Probability Analysis of the Wave-Slamming Pressure Values of the Horizontal Deck with Elastic Support

NASA Astrophysics Data System (ADS)

Zuo, Weiguang; Liu, Ming; Fan, Tianhui; Wang, Pengtao

2018-06-01

This paper presents the probability distribution of the slamming pressure from an experimental study of regular wave slamming on an elastically supported horizontal deck. The time series of the slamming pressure during the wave impact were first obtained through statistical analyses on experimental data. The exceeding probability distribution of the maximum slamming pressure peak and distribution parameters were analyzed, and the results show that the exceeding probability distribution of the maximum slamming pressure peak accords with the three-parameter Weibull distribution. Furthermore, the range and relationships of the distribution parameters were studied. The sum of the location parameter D and the scale parameter L was approximately equal to 1.0, and the exceeding probability was more than 36.79% when the random peak was equal to the sample average during the wave impact. The variation of the distribution parameters and slamming pressure under different model conditions were comprehensively presented, and the parameter values of the Weibull distribution of wave-slamming pressure peaks were different due to different test models. The parameter values were found to decrease due to the increased stiffness of the elastic support. The damage criterion of the structure model caused by the wave impact was initially discussed, and the structure model was destroyed when the average slamming time was greater than a certain value during the duration of the wave impact. The conclusions of the experimental study were then described.

Sandpile-based model for capturing magnitude distributions and spatiotemporal clustering and separation in regional earthquakes

NASA Astrophysics Data System (ADS)

Batac, Rene C.; Paguirigan, Antonino A., Jr.; Tarun, Anjali B.; Longjas, Anthony G.

2017-04-01

We propose a cellular automata model for earthquake occurrences patterned after the sandpile model of self-organized criticality (SOC). By incorporating a single parameter describing the probability to target the most susceptible site, the model successfully reproduces the statistical signatures of seismicity. The energy distributions closely follow power-law probability density functions (PDFs) with a scaling exponent of around -1. 6, consistent with the expectations of the Gutenberg-Richter (GR) law, for a wide range of the targeted triggering probability values. Additionally, for targeted triggering probabilities within the range 0.004-0.007, we observe spatiotemporal distributions that show bimodal behavior, which is not observed previously for the original sandpile. For this critical range of values for the probability, model statistics show remarkable comparison with long-period empirical data from earthquakes from different seismogenic regions. The proposed model has key advantages, the foremost of which is the fact that it simultaneously captures the energy, space, and time statistics of earthquakes by just introducing a single parameter, while introducing minimal parameters in the simple rules of the sandpile. We believe that the critical targeting probability parameterizes the memory that is inherently present in earthquake-generating regions.

Multi-scale Characterization and Modeling of Surface Slope Probability Distribution for ~20-km Diameter Lunar Craters

NASA Astrophysics Data System (ADS)

Mahanti, P.; Robinson, M. S.; Boyd, A. K.

2013-12-01

Craters ~20-km diameter and above significantly shaped the lunar landscape. The statistical nature of the slope distribution on their walls and floors dominate the overall slope distribution statistics for the lunar surface. Slope statistics are inherently useful for characterizing the current topography of the surface, determining accurate photometric and surface scattering properties, and in defining lunar surface trafficability [1-4]. Earlier experimental studies on the statistical nature of lunar surface slopes were restricted either by resolution limits (Apollo era photogrammetric studies) or by model error considerations (photoclinometric and radar scattering studies) where the true nature of slope probability distribution was not discernible at baselines smaller than a kilometer[2,3,5]. Accordingly, historical modeling of lunar surface slopes probability distributions for applications such as in scattering theory development or rover traversability assessment is more general in nature (use of simple statistical models such as the Gaussian distribution[1,2,5,6]). With the advent of high resolution, high precision topographic models of the Moon[7,8], slopes in lunar craters can now be obtained at baselines as low as 6-meters allowing unprecedented multi-scale (multiple baselines) modeling possibilities for slope probability distributions. Topographic analysis (Lunar Reconnaissance Orbiter Camera (LROC) Narrow Angle Camera (NAC) 2-m digital elevation models (DEM)) of ~20-km diameter Copernican lunar craters revealed generally steep slopes on interior walls (30° to 36°, locally exceeding 40°) over 15-meter baselines[9]. In this work, we extend the analysis from a probability distribution modeling point-of-view with NAC DEMs to characterize the slope statistics for the floors and walls for the same ~20-km Copernican lunar craters. The difference in slope standard deviations between the Gaussian approximation and the actual distribution (2-meter sampling) was computed over multiple scales. This slope analysis showed that local slope distributions are non-Gaussian for both crater walls and floors. Over larger baselines (~100 meters), crater wall slope probability distributions do approximate Gaussian distributions better, but have long distribution tails. Crater floor probability distributions however, were always asymmetric (for the baseline scales analyzed) and less affected by baseline scale variations. Accordingly, our results suggest that use of long tailed probability distributions (like Cauchy) and a baseline-dependant multi-scale model can be more effective in describing the slope statistics for lunar topography. Refrences: [1]Moore, H.(1971), JGR,75(11) [2]Marcus, A. H.(1969),JGR,74 (22).[3]R.J. Pike (1970),U.S. Geological Survey Working Paper [4]N. C. Costes, J. E. Farmer and E. B. George (1972),NASA Technical Report TR R-401 [5]M. N. Parker and G. L. Tyler(1973), Radio Science, 8(3),177-184 [6]Alekseev, V. A.et al (1968), Soviet Astronomy, Vol. 11, p.860 [7]Burns et al. (2012) Int. Arch. Photogramm. Remote Sens. Spatial Inf. Sci., XXXIX-B4, 483-488.[8]Smith et al. (2010) GRL 37, L18204, DOI: 10.1029/2010GL043751. [9]Wagner R., Robinson, M., Speyerer E., Mahanti, P., LPSC 2013, #2924.

Two Universality Properties Associated with the Monkey Model of Zipf's Law

NASA Astrophysics Data System (ADS)

Perline, Richard; Perline, Ron

2016-03-01

The distribution of word probabilities in the monkey model of Zipf's law is associated with two universality properties: (1) the power law exponent converges strongly to $-1$ as the alphabet size increases and the letter probabilities are specified as the spacings from a random division of the unit interval for any distribution with a bounded density function on $[0,1]$; and (2), on a logarithmic scale the version of the model with a finite word length cutoff and unequal letter probabilities is approximately normally distributed in the part of the distribution away from the tails. The first property is proved using a remarkably general limit theorem for the logarithm of sample spacings from Shao and Hahn, and the second property follows from Anscombe's central limit theorem for a random number of i.i.d. random variables. The finite word length model leads to a hybrid Zipf-lognormal mixture distribution closely related to work in other areas.

A probability space for quantum models

NASA Astrophysics Data System (ADS)

Lemmens, L. F.

2017-06-01

A probability space contains a set of outcomes, a collection of events formed by subsets of the set of outcomes and probabilities defined for all events. A reformulation in terms of propositions allows to use the maximum entropy method to assign the probabilities taking some constraints into account. The construction of a probability space for quantum models is determined by the choice of propositions, choosing the constraints and making the probability assignment by the maximum entropy method. This approach shows, how typical quantum distributions such as Maxwell-Boltzmann, Fermi-Dirac and Bose-Einstein are partly related with well-known classical distributions. The relation between the conditional probability density, given some averages as constraints and the appropriate ensemble is elucidated.

Does Litter Size Variation Affect Models of Terrestrial Carnivore Extinction Risk and Management?

PubMed Central

Devenish-Nelson, Eleanor S.; Stephens, Philip A.; Harris, Stephen; Soulsbury, Carl; Richards, Shane A.

2013-01-01

Background Individual variation in both survival and reproduction has the potential to influence extinction risk. Especially for rare or threatened species, reliable population models should adequately incorporate demographic uncertainty. Here, we focus on an important form of demographic stochasticity: variation in litter sizes. We use terrestrial carnivores as an example taxon, as they are frequently threatened or of economic importance. Since data on intraspecific litter size variation are often sparse, it is unclear what probability distribution should be used to describe the pattern of litter size variation for multiparous carnivores. Methodology/Principal Findings We used litter size data on 32 terrestrial carnivore species to test the fit of 12 probability distributions. The influence of these distributions on quasi-extinction probabilities and the probability of successful disease control was then examined for three canid species – the island fox Urocyon littoralis, the red fox Vulpes vulpes, and the African wild dog Lycaon pictus. Best fitting probability distributions differed among the carnivores examined. However, the discretised normal distribution provided the best fit for the majority of species, because variation among litter-sizes was often small. Importantly, however, the outcomes of demographic models were generally robust to the distribution used. Conclusion/Significance These results provide reassurance for those using demographic modelling for the management of less studied carnivores in which litter size variation is estimated using data from species with similar reproductive attributes. PMID:23469140

Does litter size variation affect models of terrestrial carnivore extinction risk and management?

PubMed

Devenish-Nelson, Eleanor S; Stephens, Philip A; Harris, Stephen; Soulsbury, Carl; Richards, Shane A

2013-01-01

Individual variation in both survival and reproduction has the potential to influence extinction risk. Especially for rare or threatened species, reliable population models should adequately incorporate demographic uncertainty. Here, we focus on an important form of demographic stochasticity: variation in litter sizes. We use terrestrial carnivores as an example taxon, as they are frequently threatened or of economic importance. Since data on intraspecific litter size variation are often sparse, it is unclear what probability distribution should be used to describe the pattern of litter size variation for multiparous carnivores. We used litter size data on 32 terrestrial carnivore species to test the fit of 12 probability distributions. The influence of these distributions on quasi-extinction probabilities and the probability of successful disease control was then examined for three canid species - the island fox Urocyon littoralis, the red fox Vulpes vulpes, and the African wild dog Lycaon pictus. Best fitting probability distributions differed among the carnivores examined. However, the discretised normal distribution provided the best fit for the majority of species, because variation among litter-sizes was often small. Importantly, however, the outcomes of demographic models were generally robust to the distribution used. These results provide reassurance for those using demographic modelling for the management of less studied carnivores in which litter size variation is estimated using data from species with similar reproductive attributes.

Does Breast Cancer Drive the Building of Survival Probability Models among States? An Assessment of Goodness of Fit for Patient Data from SEER Registries

PubMed

Khan, Hafiz; Saxena, Anshul; Perisetti, Abhilash; Rafiq, Aamrin; Gabbidon, Kemesha; Mende, Sarah; Lyuksyutova, Maria; Quesada, Kandi; Blakely, Summre; Torres, Tiffany; Afesse, Mahlet

2016-12-01

Background: Breast cancer is a worldwide public health concern and is the most prevalent type of cancer in women in the United States. This study concerned the best fit of statistical probability models on the basis of survival times for nine state cancer registries: California, Connecticut, Georgia, Hawaii, Iowa, Michigan, New Mexico, Utah, and Washington. Materials and Methods: A probability random sampling method was applied to select and extract records of 2,000 breast cancer patients from the Surveillance Epidemiology and End Results (SEER) database for each of the nine state cancer registries used in this study. EasyFit software was utilized to identify the best probability models by using goodness of fit tests, and to estimate parameters for various statistical probability distributions that fit survival data. Results: Statistical analysis for the summary of statistics is reported for each of the states for the years 1973 to 2012. Kolmogorov-Smirnov, Anderson-Darling, and Chi-squared goodness of fit test values were used for survival data, the highest values of goodness of fit statistics being considered indicative of the best fit survival model for each state. Conclusions: It was found that California, Connecticut, Georgia, Iowa, New Mexico, and Washington followed the Burr probability distribution, while the Dagum probability distribution gave the best fit for Michigan and Utah, and Hawaii followed the Gamma probability distribution. These findings highlight differences between states through selected sociodemographic variables and also demonstrate probability modeling differences in breast cancer survival times. The results of this study can be used to guide healthcare providers and researchers for further investigations into social and environmental factors in order to reduce the occurrence of and mortality due to breast cancer. Creative Commons Attribution License

Exact probability distribution functions for Parrondo's games

NASA Astrophysics Data System (ADS)

Zadourian, Rubina; Saakian, David B.; Klümper, Andreas

2016-12-01

We study the discrete time dynamics of Brownian ratchet models and Parrondo's games. Using the Fourier transform, we calculate the exact probability distribution functions for both the capital dependent and history dependent Parrondo's games. In certain cases we find strong oscillations near the maximum of the probability distribution with two limiting distributions for odd and even number of rounds of the game. Indications of such oscillations first appeared in the analysis of real financial data, but now we have found this phenomenon in model systems and a theoretical understanding of the phenomenon. The method of our work can be applied to Brownian ratchets, molecular motors, and portfolio optimization.

Exact probability distribution functions for Parrondo's games.

PubMed

Zadourian, Rubina; Saakian, David B; Klümper, Andreas

2016-12-01

We study the discrete time dynamics of Brownian ratchet models and Parrondo's games. Using the Fourier transform, we calculate the exact probability distribution functions for both the capital dependent and history dependent Parrondo's games. In certain cases we find strong oscillations near the maximum of the probability distribution with two limiting distributions for odd and even number of rounds of the game. Indications of such oscillations first appeared in the analysis of real financial data, but now we have found this phenomenon in model systems and a theoretical understanding of the phenomenon. The method of our work can be applied to Brownian ratchets, molecular motors, and portfolio optimization.

The beta distribution: A statistical model for world cloud cover

NASA Technical Reports Server (NTRS)

Falls, L. W.

1973-01-01

Much work has been performed in developing empirical global cloud cover models. This investigation was made to determine an underlying theoretical statistical distribution to represent worldwide cloud cover. The beta distribution with probability density function is given to represent the variability of this random variable. It is shown that the beta distribution possesses the versatile statistical characteristics necessary to assume the wide variety of shapes exhibited by cloud cover. A total of 160 representative empirical cloud cover distributions were investigated and the conclusion was reached that this study provides sufficient statical evidence to accept the beta probability distribution as the underlying model for world cloud cover.

Improved first-order uncertainty method for water-quality modeling

USGS Publications Warehouse

Melching, C.S.; Anmangandla, S.

1992-01-01

Uncertainties are unavoidable in water-quality modeling and subsequent management decisions. Monte Carlo simulation and first-order uncertainty analysis (involving linearization at central values of the uncertain variables) have been frequently used to estimate probability distributions for water-quality model output due to their simplicity. Each method has its drawbacks: Monte Carlo simulation's is mainly computational time; and first-order analysis are mainly questions of accuracy and representativeness, especially for nonlinear systems and extreme conditions. An improved (advanced) first-order method is presented, where the linearization point varies to match the output level whose exceedance probability is sought. The advanced first-order method is tested on the Streeter-Phelps equation to estimate the probability distribution of critical dissolved-oxygen deficit and critical dissolved oxygen using two hypothetical examples from the literature. The advanced first-order method provides a close approximation of the exceedance probability for the Streeter-Phelps model output estimated by Monte Carlo simulation using less computer time - by two orders of magnitude - regardless of the probability distributions assumed for the uncertain model parameters.

Modeling potential distribution of Oligoryzomys longicaudatus, the Andes virus (Genus: Hantavirus) reservoir, in Argentina.

PubMed

Andreo, Verónica; Glass, Gregory; Shields, Timothy; Provensal, Cecilia; Polop, Jaime

2011-09-01

We constructed a model to predict the potential distribution of Oligoryzomys longicaudatus, the reservoir of Andes virus (Genus: Hantavirus), in Argentina. We developed an extensive database of occurrence records from published studies and our own surveys and compared two methods to model the probability of O. longicaudatus presence; logistic regression and MaxEnt algorithm. The environmental variables used were tree, grass and bare soil cover from MODIS imagery and, altitude and 19 bioclimatic variables from WorldClim database. The models performances were evaluated and compared both by threshold dependent and independent measures. The best models included tree and grass cover, mean diurnal temperature range, and precipitation of the warmest and coldest seasons. The potential distribution maps for O. longicaudatus predicted the highest occurrence probabilities along the Andes range, from 32°S and narrowing southwards. They also predicted high probabilities for the south-central area of Argentina, reaching the Atlantic coast. The Hantavirus Pulmonary Syndrome cases coincided with mean occurrence probabilities of 95 and 77% for logistic and MaxEnt models, respectively. HPS transmission zones in Argentine Patagonia matched the areas with the highest probability of presence. Therefore, colilargos presence probability may provide an approximate risk of transmission and act as an early tool to guide control and prevention plans.

Theoretical size distribution of fossil taxa: analysis of a null model

PubMed Central

Reed, William J; Hughes, Barry D

2007-01-01

Background This article deals with the theoretical size distribution (of number of sub-taxa) of a fossil taxon arising from a simple null model of macroevolution. Model New species arise through speciations occurring independently and at random at a fixed probability rate, while extinctions either occur independently and at random (background extinctions) or cataclysmically. In addition new genera are assumed to arise through speciations of a very radical nature, again assumed to occur independently and at random at a fixed probability rate. Conclusion The size distributions of the pioneering genus (following a cataclysm) and of derived genera are determined. Also the distribution of the number of genera is considered along with a comparison of the probability of a monospecific genus with that of a monogeneric family. PMID:17376249

Skill of Ensemble Seasonal Probability Forecasts

NASA Astrophysics Data System (ADS)

Smith, Leonard A.; Binter, Roman; Du, Hailiang; Niehoerster, Falk

2010-05-01

In operational forecasting, the computational complexity of large simulation models is, ideally, justified by enhanced performance over simpler models. We will consider probability forecasts and contrast the skill of ENSEMBLES-based seasonal probability forecasts of interest to the finance sector (specifically temperature forecasts for Nino 3.4 and the Atlantic Main Development Region (MDR)). The ENSEMBLES model simulations will be contrasted against forecasts from statistical models based on the observations (climatological distributions) and empirical dynamics based on the observations but conditioned on the current state (dynamical climatology). For some start dates, individual ENSEMBLES models yield significant skill even at a lead-time of 14 months. The nature of this skill is discussed, and chances of application are noted. Questions surrounding the interpretation of probability forecasts based on these multi-model ensemble simulations are then considered; the distributions considered are formed by kernel dressing the ensemble and blending with the climatology. The sources of apparent (RMS) skill in distributions based on multi-model simulations is discussed, and it is demonstrated that the inclusion of "zero-skill" models in the long range can improve Root-Mean-Square-Error scores, casting some doubt on the common justification for the claim that all models should be included in forming an operational probability forecast. It is argued that the rational response varies with lead time.

Modeling stream fish distributions using interval-censored detection times.

PubMed

Ferreira, Mário; Filipe, Ana Filipa; Bardos, David C; Magalhães, Maria Filomena; Beja, Pedro

2016-08-01

Controlling for imperfect detection is important for developing species distribution models (SDMs). Occupancy-detection models based on the time needed to detect a species can be used to address this problem, but this is hindered when times to detection are not known precisely. Here, we extend the time-to-detection model to deal with detections recorded in time intervals and illustrate the method using a case study on stream fish distribution modeling. We collected electrofishing samples of six fish species across a Mediterranean watershed in Northeast Portugal. Based on a Bayesian hierarchical framework, we modeled the probability of water presence in stream channels, and the probability of species occupancy conditional on water presence, in relation to environmental and spatial variables. We also modeled time-to-first detection conditional on occupancy in relation to local factors, using modified interval-censored exponential survival models. Posterior distributions of occupancy probabilities derived from the models were used to produce species distribution maps. Simulations indicated that the modified time-to-detection model provided unbiased parameter estimates despite interval-censoring. There was a tendency for spatial variation in detection rates to be primarily influenced by depth and, to a lesser extent, stream width. Species occupancies were consistently affected by stream order, elevation, and annual precipitation. Bayesian P-values and AUCs indicated that all models had adequate fit and high discrimination ability, respectively. Mapping of predicted occupancy probabilities showed widespread distribution by most species, but uncertainty was generally higher in tributaries and upper reaches. The interval-censored time-to-detection model provides a practical solution to model occupancy-detection when detections are recorded in time intervals. This modeling framework is useful for developing SDMs while controlling for variation in detection rates, as it uses simple data that can be readily collected by field ecologists.

