - Case studies of typical problems encountering uncertainties, results of solutions to these problems run by different codes, and recommendations on which code is applicable for what problems; (2) Probabilistic Input Preparation - progress has been made in identifying problem cases such as those with no data, little data and sufficient data. Future effort will focus on developing guidelines for preparing input for probabilistic analysis, especially with no or little data. Relevance to Industry & Government - Too often, we get bogged down thinking we need a lot of data before we can quantify uncertainties. Not True. There are ways to do credible probabilistic analysis with little data; (3) Probabilistic Reliability - probabilistic reliability literature search has been completed along with what differentiates it from statistical reliability. Work on computation of reliability based on quantification of uncertainties in primitive variables is in progress. Relevance to Industry & Government - Correct reliability computations both at the component and system level are needed so one can design an item based on its expected usage and life span; (4) Real World Applications of Probabilistic Methods (PM) - A draft of volume 1 comprising aerospace applications has been released. Volume 2, a compilation of real world applications of probabilistic methods with essential information demonstrating application type and timehost savings by the use of probabilistic methods for generic applications is in progress. Relevance to Industry & Government - Too often, we say, 'The Proof is in the Pudding'. With help from many contributors, we hope to produce such a document. Problem is - not too many people are coming forward due to proprietary nature. So, we are asking to document only minimum information including problem description, what method used, did it result in any savings, and how much?; (5) Software Reliability - software reliability concept, program, implementation, guidelines, and standards are being documented. Relevance to Industry & Government - software reliability is a complex issue that must be understood & addressed in all facets of business in industry, government, and other institutions. We address issues, concepts, ways to implement solutions, and guidelines for maximizing software reliability; (6) Maintainability Standards - maintainability/serviceability industry standard/guidelines and industry best practices and methodologies used in performing maintainability/ serviceability tasks are being documented. Relevance to Industry & Government - Any industry or government process, project, and/or tool must be maintained and serviced to realize the life and performance it was designed for. We address issues and develop guidelines for optimum performance & life.
Probabilistic simulation of stress concentration in composite laminates
NASA Technical Reports Server (NTRS)
Chamis, C. C.; Murthy, P. L. N.; Liaw, L.
1993-01-01
A computational methodology is described to probabilistically simulate the stress concentration factors in composite laminates. This new approach consists of coupling probabilistic composite mechanics with probabilistic finite element structural analysis. The probabilistic composite mechanics is used to probabilistically describe all the uncertainties inherent in composite material properties while probabilistic finite element is used to probabilistically describe the uncertainties associated with methods to experimentally evaluate stress concentration factors such as loads, geometry, and supports. The effectiveness of the methodology is demonstrated by using it to simulate the stress concentration factors in composite laminates made from three different composite systems. Simulated results match experimental data for probability density and for cumulative distribution functions. The sensitivity factors indicate that the stress concentration factors are influenced by local stiffness variables, by load eccentricities and by initial stress fields.
Denovan, Andrew; Dagnall, Neil; Drinkwater, Kenneth; Parker, Andrew; Clough, Peter
2017-01-01
The present study assessed the degree to which probabilistic reasoning performance and thinking style influenced perception of risk and self-reported levels of terrorism-related behavior change. A sample of 263 respondents, recruited via convenience sampling, completed a series of measures comprising probabilistic reasoning tasks (perception of randomness, base rate, probability, and conjunction fallacy), the Reality Testing subscale of the Inventory of Personality Organization (IPO-RT), the Domain-Specific Risk-Taking Scale, and a terrorism-related behavior change scale. Structural equation modeling examined three progressive models. Firstly, the Independence Model assumed that probabilistic reasoning, perception of risk and reality testing independently predicted terrorism-related behavior change. Secondly, the Mediation Model supposed that probabilistic reasoning and reality testing correlated, and indirectly predicted terrorism-related behavior change through perception of risk. Lastly, the Dual-Influence Model proposed that probabilistic reasoning indirectly predicted terrorism-related behavior change via perception of risk, independent of reality testing. Results indicated that performance on probabilistic reasoning tasks most strongly predicted perception of risk, and preference for an intuitive thinking style (measured by the IPO-RT) best explained terrorism-related behavior change. The combination of perception of risk with probabilistic reasoning ability in the Dual-Influence Model enhanced the predictive power of the analytical-rational route, with conjunction fallacy having a significant indirect effect on terrorism-related behavior change via perception of risk. The Dual-Influence Model possessed superior fit and reported similar predictive relations between intuitive-experiential and analytical-rational routes and terrorism-related behavior change. The discussion critically examines these findings in relation to dual-processing frameworks. This includes considering the limitations of current operationalisations and recommendations for future research that align outcomes and subsequent work more closely to specific dual-process models.
Denovan, Andrew; Dagnall, Neil; Drinkwater, Kenneth; Parker, Andrew; Clough, Peter
2017-01-01
The present study assessed the degree to which probabilistic reasoning performance and thinking style influenced perception of risk and self-reported levels of terrorism-related behavior change. A sample of 263 respondents, recruited via convenience sampling, completed a series of measures comprising probabilistic reasoning tasks (perception of randomness, base rate, probability, and conjunction fallacy), the Reality Testing subscale of the Inventory of Personality Organization (IPO-RT), the Domain-Specific Risk-Taking Scale, and a terrorism-related behavior change scale. Structural equation modeling examined three progressive models. Firstly, the Independence Model assumed that probabilistic reasoning, perception of risk and reality testing independently predicted terrorism-related behavior change. Secondly, the Mediation Model supposed that probabilistic reasoning and reality testing correlated, and indirectly predicted terrorism-related behavior change through perception of risk. Lastly, the Dual-Influence Model proposed that probabilistic reasoning indirectly predicted terrorism-related behavior change via perception of risk, independent of reality testing. Results indicated that performance on probabilistic reasoning tasks most strongly predicted perception of risk, and preference for an intuitive thinking style (measured by the IPO-RT) best explained terrorism-related behavior change. The combination of perception of risk with probabilistic reasoning ability in the Dual-Influence Model enhanced the predictive power of the analytical-rational route, with conjunction fallacy having a significant indirect effect on terrorism-related behavior change via perception of risk. The Dual-Influence Model possessed superior fit and reported similar predictive relations between intuitive-experiential and analytical-rational routes and terrorism-related behavior change. The discussion critically examines these findings in relation to dual-processing frameworks. This includes considering the limitations of current operationalisations and recommendations for future research that align outcomes and subsequent work more closely to specific dual-process models. PMID:29062288
DOE Office of Scientific and Technical Information (OSTI.GOV)
Uchida, Y., E-mail: h1312101@mailg.nc-toyama.ac.jp; Takada, E.; Fujisaki, A.
Neutron and γ-ray (n-γ) discrimination with a digital signal processing system has been used to measure the neutron emission profile in magnetic confinement fusion devices. However, a sampling rate must be set low to extend the measurement time because the memory storage is limited. Time jitter decreases a discrimination quality due to a low sampling rate. As described in this paper, a new charge comparison method was developed. Furthermore, automatic n-γ discrimination method was examined using a probabilistic approach. Analysis results were investigated using the figure of merit. Results show that the discrimination quality was improved. Automatic discrimination was appliedmore » using the EM algorithm and k-means algorithm.« less
Kang, Shuli; Li, Qingjiao; Chen, Quan; Zhou, Yonggang; Park, Stacy; Lee, Gina; Grimes, Brandon; Krysan, Kostyantyn; Yu, Min; Wang, Wei; Alber, Frank; Sun, Fengzhu; Dubinett, Steven M; Li, Wenyuan; Zhou, Xianghong Jasmine
2017-03-24
We propose a probabilistic method, CancerLocator, which exploits the diagnostic potential of cell-free DNA by determining not only the presence but also the location of tumors. CancerLocator simultaneously infers the proportions and the tissue-of-origin of tumor-derived cell-free DNA in a blood sample using genome-wide DNA methylation data. CancerLocator outperforms two established multi-class classification methods on simulations and real data, even with the low proportion of tumor-derived DNA in the cell-free DNA scenarios. CancerLocator also achieves promising results on patient plasma samples with low DNA methylation sequencing coverage.
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.
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.
Cross hole GPR traveltime inversion using a fast and accurate neural network as a forward model
NASA Astrophysics Data System (ADS)
Mejer Hansen, Thomas
2017-04-01
Probabilistic formulated inverse problems can be solved using Monte Carlo based sampling methods. In principle both advanced prior information, such as based on geostatistics, and complex non-linear forward physical models can be considered. However, in practice these methods can be associated with huge computational costs that in practice limit their application. This is not least due to the computational requirements related to solving the forward problem, where the physical response of some earth model has to be evaluated. Here, it is suggested to replace a numerical complex evaluation of the forward problem, with a trained neural network that can be evaluated very fast. This will introduce a modeling error, that is quantified probabilistically such that it can be accounted for during inversion. This allows a very fast and efficient Monte Carlo sampling of the solution to an inverse problem. We demonstrate the methodology for first arrival travel time inversion of cross hole ground-penetrating radar (GPR) data. An accurate forward model, based on 2D full-waveform modeling followed by automatic travel time picking, is replaced by a fast neural network. This provides a sampling algorithm three orders of magnitude faster than using the full forward model, and considerably faster, and more accurate, than commonly used approximate forward models. The methodology has the potential to dramatically change the complexity of the types of inverse problems that can be solved using non-linear Monte Carlo sampling techniques.
An advanced probabilistic structural analysis method for implicit performance functions
NASA Technical Reports Server (NTRS)
Wu, Y.-T.; Millwater, H. R.; Cruse, T. A.
1989-01-01
In probabilistic structural analysis, the performance or response functions usually are implicitly defined and must be solved by numerical analysis methods such as finite element methods. In such cases, the most commonly used probabilistic analysis tool is the mean-based, second-moment method which provides only the first two statistical moments. This paper presents a generalized advanced mean value (AMV) method which is capable of establishing the distributions to provide additional information for reliability design. The method requires slightly more computations than the second-moment method but is highly efficient relative to the other alternative methods. In particular, the examples show that the AMV method can be used to solve problems involving non-monotonic functions that result in truncated distributions.
Probabilistic safety assessment of the design of a tall buildings under the extreme load
DOE Office of Scientific and Technical Information (OSTI.GOV)
Králik, Juraj, E-mail: juraj.kralik@stuba.sk
2016-06-08
The paper describes some experiences from the deterministic and probabilistic analysis of the safety of the tall building structure. There are presented the methods and requirements of Eurocode EN 1990, standard ISO 2394 and JCSS. The uncertainties of the model and resistance of the structures are considered using the simulation methods. The MONTE CARLO, LHS and RSM probabilistic methods are compared with the deterministic results. On the example of the probability analysis of the safety of the tall buildings is demonstrated the effectiveness of the probability design of structures using Finite Element Methods.
Probabilistic safety assessment of the design of a tall buildings under the extreme load
NASA Astrophysics Data System (ADS)
Králik, Juraj
2016-06-01
The paper describes some experiences from the deterministic and probabilistic analysis of the safety of the tall building structure. There are presented the methods and requirements of Eurocode EN 1990, standard ISO 2394 and JCSS. The uncertainties of the model and resistance of the structures are considered using the simulation methods. The MONTE CARLO, LHS and RSM probabilistic methods are compared with the deterministic results. On the example of the probability analysis of the safety of the tall buildings is demonstrated the effectiveness of the probability design of structures using Finite Element Methods.
Slob, Wout
2006-07-01
Probabilistic dietary exposure assessments that are fully based on Monte Carlo sampling from the raw intake data may not be appropriate. This paper shows that the data should first be analysed by using a statistical model that is able to take the various dimensions of food consumption patterns into account. A (parametric) model is discussed that takes into account the interindividual variation in (daily) consumption frequencies, as well as in amounts consumed. Further, the model can be used to include covariates, such as age, sex, or other individual attributes. Some illustrative examples show how this model may be used to estimate the probability of exceeding an (acute or chronic) exposure limit. These results are compared with the results based on directly counting the fraction of observed intakes exceeding the limit value. This comparison shows that the latter method is not adequate, in particular for the acute exposure situation. A two-step approach for probabilistic (acute) exposure assessment is proposed: first analyse the consumption data by a (parametric) statistical model as discussed in this paper, and then use Monte Carlo techniques for combining the variation in concentrations with the variation in consumption (by sampling from the statistical model). This approach results in an estimate of the fraction of the population as a function of the fraction of days at which the exposure limit is exceeded by the individual.
A Probabilistic Approach to Fitting Period–luminosity Relations and Validating Gaia Parallaxes
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sesar, Branimir; Fouesneau, Morgan; Bailer-Jones, Coryn A. L.
Pulsating stars, such as Cepheids, Miras, and RR Lyrae stars, are important distance indicators and calibrators of the “cosmic distance ladder,” and yet their period–luminosity–metallicity (PLZ) relations are still constrained using simple statistical methods that cannot take full advantage of available data. To enable optimal usage of data provided by the Gaia mission, we present a probabilistic approach that simultaneously constrains parameters of PLZ relations and uncertainties in Gaia parallax measurements. We demonstrate this approach by constraining PLZ relations of type ab RR Lyrae stars in near-infrared W 1 and W 2 bands, using Tycho- Gaia Astrometric Solution (TGAS) parallaxmore » measurements for a sample of ≈100 type ab RR Lyrae stars located within 2.5 kpc of the Sun. The fitted PLZ relations are consistent with previous studies, and in combination with other data, deliver distances precise to 6% (once various sources of uncertainty are taken into account). To a precision of 0.05 mas (1 σ ), we do not find a statistically significant offset in TGAS parallaxes for this sample of distant RR Lyrae stars (median parallax of 0.8 mas and distance of 1.4 kpc). With only minor modifications, our probabilistic approach can be used to constrain PLZ relations of other pulsating stars, and we intend to apply it to Cepheid and Mira stars in the near future.« less
Internal validation of STRmix™ for the interpretation of single source and mixed DNA profiles.
Moretti, Tamyra R; Just, Rebecca S; Kehl, Susannah C; Willis, Leah E; Buckleton, John S; Bright, Jo-Anne; Taylor, Duncan A; Onorato, Anthony J
2017-07-01
The interpretation of DNA evidence can entail analysis of challenging STR typing results. Genotypes inferred from low quality or quantity specimens, or mixed DNA samples originating from multiple contributors, can result in weak or inconclusive match probabilities when a binary interpretation method and necessary thresholds (such as a stochastic threshold) are employed. Probabilistic genotyping approaches, such as fully continuous methods that incorporate empirically determined biological parameter models, enable usage of more of the profile information and reduce subjectivity in interpretation. As a result, software-based probabilistic analyses tend to produce more consistent and more informative results regarding potential contributors to DNA evidence. Studies to assess and internally validate the probabilistic genotyping software STRmix™ for casework usage at the Federal Bureau of Investigation Laboratory were conducted using lab-specific parameters and more than 300 single-source and mixed contributor profiles. Simulated forensic specimens, including constructed mixtures that included DNA from two to five donors across a broad range of template amounts and contributor proportions, were used to examine the sensitivity and specificity of the system via more than 60,000 tests comparing hundreds of known contributors and non-contributors to the specimens. Conditioned analyses, concurrent interpretation of amplification replicates, and application of an incorrect contributor number were also performed to further investigate software performance and probe the limitations of the system. In addition, the results from manual and probabilistic interpretation of both prepared and evidentiary mixtures were compared. The findings support that STRmix™ is sufficiently robust for implementation in forensic laboratories, offering numerous advantages over historical methods of DNA profile analysis and greater statistical power for the estimation of evidentiary weight, and can be used reliably in human identification testing. With few exceptions, likelihood ratio results reflected intuitively correct estimates of the weight of the genotype possibilities and known contributor genotypes. This comprehensive evaluation provides a model in accordance with SWGDAM recommendations for internal validation of a probabilistic genotyping system for DNA evidence interpretation. Copyright © 2017. Published by Elsevier B.V.
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.
Probabilistic Structures Analysis Methods (PSAM) for select space propulsion system components
NASA Technical Reports Server (NTRS)
1991-01-01
The basic formulation for probabilistic finite element analysis is described and demonstrated on a few sample problems. This formulation is based on iterative perturbation that uses the factorized stiffness on the unperturbed system as the iteration preconditioner for obtaining the solution to the perturbed problem. This approach eliminates the need to compute, store and manipulate explicit partial derivatives of the element matrices and force vector, which not only reduces memory usage considerably, but also greatly simplifies the coding and validation tasks. All aspects for the proposed formulation were combined in a demonstration problem using a simplified model of a curved turbine blade discretized with 48 shell elements, and having random pressure and temperature fields with partial correlation, random uniform thickness, and random stiffness at the root.
Probabilistic Aeroelastic Analysis of Turbomachinery Components
NASA Technical Reports Server (NTRS)
Reddy, T. S. R.; Mital, S. K.; Stefko, G. L.
2004-01-01
A probabilistic approach is described for aeroelastic analysis of turbomachinery blade rows. Blade rows with subsonic flow and blade rows with supersonic flow with subsonic leading edge are considered. To demonstrate the probabilistic approach, the flutter frequency, damping and forced response of a blade row representing a compressor geometry is considered. The analysis accounts for uncertainties in structural and aerodynamic design variables. The results are presented in the form of probabilistic density function (PDF) and sensitivity factors. For subsonic flow cascade, comparisons are also made with different probabilistic distributions, probabilistic methods, and Monte-Carlo simulation. The approach shows that the probabilistic approach provides a more realistic and systematic way to assess the effect of uncertainties in design variables on the aeroelastic instabilities and response.
Some Advances in Downscaling Probabilistic Climate Forecasts for Agricultural Decision Support
NASA Astrophysics Data System (ADS)
Han, E.; Ines, A.
2015-12-01
Seasonal climate forecasts, commonly provided in tercile-probabilities format (below-, near- and above-normal), need to be translated into more meaningful information for decision support of practitioners in agriculture. In this paper, we will present two new novel approaches to temporally downscale probabilistic seasonal climate forecasts: one non-parametric and another parametric method. First, the non-parametric downscaling approach called FResampler1 uses the concept of 'conditional block sampling' of weather data to create daily weather realizations of a tercile-based seasonal climate forecasts. FResampler1 randomly draws time series of daily weather parameters (e.g., rainfall, maximum and minimum temperature and solar radiation) from historical records, for the season of interest from years that belong to a certain rainfall tercile category (e.g., being below-, near- and above-normal). In this way, FResampler1 preserves the covariance between rainfall and other weather parameters as if conditionally sampling maximum and minimum temperature and solar radiation if that day is wet or dry. The second approach called predictWTD is a parametric method based on a conditional stochastic weather generator. The tercile-based seasonal climate forecast is converted into a theoretical forecast cumulative probability curve. Then the deviates for each percentile is converted into rainfall amount or frequency or intensity to downscale the 'full' distribution of probabilistic seasonal climate forecasts. Those seasonal deviates are then disaggregated on a monthly basis and used to constrain the downscaling of forecast realizations at different percentile values of the theoretical forecast curve. As well as the theoretical basis of the approaches we will discuss sensitivity analysis (length of data and size of samples) of them. In addition their potential applications for managing climate-related risks in agriculture will be shown through a couple of case studies based on actual seasonal climate forecasts for: rice cropping in the Philippines and maize cropping in India and Kenya.
Probabilistic numerics and uncertainty in computations
Hennig, Philipp; Osborne, Michael A.; Girolami, Mark
2015-01-01
We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations. PMID:26346321
Probabilistic numerics and uncertainty in computations.
Hennig, Philipp; Osborne, Michael A; Girolami, Mark
2015-07-08
We deliver a call to arms for probabilistic numerical methods : algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations.
NASA Astrophysics Data System (ADS)
Bin, Che; Ruoying, Yu; Dongsheng, Dang; Xiangyan, Wang
2017-05-01
Distributed Generation (DG) integrating to the network would cause the harmonic pollution which would cause damages on electrical devices and affect the normal operation of power system. On the other hand, due to the randomness of the wind and solar irradiation, the output of DG is random, too, which leads to an uncertainty of the harmonic generated by the DG. Thus, probabilistic methods are needed to analyse the impacts of the DG integration. In this work we studied the harmonic voltage probabilistic distribution and the harmonic distortion in distributed network after the distributed photovoltaic (DPV) system integrating in different weather conditions, mainly the sunny day, cloudy day, rainy day and the snowy day. The probabilistic distribution function of the DPV output power in different typical weather conditions could be acquired via the parameter identification method of maximum likelihood estimation. The Monte-Carlo simulation method was adopted to calculate the probabilistic distribution of harmonic voltage content at different frequency orders as well as the harmonic distortion (THD) in typical weather conditions. The case study was based on the IEEE33 system and the results of harmonic voltage content probabilistic distribution as well as THD in typical weather conditions were compared.
Bayesian analysis of rare events
NASA Astrophysics Data System (ADS)
Straub, Daniel; Papaioannou, Iason; Betz, Wolfgang
2016-06-01
In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into the probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.
NESSUS/EXPERT - An expert system for probabilistic structural analysis methods
NASA Technical Reports Server (NTRS)
Millwater, H.; Palmer, K.; Fink, P.
1988-01-01
An expert system (NESSUS/EXPERT) is presented which provides assistance in using probabilistic structural analysis methods. NESSUS/EXPERT is an interactive menu-driven expert system that provides information to assist in the use of the probabilistic finite element code NESSUS/FEM and the fast probability integrator. NESSUS/EXPERT was developed with a combination of FORTRAN and CLIPS, a C language expert system tool, to exploit the strengths of each language.
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
DOT National Transportation Integrated Search
2009-10-13
This paper describes a probabilistic approach to estimate the conditional probability of release of hazardous materials from railroad tank cars during train accidents. Monte Carlo methods are used in developing a probabilistic model to simulate head ...
Lopatka, Martin; Barcaru, Andrei; Sjerps, Marjan J; Vivó-Truyols, Gabriel
2016-01-29
Accurate analysis of chromatographic data often requires the removal of baseline drift. A frequently employed strategy strives to determine asymmetric weights in order to fit a baseline model by regression. Unfortunately, chromatograms characterized by a very high peak saturation pose a significant challenge to such algorithms. In addition, a low signal-to-noise ratio (i.e. s/n<40) also adversely affects accurate baseline correction by asymmetrically weighted regression. We present a baseline estimation method that leverages a probabilistic peak detection algorithm. A posterior probability of being affected by a peak is computed for each point in the chromatogram, leading to a set of weights that allow non-iterative calculation of a baseline estimate. For extremely saturated chromatograms, the peak weighted (PW) method demonstrates notable improvement compared to the other methods examined. However, in chromatograms characterized by low-noise and well-resolved peaks, the asymmetric least squares (ALS) and the more sophisticated Mixture Model (MM) approaches achieve superior results in significantly less time. We evaluate the performance of these three baseline correction methods over a range of chromatographic conditions to demonstrate the cases in which each method is most appropriate. Copyright © 2016 Elsevier B.V. All rights reserved.
ERIC Educational Resources Information Center
Hsieh, Chueh-An; Maier, Kimberly S.
2009-01-01
The capacity of Bayesian methods in estimating complex statistical models is undeniable. Bayesian data analysis is seen as having a range of advantages, such as an intuitive probabilistic interpretation of the parameters of interest, the efficient incorporation of prior information to empirical data analysis, model averaging and model selection.…
Structural reliability methods: Code development status
NASA Astrophysics Data System (ADS)
Millwater, Harry R.; Thacker, Ben H.; Wu, Y.-T.; Cruse, T. A.
1991-05-01
The Probabilistic Structures Analysis Method (PSAM) program integrates state of the art probabilistic algorithms with structural analysis methods in order to quantify the behavior of Space Shuttle Main Engine structures subject to uncertain loadings, boundary conditions, material parameters, and geometric conditions. An advanced, efficient probabilistic structural analysis software program, NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) was developed as a deliverable. NESSUS contains a number of integrated software components to perform probabilistic analysis of complex structures. A nonlinear finite element module NESSUS/FEM is used to model the structure and obtain structural sensitivities. Some of the capabilities of NESSUS/FEM are shown. A Fast Probability Integration module NESSUS/FPI estimates the probability given the structural sensitivities. A driver module, PFEM, couples the FEM and FPI. NESSUS, version 5.0, addresses component reliability, resistance, and risk.
Structural reliability methods: Code development status
NASA Technical Reports Server (NTRS)
Millwater, Harry R.; Thacker, Ben H.; Wu, Y.-T.; Cruse, T. A.
1991-01-01
The Probabilistic Structures Analysis Method (PSAM) program integrates state of the art probabilistic algorithms with structural analysis methods in order to quantify the behavior of Space Shuttle Main Engine structures subject to uncertain loadings, boundary conditions, material parameters, and geometric conditions. An advanced, efficient probabilistic structural analysis software program, NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) was developed as a deliverable. NESSUS contains a number of integrated software components to perform probabilistic analysis of complex structures. A nonlinear finite element module NESSUS/FEM is used to model the structure and obtain structural sensitivities. Some of the capabilities of NESSUS/FEM are shown. A Fast Probability Integration module NESSUS/FPI estimates the probability given the structural sensitivities. A driver module, PFEM, couples the FEM and FPI. NESSUS, version 5.0, addresses component reliability, resistance, and risk.
Pecevski, Dejan; Buesing, Lars; Maass, Wolfgang
2011-01-01
An important open problem of computational neuroscience is the generic organization of computations in networks of neurons in the brain. We show here through rigorous theoretical analysis that inherent stochastic features of spiking neurons, in combination with simple nonlinear computational operations in specific network motifs and dendritic arbors, enable networks of spiking neurons to carry out probabilistic inference through sampling in general graphical models. In particular, it enables them to carry out probabilistic inference in Bayesian networks with converging arrows (“explaining away”) and with undirected loops, that occur in many real-world tasks. Ubiquitous stochastic features of networks of spiking neurons, such as trial-to-trial variability and spontaneous activity, are necessary ingredients of the underlying computational organization. We demonstrate through computer simulations that this approach can be scaled up to neural emulations of probabilistic inference in fairly large graphical models, yielding some of the most complex computations that have been carried out so far in networks of spiking neurons. PMID:22219717
Probabilistic structural analysis methods for space transportation propulsion systems
NASA Technical Reports Server (NTRS)
Chamis, C. C.; Moore, N.; Anis, C.; Newell, J.; Nagpal, V.; Singhal, S.
1991-01-01
Information on probabilistic structural analysis methods for space propulsion systems is given in viewgraph form. Information is given on deterministic certification methods, probability of failure, component response analysis, stress responses for 2nd stage turbine blades, Space Shuttle Main Engine (SSME) structural durability, and program plans. .
Risk of DDT residue in maize consumed by infants as complementary diet in southwest Ethiopia.
Mekonen, Seblework; Lachat, Carl; Ambelu, Argaw; Steurbaut, Walter; Kolsteren, Patrick; Jacxsens, Liesbeth; Wondafrash, Mekitie; Houbraken, Michael; Spanoghe, Pieter
2015-04-01
Infants in Ethiopia are consuming food items such as maize as a complementary diet. However, this may expose infants to toxic contaminants like DDT. Maize samples were collected from the households visited during a consumption survey and from markets in Jimma zone, southwestern Ethiopia. The residues of total DDT and its metabolites were analyzed using the Quick, Easy, Cheap, Effective, Rugged and Safe (QuEChERS) method combined with dispersive solid phase extraction cleanup (d-SPE). Deterministic and probabilistic methods of analysis were applied to determine the consumer exposure of infants to total DDT. The results from the exposure assessment were compared with the health based guidance value in this case the provisional tolerable daily intake (PTDI). All maize samples (n=127) were contaminated by DDT, with a mean concentration of 1.770 mg/kg, which was far above the maximum residue limit (MRL). The mean and 97.5 percentile (P 97.5) estimated daily intake of total DDT for consumers were respectively 0.011 and 0.309 mg/kg bw/day for deterministic and 0.011 and 0.083 mg/kg bw/day for probabilistic exposure assessment. For total infant population (consumers and non-consumers), the 97.5 percentile estimated daily intake were 0.265 and 0.032 mg/kg bw/day from the deterministic and probabilistic exposure assessments, respectively. Health risk estimation revealed that, the mean and 97.5 percentile for consumers, and 97.5 percentile estimated daily intake of total DDT for total population were above the PTDI. Therefore, in Ethiopia, the use of maize as complementary food for infants may pose a health risk due to DDT residue. Copyright © 2014 Elsevier B.V. All rights reserved.
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.
Bayesian estimation of Karhunen–Loève expansions; A random subspace approach
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chowdhary, Kenny; Najm, Habib N.
One of the most widely-used statistical procedures for dimensionality reduction of high dimensional random fields is Principal Component Analysis (PCA), which is based on the Karhunen-Lo eve expansion (KLE) of a stochastic process with finite variance. The KLE is analogous to a Fourier series expansion for a random process, where the goal is to find an orthogonal transformation for the data such that the projection of the data onto this orthogonal subspace is optimal in the L 2 sense, i.e, which minimizes the mean square error. In practice, this orthogonal transformation is determined by performing an SVD (Singular Value Decomposition)more » on the sample covariance matrix or on the data matrix itself. Sampling error is typically ignored when quantifying the principal components, or, equivalently, basis functions of the KLE. Furthermore, it is exacerbated when the sample size is much smaller than the dimension of the random field. In this paper, we introduce a Bayesian KLE procedure, allowing one to obtain a probabilistic model on the principal components, which can account for inaccuracies due to limited sample size. The probabilistic model is built via Bayesian inference, from which the posterior becomes the matrix Bingham density over the space of orthonormal matrices. We use a modified Gibbs sampling procedure to sample on this space and then build a probabilistic Karhunen-Lo eve expansions over random subspaces to obtain a set of low-dimensional surrogates of the stochastic process. We illustrate this probabilistic procedure with a finite dimensional stochastic process inspired by Brownian motion.« less
Bayesian estimation of Karhunen–Loève expansions; A random subspace approach
Chowdhary, Kenny; Najm, Habib N.
2016-04-13
One of the most widely-used statistical procedures for dimensionality reduction of high dimensional random fields is Principal Component Analysis (PCA), which is based on the Karhunen-Lo eve expansion (KLE) of a stochastic process with finite variance. The KLE is analogous to a Fourier series expansion for a random process, where the goal is to find an orthogonal transformation for the data such that the projection of the data onto this orthogonal subspace is optimal in the L 2 sense, i.e, which minimizes the mean square error. In practice, this orthogonal transformation is determined by performing an SVD (Singular Value Decomposition)more » on the sample covariance matrix or on the data matrix itself. Sampling error is typically ignored when quantifying the principal components, or, equivalently, basis functions of the KLE. Furthermore, it is exacerbated when the sample size is much smaller than the dimension of the random field. In this paper, we introduce a Bayesian KLE procedure, allowing one to obtain a probabilistic model on the principal components, which can account for inaccuracies due to limited sample size. The probabilistic model is built via Bayesian inference, from which the posterior becomes the matrix Bingham density over the space of orthonormal matrices. We use a modified Gibbs sampling procedure to sample on this space and then build a probabilistic Karhunen-Lo eve expansions over random subspaces to obtain a set of low-dimensional surrogates of the stochastic process. We illustrate this probabilistic procedure with a finite dimensional stochastic process inspired by Brownian motion.« less
ASSESSING THE ECOLOGICAL CONDITION OF A COASTAL PLAIN WATERSHED USING A PROBABILISTIC SURVEY DESIGN
Using a probabilistic survey design, we assessed the ecological condition of the Florida (USA) portion of the Escambia River watershed using selected environmental and benthic macroinvertebrate data. Macroinvertebrates were sampled at 28 sites during July-August 1996, and 3414 i...
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.
Sampling Assumptions Affect Use of Indirect Negative Evidence in Language Learning.
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
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
Prados-Privado, María; Gehrke, Sérgio A; Rojo, Rosa; Prados-Frutos, Juan Carlos
2018-06-11
The aim of this study was to fully characterize the mechanical behavior of an external hexagonal implant connection (ø3.5 mm, 10-mm length) with an in vitro study, a three-dimensional finite element analysis, and a probabilistic fatigue study. Ten implant-abutment assemblies were randomly divided into two groups, five were subjected to a fracture test to obtain the maximum fracture load, and the remaining were exposed to a fatigue test with 360,000 cycles of 150 ± 10 N. After mechanical cycling, all samples were attached to the torque-testing machine and the removal torque was measured in Newton centimeters. A finite element analysis (FEA) was then executed in ANSYS® to verify all results obtained in the mechanical tests. Finally, due to the randomness of the fatigue phenomenon, a probabilistic fatigue model was computed to obtain the probability of failure associated with each cycle load. FEA demonstrated that the fracture corresponded with a maximum stress of 2454 MPa obtained in the in vitro fracture test. Mean life was verified by the three methods. Results obtained by the FEA, the in vitro test, and the probabilistic approaches were in accordance. Under these conditions, no mechanical etiology failure is expected to occur up to 100,000 cycles. Graphical abstract ᅟ.
Edwards, T.C.; Cutler, D.R.; Zimmermann, N.E.; Geiser, L.; Moisen, Gretchen G.
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 resubstitution rates were similar for each lichen species irrespective of the underlying sample survey form. Cross-validation estimates of prediction accuracies were lower than resubstitution accuracies for all species and both design types, and in all cases were closer to the true prediction accuracies based on the EVALUATION data set. We argue that greater emphasis should be placed on calculating and reporting cross-validation accuracy rates rather than simple resubstitution accuracy rates. Evaluation of the DESIGN and PURPOSIVE tree models on the EVALUATION data set shows significantly lower prediction accuracy for the PURPOSIVE tree models relative to the DESIGN models, indicating that non-probabilistic sample surveys may generate models with limited predictive capability. These differences were consistent across all four lichen species, with 11 of the 12 possible species and sample survey type comparisons having significantly lower accuracy rates. Some differences in accuracy were as large as 50%. The classification tree structures also differed considerably both among and within the modelled species, depending on the sample survey form. Overlap in the predictor variables selected by the DESIGN and PURPOSIVE tree models ranged from only 20% to 38%, indicating the classification trees fit the two evaluated survey forms on different sets of predictor variables. The magnitude of these differences in predictor variables throws doubt on ecological interpretation derived from prediction models based on non-probabilistic sample surveys. ?? 2006 Elsevier B.V. All rights reserved.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Madankan, R.; Pouget, S.; Singla, P., E-mail: psingla@buffalo.edu
Volcanic ash advisory centers are charged with forecasting the movement of volcanic ash plumes, for aviation, health and safety preparation. Deterministic mathematical equations model the advection and dispersion of these plumes. However initial plume conditions – height, profile of particle location, volcanic vent parameters – are known only approximately at best, and other features of the governing system such as the windfield are stochastic. These uncertainties make forecasting plume motion difficult. As a result of these uncertainties, ash advisories based on a deterministic approach tend to be conservative, and many times over/under estimate the extent of a plume. This papermore » presents an end-to-end framework for generating a probabilistic approach to ash plume forecasting. This framework uses an ensemble of solutions, guided by Conjugate Unscented Transform (CUT) method for evaluating expectation integrals. This ensemble is used to construct a polynomial chaos expansion that can be sampled cheaply, to provide a probabilistic model forecast. The CUT method is then combined with a minimum variance condition, to provide a full posterior pdf of the uncertain source parameters, based on observed satellite imagery. The April 2010 eruption of the Eyjafjallajökull volcano in Iceland is employed as a test example. The puff advection/dispersion model is used to hindcast the motion of the ash plume through time, concentrating on the period 14–16 April 2010. Variability in the height and particle loading of that eruption is introduced through a volcano column model called bent. Output uncertainty due to the assumed uncertain input parameter probability distributions, and a probabilistic spatial-temporal estimate of ash presence are computed.« less
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.
A probabilistic watershed-based framework was developed to encompass wadeable streams within all three ecoregions of West Virginia, with the exclusion noted below. In Phase I of the project (year 2001), we developed and applied a probabilistic watershed-based sampling framework ...