Stochastic analysis of particle movement over a dune bed

USGS Publications Warehouse

Lee, Baum K.; Jobson, Harvey E.

1977-01-01

Stochastic models are available that can be used to predict the transport and dispersion of bed-material sediment particles in an alluvial channel. These models are based on the proposition that the movement of a single bed-material sediment particle consists of a series of steps of random length separated by rest periods of random duration and, therefore, application of the models requires a knowledge of the probability distributions of the step lengths, the rest periods, the elevation of particle deposition, and the elevation of particle erosion. The procedure was tested by determining distributions from bed profiles formed in a large laboratory flume with a coarse sand as the bed material. The elevation of particle deposition and the elevation of particle erosion can be considered to be identically distributed, and their distribution can be described by either a ' truncated Gaussian ' or a ' triangular ' density function. The conditional probability distribution of the rest period given the elevation of particle deposition closely followed the two-parameter gamma distribution. The conditional probability distribution of the step length given the elevation of particle erosion and the elevation of particle deposition also closely followed the two-parameter gamma density function. For a given flow, the scale and shape parameters describing the gamma probability distributions can be expressed as functions of bed-elevation. (Woodard-USGS)

The Finite-Size Scaling Relation for the Order-Parameter Probability Distribution of the Six-Dimensional Ising Model

NASA Astrophysics Data System (ADS)

Merdan, Ziya; Karakuş, Özlem

2016-11-01

The six dimensional Ising model with nearest-neighbor pair interactions has been simulated and verified numerically on the Creutz Cellular Automaton by using five bit demons near the infinite-lattice critical temperature with the linear dimensions L=4,6,8,10. The order parameter probability distribution for six dimensional Ising model has been calculated at the critical temperature. The constants of the analytical function have been estimated by fitting to probability function obtained numerically at the finite size critical point.

A double hit model for the distribution of time to AIDS onset

NASA Astrophysics Data System (ADS)

Chillale, Nagaraja Rao

2013-09-01

Incubation time is a key epidemiologic descriptor of an infectious disease. In the case of HIV infection this is a random variable and is probably the longest one. The probability distribution of incubation time is the major determinant of the relation between the incidences of HIV infection and its manifestation to Aids. This is also one of the key factors used for accurate estimation of AIDS incidence in a region. The present article i) briefly reviews the work done, points out uncertainties in estimation of AIDS onset time and stresses the need for its precise estimation, ii) highlights some of the modelling features of onset distribution including immune failure mechanism, and iii) proposes a 'Double Hit' model for the distribution of time to AIDS onset in the cases of (a) independent and (b) dependent time variables of the two markers and examined the applicability of a few standard probability models.

A hydroclimatological approach to predicting regional landslide probability using Landlab

NASA Astrophysics Data System (ADS)

Strauch, Ronda; Istanbulluoglu, Erkan; Nudurupati, Sai Siddhartha; Bandaragoda, Christina; Gasparini, Nicole M.; Tucker, Gregory E.

2018-02-01

We develop a hydroclimatological approach to the modeling of regional shallow landslide initiation that integrates spatial and temporal dimensions of parameter uncertainty to estimate an annual probability of landslide initiation based on Monte Carlo simulations. The physically based model couples the infinite-slope stability model with a steady-state subsurface flow representation and operates in a digital elevation model. Spatially distributed gridded data for soil properties and vegetation classification are used for parameter estimation of probability distributions that characterize model input uncertainty. Hydrologic forcing to the model is through annual maximum daily recharge to subsurface flow obtained from a macroscale hydrologic model. We demonstrate the model in a steep mountainous region in northern Washington, USA, over 2700 km2. The influence of soil depth on the probability of landslide initiation is investigated through comparisons among model output produced using three different soil depth scenarios reflecting the uncertainty of soil depth and its potential long-term variability. We found elevation-dependent patterns in probability of landslide initiation that showed the stabilizing effects of forests at low elevations, an increased landslide probability with forest decline at mid-elevations (1400 to 2400 m), and soil limitation and steep topographic controls at high alpine elevations and in post-glacial landscapes. These dominant controls manifest themselves in a bimodal distribution of spatial annual landslide probability. Model testing with limited observations revealed similarly moderate model confidence for the three hazard maps, suggesting suitable use as relative hazard products. The model is available as a component in Landlab, an open-source, Python-based landscape earth systems modeling environment, and is designed to be easily reproduced utilizing HydroShare cyberinfrastructure.

Kullback-Leibler information function and the sequential selection of experiments to discriminate among several linear models

NASA Technical Reports Server (NTRS)

Sidik, S. M.

1972-01-01

The error variance of the process prior multivariate normal distributions of the parameters of the models are assumed to be specified, prior probabilities of the models being correct. A rule for termination of sampling is proposed. Upon termination, the model with the largest posterior probability is chosen as correct. If sampling is not terminated, posterior probabilities of the models and posterior distributions of the parameters are computed. An experiment was chosen to maximize the expected Kullback-Leibler information function. Monte Carlo simulation experiments were performed to investigate large and small sample behavior of the sequential adaptive procedure.

Construction and identification of a D-Vine model applied to the probability distribution of modal parameters in structural dynamics

NASA Astrophysics Data System (ADS)

Dubreuil, S.; Salaün, M.; Rodriguez, E.; Petitjean, F.

2018-01-01

This study investigates the construction and identification of the probability distribution of random modal parameters (natural frequencies and effective parameters) in structural dynamics. As these parameters present various types of dependence structures, the retained approach is based on pair copula construction (PCC). A literature review leads us to choose a D-Vine model for the construction of modal parameters probability distributions. Identification of this model is based on likelihood maximization which makes it sensitive to the dimension of the distribution, namely the number of considered modes in our context. To this respect, a mode selection preprocessing step is proposed. It allows the selection of the relevant random modes for a given transfer function. The second point, addressed in this study, concerns the choice of the D-Vine model. Indeed, D-Vine model is not uniquely defined. Two strategies are proposed and compared. The first one is based on the context of the study whereas the second one is purely based on statistical considerations. Finally, the proposed approaches are numerically studied and compared with respect to their capabilities, first in the identification of the probability distribution of random modal parameters and second in the estimation of the 99 % quantiles of some transfer functions.

Vector wind and vector wind shear models 0 to 27 km altitude for Cape Kennedy, Florida, and Vandenberg AFB, California

NASA Technical Reports Server (NTRS)

Smith, O. E.

1976-01-01

The techniques are presented to derive several statistical wind models. The techniques are from the properties of the multivariate normal probability function. Assuming that the winds can be considered as bivariate normally distributed, then (1) the wind components and conditional wind components are univariate normally distributed, (2) the wind speed is Rayleigh distributed, (3) the conditional distribution of wind speed given a wind direction is Rayleigh distributed, and (4) the frequency of wind direction can be derived. All of these distributions are derived from the 5-sample parameter of wind for the bivariate normal distribution. By further assuming that the winds at two altitudes are quadravariate normally distributed, then the vector wind shear is bivariate normally distributed and the modulus of the vector wind shear is Rayleigh distributed. The conditional probability of wind component shears given a wind component is normally distributed. Examples of these and other properties of the multivariate normal probability distribution function as applied to Cape Kennedy, Florida, and Vandenberg AFB, California, wind data samples are given. A technique to develop a synthetic vector wind profile model of interest to aerospace vehicle applications is presented.

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

PubMed

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

2014-03-01

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

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

PubMed

Cowell, Robert G

2018-05-04

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

Comparative analysis through probability distributions of a data set

NASA Astrophysics Data System (ADS)

Cristea, Gabriel; Constantinescu, Dan Mihai

2018-02-01

In practice, probability distributions are applied in such diverse fields as risk analysis, reliability engineering, chemical engineering, hydrology, image processing, physics, market research, business and economic research, customer support, medicine, sociology, demography etc. This article highlights important aspects of fitting probability distributions to data and applying the analysis results to make informed decisions. There are a number of statistical methods available which can help us to select the best fitting model. Some of the graphs display both input data and fitted distributions at the same time, as probability density and cumulative distribution. The goodness of fit tests can be used to determine whether a certain distribution is a good fit. The main used idea is to measure the "distance" between the data and the tested distribution, and compare that distance to some threshold values. Calculating the goodness of fit statistics also enables us to order the fitted distributions accordingly to how good they fit to data. This particular feature is very helpful for comparing the fitted models. The paper presents a comparison of most commonly used goodness of fit tests as: Kolmogorov-Smirnov, Anderson-Darling, and Chi-Squared. A large set of data is analyzed and conclusions are drawn by visualizing the data, comparing multiple fitted distributions and selecting the best model. These graphs should be viewed as an addition to the goodness of fit tests.

Voronoi Cell Patterns: theoretical model and application to submonolayer growth

NASA Astrophysics Data System (ADS)

González, Diego Luis; Einstein, T. L.

2012-02-01

We use a simple fragmentation model to describe the statistical behavior of the Voronoi cell patterns generated by a homogeneous and isotropic set of points in 1D and in 2D. In particular, we are interested in the distribution of sizes of these Voronoi cells. Our model is completely defined by two probability distributions in 1D and again in 2D, the probability to add a new point inside an existing cell and the probability that this new point is at a particular position relative to the preexisting point inside this cell. In 1D the first distribution depends on a single parameter while the second distribution is defined through a fragmentation kernel; in 2D both distributions depend on a single parameter. The fragmentation kernel and the control parameters are closely related to the physical properties of the specific system under study. We apply our model to describe the Voronoi cell patterns of island nucleation for critical island sizes i=0,1,2,3. Experimental results for the Voronoi cells of InAs/GaAs quantum dots are also described by our model.

Complex growing networks with intrinsic vertex fitness

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

Bedogne, C.; Rodgers, G. J.

2006-10-15

One of the major questions in complex network research is to identify the range of mechanisms by which a complex network can self organize into a scale-free state. In this paper we investigate the interplay between a fitness linking mechanism and both random and preferential attachment. In our models, each vertex is assigned a fitness x, drawn from a probability distribution {rho}(x). In Model A, at each time step a vertex is added and joined to an existing vertex, selected at random, with probability p and an edge is introduced between vertices with fitnesses x and y, with a ratemore » f(x,y), with probability 1-p. Model B differs from Model A in that, with probability p, edges are added with preferential attachment rather than randomly. The analysis of Model A shows that, for every fixed fitness x, the network's degree distribution decays exponentially. In Model B we recover instead a power-law degree distribution whose exponent depends only on p, and we show how this result can be generalized. The properties of a number of particular networks are examined.« less

Predicting bottlenose dolphin distribution along Liguria coast (northwestern Mediterranean Sea) through different modeling techniques and indirect predictors.

PubMed

Marini, C; Fossa, F; Paoli, C; Bellingeri, M; Gnone, G; Vassallo, P

2015-03-01

Habitat modeling is an important tool to investigate the quality of the habitat for a species within a certain area, to predict species distribution and to understand the ecological processes behind it. Many species have been investigated by means of habitat modeling techniques mainly to address effective management and protection policies and cetaceans play an important role in this context. The bottlenose dolphin (Tursiops truncatus) has been investigated with habitat modeling techniques since 1997. The objectives of this work were to predict the distribution of bottlenose dolphin in a coastal area through the use of static morphological features and to compare the prediction performances of three different modeling techniques: Generalized Linear Model (GLM), Generalized Additive Model (GAM) and Random Forest (RF). Four static variables were tested: depth, bottom slope, distance from 100 m bathymetric contour and distance from coast. RF revealed itself both the most accurate and the most precise modeling technique with very high distribution probabilities predicted in presence cells (90.4% of mean predicted probabilities) and with 66.7% of presence cells with a predicted probability comprised between 90% and 100%. The bottlenose distribution obtained with RF allowed the identification of specific areas with particularly high presence probability along the coastal zone; the recognition of these core areas may be the starting point to develop effective management practices to improve T. truncatus protection. Copyright © 2014 Elsevier Ltd. All rights reserved.

Mathematical Model to estimate the wind power using four-parameter Burr distribution

NASA Astrophysics Data System (ADS)

Liu, Sanming; Wang, Zhijie; Pan, Zhaoxu

2018-03-01

When the real probability of wind speed in the same position needs to be described, the four-parameter Burr distribution is more suitable than other distributions. This paper introduces its important properties and characteristics. Also, the application of the four-parameter Burr distribution in wind speed prediction is discussed, and the expression of probability distribution of output power of wind turbine is deduced.

Void probability as a function of the void's shape and scale-invariant models. [in studies of spacial galactic distribution

NASA Technical Reports Server (NTRS)

Elizalde, E.; Gaztanaga, E.

1992-01-01

The dependence of counts in cells on the shape of the cell for the large scale galaxy distribution is studied. A very concrete prediction can be done concerning the void distribution for scale invariant models. The prediction is tested on a sample of the CfA catalog, and good agreement is found. It is observed that the probability of a cell to be occupied is bigger for some elongated cells. A phenomenological scale invariant model for the observed distribution of the counts in cells, an extension of the negative binomial distribution, is presented in order to illustrate how this dependence can be quantitatively determined. An original, intuitive derivation of this model is presented.

Individual heterogeneity and identifiability in capture-recapture models

USGS Publications Warehouse

Link, W.A.

2004-01-01

Individual heterogeneity in detection probabilities is a far more serious problem for capture-recapture modeling than has previously been recognized. In this note, I illustrate that population size is not an identifiable parameter under the general closed population mark-recapture model Mh. The problem of identifiability is obvious if the population includes individuals with pi = 0, but persists even when it is assumed that individual detection probabilities are bounded away from zero. Identifiability may be attained within parametric families of distributions for pi, but not among parametric families of distributions. Consequently, in the presence of individual heterogeneity in detection probability, capture-recapture analysis is strongly model dependent.

Theoretical size distribution of fossil taxa: analysis of a null model.

PubMed

Reed, William J; Hughes, Barry D

2007-03-22

This article deals with the theoretical size distribution (of number of sub-taxa) of a fossil taxon arising from a simple null model of macroevolution. New species arise through speciations occurring independently and at random at a fixed probability rate, while extinctions either occur independently and at random (background extinctions) or cataclysmically. In addition new genera are assumed to arise through speciations of a very radical nature, again assumed to occur independently and at random at a fixed probability rate. The size distributions of the pioneering genus (following a cataclysm) and of derived genera are determined. Also the distribution of the number of genera is considered along with a comparison of the probability of a monospecific genus with that of a monogeneric family.

Fundamental questions of earthquake statistics, source behavior, and the estimation of earthquake probabilities from possible foreshocks

USGS Publications Warehouse

Michael, Andrew J.

2012-01-01

Estimates of the probability that an ML 4.8 earthquake, which occurred near the southern end of the San Andreas fault on 24 March 2009, would be followed by an M 7 mainshock over the following three days vary from 0.0009 using a Gutenberg–Richter model of aftershock statistics (Reasenberg and Jones, 1989) to 0.04 using a statistical model of foreshock behavior and long‐term estimates of large earthquake probabilities, including characteristic earthquakes (Agnew and Jones, 1991). I demonstrate that the disparity between the existing approaches depends on whether or not they conform to Gutenberg–Richter behavior. While Gutenberg–Richter behavior is well established over large regions, it could be violated on individual faults if they have characteristic earthquakes or over small areas if the spatial distribution of large‐event nucleations is disproportional to the rate of smaller events. I develop a new form of the aftershock model that includes characteristic behavior and combines the features of both models. This new model and the older foreshock model yield the same results when given the same inputs, but the new model has the advantage of producing probabilities for events of all magnitudes, rather than just for events larger than the initial one. Compared with the aftershock model, the new model has the advantage of taking into account long‐term earthquake probability models. Using consistent parameters, the probability of an M 7 mainshock on the southernmost San Andreas fault is 0.0001 for three days from long‐term models and the clustering probabilities following the ML 4.8 event are 0.00035 for a Gutenberg–Richter distribution and 0.013 for a characteristic‐earthquake magnitude–frequency distribution. Our decisions about the existence of characteristic earthquakes and how large earthquakes nucleate have a first‐order effect on the probabilities obtained from short‐term clustering models for these large events.

Pseudo Bayes Estimates for Test Score Distributions and Chained Equipercentile Equating. Research Report. ETS RR-09-47

ERIC Educational Resources Information Center

Moses, Tim; Oh, Hyeonjoo J.

2009-01-01

Pseudo Bayes probability estimates are weighted averages of raw and modeled probabilities; these estimates have been studied primarily in nonpsychometric contexts. The purpose of this study was to evaluate pseudo Bayes probability estimates as applied to the estimation of psychometric test score distributions and chained equipercentile equating…

Probability distributions of hydraulic conductivity for the hydrogeologic units of the Death Valley regional ground-water flow system, Nevada and California

USGS Publications Warehouse

Belcher, Wayne R.; Sweetkind, Donald S.; Elliott, Peggy E.

2002-01-01

The use of geologic information such as lithology and rock properties is important to constrain conceptual and numerical hydrogeologic models. This geologic information is difficult to apply explicitly to numerical modeling and analyses because it tends to be qualitative rather than quantitative. This study uses a compilation of hydraulic-conductivity measurements to derive estimates of the probability distributions for several hydrogeologic units within the Death Valley regional ground-water flow system, a geologically and hydrologically complex region underlain by basin-fill sediments, volcanic, intrusive, sedimentary, and metamorphic rocks. Probability distributions of hydraulic conductivity for general rock types have been studied previously; however, this study provides more detailed definition of hydrogeologic units based on lithostratigraphy, lithology, alteration, and fracturing and compares the probability distributions to the aquifer test data. Results suggest that these probability distributions can be used for studies involving, for example, numerical flow modeling, recharge, evapotranspiration, and rainfall runoff. These probability distributions can be used for such studies involving the hydrogeologic units in the region, as well as for similar rock types elsewhere. Within the study area, fracturing appears to have the greatest influence on the hydraulic conductivity of carbonate bedrock hydrogeologic units. Similar to earlier studies, we find that alteration and welding in the Tertiary volcanic rocks greatly influence hydraulic conductivity. As alteration increases, hydraulic conductivity tends to decrease. Increasing degrees of welding appears to increase hydraulic conductivity because welding increases the brittleness of the volcanic rocks, thus increasing the amount of fracturing.

Aging ballistic Lévy walks

NASA Astrophysics Data System (ADS)

Magdziarz, Marcin; Zorawik, Tomasz

2017-02-01

Aging can be observed for numerous physical systems. In such systems statistical properties [like probability distribution, mean square displacement (MSD), first-passage time] depend on a time span ta between the initialization and the beginning of observations. In this paper we study aging properties of ballistic Lévy walks and two closely related jump models: wait-first and jump-first. We calculate explicitly their probability distributions and MSDs. It turns out that despite similarities these models react very differently to the delay ta. Aging weakly affects the shape of probability density function and MSD of standard Lévy walks. For the jump models the shape of the probability density function is changed drastically. Moreover for the wait-first jump model we observe a different behavior of MSD when ta≪t and ta≫t .

Fractional Gaussian model in global optimization

NASA Astrophysics Data System (ADS)

Dimri, V. P.; Srivastava, R. P.

2009-12-01

Earth system is inherently non-linear and it can be characterized well if we incorporate no-linearity in the formulation and solution of the problem. General tool often used for characterization of the earth system is inversion. Traditionally inverse problems are solved using least-square based inversion by linearizing the formulation. The initial model in such inversion schemes is often assumed to follow posterior Gaussian probability distribution. It is now well established that most of the physical properties of the earth follow power law (fractal distribution). Thus, the selection of initial model based on power law probability distribution will provide more realistic solution. We present a new method which can draw samples of posterior probability density function very efficiently using fractal based statistics. The application of the method has been demonstrated to invert band limited seismic data with well control. We used fractal based probability density function which uses mean, variance and Hurst coefficient of the model space to draw initial model. Further this initial model is used in global optimization inversion scheme. Inversion results using initial models generated by our method gives high resolution estimates of the model parameters than the hitherto used gradient based liner inversion method.

Void probability as a function of the void's shape and scale-invariant models

NASA Technical Reports Server (NTRS)

Elizalde, E.; Gaztanaga, E.

1991-01-01

The dependence of counts in cells on the shape of the cell for the large scale galaxy distribution is studied. A very concrete prediction can be done concerning the void distribution for scale invariant models. The prediction is tested on a sample of the CfA catalog, and good agreement is found. It is observed that the probability of a cell to be occupied is bigger for some elongated cells. A phenomenological scale invariant model for the observed distribution of the counts in cells, an extension of the negative binomial distribution, is presented in order to illustrate how this dependence can be quantitatively determined. An original, intuitive derivation of this model is presented.

Modeling nonbreeding distributions of shorebirds and waterfowl in response to climate change

USGS Publications Warehouse

Reese, Gordon; Skagen, Susan K.

2017-01-01

To identify areas on the landscape that may contribute to a robust network of conservation areas, we modeled the probabilities of occurrence of several en route migratory shorebirds and wintering waterfowl in the southern Great Plains of North America, including responses to changing climate. We predominantly used data from the eBird citizen-science project to model probabilities of occurrence relative to land-use patterns, spatial distribution of wetlands, and climate. We projected models to potential future climate conditions using five representative general circulation models of the Coupled Model Intercomparison Project 5 (CMIP5). We used Random Forests to model probabilities of occurrence and compared the time periods 1981–2010 (hindcast) and 2041–2070 (forecast) in “model space.” Projected changes in shorebird probabilities of occurrence varied with species-specific general distribution pattern, migration distance, and spatial extent. Species using the western and northern portion of the study area exhibited the greatest likelihoods of decline, whereas species with more easterly occurrences, mostly long-distance migrants, had the greatest projected increases in probability of occurrence. At an ecoregional extent, differences in probabilities of shorebird occurrence ranged from −0.015 to 0.045 when averaged across climate models, with the largest increases occurring early in migration. Spatial shifts are predicted for several shorebird species. Probabilities of occurrence of wintering Mallards and Northern Pintail are predicted to increase by 0.046 and 0.061, respectively, with northward shifts projected for both species. When incorporated into partner land management decision tools, results at ecoregional extents can be used to identify wetland complexes with the greatest potential to support birds in the nonbreeding season under a wide range of future climate scenarios.

A Search Model for Imperfectly Detected Targets

NASA Technical Reports Server (NTRS)

Ahumada, Albert

2012-01-01

Under the assumptions that 1) the search region can be divided up into N non-overlapping sub-regions that are searched sequentially, 2) the probability of detection is unity if a sub-region is selected, and 3) no information is available to guide the search, there are two extreme case models. The search can be done perfectly, leading to a uniform distribution over the number of searches required, or the search can be done with no memory, leading to a geometric distribution for the number of searches required with a success probability of 1/N. If the probability of detection P is less than unity, but the search is done otherwise perfectly, the searcher will have to search the N regions repeatedly until detection occurs. The number of searches is thus the sum two random variables. One is N times the number of full searches (a geometric distribution with success probability P) and the other is the uniform distribution over the integers 1 to N. The first three moments of this distribution were computed, giving the mean, standard deviation, and the kurtosis of the distribution as a function of the two parameters. The model was fit to the data presented last year (Ahumada, Billington, & Kaiwi, 2 required to find a single pixel target on a simulated horizon. The model gave a good fit to the three moments for all three observers.

Variation in the standard deviation of the lure rating distribution: Implications for estimates of recollection probability.

PubMed

Dopkins, Stephen; Varner, Kaitlin; Hoyer, Darin

2017-10-01

In word recognition semantic priming of test words increased the false-alarm rate and the mean of confidence ratings to lures. Such priming also increased the standard deviation of confidence ratings to lures and the slope of the z-ROC function, suggesting that the priming increased the standard deviation of the lure evidence distribution. The Unequal Variance Signal Detection (UVSD) model interpreted the priming as increasing the standard deviation of the lure evidence distribution. Without additional parameters the Dual Process Signal Detection (DPSD) model could only accommodate the results by fitting the data for related and unrelated primes separately, interpreting the priming, implausibly, as decreasing the probability of target recollection (DPSD). With an additional parameter, for the probability of false (lure) recollection the model could fit the data for related and unrelated primes together, interpreting the priming as increasing the probability of false recollection. These results suggest that DPSD estimates of target recollection probability will decrease with increases in the lure confidence/evidence standard deviation unless a parameter is included for false recollection. Unfortunately the size of a given lure confidence/evidence standard deviation relative to other possible lure confidence/evidence standard deviations is often unspecified by context. Hence the model often has no way of estimating false recollection probability and thereby correcting its estimates of target recollection probability.

Random Partition Distribution Indexed by Pairwise Information

PubMed Central

Dahl, David B.; Day, Ryan; Tsai, Jerry W.

2017-01-01

We propose a random partition distribution indexed by pairwise similarity information such that partitions compatible with the similarities are given more probability. The use of pairwise similarities, in the form of distances, is common in some clustering algorithms (e.g., hierarchical clustering), but we show how to use this type of information to define a prior partition distribution for flexible Bayesian modeling. A defining feature of the distribution is that it allocates probability among partitions within a given number of subsets, but it does not shift probability among sets of partitions with different numbers of subsets. Our distribution places more probability on partitions that group similar items yet keeps the total probability of partitions with a given number of subsets constant. The distribution of the number of subsets (and its moments) is available in closed-form and is not a function of the similarities. Our formulation has an explicit probability mass function (with a tractable normalizing constant) so the full suite of MCMC methods may be used for posterior inference. We compare our distribution with several existing partition distributions, showing that our formulation has attractive properties. We provide three demonstrations to highlight the features and relative performance of our distribution. PMID:29276318

Wildfire ignition-distribution modelling: a comparative study in the Huron-Manistee National Forest, Michigan, USA

Treesearch

Avi Bar Massada; Alexandra D. Syphard; Susan I. Stewart; Volker C. Radeloff

2012-01-01

Wildfire ignition distribution models are powerful tools for predicting the probability of ignitions across broad areas, and identifying their drivers. Several approaches have been used for ignition-distribution modelling, yet the performance of different model types has not been compared. This is unfortunate, given that conceptually similar species-distribution models...

Using hidden Markov models to align multiple sequences.

PubMed

Mount, David W

2009-07-01

A hidden Markov model (HMM) is a probabilistic model of a multiple sequence alignment (msa) of proteins. In the model, each column of symbols in the alignment is represented by a frequency distribution of the symbols (called a "state"), and insertions and deletions are represented by other states. One moves through the model along a particular path from state to state in a Markov chain (i.e., random choice of next move), trying to match a given sequence. The next matching symbol is chosen from each state, recording its probability (frequency) and also the probability of going to that state from a previous one (the transition probability). State and transition probabilities are multiplied to obtain a probability of the given sequence. The hidden nature of the HMM is due to the lack of information about the value of a specific state, which is instead represented by a probability distribution over all possible values. This article discusses the advantages and disadvantages of HMMs in msa and presents algorithms for calculating an HMM and the conditions for producing the best HMM.

Goodness of fit of probability distributions for sightings as species approach extinction.

PubMed

Vogel, Richard M; Hosking, Jonathan R M; Elphick, Chris S; Roberts, David L; Reed, J Michael

2009-04-01

Estimating the probability that a species is extinct and the timing of extinctions is useful in biological fields ranging from paleoecology to conservation biology. Various statistical methods have been introduced to infer the time of extinction and extinction probability from a series of individual sightings. There is little evidence, however, as to which of these models provide adequate fit to actual sighting records. We use L-moment diagrams and probability plot correlation coefficient (PPCC) hypothesis tests to evaluate the goodness of fit of various probabilistic models to sighting data collected for a set of North American and Hawaiian bird populations that have either gone extinct, or are suspected of having gone extinct, during the past 150 years. For our data, the uniform, truncated exponential, and generalized Pareto models performed moderately well, but the Weibull model performed poorly. Of the acceptable models, the uniform distribution performed best based on PPCC goodness of fit comparisons and sequential Bonferroni-type tests. Further analyses using field significance tests suggest that although the uniform distribution is the best of those considered, additional work remains to evaluate the truncated exponential model more fully. The methods we present here provide a framework for evaluating subsequent models.

Shallow slip amplification and enhanced tsunami hazard unravelled by dynamic simulations of mega-thrust earthquakes

PubMed Central

Murphy, S.; Scala, A.; Herrero, A.; Lorito, S.; Festa, G.; Trasatti, E.; Tonini, R.; Romano, F.; Molinari, I.; Nielsen, S.

2016-01-01

The 2011 Tohoku earthquake produced an unexpected large amount of shallow slip greatly contributing to the ensuing tsunami. How frequent are such events? How can they be efficiently modelled for tsunami hazard? Stochastic slip models, which can be computed rapidly, are used to explore the natural slip variability; however, they generally do not deal specifically with shallow slip features. We study the systematic depth-dependence of slip along a thrust fault with a number of 2D dynamic simulations using stochastic shear stress distributions and a geometry based on the cross section of the Tohoku fault. We obtain a probability density for the slip distribution, which varies both with depth, earthquake size and whether the rupture breaks the surface. We propose a method to modify stochastic slip distributions according to this dynamically-derived probability distribution. This method may be efficiently applied to produce large numbers of heterogeneous slip distributions for probabilistic tsunami hazard analysis. Using numerous M9 earthquake scenarios, we demonstrate that incorporating the dynamically-derived probability distribution does enhance the conditional probability of exceedance of maximum estimated tsunami wave heights along the Japanese coast. This technique for integrating dynamic features in stochastic models can be extended to any subduction zone and faulting style. PMID:27725733

Probability elicitation to inform early health economic evaluations of new medical technologies: a case study in heart failure disease management.

PubMed

Cao, Qi; Postmus, Douwe; Hillege, Hans L; Buskens, Erik

2013-06-01

Early estimates of the commercial headroom available to a new medical device can assist producers of health technology in making appropriate product investment decisions. The purpose of this study was to illustrate how this quantity can be captured probabilistically by combining probability elicitation with early health economic modeling. The technology considered was a novel point-of-care testing device in heart failure disease management. First, we developed a continuous-time Markov model to represent the patients' disease progression under the current care setting. Next, we identified the model parameters that are likely to change after the introduction of the new device and interviewed three cardiologists to capture the probability distributions of these parameters. Finally, we obtained the probability distribution of the commercial headroom available per measurement by propagating the uncertainty in the model inputs to uncertainty in modeled outcomes. For a willingness-to-pay value of €10,000 per life-year, the median headroom available per measurement was €1.64 (interquartile range €0.05-€3.16) when the measurement frequency was assumed to be daily. In the subsequently conducted sensitivity analysis, this median value increased to a maximum of €57.70 for different combinations of the willingness-to-pay threshold and the measurement frequency. Probability elicitation can successfully be combined with early health economic modeling to obtain the probability distribution of the headroom available to a new medical technology. Subsequently feeding this distribution into a product investment evaluation method enables stakeholders to make more informed decisions regarding to which markets a currently available product prototype should be targeted. Copyright © 2013. Published by Elsevier Inc.

Bayesian data analysis tools for atomic physics

NASA Astrophysics Data System (ADS)

Trassinelli, Martino

2017-10-01

We present an introduction to some concepts of Bayesian data analysis in the context of atomic physics. Starting from basic rules of probability, we present the Bayes' theorem and its applications. In particular we discuss about how to calculate simple and joint probability distributions and the Bayesian evidence, a model dependent quantity that allows to assign probabilities to different hypotheses from the analysis of a same data set. To give some practical examples, these methods are applied to two concrete cases. In the first example, the presence or not of a satellite line in an atomic spectrum is investigated. In the second example, we determine the most probable model among a set of possible profiles from the analysis of a statistically poor spectrum. We show also how to calculate the probability distribution of the main spectral component without having to determine uniquely the spectrum modeling. For these two studies, we implement the program Nested_fit to calculate the different probability distributions and other related quantities. Nested_fit is a Fortran90/Python code developed during the last years for analysis of atomic spectra. As indicated by the name, it is based on the nested algorithm, which is presented in details together with the program itself.

Voronoi cell patterns: Theoretical model and applications

NASA Astrophysics Data System (ADS)

González, Diego Luis; Einstein, T. L.

2011-11-01

We use a simple fragmentation model to describe the statistical behavior of the Voronoi cell patterns generated by a homogeneous and isotropic set of points in 1D and in 2D. In particular, we are interested in the distribution of sizes of these Voronoi cells. Our model is completely defined by two probability distributions in 1D and again in 2D, the probability to add a new point inside an existing cell and the probability that this new point is at a particular position relative to the preexisting point inside this cell. In 1D the first distribution depends on a single parameter while the second distribution is defined through a fragmentation kernel; in 2D both distributions depend on a single parameter. The fragmentation kernel and the control parameters are closely related to the physical properties of the specific system under study. We use our model to describe the Voronoi cell patterns of several systems. Specifically, we study the island nucleation with irreversible attachment, the 1D car-parking problem, the formation of second-level administrative divisions, and the pattern formed by the Paris Métro stations.

Assessing Performance Tradeoffs in Undersea Distributed Sensor Networks

DTIC Science & Technology

2006-09-01

time. We refer to this process as track - before - detect (see [5] for a description), since the final determination of a target presence is not made until...expressions for probability of successful search and probability of false search for modeling the track - before - detect process. We then describe a numerical...random manner (randomly sampled from a uniform distribution). II. SENSOR NETWORK PERFORMANCE MODELS We model the process of track - before - detect by

Predicting species distributions from checklist data using site-occupancy models

USGS Publications Warehouse

Kery, M.; Gardner, B.; Monnerat, C.

2010-01-01

Aim: (1) To increase awareness of the challenges induced by imperfect detection, which is a fundamental issue in species distribution modelling; (2) to emphasize the value of replicate observations for species distribution modelling; and (3) to show how 'cheap' checklist data in faunal/floral databases may be used for the rigorous modelling of distributions by site-occupancy models. Location: Switzerland. Methods: We used checklist data collected by volunteers during 1999 and 2000 to analyse the distribution of the blue hawker, Aeshna cyanea (Odonata, Aeshnidae), a common dragonfly in Switzerland. We used data from repeated visits to 1-ha pixels to derive 'detection histories' and apply site-occupancy models to estimate the 'true' species distribution, i.e. corrected for imperfect detection. We modelled blue hawker distribution as a function of elevation and year and its detection probability of elevation, year and season. Results: The best model contained cubic polynomial elevation effects for distribution and quadratic effects of elevation and season for detectability. We compared the site-occupancy model with a conventional distribution model based on a generalized linear model, which assumes perfect detectability (p = 1). The conventional distribution map looked very different from the distribution map obtained using site-occupancy models that accounted for the imperfect detection. The conventional model underestimated the species distribution by 60%, and the slope parameters of the occurrence-elevation relationship were also underestimated when assuming p = 1. Elevation was not only an important predictor of blue hawker occurrence, but also of the detection probability, with a bell-shaped relationship. Furthermore, detectability increased over the season. The average detection probability was estimated at only 0.19 per survey. Main conclusions: Conventional species distribution models do not model species distributions per se but rather the apparent distribution, i.e. an unknown proportion of species distributions. That unknown proportion is equivalent to detectability. Imperfect detection in conventional species distribution models yields underestimates of the extent of distributions and covariate effects that are biased towards zero. In addition, patterns in detectability will erroneously be ascribed to species distributions. In contrast, site-occupancy models applied to replicated detection/non-detection data offer a powerful framework for making inferences about species distributions corrected for imperfect detection. The use of 'cheap' checklist data greatly enhances the scope of applications of this useful class of models. ?? 2010 Blackwell Publishing Ltd.

Comparision of the different probability distributions for earthquake hazard assessment in the North Anatolian Fault Zone

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

Yilmaz, Şeyda, E-mail: seydayilmaz@ktu.edu.tr; Bayrak, Erdem, E-mail: erdmbyrk@gmail.com; Bayrak, Yusuf, E-mail: bayrak@ktu.edu.tr

In this study we examined and compared the three different probabilistic distribution methods for determining the best suitable model in probabilistic assessment of earthquake hazards. We analyzed a reliable homogeneous earthquake catalogue between a time period 1900-2015 for magnitude M ≥ 6.0 and estimated the probabilistic seismic hazard in the North Anatolian Fault zone (39°-41° N 30°-40° E) using three distribution methods namely Weibull distribution, Frechet distribution and three-parameter Weibull distribution. The distribution parameters suitability was evaluated Kolmogorov-Smirnov (K-S) goodness-of-fit test. We also compared the estimated cumulative probability and the conditional probabilities of occurrence of earthquakes for different elapsed timemore » using these three distribution methods. We used Easyfit and Matlab software to calculate these distribution parameters and plotted the conditional probability curves. We concluded that the Weibull distribution method was the most suitable than other distribution methods in this region.« less

Atom counting in HAADF STEM using a statistical model-based approach: methodology, possibilities, and inherent limitations.

PubMed

De Backer, A; Martinez, G T; Rosenauer, A; Van Aert, S

2013-11-01

In the present paper, a statistical model-based method to count the number of atoms of monotype crystalline nanostructures from high resolution high-angle annular dark-field (HAADF) scanning transmission electron microscopy (STEM) images is discussed in detail together with a thorough study on the possibilities and inherent limitations. In order to count the number of atoms, it is assumed that the total scattered intensity scales with the number of atoms per atom column. These intensities are quantitatively determined using model-based statistical parameter estimation theory. The distribution describing the probability that intensity values are generated by atomic columns containing a specific number of atoms is inferred on the basis of the experimental scattered intensities. Finally, the number of atoms per atom column is quantified using this estimated probability distribution. The number of atom columns available in the observed STEM image, the number of components in the estimated probability distribution, the width of the components of the probability distribution, and the typical shape of a criterion to assess the number of components in the probability distribution directly affect the accuracy and precision with which the number of atoms in a particular atom column can be estimated. It is shown that single atom sensitivity is feasible taking the latter aspects into consideration. © 2013 Elsevier B.V. All rights reserved.

Inverse Gaussian gamma distribution model for turbulence-induced fading in free-space optical communication.

PubMed

Cheng, Mingjian; Guo, Ya; Li, Jiangting; Zheng, Xiaotong; Guo, Lixin

2018-04-20

We introduce an alternative distribution to the gamma-gamma (GG) distribution, called inverse Gaussian gamma (IGG) distribution, which can efficiently describe moderate-to-strong irradiance fluctuations. The proposed stochastic model is based on a modulation process between small- and large-scale irradiance fluctuations, which are modeled by gamma and inverse Gaussian distributions, respectively. The model parameters of the IGG distribution are directly related to atmospheric parameters. The accuracy of the fit among the IGG, log-normal, and GG distributions with the experimental probability density functions in moderate-to-strong turbulence are compared, and results indicate that the newly proposed IGG model provides an excellent fit to the experimental data. As the receiving diameter is comparable with the atmospheric coherence radius, the proposed IGG model can reproduce the shape of the experimental data, whereas the GG and LN models fail to match the experimental data. The fundamental channel statistics of a free-space optical communication system are also investigated in an IGG-distributed turbulent atmosphere, and a closed-form expression for the outage probability of the system is derived with Meijer's G-function.