As part of the National Coastal Assessment, the Environmental Monitoring and Assessment Program of EPA is conducting a three year evaluation of benthic habitat condition of California estuaries. In 1999, probabilistic sampling for a variety of biotic and abiotic condition indica...
Fuzzy-probabilistic model for risk assessment of radioactive material railway transportation.
Avramenko, M; Bolyatko, V; Kosterev, V
2005-01-01
Transportation of radioactive materials is obviously accompanied by a certain risk. A model for risk assessment of emergency situations and terrorist attacks may be useful for choosing possible routes and for comparing the various defence strategies. In particular, risk assessment is crucial for safe transportation of excess weapons-grade plutonium arising from the removal of plutonium from military employment. A fuzzy-probabilistic model for risk assessment of railway transportation has been developed taking into account the different natures of risk-affecting parameters (probabilistic and not probabilistic but fuzzy). Fuzzy set theory methods as well as standard methods of probability theory have been used for quantitative risk assessment. Information-preserving transformations are applied to realise the correct aggregation of probabilistic and fuzzy parameters. Estimations have also been made of the inhalation doses resulting from possible accidents during plutonium transportation. The obtained data show the scale of possible consequences that may arise from plutonium transportation accidents.
Li, Zhixi; Peck, Kyung K.; Brennan, Nicole P.; Jenabi, Mehrnaz; Hsu, Meier; Zhang, Zhigang; Holodny, Andrei I.; Young, Robert J.
2014-01-01
Purpose The purpose of this study was to compare the deterministic and probabilistic tracking methods of diffusion tensor white matter fiber tractography in patients with brain tumors. Materials and Methods We identified 29 patients with left brain tumors <2 cm from the arcuate fasciculus who underwent pre-operative language fMRI and DTI. The arcuate fasciculus was reconstructed using a deterministic Fiber Assignment by Continuous Tracking (FACT) algorithm and a probabilistic method based on an extended Monte Carlo Random Walk algorithm. Tracking was controlled using two ROIs corresponding to Broca’s and Wernicke’s areas. Tracts in tumoraffected hemispheres were examined for extension between Broca’s and Wernicke’s areas, anterior-posterior length and volume, and compared with the normal contralateral tracts. Results Probabilistic tracts displayed more complete anterior extension to Broca’s area than did FACT tracts on the tumor-affected and normal sides (p < 0.0001). The median length ratio for tumor: normal sides was greater for probabilistic tracts than FACT tracts (p < 0.0001). The median tract volume ratio for tumor: normal sides was also greater for probabilistic tracts than FACT tracts (p = 0.01). Conclusion Probabilistic tractography reconstructs the arcuate fasciculus more completely and performs better through areas of tumor and/or edema. The FACT algorithm tends to underestimate the anterior-most fibers of the arcuate fasciculus, which are crossed by primary motor fibers. PMID:25328583
Memory Indexing: A Novel Method for Tracing Memory Processes in Complex Cognitive Tasks
ERIC Educational Resources Information Center
Renkewitz, Frank; Jahn, Georg
2012-01-01
We validate an eye-tracking method applicable for studying memory processes in complex cognitive tasks. The method is tested with a task on probabilistic inferences from memory. It provides valuable data on the time course of processing, thus clarifying previous results on heuristic probabilistic inference. Participants learned cue values of…
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.
McClelland, James L.
2013-01-01
This article seeks to establish a rapprochement between explicitly Bayesian models of contextual effects in perception and neural network models of such effects, particularly the connectionist interactive activation (IA) model of perception. The article is in part an historical review and in part a tutorial, reviewing the probabilistic Bayesian approach to understanding perception and how it may be shaped by context, and also reviewing ideas about how such probabilistic computations may be carried out in neural networks, focusing on the role of context in interactive neural networks, in which both bottom-up and top-down signals affect the interpretation of sensory inputs. It is pointed out that connectionist units that use the logistic or softmax activation functions can exactly compute Bayesian posterior probabilities when the bias terms and connection weights affecting such units are set to the logarithms of appropriate probabilistic quantities. Bayesian concepts such the prior, likelihood, (joint and marginal) posterior, probability matching and maximizing, and calculating vs. sampling from the posterior are all reviewed and linked to neural network computations. Probabilistic and neural network models are explicitly linked to the concept of a probabilistic generative model that describes the relationship between the underlying target of perception (e.g., the word intended by a speaker or other source of sensory stimuli) and the sensory input that reaches the perceiver for use in inferring the underlying target. It is shown how a new version of the IA model called the multinomial interactive activation (MIA) model can sample correctly from the joint posterior of a proposed generative model for perception of letters in words, indicating that interactive processing is fully consistent with principled probabilistic computation. Ways in which these computations might be realized in real neural systems are also considered. PMID:23970868
McClelland, James L
2013-01-01
This article seeks to establish a rapprochement between explicitly Bayesian models of contextual effects in perception and neural network models of such effects, particularly the connectionist interactive activation (IA) model of perception. The article is in part an historical review and in part a tutorial, reviewing the probabilistic Bayesian approach to understanding perception and how it may be shaped by context, and also reviewing ideas about how such probabilistic computations may be carried out in neural networks, focusing on the role of context in interactive neural networks, in which both bottom-up and top-down signals affect the interpretation of sensory inputs. It is pointed out that connectionist units that use the logistic or softmax activation functions can exactly compute Bayesian posterior probabilities when the bias terms and connection weights affecting such units are set to the logarithms of appropriate probabilistic quantities. Bayesian concepts such the prior, likelihood, (joint and marginal) posterior, probability matching and maximizing, and calculating vs. sampling from the posterior are all reviewed and linked to neural network computations. Probabilistic and neural network models are explicitly linked to the concept of a probabilistic generative model that describes the relationship between the underlying target of perception (e.g., the word intended by a speaker or other source of sensory stimuli) and the sensory input that reaches the perceiver for use in inferring the underlying target. It is shown how a new version of the IA model called the multinomial interactive activation (MIA) model can sample correctly from the joint posterior of a proposed generative model for perception of letters in words, indicating that interactive processing is fully consistent with principled probabilistic computation. Ways in which these computations might be realized in real neural systems are also considered.
A probabilistic model for detecting rigid domains in protein structures.
Nguyen, Thach; Habeck, Michael
2016-09-01
Large-scale conformational changes in proteins are implicated in many important biological functions. These structural transitions can often be rationalized in terms of relative movements of rigid domains. There is a need for objective and automated methods that identify rigid domains in sets of protein structures showing alternative conformational states. We present a probabilistic model for detecting rigid-body movements in protein structures. Our model aims to approximate alternative conformational states by a few structural parts that are rigidly transformed under the action of a rotation and a translation. By using Bayesian inference and Markov chain Monte Carlo sampling, we estimate all parameters of the model, including a segmentation of the protein into rigid domains, the structures of the domains themselves, and the rigid transformations that generate the observed structures. We find that our Gibbs sampling algorithm can also estimate the optimal number of rigid domains with high efficiency and accuracy. We assess the power of our method on several thousand entries of the DynDom database and discuss applications to various complex biomolecular systems. The Python source code for protein ensemble analysis is available at: https://github.com/thachnguyen/motion_detection : mhabeck@gwdg.de. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.
Fully probabilistic control for stochastic nonlinear control systems with input dependent noise.
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.
NASA Astrophysics Data System (ADS)
Halder, A.; Miller, F. J.
1982-03-01
A probabilistic model to evaluate the risk of liquefaction at a site and to limit or eliminate damage during earthquake induced liquefaction is proposed. The model is extended to consider three dimensional nonhomogeneous soil properties. The parameters relevant to the liquefaction phenomenon are identified, including: (1) soil parameters; (2) parameters required to consider laboratory test and sampling effects; and (3) loading parameters. The fundamentals of risk based design concepts pertient to liquefaction are reviewed. A detailed statistical evaluation of the soil parameters in the proposed liquefaction model is provided and the uncertainty associated with the estimation of in situ relative density is evaluated for both direct and indirect methods. It is found that the liquefaction potential the uncertainties in the load parameters could be higher than those in the resistance parameters.
Probabilistic Simulation of Stress Concentration in Composite Laminates
NASA Technical Reports Server (NTRS)
Chamis, C. C.; Murthy, P. L. N.; Liaw, D. G.
1994-01-01
A computational methodology is described to probabilistically simulate the stress concentration factors (SCF's) in composite laminates. This new approach consists of coupling probabilistic composite mechanics with probabilistic finite element structural analysis. The composite mechanics is used to probabilistically describe all the uncertainties inherent in composite material properties, whereas the finite element is used to probabilistically describe the uncertainties associated with methods to experimentally evaluate SCF's, such as loads, geometry, and supports. The effectiveness of the methodology is demonstrated by using is to simulate the SCF's in three different composite laminates. Simulated results match experimental data for probability density and for cumulative distribution functions. The sensitivity factors indicate that the SCF's are influenced by local stiffness variables, by load eccentricities, and by initial stress fields.
Structural Reliability Using Probability Density Estimation Methods Within NESSUS
NASA Technical Reports Server (NTRS)
Chamis, Chrisos C. (Technical Monitor); Godines, Cody Ric
2003-01-01
A reliability analysis studies a mathematical model of a physical system taking into account uncertainties of design variables and common results are estimations of a response density, which also implies estimations of its parameters. Some common density parameters include the mean value, the standard deviation, and specific percentile(s) of the response, which are measures of central tendency, variation, and probability regions, respectively. Reliability analyses are important since the results can lead to different designs by calculating the probability of observing safe responses in each of the proposed designs. All of this is done at the expense of added computational time as compared to a single deterministic analysis which will result in one value of the response out of many that make up the density of the response. Sampling methods, such as monte carlo (MC) and latin hypercube sampling (LHS), can be used to perform reliability analyses and can compute nonlinear response density parameters even if the response is dependent on many random variables. Hence, both methods are very robust; however, they are computationally expensive to use in the estimation of the response density parameters. Both methods are 2 of 13 stochastic methods that are contained within the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) program. NESSUS is a probabilistic finite element analysis (FEA) program that was developed through funding from NASA Glenn Research Center (GRC). It has the additional capability of being linked to other analysis programs; therefore, probabilistic fluid dynamics, fracture mechanics, and heat transfer are only a few of what is possible with this software. The LHS method is the newest addition to the stochastic methods within NESSUS. Part of this work was to enhance NESSUS with the LHS method. The new LHS module is complete, has been successfully integrated with NESSUS, and been used to study four different test cases that have been proposed by the Society of Automotive Engineers (SAE). The test cases compare different probabilistic methods within NESSUS because it is important that a user can have confidence that estimates of stochastic parameters of a response will be within an acceptable error limit. For each response, the mean, standard deviation, and 0.99 percentile, are repeatedly estimated which allows confidence statements to be made for each parameter estimated, and for each method. Thus, the ability of several stochastic methods to efficiently and accurately estimate density parameters is compared using four valid test cases. While all of the reliability methods used performed quite well, for the new LHS module within NESSUS it was found that it had a lower estimation error than MC when they were used to estimate the mean, standard deviation, and 0.99 percentile of the four different stochastic responses. Also, LHS required a smaller amount of calculations to obtain low error answers with a high amount of confidence than MC. It can therefore be stated that NESSUS is an important reliability tool that has a variety of sound probabilistic methods a user can employ and the newest LHS module is a valuable new enhancement of the program.
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.
Probabilistic techniques for obtaining accurate patient counts in Clinical Data Warehouses
Myers, Risa B.; Herskovic, Jorge R.
2011-01-01
Proposal and execution of clinical trials, computation of quality measures and discovery of correlation between medical phenomena are all applications where an accurate count of patients is needed. However, existing sources of this type of patient information, including Clinical Data Warehouses (CDW) may be incomplete or inaccurate. This research explores applying probabilistic techniques, supported by the MayBMS probabilistic database, to obtain accurate patient counts from a clinical data warehouse containing synthetic patient data. We present a synthetic clinical data warehouse (CDW), and populate it with simulated data using a custom patient data generation engine. We then implement, evaluate and compare different techniques for obtaining patients counts. We model billing as a test for the presence of a condition. We compute billing’s sensitivity and specificity both by conducting a “Simulated Expert Review” where a representative sample of records are reviewed and labeled by experts, and by obtaining the ground truth for every record. We compute the posterior probability of a patient having a condition through a “Bayesian Chain”, using Bayes’ Theorem to calculate the probability of a patient having a condition after each visit. The second method is a “one-shot” approach that computes the probability of a patient having a condition based on whether the patient is ever billed for the condition Our results demonstrate the utility of probabilistic approaches, which improve on the accuracy of raw counts. In particular, the simulated review paired with a single application of Bayes’ Theorem produces the best results, with an average error rate of 2.1% compared to 43.7% for the straightforward billing counts. Overall, this research demonstrates that Bayesian probabilistic approaches improve patient counts on simulated patient populations. We believe that total patient counts based on billing data are one of the many possible applications of our Bayesian framework. Use of these probabilistic techniques will enable more accurate patient counts and better results for applications requiring this metric. PMID:21986292
Non-Deterministic Dynamic Instability of Composite Shells
NASA Technical Reports Server (NTRS)
Chamis, Christos C.; Abumeri, Galib H.
2004-01-01
A computationally effective method is described to evaluate the non-deterministic dynamic instability (probabilistic dynamic buckling) of thin composite shells. The method is a judicious combination of available computer codes for finite element, composite mechanics, and probabilistic structural analysis. The solution method is incrementally updated Lagrangian. It is illustrated by applying it to thin composite cylindrical shell subjected to dynamic loads. Both deterministic and probabilistic buckling loads are evaluated to demonstrate the effectiveness of the method. A universal plot is obtained for the specific shell that can be used to approximate buckling loads for different load rates and different probability levels. Results from this plot show that the faster the rate, the higher the buckling load and the shorter the time. The lower the probability, the lower is the buckling load for a specific time. Probabilistic sensitivity results show that the ply thickness, the fiber volume ratio and the fiber longitudinal modulus, dynamic load and loading rate are the dominant uncertainties, in that order.
Commercialization of NESSUS: Status
NASA Technical Reports Server (NTRS)
Thacker, Ben H.; Millwater, Harry R.
1991-01-01
A plan was initiated in 1988 to commercialize the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) probabilistic structural analysis software. The goal of the on-going commercialization effort is to begin the transfer of Probabilistic Structural Analysis Method (PSAM) developed technology into industry and to develop additional funding resources in the general area of structural reliability. The commercialization effort is summarized. The SwRI NESSUS Software System is a general purpose probabilistic finite element computer program using state of the art methods for predicting stochastic structural response due to random loads, material properties, part geometry, and boundary conditions. NESSUS can be used to assess structural reliability, to compute probability of failure, to rank the input random variables by importance, and to provide a more cost effective design than traditional methods. The goal is to develop a general probabilistic structural analysis methodology to assist in the certification of critical components in the next generation Space Shuttle Main Engine.
Bayesian analysis of rare events
DOE Office of Scientific and Technical Information (OSTI.GOV)
Straub, Daniel, E-mail: straub@tum.de; Papaioannou, Iason; Betz, Wolfgang
2016-06-01
In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into themore » probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.« less
Identifying a Probabilistic Boolean Threshold Network From Samples.
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.
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…
As part of the National Coastal Assessment, the Environmental Monitoring and Assessment Program of EPA is conducting a six year evaluation of benthic habitat condition for coastal waters of the western U.S. In 1999, probabilistic sampling for a range of biotic and abiotic conditi...
Brandsch, Rainer
2017-10-01
Migration modelling provides reliable migration estimates from food-contact materials (FCM) to food or food simulants based on mass-transfer parameters like diffusion and partition coefficients related to individual materials. In most cases, mass-transfer parameters are not readily available from the literature and for this reason are estimated with a given uncertainty. Historically, uncertainty was accounted for by introducing upper limit concepts first, turning out to be of limited applicability due to highly overestimated migration results. Probabilistic migration modelling gives the possibility to consider uncertainty of the mass-transfer parameters as well as other model inputs. With respect to a functional barrier, the most important parameters among others are the diffusion properties of the functional barrier and its thickness. A software tool that accepts distribution as inputs and is capable of applying Monte Carlo methods, i.e., random sampling from the input distributions of the relevant parameters (i.e., diffusion coefficient and layer thickness), predicts migration results with related uncertainty and confidence intervals. The capabilities of probabilistic migration modelling are presented in the view of three case studies (1) sensitivity analysis, (2) functional barrier efficiency and (3) validation by experimental testing. Based on the predicted migration by probabilistic migration modelling and related exposure estimates, safety evaluation of new materials in the context of existing or new packaging concepts is possible. Identifying associated migration risk and potential safety concerns in the early stage of packaging development is possible. Furthermore, dedicated material selection exhibiting required functional barrier efficiency under application conditions becomes feasible. Validation of the migration risk assessment by probabilistic migration modelling through a minimum of dedicated experimental testing is strongly recommended.
Adaptive probabilistic collocation based Kalman filter for unsaturated flow problem
NASA Astrophysics Data System (ADS)
Man, J.; Li, W.; Zeng, L.; Wu, L.
2015-12-01
The ensemble Kalman filter (EnKF) has gained popularity in hydrological data assimilation problems. As a Monte Carlo based method, a relatively large ensemble size is usually required to guarantee the accuracy. As an alternative approach, the probabilistic collocation based Kalman filter (PCKF) employs the Polynomial Chaos to approximate the original system. In this way, the sampling error can be reduced. However, PCKF suffers from the so called "cure of dimensionality". When the system nonlinearity is strong and number of parameters is large, PCKF is even more computationally expensive than EnKF. Motivated by recent developments in uncertainty quantification, we propose a restart adaptive probabilistic collocation based Kalman filter (RAPCKF) for data assimilation in unsaturated flow problem. During the implementation of RAPCKF, the important parameters are identified and active PCE basis functions are adaptively selected. The "restart" technology is used to alleviate the inconsistency between model parameters and states. The performance of RAPCKF is tested by unsaturated flow numerical cases. It is shown that RAPCKF is more efficient than EnKF with the same computational cost. Compared with the traditional PCKF, the RAPCKF is more applicable in strongly nonlinear and high dimensional problems.
P. B. Woodbury; D. A. Weinstein
2010-01-01
We reviewed probabilistic regional risk assessment methodologies to identify the methods that are currently in use and are capable of estimating threats to ecosystems from fire and fuels, invasive species, and their interactions with stressors. In a companion chapter, we highlight methods useful for evaluating risks from fire. In this chapter, we highlight methods...
Non-unitary probabilistic quantum computing
NASA Technical Reports Server (NTRS)
Gingrich, Robert M.; Williams, Colin P.
2004-01-01
We present a method for designing quantum circuits that perform non-unitary quantum computations on n-qubit states probabilistically, and give analytic expressions for the success probability and fidelity.
Probabilistic Methods for Structural Reliability and Risk
NASA Technical Reports Server (NTRS)
Chamis, Christos C.
2010-01-01
A probabilistic method is used to evaluate the structural reliability and risk of select metallic and composite structures. The method is a multiscale, multifunctional and it is based on the most elemental level. A multifactor interaction model is used to describe the material properties which are subsequently evaluated probabilistically. The metallic structure is a two rotor aircraft engine, while the composite structures consist of laminated plies (multiscale) and the properties of each ply are the multifunctional representation. The structural component is modeled by finite element. The solution method for structural responses is obtained by an updated simulation scheme. The results show that the risk for the two rotor engine is about 0.0001 and the composite built-up structure is also 0.0001.
Probabilistic Methods for Structural Reliability and Risk
NASA Technical Reports Server (NTRS)
Chamis, Christos C.
2008-01-01
A probabilistic method is used to evaluate the structural reliability and risk of select metallic and composite structures. The method is a multiscale, multifunctional and it is based on the most elemental level. A multi-factor interaction model is used to describe the material properties which are subsequently evaluated probabilistically. The metallic structure is a two rotor aircraft engine, while the composite structures consist of laminated plies (multiscale) and the properties of each ply are the multifunctional representation. The structural component is modeled by finite element. The solution method for structural responses is obtained by an updated simulation scheme. The results show that the risk for the two rotor engine is about 0.0001 and the composite built-up structure is also 0.0001.
Quantifying and Mitigating the Effect of Preferential Sampling on Phylodynamic Inference
Karcher, Michael D.; Palacios, Julia A.; Bedford, Trevor; Suchard, Marc A.; Minin, Vladimir N.
2016-01-01
Phylodynamics seeks to estimate effective population size fluctuations from molecular sequences of individuals sampled from a population of interest. One way to accomplish this task formulates an observed sequence data likelihood exploiting a coalescent model for the sampled individuals’ genealogy and then integrating over all possible genealogies via Monte Carlo or, less efficiently, by conditioning on one genealogy estimated from the sequence data. However, when analyzing sequences sampled serially through time, current methods implicitly assume either that sampling times are fixed deterministically by the data collection protocol or that their distribution does not depend on the size of the population. Through simulation, we first show that, when sampling times do probabilistically depend on effective population size, estimation methods may be systematically biased. To correct for this deficiency, we propose a new model that explicitly accounts for preferential sampling by modeling the sampling times as an inhomogeneous Poisson process dependent on effective population size. We demonstrate that in the presence of preferential sampling our new model not only reduces bias, but also improves estimation precision. Finally, we compare the performance of the currently used phylodynamic methods with our proposed model through clinically-relevant, seasonal human influenza examples. PMID:26938243
Probabilistic grammatical model for helix‐helix contact site classification
2013-01-01
Background Hidden Markov Models power many state‐of‐the‐art tools in the field of protein bioinformatics. While excelling in their tasks, these methods of protein analysis do not convey directly information on medium‐ and long‐range residue‐residue interactions. This requires an expressive power of at least context‐free grammars. However, application of more powerful grammar formalisms to protein analysis has been surprisingly limited. Results In this work, we present a probabilistic grammatical framework for problem‐specific protein languages and apply it to classification of transmembrane helix‐helix pairs configurations. The core of the model consists of a probabilistic context‐free grammar, automatically inferred by a genetic algorithm from only a generic set of expert‐based rules and positive training samples. The model was applied to produce sequence based descriptors of four classes of transmembrane helix‐helix contact site configurations. The highest performance of the classifiers reached AUCROC of 0.70. The analysis of grammar parse trees revealed the ability of representing structural features of helix‐helix contact sites. Conclusions We demonstrated that our probabilistic context‐free framework for analysis of protein sequences outperforms the state of the art in the task of helix‐helix contact site classification. However, this is achieved without necessarily requiring modeling long range dependencies between interacting residues. A significant feature of our approach is that grammar rules and parse trees are human‐readable. Thus they could provide biologically meaningful information for molecular biologists. PMID:24350601
Probabilistic brain tissue segmentation in neonatal magnetic resonance imaging.
Anbeek, Petronella; Vincken, Koen L; Groenendaal, Floris; Koeman, Annemieke; van Osch, Matthias J P; van der Grond, Jeroen
2008-02-01
A fully automated method has been developed for segmentation of four different structures in the neonatal brain: white matter (WM), central gray matter (CEGM), cortical gray matter (COGM), and cerebrospinal fluid (CSF). The segmentation algorithm is based on information from T2-weighted (T2-w) and inversion recovery (IR) scans. The method uses a K nearest neighbor (KNN) classification technique with features derived from spatial information and voxel intensities. Probabilistic segmentations of each tissue type were generated. By applying thresholds on these probability maps, binary segmentations were obtained. These final segmentations were evaluated by comparison with a gold standard. The sensitivity, specificity, and Dice similarity index (SI) were calculated for quantitative validation of the results. High sensitivity and specificity with respect to the gold standard were reached: sensitivity >0.82 and specificity >0.9 for all tissue types. Tissue volumes were calculated from the binary and probabilistic segmentations. The probabilistic segmentation volumes of all tissue types accurately estimated the gold standard volumes. The KNN approach offers valuable ways for neonatal brain segmentation. The probabilistic outcomes provide a useful tool for accurate volume measurements. The described method is based on routine diagnostic magnetic resonance imaging (MRI) and is suitable for large population studies.
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…
ERIC Educational Resources Information Center
Agus, Mirian; Penna, Maria Pietronilla; Peró-Cebollero, Maribel; Guàrdia-Olmos, Joan
2016-01-01
Research on the graphical facilitation of probabilistic reasoning has been characterised by the effort expended to identify valid assessment tools. The authors developed an assessment instrument to compare reasoning performances when problems were presented in verbal-numerical and graphical-pictorial formats. A sample of undergraduate psychology…
NASA Astrophysics Data System (ADS)
Donovan, Amy; Oppenheimer, Clive; Bravo, Michael
2012-12-01
This paper constitutes a philosophical and social scientific study of expert elicitation in the assessment and management of volcanic risk on Montserrat during the 1995-present volcanic activity. It outlines the broader context of subjective probabilistic methods and then uses a mixed-method approach to analyse the use of these methods in volcanic crises. Data from a global survey of volcanologists regarding the use of statistical methods in hazard assessment are presented. Detailed qualitative data from Montserrat are then discussed, particularly concerning the expert elicitation procedure that was pioneered during the eruptions. These data are analysed and conclusions about the use of these methods in volcanology are drawn. The paper finds that while many volcanologists are open to the use of these methods, there are still some concerns, which are similar to the concerns encountered in the literature on probabilistic and determinist approaches to seismic hazard analysis.
Uchida, Y.; Takada, E.; Fujisaki, A.; Isobe, M.; Shinohara, K.; Tomita, H.; Kawarabayashi, J.; Iguchi, T.
2014-01-01
Neutron and γ-ray (n-γ) discrimination with a digital signal processing system has been used to measure the neutron emission profile in magnetic confinement fusion devices. However, a sampling rate must be set low to extend the measurement time because the memory storage is limited. Time jitter decreases a discrimination quality due to a low sampling rate. As described in this paper, a new charge comparison method was developed. Furthermore, automatic n-γ discrimination method was examined using a probabilistic approach. Analysis results were investigated using the figure of merit. Results show that the discrimination quality was improved. Automatic discrimination was applied using the EM algorithm and k-means algorithm. PMID:25430297
Probabilistic Structural Analysis of the SRB Aft Skirt External Fitting Modification
NASA Technical Reports Server (NTRS)
Townsend, John S.; Peck, J.; Ayala, S.
1999-01-01
NASA has funded several major programs (the PSAM Project is an example) to develop Probabilistic Structural Analysis Methods and tools for engineers to apply in the design and assessment of aerospace hardware. A probabilistic finite element design tool, known as NESSUS, is used to determine the reliability of the Space Shuttle Solid Rocket Booster (SRB) aft skirt critical weld. An external bracket modification to the aft skirt provides a comparison basis for examining the details of the probabilistic analysis and its contributions to the design process.
Pamukçu, Esra; Bozdogan, Hamparsum; Çalık, Sinan
2015-01-01
Gene expression data typically are large, complex, and highly noisy. Their dimension is high with several thousand genes (i.e., features) but with only a limited number of observations (i.e., samples). Although the classical principal component analysis (PCA) method is widely used as a first standard step in dimension reduction and in supervised and unsupervised classification, it suffers from several shortcomings in the case of data sets involving undersized samples, since the sample covariance matrix degenerates and becomes singular. In this paper we address these limitations within the context of probabilistic PCA (PPCA) by introducing and developing a new and novel approach using maximum entropy covariance matrix and its hybridized smoothed covariance estimators. To reduce the dimensionality of the data and to choose the number of probabilistic PCs (PPCs) to be retained, we further introduce and develop celebrated Akaike's information criterion (AIC), consistent Akaike's information criterion (CAIC), and the information theoretic measure of complexity (ICOMP) criterion of Bozdogan. Six publicly available undersized benchmark data sets were analyzed to show the utility, flexibility, and versatility of our approach with hybridized smoothed covariance matrix estimators, which do not degenerate to perform the PPCA to reduce the dimension and to carry out supervised classification of cancer groups in high dimensions. PMID:25838836
Automated Stitching of Microtubule Centerlines across Serial Electron Tomograms
Weber, Britta; Tranfield, Erin M.; Höög, Johanna L.; Baum, Daniel; Antony, Claude; Hyman, Tony; Verbavatz, Jean-Marc; Prohaska, Steffen
2014-01-01
Tracing microtubule centerlines in serial section electron tomography requires microtubules to be stitched across sections, that is lines from different sections need to be aligned, endpoints need to be matched at section boundaries to establish a correspondence between neighboring sections, and corresponding lines need to be connected across multiple sections. We present computational methods for these tasks: 1) An initial alignment is computed using a distance compatibility graph. 2) A fine alignment is then computed with a probabilistic variant of the iterative closest points algorithm, which we extended to handle the orientation of lines by introducing a periodic random variable to the probabilistic formulation. 3) Endpoint correspondence is established by formulating a matching problem in terms of a Markov random field and computing the best matching with belief propagation. Belief propagation is not generally guaranteed to converge to a minimum. We show how convergence can be achieved, nonetheless, with minimal manual input. In addition to stitching microtubule centerlines, the correspondence is also applied to transform and merge the electron tomograms. We applied the proposed methods to samples from the mitotic spindle in C. elegans, the meiotic spindle in X. laevis, and sub-pellicular microtubule arrays in T. brucei. The methods were able to stitch microtubules across section boundaries in good agreement with experts' opinions for the spindle samples. Results, however, were not satisfactory for the microtubule arrays. For certain experiments, such as an analysis of the spindle, the proposed methods can replace manual expert tracing and thus enable the analysis of microtubules over long distances with reasonable manual effort. PMID:25438148
Automated stitching of microtubule centerlines across serial electron tomograms.
Weber, Britta; Tranfield, Erin M; Höög, Johanna L; Baum, Daniel; Antony, Claude; Hyman, Tony; Verbavatz, Jean-Marc; Prohaska, Steffen
2014-01-01
Tracing microtubule centerlines in serial section electron tomography requires microtubules to be stitched across sections, that is lines from different sections need to be aligned, endpoints need to be matched at section boundaries to establish a correspondence between neighboring sections, and corresponding lines need to be connected across multiple sections. We present computational methods for these tasks: 1) An initial alignment is computed using a distance compatibility graph. 2) A fine alignment is then computed with a probabilistic variant of the iterative closest points algorithm, which we extended to handle the orientation of lines by introducing a periodic random variable to the probabilistic formulation. 3) Endpoint correspondence is established by formulating a matching problem in terms of a Markov random field and computing the best matching with belief propagation. Belief propagation is not generally guaranteed to converge to a minimum. We show how convergence can be achieved, nonetheless, with minimal manual input. In addition to stitching microtubule centerlines, the correspondence is also applied to transform and merge the electron tomograms. We applied the proposed methods to samples from the mitotic spindle in C. elegans, the meiotic spindle in X. laevis, and sub-pellicular microtubule arrays in T. brucei. The methods were able to stitch microtubules across section boundaries in good agreement with experts' opinions for the spindle samples. Results, however, were not satisfactory for the microtubule arrays. For certain experiments, such as an analysis of the spindle, the proposed methods can replace manual expert tracing and thus enable the analysis of microtubules over long distances with reasonable manual effort.
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.
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}.
Empirical prediction intervals improve energy forecasting
Kaack, Lynn H.; Apt, Jay; Morgan, M. Granger; McSharry, Patrick
2017-01-01
Hundreds of organizations and analysts use energy projections, such as those contained in the US Energy Information Administration (EIA)’s Annual Energy Outlook (AEO), for investment and policy decisions. Retrospective analyses of past AEO projections have shown that observed values can differ from the projection by several hundred percent, and thus a thorough treatment of uncertainty is essential. We evaluate the out-of-sample forecasting performance of several empirical density forecasting methods, using the continuous ranked probability score (CRPS). The analysis confirms that a Gaussian density, estimated on past forecasting errors, gives comparatively accurate uncertainty estimates over a variety of energy quantities in the AEO, in particular outperforming scenario projections provided in the AEO. We report probabilistic uncertainties for 18 core quantities of the AEO 2016 projections. Our work frames how to produce, evaluate, and rank probabilistic forecasts in this setting. We propose a log transformation of forecast errors for price projections and a modified nonparametric empirical density forecasting method. Our findings give guidance on how to evaluate and communicate uncertainty in future energy outlooks. PMID:28760997
Probabilistic Hazard Estimation at a Densely Urbanised Area: the Neaples Volcanoes
NASA Astrophysics Data System (ADS)
de Natale, G.; Mastrolorenzo, G.; Panizza, A.; Pappalardo, L.; Claudia, T.
2005-12-01
The Neaples volcanic area (Southern Italy), including Vesuvius, Campi Flegrei caldera and Ischia island, is the highest risk one in the World, where more than 2 million people live within about 10 km from an active volcanic vent. Such an extreme risk calls for accurate methodologies aimed to quantify it, in a probabilistic way, considering all the available volcanological information as well as modelling results. In fact, simple hazard maps based on the observation of deposits from past eruptions have the major problem that eruptive history generally samples a very limited number of possible outcomes, thus resulting almost meaningless to get the event probability in the area. This work describes a methodology making the best use (from a Bayesian point of view) of volcanological data and modelling results, to compute probabilistic hazard maps from multi-vent explosive eruptions. The method, which follows an approach recently developed by the same authors for pyroclastic flows hazard, has been here improved and extended to compute also fall-out hazard. The application of the method to the Neapolitan volcanic area, including the densely populated city of Naples, allows, for the first time, to get a global picture of the areal distribution for the main hazards from multi-vent explosive eruptions. From a joint consideration of the hazard contributions from all the three volcanic areas, new insight on the volcanic hazard distribution emerges, which will have strong implications for urban and emergency planning in the area.
Probabilistic Magnetotelluric Inversion with Adaptive Regularisation Using the No-U-Turns Sampler
NASA Astrophysics Data System (ADS)
Conway, Dennis; Simpson, Janelle; Didana, Yohannes; Rugari, Joseph; Heinson, Graham
2018-04-01
We present the first inversion of magnetotelluric (MT) data using a Hamiltonian Monte Carlo algorithm. The inversion of MT data is an underdetermined problem which leads to an ensemble of feasible models for a given dataset. A standard approach in MT inversion is to perform a deterministic search for the single solution which is maximally smooth for a given data-fit threshold. An alternative approach is to use Markov Chain Monte Carlo (MCMC) methods, which have been used in MT inversion to explore the entire solution space and produce a suite of likely models. This approach has the advantage of assigning confidence to resistivity models, leading to better geological interpretations. Recent advances in MCMC techniques include the No-U-Turns Sampler (NUTS), an efficient and rapidly converging method which is based on Hamiltonian Monte Carlo. We have implemented a 1D MT inversion which uses the NUTS algorithm. Our model includes a fixed number of layers of variable thickness and resistivity, as well as probabilistic smoothing constraints which allow sharp and smooth transitions. We present the results of a synthetic study and show the accuracy of the technique, as well as the fast convergence, independence of starting models, and sampling efficiency. Finally, we test our technique on MT data collected from a site in Boulia, Queensland, Australia to show its utility in geological interpretation and ability to provide probabilistic estimates of features such as depth to basement.
Process for computing geometric perturbations for probabilistic analysis
Fitch, Simeon H. K. [Charlottesville, VA; Riha, David S [San Antonio, TX; Thacker, Ben H [San Antonio, TX
2012-04-10
A method for computing geometric perturbations for probabilistic analysis. The probabilistic analysis is based on finite element modeling, in which uncertainties in the modeled system are represented by changes in the nominal geometry of the model, referred to as "perturbations". These changes are accomplished using displacement vectors, which are computed for each node of a region of interest and are based on mean-value coordinate calculations.
Probabilistic Exposure Analysis for Chemical Risk Characterization
Bogen, Kenneth T.; Cullen, Alison C.; Frey, H. Christopher; Price, Paul S.
2009-01-01
This paper summarizes the state of the science of probabilistic exposure assessment (PEA) as applied to chemical risk characterization. Current probabilistic risk analysis methods applied to PEA are reviewed. PEA within the context of risk-based decision making is discussed, including probabilistic treatment of related uncertainty, interindividual heterogeneity, and other sources of variability. Key examples of recent experience gained in assessing human exposures to chemicals in the environment, and other applications to chemical risk characterization and assessment, are presented. It is concluded that, although improvements continue to be made, existing methods suffice for effective application of PEA to support quantitative analyses of the risk of chemically induced toxicity that play an increasing role in key decision-making objectives involving health protection, triage, civil justice, and criminal justice. Different types of information required to apply PEA to these different decision contexts are identified, and specific PEA methods are highlighted that are best suited to exposure assessment in these separate contexts. PMID:19223660
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.
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.
Best Merge Region Growing with Integrated Probabilistic Classification for Hyperspectral Imagery
NASA Technical Reports Server (NTRS)
Tarabalka, Yuliya; Tilton, James C.
2011-01-01
A new method for spectral-spatial classification of hyperspectral images is proposed. The method is based on the integration of probabilistic classification within the hierarchical best merge region growing algorithm. For this purpose, preliminary probabilistic support vector machines classification is performed. Then, hierarchical step-wise optimization algorithm is applied, by iteratively merging regions with the smallest Dissimilarity Criterion (DC). The main novelty of this method consists in defining a DC between regions as a function of region statistical and geometrical features along with classification probabilities. Experimental results are presented on a 200-band AVIRIS image of the Northwestern Indiana s vegetation area and compared with those obtained by recently proposed spectral-spatial classification techniques. The proposed method improves classification accuracies when compared to other classification approaches.
Guided SAR image despeckling with probabilistic non local weights
NASA Astrophysics Data System (ADS)
Gokul, Jithin; Nair, Madhu S.; Rajan, Jeny
2017-12-01
SAR images are generally corrupted by granular disturbances called speckle, which makes visual analysis and detail extraction a difficult task. Non Local despeckling techniques with probabilistic similarity has been a recent trend in SAR despeckling. To achieve effective speckle suppression without compromising detail preservation, we propose an improvement for the existing Generalized Guided Filter with Bayesian Non-Local Means (GGF-BNLM) method. The proposed method (Guided SAR Image Despeckling with Probabilistic Non Local Weights) replaces parametric constants based on heuristics in GGF-BNLM method with dynamically derived values based on the image statistics for weight computation. Proposed changes make GGF-BNLM method adaptive and as a result, significant improvement is achieved in terms of performance. Experimental analysis on SAR images shows excellent speckle reduction without compromising feature preservation when compared to GGF-BNLM method. Results are also compared with other state-of-the-art and classic SAR depseckling techniques to demonstrate the effectiveness of the proposed method.
a Probabilistic Embedding Clustering Method for Urban Structure Detection
NASA Astrophysics Data System (ADS)
Lin, X.; Li, H.; Zhang, Y.; Gao, L.; Zhao, L.; Deng, M.
2017-09-01
Urban structure detection is a basic task in urban geography. Clustering is a core technology to detect the patterns of urban spatial structure, urban functional region, and so on. In big data era, diverse urban sensing datasets recording information like human behaviour and human social activity, suffer from complexity in high dimension and high noise. And unfortunately, the state-of-the-art clustering methods does not handle the problem with high dimension and high noise issues concurrently. In this paper, a probabilistic embedding clustering method is proposed. Firstly, we come up with a Probabilistic Embedding Model (PEM) to find latent features from high dimensional urban sensing data by "learning" via probabilistic model. By latent features, we could catch essential features hidden in high dimensional data known as patterns; with the probabilistic model, we can also reduce uncertainty caused by high noise. Secondly, through tuning the parameters, our model could discover two kinds of urban structure, the homophily and structural equivalence, which means communities with intensive interaction or in the same roles in urban structure. We evaluated the performance of our model by conducting experiments on real-world data and experiments with real data in Shanghai (China) proved that our method could discover two kinds of urban structure, the homophily and structural equivalence, which means clustering community with intensive interaction or under the same roles in urban space.
COMMUNICATING PROBABILISTIC RISK OUTCOMES TO RISK MANAGERS
Increasingly, risk assessors are moving away from simple deterministic assessments to probabilistic approaches that explicitly incorporate ecological variability, measurement imprecision, and lack of knowledge (collectively termed "uncertainty"). While the new methods provide an...
A comprehensive probabilistic analysis model of oil pipelines network based on Bayesian network
NASA Astrophysics Data System (ADS)
Zhang, C.; Qin, T. X.; Jiang, B.; Huang, C.
2018-02-01
Oil pipelines network is one of the most important facilities of energy transportation. But oil pipelines network accident may result in serious disasters. Some analysis models for these accidents have been established mainly based on three methods, including event-tree, accident simulation and Bayesian network. Among these methods, Bayesian network is suitable for probabilistic analysis. But not all the important influencing factors are considered and the deployment rule of the factors has not been established. This paper proposed a probabilistic analysis model of oil pipelines network based on Bayesian network. Most of the important influencing factors, including the key environment condition and emergency response are considered in this model. Moreover, the paper also introduces a deployment rule for these factors. The model can be used in probabilistic analysis and sensitive analysis of oil pipelines network accident.
Development of probabilistic design method for annular fuels
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ozawa, Takayuki
2007-07-01
The increase of linear power and burn-up during the reactor operation is considered as one measure to ensure the utility of fast reactors in the future; for this the application of annular oxide fuels is under consideration. The annular fuel design code CEPTAR was developed in the Japan Atomic Energy Agency (JAEA) and verified by using many irradiation experiences with oxide fuels. In addition, the probabilistic fuel design code BORNFREE was also developed to provide a safe and reasonable fuel design and to evaluate the design margins quantitatively. This study aimed at the development of a probabilistic design method formore » annular oxide fuels; this was implemented in the developed BORNFREE-CEPTAR code, and the code was used to make a probabilistic evaluation with regard to the permissive linear power. (author)« less
Rivas, Elena; Lang, Raymond; Eddy, Sean R
2012-02-01
The standard approach for single-sequence RNA secondary structure prediction uses a nearest-neighbor thermodynamic model with several thousand experimentally determined energy parameters. An attractive alternative is to use statistical approaches with parameters estimated from growing databases of structural RNAs. Good results have been reported for discriminative statistical methods using complex nearest-neighbor models, including CONTRAfold, Simfold, and ContextFold. Little work has been reported on generative probabilistic models (stochastic context-free grammars [SCFGs]) of comparable complexity, although probabilistic models are generally easier to train and to use. To explore a range of probabilistic models of increasing complexity, and to directly compare probabilistic, thermodynamic, and discriminative approaches, we created TORNADO, a computational tool that can parse a wide spectrum of RNA grammar architectures (including the standard nearest-neighbor model and more) using a generalized super-grammar that can be parameterized with probabilities, energies, or arbitrary scores. By using TORNADO, we find that probabilistic nearest-neighbor models perform comparably to (but not significantly better than) discriminative methods. We find that complex statistical models are prone to overfitting RNA structure and that evaluations should use structurally nonhomologous training and test data sets. Overfitting has affected at least one published method (ContextFold). The most important barrier to improving statistical approaches for RNA secondary structure prediction is the lack of diversity of well-curated single-sequence RNA secondary structures in current RNA databases.
Rivas, Elena; Lang, Raymond; Eddy, Sean R.
2012-01-01
The standard approach for single-sequence RNA secondary structure prediction uses a nearest-neighbor thermodynamic model with several thousand experimentally determined energy parameters. An attractive alternative is to use statistical approaches with parameters estimated from growing databases of structural RNAs. Good results have been reported for discriminative statistical methods using complex nearest-neighbor models, including CONTRAfold, Simfold, and ContextFold. Little work has been reported on generative probabilistic models (stochastic context-free grammars [SCFGs]) of comparable complexity, although probabilistic models are generally easier to train and to use. To explore a range of probabilistic models of increasing complexity, and to directly compare probabilistic, thermodynamic, and discriminative approaches, we created TORNADO, a computational tool that can parse a wide spectrum of RNA grammar architectures (including the standard nearest-neighbor model and more) using a generalized super-grammar that can be parameterized with probabilities, energies, or arbitrary scores. By using TORNADO, we find that probabilistic nearest-neighbor models perform comparably to (but not significantly better than) discriminative methods. We find that complex statistical models are prone to overfitting RNA structure and that evaluations should use structurally nonhomologous training and test data sets. Overfitting has affected at least one published method (ContextFold). The most important barrier to improving statistical approaches for RNA secondary structure prediction is the lack of diversity of well-curated single-sequence RNA secondary structures in current RNA databases. PMID:22194308
Woldegebriel, Michael; Vivó-Truyols, Gabriel
2016-10-04
A novel method for compound identification in liquid chromatography-high resolution mass spectrometry (LC-HRMS) is proposed. The method, based on Bayesian statistics, accommodates all possible uncertainties involved, from instrumentation up to data analysis into a single model yielding the probability of the compound of interest being present/absent in the sample. This approach differs from the classical methods in two ways. First, it is probabilistic (instead of deterministic); hence, it computes the probability that the compound is (or is not) present in a sample. Second, it answers the hypothesis "the compound is present", opposed to answering the question "the compound feature is present". This second difference implies a shift in the way data analysis is tackled, since the probability of interfering compounds (i.e., isomers and isobaric compounds) is also taken into account.
Woldegebriel, Michael; Derks, Eduard
2017-01-17
In this work, a novel probabilistic untargeted feature detection algorithm for liquid chromatography coupled to high-resolution mass spectrometry (LC-HRMS) using artificial neural network (ANN) is presented. The feature detection process is approached as a pattern recognition problem, and thus, ANN was utilized as an efficient feature recognition tool. Unlike most existing feature detection algorithms, with this approach, any suspected chromatographic profile (i.e., shape of a peak) can easily be incorporated by training the network, avoiding the need to perform computationally expensive regression methods with specific mathematical models. In addition, with this method, we have shown that the high-resolution raw data can be fully utilized without applying any arbitrary thresholds or data reduction, therefore improving the sensitivity of the method for compound identification purposes. Furthermore, opposed to existing deterministic (binary) approaches, this method rather estimates the probability of a feature being present/absent at a given point of interest, thus giving chance for all data points to be propagated down the data analysis pipeline, weighed with their probability. The algorithm was tested with data sets generated from spiked samples in forensic and food safety context and has shown promising results by detecting features for all compounds in a computationally reasonable time.
Composite load spectra for select space propulsion structural components
NASA Technical Reports Server (NTRS)
Newell, J. F.; Ho, H. W.; Kurth, R. E.
1991-01-01
The work performed to develop composite load spectra (CLS) for the Space Shuttle Main Engine (SSME) using probabilistic methods. The three methods were implemented to be the engine system influence model. RASCAL was chosen to be the principal method as most component load models were implemented with the method. Validation of RASCAL was performed. High accuracy comparable to the Monte Carlo method can be obtained if a large enough bin size is used. Generic probabilistic models were developed and implemented for load calculations using the probabilistic methods discussed above. Each engine mission, either a real fighter or a test, has three mission phases: the engine start transient phase, the steady state phase, and the engine cut off transient phase. Power level and engine operating inlet conditions change during a mission. The load calculation module provides the steady-state and quasi-steady state calculation procedures with duty-cycle-data option. The quasi-steady state procedure is for engine transient phase calculations. In addition, a few generic probabilistic load models were also developed for specific conditions. These include the fixed transient spike model, the poison arrival transient spike model, and the rare event model. These generic probabilistic load models provide sufficient latitude for simulating loads with specific conditions. For SSME components, turbine blades, transfer ducts, LOX post, and the high pressure oxidizer turbopump (HPOTP) discharge duct were selected for application of the CLS program. They include static pressure loads and dynamic pressure loads for all four components, centrifugal force for the turbine blade, temperatures of thermal loads for all four components, and structural vibration loads for the ducts and LOX posts.
The Emergence of Probabilistic Reasoning in Very Young Infants: Evidence from 4.5- and 6-Month-Olds
ERIC Educational Resources Information Center
Denison, Stephanie; Reed, Christie; Xu, Fei
2013-01-01
How do people make rich inferences from such sparse data? Recent research has explored this inferential ability by investigating probabilistic reasoning in infancy. For example, 8- and 11-month-old infants can make inferences from samples to populations and vice versa (Denison & Xu, 2010a; Xu & Denison, 2009; Xu & Garcia, 2008a). The…
What do we gain with Probabilistic Flood Loss Models?
NASA Astrophysics Data System (ADS)
Schroeter, K.; Kreibich, H.; Vogel, K.; Merz, B.; Lüdtke, S.
2015-12-01
The reliability of flood loss models is a prerequisite for their practical usefulness. Oftentimes, traditional uni-variate damage models as for instance depth-damage curves fail to reproduce the variability of observed flood damage. Innovative multi-variate probabilistic modelling approaches are promising to capture and quantify the uncertainty involved and thus to improve the basis for decision making. In this study we compare the predictive capability of two probabilistic modelling approaches, namely Bagging Decision Trees and Bayesian Networks and traditional stage damage functions which are cast in a probabilistic framework. For model evaluation we use empirical damage data which are available from computer aided telephone interviews that were respectively compiled after the floods in 2002, 2005, 2006 and 2013 in the Elbe and Danube catchments in Germany. We carry out a split sample test by sub-setting the damage records. One sub-set is used to derive the models and the remaining records are used to evaluate the predictive performance of the model. Further we stratify the sample according to catchments which allows studying model performance in a spatial transfer context. Flood damage estimation is carried out on the scale of the individual buildings in terms of relative damage. The predictive performance of the models is assessed in terms of systematic deviations (mean bias), precision (mean absolute error) as well as in terms of reliability which is represented by the proportion of the number of observations that fall within the 95-quantile and 5-quantile predictive interval. The reliability of the probabilistic predictions within validation runs decreases only slightly and achieves a very good coverage of observations within the predictive interval. Probabilistic models provide quantitative information about prediction uncertainty which is crucial to assess the reliability of model predictions and improves the usefulness of model results.
Newgard, Craig; Malveau, Susan; Staudenmayer, Kristan; Wang, N. Ewen; Hsia, Renee Y.; Mann, N. Clay; Holmes, James F.; Kuppermann, Nathan; Haukoos, Jason S.; Bulger, Eileen M.; Dai, Mengtao; Cook, Lawrence J.
2012-01-01
Objectives The objective was to evaluate the process of using existing data sources, probabilistic linkage, and multiple imputation to create large population-based injury databases matched to outcomes. Methods This was a retrospective cohort study of injured children and adults transported by 94 emergency medical systems (EMS) agencies to 122 hospitals in seven regions of the western United States over a 36-month period (2006 to 2008). All injured patients evaluated by EMS personnel within specific geographic catchment areas were included, regardless of field disposition or outcome. The authors performed probabilistic linkage of EMS records to four hospital and postdischarge data sources (emergency department [ED] data, patient discharge data, trauma registries, and vital statistics files) and then handled missing values using multiple imputation. The authors compare and evaluate matched records, match rates (proportion of matches among eligible patients), and injury outcomes within and across sites. Results There were 381,719 injured patients evaluated by EMS personnel in the seven regions. Among transported patients, match rates ranged from 14.9% to 87.5% and were directly affected by the availability of hospital data sources and proportion of missing values for key linkage variables. For vital statistics records (1-year mortality), estimated match rates ranged from 88.0% to 98.7%. Use of multiple imputation (compared to complete case analysis) reduced bias for injury outcomes, although sample size, percentage missing, type of variable, and combined-site versus single-site imputation models all affected the resulting estimates and variance. Conclusions This project demonstrates the feasibility and describes the process of constructing population-based injury databases across multiple phases of care using existing data sources and commonly available analytic methods. Attention to key linkage variables and decisions for handling missing values can be used to increase match rates between data sources, minimize bias, and preserve sampling design. PMID:22506952
Galan, Maxime; Guivier, Emmanuel; Caraux, Gilles; Charbonnel, Nathalie; Cosson, Jean-François
2010-05-11
High-throughput sequencing technologies offer new perspectives for biomedical, agronomical and evolutionary research. Promising progresses now concern the application of these technologies to large-scale studies of genetic variation. Such studies require the genotyping of high numbers of samples. This is theoretically possible using 454 pyrosequencing, which generates billions of base pairs of sequence data. However several challenges arise: first in the attribution of each read produced to its original sample, and second, in bioinformatic analyses to distinguish true from artifactual sequence variation. This pilot study proposes a new application for the 454 GS FLX platform, allowing the individual genotyping of thousands of samples in one run. A probabilistic model has been developed to demonstrate the reliability of this method. DNA amplicons from 1,710 rodent samples were individually barcoded using a combination of tags located in forward and reverse primers. Amplicons consisted in 222 bp fragments corresponding to DRB exon 2, a highly polymorphic gene in mammals. A total of 221,789 reads were obtained, of which 153,349 were finally assigned to original samples. Rules based on a probabilistic model and a four-step procedure, were developed to validate sequences and provide a confidence level for each genotype. The method gave promising results, with the genotyping of DRB exon 2 sequences for 1,407 samples from 24 different rodent species and the sequencing of 392 variants in one half of a 454 run. Using replicates, we estimated that the reproducibility of genotyping reached 95%. This new approach is a promising alternative to classical methods involving electrophoresis-based techniques for variant separation and cloning-sequencing for sequence determination. The 454 system is less costly and time consuming and may enhance the reliability of genotypes obtained when high numbers of samples are studied. It opens up new perspectives for the study of evolutionary and functional genetics of highly polymorphic genes like major histocompatibility complex genes in vertebrates or loci regulating self-compatibility in plants. Important applications in biomedical research will include the detection of individual variation in disease susceptibility. Similarly, agronomy will benefit from this approach, through the study of genes implicated in productivity or disease susceptibility traits.
Probabilistic models of cognition: conceptual foundations.
Chater, Nick; Tenenbaum, Joshua B; Yuille, Alan
2006-07-01
Remarkable progress in the mathematics and computer science of probability has led to a revolution in the scope of probabilistic models. In particular, 'sophisticated' probabilistic methods apply to structured relational systems such as graphs and grammars, of immediate relevance to the cognitive sciences. This Special Issue outlines progress in this rapidly developing field, which provides a potentially unifying perspective across a wide range of domains and levels of explanation. Here, we introduce the historical and conceptual foundations of the approach, explore how the approach relates to studies of explicit probabilistic reasoning, and give a brief overview of the field as it stands today.
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.
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
McDonald, Gene D; Storrie-Lombardi, Michael C
2006-02-01
The relative abundance of the protein amino acids has been previously investigated as a potential marker for biogenicity in meteoritic samples. However, these investigations were executed without a quantitative metric to evaluate distribution variations, and they did not account for the possibility of interdisciplinary systematic error arising from inter-laboratory differences in extraction and detection techniques. Principal component analysis (PCA), hierarchical cluster analysis (HCA), and stochastic probabilistic artificial neural networks (ANNs) were used to compare the distributions for nine protein amino acids previously reported for the Murchison carbonaceous chondrite, Mars meteorites (ALH84001, Nakhla, and EETA79001), prebiotic synthesis experiments, and terrestrial biota and sediments. These techniques allowed us (1) to identify a shift in terrestrial amino acid distributions secondary to diagenesis; (2) to detect differences in terrestrial distributions that may be systematic differences between extraction and analysis techniques in biological and geological laboratories; and (3) to determine that distributions in meteoritic samples appear more similar to prebiotic chemistry samples than they do to the terrestrial unaltered or diagenetic samples. Both diagenesis and putative interdisciplinary differences in analysis complicate interpretation of meteoritic amino acid distributions. We propose that the analysis of future samples from such diverse sources as meteoritic influx, sample return missions, and in situ exploration of Mars would be less ambiguous with adoption of standardized assay techniques, systematic inclusion of assay standards, and the use of a quantitative, probabilistic metric. We present here one such metric determined by sequential feature extraction and normalization (PCA), information-driven automated exploration of classification possibilities (HCA), and prediction of classification accuracy (ANNs).
Scheid, Anika; Nebel, Markus E
2012-07-09
Over the past years, statistical and Bayesian approaches have become increasingly appreciated to address the long-standing problem of computational RNA structure prediction. Recently, a novel probabilistic method for the prediction of RNA secondary structures from a single sequence has been studied which is based on generating statistically representative and reproducible samples of the entire ensemble of feasible structures for a particular input sequence. This method samples the possible foldings from a distribution implied by a sophisticated (traditional or length-dependent) stochastic context-free grammar (SCFG) that mirrors the standard thermodynamic model applied in modern physics-based prediction algorithms. Specifically, that grammar represents an exact probabilistic counterpart to the energy model underlying the Sfold software, which employs a sampling extension of the partition function (PF) approach to produce statistically representative subsets of the Boltzmann-weighted ensemble. Although both sampling approaches have the same worst-case time and space complexities, it has been indicated that they differ in performance (both with respect to prediction accuracy and quality of generated samples), where neither of these two competing approaches generally outperforms the other. In this work, we will consider the SCFG based approach in order to perform an analysis on how the quality of generated sample sets and the corresponding prediction accuracy changes when different degrees of disturbances are incorporated into the needed sampling probabilities. This is motivated by the fact that if the results prove to be resistant to large errors on the distinct sampling probabilities (compared to the exact ones), then it will be an indication that these probabilities do not need to be computed exactly, but it may be sufficient and more efficient to approximate them. Thus, it might then be possible to decrease the worst-case time requirements of such an SCFG based sampling method without significant accuracy losses. If, on the other hand, the quality of sampled structures can be observed to strongly react to slight disturbances, there is little hope for improving the complexity by heuristic procedures. We hence provide a reliable test for the hypothesis that a heuristic method could be implemented to improve the time scaling of RNA secondary structure prediction in the worst-case - without sacrificing much of the accuracy of the results. Our experiments indicate that absolute errors generally lead to the generation of useless sample sets, whereas relative errors seem to have only small negative impact on both the predictive accuracy and the overall quality of resulting structure samples. Based on these observations, we present some useful ideas for developing a time-reduced sampling method guaranteeing an acceptable predictive accuracy. We also discuss some inherent drawbacks that arise in the context of approximation. The key results of this paper are crucial for the design of an efficient and competitive heuristic prediction method based on the increasingly accepted and attractive statistical sampling approach. This has indeed been indicated by the construction of prototype algorithms.
2012-01-01
Background Over the past years, statistical and Bayesian approaches have become increasingly appreciated to address the long-standing problem of computational RNA structure prediction. Recently, a novel probabilistic method for the prediction of RNA secondary structures from a single sequence has been studied which is based on generating statistically representative and reproducible samples of the entire ensemble of feasible structures for a particular input sequence. This method samples the possible foldings from a distribution implied by a sophisticated (traditional or length-dependent) stochastic context-free grammar (SCFG) that mirrors the standard thermodynamic model applied in modern physics-based prediction algorithms. Specifically, that grammar represents an exact probabilistic counterpart to the energy model underlying the Sfold software, which employs a sampling extension of the partition function (PF) approach to produce statistically representative subsets of the Boltzmann-weighted ensemble. Although both sampling approaches have the same worst-case time and space complexities, it has been indicated that they differ in performance (both with respect to prediction accuracy and quality of generated samples), where neither of these two competing approaches generally outperforms the other. Results In this work, we will consider the SCFG based approach in order to perform an analysis on how the quality of generated sample sets and the corresponding prediction accuracy changes when different degrees of disturbances are incorporated into the needed sampling probabilities. This is motivated by the fact that if the results prove to be resistant to large errors on the distinct sampling probabilities (compared to the exact ones), then it will be an indication that these probabilities do not need to be computed exactly, but it may be sufficient and more efficient to approximate them. Thus, it might then be possible to decrease the worst-case time requirements of such an SCFG based sampling method without significant accuracy losses. If, on the other hand, the quality of sampled structures can be observed to strongly react to slight disturbances, there is little hope for improving the complexity by heuristic procedures. We hence provide a reliable test for the hypothesis that a heuristic method could be implemented to improve the time scaling of RNA secondary structure prediction in the worst-case – without sacrificing much of the accuracy of the results. Conclusions Our experiments indicate that absolute errors generally lead to the generation of useless sample sets, whereas relative errors seem to have only small negative impact on both the predictive accuracy and the overall quality of resulting structure samples. Based on these observations, we present some useful ideas for developing a time-reduced sampling method guaranteeing an acceptable predictive accuracy. We also discuss some inherent drawbacks that arise in the context of approximation. The key results of this paper are crucial for the design of an efficient and competitive heuristic prediction method based on the increasingly accepted and attractive statistical sampling approach. This has indeed been indicated by the construction of prototype algorithms. PMID:22776037
Federal Register 2010, 2011, 2012, 2013, 2014
2010-04-09
... Role of Risk Analysis in Decision-Making AGENCY: Environmental Protection Agency (EPA). ACTION: Notice... documents entitled, ``Using Probabilistic Methods to Enhance the Role of Risk Analysis in Decision- Making... Probabilistic Methods to Enhance the Role of Risk Analysis in Decision-Making, with Case Study Examples'' and...
Denis Valle; Benjamin Baiser; Christopher W. Woodall; Robin Chazdon; Jerome Chave
2014-01-01
We propose a novel multivariate method to analyse biodiversity data based on the Latent Dirichlet Allocation (LDA) model. LDA, a probabilistic model, reduces assemblages to sets of distinct component communities. It produces easily interpretable results, can represent abrupt and gradual changes in composition, accommodates missing data and allows for coherent estimates...
Probabilistic composite micromechanics
NASA Technical Reports Server (NTRS)
Stock, T. A.; Bellini, P. X.; Murthy, P. L. N.; Chamis, C. C.
1988-01-01
Probabilistic composite micromechanics methods are developed that simulate expected uncertainties in unidirectional fiber composite properties. These methods are in the form of computational procedures using Monte Carlo simulation. A graphite/epoxy unidirectional composite (ply) is studied to demonstrate fiber composite material properties at the micro level. Regression results are presented to show the relative correlation between predicted and response variables in the study.
Probabilistic BPRRC: Robust Change Detection against Illumination Changes and Background Movements
NASA Astrophysics Data System (ADS)
Yokoi, Kentaro
This paper presents Probabilistic Bi-polar Radial Reach Correlation (PrBPRRC), a change detection method that is robust against illumination changes and background movements. Most of the traditional change detection methods are robust against either illumination changes or background movements; BPRRC is one of the illumination-robust change detection methods. We introduce a probabilistic background texture model into BPRRC and add the robustness against background movements including foreground invasions such as moving cars, walking people, swaying trees, and falling snow. We show the superiority of PrBPRRC in the environment with illumination changes and background movements by using three public datasets and one private dataset: ATON Highway data, Karlsruhe traffic sequence data, PETS 2007 data, and Walking-in-a-room data.
Emergence of spontaneous anticipatory hand movements in a probabilistic environment
Bruhn, Pernille
2013-01-01
In this article, we present a novel experimental approach to the study of anticipation in probabilistic cuing. We implemented a modified spatial cuing task in which participants made an anticipatory hand movement toward one of two probabilistic targets while the (x, y)-computer mouse coordinates of their hand movements were sampled. This approach allowed us to tap into anticipatory processes as they occurred, rather than just measuring their behavioral outcome through reaction time to the target. In different conditions, we varied the participants’ degree of certainty of the upcoming target position with probabilistic pre-cues. We found that participants initiated spontaneous anticipatory hand movements in all conditions, even when they had no information on the position of the upcoming target. However, participants’ hand position immediately before the target was affected by the degree of certainty concerning the target’s position. This modulation of anticipatory hand movements emerged rapidly in most participants as they encountered a constant probabilistic relation between a cue and an upcoming target position over the course of the experiment. Finally, we found individual differences in the way anticipatory behavior was modulated with an uncertain/neutral cue. Implications of these findings for probabilistic spatial cuing are discussed. PMID:23833694
Probabilistic Polling And Voting In The 2008 Presidential Election
Delavande, Adeline; Manski, Charles F.
2010-01-01
This article reports new empirical evidence on probabilistic polling, which asks persons to state in percent-chance terms the likelihood that they will vote and for whom. Before the 2008 presidential election, seven waves of probabilistic questions were administered biweekly to participants in the American Life Panel (ALP). Actual voting behavior was reported after the election. We find that responses to the verbal and probabilistic questions are well-aligned ordinally. Moreover, the probabilistic responses predict voting behavior beyond what is possible using verbal responses alone. The probabilistic responses have more predictive power in early August, and the verbal responses have more power in late October. However, throughout the sample period, one can predict voting behavior better using both types of responses than either one alone. Studying the longitudinal pattern of responses, we segment respondents into those who are consistently pro-Obama, consistently anti-Obama, and undecided/vacillators. Membership in the consistently pro- or anti-Obama group is an almost perfect predictor of actual voting behavior, while the undecided/vacillators group has more nuanced voting behavior. We find that treating the ALP as a panel improves predictive power: current and previous polling responses together provide more predictive power than do current responses alone. PMID:24683275
Probabilistic learning of nonlinear dynamical systems using sequential Monte Carlo
NASA Astrophysics Data System (ADS)
Schön, Thomas B.; Svensson, Andreas; Murray, Lawrence; Lindsten, Fredrik
2018-05-01
Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data. Specifically, we consider learning of probabilistic nonlinear state-space models. There is no closed-form solution available for this problem, implying that we are forced to use approximations. In this tutorial we will provide a self-contained introduction to one of the state-of-the-art methods-the particle Metropolis-Hastings algorithm-which has proven to offer a practical approximation. This is a Monte Carlo based method, where the particle filter is used to guide a Markov chain Monte Carlo method through the parameter space. One of the key merits of the particle Metropolis-Hastings algorithm is that it is guaranteed to converge to the "true solution" under mild assumptions, despite being based on a particle filter with only a finite number of particles. We will also provide a motivating numerical example illustrating the method using a modeling language tailored for sequential Monte Carlo methods. The intention of modeling languages of this kind is to open up the power of sophisticated Monte Carlo methods-including particle Metropolis-Hastings-to a large group of users without requiring them to know all the underlying mathematical details.
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.
Learning Bayesian Networks from Correlated Data
NASA Astrophysics Data System (ADS)
Bae, Harold; Monti, Stefano; Montano, Monty; Steinberg, Martin H.; Perls, Thomas T.; Sebastiani, Paola
2016-05-01
Bayesian networks are probabilistic models that represent complex distributions in a modular way and have become very popular in many fields. There are many methods to build Bayesian networks from a random sample of independent and identically distributed observations. However, many observational studies are designed using some form of clustered sampling that introduces correlations between observations within the same cluster and ignoring this correlation typically inflates the rate of false positive associations. We describe a novel parameterization of Bayesian networks that uses random effects to model the correlation within sample units and can be used for structure and parameter learning from correlated data without inflating the Type I error rate. We compare different learning metrics using simulations and illustrate the method in two real examples: an analysis of genetic and non-genetic factors associated with human longevity from a family-based study, and an example of risk factors for complications of sickle cell anemia from a longitudinal study with repeated measures.
Fast algorithm for probabilistic bone edge detection (FAPBED)
NASA Astrophysics Data System (ADS)
Scepanovic, Danilo; Kirshtein, Joshua; Jain, Ameet K.; Taylor, Russell H.
2005-04-01
The registration of preoperative CT to intra-operative reality systems is a crucial step in Computer Assisted Orthopedic Surgery (CAOS). The intra-operative sensors include 3D digitizers, fiducials, X-rays and Ultrasound (US). FAPBED is designed to process CT volumes for registration to tracked US data. Tracked US is advantageous because it is real time, noninvasive, and non-ionizing, but it is also known to have inherent inaccuracies which create the need to develop a framework that is robust to various uncertainties, and can be useful in US-CT registration. Furthermore, conventional registration methods depend on accurate and absolute segmentation. Our proposed probabilistic framework addresses the segmentation-registration duality, wherein exact segmentation is not a prerequisite to achieve accurate registration. In this paper, we develop a method for fast and automatic probabilistic bone surface (edge) detection in CT images. Various features that influence the likelihood of the surface at each spatial coordinate are combined using a simple probabilistic framework, which strikes a fair balance between a high-level understanding of features in an image and the low-level number crunching of standard image processing techniques. The algorithm evaluates different features for detecting the probability of a bone surface at each voxel, and compounds the results of these methods to yield a final, low-noise, probability map of bone surfaces in the volume. Such a probability map can then be used in conjunction with a similar map from tracked intra-operative US to achieve accurate registration. Eight sample pelvic CT scans were used to extract feature parameters and validate the final probability maps. An un-optimized fully automatic Matlab code runs in five minutes per CT volume on average, and was validated by comparison against hand-segmented gold standards. The mean probability assigned to nonzero surface points was 0.8, while nonzero non-surface points had a mean value of 0.38 indicating clear identification of surface points on average. The segmentation was also sufficiently crisp, with a full width at half maximum (FWHM) value of 1.51 voxels.
NASA Astrophysics Data System (ADS)
Mayr, G. J.; Kneringer, P.; Dietz, S. J.; Zeileis, A.
2016-12-01
Low visibility or low cloud ceiling reduce the capacity of airports by requiring special low visibility procedures (LVP) for incoming/departing aircraft. Probabilistic forecasts when such procedures will become necessary help to mitigate delays and economic losses.We compare the performance of probabilistic nowcasts with two statistical methods: ordered logistic regression, and trees and random forests. These models harness historic and current meteorological measurements in the vicinity of the airport and LVP states, and incorporate diurnal and seasonal climatological information via generalized additive models (GAM). The methods are applied at Vienna International Airport (Austria). The performance is benchmarked against climatology, persistence and human forecasters.
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.
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.
Advanced Small Modular Reactor (SMR) Probabilistic Risk Assessment (PRA) Technical Exchange Meeting
DOE Office of Scientific and Technical Information (OSTI.GOV)
Smith, Curtis
2013-09-01
During FY13, the INL developed an advanced SMR PRA framework which has been described in the report Small Modular Reactor (SMR) Probabilistic Risk Assessment (PRA) Detailed Technical Framework Specification, INL/EXT-13-28974 (April 2013). In this framework, the various areas are considered: Probabilistic models to provide information specific to advanced SMRs Representation of specific SMR design issues such as having co-located modules and passive safety features Use of modern open-source and readily available analysis methods Internal and external events resulting in impacts to safety All-hazards considerations Methods to support the identification of design vulnerabilities Mechanistic and probabilistic data needs to support modelingmore » and tools In order to describe this framework more fully and obtain feedback on the proposed approaches, the INL hosted a technical exchange meeting during August 2013. This report describes the outcomes of that meeting.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Man, Jun; Li, Weixuan; Zeng, Lingzao
2016-06-01
The ensemble Kalman filter (EnKF) has gained popularity in hydrological data assimilation problems. As a Monte Carlo based method, a relatively large ensemble size is usually required to guarantee the accuracy. As an alternative approach, the probabilistic collocation based Kalman filter (PCKF) employs the polynomial chaos to approximate the original system. In this way, the sampling error can be reduced. However, PCKF suffers from the so-called "curse of dimensionality". When the system nonlinearity is strong and number of parameters is large, PCKF could be even more computationally expensive than EnKF. Motivated by most recent developments in uncertainty quantification, we proposemore » a restart adaptive probabilistic collocation based Kalman filter (RAPCKF) for data assimilation in unsaturated flow problems. During the implementation of RAPCKF, the important parameters are identified and active PCE basis functions are adaptively selected. The "restart" technology is used to eliminate the inconsistency between model parameters and states. The performance of RAPCKF is tested with numerical cases of unsaturated flow models. It is shown that RAPCKF is more efficient than EnKF with the same computational cost. Compared with the traditional PCKF, the RAPCKF is more applicable in strongly nonlinear and high dimensional problems.« less
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.
An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 1. Theory
Yen, Chung-Cheng; Guymon, Gary L.
1990-01-01
An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.