Work probability distribution and tossing a biased coin

NASA Astrophysics Data System (ADS)

Saha, Arnab; Bhattacharjee, Jayanta K.; Chakraborty, Sagar

2011-01-01

We show that the rare events present in dissipated work that enters Jarzynski equality, when mapped appropriately to the phenomenon of large deviations found in a biased coin toss, are enough to yield a quantitative work probability distribution for the Jarzynski equality. This allows us to propose a recipe for constructing work probability distribution independent of the details of any relevant system. The underlying framework, developed herein, is expected to be of use in modeling other physical phenomena where rare events play an important role.

A Bayesian Framework of Uncertainties Integration in 3D Geological Model

NASA Astrophysics Data System (ADS)

Liang, D.; Liu, X.

2017-12-01

3D geological model can describe complicated geological phenomena in an intuitive way while its application may be limited by uncertain factors. Great progress has been made over the years, lots of studies decompose the uncertainties of geological model to analyze separately, while ignored the comprehensive impacts of multi-source uncertainties. Great progress has been made over the years, while lots of studies ignored the comprehensive impacts of multi-source uncertainties when analyzed them item by item from each source. To evaluate the synthetical uncertainty, we choose probability distribution to quantify uncertainty, and propose a bayesian framework of uncertainties integration. With this framework, we integrated data errors, spatial randomness, and cognitive information into posterior distribution to evaluate synthetical uncertainty of geological model. Uncertainties propagate and cumulate in modeling process, the gradual integration of multi-source uncertainty is a kind of simulation of the uncertainty propagation. Bayesian inference accomplishes uncertainty updating in modeling process. Maximum entropy principle makes a good effect on estimating prior probability distribution, which ensures the prior probability distribution subjecting to constraints supplied by the given information with minimum prejudice. In the end, we obtained a posterior distribution to evaluate synthetical uncertainty of geological model. This posterior distribution represents the synthetical impact of all the uncertain factors on the spatial structure of geological model. The framework provides a solution to evaluate synthetical impact on geological model of multi-source uncertainties and a thought to study uncertainty propagation mechanism in geological modeling.

Second look at the spread of epidemics on networks

NASA Astrophysics Data System (ADS)

Kenah, Eben; Robins, James M.

2007-09-01

In an important paper, Newman [Phys. Rev. E66, 016128 (2002)] claimed that a general network-based stochastic Susceptible-Infectious-Removed (SIR) epidemic model is isomorphic to a bond percolation model, where the bonds are the edges of the contact network and the bond occupation probability is equal to the marginal probability of transmission from an infected node to a susceptible neighbor. In this paper, we show that this isomorphism is incorrect and define a semidirected random network we call the epidemic percolation network that is exactly isomorphic to the SIR epidemic model in any finite population. In the limit of a large population, (i) the distribution of (self-limited) outbreak sizes is identical to the size distribution of (small) out-components, (ii) the epidemic threshold corresponds to the phase transition where a giant strongly connected component appears, (iii) the probability of a large epidemic is equal to the probability that an initial infection occurs in the giant in-component, and (iv) the relative final size of an epidemic is equal to the proportion of the network contained in the giant out-component. For the SIR model considered by Newman, we show that the epidemic percolation network predicts the same mean outbreak size below the epidemic threshold, the same epidemic threshold, and the same final size of an epidemic as the bond percolation model. However, the bond percolation model fails to predict the correct outbreak size distribution and probability of an epidemic when there is a nondegenerate infectious period distribution. We confirm our findings by comparing predictions from percolation networks and bond percolation models to the results of simulations. In the Appendix, we show that an isomorphism to an epidemic percolation network can be defined for any time-homogeneous stochastic SIR model.

Use of Bayesian Inference in Crystallographic Structure Refinement via Full Diffraction Profile Analysis

PubMed Central

Fancher, Chris M.; Han, Zhen; Levin, Igor; Page, Katharine; Reich, Brian J.; Smith, Ralph C.; Wilson, Alyson G.; Jones, Jacob L.

2016-01-01

A Bayesian inference method for refining crystallographic structures is presented. The distribution of model parameters is stochastically sampled using Markov chain Monte Carlo. Posterior probability distributions are constructed for all model parameters to properly quantify uncertainty by appropriately modeling the heteroskedasticity and correlation of the error structure. The proposed method is demonstrated by analyzing a National Institute of Standards and Technology silicon standard reference material. The results obtained by Bayesian inference are compared with those determined by Rietveld refinement. Posterior probability distributions of model parameters provide both estimates and uncertainties. The new method better estimates the true uncertainties in the model as compared to the Rietveld method. PMID:27550221

Calibration of micromechanical parameters for DEM simulations by using the particle filter

NASA Astrophysics Data System (ADS)

Cheng, Hongyang; Shuku, Takayuki; Thoeni, Klaus; Yamamoto, Haruyuki

2017-06-01

The calibration of DEM models is typically accomplished by trail and error. However, the procedure lacks of objectivity and has several uncertainties. To deal with these issues, the particle filter is employed as a novel approach to calibrate DEM models of granular soils. The posterior probability distribution of the microparameters that give numerical results in good agreement with the experimental response of a Toyoura sand specimen is approximated by independent model trajectories, referred as `particles', based on Monte Carlo sampling. The soil specimen is modeled by polydisperse packings with different numbers of spherical grains. Prepared in `stress-free' states, the packings are subjected to triaxial quasistatic loading. Given the experimental data, the posterior probability distribution is incrementally updated, until convergence is reached. The resulting `particles' with higher weights are identified as the calibration results. The evolutions of the weighted averages and posterior probability distribution of the micro-parameters are plotted to show the advantage of using a particle filter, i.e., multiple solutions are identified for each parameter with known probabilities of reproducing the experimental response.

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

Chen, Hang, E-mail: hangchen@mit.edu; Thill, Peter; Cao, Jianshu

In biochemical systems, intrinsic noise may drive the system switch from one stable state to another. We investigate how kinetic switching between stable states in a bistable network is influenced by dynamic disorder, i.e., fluctuations in the rate coefficients. Using the geometric minimum action method, we first investigate the optimal transition paths and the corresponding minimum actions based on a genetic toggle switch model in which reaction coefficients draw from a discrete probability distribution. For the continuous probability distribution of the rate coefficient, we then consider two models of dynamic disorder in which reaction coefficients undergo different stochastic processes withmore » the same stationary distribution. In one, the kinetic parameters follow a discrete Markov process and in the other they follow continuous Langevin dynamics. We find that regulation of the parameters modulating the dynamic disorder, as has been demonstrated to occur through allosteric control in bistable networks in the immune system, can be crucial in shaping the statistics of optimal transition paths, transition probabilities, and the stationary probability distribution of the network.« less

Tornado damage risk assessment

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

Reinhold, T.A.; Ellingwood, B.

1982-09-01

Several proposed models were evaluated for predicting tornado wind speed probabilities at nuclear plant sites as part of a program to develop statistical data on tornadoes needed for probability-based load combination analysis. A unified model was developed which synthesized the desired aspects of tornado occurrence and damage potential. The sensitivity of wind speed probability estimates to various tornado modeling assumptions are examined, and the probability distributions of tornado wind speed that are needed for load combination studies are presented.

The Generalized Quantum Episodic Memory Model.

PubMed

Trueblood, Jennifer S; Hemmer, Pernille

2017-11-01

Recent evidence suggests that experienced events are often mapped to too many episodic states, including those that are logically or experimentally incompatible with one another. For example, episodic over-distribution patterns show that the probability of accepting an item under different mutually exclusive conditions violates the disjunction rule. A related example, called subadditivity, occurs when the probability of accepting an item under mutually exclusive and exhaustive instruction conditions sums to a number >1. Both the over-distribution effect and subadditivity have been widely observed in item and source-memory paradigms. These phenomena are difficult to explain using standard memory frameworks, such as signal-detection theory. A dual-trace model called the over-distribution (OD) model (Brainerd & Reyna, 2008) can explain the episodic over-distribution effect, but not subadditivity. Our goal is to develop a model that can explain both effects. In this paper, we propose the Generalized Quantum Episodic Memory (GQEM) model, which extends the Quantum Episodic Memory (QEM) model developed by Brainerd, Wang, and Reyna (2013). We test GQEM by comparing it to the OD model using data from a novel item-memory experiment and a previously published source-memory experiment (Kellen, Singmann, & Klauer, 2014) examining the over-distribution effect. Using the best-fit parameters from the over-distribution experiments, we conclude by showing that the GQEM model can also account for subadditivity. Overall these results add to a growing body of evidence suggesting that quantum probability theory is a valuable tool in modeling recognition memory. Copyright © 2016 Cognitive Science Society, Inc.

Probability density function of non-reactive solute concentration in heterogeneous porous formations

Treesearch

Alberto Bellin; Daniele Tonina

2007-01-01

Available models of solute transport in heterogeneous formations lack in providing complete characterization of the predicted concentration. This is a serious drawback especially in risk analysis where confidence intervals and probability of exceeding threshold values are required. Our contribution to fill this gap of knowledge is a probability distribution model for...

Weighing Clinical Evidence Using Patient Preferences: An Application of Probabilistic Multi-Criteria Decision Analysis.

PubMed

Broekhuizen, Henk; IJzerman, Maarten J; Hauber, A Brett; Groothuis-Oudshoorn, Catharina G M

2017-03-01

The need for patient engagement has been recognized by regulatory agencies, but there is no consensus about how to operationalize this. One approach is the formal elicitation and use of patient preferences for weighing clinical outcomes. The aim of this study was to demonstrate how patient preferences can be used to weigh clinical outcomes when both preferences and clinical outcomes are uncertain by applying a probabilistic value-based multi-criteria decision analysis (MCDA) method. Probability distributions were used to model random variation and parameter uncertainty in preferences, and parameter uncertainty in clinical outcomes. The posterior value distributions and rank probabilities for each treatment were obtained using Monte-Carlo simulations. The probability of achieving the first rank is the probability that a treatment represents the highest value to patients. We illustrated our methodology for a simplified case on six HIV treatments. Preferences were modeled with normal distributions and clinical outcomes were modeled with beta distributions. The treatment value distributions showed the rank order of treatments according to patients and illustrate the remaining decision uncertainty. This study demonstrated how patient preference data can be used to weigh clinical evidence using MCDA. The model takes into account uncertainty in preferences and clinical outcomes. The model can support decision makers during the aggregation step of the MCDA process and provides a first step toward preference-based personalized medicine, yet requires further testing regarding its appropriate use in real-world settings.

A smooth mixture of Tobits model for healthcare expenditure.

PubMed

Keane, Michael; Stavrunova, Olena

2011-09-01

This paper develops a smooth mixture of Tobits (SMTobit) model for healthcare expenditure. The model is a generalization of the smoothly mixing regressions framework of Geweke and Keane (J Econometrics 2007; 138: 257-290) to the case of a Tobit-type limited dependent variable. A Markov chain Monte Carlo algorithm with data augmentation is developed to obtain the posterior distribution of model parameters. The model is applied to the US Medicare Current Beneficiary Survey data on total medical expenditure. The results suggest that the model can capture the overall shape of the expenditure distribution very well, and also provide a good fit to a number of characteristics of the conditional (on covariates) distribution of expenditure, such as the conditional mean, variance and probability of extreme outcomes, as well as the 50th, 90th, and 95th, percentiles. We find that healthier individuals face an expenditure distribution with lower mean, variance and probability of extreme outcomes, compared with their counterparts in a worse state of health. Males have an expenditure distribution with higher mean, variance and probability of an extreme outcome, compared with their female counterparts. The results also suggest that heart and cardiovascular diseases affect the expenditure of males more than that of females. Copyright © 2011 John Wiley & Sons, Ltd.

Modeling pore corrosion in normally open gold- plated copper connectors.

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

Battaile, Corbett Chandler; Moffat, Harry K.; Sun, Amy Cha-Tien

2008-09-01

The goal of this study is to model the electrical response of gold plated copper electrical contacts exposed to a mixed flowing gas stream consisting of air containing 10 ppb H{sub 2}S at 30 C and a relative humidity of 70%. This environment accelerates the attack normally observed in a light industrial environment (essentially a simplified version of the Battelle Class 2 environment). Corrosion rates were quantified by measuring the corrosion site density, size distribution, and the macroscopic electrical resistance of the aged surface as a function of exposure time. A pore corrosion numerical model was used to predict bothmore » the growth of copper sulfide corrosion product which blooms through defects in the gold layer and the resulting electrical contact resistance of the aged surface. Assumptions about the distribution of defects in the noble metal plating and the mechanism for how corrosion blooms affect electrical contact resistance were needed to complete the numerical model. Comparisons are made to the experimentally observed number density of corrosion sites, the size distribution of corrosion product blooms, and the cumulative probability distribution of the electrical contact resistance. Experimentally, the bloom site density increases as a function of time, whereas the bloom size distribution remains relatively independent of time. These two effects are included in the numerical model by adding a corrosion initiation probability proportional to the surface area along with a probability for bloom-growth extinction proportional to the corrosion product bloom volume. The cumulative probability distribution of electrical resistance becomes skewed as exposure time increases. While the electrical contact resistance increases as a function of time for a fraction of the bloom population, the median value remains relatively unchanged. In order to model this behavior, the resistance calculated for large blooms has been weighted more heavily.« less

A functional model of sensemaking in a neurocognitive architecture.

PubMed

Lebiere, Christian; Pirolli, Peter; Thomson, Robert; Paik, Jaehyon; Rutledge-Taylor, Matthew; Staszewski, James; Anderson, John R

2013-01-01

Sensemaking is the active process of constructing a meaningful representation (i.e., making sense) of some complex aspect of the world. In relation to intelligence analysis, sensemaking is the act of finding and interpreting relevant facts amongst the sea of incoming reports, images, and intelligence. We present a cognitive model of core information-foraging and hypothesis-updating sensemaking processes applied to complex spatial probability estimation and decision-making tasks. While the model was developed in a hybrid symbolic-statistical cognitive architecture, its correspondence to neural frameworks in terms of both structure and mechanisms provided a direct bridge between rational and neural levels of description. Compared against data from two participant groups, the model correctly predicted both the presence and degree of four biases: confirmation, anchoring and adjustment, representativeness, and probability matching. It also favorably predicted human performance in generating probability distributions across categories, assigning resources based on these distributions, and selecting relevant features given a prior probability distribution. This model provides a constrained theoretical framework describing cognitive biases as arising from three interacting factors: the structure of the task environment, the mechanisms and limitations of the cognitive architecture, and the use of strategies to adapt to the dual constraints of cognition and the environment.

A Functional Model of Sensemaking in a Neurocognitive Architecture

PubMed Central

Lebiere, Christian; Paik, Jaehyon; Rutledge-Taylor, Matthew; Staszewski, James; Anderson, John R.

2013-01-01

Sensemaking is the active process of constructing a meaningful representation (i.e., making sense) of some complex aspect of the world. In relation to intelligence analysis, sensemaking is the act of finding and interpreting relevant facts amongst the sea of incoming reports, images, and intelligence. We present a cognitive model of core information-foraging and hypothesis-updating sensemaking processes applied to complex spatial probability estimation and decision-making tasks. While the model was developed in a hybrid symbolic-statistical cognitive architecture, its correspondence to neural frameworks in terms of both structure and mechanisms provided a direct bridge between rational and neural levels of description. Compared against data from two participant groups, the model correctly predicted both the presence and degree of four biases: confirmation, anchoring and adjustment, representativeness, and probability matching. It also favorably predicted human performance in generating probability distributions across categories, assigning resources based on these distributions, and selecting relevant features given a prior probability distribution. This model provides a constrained theoretical framework describing cognitive biases as arising from three interacting factors: the structure of the task environment, the mechanisms and limitations of the cognitive architecture, and the use of strategies to adapt to the dual constraints of cognition and the environment. PMID:24302930

The Poisson Random Process. Applications of Probability Theory to Operations Research. Modules and Monographs in Undergraduate Mathematics and Its Applications Project. UMAP Unit 340.

ERIC Educational Resources Information Center

Wilde, Carroll O.

The Poisson probability distribution is seen to provide a mathematical model from which useful information can be obtained in practical applications. The distribution and some situations to which it applies are studied, and ways to find answers to practical questions are noted. The unit includes exercises and a model exam, and provides answers to…

Probability Distribution of Turbulent Kinetic Energy Dissipation Rate in Ocean: Observations and Approximations

NASA Astrophysics Data System (ADS)

Lozovatsky, I.; Fernando, H. J. S.; Planella-Morato, J.; Liu, Zhiyu; Lee, J.-H.; Jinadasa, S. U. P.

2017-10-01

The probability distribution of turbulent kinetic energy dissipation rate in stratified ocean usually deviates from the classic lognormal distribution that has been formulated for and often observed in unstratified homogeneous layers of atmospheric and oceanic turbulence. Our measurements of vertical profiles of micro-scale shear, collected in the East China Sea, northern Bay of Bengal, to the south and east of Sri Lanka, and in the Gulf Stream region, show that the probability distributions of the dissipation rate ɛ˜r in the pycnoclines (r ˜ 1.4 m is the averaging scale) can be successfully modeled by the Burr (type XII) probability distribution. In weakly stratified boundary layers, lognormal distribution of ɛ˜r is preferable, although the Burr is an acceptable alternative. The skewness Skɛ and the kurtosis Kɛ of the dissipation rate appear to be well correlated in a wide range of Skɛ and Kɛ variability.

Characterising RNA secondary structure space using information entropy

PubMed Central

2013-01-01

Comparative methods for RNA secondary structure prediction use evolutionary information from RNA alignments to increase prediction accuracy. The model is often described in terms of stochastic context-free grammars (SCFGs), which generate a probability distribution over secondary structures. It is, however, unclear how this probability distribution changes as a function of the input alignment. As prediction programs typically only return a single secondary structure, better characterisation of the underlying probability space of RNA secondary structures is of great interest. In this work, we show how to efficiently compute the information entropy of the probability distribution over RNA secondary structures produced for RNA alignments by a phylo-SCFG, and implement it for the PPfold model. We also discuss interpretations and applications of this quantity, including how it can clarify reasons for low prediction reliability scores. PPfold and its source code are available from http://birc.au.dk/software/ppfold/. PMID:23368905

A Performance Comparison on the Probability Plot Correlation Coefficient Test using Several Plotting Positions for GEV Distribution.

NASA Astrophysics Data System (ADS)

Ahn, Hyunjun; Jung, Younghun; Om, Ju-Seong; Heo, Jun-Haeng

2014-05-01

It is very important to select the probability distribution in Statistical hydrology. Goodness of fit test is a statistical method that selects an appropriate probability model for a given data. The probability plot correlation coefficient (PPCC) test as one of the goodness of fit tests was originally developed for normal distribution. Since then, this test has been widely applied to other probability models. The PPCC test is known as one of the best goodness of fit test because it shows higher rejection powers among them. In this study, we focus on the PPCC tests for the GEV distribution which is widely used in the world. For the GEV model, several plotting position formulas are suggested. However, the PPCC statistics are derived only for the plotting position formulas (Goel and De, In-na and Nguyen, and Kim et al.) in which the skewness coefficient (or shape parameter) are included. And then the regression equations are derived as a function of the shape parameter and sample size for a given significance level. In addition, the rejection powers of these formulas are compared using Monte-Carlo simulation. Keywords: Goodness-of-fit test, Probability plot correlation coefficient test, Plotting position, Monte-Carlo Simulation ACKNOWLEDGEMENTS This research was supported by a grant 'Establishing Active Disaster Management System of Flood Control Structures by using 3D BIM Technique' [NEMA-12-NH-57] from the Natural Hazard Mitigation Research Group, National Emergency Management Agency of Korea.