An Efficient Deterministic-Probabilistic Approach to Modeling Regional Groundwater Flow: 1. Theory
NASA Astrophysics Data System (ADS)
Yen, Chung-Cheng; Guymon, Gary L.
1990-07-01
An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.
Variational approach to probabilistic finite elements
NASA Technical Reports Server (NTRS)
Belytschko, T.; Liu, W. K.; Mani, A.; Besterfield, G.
1991-01-01
Probabilistic finite element methods (PFEM), synthesizing the power of finite element methods with second-moment techniques, are formulated for various classes of problems in structural and solid mechanics. Time-invariant random materials, geometric properties and loads are incorporated in terms of their fundamental statistics viz. second-moments. Analogous to the discretization of the displacement field in finite element methods, the random fields are also discretized. Preserving the conceptual simplicity, the response moments are calculated with minimal computations. By incorporating certain computational techniques, these methods are shown to be capable of handling large systems with many sources of uncertainties. By construction, these methods are applicable when the scale of randomness is not very large and when the probabilistic density functions have decaying tails. The accuracy and efficiency of these methods, along with their limitations, are demonstrated by various applications. Results obtained are compared with those of Monte Carlo simulation and it is shown that good accuracy can be obtained for both linear and nonlinear problems. The methods are amenable to implementation in deterministic FEM based computer codes.
Variational approach to probabilistic finite elements
NASA Astrophysics Data System (ADS)
Belytschko, T.; Liu, W. K.; Mani, A.; Besterfield, G.
1991-08-01
Probabilistic finite element methods (PFEM), synthesizing the power of finite element methods with second-moment techniques, are formulated for various classes of problems in structural and solid mechanics. Time-invariant random materials, geometric properties and loads are incorporated in terms of their fundamental statistics viz. second-moments. Analogous to the discretization of the displacement field in finite element methods, the random fields are also discretized. Preserving the conceptual simplicity, the response moments are calculated with minimal computations. By incorporating certain computational techniques, these methods are shown to be capable of handling large systems with many sources of uncertainties. By construction, these methods are applicable when the scale of randomness is not very large and when the probabilistic density functions have decaying tails. The accuracy and efficiency of these methods, along with their limitations, are demonstrated by various applications. Results obtained are compared with those of Monte Carlo simulation and it is shown that good accuracy can be obtained for both linear and nonlinear problems. The methods are amenable to implementation in deterministic FEM based computer codes.
Variational approach to probabilistic finite elements
NASA Technical Reports Server (NTRS)
Belytschko, T.; Liu, W. K.; Mani, A.; Besterfield, G.
1987-01-01
Probabilistic finite element method (PFEM), synthesizing the power of finite element methods with second-moment techniques, are formulated for various classes of problems in structural and solid mechanics. Time-invariant random materials, geometric properties, and loads are incorporated in terms of their fundamental statistics viz. second-moments. Analogous to the discretization of the displacement field in finite element methods, the random fields are also discretized. Preserving the conceptual simplicity, the response moments are calculated with minimal computations. By incorporating certain computational techniques, these methods are shown to be capable of handling large systems with many sources of uncertainties. By construction, these methods are applicable when the scale of randomness is not very large and when the probabilistic density functions have decaying tails. The accuracy and efficiency of these methods, along with their limitations, are demonstrated by various applications. Results obtained are compared with those of Monte Carlo simulation and it is shown that good accuracy can be obtained for both linear and nonlinear problems. The methods are amenable to implementation in deterministic FEM based computer codes.
A Computational Approach to Qualitative Analysis in Large Textual Datasets
Evans, Michael S.
2014-01-01
In this paper I introduce computational techniques to extend qualitative analysis into the study of large textual datasets. I demonstrate these techniques by using probabilistic topic modeling to analyze a broad sample of 14,952 documents published in major American newspapers from 1980 through 2012. I show how computational data mining techniques can identify and evaluate the significance of qualitatively distinct subjects of discussion across a wide range of public discourse. I also show how examining large textual datasets with computational methods can overcome methodological limitations of conventional qualitative methods, such as how to measure the impact of particular cases on broader discourse, how to validate substantive inferences from small samples of textual data, and how to determine if identified cases are part of a consistent temporal pattern. PMID:24498398
Fully probabilistic control design in an adaptive critic framework.
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.
Quantifying uncertainty in stable isotope mixing models
Davis, Paul; Syme, James; Heikoop, Jeffrey; ...
2015-05-19
Mixing models are powerful tools for identifying biogeochemical sources and determining mixing fractions in a sample. However, identification of actual source contributors is often not simple, and source compositions typically vary or even overlap, significantly increasing model uncertainty in calculated mixing fractions. This study compares three probabilistic methods, SIAR [ Parnell et al., 2010] a pure Monte Carlo technique (PMC), and Stable Isotope Reference Source (SIRS) mixing model, a new technique that estimates mixing in systems with more than three sources and/or uncertain source compositions. In this paper, we use nitrate stable isotope examples (δ 15N and δ 18O) butmore » all methods tested are applicable to other tracers. In Phase I of a three-phase blind test, we compared methods for a set of six-source nitrate problems. PMC was unable to find solutions for two of the target water samples. The Bayesian method, SIAR, experienced anchoring problems, and SIRS calculated mixing fractions that most closely approximated the known mixing fractions. For that reason, SIRS was the only approach used in the next phase of testing. In Phase II, the problem was broadened where any subset of the six sources could be a possible solution to the mixing problem. Results showed a high rate of Type I errors where solutions included sources that were not contributing to the sample. In Phase III some sources were eliminated based on assumed site knowledge and assumed nitrate concentrations, substantially reduced mixing fraction uncertainties and lowered the Type I error rate. These results demonstrate that valuable insights into stable isotope mixing problems result from probabilistic mixing model approaches like SIRS. The results also emphasize the importance of identifying a minimal set of potential sources and quantifying uncertainties in source isotopic composition as well as demonstrating the value of additional information in reducing the uncertainty in calculated mixing fractions.« less
Le, Quang A; Doctor, Jason N
2011-05-01
As quality-adjusted life years have become the standard metric in health economic evaluations, mapping health-profile or disease-specific measures onto preference-based measures to obtain quality-adjusted life years has become a solution when health utilities are not directly available. However, current mapping methods are limited due to their predictive validity, reliability, and/or other methodological issues. We employ probability theory together with a graphical model, called a Bayesian network, to convert health-profile measures into preference-based measures and to compare the results to those estimated with current mapping methods. A sample of 19,678 adults who completed both the 12-item Short Form Health Survey (SF-12v2) and EuroQoL 5D (EQ-5D) questionnaires from the 2003 Medical Expenditure Panel Survey was split into training and validation sets. Bayesian networks were constructed to explore the probabilistic relationships between each EQ-5D domain and 12 items of the SF-12v2. The EQ-5D utility scores were estimated on the basis of the predicted probability of each response level of the 5 EQ-5D domains obtained from the Bayesian inference process using the following methods: Monte Carlo simulation, expected utility, and most-likely probability. Results were then compared with current mapping methods including multinomial logistic regression, ordinary least squares, and censored least absolute deviations. The Bayesian networks consistently outperformed other mapping models in the overall sample (mean absolute error=0.077, mean square error=0.013, and R overall=0.802), in different age groups, number of chronic conditions, and ranges of the EQ-5D index. Bayesian networks provide a new robust and natural approach to map health status responses into health utility measures for health economic evaluations.
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.
Successful attack on permutation-parity-machine-based neural cryptography.
Seoane, Luís F; Ruttor, Andreas
2012-02-01
An algorithm is presented which implements a probabilistic attack on the key-exchange protocol based on permutation parity machines. Instead of imitating the synchronization of the communicating partners, the strategy consists of a Monte Carlo method to sample the space of possible weights during inner rounds and an analytic approach to convey the extracted information from one outer round to the next one. The results show that the protocol under attack fails to synchronize faster than an eavesdropper using this algorithm.
Probabilistic methods for sensitivity analysis and calibration in the NASA challenge problem
Safta, Cosmin; Sargsyan, Khachik; Najm, Habib N.; ...
2015-01-01
In this study, a series of algorithms are proposed to address the problems in the NASA Langley Research Center Multidisciplinary Uncertainty Quantification Challenge. A Bayesian approach is employed to characterize and calibrate the epistemic parameters based on the available data, whereas a variance-based global sensitivity analysis is used to rank the epistemic and aleatory model parameters. A nested sampling of the aleatory–epistemic space is proposed to propagate uncertainties from model parameters to output quantities of interest.
Probabilistic methods for sensitivity analysis and calibration in the NASA challenge problem
DOE Office of Scientific and Technical Information (OSTI.GOV)
Safta, Cosmin; Sargsyan, Khachik; Najm, Habib N.
In this study, a series of algorithms are proposed to address the problems in the NASA Langley Research Center Multidisciplinary Uncertainty Quantification Challenge. A Bayesian approach is employed to characterize and calibrate the epistemic parameters based on the available data, whereas a variance-based global sensitivity analysis is used to rank the epistemic and aleatory model parameters. A nested sampling of the aleatory–epistemic space is proposed to propagate uncertainties from model parameters to output quantities of interest.
A probabilistic approach to composite micromechanics
NASA Technical Reports Server (NTRS)
Stock, T. A.; Bellini, P. X.; Murthy, P. L. N.; Chamis, C. C.
1988-01-01
Probabilistic composite micromechanics methods are developed that simulate expected uncertainties in unidirectional fiber composite properties. These methods are in the form of computational procedures using Monte Carlo simulation. A graphite/epoxy unidirectional composite (ply) is studied to demonstrate fiber composite material properties at the micro level. Regression results are presented to show the relative correlation between predicted and response variables in the study.
A methodology for probabilistic remaining creep life assessment of gas turbine components
NASA Astrophysics Data System (ADS)
Liu, Zhimin
Certain gas turbine components operate in harsh environments and various mechanisms may lead to component failure. It is common practice to use remaining life assessments to help operators schedule maintenance and component replacements. Creep is a major failure mechanisms that affect the remaining life assessment, and the resulting life consumption of a component is highly sensitive to variations in the material stresses and temperatures, which fluctuate significantly due to the changes in real operating conditions. In addition, variations in material properties and geometry will result in changes in creep life consumption rate. The traditional method used for remaining life assessment assumes a set of fixed operating conditions at all times, and it fails to capture the variations in operating conditions. This translates into a significant loss of accuracy and unnecessary high maintenance and replacement cost. A new method that captures these variations described above and improves the prediction accuracy of remaining life is developed. First, a metamodel is built to approximate the relationship between variables (operating conditions, material properties, geometry, etc.) and a creep response. The metamodel is developed using Response Surface Method/Design of Experiments methodology. Design of Experiments is an efficient sampling method, and for each sampling point a set of finite element analyses are used to compute the corresponding response value. Next, a low order polynomial Response Surface Equation (RSE) is used to fit these values. Four techniques are suggested to dramatically reduce computational effort, and to increase the accuracy of the RSE: smart meshing technique, automatic geometry parameterization, screening test and regional RSE refinement. The RSEs, along with a probabilistic method and a life fraction model are used to compute current damage accumulation and remaining life. By capturing the variations mentioned above, the new method results in much better accuracy than that available using the traditional method. After further development and proper verification the method should bring significant savings by reducing the number of inspections and deferring part replacement.
Yavaş, Gökhan; Koyutürk, Mehmet; Gould, Meetha P; McMahon, Sarah; LaFramboise, Thomas
2014-03-05
With the advent of paired-end high throughput sequencing, it is now possible to identify various types of structural variation on a genome-wide scale. Although many methods have been proposed for structural variation detection, most do not provide precise boundaries for identified variants. In this paper, we propose a new method, Distribution Based detection of Duplication Boundaries (DB2), for accurate detection of tandem duplication breakpoints, an important class of structural variation, with high precision and recall. Our computational experiments on simulated data show that DB2 outperforms state-of-the-art methods in terms of finding breakpoints of tandem duplications, with a higher positive predictive value (precision) in calling the duplications' presence. In particular, DB2's prediction of tandem duplications is correct 99% of the time even for very noisy data, while narrowing down the space of possible breakpoints within a margin of 15 to 20 bps on the average. Most of the existing methods provide boundaries in ranges that extend to hundreds of bases with lower precision values. Our method is also highly robust to varying properties of the sequencing library and to the sizes of the tandem duplications, as shown by its stable precision, recall and mean boundary mismatch performance. We demonstrate our method's efficacy using both simulated paired-end reads, and those generated from a melanoma sample and two ovarian cancer samples. Newly discovered tandem duplications are validated using PCR and Sanger sequencing. Our method, DB2, uses discordantly aligned reads, taking into account the distribution of fragment length to predict tandem duplications along with their breakpoints on a donor genome. The proposed method fine tunes the breakpoint calls by applying a novel probabilistic framework that incorporates the empirical fragment length distribution to score each feasible breakpoint. DB2 is implemented in Java programming language and is freely available at http://mendel.gene.cwru.edu/laframboiselab/software.php.
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%.
Probabilistic Methods for Structural Reliability and Risk
NASA Technical Reports Server (NTRS)
Chamis, Christos C.
2007-01-01
A formal method is described to quantify structural reliability and risk in the presence of a multitude of uncertainties. The method is based on the materials behavior level where primitive variables with their respective scatters are used to describe that behavior. Computational simulation is then used to propagate those uncertainties to the structural scale where reliability and risk are usually specified. A sample case is described to illustrate the effectiveness, versatility, and maturity of the method. Typical results from this method demonstrate that the method is mature and that it can be used for future strategic projections and planning to assure better, cheaper, faster products for competitive advantages in world markets. The results also indicate that the methods are suitable for predicting remaining life in aging or deteriorating structures.
Probabilistic Composite Design
NASA Technical Reports Server (NTRS)
Chamis, Christos C.
1997-01-01
Probabilistic composite design is described in terms of a computational simulation. This simulation tracks probabilistically the composite design evolution from constituent materials, fabrication process, through composite mechanics and structural components. Comparisons with experimental data are provided to illustrate selection of probabilistic design allowables, test methods/specimen guidelines, and identification of in situ versus pristine strength, For example, results show that: in situ fiber tensile strength is 90% of its pristine strength; flat-wise long-tapered specimens are most suitable for setting ply tensile strength allowables: a composite radome can be designed with a reliability of 0.999999; and laminate fatigue exhibits wide-spread scatter at 90% cyclic-stress to static-strength ratios.
Application of Probabilistic Analysis to Aircraft Impact Dynamics
NASA Technical Reports Server (NTRS)
Lyle, Karen H.; Padula, Sharon L.; Stockwell, Alan E.
2003-01-01
Full-scale aircraft crash simulations performed with nonlinear, transient dynamic, finite element codes can incorporate structural complexities such as: geometrically accurate models; human occupant models; and advanced material models to include nonlinear stressstrain behaviors, laminated composites, and material failure. Validation of these crash simulations is difficult due to a lack of sufficient information to adequately determine the uncertainty in the experimental data and the appropriateness of modeling assumptions. This paper evaluates probabilistic approaches to quantify the uncertainty in the simulated responses. Several criteria are used to determine that a response surface method is the most appropriate probabilistic approach. The work is extended to compare optimization results with and without probabilistic constraints.
Approximate Model Checking of PCTL Involving Unbounded Path Properties
NASA Astrophysics Data System (ADS)
Basu, Samik; Ghosh, Arka P.; He, Ru
We study the problem of applying statistical methods for approximate model checking of probabilistic systems against properties encoded as
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.
Wu, Dingming; Wang, Dongfang; Zhang, Michael Q; Gu, Jin
2015-12-01
One major goal of large-scale cancer omics study is to identify molecular subtypes for more accurate cancer diagnoses and treatments. To deal with high-dimensional cancer multi-omics data, a promising strategy is to find an effective low-dimensional subspace of the original data and then cluster cancer samples in the reduced subspace. However, due to data-type diversity and big data volume, few methods can integrative and efficiently find the principal low-dimensional manifold of the high-dimensional cancer multi-omics data. In this study, we proposed a novel low-rank approximation based integrative probabilistic model to fast find the shared principal subspace across multiple data types: the convexity of the low-rank regularized likelihood function of the probabilistic model ensures efficient and stable model fitting. Candidate molecular subtypes can be identified by unsupervised clustering hundreds of cancer samples in the reduced low-dimensional subspace. On testing datasets, our method LRAcluster (low-rank approximation based multi-omics data clustering) runs much faster with better clustering performances than the existing method. Then, we applied LRAcluster on large-scale cancer multi-omics data from TCGA. The pan-cancer analysis results show that the cancers of different tissue origins are generally grouped as independent clusters, except squamous-like carcinomas. While the single cancer type analysis suggests that the omics data have different subtyping abilities for different cancer types. LRAcluster is a very useful method for fast dimension reduction and unsupervised clustering of large-scale multi-omics data. LRAcluster is implemented in R and freely available via http://bioinfo.au.tsinghua.edu.cn/software/lracluster/ .
Integrated probabilistic risk assessment for nanoparticles: the case of nanosilica in food.
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.
2013-01-01
Background Traditional Lot Quality Assurance Sampling (LQAS) designs assume observations are collected using simple random sampling. Alternatively, randomly sampling clusters of observations and then individuals within clusters reduces costs but decreases the precision of the classifications. In this paper, we develop a general framework for designing the cluster(C)-LQAS system and illustrate the method with the design of data quality assessments for the community health worker program in Rwanda. Results To determine sample size and decision rules for C-LQAS, we use the beta-binomial distribution to account for inflated risk of errors introduced by sampling clusters at the first stage. We present general theory and code for sample size calculations. The C-LQAS sample sizes provided in this paper constrain misclassification risks below user-specified limits. Multiple C-LQAS systems meet the specified risk requirements, but numerous considerations, including per-cluster versus per-individual sampling costs, help identify optimal systems for distinct applications. Conclusions We show the utility of C-LQAS for data quality assessments, but the method generalizes to numerous applications. This paper provides the necessary technical detail and supplemental code to support the design of C-LQAS for specific programs. PMID:24160725
Hedt-Gauthier, Bethany L; Mitsunaga, Tisha; Hund, Lauren; Olives, Casey; Pagano, Marcello
2013-10-26
Traditional Lot Quality Assurance Sampling (LQAS) designs assume observations are collected using simple random sampling. Alternatively, randomly sampling clusters of observations and then individuals within clusters reduces costs but decreases the precision of the classifications. In this paper, we develop a general framework for designing the cluster(C)-LQAS system and illustrate the method with the design of data quality assessments for the community health worker program in Rwanda. To determine sample size and decision rules for C-LQAS, we use the beta-binomial distribution to account for inflated risk of errors introduced by sampling clusters at the first stage. We present general theory and code for sample size calculations.The C-LQAS sample sizes provided in this paper constrain misclassification risks below user-specified limits. Multiple C-LQAS systems meet the specified risk requirements, but numerous considerations, including per-cluster versus per-individual sampling costs, help identify optimal systems for distinct applications. We show the utility of C-LQAS for data quality assessments, but the method generalizes to numerous applications. This paper provides the necessary technical detail and supplemental code to support the design of C-LQAS for specific programs.
Genovo: De Novo Assembly for Metagenomes
NASA Astrophysics Data System (ADS)
Laserson, Jonathan; Jojic, Vladimir; Koller, Daphne
Next-generation sequencing technologies produce a large number of noisy reads from the DNA in a sample. Metagenomics and population sequencing aim to recover the genomic sequences of the species in the sample, which could be of high diversity. Methods geared towards single sequence reconstruction are not sensitive enough when applied in this setting. We introduce a generative probabilistic model of read generation from environmental samples and present Genovo, a novel de novo sequence assembler that discovers likely sequence reconstructions under the model. A Chinese restaurant process prior accounts for the unknown number of genomes in the sample. Inference is made by applying a series of hill-climbing steps iteratively until convergence. We compare the performance of Genovo to three other short read assembly programs across one synthetic dataset and eight metagenomic datasets created using the 454 platform, the largest of which has 311k reads. Genovo's reconstructions cover more bases and recover more genes than the other methods, and yield a higher assembly score.
Koenig, Agnès; Bügler, Jürgen; Kirsch, Dieter; Köhler, Fritz; Weyermann, Céline
2015-01-01
An ink dating method based on solvent analysis was recently developed using thermal desorption followed by gas chromatography/mass spectrometry (GC/MS) and is currently implemented in several forensic laboratories. The main aims of this work were to implement this method in a new laboratory to evaluate whether results were comparable at three levels: (i) validation criteria, (ii) aging curves, and (iii) results interpretation. While the results were indeed comparable in terms of validation, the method proved to be very sensitive to maintenances. Moreover, the aging curves were influenced by ink composition, as well as storage conditions (particularly when the samples were not stored in "normal" room conditions). Finally, as current interpretation models showed limitations, an alternative model based on slope calculation was proposed. However, in the future, a probabilistic approach may represent a better solution to deal with ink sample inhomogeneity. © 2014 American Academy of Forensic Science.
bayesPop: Probabilistic Population Projections
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
DOE Office of Scientific and Technical Information (OSTI.GOV)
Balkey, K.; Witt, F.J.; Bishop, B.A.
1995-06-01
Significant attention has been focused on the issue of reactor vessel pressurized thermal shock (PTS) for many years. Pressurized thermal shock transient events are characterized by a rapid cooldown at potentially high pressure levels that could lead to a reactor vessel integrity concern for some pressurized water reactors. As a result of regulatory and industry efforts in the early 1980`s, a probabilistic risk assessment methodology has been established to address this concern. Probabilistic fracture mechanics analyses are performed as part of this methodology to determine conditional probability of significant flaw extension for given pressurized thermal shock events. While recent industrymore » efforts are underway to benchmark probabilistic fracture mechanics computer codes that are currently used by the nuclear industry, Part I of this report describes the comparison of two independent computer codes used at the time of the development of the original U.S. Nuclear Regulatory Commission (NRC) pressurized thermal shock rule. The work that was originally performed in 1982 and 1983 to compare the U.S. NRC - VISA and Westinghouse (W) - PFM computer codes has been documented and is provided in Part I of this report. Part II of this report describes the results of more recent industry efforts to benchmark PFM computer codes used by the nuclear industry. This study was conducted as part of the USNRC-EPRI Coordinated Research Program for reviewing the technical basis for pressurized thermal shock (PTS) analyses of the reactor pressure vessel. The work focused on the probabilistic fracture mechanics (PFM) analysis codes and methods used to perform the PTS calculations. An in-depth review of the methodologies was performed to verify the accuracy and adequacy of the various different codes. The review was structured around a series of benchmark sample problems to provide a specific context for discussion and examination of the fracture mechanics methodology.« less
Information fusion methods based on physical laws.
Rao, Nageswara S V; Reister, David B; Barhen, Jacob
2005-01-01
We consider systems whose parameters satisfy certain easily computable physical laws. Each parameter is directly measured by a number of sensors, or estimated using measurements, or both. The measurement process may introduce both systematic and random errors which may then propagate into the estimates. Furthermore, the actual parameter values are not known since every parameter is measured or estimated, which makes the existing sample-based fusion methods inapplicable. We propose a fusion method for combining the measurements and estimators based on the least violation of physical laws that relate the parameters. Under fairly general smoothness and nonsmoothness conditions on the physical laws, we show the asymptotic convergence of our method and also derive distribution-free performance bounds based on finite samples. For suitable choices of the fuser classes, we show that for each parameter the fused estimate is probabilistically at least as good as its best measurement as well as best estimate. We illustrate the effectiveness of this method for a practical problem of fusing well-log data in methane hydrate exploration.
Influence Diagrams as Decision-Making Tools for Pesticide Risk Management
The pesticide policy arena is filled with discussion of probabilistic approaches to assess ecological risk, however, similar discussions about implementing formal probabilistic methods in pesticide risk decision making are less common. An influence diagram approach is proposed f...
Environmental probabilistic quantitative assessment methodologies
Crovelli, R.A.
1995-01-01
In this paper, four petroleum resource assessment methodologies are presented as possible pollution assessment methodologies, even though petroleum as a resource is desirable, whereas pollution is undesirable. A methodology is defined in this paper to consist of a probability model and a probabilistic method, where the method is used to solve the model. The following four basic types of probability models are considered: 1) direct assessment, 2) accumulation size, 3) volumetric yield, and 4) reservoir engineering. Three of the four petroleum resource assessment methodologies were written as microcomputer systems, viz. TRIAGG for direct assessment, APRAS for accumulation size, and FASPU for reservoir engineering. A fourth microcomputer system termed PROBDIST supports the three assessment systems. The three assessment systems have different probability models but the same type of probabilistic method. The type of advantages of the analytic method are in computational speed and flexibility, making it ideal for a microcomputer. -from Author
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
On the Accuracy of Probabilistic Bucking Load Prediction
NASA Technical Reports Server (NTRS)
Arbocz, Johann; Starnes, James H.; Nemeth, Michael P.
2001-01-01
The buckling strength of thin-walled stiffened or unstiffened, metallic or composite shells is of major concern in aeronautical and space applications. The difficulty to predict the behavior of axially compressed thin-walled cylindrical shells continues to worry design engineers as we enter the third millennium. Thanks to extensive research programs in the late sixties and early seventies and the contributions of many eminent scientists, it is known that buckling strength calculations are affected by the uncertainties in the definition of the parameters of the problem such as definition of loads, material properties, geometric variables, edge support conditions, and the accuracy of the engineering models and analysis tools used in the design phase. The NASA design criteria monographs from the late sixties account for these design uncertainties by the use of a lump sum safety factor. This so-called 'empirical knockdown factor gamma' usually results in overly conservative design. Recently new reliability based probabilistic design procedure for buckling critical imperfect shells have been proposed. It essentially consists of a stochastic approach which introduces an improved 'scientific knockdown factor lambda(sub a)', that is not as conservative as the traditional empirical one. In order to incorporate probabilistic methods into a High Fidelity Analysis Approach one must be able to assess the accuracy of the various steps that must be executed to complete a reliability calculation. In the present paper the effect of size of the experimental input sample on the predicted value of the scientific knockdown factor lambda(sub a) calculated by the First-Order, Second-Moment Method is investigated.
Denovan, Andrew; Dagnall, Neil; Drinkwater, Kenneth; Parker, Andrew
2018-01-01
This study assessed the extent to which within-individual variation in schizotypy and paranormal belief influenced performance on probabilistic reasoning tasks. A convenience sample of 725 non-clinical adults completed measures assessing schizotypy (Oxford-Liverpool Inventory of Feelings and Experiences; O-Life brief), belief in the paranormal (Revised Paranormal Belief Scale; RPBS) and probabilistic reasoning (perception of randomness, conjunction fallacy, paranormal perception of randomness, and paranormal conjunction fallacy). Latent profile analysis (LPA) identified four distinct groups: class 1, low schizotypy and low paranormal belief (43.9% of sample); class 2, moderate schizotypy and moderate paranormal belief (18.2%); class 3, moderate schizotypy (high cognitive disorganization) and low paranormal belief (29%); and class 4, moderate schizotypy and high paranormal belief (8.9%). Identification of homogeneous classes provided a nuanced understanding of the relative contribution of schizotypy and paranormal belief to differences in probabilistic reasoning performance. Multivariate analysis of covariance revealed that groups with lower levels of paranormal belief (classes 1 and 3) performed significantly better on perception of randomness, but not conjunction problems. Schizotypy had only a negligible effect on performance. Further analysis indicated that framing perception of randomness and conjunction problems in a paranormal context facilitated performance for all groups but class 4. PMID:29434562
Denovan, Andrew; Dagnall, Neil; Drinkwater, Kenneth; Parker, Andrew
2018-01-01
This study assessed the extent to which within-individual variation in schizotypy and paranormal belief influenced performance on probabilistic reasoning tasks. A convenience sample of 725 non-clinical adults completed measures assessing schizotypy (Oxford-Liverpool Inventory of Feelings and Experiences; O-Life brief), belief in the paranormal (Revised Paranormal Belief Scale; RPBS) and probabilistic reasoning (perception of randomness, conjunction fallacy, paranormal perception of randomness, and paranormal conjunction fallacy). Latent profile analysis (LPA) identified four distinct groups: class 1, low schizotypy and low paranormal belief (43.9% of sample); class 2, moderate schizotypy and moderate paranormal belief (18.2%); class 3, moderate schizotypy (high cognitive disorganization) and low paranormal belief (29%); and class 4, moderate schizotypy and high paranormal belief (8.9%). Identification of homogeneous classes provided a nuanced understanding of the relative contribution of schizotypy and paranormal belief to differences in probabilistic reasoning performance. Multivariate analysis of covariance revealed that groups with lower levels of paranormal belief (classes 1 and 3) performed significantly better on perception of randomness, but not conjunction problems. Schizotypy had only a negligible effect on performance. Further analysis indicated that framing perception of randomness and conjunction problems in a paranormal context facilitated performance for all groups but class 4.
Perez-Cruz, Pedro E.; dos Santos, Renata; Silva, Thiago Buosi; Crovador, Camila Souza; Nascimento, Maria Salete de Angelis; Hall, Stacy; Fajardo, Julieta; Bruera, Eduardo; Hui, David
2014-01-01
Context Survival prognostication is important during end-of-life. The accuracy of clinician prediction of survival (CPS) over time has not been well characterized. Objectives To examine changes in prognostication accuracy during the last 14 days of life in a cohort of patients with advanced cancer admitted to two acute palliative care units and to compare the accuracy between the temporal and probabilistic approaches. Methods Physicians and nurses prognosticated survival daily for cancer patients in two hospitals until death/discharge using two prognostic approaches: temporal and probabilistic. We assessed accuracy for each method daily during the last 14 days of life comparing accuracy at day −14 (baseline) with accuracy at each time point using a test of proportions. Results 6718 temporal and 6621 probabilistic estimations were provided by physicians and nurses for 311 patients, respectively. Median (interquartile range) survival was 8 (4, 20) days. Temporal CPS had low accuracy (10–40%) and did not change over time. In contrast, probabilistic CPS was significantly more accurate (p<.05 at each time point) but decreased close to death. Conclusion Probabilistic CPS was consistently more accurate than temporal CPS over the last 14 days of life; however, its accuracy decreased as patients approached death. Our findings suggest that better tools to predict impending death are necessary. PMID:24746583
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.
Martin, Sébastien; Troccaz, Jocelyne; Daanenc, Vincent
2010-04-01
The authors present a fully automatic algorithm for the segmentation of the prostate in three-dimensional magnetic resonance (MR) images. The approach requires the use of an anatomical atlas which is built by computing transformation fields mapping a set of manually segmented images to a common reference. These transformation fields are then applied to the manually segmented structures of the training set in order to get a probabilistic map on the atlas. The segmentation is then realized through a two stage procedure. In the first stage, the processed image is registered to the probabilistic atlas. Subsequently, a probabilistic segmentation is obtained by mapping the probabilistic map of the atlas to the patient's anatomy. In the second stage, a deformable surface evolves toward the prostate boundaries by merging information coming from the probabilistic segmentation, an image feature model and a statistical shape model. During the evolution of the surface, the probabilistic segmentation allows the introduction of a spatial constraint that prevents the deformable surface from leaking in an unlikely configuration. The proposed method is evaluated on 36 exams that were manually segmented by a single expert. A median Dice similarity coefficient of 0.86 and an average surface error of 2.41 mm are achieved. By merging prior knowledge, the presented method achieves a robust and completely automatic segmentation of the prostate in MR images. Results show that the use of a spatial constraint is useful to increase the robustness of the deformable model comparatively to a deformable surface that is only driven by an image appearance model.
General Purpose Probabilistic Programming Platform with Effective Stochastic Inference
2018-04-01
2.2 Venture 10 2.3 BayesDB 12 2.4 Picture 17 2.5 MetaProb 20 3.0 METHODS , ASSUMPTIONS, AND PROCEDURES 22 4.0 RESULTS AND DISCUSSION 23 4.1...The methods section outlines the research approach. The results and discussion section gives representative quantitative and qualitative results...modeling via CrossCat, a probabilistic method that emulates many of the judgment calls ordinarily made by a human data analyst. This AI assistance
Superposition-Based Analysis of First-Order Probabilistic Timed Automata
NASA Astrophysics Data System (ADS)
Fietzke, Arnaud; Hermanns, Holger; Weidenbach, Christoph
This paper discusses the analysis of first-order probabilistic timed automata (FPTA) by a combination of hierarchic first-order superposition-based theorem proving and probabilistic model checking. We develop the overall semantics of FPTAs and prove soundness and completeness of our method for reachability properties. Basically, we decompose FPTAs into their time plus first-order logic aspects on the one hand, and their probabilistic aspects on the other hand. Then we exploit the time plus first-order behavior by hierarchic superposition over linear arithmetic. The result of this analysis is the basis for the construction of a reachability equivalent (to the original FPTA) probabilistic timed automaton to which probabilistic model checking is finally applied. The hierarchic superposition calculus required for the analysis is sound and complete on the first-order formulas generated from FPTAs. It even works well in practice. We illustrate the potential behind it with a real-life DHCP protocol example, which we analyze by means of tool chain support.
NASA Astrophysics Data System (ADS)
Klügel, J.
2006-12-01
Deterministic scenario-based seismic hazard analysis has a long tradition in earthquake engineering for developing the design basis of critical infrastructures like dams, transport infrastructures, chemical plants and nuclear power plants. For many applications besides of the design of infrastructures it is of interest to assess the efficiency of the design measures taken. These applications require a method allowing to perform a meaningful quantitative risk analysis. A new method for a probabilistic scenario-based seismic risk analysis has been developed based on a probabilistic extension of proven deterministic methods like the MCE- methodology. The input data required for the method are entirely based on the information which is necessary to perform any meaningful seismic hazard analysis. The method is based on the probabilistic risk analysis approach common for applications in nuclear technology developed originally by Kaplan & Garrick (1981). It is based (1) on a classification of earthquake events into different size classes (by magnitude), (2) the evaluation of the frequency of occurrence of events, assigned to the different classes (frequency of initiating events, (3) the development of bounding critical scenarios assigned to each class based on the solution of an optimization problem and (4) in the evaluation of the conditional probability of exceedance of critical design parameters (vulnerability analysis). The advantage of the method in comparison with traditional PSHA consists in (1) its flexibility, allowing to use different probabilistic models for earthquake occurrence as well as to incorporate advanced physical models into the analysis, (2) in the mathematically consistent treatment of uncertainties, and (3) in the explicit consideration of the lifetime of the critical structure as a criterion to formulate different risk goals. The method was applied for the evaluation of the risk of production interruption losses of a nuclear power plant during its residual lifetime.
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.
Delavande, Adeline; Manski, Charles F
2010-01-01
This article reports new empirical evidence on probabilistic polling , which asks persons to state in percent-chance terms the likelihood that they will vote and for whom. Before the 2008 presidential election, seven waves of probabilistic questions were administered biweekly to participants in the American Life Panel (ALP). Actual voting behavior was reported after the election. We find that responses to the verbal and probabilistic questions are well-aligned ordinally. Moreover, the probabilistic responses predict voting behavior beyond what is possible using verbal responses alone. The probabilistic responses have more predictive power in early August, and the verbal responses have more power in late October. However, throughout the sample period, one can predict voting behavior better using both types of responses than either one alone. Studying the longitudinal pattern of responses, we segment respondents into those who are consistently pro-Obama , consistently anti-Obama , and undecided/vacillators . Membership in the consistently pro- or anti-Obama group is an almost perfect predictor of actual voting behavior, while the undecided/vacillators group has more nuanced voting behavior. We find that treating the ALP as a panel improves predictive power: current and previous polling responses together provide more predictive power than do current responses alone.
A novel probabilistic framework for event-based speech recognition
NASA Astrophysics Data System (ADS)
Juneja, Amit; Espy-Wilson, Carol
2003-10-01
One of the reasons for unsatisfactory performance of the state-of-the-art automatic speech recognition (ASR) systems is the inferior acoustic modeling of low-level acoustic-phonetic information in the speech signal. An acoustic-phonetic approach to ASR, on the other hand, explicitly targets linguistic information in the speech signal, but such a system for continuous speech recognition (CSR) is not known to exist. A probabilistic and statistical framework for CSR based on the idea of the representation of speech sounds by bundles of binary valued articulatory phonetic features is proposed. Multiple probabilistic sequences of linguistically motivated landmarks are obtained using binary classifiers of manner phonetic features-syllabic, sonorant and continuant-and the knowledge-based acoustic parameters (APs) that are acoustic correlates of those features. The landmarks are then used for the extraction of knowledge-based APs for source and place phonetic features and their binary classification. Probabilistic landmark sequences are constrained using manner class language models for isolated or connected word recognition. The proposed method could overcome the disadvantages encountered by the early acoustic-phonetic knowledge-based systems that led the ASR community to switch to systems highly dependent on statistical pattern analysis methods and probabilistic language or grammar models.
Bucci, Monica; Mandelli, Maria Luisa; Berman, Jeffrey I.; Amirbekian, Bagrat; Nguyen, Christopher; Berger, Mitchel S.; Henry, Roland G.
2013-01-01
Introduction Diffusion MRI tractography has been increasingly used to delineate white matter pathways in vivo for which the leading clinical application is presurgical mapping of eloquent regions. However, there is rare opportunity to quantify the accuracy or sensitivity of these approaches to delineate white matter fiber pathways in vivo due to the lack of a gold standard. Intraoperative electrical stimulation (IES) provides a gold standard for the location and existence of functional motor pathways that can be used to determine the accuracy and sensitivity of fiber tracking algorithms. In this study we used intraoperative stimulation from brain tumor patients as a gold standard to estimate the sensitivity and accuracy of diffusion tensor MRI (DTI) and q-ball models of diffusion with deterministic and probabilistic fiber tracking algorithms for delineation of motor pathways. Methods We used preoperative high angular resolution diffusion MRI (HARDI) data (55 directions, b = 2000 s/mm2) acquired in a clinically feasible time frame from 12 patients who underwent a craniotomy for resection of a cerebral glioma. The corticospinal fiber tracts were delineated with DTI and q-ball models using deterministic and probabilistic algorithms. We used cortical and white matter IES sites as a gold standard for the presence and location of functional motor pathways. Sensitivity was defined as the true positive rate of delineating fiber pathways based on cortical IES stimulation sites. For accuracy and precision of the course of the fiber tracts, we measured the distance between the subcortical stimulation sites and the tractography result. Positive predictive rate of the delineated tracts was assessed by comparison of subcortical IES motor function (upper extremity, lower extremity, face) with the connection of the tractography pathway in the motor cortex. Results We obtained 21 cortical and 8 subcortical IES sites from intraoperative mapping of motor pathways. Probabilistic q-ball had the best sensitivity (79%) as determined from cortical IES compared to deterministic q-ball (50%), probabilistic DTI (36%), and deterministic DTI (10%). The sensitivity using the q-ball algorithm (65%) was significantly higher than using DTI (23%) (p < 0.001) and the probabilistic algorithms (58%) were more sensitive than deterministic approaches (30%) (p = 0.003). Probabilistic q-ball fiber tracks had the smallest offset to the subcortical stimulation sites. The offsets between diffusion fiber tracks and subcortical IES sites were increased significantly for those cases where the diffusion fiber tracks were visibly thinner than expected. There was perfect concordance between the subcortical IES function (e.g. hand stimulation) and the cortical connection of the nearest diffusion fiber track (e.g. upper extremity cortex). Discussion This study highlights the tremendous utility of intraoperative stimulation sites to provide a gold standard from which to evaluate diffusion MRI fiber tracking methods and has provided an object standard for evaluation of different diffusion models and approaches to fiber tracking. The probabilistic q-ball fiber tractography was significantly better than DTI methods in terms of sensitivity and accuracy of the course through the white matter. The commonly used DTI fiber tracking approach was shown to have very poor sensitivity (as low as 10% for deterministic DTI fiber tracking) for delineation of the lateral aspects of the corticospinal tract in our study. Effects of the tumor/edema resulted in significantly larger offsets between the subcortical IES and the preoperative fiber tracks. The provided data show that probabilistic HARDI tractography is the most objective and reproducible analysis but given the small sample and number of stimulation points a generalization about our results should be given with caution. Indeed our results inform the capabilities of preoperative diffusion fiber tracking and indicate that such data should be used carefully when making pre-surgical and intra-operative management decisions. PMID:24273719
A probabilistic QMRA of Salmonella in direct agricultural reuse of treated municipal wastewater.
Amha, Yamrot M; Kumaraswamy, Rajkumari; Ahmad, Farrukh
2015-01-01
Developing reliable quantitative microbial risk assessment (QMRA) procedures aids in setting recommendations on reuse applications of treated wastewater. In this study, a probabilistic QMRA to determine the risk of Salmonella infections resulting from the consumption of edible crops irrigated with treated wastewater was conducted. Quantitative polymerase chain reaction (qPCR) was used to enumerate Salmonella spp. in post-disinfected samples, where they showed concentrations ranging from 90 to 1,600 cells/100 mL. The results were used to construct probabilistic exposure models for the raw consumption of three vegetables (lettuce, cabbage, and cucumber) irrigated with treated wastewater, and to estimate the disease burden using Monte Carlo analysis. The results showed elevated median disease burden, when compared with acceptable disease burden set by the World Health Organization, which is 10⁻⁶ disability-adjusted life years per person per year. Of the three vegetables considered, lettuce showed the highest risk of infection in all scenarios considered, while cucumber showed the lowest risk. The results of the Salmonella concentration obtained with qPCR were compared with the results of Escherichia coli concentration for samples taken on the same sampling dates.
Barbraud, C.; Nichols, J.D.; Hines, J.E.; Hafner, H.
2003-01-01
Coloniality has mainly been studied from an evolutionary perspective, but relatively few studies have developed methods for modelling colony dynamics. Changes in number of colonies over time provide a useful tool for predicting and evaluating the responses of colonial species to management and to environmental disturbance. Probabilistic Markov process models have been recently used to estimate colony site dynamics using presence-absence data when all colonies are detected in sampling efforts. Here, we define and develop two general approaches for the modelling and analysis of colony dynamics for sampling situations in which all colonies are, and are not, detected. For both approaches, we develop a general probabilistic model for the data and then constrain model parameters based on various hypotheses about colony dynamics. We use Akaike's Information Criterion (AIC) to assess the adequacy of the constrained models. The models are parameterised with conditional probabilities of local colony site extinction and colonization. Presence-absence data arising from Pollock's robust capture-recapture design provide the basis for obtaining unbiased estimates of extinction, colonization, and detection probabilities when not all colonies are detected. This second approach should be particularly useful in situations where detection probabilities are heterogeneous among colony sites. The general methodology is illustrated using presence-absence data on two species of herons (Purple Heron, Ardea purpurea and Grey Heron, Ardea cinerea). Estimates of the extinction and colonization rates showed interspecific differences and strong temporal and spatial variations. We were also able to test specific predictions about colony dynamics based on ideas about habitat change and metapopulation dynamics. We recommend estimators based on probabilistic modelling for future work on colony dynamics. We also believe that this methodological framework has wide application to problems in animal ecology concerning metapopulation and community dynamics.
Villalpando, Salvador; García-Guerra, Armando; Ramírez-Silva, Claudia Ivonne; Mejía-Rodríguez, Fabiola; Matute, Guadalupe; Shamah-Levy, Teresa; Rivera, Juan A
2003-01-01
To describe the epidemiology of iron, zinc and iodide deficiencies in a probabilistic sample of Mexican women and children and explore its association with some dietary and socio-demographic variables. We carried out in 1999 an epidemiological description of iron (percent transferrin saturation, PTS, < 16%), serum zinc (< 65 ug/dl) and iodide (< 50 ug/l urine) deficiencies in a probabilistic sample of 1,363 Mexican children under 12 years and of 731 women of child-bearing age. Serum iron, Total Iron Binding Capacity (TIBC) and zinc were measured by atomic absorption spectrometry, and urinary iodide by a colorimetric method. Logistic regression models explored determinants for such micromineral deficiencies. Iron deficiency was higher (67%) in infants < 2 years of age. Prevalence declined (34-39%) at school age. The prevalence for iron deficiency in women was 40%. Zinc deficiency was higher in infants < 2 years of age (34%) than in school-age children (19-24%). Prevalence in women was 30%, with no rural/urban difference. In women the likelihood of iron deficiency decreased as SEL improved (p = 0.04) and increased with the intake of cereals (p = 0.01). The likelihood of low serum zinc levels was greater in women and children of low socioeconomic level (SEL) (p < 0.02 and p = 0.001) iodide deficiency was negligible in both children and women. The data shows high prevalence of iron deficiency-specially in infants 12 to 24 months of age. It is suggested that in older children and women 12 to 49 years of age that iron bioavailability is low. The prevalence of zinc deficiency was also very high. The English version of this paper is available too at: http://www.insp.mx/salud/index.html.
A DATA-DRIVEN MODEL FOR SPECTRA: FINDING DOUBLE REDSHIFTS IN THE SLOAN DIGITAL SKY SURVEY
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tsalmantza, P.; Hogg, David W., E-mail: vivitsal@mpia.de
2012-07-10
We present a data-driven method-heteroscedastic matrix factorization, a kind of probabilistic factor analysis-for modeling or performing dimensionality reduction on observed spectra or other high-dimensional data with known but non-uniform observational uncertainties. The method uses an iterative inverse-variance-weighted least-squares minimization procedure to generate a best set of basis functions. The method is similar to principal components analysis (PCA), but with the substantial advantage that it uses measurement uncertainties in a responsible way and accounts naturally for poorly measured and missing data; it models the variance in the noise-deconvolved data space. A regularization can be applied, in the form of a smoothnessmore » prior (inspired by Gaussian processes) or a non-negative constraint, without making the method prohibitively slow. Because the method optimizes a justified scalar (related to the likelihood), the basis provides a better fit to the data in a probabilistic sense than any PCA basis. We test the method on Sloan Digital Sky Survey (SDSS) spectra, concentrating on spectra known to contain two redshift components: these are spectra of gravitational lens candidates and massive black hole binaries. We apply a hypothesis test to compare one-redshift and two-redshift models for these spectra, utilizing the data-driven model trained on a random subset of all SDSS spectra. This test confirms 129 of the 131 lens candidates in our sample and all of the known binary candidates, and turns up very few false positives.« less
Huang, Guangzao; Yuan, Mingshun; Chen, Moliang; Li, Lei; You, Wenjie; Li, Hanjie; Cai, James J; Ji, Guoli
2017-10-07
The application of machine learning in cancer diagnostics has shown great promise and is of importance in clinic settings. Here we consider applying machine learning methods to transcriptomic data derived from tumor-educated platelets (TEPs) from individuals with different types of cancer. We aim to define a reliability measure for diagnostic purposes to increase the potential for facilitating personalized treatments. To this end, we present a novel classification method called MFRB (for Multiple Fitting Regression and Bayes decision), which integrates the process of multiple fitting regression (MFR) with Bayes decision theory. MFR is first used to map multidimensional features of the transcriptomic data into a one-dimensional feature. The probability density function of each class in the mapped space is then adjusted using the Gaussian probability density function. Finally, the Bayes decision theory is used to build a probabilistic classifier with the estimated probability density functions. The output of MFRB can be used to determine which class a sample belongs to, as well as to assign a reliability measure for a given class. The classical support vector machine (SVM) and probabilistic SVM (PSVM) are used to evaluate the performance of the proposed method with simulated and real TEP datasets. Our results indicate that the proposed MFRB method achieves the best performance compared to SVM and PSVM, mainly due to its strong generalization ability for limited, imbalanced, and noisy data.
Probabilistic modelling of flood events using the entropy copula
NASA Astrophysics Data System (ADS)
Li, Fan; Zheng, Qian
2016-11-01
The estimation of flood frequency is vital for the flood control strategies and hydraulic structure design. Generating synthetic flood events according to statistical properties of observations is one of plausible methods to analyze the flood frequency. Due to the statistical dependence among the flood event variables (i.e. the flood peak, volume and duration), a multidimensional joint probability estimation is required. Recently, the copula method is widely used for multivariable dependent structure construction, however, the copula family should be chosen before application and the choice process is sometimes rather subjective. The entropy copula, a new copula family, employed in this research proposed a way to avoid the relatively subjective process by combining the theories of copula and entropy. The analysis shows the effectiveness of the entropy copula for probabilistic modelling the flood events of two hydrological gauges, and a comparison of accuracy with the popular copulas was made. The Gibbs sampling technique was applied for trivariate flood events simulation in order to mitigate the calculation difficulties of extending to three dimension directly. The simulation results indicate that the entropy copula is a simple and effective copula family for trivariate flood simulation.
NASA Astrophysics Data System (ADS)
Maldonado, Jessica; Povich, Matthew S.
2016-01-01
We present a novel method for constraining the duration of star formation in very young, massive star-forming regions. Constraints on stellar population ages are derived from probabilistic HR diagrams (pHRDs) generated by fitting stellar model spectra to the infrared (IR) spectral energy distributions (SEDs) of Herbig Ae/Be stars and their less-evolved, pre-main sequence progenitors. Stellar samples for the pHRDs are selected based on the detection of X-ray emission associated with the IR source, and the lack of detectible IR excess emission at wavelengths ≤4.5 µm. The SED model fits were used to create two-dimensional probability distributions of the stellar parameters, specifically bolometric luminosity versus temperature and mass versus evolutionary age. We present first results from the pHRD analysis of the relatively evolved Carina Nebula and the unevolved M17 SWex infrared dark cloud, which reveal the expected, strikingly different star formation durations between these two regions. In the future, we will apply this method to analyze available X-ray and IR data from the MYStIX project on other Galactic massive star forming regions within 3 kpc of the Sun.
Quantification of Campylobacter jejuni contamination on chicken carcasses in France.
Duqué, Benjamin; Daviaud, Samuel; Guillou, Sandrine; Haddad, Nabila; Membré, Jeanne-Marie
2018-04-01
Highly prevalent in poultry, Campylobacter is a foodborne pathogen which remains the primary cause of enteritis in humans. Several studies have determined prevalence and contamination level of this pathogen throughout the food chain. However it is generally performed in a deterministic way without considering heterogeneity of contamination level. The purpose of this study was to quantify, using probabilistic tools, the contamination level of Campylobacter spp. on chicken carcasses after air-chilling step in several slaughterhouses in France. From a dataset (530 data) containing censored data (concentration <10CFU/g), several factors were considered, including the month of sampling, the farming method (standard vs certified) and the sampling area (neck vs leg). All probabilistic analyses were performed in R using fitdistrplus, mc2d and nada packages. The uncertainty (i.e. error) generated by the presence of censored data was small (ca 1 log 10 ) in comparison to the variability (i.e. heterogeneity) of contamination level (3 log 10 or more), strengthening the probabilistic analysis and facilitating result interpretation. The sampling period and sampling area (neck/leg) had a significant effect on Campylobacter contamination level. More precisely, two "seasons" were distinguished: one from January to May, another one from June to December. During the June-to-December season, the mean Campylobacter concentration was estimated to 2.6 [2.4; 2.8] log 10 (CFU/g) and 1.8 [1.5; 2.0] log 10 (CFU/g) for neck and leg, respectively. The probability of having >1000CFU/g (higher limit of European microbial criterion) was estimated to 35.3% and 12.6%, for neck and leg, respectively. In contrast, during January-to-May season, the mean contamination level was estimated to 1.0 [0.6; 1.3] log 10 (CFU/g) and 0.6 [0.3; 0.9] log 10 (CFU/g) for neck and leg, respectively. The probability of having >1000CFU/g was estimated to 13.5% and 2.0% for neck and leg, respectively. An accurate quantification of contamination level enables industrials to better adapt their processing and hygiene practices. These results will also help in refining exposure assessment models. Copyright © 2017 Elsevier Ltd. All rights reserved.
Robust infrared targets tracking with covariance matrix representation
NASA Astrophysics Data System (ADS)
Cheng, Jian
2009-07-01
Robust infrared target tracking is an important and challenging research topic in many military and security applications, such as infrared imaging guidance, infrared reconnaissance, scene surveillance, etc. To effectively tackle the nonlinear and non-Gaussian state estimation problems, particle filtering is introduced to construct the theory framework of infrared target tracking. Under this framework, the observation probabilistic model is one of main factors for infrared targets tracking performance. In order to improve the tracking performance, covariance matrices are introduced to represent infrared targets with the multi-features. The observation probabilistic model can be constructed by computing the distance between the reference target's and the target samples' covariance matrix. Because the covariance matrix provides a natural tool for integrating multiple features, and is scale and illumination independent, target representation with covariance matrices can hold strong discriminating ability and robustness. Two experimental results demonstrate the proposed method is effective and robust for different infrared target tracking, such as the sensor ego-motion scene, and the sea-clutter scene.
NASA Technical Reports Server (NTRS)
Duda, David P.; Minnis, Patrick
2009-01-01
Previous studies have shown that probabilistic forecasting may be a useful method for predicting persistent contrail formation. A probabilistic forecast to accurately predict contrail formation over the contiguous United States (CONUS) is created by using meteorological data based on hourly meteorological analyses from the Advanced Regional Prediction System (ARPS) and from the Rapid Update Cycle (RUC) as well as GOES water vapor channel measurements, combined with surface and satellite observations of contrails. Two groups of logistic models were created. The first group of models (SURFACE models) is based on surface-based contrail observations supplemented with satellite observations of contrail occurrence. The second group of models (OUTBREAK models) is derived from a selected subgroup of satellite-based observations of widespread persistent contrails. The mean accuracies for both the SURFACE and OUTBREAK models typically exceeded 75 percent when based on the RUC or ARPS analysis data, but decreased when the logistic models were derived from ARPS forecast data.
Template-based protein structure modeling using the RaptorX web server.
Källberg, Morten; Wang, Haipeng; Wang, Sheng; Peng, Jian; Wang, Zhiyong; Lu, Hui; Xu, Jinbo
2012-07-19
A key challenge of modern biology is to uncover the functional role of the protein entities that compose cellular proteomes. To this end, the availability of reliable three-dimensional atomic models of proteins is often crucial. This protocol presents a community-wide web-based method using RaptorX (http://raptorx.uchicago.edu/) for protein secondary structure prediction, template-based tertiary structure modeling, alignment quality assessment and sophisticated probabilistic alignment sampling. RaptorX distinguishes itself from other servers by the quality of the alignment between a target sequence and one or multiple distantly related template proteins (especially those with sparse sequence profiles) and by a novel nonlinear scoring function and a probabilistic-consistency algorithm. Consequently, RaptorX delivers high-quality structural models for many targets with only remote templates. At present, it takes RaptorX ~35 min to finish processing a sequence of 200 amino acids. Since its official release in August 2011, RaptorX has processed ~6,000 sequences submitted by ~1,600 users from around the world.
Template-based protein structure modeling using the RaptorX web server
Källberg, Morten; Wang, Haipeng; Wang, Sheng; Peng, Jian; Wang, Zhiyong; Lu, Hui; Xu, Jinbo
2016-01-01
A key challenge of modern biology is to uncover the functional role of the protein entities that compose cellular proteomes. To this end, the availability of reliable three-dimensional atomic models of proteins is often crucial. This protocol presents a community-wide web-based method using RaptorX (http://raptorx.uchicago.edu/) for protein secondary structure prediction, template-based tertiary structure modeling, alignment quality assessment and sophisticated probabilistic alignment sampling. RaptorX distinguishes itself from other servers by the quality of the alignment between a target sequence and one or multiple distantly related template proteins (especially those with sparse sequence profiles) and by a novel nonlinear scoring function and a probabilistic-consistency algorithm. Consequently, RaptorX delivers high-quality structural models for many targets with only remote templates. At present, it takes RaptorX ~35 min to finish processing a sequence of 200 amino acids. Since its official release in August 2011, RaptorX has processed ~6,000 sequences submitted by ~1,600 users from around the world. PMID:22814390
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
NASA Technical Reports Server (NTRS)
1992-01-01
The technical effort and computer code developed during the first year are summarized. Several formulations for Probabilistic Finite Element Analysis (PFEA) are described with emphasis on the selected formulation. The strategies being implemented in the first-version computer code to perform linear, elastic PFEA is described. The results of a series of select Space Shuttle Main Engine (SSME) component surveys are presented. These results identify the critical components and provide the information necessary for probabilistic structural analysis.
Incremental dynamical downscaling for probabilistic analysis based on multiple GCM projections
NASA Astrophysics Data System (ADS)
Wakazuki, Y.
2015-12-01
A dynamical downscaling method for probabilistic regional scale climate change projections was developed to cover an uncertainty of multiple general circulation model (GCM) climate simulations. The climatological increments (future minus present climate states) estimated by GCM simulation results were statistically analyzed using the singular vector decomposition. Both positive and negative perturbations from the ensemble mean with the magnitudes of their standard deviations were extracted and were added to the ensemble mean of the climatological increments. The analyzed multiple modal increments were utilized to create multiple modal lateral boundary conditions for the future climate regional climate model (RCM) simulations by adding to an objective analysis data. This data handling is regarded to be an advanced method of the pseudo-global-warming (PGW) method previously developed by Kimura and Kitoh (2007). The incremental handling for GCM simulations realized approximated probabilistic climate change projections with the smaller number of RCM simulations. Three values of a climatological variable simulated by RCMs for a mode were used to estimate the response to the perturbation of the mode. For the probabilistic analysis, climatological variables of RCMs were assumed to show linear response to the multiple modal perturbations, although the non-linearity was seen for local scale rainfall. Probability of temperature was able to be estimated within two modes perturbation simulations, where the number of RCM simulations for the future climate is five. On the other hand, local scale rainfalls needed four modes simulations, where the number of the RCM simulations is nine. The probabilistic method is expected to be used for regional scale climate change impact assessment in the future.
Probabilistic structural analysis using a general purpose finite element program
NASA Astrophysics Data System (ADS)
Riha, D. S.; Millwater, H. R.; Thacker, B. H.
1992-07-01
This paper presents an accurate and efficient method to predict the probabilistic response for structural response quantities, such as stress, displacement, natural frequencies, and buckling loads, by combining the capabilities of MSC/NASTRAN, including design sensitivity analysis and fast probability integration. Two probabilistic structural analysis examples have been performed and verified by comparison with Monte Carlo simulation of the analytical solution. The first example consists of a cantilevered plate with several point loads. The second example is a probabilistic buckling analysis of a simply supported composite plate under in-plane loading. The coupling of MSC/NASTRAN and fast probability integration is shown to be orders of magnitude more efficient than Monte Carlo simulation with excellent accuracy.
PCEMCAN - Probabilistic Ceramic Matrix Composites Analyzer: User's Guide, Version 1.0
NASA Technical Reports Server (NTRS)
Shah, Ashwin R.; Mital, Subodh K.; Murthy, Pappu L. N.
1998-01-01
PCEMCAN (Probabalistic CEramic Matrix Composites ANalyzer) is an integrated computer code developed at NASA Lewis Research Center that simulates uncertainties associated with the constituent properties, manufacturing process, and geometric parameters of fiber reinforced ceramic matrix composites and quantifies their random thermomechanical behavior. The PCEMCAN code can perform the deterministic as well as probabilistic analyses to predict thermomechanical properties. This User's guide details the step-by-step procedure to create input file and update/modify the material properties database required to run PCEMCAN computer code. An overview of the geometric conventions, micromechanical unit cell, nonlinear constitutive relationship and probabilistic simulation methodology is also provided in the manual. Fast probability integration as well as Monte-Carlo simulation methods are available for the uncertainty simulation. Various options available in the code to simulate probabilistic material properties and quantify sensitivity of the primitive random variables have been described. The description of deterministic as well as probabilistic results have been described using demonstration problems. For detailed theoretical description of deterministic and probabilistic analyses, the user is referred to the companion documents "Computational Simulation of Continuous Fiber-Reinforced Ceramic Matrix Composite Behavior," NASA TP-3602, 1996 and "Probabilistic Micromechanics and Macromechanics for Ceramic Matrix Composites", NASA TM 4766, June 1997.
Multiscale/Multifunctional Probabilistic Composite Fatigue
NASA Technical Reports Server (NTRS)
Chamis, Christos C.
2010-01-01
A multilevel (multiscale/multifunctional) 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.
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.
76 FR 28102 - Notice of Issuance of Regulatory Guide
Federal Register 2010, 2011, 2012, 2013, 2014
2011-05-13
..., Probabilistic Risk Assessment Branch, Division of Risk Analysis, Office of Nuclear Regulatory Research, U.S... approaches and methods (whether quantitative or qualitative, deterministic or probabilistic), data, and... uses in evaluating specific problems or postulated accidents, and data that the staff needs in its...
New decoding methods of interleaved burst error-correcting codes
NASA Astrophysics Data System (ADS)
Nakano, Y.; Kasahara, M.; Namekawa, T.
1983-04-01
A probabilistic method of single burst error correction, using the syndrome correlation of subcodes which constitute the interleaved code, is presented. This method makes it possible to realize a high capability of burst error correction with less decoding delay. By generalizing this method it is possible to obtain probabilistic method of multiple (m-fold) burst error correction. After estimating the burst error positions using syndrome correlation of subcodes which are interleaved m-fold burst error detecting codes, this second method corrects erasure errors in each subcode and m-fold burst errors. The performance of these two methods is analyzed via computer simulation, and their effectiveness is demonstrated.
Weickert, Thomas W.; Goldberg, Terry E.; Egan, Michael F.; Apud, Jose A.; Meeter, Martijn; Myers, Catherine E.; Gluck, Mark A; Weinberger, Daniel R.
2010-01-01
Background While patients with schizophrenia display an overall probabilistic category learning performance deficit, the extent to which this deficit occurs in unaffected siblings of patients with schizophrenia is unknown. There are also discrepant findings regarding probabilistic category learning acquisition rate and performance in patients with schizophrenia. Methods A probabilistic category learning test was administered to 108 patients with schizophrenia, 82 unaffected siblings, and 121 healthy participants. Results Patients with schizophrenia displayed significant differences from their unaffected siblings and healthy participants with respect to probabilistic category learning acquisition rates. Although siblings on the whole failed to differ from healthy participants on strategy and quantitative indices of overall performance and learning acquisition, application of a revised learning criterion enabling classification into good and poor learners based on individual learning curves revealed significant differences between percentages of sibling and healthy poor learners: healthy (13.2%), siblings (34.1%), patients (48.1%), yielding a moderate relative risk. Conclusions These results clarify previous discrepant findings pertaining to probabilistic category learning acquisition rate in schizophrenia and provide the first evidence for the relative risk of probabilistic category learning abnormalities in unaffected siblings of patients with schizophrenia, supporting genetic underpinnings of probabilistic category learning deficits in schizophrenia. These findings also raise questions regarding the contribution of antipsychotic medication to the probabilistic category learning deficit in schizophrenia. The distinction between good and poor learning may be used to inform genetic studies designed to detect schizophrenia risk alleles. PMID:20172502
Probabilistic liquefaction triggering based on the cone penetration test
Moss, R.E.S.; Seed, R.B.; Kayen, R.E.; Stewart, J.P.; Tokimatsu, K.
2005-01-01
Performance-based earthquake engineering requires a probabilistic treatment of potential failure modes in order to accurately quantify the overall stability of the system. This paper is a summary of the application portions of the probabilistic liquefaction triggering correlations proposed recently proposed by Moss and co-workers. To enable probabilistic treatment of liquefaction triggering, the variables comprising the seismic load and the liquefaction resistance were treated as inherently uncertain. Supporting data from an extensive Cone Penetration Test (CPT)-based liquefaction case history database were used to develop a probabilistic correlation. The methods used to measure the uncertainty of the load and resistance variables, how the interactions of these variables were treated using Bayesian updating, and how reliability analysis was applied to produce curves of equal probability of liquefaction are presented. The normalization for effective overburden stress, the magnitude correlated duration weighting factor, and the non-linear shear mass participation factor used are also discussed.
Probabilistically modeling lava flows with MOLASSES
NASA Astrophysics Data System (ADS)
Richardson, J. A.; Connor, L.; Connor, C.; Gallant, E.
2017-12-01
Modeling lava flows through Cellular Automata methods enables a computationally inexpensive means to quickly forecast lava flow paths and ultimate areal extents. We have developed a lava flow simulator, MOLASSES, that forecasts lava flow inundation over an elevation model from a point source eruption. This modular code can be implemented in a deterministic fashion with given user inputs that will produce a single lava flow simulation. MOLASSES can also be implemented in a probabilistic fashion where given user inputs define parameter distributions that are randomly sampled to create many lava flow simulations. This probabilistic approach enables uncertainty in input data to be expressed in the model results and MOLASSES outputs a probability map of inundation instead of a determined lava flow extent. Since the code is comparatively fast, we use it probabilistically to investigate where potential vents are located that may impact specific sites and areas, as well as the unconditional probability of lava flow inundation of sites or areas from any vent. We have validated the MOLASSES code to community-defined benchmark tests and to the real world lava flows at Tolbachik (2012-2013) and Pico do Fogo (2014-2015). To determine the efficacy of the MOLASSES simulator at accurately and precisely mimicking the inundation area of real flows, we report goodness of fit using both model sensitivity and the Positive Predictive Value, the latter of which is a Bayesian posterior statistic. Model sensitivity is often used in evaluating lava flow simulators, as it describes how much of the lava flow was successfully modeled by the simulation. We argue that the positive predictive value is equally important in determining how good a simulator is, as it describes the percentage of the simulation space that was actually inundated by lava.
[Methodological design of the National Health and Nutrition Survey 2016].
Romero-Martínez, Martín; Shamah-Levy, Teresa; Cuevas-Nasu, Lucía; Gómez-Humarán, Ignacio Méndez; Gaona-Pineda, Elsa Berenice; Gómez-Acosta, Luz María; Rivera-Dommarco, Juan Ángel; Hernández-Ávila, Mauricio
2017-01-01
Describe the design methodology of the halfway health and nutrition national survey (Ensanut-MC) 2016. The Ensanut-MC is a national probabilistic survey whose objective population are the inhabitants of private households in Mexico. The sample size was determined to make inferences on the urban and rural areas in four regions. Describes main design elements: target population, topics of study, sampling procedure, measurement procedure and logistics organization. A final sample of 9 479 completed household interviews, and a sample of 16 591 individual interviews. The response rate for households was 77.9%, and the response rate for individuals was 91.9%. The Ensanut-MC probabilistic design allows valid statistical inferences about interest parameters for Mexico´s public health and nutrition, specifically on overweight, obesity and diabetes mellitus. Updated information also supports the monitoring, updating and formulation of new policies and priority programs.
Development of probabilistic emission inventories of air toxics for Jacksonville, Florida, USA.
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.
Offerman, Theo; Palley, Asa B
2016-01-01
Strictly proper scoring rules are designed to truthfully elicit subjective probabilistic beliefs from risk neutral agents. Previous experimental studies have identified two problems with this method: (i) risk aversion causes agents to bias their reports toward the probability of [Formula: see text], and (ii) for moderate beliefs agents simply report [Formula: see text]. Applying a prospect theory model of risk preferences, we show that loss aversion can explain both of these behavioral phenomena. Using the insights of this model, we develop a simple off-the-shelf probability assessment mechanism that encourages loss-averse agents to report true beliefs. In an experiment, we demonstrate the effectiveness of this modification in both eliminating uninformative reports and eliciting true probabilistic beliefs.
Developing and Implementing the Data Mining Algorithms in RAVEN
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sen, Ramazan Sonat; Maljovec, Daniel Patrick; Alfonsi, Andrea
The RAVEN code is becoming a comprehensive tool to perform probabilistic risk assessment, uncertainty quantification, and verification and validation. The RAVEN code is being developed to support many programs and to provide a set of methodologies and algorithms for advanced analysis. Scientific computer codes can generate enormous amounts of data. To post-process and analyze such data might, in some cases, take longer than the initial software runtime. Data mining algorithms/methods help in recognizing and understanding patterns in the data, and thus discover knowledge in databases. The methodologies used in the dynamic probabilistic risk assessment or in uncertainty and error quantificationmore » analysis couple system/physics codes with simulation controller codes, such as RAVEN. RAVEN introduces both deterministic and stochastic elements into the simulation while the system/physics code model the dynamics deterministically. A typical analysis is performed by sampling values of a set of parameter values. A major challenge in using dynamic probabilistic risk assessment or uncertainty and error quantification analysis for a complex system is to analyze the large number of scenarios generated. Data mining techniques are typically used to better organize and understand data, i.e. recognizing patterns in the data. This report focuses on development and implementation of Application Programming Interfaces (APIs) for different data mining algorithms, and the application of these algorithms to different databases.« less
Long, Chengjiang; Hua, Gang; Kapoor, Ashish
2015-01-01
We present a noise resilient probabilistic model for active learning of a Gaussian process classifier from crowds, i.e., a set of noisy labelers. It explicitly models both the overall label noise and the expertise level of each individual labeler with two levels of flip models. Expectation propagation is adopted for efficient approximate Bayesian inference of our probabilistic model for classification, based on which, a generalized EM algorithm is derived to estimate both the global label noise and the expertise of each individual labeler. The probabilistic nature of our model immediately allows the adoption of the prediction entropy for active selection of data samples to be labeled, and active selection of high quality labelers based on their estimated expertise to label the data. We apply the proposed model for four visual recognition tasks, i.e., object category recognition, multi-modal activity recognition, gender recognition, and fine-grained classification, on four datasets with real crowd-sourced labels from the Amazon Mechanical Turk. The experiments clearly demonstrate the efficacy of the proposed model. In addition, we extend the proposed model with the Predictive Active Set Selection Method to speed up the active learning system, whose efficacy is verified by conducting experiments on the first three datasets. The results show our extended model can not only preserve a higher accuracy, but also achieve a higher efficiency. PMID:26924892
NASA Astrophysics Data System (ADS)
Papaioannou, George; Vasiliades, Lampros; Loukas, Athanasios; Aronica, Giuseppe T.
2017-04-01
Probabilistic flood inundation mapping is performed and analysed at the ungauged Xerias stream reach, Volos, Greece. The study evaluates the uncertainty introduced by the roughness coefficient values on hydraulic models in flood inundation modelling and mapping. The well-established one-dimensional (1-D) hydraulic model, HEC-RAS is selected and linked to Monte-Carlo simulations of hydraulic roughness. Terrestrial Laser Scanner data have been used to produce a high quality DEM for input data uncertainty minimisation and to improve determination accuracy on stream channel topography required by the hydraulic model. Initial Manning's n roughness coefficient values are based on pebble count field surveys and empirical formulas. Various theoretical probability distributions are fitted and evaluated on their accuracy to represent the estimated roughness values. Finally, Latin Hypercube Sampling has been used for generation of different sets of Manning roughness values and flood inundation probability maps have been created with the use of Monte Carlo simulations. Historical flood extent data, from an extreme historical flash flood event, are used for validation of the method. The calibration process is based on a binary wet-dry reasoning with the use of Median Absolute Percentage Error evaluation metric. The results show that the proposed procedure supports probabilistic flood hazard mapping at ungauged rivers and provides water resources managers with valuable information for planning and implementing flood risk mitigation strategies.