Joint probabilities and quantum cognition

NASA Astrophysics Data System (ADS)

de Barros, J. Acacio

2012-12-01

In this paper we discuss the existence of joint probability distributions for quantumlike response computations in the brain. We do so by focusing on a contextual neural-oscillator model shown to reproduce the main features of behavioral stimulus-response theory. We then exhibit a simple example of contextual random variables not having a joint probability distribution, and describe how such variables can be obtained from neural oscillators, but not from a quantum observable algebra.

[Establishment of the mathematic model of total quantum statistical moment standard similarity for application to medical theoretical research].

PubMed

He, Fu-yuan; Deng, Kai-wen; Huang, Sheng; Liu, Wen-long; Shi, Ji-lian

2013-09-01

The paper aims to elucidate and establish a new mathematic model: the total quantum statistical moment standard similarity (TQSMSS) on the base of the original total quantum statistical moment model and to illustrate the application of the model to medical theoretical research. The model was established combined with the statistical moment principle and the normal distribution probability density function properties, then validated and illustrated by the pharmacokinetics of three ingredients in Buyanghuanwu decoction and of three data analytical method for them, and by analysis of chromatographic fingerprint for various extracts with different solubility parameter solvents dissolving the Buyanghanwu-decoction extract. The established model consists of four mainly parameters: (1) total quantum statistical moment similarity as ST, an overlapped area by two normal distribution probability density curves in conversion of the two TQSM parameters; (2) total variability as DT, a confidence limit of standard normal accumulation probability which is equal to the absolute difference value between the two normal accumulation probabilities within integration of their curve nodical; (3) total variable probability as 1-Ss, standard normal distribution probability within interval of D(T); (4) total variable probability (1-beta)alpha and (5) stable confident probability beta(1-alpha): the correct probability to make positive and negative conclusions under confident coefficient alpha. With the model, we had analyzed the TQSMS similarities of pharmacokinetics of three ingredients in Buyanghuanwu decoction and of three data analytical methods for them were at range of 0.3852-0.9875 that illuminated different pharmacokinetic behaviors of each other; and the TQSMS similarities (ST) of chromatographic fingerprint for various extracts with different solubility parameter solvents dissolving Buyanghuanwu-decoction-extract were at range of 0.6842-0.999 2 that showed different constituents with various solvent extracts. The TQSMSS can characterize the sample similarity, by which we can quantitate the correct probability with the test of power under to make positive and negative conclusions no matter the samples come from same population under confident coefficient a or not, by which we can realize an analysis at both macroscopic and microcosmic levels, as an important similar analytical method for medical theoretical research.

Properties of the probability distribution associated with the largest event in an earthquake cluster and their implications to foreshocks.

PubMed

Zhuang, Jiancang; Ogata, Yosihiko

2006-04-01

The space-time epidemic-type aftershock sequence model is a stochastic branching process in which earthquake activity is classified into background and clustering components and each earthquake triggers other earthquakes independently according to certain rules. This paper gives the probability distributions associated with the largest event in a cluster and their properties for all three cases when the process is subcritical, critical, and supercritical. One of the direct uses of these probability distributions is to evaluate the probability of an earthquake to be a foreshock, and magnitude distributions of foreshocks and nonforeshock earthquakes. To verify these theoretical results, the Japan Meteorological Agency earthquake catalog is analyzed. The proportion of events that have 1 or more larger descendants in total events is found to be as high as about 15%. When the differences between background events and triggered event in the behavior of triggering children are considered, a background event has a probability about 8% to be a foreshock. This probability decreases when the magnitude of the background event increases. These results, obtained from a complicated clustering model, where the characteristics of background events and triggered events are different, are consistent with the results obtained in [Ogata, Geophys. J. Int. 127, 17 (1996)] by using the conventional single-linked cluster declustering method.

Estimation and prediction of maximum daily rainfall at Sagar Island using best fit probability models

NASA Astrophysics Data System (ADS)

Mandal, S.; Choudhury, B. U.

2015-07-01

Sagar Island, setting on the continental shelf of Bay of Bengal, is one of the most vulnerable deltas to the occurrence of extreme rainfall-driven climatic hazards. Information on probability of occurrence of maximum daily rainfall will be useful in devising risk management for sustaining rainfed agrarian economy vis-a-vis food and livelihood security. Using six probability distribution models and long-term (1982-2010) daily rainfall data, we studied the probability of occurrence of annual, seasonal and monthly maximum daily rainfall (MDR) in the island. To select the best fit distribution models for annual, seasonal and monthly time series based on maximum rank with minimum value of test statistics, three statistical goodness of fit tests, viz. Kolmogorove-Smirnov test (K-S), Anderson Darling test ( A 2 ) and Chi-Square test ( X 2) were employed. The fourth probability distribution was identified from the highest overall score obtained from the three goodness of fit tests. Results revealed that normal probability distribution was best fitted for annual, post-monsoon and summer seasons MDR, while Lognormal, Weibull and Pearson 5 were best fitted for pre-monsoon, monsoon and winter seasons, respectively. The estimated annual MDR were 50, 69, 86, 106 and 114 mm for return periods of 2, 5, 10, 20 and 25 years, respectively. The probability of getting an annual MDR of >50, >100, >150, >200 and >250 mm were estimated as 99, 85, 40, 12 and 03 % level of exceedance, respectively. The monsoon, summer and winter seasons exhibited comparatively higher probabilities (78 to 85 %) for MDR of >100 mm and moderate probabilities (37 to 46 %) for >150 mm. For different recurrence intervals, the percent probability of MDR varied widely across intra- and inter-annual periods. In the island, rainfall anomaly can pose a climatic threat to the sustainability of agricultural production and thus needs adequate adaptation and mitigation measures.

Zipf 's law and the effect of ranking on probability distributions

NASA Astrophysics Data System (ADS)

Günther, R.; Levitin, L.; Schapiro, B.; Wagner, P.

1996-02-01

Ranking procedures are widely used in the description of many different types of complex systems. Zipf's law is one of the most remarkable frequency-rank relationships and has been observed independently in physics, linguistics, biology, demography, etc. We show that ranking plays a crucial role in making it possible to detect empirical relationships in systems that exist in one realization only, even when the statistical ensemble to which the systems belong has a very broad probability distribution. Analytical results and numerical simulations are presented which clarify the relations between the probability distributions and the behavior of expected values for unranked and ranked random variables. This analysis is performed, in particular, for the evolutionary model presented in our previous papers which leads to Zipf's law and reveals the underlying mechanism of this phenomenon in terms of a system with interdependent and interacting components as opposed to the “ideal gas” models suggested by previous researchers. The ranking procedure applied to this model leads to a new, unexpected phenomenon: a characteristic “staircase” behavior of the mean values of the ranked variables (ranked occupation numbers). This result is due to the broadness of the probability distributions for the occupation numbers and does not follow from the “ideal gas” model. Thus, it provides an opportunity, by comparison with empirical data, to obtain evidence as to which model relates to reality.

Time-dependent landslide probability mapping

USGS Publications Warehouse

Campbell, Russell H.; Bernknopf, Richard L.; ,

1993-01-01

Case studies where time of failure is known for rainfall-triggered debris flows can be used to estimate the parameters of a hazard model in which the probability of failure is a function of time. As an example, a time-dependent function for the conditional probability of a soil slip is estimated from independent variables representing hillside morphology, approximations of material properties, and the duration and rate of rainfall. If probabilities are calculated in a GIS (geomorphic information system ) environment, the spatial distribution of the result for any given hour can be displayed on a map. Although the probability levels in this example are uncalibrated, the method offers a potential for evaluating different physical models and different earth-science variables by comparing the map distribution of predicted probabilities with inventory maps for different areas and different storms. If linked with spatial and temporal socio-economic variables, this method could be used for short-term risk assessment.

Generalized Wishart Mixtures for Unsupervised Classification of PolSAR Data

NASA Astrophysics Data System (ADS)

Li, Lan; Chen, Erxue; Li, Zengyuan

2013-01-01

This paper presents an unsupervised clustering algorithm based upon the expectation maximization (EM) algorithm for finite mixture modelling, using the complex wishart probability density function (PDF) for the probabilities. The mixture model enables to consider heterogeneous thematic classes which could not be better fitted by the unimodal wishart distribution. In order to make it fast and robust to calculate, we use the recently proposed generalized gamma distribution (GΓD) for the single polarization intensity data to make the initial partition. Then we use the wishart probability density function for the corresponding sample covariance matrix to calculate the posterior class probabilities for each pixel. The posterior class probabilities are used for the prior probability estimates of each class and weights for all class parameter updates. The proposed method is evaluated and compared with the wishart H-Alpha-A classification. Preliminary results show that the proposed method has better performance.

Generalized Success-Breeds-Success Principle Leading to Time-Dependent Informetric Distributions.

ERIC Educational Resources Information Center

Egghe, Leo; Rousseau, Ronald

1995-01-01

Reformulates the success-breeds-success (SBS) principle in informetrics in order to generate a general theory of source-item relationships. Topics include a time-dependent probability, a new model for the expected probability that is compared with the SBS principle with exact combinatorial calculations, classical frequency distributions, and…

Stochastic models for the Trojan Y-Chromosome eradication strategy of an invasive species.

PubMed

Wang, Xueying; Walton, Jay R; Parshad, Rana D

2016-01-01

The Trojan Y-Chromosome (TYC) strategy, an autocidal genetic biocontrol method, has been proposed to eliminate invasive alien species. In this work, we develop a Markov jump process model for this strategy, and we verify that there is a positive probability for wild-type females going extinct within a finite time. Moreover, when sex-reversed Trojan females are introduced at a constant population size, we formulate a stochastic differential equation (SDE) model as an approximation to the proposed Markov jump process model. Using the SDE model, we investigate the probability distribution and expectation of the extinction time of wild-type females by solving Kolmogorov equations associated with these statistics. The results indicate how the probability distribution and expectation of the extinction time are shaped by the initial conditions and the model parameters.

Extended Poisson process modelling and analysis of grouped binary data.

PubMed

Faddy, Malcolm J; Smith, David M

2012-05-01

A simple extension of the Poisson process results in binomially distributed counts of events in a time interval. A further extension generalises this to probability distributions under- or over-dispersed relative to the binomial distribution. Substantial levels of under-dispersion are possible with this modelling, but only modest levels of over-dispersion - up to Poisson-like variation. Although simple analytical expressions for the moments of these probability distributions are not available, approximate expressions for the mean and variance are derived, and used to re-parameterise the models. The modelling is applied in the analysis of two published data sets, one showing under-dispersion and the other over-dispersion. More appropriate assessment of the precision of estimated parameters and reliable model checking diagnostics follow from this more general modelling of these data sets. © 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim.

A quantum anharmonic oscillator model for the stock market

NASA Astrophysics Data System (ADS)

Gao, Tingting; Chen, Yu

2017-02-01

A financially interpretable quantum model is proposed to study the probability distributions of the stock price return. The dynamics of a quantum particle is considered an analog of the motion of stock price. Then the probability distributions of price return can be computed from the wave functions that evolve according to Schrodinger equation. Instead of a harmonic oscillator in previous studies, a quantum anharmonic oscillator is applied to the stock in liquid market. The leptokurtic distributions of price return can be reproduced by our quantum model with the introduction of mixed-state and multi-potential. The trend following dominant market, in which the price return follows a bimodal distribution, is discussed as a specific case of the illiquid market.

Sensitivity Analysis of the Bone Fracture Risk Model

NASA Technical Reports Server (NTRS)

Lewandowski, Beth; Myers, Jerry; Sibonga, Jean Diane

2017-01-01

Introduction: The probability of bone fracture during and after spaceflight is quantified to aid in mission planning, to determine required astronaut fitness standards and training requirements and to inform countermeasure research and design. Probability is quantified with a probabilistic modeling approach where distributions of model parameter values, instead of single deterministic values, capture the parameter variability within the astronaut population and fracture predictions are probability distributions with a mean value and an associated uncertainty. Because of this uncertainty, the model in its current state cannot discern an effect of countermeasures on fracture probability, for example between use and non-use of bisphosphonates or between spaceflight exercise performed with the Advanced Resistive Exercise Device (ARED) or on devices prior to installation of ARED on the International Space Station. This is thought to be due to the inability to measure key contributors to bone strength, for example, geometry and volumetric distributions of bone mass, with areal bone mineral density (BMD) measurement techniques. To further the applicability of model, we performed a parameter sensitivity study aimed at identifying those parameter uncertainties that most effect the model forecasts in order to determine what areas of the model needed enhancements for reducing uncertainty. Methods: The bone fracture risk model (BFxRM), originally published in (Nelson et al) is a probabilistic model that can assess the risk of astronaut bone fracture. This is accomplished by utilizing biomechanical models to assess the applied loads; utilizing models of spaceflight BMD loss in at-risk skeletal locations; quantifying bone strength through a relationship between areal BMD and bone failure load; and relating fracture risk index (FRI), the ratio of applied load to bone strength, to fracture probability. There are many factors associated with these calculations including environmental factors, factors associated with the fall event, mass and anthropometric values of the astronaut, BMD characteristics, characteristics of the relationship between BMD and bone strength and bone fracture characteristics. The uncertainty in these factors is captured through the use of parameter distributions and the fracture predictions are probability distributions with a mean value and an associated uncertainty. To determine parameter sensitivity, a correlation coefficient is found between the sample set of each model parameter and the calculated fracture probabilities. Each parameters contribution to the variance is found by squaring the correlation coefficients, dividing by the sum of the squared correlation coefficients, and multiplying by 100. Results: Sensitivity analyses of BFxRM simulations of preflight, 0 days post-flight and 365 days post-flight falls onto the hip revealed a subset of the twelve factors within the model which cause the most variation in the fracture predictions. These factors include the spring constant used in the hip biomechanical model, the midpoint FRI parameter within the equation used to convert FRI to fracture probability and preflight BMD values. Future work: Plans are underway to update the BFxRM by incorporating bone strength information from finite element models (FEM) into the bone strength portion of the BFxRM. Also, FEM bone strength information along with fracture outcome data will be incorporated into the FRI to fracture probability.

Option volatility and the acceleration Lagrangian

NASA Astrophysics Data System (ADS)

Baaquie, Belal E.; Cao, Yang

2014-01-01

This paper develops a volatility formula for option on an asset from an acceleration Lagrangian model and the formula is calibrated with market data. The Black-Scholes model is a simpler case that has a velocity dependent Lagrangian. The acceleration Lagrangian is defined, and the classical solution of the system in Euclidean time is solved by choosing proper boundary conditions. The conditional probability distribution of final position given the initial position is obtained from the transition amplitude. The volatility is the standard deviation of the conditional probability distribution. Using the conditional probability and the path integral method, the martingale condition is applied, and one of the parameters in the Lagrangian is fixed. The call option price is obtained using the conditional probability and the path integral method.

Modeling the distribution of colonial species to improve estimation of plankton concentration in ballast water

NASA Astrophysics Data System (ADS)

Rajakaruna, Harshana; VandenByllaardt, Julie; Kydd, Jocelyn; Bailey, Sarah

2018-03-01

The International Maritime Organization (IMO) has set limits on allowable plankton concentrations in ballast water discharge to minimize aquatic invasions globally. Previous guidance on ballast water sampling and compliance decision thresholds was based on the assumption that probability distributions of plankton are Poisson when spatially homogenous, or negative binomial when heterogeneous. We propose a hierarchical probability model, which incorporates distributions at the level of particles (i.e., discrete individuals plus colonies per unit volume) and also within particles (i.e., individuals per particle) to estimate the average plankton concentration in ballast water. We examined the performance of the models using data for plankton in the size class ≥ 10 μm and < 50 μm, collected from five different depths of a ballast tank of a commercial ship in three independent surveys. We show that the data fit to the negative binomial and the hierarchical probability models equally well, with both models performing better than the Poisson model at the scale of our sampling. The hierarchical probability model, which accounts for both the individuals and the colonies in a sample, reduces the uncertainty associated with the concentration estimation, and improves the power of rejecting the decision on ship's compliance when a ship does not truly comply with the standard. We show examples of how to test ballast water compliance using the above models.

Modeling highway travel time distribution with conditional probability models

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

Oliveira Neto, Francisco Moraes; Chin, Shih-Miao; Hwang, Ho-Ling

ABSTRACT Under the sponsorship of the Federal Highway Administration's Office of Freight Management and Operations, the American Transportation Research Institute (ATRI) has developed performance measures through the Freight Performance Measures (FPM) initiative. Under this program, travel speed information is derived from data collected using wireless based global positioning systems. These telemetric data systems are subscribed and used by trucking industry as an operations management tool. More than one telemetric operator submits their data dumps to ATRI on a regular basis. Each data transmission contains truck location, its travel time, and a clock time/date stamp. Data from the FPM program providesmore » a unique opportunity for studying the upstream-downstream speed distributions at different locations, as well as different time of the day and day of the week. This research is focused on the stochastic nature of successive link travel speed data on the continental United States Interstates network. Specifically, a method to estimate route probability distributions of travel time is proposed. This method uses the concepts of convolution of probability distributions and bivariate, link-to-link, conditional probability to estimate the expected distributions for the route travel time. Major contribution of this study is the consideration of speed correlation between upstream and downstream contiguous Interstate segments through conditional probability. The established conditional probability distributions, between successive segments, can be used to provide travel time reliability measures. This study also suggests an adaptive method for calculating and updating route travel time distribution as new data or information is added. This methodology can be useful to estimate performance measures as required by the recent Moving Ahead for Progress in the 21st Century Act (MAP 21).« less

Convergence of Transition Probability Matrix in CLVMarkov Models

NASA Astrophysics Data System (ADS)

Permana, D.; Pasaribu, U. S.; Indratno, S. W.; Suprayogi, S.

2018-04-01

A transition probability matrix is an arrangement of transition probability from one states to another in a Markov chain model (MCM). One of interesting study on the MCM is its behavior for a long time in the future. The behavior is derived from one property of transition probabilty matrix for n steps. This term is called the convergence of the n-step transition matrix for n move to infinity. Mathematically, the convergence of the transition probability matrix is finding the limit of the transition matrix which is powered by n where n moves to infinity. The convergence form of the transition probability matrix is very interesting as it will bring the matrix to its stationary form. This form is useful for predicting the probability of transitions between states in the future. The method usually used to find the convergence of transition probability matrix is through the process of limiting the distribution. In this paper, the convergence of the transition probability matrix is searched using a simple concept of linear algebra that is by diagonalizing the matrix.This method has a higher level of complexity because it has to perform the process of diagonalization in its matrix. But this way has the advantage of obtaining a common form of power n of the transition probability matrix. This form is useful to see transition matrix before stationary. For example cases are taken from CLV model using MCM called Model of CLV-Markov. There are several models taken by its transition probability matrix to find its convergence form. The result is that the convergence of the matrix of transition probability through diagonalization has similarity with convergence with commonly used distribution of probability limiting method.