NASA Astrophysics Data System (ADS)
Chen, Tzikang J.; Shiao, Michael
2016-04-01
This paper verified a generic and efficient assessment concept for probabilistic fatigue life management. The concept is developed based on an integration of damage tolerance methodology, simulations methods1, 2, and a probabilistic algorithm RPI (recursive probability integration)3-9 considering maintenance for damage tolerance and risk-based fatigue life management. RPI is an efficient semi-analytical probabilistic method for risk assessment subjected to various uncertainties such as the variability in material properties including crack growth rate, initial flaw size, repair quality, random process modeling of flight loads for failure analysis, and inspection reliability represented by probability of detection (POD). In addition, unlike traditional Monte Carlo simulations (MCS) which requires a rerun of MCS when maintenance plan is changed, RPI can repeatedly use a small set of baseline random crack growth histories excluding maintenance related parameters from a single MCS for various maintenance plans. In order to fully appreciate the RPI method, a verification procedure was performed. In this study, MC simulations in the orders of several hundred billions were conducted for various flight conditions, material properties, and inspection scheduling, POD and repair/replacement strategies. Since the MC simulations are time-consuming methods, the simulations were conducted parallelly on DoD High Performance Computers (HPC) using a specialized random number generator for parallel computing. The study has shown that RPI method is several orders of magnitude more efficient than traditional Monte Carlo simulations.
[Macronutrient food sources in a probabilistic sample of Brazilian adults].
de Souza, Danielle Ribeiro; Ados njos, Luiz Antonio; Wahrlich, Vivian; de Vasconcellos, Mauricio Teixeira Leite
2015-05-01
Once it is available, the information on food intake (FI) may enable the development of strategies to intervene, monitor and explore dietary patterns with more sophisticated statistical methods. Thus, the purpose of this study was to document the quantitative dietary characteristics in a probabilistic sample of adults in Niterói in the State of Rio de Janeiro. A 24-hour dietary recall of a typical day was conducted. The food eaten by most adults (> 50%) was white rice, coffee, black beans, refined sugar and French bread. Whole milk was ingested by more adults than skimmed or semi-skimmed milk. Beef was ingested by more adults than chicken, fish or pork. More adults ingested sodas than fruit juices and fruits were eaten by a relatively high percentage of adults (63.3%). The combination of white rice, black beans, beef and French bread was responsible for at least 25% of energy, protein and carbohydrate and 17% of lipids. A total of 65 food items accounted for approximately 90% of energy and macronutrients. The list generated is somewhat similar to the one used in a similar survey conducted in São Paulo. The list can serve as the basis for a single food frequency questionnaire to be used for the southeastern Brazilian urban population.
Extending the Fellegi-Sunter probabilistic record linkage method for approximate field comparators.
DuVall, Scott L; Kerber, Richard A; Thomas, Alun
2010-02-01
Probabilistic record linkage is a method commonly used to determine whether demographic records refer to the same person. The Fellegi-Sunter method is a probabilistic approach that uses field weights based on log likelihood ratios to determine record similarity. This paper introduces an extension of the Fellegi-Sunter method that incorporates approximate field comparators in the calculation of field weights. The data warehouse of a large academic medical center was used as a case study. The approximate comparator extension was compared with the Fellegi-Sunter method in its ability to find duplicate records previously identified in the data warehouse using different demographic fields and matching cutoffs. The approximate comparator extension misclassified 25% fewer pairs and had a larger Welch's T statistic than the Fellegi-Sunter method for all field sets and matching cutoffs. The accuracy gain provided by the approximate comparator extension grew as less information was provided and as the matching cutoff increased. Given the ubiquity of linkage in both clinical and research settings, the incremental improvement of the extension has the potential to make a considerable impact.
Probabilistic framework for product design optimization and risk management
NASA Astrophysics Data System (ADS)
Keski-Rahkonen, J. K.
2018-05-01
Probabilistic methods have gradually gained ground within engineering practices but currently it is still the industry standard to use deterministic safety margin approaches to dimensioning components and qualitative methods to manage product risks. These methods are suitable for baseline design work but quantitative risk management and product reliability optimization require more advanced predictive approaches. Ample research has been published on how to predict failure probabilities for mechanical components and furthermore to optimize reliability through life cycle cost analysis. This paper reviews the literature for existing methods and tries to harness their best features and simplify the process to be applicable in practical engineering work. Recommended process applies Monte Carlo method on top of load-resistance models to estimate failure probabilities. Furthermore, it adds on existing literature by introducing a practical framework to use probabilistic models in quantitative risk management and product life cycle costs optimization. The main focus is on mechanical failure modes due to the well-developed methods used to predict these types of failures. However, the same framework can be applied on any type of failure mode as long as predictive models can be developed.
Enhancement of the Probabilistic CEramic Matrix Composite ANalyzer (PCEMCAN) Computer Code
NASA Technical Reports Server (NTRS)
Shah, Ashwin
2000-01-01
This report represents a final technical report for Order No. C-78019-J entitled "Enhancement of the Probabilistic Ceramic Matrix Composite Analyzer (PCEMCAN) Computer Code." The scope of the enhancement relates to including the probabilistic evaluation of the D-Matrix terms in MAT2 and MAT9 material properties card (available in CEMCAN code) for the MSC/NASTRAN. Technical activities performed during the time period of June 1, 1999 through September 3, 1999 have been summarized, and the final version of the enhanced PCEMCAN code and revisions to the User's Manual is delivered along with. Discussions related to the performed activities were made to the NASA Project Manager during the performance period. The enhanced capabilities have been demonstrated using sample problems.
Proceedings of the international meeting on thermal nuclear reactor safety. Vol. 1
DOE Office of Scientific and Technical Information (OSTI.GOV)
None
Separate abstracts are included for each of the papers presented concerning current issues in nuclear power plant safety; national programs in nuclear power plant safety; radiological source terms; probabilistic risk assessment methods and techniques; non LOCA and small-break-LOCA transients; safety goals; pressurized thermal shocks; applications of reliability and risk methods to probabilistic risk assessment; human factors and man-machine interface; and data bases and special applications.
Efficient Sensitivity Methods for Probabilistic Lifing and Engine Prognostics
2010-09-01
AFRL-RX-WP-TR-2010-4297 EFFICIENT SENSITIVITY METHODS FOR PROBABILISTIC LIFING AND ENGINE PROGNOSTICS Harry Millwater , Ronald Bagley, Jose...5c. PROGRAM ELEMENT NUMBER 62102F 6. AUTHOR(S) Harry Millwater , Ronald Bagley, Jose Garza, D. Wagner, Andrew Bates, and Andy Voorhees 5d...Reliability Assessment, MIL-HDBK-1823, 30 April 1999. 9. Leverant GR, Millwater HR, McClung RC, Enright MP, A New Tool for Design and Certification of
NASA Technical Reports Server (NTRS)
1991-01-01
The technical effort and computer code enhancements performed during the sixth year of the Probabilistic Structural Analysis Methods program are summarized. Various capabilities are described to probabilistically combine structural response and structural resistance to compute component reliability. A library of structural resistance models is implemented in the Numerical Evaluations of Stochastic Structures Under Stress (NESSUS) code that included fatigue, fracture, creep, multi-factor interaction, and other important effects. In addition, a user interface was developed for user-defined resistance models. An accurate and efficient reliability method was developed and was successfully implemented in the NESSUS code to compute component reliability based on user-selected response and resistance models. A risk module was developed to compute component risk with respect to cost, performance, or user-defined criteria. The new component risk assessment capabilities were validated and demonstrated using several examples. Various supporting methodologies were also developed in support of component risk assessment.
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.
NASA Technical Reports Server (NTRS)
Boyce, Lola; Lovelace, Thomas B.
1989-01-01
FORTRAN program RANDOM2 is presented in the form of a user's manual. 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. Details of the theoretical background, input data instructions, and a sample problem illustrating the use of the program are included.
NASA Technical Reports Server (NTRS)
Boyce, Lola; Lovelace, Thomas B.
1989-01-01
FORTRAN programs RANDOM3 and RANDOM4 are documented in the form of a user's manual. Both programs are based on fatigue strength reduction, using a probabilistic constitutive model. The programs predict the random lifetime of an engine component to reach a given fatigue strength. The theoretical backgrounds, input data instructions, and sample problems illustrating the use of the programs are included.
Ambiguity and Uncertainty in Probabilistic Inference.
1983-09-01
whether one was to judge the like- lihood that the majority or minority position was true . In order to sample a wide range of values of n and p, 40...AFD-A133 418 AMBIGUITY AND UNCERTAINTY IN PROBABILISTIC INFERENCE i/i U CLRS (U) CHICGO UNIT’ IL CENTER FOR DECISION RESERCH H J EINHORN ET AL. SEP...been demonstrated experimentally (Becker & Brownson, 1964; Yates & Zukowski, 1976). On the other hand, the process by which such second-order uncertainty
Source Detection with Bayesian Inference on ROSAT All-Sky Survey Data Sample
NASA Astrophysics Data System (ADS)
Guglielmetti, F.; Voges, W.; Fischer, R.; Boese, G.; Dose, V.
2004-07-01
We employ Bayesian inference for the joint estimation of sources and background on ROSAT All-Sky Survey (RASS) data. The probabilistic method allows for detection improvement of faint extended celestial sources compared to the Standard Analysis Software System (SASS). Background maps were estimated in a single step together with the detection of sources without pixel censoring. Consistent uncertainties of background and sources are provided. The source probability is evaluated for single pixels as well as for pixel domains to enhance source detection of weak and extended sources.
Krejsa, Martin; Janas, Petr; Yilmaz, Işık; Marschalko, Marian; Bouchal, Tomas
2013-01-01
The load-carrying system of each construction should fulfill several conditions which represent reliable criteria in the assessment procedure. It is the theory of structural reliability which determines probability of keeping required properties of constructions. Using this theory, it is possible to apply probabilistic computations based on the probability theory and mathematic statistics. Development of those methods has become more and more popular; it is used, in particular, in designs of load-carrying structures with the required level or reliability when at least some input variables in the design are random. The objective of this paper is to indicate the current scope which might be covered by the new method—Direct Optimized Probabilistic Calculation (DOProC) in assessments of reliability of load-carrying structures. DOProC uses a purely numerical approach without any simulation techniques. This provides more accurate solutions to probabilistic tasks, and, in some cases, such approach results in considerably faster completion of computations. DOProC can be used to solve efficiently a number of probabilistic computations. A very good sphere of application for DOProC is the assessment of the bolt reinforcement in the underground and mining workings. For the purposes above, a special software application—“Anchor”—has been developed. PMID:23935412
Tipton, John; Hooten, Mevin B.; Goring, Simon
2017-01-01
Scientific records of temperature and precipitation have been kept for several hundred years, but for many areas, only a shorter record exists. To understand climate change, there is a need for rigorous statistical reconstructions of the paleoclimate using proxy data. Paleoclimate proxy data are often sparse, noisy, indirect measurements of the climate process of interest, making each proxy uniquely challenging to model statistically. We reconstruct spatially explicit temperature surfaces from sparse and noisy measurements recorded at historical United States military forts and other observer stations from 1820 to 1894. One common method for reconstructing the paleoclimate from proxy data is principal component regression (PCR). With PCR, one learns a statistical relationship between the paleoclimate proxy data and a set of climate observations that are used as patterns for potential reconstruction scenarios. We explore PCR in a Bayesian hierarchical framework, extending classical PCR in a variety of ways. First, we model the latent principal components probabilistically, accounting for measurement error in the observational data. Next, we extend our method to better accommodate outliers that occur in the proxy data. Finally, we explore alternatives to the truncation of lower-order principal components using different regularization techniques. One fundamental challenge in paleoclimate reconstruction efforts is the lack of out-of-sample data for predictive validation. Cross-validation is of potential value, but is computationally expensive and potentially sensitive to outliers in sparse data scenarios. To overcome the limitations that a lack of out-of-sample records presents, we test our methods using a simulation study, applying proper scoring rules including a computationally efficient approximation to leave-one-out cross-validation using the log score to validate model performance. The result of our analysis is a spatially explicit reconstruction of spatio-temporal temperature from a very sparse historical record.
One of the major recommendations of the National Academy of Science to the USEPA, NMFS and USFWS was to utilize probabilistic methods when assessing the risks of pesticides to federally listed endangered and threatened species. The Terrestrial Investigation Model (TIM, version 3....
Three key areas of scientific inquiry in the study of human exposure to environmental contaminants are 1) assessment of aggregate (i.e., multi-pathway, multi-route) exposures, 2) application of probabilistic methods to exposure prediction, and 3) the interpretation of biomarker m...
EXPERIENCES WITH USING PROBABILISTIC EXPOSURE ANALYSIS METHODS IN THE U.S. EPA
Over the past decade various Offices and Programs within the U.S. EPA have either initiated or increased the development and application of probabilistic exposure analysis models. These models have been applied to a broad range of research or regulatory problems in EPA, such as e...
Sampling Using a Fixed Number of Trees Per Plot
Hans T. Schreuder
2004-01-01
The fixed number of trees sample design proposed by Jonsson and others (1992) may be dangerous in applications if a probabilistic framework of sampling is desired. The procedure can be seriously biased. Examples are given here.Publication Web Site:http://www.fs.fed.us/rm/pubs/rmrs_rn017.html
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.
Unsupervised Ensemble Anomaly Detection Using Time-Periodic Packet Sampling
NASA Astrophysics Data System (ADS)
Uchida, Masato; Nawata, Shuichi; Gu, Yu; Tsuru, Masato; Oie, Yuji
We propose an anomaly detection method for finding patterns in network traffic that do not conform to legitimate (i.e., normal) behavior. The proposed method trains a baseline model describing the normal behavior of network traffic without using manually labeled traffic data. The trained baseline model is used as the basis for comparison with the audit network traffic. This anomaly detection works in an unsupervised manner through the use of time-periodic packet sampling, which is used in a manner that differs from its intended purpose — the lossy nature of packet sampling is used to extract normal packets from the unlabeled original traffic data. Evaluation using actual traffic traces showed that the proposed method has false positive and false negative rates in the detection of anomalies regarding TCP SYN packets comparable to those of a conventional method that uses manually labeled traffic data to train the baseline model. Performance variation due to the probabilistic nature of sampled traffic data is mitigated by using ensemble anomaly detection that collectively exploits multiple baseline models in parallel. Alarm sensitivity is adjusted for the intended use by using maximum- and minimum-based anomaly detection that effectively take advantage of the performance variations among the multiple baseline models. Testing using actual traffic traces showed that the proposed anomaly detection method performs as well as one using manually labeled traffic data and better than one using randomly sampled (unlabeled) traffic data.
Data analysis using scale-space filtering and Bayesian probabilistic reasoning
NASA Technical Reports Server (NTRS)
Kulkarni, Deepak; Kutulakos, Kiriakos; Robinson, Peter
1991-01-01
This paper describes a program for analysis of output curves from Differential Thermal Analyzer (DTA). The program first extracts probabilistic qualitative features from a DTA curve of a soil sample, and then uses Bayesian probabilistic reasoning to infer the mineral in the soil. The qualifier module employs a simple and efficient extension of scale-space filtering suitable for handling DTA data. We have observed that points can vanish from contours in the scale-space image when filtering operations are not highly accurate. To handle the problem of vanishing points, perceptual organizations heuristics are used to group the points into lines. Next, these lines are grouped into contours by using additional heuristics. Probabilities are associated with these contours using domain-specific correlations. A Bayes tree classifier processes probabilistic features to infer the presence of different minerals in the soil. Experiments show that the algorithm that uses domain-specific correlation to infer qualitative features outperforms a domain-independent algorithm that does not.
Intimate partner violence in Europe: design and methods of a multinational study.
Costa, Diogo; Soares, Joaquim J F; Lindert, Jutta; Hatzidimitriadou, Eleni; Karlsso, Andreas; Sundin, Örjan; Toth, Olga; Ioannidi-Kapolou, Ellisabeth; Degomme, Olivier; Cervilla, Jorge; Barros, Henrique
2013-01-01
To describe the design, methods, procedures and characteristics of the population involved in a study designed to compare Intimate Partner Violence (IPV) in eight European countries. Women and men aged 18-65, living in Ghent-Belgium (n = 245), Stuttgart-Germany (n = 546), Athens-Greece (n = 548), Budapest-Hungary (n = 604), Porto-Portugal (n = 635), Granada-Spain (n = 138), Östersund-Sweden (n = 592), London-United Kingdom (n = 571), were sampled and administered a common questionnaire. Chi-square goodness of fit and five-age strata population fractions ratios for sex and education were computed to evaluate samples' representativeness. Differences in the age distributions were found among women from Sweden and Portugal and among men from Belgium, Hungary, Portugal and Sweden. Over-recruitment of more educated respondents was noted in all sites. The use of a common research protocol with the same structured questionnaire is likely to provide accurate estimates of the general population IPV frequency, despite limitations in probabilistic sampling and restrictions in methods of administration. Copyright © 2012 SESPAS. Published by Elsevier Espana. All rights reserved.
Geographic Information Systems to Assess External Validity in Randomized Trials.
Savoca, Margaret R; Ludwig, David A; Jones, Stedman T; Jason Clodfelter, K; Sloop, Joseph B; Bollhalter, Linda Y; Bertoni, Alain G
2017-08-01
To support claims that RCTs can reduce health disparities (i.e., are translational), it is imperative that methodologies exist to evaluate the tenability of external validity in RCTs when probabilistic sampling of participants is not employed. Typically, attempts at establishing post hoc external validity are limited to a few comparisons across convenience variables, which must be available in both sample and population. A Type 2 diabetes RCT was used as an example of a method that uses a geographic information system to assess external validity in the absence of a priori probabilistic community-wide diabetes risk sampling strategy. A geographic information system, 2009-2013 county death certificate records, and 2013-2014 electronic medical records were used to identify community-wide diabetes prevalence. Color-coded diabetes density maps provided visual representation of these densities. Chi-square goodness of fit statistic/analysis tested the degree to which distribution of RCT participants varied across density classes compared to what would be expected, given simple random sampling of the county population. Analyses were conducted in 2016. Diabetes prevalence areas as represented by death certificate and electronic medical records were distributed similarly. The simple random sample model was not a good fit for death certificate record (chi-square, 17.63; p=0.0001) and electronic medical record data (chi-square, 28.92; p<0.0001). Generally, RCT participants were oversampled in high-diabetes density areas. Location is a highly reliable "principal variable" associated with health disparities. It serves as a directly measurable proxy for high-risk underserved communities, thus offering an effective and practical approach for examining external validity of RCTs. Copyright © 2017 American Journal of Preventive Medicine. Published by Elsevier Inc. All rights reserved.
Probabilistic finite elements for fatigue and fracture analysis
NASA Astrophysics Data System (ADS)
Belytschko, Ted; Liu, Wing Kam
Attenuation is focused on the development of Probabilistic Finite Element Method (PFEM), which combines the finite element method with statistics and reliability methods, and its application to linear, nonlinear structural mechanics problems and fracture mechanics problems. The computational tool based on the Stochastic Boundary Element Method is also given for the reliability analysis of a curvilinear fatigue crack growth. The existing PFEM's have been applied to solve for two types of problems: (1) determination of the response uncertainty in terms of the means, variance and correlation coefficients; and (2) determination the probability of failure associated with prescribed limit states.
Probabilistic finite elements for fatigue and fracture analysis
NASA Technical Reports Server (NTRS)
Belytschko, Ted; Liu, Wing Kam
1992-01-01
Attenuation is focused on the development of Probabilistic Finite Element Method (PFEM), which combines the finite element method with statistics and reliability methods, and its application to linear, nonlinear structural mechanics problems and fracture mechanics problems. The computational tool based on the Stochastic Boundary Element Method is also given for the reliability analysis of a curvilinear fatigue crack growth. The existing PFEM's have been applied to solve for two types of problems: (1) determination of the response uncertainty in terms of the means, variance and correlation coefficients; and (2) determination the probability of failure associated with prescribed limit states.
Saadat, Victoria M
2015-01-01
The dissolution of the USSR resulted in independence for constituent republics but left them battling an unstable economic environment and healthcare. Increases in injection drug use, prostitution, and migration were all widespread responses to this transition and have contributed to the emergence of an HIV epidemic in the countries of former Soviet Union. Researchers have begun to identify the risks of HIV infection as well as the barriers to HIV testing and treatment in the former Soviet Union. Significant methodological challenges have arisen and need to be addressed. The objective of this review is to determine common threads in HIV research in the former Soviet Union and provide useful recommendations for future research studies. In this systematic review of the literature, Pubmed was searched for English-language studies using the key search terms "HIV", "AIDS", "human immunodeficiency virus", "acquired immune deficiency syndrome", "Central Asia", "Kazakhstan", "Kyrgyzstan", "Uzbekistan", "Tajikistan", "Turkmenistan", "Russia", "Ukraine", "Armenia", "Azerbaijan", and "Georgia". Studies were evaluated against eligibility criteria for inclusion. Thirty-nine studies were identified across the two main topic areas of HIV risk and barriers to testing and treatment, themes subsequently referred to as "risk" and "barriers". Study design was predominantly cross-sectional. The most frequently used sampling methods were peer-to-peer and non-probabilistic sampling. The most frequently reported risks were condom misuse, risky intercourse, and unsafe practices among injection drug users. Common barriers to testing included that testing was inconvenient, and that results would not remain confidential. Frequent barriers to treatment were based on a distrust in the treatment system. The findings of this review reveal methodological limitations that span the existing studies. Small sample size, cross-sectional design, and non-probabilistic sampling methods were frequently reported limitations. Future work is needed to examine barriers to testing and treatment as well as longitudinal studies on HIV risk over time in most-at-risk populations.
Probabilistic analysis of preload in the abutment screw of a dental implant complex.
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.
Janson, Lucas; Schmerling, Edward; Clark, Ashley; Pavone, Marco
2015-01-01
In this paper we present a novel probabilistic sampling-based motion planning algorithm called the Fast Marching Tree algorithm (FMT*). The algorithm is specifically aimed at solving complex motion planning problems in high-dimensional configuration spaces. This algorithm is proven to be asymptotically optimal and is shown to converge to an optimal solution faster than its state-of-the-art counterparts, chiefly PRM* and RRT*. The FMT* algorithm performs a “lazy” dynamic programming recursion on a predetermined number of probabilistically-drawn samples to grow a tree of paths, which moves steadily outward in cost-to-arrive space. As such, this algorithm combines features of both single-query algorithms (chiefly RRT) and multiple-query algorithms (chiefly PRM), and is reminiscent of the Fast Marching Method for the solution of Eikonal equations. As a departure from previous analysis approaches that are based on the notion of almost sure convergence, the FMT* algorithm is analyzed under the notion of convergence in probability: the extra mathematical flexibility of this approach allows for convergence rate bounds—the first in the field of optimal sampling-based motion planning. Specifically, for a certain selection of tuning parameters and configuration spaces, we obtain a convergence rate bound of order O(n−1/d+ρ), where n is the number of sampled points, d is the dimension of the configuration space, and ρ is an arbitrarily small constant. We go on to demonstrate asymptotic optimality for a number of variations on FMT*, namely when the configuration space is sampled non-uniformly, when the cost is not arc length, and when connections are made based on the number of nearest neighbors instead of a fixed connection radius. Numerical experiments over a range of dimensions and obstacle configurations confirm our the-oretical and heuristic arguments by showing that FMT*, for a given execution time, returns substantially better solutions than either PRM* or RRT*, especially in high-dimensional configuration spaces and in scenarios where collision-checking is expensive. PMID:27003958
Probabilistic numerical methods for PDE-constrained Bayesian inverse problems
NASA Astrophysics Data System (ADS)
Cockayne, Jon; Oates, Chris; Sullivan, Tim; Girolami, Mark
2017-06-01
This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for the impact of the discretisation of the forward problem. In particular, this drives statistical inferences to be more conservative in the presence of significant solver error. Theoretical results are presented describing rates of convergence for the posteriors in both the forward and inverse problems. This method is tested on a challenging inverse problem with a nonlinear forward model.
[National Health and Nutrition Survey 2012: design and coverage].
Romero-Martínez, Martín; Shamah-Levy, Teresa; Franco-Núñez, Aurora; Villalpando, Salvador; Cuevas-Nasu, Lucía; Gutiérrez, Juan Pablo; Rivera-Dommarco, Juan Ángel
2013-01-01
To describe the design and population coverage of the National Health and Nutrition Survey 2012 (NHNS 2012). The design of the NHNS 2012 is reported, as a probabilistic population based survey with a multi-stage and stratified sampling, as well as the sample inferential properties, the logistical procedures, and the obtained coverage. Household response rate for the NHNS 2012 was 87%, completing data from 50,528 households, where 96 031 individual interviews selected by age and 14,104 of ambulatory health services users were also obtained. The probabilistic design of the NHNS 2012 as well as its coverage allowed to generate inferences about health and nutrition conditions, health programs coverage, and access to health services. Because of their complex designs, all estimations from the NHNS 2012 must use the survey design: weights, primary sampling units, and stratus variables.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chen, Yousu; Etingov, Pavel V.; Ren, Huiying
This paper describes a probabilistic look-ahead contingency analysis application that incorporates smart sampling and high-performance computing (HPC) techniques. Smart sampling techniques are implemented to effectively represent the structure and statistical characteristics of uncertainty introduced by different sources in the power system. They can significantly reduce the data set size required for multiple look-ahead contingency analyses, and therefore reduce the time required to compute them. High-performance-computing (HPC) techniques are used to further reduce computational time. These two techniques enable a predictive capability that forecasts the impact of various uncertainties on potential transmission limit violations. The developed package has been tested withmore » real world data from the Bonneville Power Administration. Case study results are presented to demonstrate the performance of the applications developed.« less
Lim, Young-Il; Han, Janghee; Woo, Young-Ah; Kim, Jaejin; Kang, Myung Joo
2018-07-05
The purpose of this study was to determine the atorvastatin (ATV) content in process pharmaceutical powder sample using Raman spectroscopy. To establish the analysis method, the influence of the type of Raman measurements (back-scattering or transmission mode), preparation of calibration sample (simple admixing or granulation), sample pre-treatment (pelletization), and spectral pretreatment on the Raman spectra was investigated. The characteristic peak of the active compound was more distinctively detected in transmission Raman mode with a laser spot size of 4mm than in the back-scattering method. Preparation of calibration samples by wet granulation, identical to the actual manufacturing process, provided unchanged spectral patterns for the in process sample, with no changes and/or shifts in the spectrum. Pelletization before Raman analysis remarkably improved spectral reproducibility by decreasing the difference in density between the samples. Probabilistic quotient normalization led to accurate and consistent quantification of the ATV content in the calibration samples (standard error of cross validation: 1.21%). Moreover, the drug content in the granules obtained from five commercial batches were reliably quantified, with no statistical difference (p=0.09) with that obtained by HPLC assay. From these findings, we suggest that transmission Raman analysis may be a fast and non-invasive method for the quantification of ATV in actual manufacturing processes. Copyright © 2018 Elsevier B.V. All rights reserved.
NASA Astrophysics Data System (ADS)
Lim, Young-Il; Han, Janghee; Woo, Young-Ah; Kim, Jaejin; Kang, Myung Joo
2018-07-01
The purpose of this study was to determine the atorvastatin (ATV) content in process pharmaceutical powder sample using Raman spectroscopy. To establish the analysis method, the influence of the type of Raman measurements (back-scattering or transmission mode), preparation of calibration sample (simple admixing or granulation), sample pre-treatment (pelletization), and spectral pretreatment on the Raman spectra was investigated. The characteristic peak of the active compound was more distinctively detected in transmission Raman mode with a laser spot size of 4 mm than in the back-scattering method. Preparation of calibration samples by wet granulation, identical to the actual manufacturing process, provided unchanged spectral patterns for the in process sample, with no changes and/or shifts in the spectrum. Pelletization before Raman analysis remarkably improved spectral reproducibility by decreasing the difference in density between the samples. Probabilistic quotient normalization led to accurate and consistent quantification of the ATV content in the calibration samples (standard error of cross validation: 1.21%). Moreover, the drug content in the granules obtained from five commercial batches were reliably quantified, with no statistical difference (p = 0.09) with that obtained by HPLC assay. From these findings, we suggest that transmission Raman analysis may be a fast and non-invasive method for the quantification of ATV in actual manufacturing processes.
NASA Astrophysics Data System (ADS)
Sujadi, Imam; Kurniasih, Rini; Subanti, Sri
2017-05-01
In the era of 21st century learning, it needs to use technology as a learning media. Using Edmodo as a learning media is one of the options as the complement in learning process. However, this research focuses on the effectiveness of learning material using Edmodo. The aim of this research to determine whether the level of student's probabilistic thinking that use learning material with Edmodo is better than the existing learning materials (books) implemented to teach the subject of students grade 8th. This is quasi-experimental research using control group pretest and posttest. The population of this study was students grade 8 of SMPN 12 Surakarta and the sampling technique used random sampling. The analysis technique used to examine two independent sample using Kolmogorov-Smirnov test. The obtained value of test statistic is M=0.38, since 0.38 is the largest tabled critical one-tailed value M0.05=0.011. The result of the research is the learning materials with Edmodo more effectively to enhance the level of probabilistic thinking learners than the learning that use the existing learning materials (books). Therefore, learning material using Edmodo can be used in learning process. It can also be developed into another learning material through Edmodo.
A probabilistic bridge safety evaluation against floods.
Liao, Kuo-Wei; Muto, Yasunori; Chen, Wei-Lun; Wu, Bang-Ho
2016-01-01
To further capture the influences of uncertain factors on river bridge safety evaluation, a probabilistic approach is adopted. Because this is a systematic and nonlinear problem, MPP-based reliability analyses are not suitable. A sampling approach such as a Monte Carlo simulation (MCS) or importance sampling is often adopted. To enhance the efficiency of the sampling approach, this study utilizes Bayesian least squares support vector machines to construct a response surface followed by an MCS, providing a more precise safety index. Although there are several factors impacting the flood-resistant reliability of a bridge, previous experiences and studies show that the reliability of the bridge itself plays a key role. Thus, the goal of this study is to analyze the system reliability of a selected bridge that includes five limit states. The random variables considered here include the water surface elevation, water velocity, local scour depth, soil property and wind load. Because the first three variables are deeply affected by river hydraulics, a probabilistic HEC-RAS-based simulation is performed to capture the uncertainties in those random variables. The accuracy and variation of our solutions are confirmed by a direct MCS to ensure the applicability of the proposed approach. The results of a numerical example indicate that the proposed approach can efficiently provide an accurate bridge safety evaluation and maintain satisfactory variation.
Random mechanics: Nonlinear vibrations, turbulences, seisms, swells, fatigue
NASA Astrophysics Data System (ADS)
Kree, P.; Soize, C.
The random modeling of physical phenomena, together with probabilistic methods for the numerical calculation of random mechanical forces, are analytically explored. Attention is given to theoretical examinations such as probabilistic concepts, linear filtering techniques, and trajectory statistics. Applications of the methods to structures experiencing atmospheric turbulence, the quantification of turbulence, and the dynamic responses of the structures are considered. A probabilistic approach is taken to study the effects of earthquakes on structures and to the forces exerted by ocean waves on marine structures. Theoretical analyses by means of vector spaces and stochastic modeling are reviewed, as are Markovian formulations of Gaussian processes and the definition of stochastic differential equations. Finally, random vibrations with a variable number of links and linear oscillators undergoing the square of Gaussian processes are investigated.
Seismic, high wind, tornado, and probabilistic risk assessments of the High Flux Isotope Reactor
DOE Office of Scientific and Technical Information (OSTI.GOV)
Harris, S.P.; Stover, R.L.; Hashimoto, P.S.
1989-01-01
Natural phenomena analyses were performed on the High Flux Isotope Reactor (HFIR) Deterministic and probabilistic evaluations were made to determine the risks resulting from earthquakes, high winds, and tornadoes. Analytic methods in conjunction with field evaluations and an earthquake experience data base evaluation methods were used to provide more realistic results in a shorter amount of time. Plant modifications completed in preparation for HFIR restart and potential future enhancements are discussed. 5 figs.
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
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
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
A note on probabilistic models over strings: the linear algebra approach.
Bouchard-Côté, Alexandre
2013-12-01
Probabilistic models over strings have played a key role in developing methods that take into consideration indels as phylogenetically informative events. There is an extensive literature on using automata and transducers on phylogenies to do inference on these probabilistic models, in which an important theoretical question is the complexity of computing the normalization of a class of string-valued graphical models. This question has been investigated using tools from combinatorics, dynamic programming, and graph theory, and has practical applications in Bayesian phylogenetics. In this work, we revisit this theoretical question from a different point of view, based on linear algebra. The main contribution is a set of results based on this linear algebra view that facilitate the analysis and design of inference algorithms on string-valued graphical models. As an illustration, we use this method to give a new elementary proof of a known result on the complexity of inference on the "TKF91" model, a well-known probabilistic model over strings. Compared to previous work, our proving method is easier to extend to other models, since it relies on a novel weak condition, triangular transducers, which is easy to establish in practice. The linear algebra view provides a concise way of describing transducer algorithms and their compositions, opens the possibility of transferring fast linear algebra libraries (for example, based on GPUs), as well as low rank matrix approximation methods, to string-valued inference problems.
A COMPARISON OF GALAXY COUNTING TECHNIQUES IN SPECTROSCOPICALLY UNDERSAMPLED REGIONS
DOE Office of Scientific and Technical Information (OSTI.GOV)
Specian, Mike A.; Szalay, Alex S., E-mail: mspecia1@jhu.edu, E-mail: szalay@jhu.edu
2016-11-01
Accurate measures of galactic overdensities are invaluable for precision cosmology. Obtaining these measurements is complicated when members of one’s galaxy sample lack radial depths, most commonly derived via spectroscopic redshifts. In this paper, we utilize the Sloan Digital Sky Survey’s Main Galaxy Sample to compare seven methods of counting galaxies in cells when many of those galaxies lack redshifts. These methods fall into three categories: assigning galaxies discrete redshifts, scaling the numbers counted using regions’ spectroscopic completeness properties, and employing probabilistic techniques. We split spectroscopically undersampled regions into three types—those inside the spectroscopic footprint, those outside but adjacent to it,more » and those distant from it. Through Monte Carlo simulations, we demonstrate that the preferred counting techniques are a function of region type, cell size, and redshift. We conclude by reporting optimal counting strategies under a variety of conditions.« less
On the Measurement and Properties of Ambiguity in Probabilistic Expectations
ERIC Educational Resources Information Center
Pickett, Justin T.; Loughran, Thomas A.; Bushway, Shawn
2015-01-01
Survey respondents' probabilistic expectations are now widely used in many fields to study risk perceptions, decision-making processes, and behavior. Researchers have developed several methods to account for the fact that the probability of an event may be more ambiguous for some respondents than others, but few prior studies have empirically…
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
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.
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.
Hamiltonian Monte Carlo acceleration using surrogate functions with random bases.
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.
Probabilistic Design Storm Method for Improved Flood Estimation in Ungauged Catchments
NASA Astrophysics Data System (ADS)
Berk, Mario; Å pačková, Olga; Straub, Daniel
2017-12-01
The design storm approach with event-based rainfall-runoff models is a standard method for design flood estimation in ungauged catchments. The approach is conceptually simple and computationally inexpensive, but the underlying assumptions can lead to flawed design flood estimations. In particular, the implied average recurrence interval (ARI) neutrality between rainfall and runoff neglects uncertainty in other important parameters, leading to an underestimation of design floods. The selection of a single representative critical rainfall duration in the analysis leads to an additional underestimation of design floods. One way to overcome these nonconservative approximations is the use of a continuous rainfall-runoff model, which is associated with significant computational cost and requires rainfall input data that are often not readily available. As an alternative, we propose a novel Probabilistic Design Storm method that combines event-based flood modeling with basic probabilistic models and concepts from reliability analysis, in particular the First-Order Reliability Method (FORM). The proposed methodology overcomes the limitations of the standard design storm approach, while utilizing the same input information and models without excessive computational effort. Additionally, the Probabilistic Design Storm method allows deriving so-called design charts, which summarize representative design storm events (combinations of rainfall intensity and other relevant parameters) for floods with different return periods. These can be used to study the relationship between rainfall and runoff return periods. We demonstrate, investigate, and validate the method by means of an example catchment located in the Bavarian Pre-Alps, in combination with a simple hydrological model commonly used in practice.
Evidence-based risk communication: a systematic review.
Zipkin, Daniella A; Umscheid, Craig A; Keating, Nancy L; Allen, Elizabeth; Aung, KoKo; Beyth, Rebecca; Kaatz, Scott; Mann, Devin M; Sussman, Jeremy B; Korenstein, Deborah; Schardt, Connie; Nagi, Avishek; Sloane, Richard; Feldstein, David A
2014-08-19
Effective communication of risks and benefits to patients is critical for shared decision making. To review the comparative effectiveness of methods of communicating probabilistic information to patients that maximize their cognitive and behavioral outcomes. PubMed (1966 to March 2014) and CINAHL, EMBASE, and the Cochrane Central Register of Controlled Trials (1966 to December 2011) using several keywords and structured terms. Prospective or cross-sectional studies that recruited patients or healthy volunteers and compared any method of communicating probabilistic information with another method. Two independent reviewers extracted study characteristics and assessed risk of bias. Eighty-four articles, representing 91 unique studies, evaluated various methods of numerical and visual risk display across several risk scenarios and with diverse outcome measures. Studies showed that visual aids (icon arrays and bar graphs) improved patients' understanding and satisfaction. Presentations including absolute risk reductions were better than those including relative risk reductions for maximizing accuracy and seemed less likely than presentations with relative risk reductions to influence decisions to accept therapy. The presentation of numbers needed to treat reduced understanding. Comparative effects of presentations of frequencies (such as 1 in 5) versus event rates (percentages, such as 20%) were inconclusive. Most studies were small and highly variable in terms of setting, context, and methods of administering interventions. Visual aids and absolute risk formats can improve patients' understanding of probabilistic information, whereas numbers needed to treat can lessen their understanding. Due to study heterogeneity, the superiority of any single method for conveying probabilistic information is not established, but there are several good options to help clinicians communicate with patients. None.
Scalable DB+IR Technology: Processing Probabilistic Datalog with HySpirit.
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.
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
DISTRIBUTION OF ORGANIC AND ORGANOMETALLIC COMPOUNDS IN SEDIMENTS FROM THE GULF OF MEXICO
In 1994, over 200 sediment samples were collected in accordance with EPA's Environmental Monitoring and Assessment (EMAP) probabilistic sampling protocol from coastal and estuarine locations in the Louisianian Province (Gulf of Mexico). Organic extracts of homogenized aliquots we...
NASA Astrophysics Data System (ADS)
Yu, Bo; Ning, Chao-lie; Li, Bing
2017-03-01
A probabilistic framework for durability assessment of concrete structures in marine environments was proposed in terms of reliability and sensitivity analysis, which takes into account the uncertainties under the environmental, material, structural and executional conditions. A time-dependent probabilistic model of chloride ingress was established first to consider the variations in various governing parameters, such as the chloride concentration, chloride diffusion coefficient, and age factor. Then the Nataf transformation was adopted to transform the non-normal random variables from the original physical space into the independent standard Normal space. After that the durability limit state function and its gradient vector with respect to the original physical parameters were derived analytically, based on which the first-order reliability method was adopted to analyze the time-dependent reliability and parametric sensitivity of concrete structures in marine environments. The accuracy of the proposed method was verified by comparing with the second-order reliability method and the Monte Carlo simulation. Finally, the influences of environmental conditions, material properties, structural parameters and execution conditions on the time-dependent reliability of concrete structures in marine environments were also investigated. The proposed probabilistic framework can be implemented in the decision-making algorithm for the maintenance and repair of deteriorating concrete structures in marine environments.
Efficient Monte Carlo Estimation of the Expected Value of Sample Information Using Moment Matching.
Heath, Anna; Manolopoulou, Ioanna; Baio, Gianluca
2018-02-01
The Expected Value of Sample Information (EVSI) is used to calculate the economic value of a new research strategy. Although this value would be important to both researchers and funders, there are very few practical applications of the EVSI. This is due to computational difficulties associated with calculating the EVSI in practical health economic models using nested simulations. We present an approximation method for the EVSI that is framed in a Bayesian setting and is based on estimating the distribution of the posterior mean of the incremental net benefit across all possible future samples, known as the distribution of the preposterior mean. Specifically, this distribution is estimated using moment matching coupled with simulations that are available for probabilistic sensitivity analysis, which is typically mandatory in health economic evaluations. This novel approximation method is applied to a health economic model that has previously been used to assess the performance of other EVSI estimators and accurately estimates the EVSI. The computational time for this method is competitive with other methods. We have developed a new calculation method for the EVSI which is computationally efficient and accurate. This novel method relies on some additional simulation so can be expensive in models with a large computational cost.
NASA Astrophysics Data System (ADS)
Feng, X.; Shen, S.
2014-12-01
The US coastline, over the past few years, has been overwhelmed by major storms including Hurricane Katrina (2005), Ike (2008), Irene (2011), and Sandy (2012). Supported by a growing and extensive body of evidence, a majority of research agrees hurricane activities have been enhanced due to climate change. However, the precise prediction of hurricane induced inundation remains a challenge. This study proposed a probabilistic inundation map based on a Statistically Modeled Storm Database (SMSD) to assess the probabilistic coastal inundation risk of Southwest Florida for near-future (20 years) scenario considering climate change. This map was processed through a Joint Probability Method with Optimal-Sampling (JPM-OS), developed by Condon and Sheng in 2012, and accompanied by a high resolution storm surge modeling system CH3D-SSMS. The probabilistic inundation map shows a 25.5-31.2% increase in spatially averaged inundation height compared to an inundation map of present-day scenario. To estimate climate change impacts on coastal communities, socioeconomic analyses were conducted using both the SMSD based probabilistic inundation map and the present-day inundation map. Combined with 2010 census data and 2012 parcel data from Florida Geographic Data Library, the differences of economic loss between the near-future and present day scenarios were used to generate an economic exposure map at census block group level to reflect coastal communities' exposure to climate change. The results show that climate change induced inundation increase has significant economic impacts. Moreover, the impacts are not equally distributed among different social groups considering their social vulnerability to hazards. Social vulnerability index at census block group level were obtained from Hazards and Vulnerability Research Institute. The demographic and economic variables in the index represent a community's adaptability to hazards. Local Moran's I was calculated to identify the clusters of highly exposed and vulnerable communities. The economic-exposure cluster map was overlapped with social-vulnerability cluster map to identify communities with low adaptive capability but high exposure. The result provides decision makers an intuitive tool to identify most susceptible communities for adaptation.
Risk assessment for construction projects of transport infrastructure objects
NASA Astrophysics Data System (ADS)
Titarenko, Boris
2017-10-01
The paper analyzes and compares different methods of risk assessment for construction projects of transport objects. The management of such type of projects demands application of special probabilistic methods due to large level of uncertainty of their implementation. Risk management in the projects requires the use of probabilistic and statistical methods. The aim of the work is to develop a methodology for using traditional methods in combination with robust methods that allow obtaining reliable risk assessments in projects. The robust approach is based on the principle of maximum likelihood and in assessing the risk allows the researcher to obtain reliable results in situations of great uncertainty. The application of robust procedures allows to carry out a quantitative assessment of the main risk indicators of projects when solving the tasks of managing innovation-investment projects. Calculation of damage from the onset of a risky event is possible by any competent specialist. And an assessment of the probability of occurrence of a risky event requires the involvement of special probabilistic methods based on the proposed robust approaches. Practice shows the effectiveness and reliability of results. The methodology developed in the article can be used to create information technologies and their application in automated control systems for complex projects.
A new discriminative kernel from probabilistic models.
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.
NASA Technical Reports Server (NTRS)
Rajagopal, K. R.
1992-01-01
The technical effort and computer code development is summarized. Several formulations for Probabilistic Finite Element Analysis (PFEA) are described with emphasis on the selected formulation. The strategies being implemented in the first-version computer code to perform linear, elastic PFEA is described. The results of a series of select Space Shuttle Main Engine (SSME) component surveys are presented. These results identify the critical components and provide the information necessary for probabilistic structural analysis. Volume 2 is a summary of critical SSME components.
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.
Probabilistic topic modeling for the analysis and classification of genomic sequences
2015-01-01
Background Studies on genomic sequences for classification and taxonomic identification have a leading role in the biomedical field and in the analysis of biodiversity. These studies are focusing on the so-called barcode genes, representing a well defined region of the whole genome. Recently, alignment-free techniques are gaining more importance because they are able to overcome the drawbacks of sequence alignment techniques. In this paper a new alignment-free method for DNA sequences clustering and classification is proposed. The method is based on k-mers representation and text mining techniques. Methods The presented method is based on Probabilistic Topic Modeling, a statistical technique originally proposed for text documents. Probabilistic topic models are able to find in a document corpus the topics (recurrent themes) characterizing classes of documents. This technique, applied on DNA sequences representing the documents, exploits the frequency of fixed-length k-mers and builds a generative model for a training group of sequences. This generative model, obtained through the Latent Dirichlet Allocation (LDA) algorithm, is then used to classify a large set of genomic sequences. Results and conclusions We performed classification of over 7000 16S DNA barcode sequences taken from Ribosomal Database Project (RDP) repository, training probabilistic topic models. The proposed method is compared to the RDP tool and Support Vector Machine (SVM) classification algorithm in a extensive set of trials using both complete sequences and short sequence snippets (from 400 bp to 25 bp). Our method reaches very similar results to RDP classifier and SVM for complete sequences. The most interesting results are obtained when short sequence snippets are considered. In these conditions the proposed method outperforms RDP and SVM with ultra short sequences and it exhibits a smooth decrease of performance, at every taxonomic level, when the sequence length is decreased. PMID:25916734
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.
NASA Astrophysics Data System (ADS)
Sanchez, J.
2018-06-01
In this paper, the application and analysis of the asymptotic approximation method to a single degree-of-freedom has recently been produced. The original concepts are summarized, and the necessary probabilistic concepts are developed and applied to single degree-of-freedom systems. Then, these concepts are united, and the theoretical and computational models are developed. To determine the viability of the proposed method in a probabilistic context, numerical experiments are conducted, and consist of a frequency analysis, analysis of the effects of measurement noise, and a statistical analysis. In addition, two examples are presented and discussed.
[A comparison of convenience sampling and purposive sampling].
Suen, Lee-Jen Wu; Huang, Hui-Man; Lee, Hao-Hsien
2014-06-01
Convenience sampling and purposive sampling are two different sampling methods. This article first explains sampling terms such as target population, accessible population, simple random sampling, intended sample, actual sample, and statistical power analysis. These terms are then used to explain the difference between "convenience sampling" and purposive sampling." Convenience sampling is a non-probabilistic sampling technique applicable to qualitative or quantitative studies, although it is most frequently used in quantitative studies. In convenience samples, subjects more readily accessible to the researcher are more likely to be included. Thus, in quantitative studies, opportunity to participate is not equal for all qualified individuals in the target population and study results are not necessarily generalizable to this population. As in all quantitative studies, increasing the sample size increases the statistical power of the convenience sample. In contrast, purposive sampling is typically used in qualitative studies. Researchers who use this technique carefully select subjects based on study purpose with the expectation that each participant will provide unique and rich information of value to the study. As a result, members of the accessible population are not interchangeable and sample size is determined by data saturation not by statistical power analysis.
Probability or Reasoning: Current Thinking and Realistic Strategies for Improved Medical Decisions
2017-01-01
A prescriptive model approach in decision making could help achieve better diagnostic accuracy in clinical practice through methods that are less reliant on probabilistic assessments. Various prescriptive measures aimed at regulating factors that influence heuristics and clinical reasoning could support clinical decision-making process. Clinicians could avoid time-consuming decision-making methods that require probabilistic calculations. Intuitively, they could rely on heuristics to obtain an accurate diagnosis in a given clinical setting. An extensive literature review of cognitive psychology and medical decision-making theory was performed to illustrate how heuristics could be effectively utilized in daily practice. Since physicians often rely on heuristics in realistic situations, probabilistic estimation might not be a useful tool in everyday clinical practice. Improvements in the descriptive model of decision making (heuristics) may allow for greater diagnostic accuracy. PMID:29209469
Probability or Reasoning: Current Thinking and Realistic Strategies for Improved Medical Decisions.
Nantha, Yogarabindranath Swarna
2017-11-01
A prescriptive model approach in decision making could help achieve better diagnostic accuracy in clinical practice through methods that are less reliant on probabilistic assessments. Various prescriptive measures aimed at regulating factors that influence heuristics and clinical reasoning could support clinical decision-making process. Clinicians could avoid time-consuming decision-making methods that require probabilistic calculations. Intuitively, they could rely on heuristics to obtain an accurate diagnosis in a given clinical setting. An extensive literature review of cognitive psychology and medical decision-making theory was performed to illustrate how heuristics could be effectively utilized in daily practice. Since physicians often rely on heuristics in realistic situations, probabilistic estimation might not be a useful tool in everyday clinical practice. Improvements in the descriptive model of decision making (heuristics) may allow for greater diagnostic accuracy.
Composite Load Spectra for Select Space Propulsion Structural Components
NASA Technical Reports Server (NTRS)
Ho, Hing W.; Newell, James F.
1994-01-01
Generic load models are described with multiple levels of progressive sophistication to simulate the composite (combined) load spectra (CLS) that are induced in space propulsion system components, representative of Space Shuttle Main Engines (SSME), such as transfer ducts, turbine blades and liquid oxygen (LOX) posts. These generic (coupled) models combine the deterministic models for composite load dynamic, acoustic, high-pressure and high rotational speed, etc., load simulation using statistically varying coefficients. These coefficients are then determined using advanced probabilistic simulation methods with and without strategically selected experimental data. The entire simulation process is included in a CLS computer code. Applications of the computer code to various components in conjunction with the PSAM (Probabilistic Structural Analysis Method) to perform probabilistic load evaluation and life prediction evaluations are also described to illustrate the effectiveness of the coupled model approach.
1983-07-01
be a useful tool for assessing kowledge , but there are several problems with this item format. These problems include the possibility of an examinee...1959. -Kane, M. T., & Moloney, J. M. The effect of SSM grading on reliability when residual items have no discriminating power . Paper presented at
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 Comprehensive Validation Approach Using The RAVEN Code
DOE Office of Scientific and Technical Information (OSTI.GOV)
Alfonsi, Andrea; Rabiti, Cristian; Cogliati, Joshua J
2015-06-01
The RAVEN computer code , developed at the Idaho National Laboratory, is a generic software framework to perform parametric and probabilistic analysis based on the response of complex system codes. RAVEN is a multi-purpose probabilistic and uncertainty quantification platform, capable to communicate with any system code. A natural extension of the RAVEN capabilities is the imple- mentation of an integrated validation methodology, involving several different metrics, that represent an evolution of the methods currently used in the field. The state-of-art vali- dation approaches use neither exploration of the input space through sampling strategies, nor a comprehensive variety of metrics neededmore » to interpret the code responses, with respect experimental data. The RAVEN code allows to address both these lacks. In the following sections, the employed methodology, and its application to the newer developed thermal-hydraulic code RELAP-7, is reported.The validation approach has been applied on an integral effect experiment, representing natu- ral circulation, based on the activities performed by EG&G Idaho. Four different experiment configurations have been considered and nodalized.« less
Probabilistic Multi-Person Tracking Using Dynamic Bayes Networks
NASA Astrophysics Data System (ADS)
Klinger, T.; Rottensteiner, F.; Heipke, C.
2015-08-01
Tracking-by-detection is a widely used practice in recent tracking systems. These usually rely on independent single frame detections that are handled as observations in a recursive estimation framework. If these observations are imprecise the generated trajectory is prone to be updated towards a wrong position. In contrary to existing methods our novel approach uses a Dynamic Bayes Network in which the state vector of a recursive Bayes filter, as well as the location of the tracked object in the image are modelled as unknowns. These unknowns are estimated in a probabilistic framework taking into account a dynamic model, and a state-of-the-art pedestrian detector and classifier. The classifier is based on the Random Forest-algorithm and is capable of being trained incrementally so that new training samples can be incorporated at runtime. This allows the classifier to adapt to the changing appearance of a target and to unlearn outdated features. The approach is evaluated on a publicly available benchmark. The results confirm that our approach is well suited for tracking pedestrians over long distances while at the same time achieving comparatively good geometric accuracy.
Joint amalgamation of most parsimonious reconciled gene trees
Scornavacca, Celine; Jacox, Edwin; Szöllősi, Gergely J.
2015-01-01
Motivation: Traditionally, gene phylogenies have been reconstructed solely on the basis of molecular sequences; this, however, often does not provide enough information to distinguish between statistically equivalent relationships. To address this problem, several recent methods have incorporated information on the species phylogeny in gene tree reconstruction, leading to dramatic improvements in accuracy. Although probabilistic methods are able to estimate all model parameters but are computationally expensive, parsimony methods—generally computationally more efficient—require a prior estimate of parameters and of the statistical support. Results: Here, we present the Tree Estimation using Reconciliation (TERA) algorithm, a parsimony based, species tree aware method for gene tree reconstruction based on a scoring scheme combining duplication, transfer and loss costs with an estimate of the sequence likelihood. TERA explores all reconciled gene trees that can be amalgamated from a sample of gene trees. Using a large scale simulated dataset, we demonstrate that TERA achieves the same accuracy as the corresponding probabilistic method while being faster, and outperforms other parsimony-based methods in both accuracy and speed. Running TERA on a set of 1099 homologous gene families from complete cyanobacterial genomes, we find that incorporating knowledge of the species tree results in a two thirds reduction in the number of apparent transfer events. Availability and implementation: The algorithm is implemented in our program TERA, which is freely available from http://mbb.univ-montp2.fr/MBB/download_sources/16__TERA. Contact: celine.scornavacca@univ-montp2.fr, ssolo@angel.elte.hu Supplementary information: Supplementary data are available at Bioinformatics online. PMID:25380957
Probabilistic Assessment of Fracture Progression in Composite Structures
NASA Technical Reports Server (NTRS)
Chamis, Christos C.; Minnetyan, Levon; Mauget, Bertrand; Huang, Dade; Addi, Frank
1999-01-01
This report describes methods and corresponding computer codes that are used to evaluate progressive damage and fracture and to perform probabilistic assessment in built-up composite structures. Structural response is assessed probabilistically, during progressive fracture. The effects of design variable uncertainties on structural fracture progression are quantified. The fast probability integrator (FPI) is used to assess the response scatter in the composite structure at damage initiation. The sensitivity of the damage response to design variables is computed. The methods are general purpose and are applicable to stitched and unstitched composites in all types of structures and fracture processes starting from damage initiation to unstable propagation and to global structure collapse. The methods are demonstrated for a polymer matrix composite stiffened panel subjected to pressure. The results indicated that composite constituent properties, fabrication parameters, and respective uncertainties have a significant effect on structural durability and reliability. Design implications with regard to damage progression, damage tolerance, and reliability of composite structures are examined.
Probabilistic segmentation and intensity estimation for microarray images.
Gottardo, Raphael; Besag, Julian; Stephens, Matthew; Murua, Alejandro
2006-01-01
We describe a probabilistic approach to simultaneous image segmentation and intensity estimation for complementary DNA microarray experiments. The approach overcomes several limitations of existing methods. In particular, it (a) uses a flexible Markov random field approach to segmentation that allows for a wider range of spot shapes than existing methods, including relatively common 'doughnut-shaped' spots; (b) models the image directly as background plus hybridization intensity, and estimates the two quantities simultaneously, avoiding the common logical error that estimates of foreground may be less than those of the corresponding background if the two are estimated separately; and (c) uses a probabilistic modeling approach to simultaneously perform segmentation and intensity estimation, and to compute spot quality measures. We describe two approaches to parameter estimation: a fast algorithm, based on the expectation-maximization and the iterated conditional modes algorithms, and a fully Bayesian framework. These approaches produce comparable results, and both appear to offer some advantages over other methods. We use an HIV experiment to compare our approach to two commercial software products: Spot and Arrayvision.
Justice, N. B.; Sczesnak, A.; Hazen, T. C.; ...
2017-08-04
A central goal of microbial ecology is to identify and quantify the forces that lead to observed population distributions and dynamics. However, these forces, which include environmental selection, dispersal, and organism interactions, are often difficult to assess in natural environments. Here in this paper, we present a method that links microbial community structures with selective and stochastic forces through highly replicated subsampling and enrichment of a single environmental inoculum. Specifically, groundwater from a well-studied natural aquifer was serially diluted and inoculated into nearly 1,000 aerobic and anaerobic nitrate-reducing cultures, and the final community structures were evaluated with 16S rRNA genemore » amplicon sequencing. We analyzed the frequency and abundance of individual operational taxonomic units (OTUs) to understand how probabilistic immigration, relative fitness differences, environmental factors, and organismal interactions contributed to divergent distributions of community structures. We further used a most probable number (MPN) method to estimate the natural condition-dependent cultivable abundance of each of the nearly 400 OTU cultivated in our study and infer the relative fitness of each. Additionally, we infer condition-specific organism interactions and discuss how this high-replicate culturing approach is essential in dissecting the interplay between overlapping ecological forces and taxon-specific attributes that underpin microbial community assembly. IMPORTANCEThrough highly replicated culturing, in which inocula are subsampled from a single environmental sample, we empirically determine how selective forces, interspecific interactions, relative fitness, and probabilistic dispersal shape bacterial communities. These methods offer a novel approach to untangle not only interspecific interactions but also taxon-specific fitness differences that manifest across different cultivation conditions and lead to the selection and enrichment of specific organisms. Additionally, we provide a method for estimating the number of cultivable units of each OTU in the original sample through the MPN approach.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Justice, N. B.; Sczesnak, A.; Hazen, T. C.
A central goal of microbial ecology is to identify and quantify the forces that lead to observed population distributions and dynamics. However, these forces, which include environmental selection, dispersal, and organism interactions, are often difficult to assess in natural environments. Here in this paper, we present a method that links microbial community structures with selective and stochastic forces through highly replicated subsampling and enrichment of a single environmental inoculum. Specifically, groundwater from a well-studied natural aquifer was serially diluted and inoculated into nearly 1,000 aerobic and anaerobic nitrate-reducing cultures, and the final community structures were evaluated with 16S rRNA genemore » amplicon sequencing. We analyzed the frequency and abundance of individual operational taxonomic units (OTUs) to understand how probabilistic immigration, relative fitness differences, environmental factors, and organismal interactions contributed to divergent distributions of community structures. We further used a most probable number (MPN) method to estimate the natural condition-dependent cultivable abundance of each of the nearly 400 OTU cultivated in our study and infer the relative fitness of each. Additionally, we infer condition-specific organism interactions and discuss how this high-replicate culturing approach is essential in dissecting the interplay between overlapping ecological forces and taxon-specific attributes that underpin microbial community assembly. IMPORTANCEThrough highly replicated culturing, in which inocula are subsampled from a single environmental sample, we empirically determine how selective forces, interspecific interactions, relative fitness, and probabilistic dispersal shape bacterial communities. These methods offer a novel approach to untangle not only interspecific interactions but also taxon-specific fitness differences that manifest across different cultivation conditions and lead to the selection and enrichment of specific organisms. Additionally, we provide a method for estimating the number of cultivable units of each OTU in the original sample through the MPN approach.« less
Think twice: Impulsivity and decision making in obsessive–compulsive disorder
Grassi, Giacomo; Pallanti, Stefano; Righi, Lorenzo; Figee, Martijn; Mantione, Mariska; Denys, Damiaan; Piccagliani, Daniele; Rossi, Alessandro; Stratta, Paolo
2015-01-01
Background and Aims Recent studies have challenged the anxiety-avoidance model of obsessive–compulsive disorder (OCD), linking OCD to impulsivity, risky-decision-making and reward-system dysfunction, which can also be found in addiction and might support the conceptualization of OCD as a behavioral addiction. Here, we conducted an exploratory investigation of the behavioral addiction model of OCD by assessing whether OCD patients are more impulsive, have impaired decision-making, and biased probabilistic reasoning, three core dimensions of addiction, in a sample of OCD patients and healthy controls. Methods We assessed these dimensions on 38 OCD patients and 39 healthy controls with the Barratt Impulsiveness Scale (BIS-11), the Iowa Gambling Task (IGT) and the Beads Task. Results OCD patients had significantly higher BIS-11 scores than controls, in particular on the cognitive subscales. They performed significantly worse than controls on the IGT preferring immediate reward despite negative future consequences, and did not learn from losses. Finally, OCD patients demonstrated biased probabilistic reasoning as reflected by significantly fewer draws to decision than controls on the Beads Task. Conclusions OCD patients are more impulsive than controls and demonstrate risky decision-making and biased probabilistic reasoning. These results might suggest that other conceptualizations of OCD, such as the behavioral addiction model, may be more suitable than the anxiety-avoidance one. However, further studies directly comparing OCD and behavioral addiction patients are needed in order to scrutinize this model. PMID:26690621
Reliability approach to rotating-component design. [fatigue life and stress concentration
NASA Technical Reports Server (NTRS)
Kececioglu, D. B.; Lalli, V. R.
1975-01-01
A probabilistic methodology for designing rotating mechanical components using reliability to relate stress to strength is explained. The experimental test machines and data obtained for steel to verify this methodology are described. A sample mechanical rotating component design problem is solved by comparing a deterministic design method with the new design-by reliability approach. The new method shows that a smaller size and weight can be obtained for specified rotating shaft life and reliability, and uses the statistical distortion-energy theory with statistical fatigue diagrams for optimum shaft design. Statistical methods are presented for (1) determining strength distributions for steel experimentally, (2) determining a failure theory for stress variations in a rotating shaft subjected to reversed bending and steady torque, and (3) relating strength to stress by reliability.
Probabilistic biological network alignment.
Todor, Andrei; Dobra, Alin; Kahveci, Tamer
2013-01-01
Interactions between molecules are probabilistic events. An interaction may or may not happen with some probability, depending on a variety of factors such as the size, abundance, or proximity of the interacting molecules. In this paper, we consider the problem of aligning two biological networks. Unlike existing methods, we allow one of the two networks to contain probabilistic interactions. Allowing interaction probabilities makes the alignment more biologically relevant at the expense of explosive growth in the number of alternative topologies that may arise from different subsets of interactions that take place. We develop a novel method that efficiently and precisely characterizes this massive search space. We represent the topological similarity between pairs of aligned molecules (i.e., proteins) with the help of random variables and compute their expected values. We validate our method showing that, without sacrificing the running time performance, it can produce novel alignments. Our results also demonstrate that our method identifies biologically meaningful mappings under a comprehensive set of criteria used in the literature as well as the statistical coherence measure that we developed to analyze the statistical significance of the similarity of the functions of the aligned protein pairs.
Hiraishi, Kunihiko
2014-01-01
One of the significant topics in systems biology is to develop control theory of gene regulatory networks (GRNs). In typical control of GRNs, expression of some genes is inhibited (activated) by manipulating external stimuli and expression of other genes. It is expected to apply control theory of GRNs to gene therapy technologies in the future. In this paper, a control method using a Boolean network (BN) is studied. A BN is widely used as a model of GRNs, and gene expression is expressed by a binary value (ON or OFF). In particular, a context-sensitive probabilistic Boolean network (CS-PBN), which is one of the extended models of BNs, is used. For CS-PBNs, the verification problem and the optimal control problem are considered. For the verification problem, a solution method using the probabilistic model checker PRISM is proposed. For the optimal control problem, a solution method using polynomial optimization is proposed. Finally, a numerical example on the WNT5A network, which is related to melanoma, is presented. The proposed methods provide us useful tools in control theory of GRNs. PMID:24587766
Functional Wigner representation of quantum dynamics of Bose-Einstein condensate
NASA Astrophysics Data System (ADS)
Opanchuk, B.; Drummond, P. D.
2013-04-01
We develop a method of simulating the full quantum field dynamics of multi-mode multi-component Bose-Einstein condensates in a trap. We use the truncated Wigner representation to obtain a probabilistic theory that can be sampled. This method produces c-number stochastic equations which may be solved using conventional stochastic methods. The technique is valid for large mode occupation numbers. We give a detailed derivation of methods of functional Wigner representation appropriate for quantum fields. Our approach describes spatial evolution of spinor components and properly accounts for nonlinear losses. Such techniques are applicable to calculating the leading quantum corrections, including effects such as quantum squeezing, entanglement, EPR correlations, and interactions with engineered nonlinear reservoirs. By using a consistent expansion in the inverse density, we are able to explain an inconsistency in the nonlinear loss equations found by earlier authors.
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.
A probabilistic method for testing and estimating selection differences between populations
He, Yungang; Wang, Minxian; Huang, Xin; Li, Ran; Xu, Hongyang; Xu, Shuhua; Jin, Li
2015-01-01
Human populations around the world encounter various environmental challenges and, consequently, develop genetic adaptations to different selection forces. Identifying the differences in natural selection between populations is critical for understanding the roles of specific genetic variants in evolutionary adaptation. Although numerous methods have been developed to detect genetic loci under recent directional selection, a probabilistic solution for testing and quantifying selection differences between populations is lacking. Here we report the development of a probabilistic method for testing and estimating selection differences between populations. By use of a probabilistic model of genetic drift and selection, we showed that logarithm odds ratios of allele frequencies provide estimates of the differences in selection coefficients between populations. The estimates approximate a normal distribution, and variance can be estimated using genome-wide variants. This allows us to quantify differences in selection coefficients and to determine the confidence intervals of the estimate. Our work also revealed the link between genetic association testing and hypothesis testing of selection differences. It therefore supplies a solution for hypothesis testing of selection differences. This method was applied to a genome-wide data analysis of Han and Tibetan populations. The results confirmed that both the EPAS1 and EGLN1 genes are under statistically different selection in Han and Tibetan populations. We further estimated differences in the selection coefficients for genetic variants involved in melanin formation and determined their confidence intervals between continental population groups. Application of the method to empirical data demonstrated the outstanding capability of this novel approach for testing and quantifying differences in natural selection. PMID:26463656
Degeling, Koen; IJzerman, Maarten J; Koopman, Miriam; Koffijberg, Hendrik
2017-12-15
Parametric distributions based on individual patient data can be used to represent both stochastic and parameter uncertainty. Although general guidance is available on how parameter uncertainty should be accounted for in probabilistic sensitivity analysis, there is no comprehensive guidance on reflecting parameter uncertainty in the (correlated) parameters of distributions used to represent stochastic uncertainty in patient-level models. This study aims to provide this guidance by proposing appropriate methods and illustrating the impact of this uncertainty on modeling outcomes. Two approaches, 1) using non-parametric bootstrapping and 2) using multivariate Normal distributions, were applied in a simulation and case study. The approaches were compared based on point-estimates and distributions of time-to-event and health economic outcomes. To assess sample size impact on the uncertainty in these outcomes, sample size was varied in the simulation study and subgroup analyses were performed for the case-study. Accounting for parameter uncertainty in distributions that reflect stochastic uncertainty substantially increased the uncertainty surrounding health economic outcomes, illustrated by larger confidence ellipses surrounding the cost-effectiveness point-estimates and different cost-effectiveness acceptability curves. Although both approaches performed similar for larger sample sizes (i.e. n = 500), the second approach was more sensitive to extreme values for small sample sizes (i.e. n = 25), yielding infeasible modeling outcomes. Modelers should be aware that parameter uncertainty in distributions used to describe stochastic uncertainty needs to be reflected in probabilistic sensitivity analysis, as it could substantially impact the total amount of uncertainty surrounding health economic outcomes. If feasible, the bootstrap approach is recommended to account for this uncertainty.
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.
Fifth Annual Workshop on the Application of Probabilistic Methods for Gas Turbine Engines
NASA Technical Reports Server (NTRS)
Briscoe, Victoria (Compiler)
2002-01-01
These are the proceedings of the 5th Annual FAA/Air Force/NASA/Navy Workshop on the Probabilistic Methods for Gas Turbine Engines hosted by NASA Glenn Research Center and held at the Holiday Inn Cleveland West. The history of this series of workshops stems from the recognition that both military and commercial aircraft engines are inevitably subjected to similar design and manufacturing principles. As such, it was eminently logical to combine knowledge bases on how some of these overlapping principles and methodologies are being applied. We have started the process by creating synergy and cooperation between the FAA, Air Force, Navy, and NASA in these workshops. The recent 3-day workshop was specifically designed to benefit the development of probabilistic methods for gas turbine engines by addressing recent technical accomplishments and forging new ideas. We accomplished our goals of minimizing duplication, maximizing the dissemination of information, and improving program planning to all concerned. This proceeding includes the final agenda, abstracts, presentations, and panel notes, plus the valuable contact information from our presenters and attendees. We hope that this proceeding will be a tool to enhance understanding of the developers and users of probabilistic methods. The fifth workshop doubled its attendance and had the success of collaboration with the many diverse groups represented including government, industry, academia, and our international partners. So, "Start your engines!" and utilize these proceedings towards creating safer and more reliable gas turbine engines for our commercial and military partners.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chang, X; Liu, S; Kalet, A
Purpose: The purpose of this work was to investigate the ability of a machine-learning based probabilistic approach to detect radiotherapy treatment plan anomalies given initial disease classes information. Methods In total we obtained 1112 unique treatment plans with five plan parameters and disease information from a Mosaiq treatment management system database for use in the study. The plan parameters include prescription dose, fractions, fields, modality and techniques. The disease information includes disease site, and T, M and N disease stages. A Bayesian network method was employed to model the probabilistic relationships between tumor disease information, plan parameters and an anomalymore » flag. A Bayesian learning method with Dirichlet prior was useed to learn the joint probabilities between dependent variables in error-free plan data and data with artificially induced anomalies. In the study, we randomly sampled data with anomaly in a specified anomaly space.We tested the approach with three groups of plan anomalies – improper concurrence of values of all five plan parameters and values of any two out of five parameters, and all single plan parameter value anomalies. Totally, 16 types of plan anomalies were covered by the study. For each type, we trained an individual Bayesian network. Results: We found that the true positive rate (recall) and positive predictive value (precision) to detect concurrence anomalies of five plan parameters in new patient cases were 94.45±0.26% and 93.76±0.39% respectively. To detect other 15 types of plan anomalies, the average recall and precision were 93.61±2.57% and 93.78±3.54% respectively. The computation time to detect the plan anomaly of each type in a new plan is ∼0.08 seconds. Conclusion: The proposed method for treatment plan anomaly detection was found effective in the initial tests. The results suggest that this type of models could be applied to develop plan anomaly detection tools to assist manual and automated plan checks. The senior author received research grants from ViewRay Inc. and Varian Medical System.« less
Evaluation of Lithofacies Up-Scaling Methods for Probabilistic Prediction of Carbon Dioxide Behavior
NASA Astrophysics Data System (ADS)
Park, J. Y.; Lee, S.; Lee, Y. I.; Kihm, J. H.; Kim, J. M.
2017-12-01
Behavior of carbon dioxide injected into target reservoir (storage) formations is highly dependent on heterogeneities of geologic lithofacies and properties. These heterogeneous lithofacies and properties basically have probabilistic characteristics. Thus, their probabilistic evaluation has to be implemented properly into predicting behavior of injected carbon dioxide in heterogeneous storage formations. In this study, a series of three-dimensional geologic modeling is performed first using SKUA-GOCAD (ASGA and Paradigm) to establish lithofacies models of the Janggi Conglomerate in the Janggi Basin, Korea within a modeling domain. The Janggi Conglomerate is composed of mudstone, sandstone, and conglomerate, and it has been identified as a potential reservoir rock (clastic saline formation) for geologic carbon dioxide storage. Its lithofacies information are obtained from four boreholes and used in lithofacies modeling. Three different up-scaling methods (i.e., nearest to cell center, largest proportion, and random) are applied, and lithofacies modeling is performed 100 times for each up-scaling method. The lithofacies models are then compared and analyzed with the borehole data to evaluate the relative suitability of the three up-scaling methods. Finally, the lithofacies models are converted into coarser lithofacies models within the same modeling domain with larger grid blocks using the three up-scaling methods, and a series of multiphase thermo-hydrological numerical simulation is performed using TOUGH2-MP (Zhang et al., 2008) to predict probabilistically behavior of injected carbon dioxide. The coarser lithofacies models are also compared and analyzed with the borehole data and finer lithofacies models to evaluate the relative suitability of the three up-scaling methods. Three-dimensional geologic modeling, up-scaling, and multiphase thermo-hydrological numerical simulation as linked methodologies presented in this study can be utilized as a practical probabilistic evaluation tool to predict behavior of injected carbon dioxide and even to analyze its leakage risk. This work was supported by the Korea CCS 2020 Project of the Korea Carbon Capture and Sequestration R&D Center (KCRC) funded by the National Research Foundation (NRF), Ministry of Science and ICT (MSIT), Korea.