Unit-Sphere Anisotropic Multiaxial Stochastic-Strength Model Probability Density Distribution for the Orientation of Critical Flaws

NASA Technical Reports Server (NTRS)

Nemeth, Noel

2013-01-01

Models that predict the failure probability of monolithic glass and ceramic components under multiaxial loading have been developed by authors such as Batdorf, Evans, and Matsuo. These "unit-sphere" failure models assume that the strength-controlling flaws are randomly oriented, noninteracting planar microcracks of specified geometry but of variable size. This report develops a formulation to describe the probability density distribution of the orientation of critical strength-controlling flaws that results from an applied load. This distribution is a function of the multiaxial stress state, the shear sensitivity of the flaws, the Weibull modulus, and the strength anisotropy. Examples are provided showing the predicted response on the unit sphere for various stress states for isotropic and transversely isotropic (anisotropic) materials--including the most probable orientation of critical flaws for offset uniaxial loads with strength anisotropy. The author anticipates that this information could be used to determine anisotropic stiffness degradation or anisotropic damage evolution for individual brittle (or quasi-brittle) composite material constituents within finite element or micromechanics-based software

Species Distribution Models and Ecological Suitability Analysis for Potential Tick Vectors of Lyme Disease in Mexico

PubMed Central

Illoldi-Rangel, Patricia; Rivaldi, Chissa-Louise; Sissel, Blake; Trout Fryxell, Rebecca; Gordillo-Pérez, Guadalupe; Rodríguez-Moreno, Angel; Williamson, Phillip; Montiel-Parra, Griselda; Sánchez-Cordero, Víctor; Sarkar, Sahotra

2012-01-01

Species distribution models were constructed for ten Ixodes species and Amblyomma cajennense for a region including Mexico and Texas. The model was based on a maximum entropy algorithm that used environmental layers to predict the relative probability of presence for each taxon. For Mexico, species geographic ranges were predicted by restricting the models to cells which have a higher probability than the lowest probability of the cells in which a presence record was located. There was spatial nonconcordance between the distributions of Amblyomma cajennense and the Ixodes group with the former restricted to lowlands and mainly the eastern coast of Mexico and the latter to montane regions with lower temperature. The risk of Lyme disease is, therefore, mainly present in the highlands where some Ixodes species are known vectors; if Amblyomma cajennense turns out to be a competent vector, the area of risk also extends to the lowlands and the east coast. PMID:22518171

Species distribution models and ecological suitability analysis for potential tick vectors of lyme disease in Mexico.

PubMed

Illoldi-Rangel, Patricia; Rivaldi, Chissa-Louise; Sissel, Blake; Trout Fryxell, Rebecca; Gordillo-Pérez, Guadalupe; Rodríguez-Moreno, Angel; Williamson, Phillip; Montiel-Parra, Griselda; Sánchez-Cordero, Víctor; Sarkar, Sahotra

2012-01-01

Species distribution models were constructed for ten Ixodes species and Amblyomma cajennense for a region including Mexico and Texas. The model was based on a maximum entropy algorithm that used environmental layers to predict the relative probability of presence for each taxon. For Mexico, species geographic ranges were predicted by restricting the models to cells which have a higher probability than the lowest probability of the cells in which a presence record was located. There was spatial nonconcordance between the distributions of Amblyomma cajennense and the Ixodes group with the former restricted to lowlands and mainly the eastern coast of Mexico and the latter to montane regions with lower temperature. The risk of Lyme disease is, therefore, mainly present in the highlands where some Ixodes species are known vectors; if Amblyomma cajennense turns out to be a competent vector, the area of risk also extends to the lowlands and the east coast.

Superthermal photon bunching in terms of simple probability distributions

NASA Astrophysics Data System (ADS)

Lettau, T.; Leymann, H. A. M.; Melcher, B.; Wiersig, J.

2018-05-01

We analyze the second-order photon autocorrelation function g(2 ) with respect to the photon probability distribution and discuss the generic features of a distribution that results in superthermal photon bunching [g(2 )(0 ) >2 ]. Superthermal photon bunching has been reported for a number of optical microcavity systems that exhibit processes such as superradiance or mode competition. We show that a superthermal photon number distribution cannot be constructed from the principle of maximum entropy if only the intensity and the second-order autocorrelation are given. However, for bimodal systems, an unbiased superthermal distribution can be constructed from second-order correlations and the intensities alone. Our findings suggest modeling superthermal single-mode distributions by a mixture of a thermal and a lasinglike state and thus reveal a generic mechanism in the photon probability distribution responsible for creating superthermal photon bunching. We relate our general considerations to a physical system, i.e., a (single-emitter) bimodal laser, and show that its statistics can be approximated and understood within our proposed model. Furthermore, the excellent agreement of the statistics of the bimodal laser and our model reveals that the bimodal laser is an ideal source of bunched photons, in the sense that it can generate statistics that contain no other features but the superthermal bunching.

Chaotic itinerancy and power-law residence time distribution in stochastic dynamical systems.

PubMed

Namikawa, Jun

2005-08-01

Chaotic itinerant motion among varieties of ordered states is described by a stochastic model based on the mechanism of chaotic itinerancy. The model consists of a random walk on a half-line and a Markov chain with a transition probability matrix. The stability of attractor ruin in the model is investigated by analyzing the residence time distribution of orbits at attractor ruins. It is shown that the residence time distribution averaged over all attractor ruins can be described by the superposition of (truncated) power-law distributions if the basin of attraction for each attractor ruin has a zero measure. This result is confirmed by simulation of models exhibiting chaotic itinerancy. Chaotic itinerancy is also shown to be absent in coupled Milnor attractor systems if the transition probability among attractor ruins can be represented as a Markov chain.

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

PubMed

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

2014-10-01

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

A probability distribution model of tooth pits for evaluating time-varying mesh stiffness of pitting gears

NASA Astrophysics Data System (ADS)

Lei, Yaguo; Liu, Zongyao; Wang, Delong; Yang, Xiao; Liu, Huan; Lin, Jing

2018-06-01

Tooth damage often causes a reduction in gear mesh stiffness. Thus time-varying mesh stiffness (TVMS) can be treated as an indication of gear health conditions. This study is devoted to investigating the mesh stiffness variations of a pair of external spur gears with tooth pitting, and proposes a new model for describing tooth pitting based on probability distribution. In the model, considering the appearance and development process of tooth pitting, we model the pitting on the surface of spur gear teeth as a series of pits with a uniform distribution in the direction of tooth width and a normal distribution in the direction of tooth height, respectively. In addition, four pitting degrees, from no pitting to severe pitting, are modeled. Finally, influences of tooth pitting on TVMS are analyzed in details and the proposed model is validated by comparing with a finite element model. The comparison results show that the proposed model is effective for the TVMS evaluations of pitting gears.

Maximum entropy approach to statistical inference for an ocean acoustic waveguide.

PubMed

Knobles, D P; Sagers, J D; Koch, R A

2012-02-01

A conditional probability distribution suitable for estimating the statistical properties of ocean seabed parameter values inferred from acoustic measurements is derived from a maximum entropy principle. The specification of the expectation value for an error function constrains the maximization of an entropy functional. This constraint determines the sensitivity factor (β) to the error function of the resulting probability distribution, which is a canonical form that provides a conservative estimate of the uncertainty of the parameter values. From the conditional distribution, marginal distributions for individual parameters can be determined from integration over the other parameters. The approach is an alternative to obtaining the posterior probability distribution without an intermediary determination of the likelihood function followed by an application of Bayes' rule. In this paper the expectation value that specifies the constraint is determined from the values of the error function for the model solutions obtained from a sparse number of data samples. The method is applied to ocean acoustic measurements taken on the New Jersey continental shelf. The marginal probability distribution for the values of the sound speed ratio at the surface of the seabed and the source levels of a towed source are examined for different geoacoustic model representations. © 2012 Acoustical Society of America

Neighbor-Dependent Ramachandran Probability Distributions of Amino Acids Developed from a Hierarchical Dirichlet Process Model

PubMed Central

Mitra, Rajib; Jordan, Michael I.; Dunbrack, Roland L.

2010-01-01

Distributions of the backbone dihedral angles of proteins have been studied for over 40 years. While many statistical analyses have been presented, only a handful of probability densities are publicly available for use in structure validation and structure prediction methods. The available distributions differ in a number of important ways, which determine their usefulness for various purposes. These include: 1) input data size and criteria for structure inclusion (resolution, R-factor, etc.); 2) filtering of suspect conformations and outliers using B-factors or other features; 3) secondary structure of input data (e.g., whether helix and sheet are included; whether beta turns are included); 4) the method used for determining probability densities ranging from simple histograms to modern nonparametric density estimation; and 5) whether they include nearest neighbor effects on the distribution of conformations in different regions of the Ramachandran map. In this work, Ramachandran probability distributions are presented for residues in protein loops from a high-resolution data set with filtering based on calculated electron densities. Distributions for all 20 amino acids (with cis and trans proline treated separately) have been determined, as well as 420 left-neighbor and 420 right-neighbor dependent distributions. The neighbor-independent and neighbor-dependent probability densities have been accurately estimated using Bayesian nonparametric statistical analysis based on the Dirichlet process. In particular, we used hierarchical Dirichlet process priors, which allow sharing of information between densities for a particular residue type and different neighbor residue types. The resulting distributions are tested in a loop modeling benchmark with the program Rosetta, and are shown to improve protein loop conformation prediction significantly. The distributions are available at http://dunbrack.fccc.edu/hdp. PMID:20442867

How to model a negligible probability under the WTO sanitary and phytosanitary agreement?

PubMed

Powell, Mark R

2013-06-01

Since the 1997 EC--Hormones decision, World Trade Organization (WTO) Dispute Settlement Panels have wrestled with the question of what constitutes a negligible risk under the Sanitary and Phytosanitary Agreement. More recently, the 2010 WTO Australia--Apples Panel focused considerable attention on the appropriate quantitative model for a negligible probability in a risk assessment. The 2006 Australian Import Risk Analysis for Apples from New Zealand translated narrative probability statements into quantitative ranges. The uncertainty about a "negligible" probability was characterized as a uniform distribution with a minimum value of zero and a maximum value of 10(-6) . The Australia - Apples Panel found that the use of this distribution would tend to overestimate the likelihood of "negligible" events and indicated that a triangular distribution with a most probable value of zero and a maximum value of 10⁻⁶ would correct the bias. The Panel observed that the midpoint of the uniform distribution is 5 × 10⁻⁷ but did not consider that the triangular distribution has an expected value of 3.3 × 10⁻⁷. Therefore, if this triangular distribution is the appropriate correction, the magnitude of the bias found by the Panel appears modest. The Panel's detailed critique of the Australian risk assessment, and the conclusions of the WTO Appellate Body about the materiality of flaws found by the Panel, may have important implications for the standard of review for risk assessments under the WTO SPS Agreement. © 2012 Society for Risk Analysis.

Cluster-based control of a separating flow over a smoothly contoured ramp

NASA Astrophysics Data System (ADS)

Kaiser, Eurika; Noack, Bernd R.; Spohn, Andreas; Cattafesta, Louis N.; Morzyński, Marek

2017-12-01

The ability to manipulate and control fluid flows is of great importance in many scientific and engineering applications. The proposed closed-loop control framework addresses a key issue of model-based control: The actuation effect often results from slow dynamics of strongly nonlinear interactions which the flow reveals at timescales much longer than the prediction horizon of any model. Hence, we employ a probabilistic approach based on a cluster-based discretization of the Liouville equation for the evolution of the probability distribution. The proposed methodology frames high-dimensional, nonlinear dynamics into low-dimensional, probabilistic, linear dynamics which considerably simplifies the optimal control problem while preserving nonlinear actuation mechanisms. The data-driven approach builds upon a state space discretization using a clustering algorithm which groups kinematically similar flow states into a low number of clusters. The temporal evolution of the probability distribution on this set of clusters is then described by a control-dependent Markov model. This Markov model can be used as predictor for the ergodic probability distribution for a particular control law. This probability distribution approximates the long-term behavior of the original system on which basis the optimal control law is determined. We examine how the approach can be used to improve the open-loop actuation in a separating flow dominated by Kelvin-Helmholtz shedding. For this purpose, the feature space, in which the model is learned, and the admissible control inputs are tailored to strongly oscillatory flows.

Fast Reliability Assessing Method for Distribution Network with Distributed Renewable Energy Generation

NASA Astrophysics Data System (ADS)

Chen, Fan; Huang, Shaoxiong; Ding, Jinjin; Ding, Jinjin; Gao, Bo; Xie, Yuguang; Wang, Xiaoming

2018-01-01

This paper proposes a fast reliability assessing method for distribution grid with distributed renewable energy generation. First, the Weibull distribution and the Beta distribution are used to describe the probability distribution characteristics of wind speed and solar irradiance respectively, and the models of wind farm, solar park and local load are built for reliability assessment. Then based on power system production cost simulation probability discretization and linearization power flow, a optimal power flow objected with minimum cost of conventional power generation is to be resolved. Thus a reliability assessment for distribution grid is implemented fast and accurately. The Loss Of Load Probability (LOLP) and Expected Energy Not Supplied (EENS) are selected as the reliability index, a simulation for IEEE RBTS BUS6 system in MATLAB indicates that the fast reliability assessing method calculates the reliability index much faster with the accuracy ensured when compared with Monte Carlo method.

Occupancy modeling of autonomously recorded vocalizations to predict distribution of rallids in tidal wetlands

USGS Publications Warehouse

Stiffler, Lydia L.; Anderson, James T.; Katzner, Todd

2018-01-01

Conservation and management for a species requires reliable information on its status, distribution, and habitat use. We identified occupancy and distributions of king (Rallus elegans) and clapper (R. crepitans) rail populations in marsh complexes along the Pamunkey and Mattaponi Rivers in Virginia, USA by modeling data on vocalizations recorded from autonomous recording units (ARUs). Occupancy probability for both species combined was 0.64 (95% CI: 0.53, 0.75) in marshes along the Pamunkey and 0.59 (0.45, 0.72) in marshes along the Mattaponi. Occupancy probability along the Pamunkey was strongly influenced by salinity, increasing logistically by a factor of 1.62 (0.6, 2.65) per parts per thousand of salinity. In contrast, there was not a strong salinity gradient on the Mattaponi and therefore vegetative community structure determined occupancy probability on that river. Estimated detection probability across both marshes was 0.63 (0.62, 0.65), but detection rates decreased as the season progressed. Monitoring wildlife within wetlands presents unique challenges for conservation managers. Our findings provide insight not only into how rails responded to environmental variation but also into the general utility of ARUs for occupancy modeling of the distribution and habitat associations of rails within tidal marsh systems.

Detection of mastitis in dairy cattle by use of mixture models for repeated somatic cell scores: a Bayesian approach via Gibbs sampling.

PubMed

Odegård, J; Jensen, J; Madsen, P; Gianola, D; Klemetsdal, G; Heringstad, B

2003-11-01

The distribution of somatic cell scores could be regarded as a mixture of at least two components depending on a cow's udder health status. A heteroscedastic two-component Bayesian normal mixture model with random effects was developed and implemented via Gibbs sampling. The model was evaluated using datasets consisting of simulated somatic cell score records. Somatic cell score was simulated as a mixture representing two alternative udder health statuses ("healthy" or "diseased"). Animals were assigned randomly to the two components according to the probability of group membership (Pm). Random effects (additive genetic and permanent environment), when included, had identical distributions across mixture components. Posterior probabilities of putative mastitis were estimated for all observations, and model adequacy was evaluated using measures of sensitivity, specificity, and posterior probability of misclassification. Fitting different residual variances in the two mixture components caused some bias in estimation of parameters. When the components were difficult to disentangle, so were their residual variances, causing bias in estimation of Pm and of location parameters of the two underlying distributions. When all variance components were identical across mixture components, the mixture model analyses returned parameter estimates essentially without bias and with a high degree of precision. Including random effects in the model increased the probability of correct classification substantially. No sizable differences in probability of correct classification were found between models in which a single cow effect (ignoring relationships) was fitted and models where this effect was split into genetic and permanent environmental components, utilizing relationship information. When genetic and permanent environmental effects were fitted, the between-replicate variance of estimates of posterior means was smaller because the model accounted for random genetic drift.

Modelling the spatial distribution of Fasciola hepatica in dairy cattle in Europe.

PubMed

Ducheyne, Els; Charlier, Johannes; Vercruysse, Jozef; Rinaldi, Laura; Biggeri, Annibale; Demeler, Janina; Brandt, Christina; De Waal, Theo; Selemetas, Nikolaos; Höglund, Johan; Kaba, Jaroslaw; Kowalczyk, Slawomir J; Hendrickx, Guy

2015-03-26

A harmonized sampling approach in combination with spatial modelling is required to update current knowledge of fasciolosis in dairy cattle in Europe. Within the scope of the EU project GLOWORM, samples from 3,359 randomly selected farms in 849 municipalities in Belgium, Germany, Ireland, Poland and Sweden were collected and their infection status assessed using an indirect bulk tank milk (BTM) enzyme-linked immunosorbent assay (ELISA). Dairy farms were considered exposed when the optical density ratio (ODR) exceeded the 0.3 cut-off. Two ensemble-modelling techniques, Random Forests (RF) and Boosted Regression Trees (BRT), were used to obtain the spatial distribution of the probability of exposure to Fasciola hepatica using remotely sensed environmental variables (1-km spatial resolution) and interpolated values from meteorological stations as predictors. The median ODRs amounted to 0.31, 0.12, 0.54, 0.25 and 0.44 for Belgium, Germany, Ireland, Poland and southern Sweden, respectively. Using the 0.3 threshold, 571 municipalities were categorized as positive and 429 as negative. RF was seen as capable of predicting the spatial distribution of exposure with an area under the receiver operation characteristic (ROC) curve (AUC) of 0.83 (0.96 for BRT). Both models identified rainfall and temperature as the most important factors for probability of exposure. Areas of high and low exposure were identified by both models, with BRT better at discriminating between low-probability and high-probability exposure; this model may therefore be more useful in practise. Given a harmonized sampling strategy, it should be possible to generate robust spatial models for fasciolosis in dairy cattle in Europe to be used as input for temporal models and for the detection of deviations in baseline probability. Further research is required for model output in areas outside the eco-climatic range investigated.

Spacing distribution functions for the one-dimensional point-island model with irreversible attachment

NASA Astrophysics Data System (ADS)

González, Diego Luis; Pimpinelli, Alberto; Einstein, T. L.

2011-07-01

We study the configurational structure of the point-island model for epitaxial growth in one dimension. In particular, we calculate the island gap and capture zone distributions. Our model is based on an approximate description of nucleation inside the gaps. Nucleation is described by the joint probability density pnXY(x,y), which represents the probability density to have nucleation at position x within a gap of size y. Our proposed functional form for pnXY(x,y) describes excellently the statistical behavior of the system. We compare our analytical model with extensive numerical simulations. Our model retains the most relevant physical properties of the system.

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

PubMed

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

2003-01-01

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

Modeling Women's Menstrual Cycles using PICI Gates in Bayesian Network.

PubMed

Zagorecki, Adam; Łupińska-Dubicka, Anna; Voortman, Mark; Druzdzel, Marek J

2016-03-01

A major difficulty in building Bayesian network (BN) models is the size of conditional probability tables, which grow exponentially in the number of parents. One way of dealing with this problem is through parametric conditional probability distributions that usually require only a number of parameters that is linear in the number of parents. In this paper, we introduce a new class of parametric models, the Probabilistic Independence of Causal Influences (PICI) models, that aim at lowering the number of parameters required to specify local probability distributions, but are still capable of efficiently modeling a variety of interactions. A subset of PICI models is decomposable and this leads to significantly faster inference as compared to models that cannot be decomposed. We present an application of the proposed method to learning dynamic BNs for modeling a woman's menstrual cycle. We show that PICI models are especially useful for parameter learning from small data sets and lead to higher parameter accuracy than when learning CPTs.