Identification of probabilities.
Vitányi, Paul M B; Chater, Nick
2017-02-01
Within psychology, neuroscience and artificial intelligence, there has been increasing interest in the proposal that the brain builds probabilistic models of sensory and linguistic input: that is, to infer a probabilistic model from a sample. The practical problems of such inference are substantial: the brain has limited data and restricted computational resources. But there is a more fundamental question: is the problem of inferring a probabilistic model from a sample possible even in principle? We explore this question and find some surprisingly positive and general results. First, for a broad class of probability distributions characterized by computability restrictions, we specify a learning algorithm that will almost surely identify a probability distribution in the limit given a finite i.i.d. sample of sufficient but unknown length. This is similarly shown to hold for sequences generated by a broad class of Markov chains, subject to computability assumptions. The technical tool is the strong law of large numbers. Second, for a large class of dependent sequences, we specify an algorithm which identifies in the limit a computable measure for which the sequence is typical, in the sense of Martin-Löf (there may be more than one such measure). The technical tool is the theory of Kolmogorov complexity. We analyze the associated predictions in both cases. We also briefly consider special cases, including language learning, and wider theoretical implications for psychology.
A probabilistic assessment of health risks associated with short-term exposure to tropospheric ozone
DOE Office of Scientific and Technical Information (OSTI.GOV)
Whitfield, R.G; Biller, W.F.; Jusko, M.J.
1996-06-01
The work described in this report is part of a larger risk assessment sponsored by the U.S. Environmental Protection Agency. Earlier efforts developed exposure-response relationships for acute health effects among populations engaged in heavy exertion. Those efforts also developed a probabilistic national ambient air quality standards exposure model and a general methodology for integrating probabilistic exposure-response relation- ships and exposure estimates to calculate overall risk results. Recently published data make it possible to model additional health endpoints (for exposure at moderate exertion), including hospital admissions. New air quality and exposure estimates for alternative national ambient air quality standards for ozonemore » are combined with exposure-response models to produce the risk results for hospital admissions and acute health effects. Sample results explain the methodology and introduce risk output formats.« less
Generating probabilistic Boolean networks from a prescribed transition probability matrix.
Ching, W-K; Chen, X; Tsing, N-K
2009-11-01
Probabilistic Boolean networks (PBNs) have received much attention in modeling genetic regulatory networks. A PBN can be regarded as a Markov chain process and is characterised by a transition probability matrix. In this study, the authors propose efficient algorithms for constructing a PBN when its transition probability matrix is given. The complexities of the algorithms are also analysed. This is an interesting inverse problem in network inference using steady-state data. The problem is important as most microarray data sets are assumed to be obtained from sampling the steady-state.
Sarma-based key-group method for rock slope reliability analyses
NASA Astrophysics Data System (ADS)
Yarahmadi Bafghi, A. R.; Verdel, T.
2005-08-01
The methods used in conducting static stability analyses have remained pertinent to this day for reasons of both simplicity and speed of execution. The most well-known of these methods for purposes of stability analysis of fractured rock masses is the key-block method (KBM).This paper proposes an extension to the KBM, called the key-group method (KGM), which combines not only individual key-blocks but also groups of collapsable blocks into an iterative and progressive analysis of the stability of discontinuous rock slopes. To take intra-group forces into account, the Sarma method has been implemented within the KGM in order to generate a Sarma-based KGM, abbreviated SKGM. We will discuss herein the hypothesis behind this new method, details regarding its implementation, and validation through comparison with results obtained from the distinct element method.Furthermore, as an alternative to deterministic methods, reliability analyses or probabilistic analyses have been proposed to take account of the uncertainty in analytical parameters and models. The FOSM and ASM probabilistic methods could be implemented within the KGM and SKGM framework in order to take account of the uncertainty due to physical and mechanical data (density, cohesion and angle of friction). We will then show how such reliability analyses can be introduced into SKGM to give rise to the probabilistic SKGM (PSKGM) and how it can be used for rock slope reliability analyses. Copyright
Villalpando, Salvador; Montalvo-Velarde, Irene; Zambrano, Norma; García-Guerra, Armando; Ramírez-Silva, Claudia Ivonne; Shamah-Levy, Teresa; Rivera, Juan A
2003-01-01
To describe the epidemiology of Vitamin A and C and folic acid deficiencies and their association with sociodemographic and dietary factors in a national probabilistic sample of Mexican women and children. This is a probabilistic sample from the National Nutrition Survey 1999 (ENN-99) including 1,966 children and 920 women. Vitamins A and C were measured in serum by high-performance liquid chromatography, and folic acid in total blood by a microbiological method. Determinants for such deficiencies were explored by multiple regression models. Vitamin A deficiency (retinol < 10 micrograms/dl) was rare in both children and women. But subclinical deficiency (retinol > 10 and < 20 micrograms/dl) was present in 25% of children. The likelihood of subclinical deficiency of vitamin A was less in older children (OR = 0.98, p = 0.01) and in women with higher body mass index (OR = 0.93, p = 0.01). About 30% of children < 2 years of age and 40% of women were vitamin C deficient. The likelihood of vitamin C deficiency was less in children and women as socioeconomic level increased (OR = 0.69, p = 0.03, and OR = 0.80, p = 0.04), and higher in older women (OR = 1.02, p = 0.05). The prevalence of folate deficiency varied in children (2.3 to 11.2), in women it was 5%. Folate deficiency was less in children of higher socioeconomic level (OR = 0.62, p = 0.01), and in those eating more vegetables (OR = 0.22, p = 0.01). The high prevalence of subclinical deficiency of vitamin A in children is indicative of risk of further deterioration under adverse circumstances. Vitamin C deficiency in both children and women implies in addition diminished ability for iron absorption. The English version of this paper is available too at: http://www.insp.mx/salud/index.html.
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
A Study of Quasar Selection in the Supernova Fields of the Dark Energy Survey
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tie, S. S.; Martini, P.; Mudd, D.
In this paper, we present a study of quasar selection using the supernova fields of the Dark Energy Survey (DES). We used a quasar catalog from an overlapping portion of the SDSS Stripe 82 region to quantify the completeness and efficiency of selection methods involving color, probabilistic modeling, variability, and combinations of color/probabilistic modeling with variability. In all cases, we considered only objects that appear as point sources in the DES images. We examine color selection methods based on the Wide-field Infrared Survey Explorer (WISE) mid-IR W1-W2 color, a mixture of WISE and DES colors (g - i and i-W1),more » and a mixture of Vista Hemisphere Survey and DES colors (g - i and i - K). For probabilistic quasar selection, we used XDQSO, an algorithm that employs an empirical multi-wavelength flux model of quasars to assign quasar probabilities. Our variability selection uses the multi-band χ 2-probability that sources are constant in the DES Year 1 griz-band light curves. The completeness and efficiency are calculated relative to an underlying sample of point sources that are detected in the required selection bands and pass our data quality and photometric error cuts. We conduct our analyses at two magnitude limits, i < 19.8 mag and i < 22 mag. For the subset of sources with W1 and W2 detections, the W1-W2 color or XDQSOz method combined with variability gives the highest completenesses of >85% for both i-band magnitude limits and efficiencies of >80% to the bright limit and >60% to the faint limit; however, the giW1 and giW1+variability methods give the highest quasar surface densities. The XDQSOz method and combinations of W1W2/giW1/XDQSOz with variability are among the better selection methods when both high completeness and high efficiency are desired. We also present the OzDES Quasar Catalog of 1263 spectroscopically confirmed quasars from three years of OzDES observation in the 30 deg 2 of the DES supernova fields. Finally, the catalog includes quasars with redshifts up to z ~ 4 and brighter than i = 22 mag, although the catalog is not complete up to this magnitude limit.« less
A Study of Quasar Selection in the Supernova Fields of the Dark Energy Survey
Tie, S. S.; Martini, P.; Mudd, D.; ...
2017-02-15
In this paper, we present a study of quasar selection using the supernova fields of the Dark Energy Survey (DES). We used a quasar catalog from an overlapping portion of the SDSS Stripe 82 region to quantify the completeness and efficiency of selection methods involving color, probabilistic modeling, variability, and combinations of color/probabilistic modeling with variability. In all cases, we considered only objects that appear as point sources in the DES images. We examine color selection methods based on the Wide-field Infrared Survey Explorer (WISE) mid-IR W1-W2 color, a mixture of WISE and DES colors (g - i and i-W1),more » and a mixture of Vista Hemisphere Survey and DES colors (g - i and i - K). For probabilistic quasar selection, we used XDQSO, an algorithm that employs an empirical multi-wavelength flux model of quasars to assign quasar probabilities. Our variability selection uses the multi-band χ 2-probability that sources are constant in the DES Year 1 griz-band light curves. The completeness and efficiency are calculated relative to an underlying sample of point sources that are detected in the required selection bands and pass our data quality and photometric error cuts. We conduct our analyses at two magnitude limits, i < 19.8 mag and i < 22 mag. For the subset of sources with W1 and W2 detections, the W1-W2 color or XDQSOz method combined with variability gives the highest completenesses of >85% for both i-band magnitude limits and efficiencies of >80% to the bright limit and >60% to the faint limit; however, the giW1 and giW1+variability methods give the highest quasar surface densities. The XDQSOz method and combinations of W1W2/giW1/XDQSOz with variability are among the better selection methods when both high completeness and high efficiency are desired. We also present the OzDES Quasar Catalog of 1263 spectroscopically confirmed quasars from three years of OzDES observation in the 30 deg 2 of the DES supernova fields. Finally, the catalog includes quasars with redshifts up to z ~ 4 and brighter than i = 22 mag, although the catalog is not complete up to this magnitude limit.« less
Scalable Quantum Networks for Distributed Computing and Sensing
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
Effects of delay and probability combinations on discounting in humans
Cox, David J.; Dallery, Jesse
2017-01-01
To determine discount rates, researchers typically adjust the amount of an immediate or certain option relative to a delayed or uncertain option. Because this adjusting amount method can be relatively time consuming, researchers have developed more efficient procedures. One such procedure is a 5-trial adjusting delay procedure, which measures the delay at which an amount of money loses half of its value (e.g., $1000 is valued at $500 with a 10-year delay to its receipt). Experiment 1 (n = 212) used 5-trial adjusting delay or probability tasks to measure delay discounting of losses, probabilistic gains, and probabilistic losses. Experiment 2 (n = 98) assessed combined probabilistic and delayed alternatives. In both experiments, we compared results from 5-trial adjusting delay or probability tasks to traditional adjusting amount procedures. Results suggest both procedures produced similar rates of probability and delay discounting in six out of seven comparisons. A magnitude effect consistent with previous research was observed for probabilistic gains and losses, but not for delayed losses. Results also suggest that delay and probability interact to determine the value of money. Five-trial methods may allow researchers to assess discounting more efficiently as well as study more complex choice scenarios. PMID:27498073
Event-Based Media Enrichment Using an Adaptive Probabilistic Hypergraph Model.
Liu, Xueliang; Wang, Meng; Yin, Bao-Cai; Huet, Benoit; Li, Xuelong
2015-11-01
Nowadays, with the continual development of digital capture technologies and social media services, a vast number of media documents are captured and shared online to help attendees record their experience during events. In this paper, we present a method combining semantic inference and multimodal analysis for automatically finding media content to illustrate events using an adaptive probabilistic hypergraph model. In this model, media items are taken as vertices in the weighted hypergraph and the task of enriching media to illustrate events is formulated as a ranking problem. In our method, each hyperedge is constructed using the K-nearest neighbors of a given media document. We also employ a probabilistic representation, which assigns each vertex to a hyperedge in a probabilistic way, to further exploit the correlation among media data. Furthermore, we optimize the hypergraph weights in a regularization framework, which is solved as a second-order cone problem. The approach is initiated by seed media and then used to rank the media documents using a transductive inference process. The results obtained from validating the approach on an event dataset collected from EventMedia demonstrate the effectiveness of the proposed approach.
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
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.
Sjöberg, C; Ahnesjö, A
2013-06-01
Label fusion multi-atlas approaches for image segmentation can give better segmentation results than single atlas methods. We present a multi-atlas label fusion strategy based on probabilistic weighting of distance maps. Relationships between image similarities and segmentation similarities are estimated in a learning phase and used to derive fusion weights that are proportional to the probability for each atlas to improve the segmentation result. The method was tested using a leave-one-out strategy on a database of 21 pre-segmented prostate patients for different image registrations combined with different image similarity scorings. The probabilistic weighting yields results that are equal or better compared to both fusion with equal weights and results using the STAPLE algorithm. Results from the experiments demonstrate that label fusion by weighted distance maps is feasible, and that probabilistic weighted fusion improves segmentation quality more the stronger the individual atlas segmentation quality depends on the corresponding registered image similarity. The regions used for evaluation of the image similarity measures were found to be more important than the choice of similarity measure. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bessac, Julie; Constantinescu, Emil; Anitescu, Mihai
We propose a statistical space-time model for predicting atmospheric wind speed based on deterministic numerical weather predictions and historical measurements. We consider a Gaussian multivariate space-time framework that combines multiple sources of past physical model outputs and measurements in order to produce a probabilistic wind speed forecast within the prediction window. We illustrate this strategy on wind speed forecasts during several months in 2012 for a region near the Great Lakes in the United States. The results show that the prediction is improved in the mean-squared sense relative to the numerical forecasts as well as in probabilistic scores. Moreover, themore » samples are shown to produce realistic wind scenarios based on sample spectra and space-time correlation structure.« less
Bessac, Julie; Constantinescu, Emil; Anitescu, Mihai
2018-03-01
We propose a statistical space-time model for predicting atmospheric wind speed based on deterministic numerical weather predictions and historical measurements. We consider a Gaussian multivariate space-time framework that combines multiple sources of past physical model outputs and measurements in order to produce a probabilistic wind speed forecast within the prediction window. We illustrate this strategy on wind speed forecasts during several months in 2012 for a region near the Great Lakes in the United States. The results show that the prediction is improved in the mean-squared sense relative to the numerical forecasts as well as in probabilistic scores. Moreover, themore » samples are shown to produce realistic wind scenarios based on sample spectra and space-time correlation structure.« less
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.
CPT-based probabilistic and deterministic assessment of in situ seismic soil liquefaction potential
Moss, R.E.S.; Seed, R.B.; Kayen, R.E.; Stewart, J.P.; Der Kiureghian, A.; Cetin, K.O.
2006-01-01
This paper presents a complete methodology for both probabilistic and deterministic assessment of seismic soil liquefaction triggering potential based on the cone penetration test (CPT). A comprehensive worldwide set of CPT-based liquefaction field case histories were compiled and back analyzed, and the data then used to develop probabilistic triggering correlations. Issues investigated in this study include improved normalization of CPT resistance measurements for the influence of effective overburden stress, and adjustment to CPT tip resistance for the potential influence of "thin" liquefiable layers. The effects of soil type and soil character (i.e., "fines" adjustment) for the new correlations are based on a combination of CPT tip and sleeve resistance. To quantify probability for performancebased engineering applications, Bayesian "regression" methods were used, and the uncertainties of all variables comprising both the seismic demand and the liquefaction resistance were estimated and included in the analysis. The resulting correlations were developed using a Bayesian framework and are presented in both probabilistic and deterministic formats. The results are compared to previous probabilistic and deterministic correlations. ?? 2006 ASCE.
PCAN: Probabilistic Correlation Analysis of Two Non-normal Data Sets
Zoh, Roger S.; Mallick, Bani; Ivanov, Ivan; Baladandayuthapani, Veera; Manyam, Ganiraju; Chapkin, Robert S.; Lampe, Johanna W.; Carroll, Raymond J.
2016-01-01
Summary Most cancer research now involves one or more assays profiling various biological molecules, e.g., messenger RNA and micro RNA, in samples collected on the same individuals. The main interest with these genomic data sets lies in the identification of a subset of features that are active in explaining the dependence between platforms. To quantify the strength of the dependency between two variables, correlation is often preferred. However, expression data obtained from next-generation sequencing platforms are integer with very low counts for some important features. In this case, the sample Pearson correlation is not a valid estimate of the true correlation matrix, because the sample correlation estimate between two features/variables with low counts will often be close to zero, even when the natural parameters of the Poisson distribution are, in actuality, highly correlated. We propose a model-based approach to correlation estimation between two non-normal data sets, via a method we call Probabilistic Correlations ANalysis, or PCAN. PCAN takes into consideration the distributional assumption about both data sets and suggests that correlations estimated at the model natural parameter level are more appropriate than correlations estimated directly on the observed data. We demonstrate through a simulation study that PCAN outperforms other standard approaches in estimating the true correlation between the natural parameters. We then apply PCAN to the joint analysis of a microRNA (miRNA) and a messenger RNA (mRNA) expression data set from a squamous cell lung cancer study, finding a large number of negative correlation pairs when compared to the standard approaches. PMID:27037601
PCAN: Probabilistic correlation analysis of two non-normal data sets.
Zoh, Roger S; Mallick, Bani; Ivanov, Ivan; Baladandayuthapani, Veera; Manyam, Ganiraju; Chapkin, Robert S; Lampe, Johanna W; Carroll, Raymond J
2016-12-01
Most cancer research now involves one or more assays profiling various biological molecules, e.g., messenger RNA and micro RNA, in samples collected on the same individuals. The main interest with these genomic data sets lies in the identification of a subset of features that are active in explaining the dependence between platforms. To quantify the strength of the dependency between two variables, correlation is often preferred. However, expression data obtained from next-generation sequencing platforms are integer with very low counts for some important features. In this case, the sample Pearson correlation is not a valid estimate of the true correlation matrix, because the sample correlation estimate between two features/variables with low counts will often be close to zero, even when the natural parameters of the Poisson distribution are, in actuality, highly correlated. We propose a model-based approach to correlation estimation between two non-normal data sets, via a method we call Probabilistic Correlations ANalysis, or PCAN. PCAN takes into consideration the distributional assumption about both data sets and suggests that correlations estimated at the model natural parameter level are more appropriate than correlations estimated directly on the observed data. We demonstrate through a simulation study that PCAN outperforms other standard approaches in estimating the true correlation between the natural parameters. We then apply PCAN to the joint analysis of a microRNA (miRNA) and a messenger RNA (mRNA) expression data set from a squamous cell lung cancer study, finding a large number of negative correlation pairs when compared to the standard approaches. © 2016, The International Biometric Society.
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.
Activity-based sampling (ABS) used to evaluate breathing zone exposure to a contaminant present in soil resulting from various activities, involves breathing zone sampling for contaminants while that activity is performed. A probabilistic model based upon aerosol physics and flui...
NASA Astrophysics Data System (ADS)
Pappenberger, F.; Stephens, E. M.; Thielen, J.; Salomon, P.; Demeritt, D.; van Andel, S.; Wetterhall, F.; Alfieri, L.
2011-12-01
The aim of this paper is to understand and to contribute to improved communication of the probabilistic flood forecasts generated by Hydrological Ensemble Prediction Systems (HEPS) with particular focus on the inter expert communication. Different users are likely to require different kinds of information from HEPS and thus different visualizations. The perceptions of this expert group are important both because they are the designers and primary users of existing HEPS. Nevertheless, they have sometimes resisted the release of uncertainty information to the general public because of doubts about whether it can be successfully communicated in ways that would be readily understood to non-experts. In this paper we explore the strengths and weaknesses of existing HEPS visualization methods and thereby formulate some wider recommendations about best practice for HEPS visualization and communication. We suggest that specific training on probabilistic forecasting would foster use of probabilistic forecasts with a wider range of applications. The result of a case study exercise showed that there is no overarching agreement between experts on how to display probabilistic forecasts and what they consider essential information that should accompany plots and diagrams. In this paper we propose a list of minimum properties that, if consistently displayed with probabilistic forecasts, would make the products more easily understandable.
Probabilistic Design and Analysis Framework
NASA Technical Reports Server (NTRS)
Strack, William C.; Nagpal, Vinod K.
2010-01-01
PRODAF is a software package designed to aid analysts and designers in conducting probabilistic analysis of components and systems. PRODAF can integrate multiple analysis programs to ease the tedious process of conducting a complex analysis process that requires the use of multiple software packages. The work uses a commercial finite element analysis (FEA) program with modules from NESSUS to conduct a probabilistic analysis of a hypothetical turbine blade, disk, and shaft model. PRODAF applies the response surface method, at the component level, and extrapolates the component-level responses to the system level. Hypothetical components of a gas turbine engine are first deterministically modeled using FEA. Variations in selected geometrical dimensions and loading conditions are analyzed to determine the effects of the stress state within each component. Geometric variations include the cord length and height for the blade, inner radius, outer radius, and thickness, which are varied for the disk. Probabilistic analysis is carried out using developing software packages like System Uncertainty Analysis (SUA) and PRODAF. PRODAF was used with a commercial deterministic FEA program in conjunction with modules from the probabilistic analysis program, NESTEM, to perturb loads and geometries to provide a reliability and sensitivity analysis. PRODAF simplified the handling of data among the various programs involved, and will work with many commercial and opensource deterministic programs, probabilistic programs, or modules.
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.
Campbell, Kieran R.
2016-01-01
Single cell gene expression profiling can be used to quantify transcriptional dynamics in temporal processes, such as cell differentiation, using computational methods to label each cell with a ‘pseudotime’ where true time series experimentation is too difficult to perform. However, owing to the high variability in gene expression between individual cells, there is an inherent uncertainty in the precise temporal ordering of the cells. Pre-existing methods for pseudotime estimation have predominantly given point estimates precluding a rigorous analysis of the implications of uncertainty. We use probabilistic modelling techniques to quantify pseudotime uncertainty and propagate this into downstream differential expression analysis. We demonstrate that reliance on a point estimate of pseudotime can lead to inflated false discovery rates and that probabilistic approaches provide greater robustness and measures of the temporal resolution that can be obtained from pseudotime inference. PMID:27870852
Risk assessment of turbine rotor failure using probabilistic ultrasonic non-destructive evaluations
NASA Astrophysics Data System (ADS)
Guan, Xuefei; Zhang, Jingdan; Zhou, S. Kevin; Rasselkorde, El Mahjoub; Abbasi, Waheed A.
2014-02-01
The study presents a method and application of risk assessment methodology for turbine rotor fatigue failure using probabilistic ultrasonic nondestructive evaluations. A rigorous probabilistic modeling for ultrasonic flaw sizing is developed by incorporating the model-assisted probability of detection, and the probability density function (PDF) of the actual flaw size is derived. Two general scenarios, namely the ultrasonic inspection with an identified flaw indication and the ultrasonic inspection without flaw indication, are considered in the derivation. To perform estimations for fatigue reliability and remaining useful life, uncertainties from ultrasonic flaw sizing and fatigue model parameters are systematically included and quantified. The model parameter PDF is estimated using Bayesian parameter estimation and actual fatigue testing data. The overall method is demonstrated using a realistic application of steam turbine rotor, and the risk analysis under given safety criteria is provided to support maintenance planning.
Feature selection using probabilistic prediction of support vector regression.
Yang, Jian-Bo; Ong, Chong-Jin
2011-06-01
This paper presents a new wrapper-based feature selection method for support vector regression (SVR) using its probabilistic predictions. The method computes the importance of a feature by aggregating the difference, over the feature space, of the conditional density functions of the SVR prediction with and without the feature. As the exact computation of this importance measure is expensive, two approximations are proposed. The effectiveness of the measure using these approximations, in comparison to several other existing feature selection methods for SVR, is evaluated on both artificial and real-world problems. The result of the experiments show that the proposed method generally performs better than, or at least as well as, the existing methods, with notable advantage when the dataset is sparse.
NASA Astrophysics Data System (ADS)
Du, Changwen; Zhou, Jianmin; Liu, Jianfeng
2017-02-01
With increased demand for Cordyceps sinensis it needs rapid methods to meet the challenge of identification raised in quality control. In this study Cordyceps sinensis from four typical natural habitats in China was characterized by depth-profiling Fourier transform infrared photoacoustic spectroscopy. Results demonstrated that Cordyceps sinensis samples resulted in typical photoacoustic spectral appearance, but heterogeneity was sensed in the whole sample; due to the heterogeneity Cordyceps sinensis was represented by spectra of four groups including head, body, tail and leaf under a moving mirror velocity of 0.30 cm s- 1. The spectra of the four groups were used as input of a probabilistic neural network (PNN) to identify the source of Cordyceps sinensis, and all the samples were correctly identified by the PNN model. Therefore, depth-profiling Fourier transform infrared photoacoustic spectroscopy provides novel and unique technique to identify Cordyceps sinensis, which shows great potential in quality control of Cordyceps sinensis.
Xi, Yanwei; Arbabi, Aryan; McNaughton, Amy J M; Hamilton, Alison; Hull, Danna; Perras, Helene; Chiu, Tillie; Morrison, Shawna; Goldsmith, Claire; Creede, Emilie; Anger, Gregory J; Honeywell, Christina; Cloutier, Mireille; Macchio, Natasha; Kiss, Courtney; Liu, Xudong; Crocker, Susan; Davies, Gregory A; Brudno, Michael; Armour, Christine M
2017-01-01
To develop an alternate noninvasive prenatal testing method for the assessment of trisomy 21 (T21) using a targeted semiconductor sequencing approach. A customized AmpliSeq panel was designed with 1,067 primer pairs targeting specific regions on chromosomes 21, 18, 13, and others. A total of 235 samples, including 30 affected with T21, were sequenced with an Ion Torrent Proton sequencer, and a method was developed for assessing the probability of fetal aneuploidy via derivation of a risk score. Application of the derived risk score yields a bimodal distribution, with the affected samples clustering near 1.0 and the unaffected near 0. For a risk score cutoff of 0.345, above which all would be considered at "high risk," all 30 T21-positive pregnancies were correctly predicted to be affected, and 199 of the 205 non-T21 samples were correctly predicted. The average hands-on time spent on library preparation and sequencing was 19 h in total, and the average number of reads of sequence obtained was 3.75 million per sample. With the described targeted sequencing approach on the semiconductor platform using a custom-designed library and a probabilistic statistical approach, we have demonstrated the feasibility of an alternate method of assessment for fetal T21. © 2017 S. Karger AG, Basel.
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.
Binomial leap methods for simulating stochastic chemical kinetics.
Tian, Tianhai; Burrage, Kevin
2004-12-01
This paper discusses efficient simulation methods for stochastic chemical kinetics. Based on the tau-leap and midpoint tau-leap methods of Gillespie [D. T. Gillespie, J. Chem. Phys. 115, 1716 (2001)], binomial random variables are used in these leap methods rather than Poisson random variables. The motivation for this approach is to improve the efficiency of the Poisson leap methods by using larger stepsizes. Unlike Poisson random variables whose range of sample values is from zero to infinity, binomial random variables have a finite range of sample values. This probabilistic property has been used to restrict possible reaction numbers and to avoid negative molecular numbers in stochastic simulations when larger stepsize is used. In this approach a binomial random variable is defined for a single reaction channel in order to keep the reaction number of this channel below the numbers of molecules that undergo this reaction channel. A sampling technique is also designed for the total reaction number of a reactant species that undergoes two or more reaction channels. Samples for the total reaction number are not greater than the molecular number of this species. In addition, probability properties of the binomial random variables provide stepsize conditions for restricting reaction numbers in a chosen time interval. These stepsize conditions are important properties of robust leap control strategies. Numerical results indicate that the proposed binomial leap methods can be applied to a wide range of chemical reaction systems with very good accuracy and significant improvement on efficiency over existing approaches. (c) 2004 American Institute of Physics.
NASA Astrophysics Data System (ADS)
Tierz, Pablo; Sandri, Laura; Ramona Stefanescu, Elena; Patra, Abani; Marzocchi, Warner; Costa, Antonio; Sulpizio, Roberto
2014-05-01
Explosive volcanoes and, especially, Pyroclastic Density Currents (PDCs) pose an enormous threat to populations living in the surroundings of volcanic areas. Difficulties in the modeling of PDCs are related to (i) very complex and stochastic physical processes, intrinsic to their occurrence, and (ii) to a lack of knowledge about how these processes actually form and evolve. This means that there are deep uncertainties (namely, of aleatory nature due to point (i) above, and of epistemic nature due to point (ii) above) associated to the study and forecast of PDCs. Consequently, the assessment of their hazard is better described in terms of probabilistic approaches rather than by deterministic ones. What is actually done to assess probabilistic hazard from PDCs is to couple deterministic simulators with statistical techniques that can, eventually, supply probabilities and inform about the uncertainties involved. In this work, some examples of both PDC numerical simulators (Energy Cone and TITAN2D) and uncertainty quantification techniques (Monte Carlo sampling -MC-, Polynomial Chaos Quadrature -PCQ- and Bayesian Linear Emulation -BLE-) are presented, and their advantages, limitations and future potential are underlined. The key point in choosing a specific method leans on the balance between its related computational cost, the physical reliability of the simulator and the pursued target of the hazard analysis (type of PDCs considered, time-scale selected for the analysis, particular guidelines received from decision-making agencies, etc.). Although current numerical and statistical techniques have brought important advances in probabilistic volcanic hazard assessment from PDCs, some of them may be further applicable to more sophisticated simulators. In addition, forthcoming improvements could be focused on three main multidisciplinary directions: 1) Validate the simulators frequently used (through comparison with PDC deposits and other simulators), 2) Decrease simulator runtimes (whether by increasing the knowledge about the physical processes or by doing more efficient programming, parallelization, ...) and 3) Improve uncertainty quantification techniques.
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.
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
Heck, Daniel W; Hilbig, Benjamin E; Moshagen, Morten
2017-08-01
Decision strategies explain how people integrate multiple sources of information to make probabilistic inferences. In the past decade, increasingly sophisticated methods have been developed to determine which strategy explains decision behavior best. We extend these efforts to test psychologically more plausible models (i.e., strategies), including a new, probabilistic version of the take-the-best (TTB) heuristic that implements a rank order of error probabilities based on sequential processing. Within a coherent statistical framework, deterministic and probabilistic versions of TTB and other strategies can directly be compared using model selection by minimum description length or the Bayes factor. In an experiment with inferences from given information, only three of 104 participants were best described by the psychologically plausible, probabilistic version of TTB. Similar as in previous studies, most participants were classified as users of weighted-additive, a strategy that integrates all available information and approximates rational decisions. Copyright © 2017 Elsevier Inc. All rights reserved.
Probabilistic DHP adaptive critic for nonlinear stochastic control systems.
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.
Probabilistic double guarantee kidnapping detection in SLAM.
Tian, Yang; Ma, Shugen
2016-01-01
For determining whether kidnapping has happened and which type of kidnapping it is while a robot performs autonomous tasks in an unknown environment, a double guarantee kidnapping detection (DGKD) method has been proposed. The good performance of DGKD in a relative small environment is shown. However, a limitation of DGKD is found in a large-scale environment by our recent work. In order to increase the adaptability of DGKD in a large-scale environment, an improved method called probabilistic double guarantee kidnapping detection is proposed in this paper to combine probability of features' positions and the robot's posture. Simulation results demonstrate the validity and accuracy of the proposed method.
Divide et impera: subgoaling reduces the complexity of probabilistic inference and problem solving
Maisto, Domenico; Donnarumma, Francesco; Pezzulo, Giovanni
2015-01-01
It has long been recognized that humans (and possibly other animals) usually break problems down into smaller and more manageable problems using subgoals. Despite a general consensus that subgoaling helps problem solving, it is still unclear what the mechanisms guiding online subgoal selection are during the solution of novel problems for which predefined solutions are not available. Under which conditions does subgoaling lead to optimal behaviour? When is subgoaling better than solving a problem from start to finish? Which is the best number and sequence of subgoals to solve a given problem? How are these subgoals selected during online inference? Here, we present a computational account of subgoaling in problem solving. Following Occam's razor, we propose that good subgoals are those that permit planning solutions and controlling behaviour using less information resources, thus yielding parsimony in inference and control. We implement this principle using approximate probabilistic inference: subgoals are selected using a sampling method that considers the descriptive complexity of the resulting sub-problems. We validate the proposed method using a standard reinforcement learning benchmark (four-rooms scenario) and show that the proposed method requires less inferential steps and permits selecting more compact control programs compared to an equivalent procedure without subgoaling. Furthermore, we show that the proposed method offers a mechanistic explanation of the neuronal dynamics found in the prefrontal cortex of monkeys that solve planning problems. Our computational framework provides a novel integrative perspective on subgoaling and its adaptive advantages for planning, control and learning, such as for example lowering cognitive effort and working memory load. PMID:25652466
Duraisamy, Baskar; Shanmugam, Jayanthi Venkatraman; Annamalai, Jayanthi
2018-02-19
An early intervention of Alzheimer's disease (AD) is highly essential due to the fact that this neuro degenerative disease generates major life-threatening issues, especially memory loss among patients in society. Moreover, categorizing NC (Normal Control), MCI (Mild Cognitive Impairment) and AD early in course allows the patients to experience benefits from new treatments. Therefore, it is important to construct a reliable classification technique to discriminate the patients with or without AD from the bio medical imaging modality. Hence, we developed a novel FCM based Weighted Probabilistic Neural Network (FWPNN) classification algorithm and analyzed the brain images related to structural MRI modality for better discrimination of class labels. Initially our proposed framework begins with brain image normalization stage. In this stage, ROI regions related to Hippo-Campus (HC) and Posterior Cingulate Cortex (PCC) from the brain images are extracted using Automated Anatomical Labeling (AAL) method. Subsequently, nineteen highly relevant AD related features are selected through Multiple-criterion feature selection method. At last, our novel FWPNN classification algorithm is imposed to remove suspicious samples from the training data with an end goal to enhance the classification performance. This newly developed classification algorithm combines both the goodness of supervised and unsupervised learning techniques. The experimental validation is carried out with the ADNI subset and then to the Bordex-3 city dataset. Our proposed classification approach achieves an accuracy of about 98.63%, 95.4%, 96.4% in terms of classification with AD vs NC, MCI vs NC and AD vs MCI. The experimental results suggest that the removal of noisy samples from the training data can enhance the decision generation process of the expert systems.
A Unified Probabilistic Framework for Dose–Response Assessment of Human Health Effects
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
A Guide to the Literature on Learning Graphical Models
NASA Technical Reports Server (NTRS)
Buntine, Wray L.; Friedland, Peter (Technical Monitor)
1994-01-01
This literature review discusses different methods under the general rubric of learning Bayesian networks from data, and more generally, learning probabilistic graphical models. Because many problems in artificial intelligence, statistics and neural networks can be represented as a probabilistic graphical model, this area provides a unifying perspective on learning. This paper organizes the research in this area along methodological lines of increasing complexity.
PREDICT: Privacy and Security Enhancing Dynamic Information Monitoring
2015-08-03
consisting of global server-side probabilistic assignment by an untrusted server using cloaked locations, followed by feedback-loop guided local...12], consisting of global server-side probabilistic assignment by an untrusted server using cloaked locations, followed by feedback-loop guided...these methods achieve high sensing coverage with low cost using cloaked locations [3]. In follow-on work, the issue of mobility is addressed. Task
The purpose of this SOP is to describe the procedures undertaken to calculate the ingestion exposure using composite food chemical residue values from the day of direct measurements. The calculation is based on the probabilistic approach. This SOP uses data that have been proper...