Tsunami Size Distributions at Far-Field Locations from Aggregated Earthquake Sources

NASA Astrophysics Data System (ADS)

Geist, E. L.; Parsons, T.

2015-12-01

The distribution of tsunami amplitudes at far-field tide gauge stations is explained by aggregating the probability of tsunamis derived from individual subduction zones and scaled by their seismic moment. The observed tsunami amplitude distributions of both continental (e.g., San Francisco) and island (e.g., Hilo) stations distant from subduction zones are examined. Although the observed probability distributions nominally follow a Pareto (power-law) distribution, there are significant deviations. Some stations exhibit varying degrees of tapering of the distribution at high amplitudes and, in the case of the Hilo station, there is a prominent break in slope on log-log probability plots. There are also differences in the slopes of the observed distributions among stations that can be significant. To explain these differences we first estimate seismic moment distributions of observed earthquakes for major subduction zones. Second, regression models are developed that relate the tsunami amplitude at a station to seismic moment at a subduction zone, correcting for epicentral distance. The seismic moment distribution is then transformed to a site-specific tsunami amplitude distribution using the regression model. Finally, a mixture distribution is developed, aggregating the transformed tsunami distributions from all relevant subduction zones. This mixture distribution is compared to the observed distribution to assess the performance of the method described above. This method allows us to estimate the largest tsunami that can be expected in a given time period at a station.

Precipitation Cluster Distributions: Current Climate Storm Statistics and Projected Changes Under Global Warming

NASA Astrophysics Data System (ADS)

Quinn, Kevin Martin

The total amount of precipitation integrated across a precipitation cluster (contiguous precipitating grid cells exceeding a minimum rain rate) is a useful measure of the aggregate size of the disturbance, expressed as the rate of water mass lost or latent heat released, i.e. the power of the disturbance. Probability distributions of cluster power are examined during boreal summer (May-September) and winter (January-March) using satellite-retrieved rain rates from the Tropical Rainfall Measuring Mission (TRMM) 3B42 and Special Sensor Microwave Imager and Sounder (SSM/I and SSMIS) programs, model output from the High Resolution Atmospheric Model (HIRAM, roughly 0.25-0.5 0 resolution), seven 1-2° resolution members of the Coupled Model Intercomparison Project Phase 5 (CMIP5) experiment, and National Center for Atmospheric Research Large Ensemble (NCAR LENS). Spatial distributions of precipitation-weighted centroids are also investigated in observations (TRMM-3B42) and climate models during winter as a metric for changes in mid-latitude storm tracks. Observed probability distributions for both seasons are scale-free from the smallest clusters up to a cutoff scale at high cluster power, after which the probability density drops rapidly. When low rain rates are excluded by choosing a minimum rain rate threshold in defining clusters, the models accurately reproduce observed cluster power statistics and winter storm tracks. Changes in behavior in the tail of the distribution, above the cutoff, are important for impacts since these quantify the frequency of the most powerful storms. End-of-century cluster power distributions and storm track locations are investigated in these models under a "business as usual" global warming scenario. The probability of high cluster power events increases by end-of-century across all models, by up to an order of magnitude for the highest-power events for which statistics can be computed. For the three models in the suite with continuous time series of high resolution output, there is substantial variability on when these probability increases for the most powerful precipitation clusters become detectable, ranging from detectable within the observational period to statistically significant trends emerging only after 2050. A similar analysis of National Centers for Environmental Prediction (NCEP) Reanalysis 2 and SSM/I-SSMIS rain rate retrievals in the recent observational record does not yield reliable evidence of trends in high-power cluster probabilities at this time. Large impacts to mid-latitude storm tracks are projected over the West Coast and eastern North America, with no less than 8 of the 9 models examined showing large increases by end-of-century in the probability density of the most powerful storms, ranging up to a factor of 6.5 in the highest range bin for which historical statistics are computed. However, within these regional domains, there is considerable variation among models in pinpointing exactly where the largest increases will occur.

A fast elitism Gaussian estimation of distribution algorithm and application for PID optimization.

PubMed

Xu, Qingyang; Zhang, Chengjin; Zhang, Li

2014-01-01

Estimation of distribution algorithm (EDA) is an intelligent optimization algorithm based on the probability statistics theory. A fast elitism Gaussian estimation of distribution algorithm (FEGEDA) is proposed in this paper. The Gaussian probability model is used to model the solution distribution. The parameters of Gaussian come from the statistical information of the best individuals by fast learning rule. A fast learning rule is used to enhance the efficiency of the algorithm, and an elitism strategy is used to maintain the convergent performance. The performances of the algorithm are examined based upon several benchmarks. In the simulations, a one-dimensional benchmark is used to visualize the optimization process and probability model learning process during the evolution, and several two-dimensional and higher dimensional benchmarks are used to testify the performance of FEGEDA. The experimental results indicate the capability of FEGEDA, especially in the higher dimensional problems, and the FEGEDA exhibits a better performance than some other algorithms and EDAs. Finally, FEGEDA is used in PID controller optimization of PMSM and compared with the classical-PID and GA.

A Fast Elitism Gaussian Estimation of Distribution Algorithm and Application for PID Optimization

PubMed Central

Xu, Qingyang; Zhang, Chengjin; Zhang, Li

2014-01-01

Estimation of distribution algorithm (EDA) is an intelligent optimization algorithm based on the probability statistics theory. A fast elitism Gaussian estimation of distribution algorithm (FEGEDA) is proposed in this paper. The Gaussian probability model is used to model the solution distribution. The parameters of Gaussian come from the statistical information of the best individuals by fast learning rule. A fast learning rule is used to enhance the efficiency of the algorithm, and an elitism strategy is used to maintain the convergent performance. The performances of the algorithm are examined based upon several benchmarks. In the simulations, a one-dimensional benchmark is used to visualize the optimization process and probability model learning process during the evolution, and several two-dimensional and higher dimensional benchmarks are used to testify the performance of FEGEDA. The experimental results indicate the capability of FEGEDA, especially in the higher dimensional problems, and the FEGEDA exhibits a better performance than some other algorithms and EDAs. Finally, FEGEDA is used in PID controller optimization of PMSM and compared with the classical-PID and GA. PMID:24892059

A tool for simulating collision probabilities of animals with marine renewable energy devices.

PubMed

Schmitt, Pál; Culloch, Ross; Lieber, Lilian; Molander, Sverker; Hammar, Linus; Kregting, Louise

2017-01-01

The mathematical problem of establishing a collision probability distribution is often not trivial. The shape and motion of the animal as well as of the the device must be evaluated in a four-dimensional space (3D motion over time). Earlier work on wind and tidal turbines was limited to a simplified two-dimensional representation, which cannot be applied to many new structures. We present a numerical algorithm to obtain such probability distributions using transient, three-dimensional numerical simulations. The method is demonstrated using a sub-surface tidal kite as an example. Necessary pre- and post-processing of the data created by the model is explained, numerical details and potential issues and limitations in the application of resulting probability distributions are highlighted.

KINETICS OF LOW SOURCE REACTOR STARTUPS. PART II

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

hurwitz, H. Jr.; MacMillan, D.B.; Smith, J.H.

1962-06-01

A computational technique is described for computation of the probability distribution of power level for a low source reactor startup. The technique uses a mathematical model, for the time-dependent probability distribution of neutron and precursor concentration, having finite neutron lifetime, one group of delayed neutron precursors, and no spatial dependence. Results obtained by the technique are given. (auth)

The probability distribution model of air pollution index and its dominants in Kuala Lumpur

NASA Astrophysics Data System (ADS)

AL-Dhurafi, Nasr Ahmed; Razali, Ahmad Mahir; Masseran, Nurulkamal; Zamzuri, Zamira Hasanah

2016-11-01

This paper focuses on the statistical modeling for the distributions of air pollution index (API) and its sub-indexes data observed at Kuala Lumpur in Malaysia. Five pollutants or sub-indexes are measured including, carbon monoxide (CO); sulphur dioxide (SO2); nitrogen dioxide (NO2), and; particulate matter (PM10). Four probability distributions are considered, namely log-normal, exponential, Gamma and Weibull in search for the best fit distribution to the Malaysian air pollutants data. In order to determine the best distribution for describing the air pollutants data, five goodness-of-fit criteria's are applied. This will help in minimizing the uncertainty in pollution resource estimates and improving the assessment phase of planning. The conflict in criterion results for selecting the best distribution was overcome by using the weight of ranks method. We found that the Gamma distribution is the best distribution for the majority of air pollutants data in Kuala Lumpur.

Burst wait time simulation of CALIBAN reactor at delayed super-critical state

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

Humbert, P.; Authier, N.; Richard, B.

2012-07-01

In the past, the super prompt critical wait time probability distribution was measured on CALIBAN fast burst reactor [4]. Afterwards, these experiments were simulated with a very good agreement by solving the non-extinction probability equation [5]. Recently, the burst wait time probability distribution has been measured at CEA-Valduc on CALIBAN at different delayed super-critical states [6]. However, in the delayed super-critical case the non-extinction probability does not give access to the wait time distribution. In this case it is necessary to compute the time dependent evolution of the full neutron count number probability distribution. In this paper we present themore » point model deterministic method used to calculate the probability distribution of the wait time before a prescribed count level taking into account prompt neutrons and delayed neutron precursors. This method is based on the solution of the time dependent adjoint Kolmogorov master equations for the number of detections using the generating function methodology [8,9,10] and inverse discrete Fourier transforms. The obtained results are then compared to the measurements and Monte-Carlo calculations based on the algorithm presented in [7]. (authors)« less

On the Bayesian Nonparametric Generalization of IRT-Type Models

ERIC Educational Resources Information Center

San Martin, Ernesto; Jara, Alejandro; Rolin, Jean-Marie; Mouchart, Michel

2011-01-01

We study the identification and consistency of Bayesian semiparametric IRT-type models, where the uncertainty on the abilities' distribution is modeled using a prior distribution on the space of probability measures. We show that for the semiparametric Rasch Poisson counts model, simple restrictions ensure the identification of a general…

A probabilistic approach to photovoltaic generator performance prediction

NASA Astrophysics Data System (ADS)

Khallat, M. A.; Rahman, S.

1986-09-01

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

Probability of lensing magnification by cosmologically distributed galaxies

NASA Technical Reports Server (NTRS)

Pei, Yichuan C.

1993-01-01

We present the analytical formulae for computing the magnification probability caused by cosmologically distributed galaxies. The galaxies are assumed to be singular, truncated-isothermal spheres without both evolution and clustering in redshift. We find that, for a fixed total mass, extended galaxies produce a broader shape in the magnification probability distribution and hence are less efficient as gravitational lenses than compact galaxies. The high-magnification tail caused by large galaxies is well approximated by an A exp -3 form, while the tail by small galaxies is slightly shallower. The mean magnification as a function of redshift is, however, found to be independent of the size of the lensing galaxies. In terms of the flux conservation, our formulae for the isothermal galaxy model predict a mean magnification to within a few percent with the Dyer-Roeder model of a clumpy universe.

Bivariate Rainfall and Runoff Analysis Using Shannon Entropy Theory

NASA Astrophysics Data System (ADS)

Rahimi, A.; Zhang, L.

2012-12-01

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

Seasonal Variability of Middle Latitude Ozone in the Lowermost Stratosphere Derived from Probability Distribution Functions

NASA Technical Reports Server (NTRS)

Cerniglia, M. C.; Douglass, A. R.; Rood, R. B.; Sparling, L. C..; Nielsen, J. E.

1999-01-01

We present a study of the distribution of ozone in the lowermost stratosphere with the goal of understanding the relative contribution to the observations of air of either distinctly tropospheric or stratospheric origin. The air in the lowermost stratosphere is divided into two population groups based on Ertel's potential vorticity at 300 hPa. High [low] potential vorticity at 300 hPa suggests that the tropopause is low [high], and the identification of the two groups helps to account for dynamic variability. Conditional probability distribution functions are used to define the statistics of the mix from both observations and model simulations. Two data sources are chosen. First, several years of ozonesonde observations are used to exploit the high vertical resolution. Second, observations made by the Halogen Occultation Experiment [HALOE] on the Upper Atmosphere Research Satellite [UARS] are used to understand the impact on the results of the spatial limitations of the ozonesonde network. The conditional probability distribution functions are calculated at a series of potential temperature surfaces spanning the domain from the midlatitude tropopause to surfaces higher than the mean tropical tropopause [about 380K]. Despite the differences in spatial and temporal sampling, the probability distribution functions are similar for the two data sources. Comparisons with the model demonstrate that the model maintains a mix of air in the lowermost stratosphere similar to the observations. The model also simulates a realistic annual cycle. By using the model, possible mechanisms for the maintenance of mix of air in the lowermost stratosphere are revealed. The relevance of the results to the assessment of the environmental impact of aircraft effluence is discussed.

Seasonal Variability of Middle Latitude Ozone in the Lowermost Stratosphere Derived from Probability Distribution Functions

NASA Technical Reports Server (NTRS)

Cerniglia, M. C.; Douglass, A. R.; Rood, R. B.; Sparling, L. C.; Nielsen, J. E.

1999-01-01

We present a study of the distribution of ozone in the lowermost stratosphere with the goal of understanding the relative contribution to the observations of air of either distinctly tropospheric or stratospheric origin. The air in the lowermost stratosphere is divided into two population groups based on Ertel's potential vorticity at 300 hPa. High [low] potential vorticity at 300 hPa suggests that the tropopause is low [high], and the identification of the two groups helps to account for dynamic variability. Conditional probability distribution functions are used to define the statistics of the mix from both observations and model simulations. Two data sources are chosen. First, several years of ozonesonde observations are used to exploit the high vertical resolution. Second, observations made by the Halogen Occultation Experiment [HALOE) on the Upper Atmosphere Research Satellite [UARS] are used to understand the impact on the results of the spatial limitations of the ozonesonde network. The conditional probability distribution functions are calculated at a series of potential temperature surfaces spanning the domain from the midlatitude tropopause to surfaces higher than the mean tropical tropopause [approximately 380K]. Despite the differences in spatial and temporal sampling, the probability distribution functions are similar for the two data sources. Comparisons with the model demonstrate that the model maintains a mix of air in the lowermost stratosphere similar to the observations. The model also simulates a realistic annual cycle. By using the model, possible mechanisms for the maintenance of mix of air in the lowermost stratosphere are revealed. The relevance of the results to the assessment of the environmental impact of aircraft effluence is discussed.

q-Gaussian distributions of leverage returns, first stopping times, and default risk valuations

NASA Astrophysics Data System (ADS)

Katz, Yuri A.; Tian, Li

2013-10-01

We study the probability distributions of daily leverage returns of 520 North American industrial companies that survive de-listing during the financial crisis, 2006-2012. We provide evidence that distributions of unbiased leverage returns of all individual firms belong to the class of q-Gaussian distributions with the Tsallis entropic parameter within the interval 1

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

PubMed

Kendal, W S

2000-04-01

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

Probabilistic estimates of drought impacts on agricultural production

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

Flow-duration-frequency behaviour of British rivers based on annual minima data

NASA Astrophysics Data System (ADS)

Zaidman, Maxine D.; Keller, Virginie; Young, Andrew R.; Cadman, Daniel

2003-06-01

A comparison of different probability distribution models for describing the flow-duration-frequency behaviour of annual minima flow events in British rivers is reported. Twenty-five catchments were included in the study, each having stable and natural flow records of at least 30 years in length. Time series of annual minima D-day average flows were derived for each record using durations ( D) of 1, 7, 30, 60, 90, and 365 days and used to construct low flow frequency curves. In each case the Gringorten plotting position formula was used to determine probabilities (of non-exceedance). Four distribution types—Generalised Extreme Value (GEV), Generalised Logistic (GL), Pearson Type-3 (PE3) and Generalised Pareto (GP)—were used to model the probability distribution function for each site. L-moments were used to parameterise individual models, whilst goodness-of-fit tests were used to assess their match to the sample data. The study showed that where short durations (i.e. 60 days or less) were considered, high storage catchments tended to be best represented by GL and GEV distribution models whilst low storage catchments were best described by PE3 or GEV models. However, these models produced reasonable results only within a limited range (e.g. models for high storage catchments did not produce sensible estimates of return periods where the prescribed flow was less than 10% of the mean flow). For annual minima series derived using long duration flow averages (e.g. more than 90 days), GP and GEV models were generally more applicable. The study suggests that longer duration minima do not conform to the same distribution types as short durations, and that catchment properties can influence the type of distribution selected.

Bayesian seismic inversion based on rock-physics prior modeling for the joint estimation of acoustic impedance, porosity and lithofacies

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

Passos de Figueiredo, Leandro, E-mail: leandrop.fgr@gmail.com; Grana, Dario; Santos, Marcio

We propose a Bayesian approach for seismic inversion to estimate acoustic impedance, porosity and lithofacies within the reservoir conditioned to post-stack seismic and well data. The link between elastic and petrophysical properties is given by a joint prior distribution for the logarithm of impedance and porosity, based on a rock-physics model. The well conditioning is performed through a background model obtained by well log interpolation. Two different approaches are presented: in the first approach, the prior is defined by a single Gaussian distribution, whereas in the second approach it is defined by a Gaussian mixture to represent the well datamore » multimodal distribution and link the Gaussian components to different geological lithofacies. The forward model is based on a linearized convolutional model. For the single Gaussian case, we obtain an analytical expression for the posterior distribution, resulting in a fast algorithm to compute the solution of the inverse problem, i.e. the posterior distribution of acoustic impedance and porosity as well as the facies probability given the observed data. For the Gaussian mixture prior, it is not possible to obtain the distributions analytically, hence we propose a Gibbs algorithm to perform the posterior sampling and obtain several reservoir model realizations, allowing an uncertainty analysis of the estimated properties and lithofacies. Both methodologies are applied to a real seismic dataset with three wells to obtain 3D models of acoustic impedance, porosity and lithofacies. The methodologies are validated through a blind well test and compared to a standard Bayesian inversion approach. Using the probability of the reservoir lithofacies, we also compute a 3D isosurface probability model of the main oil reservoir in the studied field.« less

Aggregate and Individual Replication Probability within an Explicit Model of the Research Process

ERIC Educational Resources Information Center

Miller, Jeff; Schwarz, Wolf

2011-01-01

We study a model of the research process in which the true effect size, the replication jitter due to changes in experimental procedure, and the statistical error of effect size measurement are all normally distributed random variables. Within this model, we analyze the probability of successfully replicating an initial experimental result by…

Competency criteria and the class inclusion task: modeling judgments and justifications.

PubMed

Thomas, H; Horton, J J

1997-11-01

Preschool age children's class inclusion task responses were modeled as mixtures of different probability distributions. The main idea: Different response strategies are equivalent to different probability distributions. A child displays cognitive strategy s if P (child uses strategy s, given the child's observed score X = x) = p(s) is the most probable strategy. The general approach is widely applicable to many settings. Both judgment and justification questions were asked. Judgment response strategies identified were subclass comparison, guessing, and inclusion logic. Children's justifications lagged their judgments in development. Although justification responses may be useful, C. J. Brainerd was largely correct: If a single response variable is to be selected, a judgments variable is likely the preferable one. But the process must be modeled to identify cognitive strategies, as B. Hodkin has demonstrated.

Probabilistic Reasoning for Robustness in Automated Planning

NASA Technical Reports Server (NTRS)

Schaffer, Steven; Clement, Bradley; Chien, Steve

2007-01-01

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

Occupation times and ergodicity breaking in biased continuous time random walks

NASA Astrophysics Data System (ADS)

Bel, Golan; Barkai, Eli

2005-12-01

Continuous time random walk (CTRW) models are widely used to model diffusion in condensed matter. There are two classes of such models, distinguished by the convergence or divergence of the mean waiting time. Systems with finite average sojourn time are ergodic and thus Boltzmann-Gibbs statistics can be applied. We investigate the statistical properties of CTRW models with infinite average sojourn time; in particular, the occupation time probability density function is obtained. It is shown that in the non-ergodic phase the distribution of the occupation time of the particle on a given lattice point exhibits bimodal U or trimodal W shape, related to the arcsine law. The key points are as follows. (a) In a CTRW with finite or infinite mean waiting time, the distribution of the number of visits on a lattice point is determined by the probability that a member of an ensemble of particles in equilibrium occupies the lattice point. (b) The asymmetry parameter of the probability distribution function of occupation times is related to the Boltzmann probability and to the partition function. (c) The ensemble average is given by Boltzmann-Gibbs statistics for either finite or infinite mean sojourn time, when detailed balance conditions hold. (d) A non-ergodic generalization of the Boltzmann-Gibbs statistical mechanics for systems with infinite mean sojourn time is found.

Energetics and Birth Rates of Supernova Remnants in the Large Magellanic Cloud

NASA Astrophysics Data System (ADS)

Leahy, D. A.

2017-03-01

Published X-ray emission properties for a sample of 50 supernova remnants (SNRs) in the Large Magellanic Cloud (LMC) are used as input for SNR evolution modeling calculations. The forward shock emission is modeled to obtain the initial explosion energy, age, and circumstellar medium density for each SNR in the sample. The resulting age distribution yields a SNR birthrate of 1/(500 yr) for the LMC. The explosion energy distribution is well fit by a log-normal distribution, with a most-probable explosion energy of 0.5× {10}51 erg, with a 1σ dispersion by a factor of 3 in energy. The circumstellar medium density distribution is broader than the explosion energy distribution, with a most-probable density of ˜0.1 cm-3. The shape of the density distribution can be fit with a log-normal distribution, with incompleteness at high density caused by the shorter evolution times of SNRs.

Generalized skew-symmetric interfacial probability distribution in reflectivity and small-angle scattering analysis

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

Jiang, Zhang; Chen, Wei

Generalized skew-symmetric probability density functions are proposed to model asymmetric interfacial density distributions for the parameterization of any arbitrary density profiles in the `effective-density model'. The penetration of the densities into adjacent layers can be selectively controlled and parameterized. A continuous density profile is generated and discretized into many independent slices of very thin thickness with constant density values and sharp interfaces. The discretized profile can be used to calculate reflectivities via Parratt's recursive formula, or small-angle scattering via the concentric onion model that is also developed in this work.

Generalized skew-symmetric interfacial probability distribution in reflectivity and small-angle scattering analysis

DOE PAGES

Jiang, Zhang; Chen, Wei

2017-11-03

Generalized skew-symmetric probability density functions are proposed to model asymmetric interfacial density distributions for the parameterization of any arbitrary density profiles in the `effective-density model'. The penetration of the densities into adjacent layers can be selectively controlled and parameterized. A continuous density profile is generated and discretized into many independent slices of very thin thickness with constant density values and sharp interfaces. The discretized profile can be used to calculate reflectivities via Parratt's recursive formula, or small-angle scattering via the concentric onion model that is also developed in this work.

In-beam Fission Study at JAEA

NASA Astrophysics Data System (ADS)

Nishio, Katsuhisa

2013-12-01

Fission fragment mass distributions were measured in heavy-ion induced fissions using 238U target nucleus. The measured mass distributions changed drastically with incident energy. The results are explained by a change of the ratio between fusion and quasifission with nuclear orientation. A calculation based on a fluctuation dissipation model reproduced the mass distributions and their incident energy dependence. Fusion probability was determined in the analysis. Evaporation residue cross sections were calculated with a statistical model in the reactions of 30Si + 238U and 34S + 238U using the obtained fusion probability in the entrance channel. The results agree with the measured cross sections for seaborgium and hassium isotopes.

In-beam fission study for Heavy Element Synthesis

NASA Astrophysics Data System (ADS)

Nishio, Katsuhisa

2013-12-01

Fission fragment mass distributions were measured in heavy-ion induced fissions using 238U target nucleus. The measured mass distributions changed drastically with incident energy. The results are explained by a change of the ratio between fusion and qasifission with nuclear orientation. A calculation based on a fluctuation dissipation model reproduced the mass distributions and their incident energy dependence. Fusion probability was determined in the analysis. Evaporation residue cross sections were calculated with a statistical model in the reactions of 30Si + 238U and 34S + 238U using the obtained fusion probability in the entrance channel. The results agree with the measured cross sections for seaborgium and hassium isotopes.

Probing the statistics of transport in the Hénon Map

NASA Astrophysics Data System (ADS)

Alus, O.; Fishman, S.; Meiss, J. D.

2016-09-01

The phase space of an area-preserving map typically contains infinitely many elliptic islands embedded in a chaotic sea. Orbits near the boundary of a chaotic region have been observed to stick for long times, strongly influencing their transport properties. The boundary is composed of invariant "boundary circles." We briefly report recent results of the distribution of rotation numbers of boundary circles for the Hénon quadratic map and show that the probability of occurrence of small integer entries of their continued fraction expansions is larger than would be expected for a number chosen at random. However, large integer entries occur with probabilities distributed proportionally to the random case. The probability distributions of ratios of fluxes through island chains is reported as well. These island chains are neighbours in the sense of the Meiss-Ott Markov-tree model. Two distinct universality families are found. The distributions of the ratio between the flux and orbital period are also presented. All of these results have implications for models of transport in mixed phase space.

Statistical distribution of the vacuum energy density in racetrack Kähler uplift models in string theory

NASA Astrophysics Data System (ADS)

Sumitomo, Yoske; Tye, S.-H. Henry; Wong, Sam S. C.

2013-07-01

We study a racetrack model in the presence of the leading α'-correction in flux compactification in Type IIB string theory, for the purpose of getting conceivable de-Sitter vacua in the large compactified volume approximation. Unlike the Kähler Uplift model studied previously, the α'-correction is more controllable for the meta-stable de-Sitter vacua in the racetrack case since the constraint on the compactified volume size is very much relaxed. We find that the vacuum energy density Λ for de-Sitter vacua approaches zero exponentially as the volume grows. We also analyze properties of the probability distribution of Λ in this class of models. As in other cases studied earlier, the probability distribution again peaks sharply at Λ = 0. We also study the Racetrack Kähler Uplift model in the Swiss-Cheese type model.

Classroom Research: Assessment of Student Understanding of Sampling Distributions of Means and the Central Limit Theorem in Post-Calculus Probability and Statistics Classes

ERIC Educational Resources Information Center

Lunsford, M. Leigh; Rowell, Ginger Holmes; Goodson-Espy, Tracy

2006-01-01

We applied a classroom research model to investigate student understanding of sampling distributions of sample means and the Central Limit Theorem in post-calculus introductory probability and statistics courses. Using a quantitative assessment tool developed by previous researchers and a qualitative assessment tool developed by the authors, we…

Stimulated luminescence emission from localized recombination in randomly distributed defects.

PubMed

Jain, Mayank; Guralnik, Benny; Andersen, Martin Thalbitzer

2012-09-26

We present a new kinetic model describing localized electronic recombination through the excited state of the donor (d) to an acceptor (a) centre in luminescent materials. In contrast to the existing models based on the localized transition model (LTM) of Halperin and Braner (1960 Phys. Rev. 117 408-15) which assumes a fixed d → a tunnelling probability for the entire crystal, our model is based on nearest-neighbour recombination within randomly distributed centres. Such a random distribution can occur through the entire volume or within the defect complexes of the dosimeter, and implies that the tunnelling probability varies with the donor-acceptor (d-a) separation distance. We first develop an 'exact kinetic model' that incorporates this variation in tunnelling probabilities, and evolves both in spatial as well as temporal domains. We then develop a simplified one-dimensional, semi-analytical model that evolves only in the temporal domain. An excellent agreement is observed between thermally and optically stimulated luminescence (TL and OSL) results produced from the two models. In comparison to the first-order kinetic behaviour of the LTM of Halperin and Braner (1960 Phys. Rev. 117 408-15), our model results in a highly asymmetric TL peak; this peak can be understood to derive from a continuum of several first-order TL peaks. Our model also shows an extended power law behaviour for OSL (or prompt luminescence), which is expected from localized recombination mechanisms in materials with random distribution of centres.

Local approximation of a metapopulation's equilibrium.

PubMed

Barbour, A D; McVinish, R; Pollett, P K

2018-04-18

We consider the approximation of the equilibrium of a metapopulation model, in which a finite number of patches are randomly distributed over a bounded subset [Formula: see text] of Euclidean space. The approximation is good when a large number of patches contribute to the colonization pressure on any given unoccupied patch, and when the quality of the patches varies little over the length scale determined by the colonization radius. If this is the case, the equilibrium probability of a patch at z being occupied is shown to be close to [Formula: see text], the equilibrium occupation probability in Levins's model, at any point [Formula: see text] not too close to the boundary, if the local colonization pressure and extinction rates appropriate to z are assumed. The approximation is justified by giving explicit upper and lower bounds for the occupation probabilities, expressed in terms of the model parameters. Since the patches are distributed randomly, the occupation probabilities are also random, and we complement our bounds with explicit bounds on the probability that they are satisfied at all patches simultaneously.

Rapidly assessing the probability of exceptionally high natural hazard losses

NASA Astrophysics Data System (ADS)

Gollini, Isabella; Rougier, Jonathan

2014-05-01

One of the objectives in catastrophe modeling is to assess the probability distribution of losses for a specified period, such as a year. From the point of view of an insurance company, the whole of the loss distribution is interesting, and valuable in determining insurance premiums. But the shape of the righthand tail is critical, because it impinges on the solvency of the company. A simple measure of the risk of insolvency is the probability that the annual loss will exceed the company's current operating capital. Imposing an upper limit on this probability is one of the objectives of the EU Solvency II directive. If a probabilistic model is supplied for the loss process, then this tail probability can be computed, either directly, or by simulation. This can be a lengthy calculation for complex losses. Given the inevitably subjective nature of quantifying loss distributions, computational resources might be better used in a sensitivity analysis. This requires either a quick approximation to the tail probability or an upper bound on the probability, ideally a tight one. We present several different bounds, all of which can be computed nearly instantly from a very general event loss table. We provide a numerical illustration, and discuss the conditions under which the bound is tight. Although we consider the perspective of insurance and reinsurance companies, exactly the same issues concern the risk manager, who is typically very sensitive to large losses.

The transition probability and the probability for the left-most particle's position of the q-totally asymmetric zero range process

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

Korhonen, Marko; Lee, Eunghyun

2014-01-15

We treat the N-particle zero range process whose jumping rates satisfy a certain condition. This condition is required to use the Bethe ansatz and the resulting model is the q-boson model by Sasamoto and Wadati [“Exact results for one-dimensional totally asymmetric diffusion models,” J. Phys. A 31, 6057–6071 (1998)] or the q-totally asymmetric zero range process (TAZRP) by Borodin and Corwin [“Macdonald processes,” Probab. Theory Relat. Fields (to be published)]. We find the explicit formula of the transition probability of the q-TAZRP via the Bethe ansatz. By using the transition probability we find the probability distribution of the left-most particle'smore » position at time t. To find the probability for the left-most particle's position we find a new identity corresponding to identity for the asymmetric simple exclusion process by Tracy and Widom [“Integral formulas for the asymmetric simple exclusion process,” Commun. Math. Phys. 279, 815–844 (2008)]. For the initial state that all particles occupy a single site, the probability distribution of the left-most particle's position at time t is represented by the contour integral of a determinant.« less

Distribution of submerged aquatic vegetation in the St. Louis River estuary: Maps and models

EPA Science Inventory

In late summer of 2011 and 2012 we used echo-sounding gear to map the distribution of submerged aquatic vegetation (SAV) in the St. Louis River Estuary (SLRE). From these data we produced maps of SAV distribution and we created logistic models to predict the probability of occurr...

Sexual differentiation in the distribution potential of northern jaguars (Panthera onca)

Treesearch

Erin E. Boydston; Carlos A. Lopez Gonzalez

2005-01-01

We estimated the potential geographic distribution of jaguars in the southwestern United States and northwestern Mexico by modeling the jaguar ecological niche from occurrence records. We modeled separately the distributions of males and females, assuming records of females probably represented established home ranges while male records likely included dispersal...

Copula Models for Sociology: Measures of Dependence and Probabilities for Joint Distributions

ERIC Educational Resources Information Center

Vuolo, Mike

2017-01-01

Often in sociology, researchers are confronted with nonnormal variables whose joint distribution they wish to explore. Yet, assumptions of common measures of dependence can fail or estimating such dependence is computationally intensive. This article presents the copula method for modeling the joint distribution of two random variables, including…

Testing anthropic reasoning for the cosmological constant with a realistic galaxy formation model

NASA Astrophysics Data System (ADS)

Sudoh, Takahiro; Totani, Tomonori; Makiya, Ryu; Nagashima, Masahiro

2017-01-01

The anthropic principle is one of the possible explanations for the cosmological constant (Λ) problem. In previous studies, a dark halo mass threshold comparable with our Galaxy must be assumed in galaxy formation to get a reasonably large probability of finding the observed small value, P(<Λobs), though stars are found in much smaller galaxies as well. Here we examine the anthropic argument by using a semi-analytic model of cosmological galaxy formation, which can reproduce many observations such as galaxy luminosity functions. We calculate the probability distribution of Λ by running the model code for a wide range of Λ, while other cosmological parameters and model parameters for baryonic processes of galaxy formation are kept constant. Assuming that the prior probability distribution is flat per unit Λ, and that the number of observers is proportional to stellar mass, we find P(<Λobs) = 6.7 per cent without introducing any galaxy mass threshold. We also investigate the effect of metallicity; we find P(<Λobs) = 9.0 per cent if observers exist only in galaxies whose metallicity is higher than the solar abundance. If the number of observers is proportional to metallicity, we find P(<Λobs) = 9.7 per cent. Since these probabilities are not extremely small, we conclude that the anthropic argument is a viable explanation, if the value of Λ observed in our Universe is determined by a probability distribution.

Implementation of the Iterative Proportion Fitting Algorithm for Geostatistical Facies Modeling

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

Li Yupeng, E-mail: yupeng@ualberta.ca; Deutsch, Clayton V.

2012-06-15

In geostatistics, most stochastic algorithm for simulation of categorical variables such as facies or rock types require a conditional probability distribution. The multivariate probability distribution of all the grouped locations including the unsampled location permits calculation of the conditional probability directly based on its definition. In this article, the iterative proportion fitting (IPF) algorithm is implemented to infer this multivariate probability. Using the IPF algorithm, the multivariate probability is obtained by iterative modification to an initial estimated multivariate probability using lower order bivariate probabilities as constraints. The imposed bivariate marginal probabilities are inferred from profiles along drill holes or wells.more » In the IPF process, a sparse matrix is used to calculate the marginal probabilities from the multivariate probability, which makes the iterative fitting more tractable and practical. This algorithm can be extended to higher order marginal probability constraints as used in multiple point statistics. The theoretical framework is developed and illustrated with estimation and simulation example.« less

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

PubMed

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

2008-09-01

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

The impacts of precipitation amount simulation on hydrological modeling in Nordic watersheds

NASA Astrophysics Data System (ADS)

Li, Zhi; Brissette, Fancois; Chen, Jie

2013-04-01

Stochastic modeling of daily precipitation is very important for hydrological modeling, especially when no observed data are available. Precipitation is usually modeled by two component model: occurrence generation and amount simulation. For occurrence simulation, the most common method is the first-order two-state Markov chain due to its simplification and good performance. However, various probability distributions have been reported to simulate precipitation amount, and spatiotemporal differences exist in the applicability of different distribution models. Therefore, assessing the applicability of different distribution models is necessary in order to provide more accurate precipitation information. Six precipitation probability distributions (exponential, Gamma, Weibull, skewed normal, mixed exponential, and hybrid exponential/Pareto distributions) are directly and indirectly evaluated on their ability to reproduce the original observed time series of precipitation amount. Data from 24 weather stations and two watersheds (Chute-du-Diable and Yamaska watersheds) in the province of Quebec (Canada) are used for this assessment. Various indices or statistics, such as the mean, variance, frequency distribution and extreme values are used to quantify the performance in simulating the precipitation and discharge. Performance in reproducing key statistics of the precipitation time series is well correlated to the number of parameters of the distribution function, and the three-parameter precipitation models outperform the other models, with the mixed exponential distribution being the best at simulating daily precipitation. The advantage of using more complex precipitation distributions is not as clear-cut when the simulated time series are used to drive a hydrological model. While the advantage of using functions with more parameters is not nearly as obvious, the mixed exponential distribution appears nonetheless as the best candidate for hydrological modeling. The implications of choosing a distribution function with respect to hydrological modeling and climate change impact studies are also discussed.

Technology-enhanced Interactive Teaching of Marginal, Joint and Conditional Probabilities: The Special Case of Bivariate Normal Distribution

PubMed Central

Dinov, Ivo D.; Kamino, Scott; Bhakhrani, Bilal; Christou, Nicolas

2014-01-01

Summary Data analysis requires subtle probability reasoning to answer questions like What is the chance of event A occurring, given that event B was observed? This generic question arises in discussions of many intriguing scientific questions such as What is the probability that an adolescent weighs between 120 and 140 pounds given that they are of average height? and What is the probability of (monetary) inflation exceeding 4% and housing price index below 110? To address such problems, learning some applied, theoretical or cross-disciplinary probability concepts is necessary. Teaching such courses can be improved by utilizing modern information technology resources. Students’ understanding of multivariate distributions, conditional probabilities, correlation and causation can be significantly strengthened by employing interactive web-based science educational resources. Independent of the type of a probability course (e.g. majors, minors or service probability course, rigorous measure-theoretic, applied or statistics course) student motivation, learning experiences and knowledge retention may be enhanced by blending modern technological tools within the classical conceptual pedagogical models. We have designed, implemented and disseminated a portable open-source web-application for teaching multivariate distributions, marginal, joint and conditional probabilities using the special case of bivariate Normal distribution. A real adolescent height and weight dataset is used to demonstrate the classroom utilization of the new web-application to address problems of parameter estimation, univariate and multivariate inference. PMID:25419016

Technology-enhanced Interactive Teaching of Marginal, Joint and Conditional Probabilities: The Special Case of Bivariate Normal Distribution.

PubMed

Dinov, Ivo D; Kamino, Scott; Bhakhrani, Bilal; Christou, Nicolas

2013-01-01

Data analysis requires subtle probability reasoning to answer questions like What is the chance of event A occurring, given that event B was observed? This generic question arises in discussions of many intriguing scientific questions such as What is the probability that an adolescent weighs between 120 and 140 pounds given that they are of average height? and What is the probability of (monetary) inflation exceeding 4% and housing price index below 110? To address such problems, learning some applied, theoretical or cross-disciplinary probability concepts is necessary. Teaching such courses can be improved by utilizing modern information technology resources. Students' understanding of multivariate distributions, conditional probabilities, correlation and causation can be significantly strengthened by employing interactive web-based science educational resources. Independent of the type of a probability course (e.g. majors, minors or service probability course, rigorous measure-theoretic, applied or statistics course) student motivation, learning experiences and knowledge retention may be enhanced by blending modern technological tools within the classical conceptual pedagogical models. We have designed, implemented and disseminated a portable open-source web-application for teaching multivariate distributions, marginal, joint and conditional probabilities using the special case of bivariate Normal distribution. A real adolescent height and weight dataset is used to demonstrate the classroom utilization of the new web-application to address problems of parameter estimation, univariate and multivariate inference.

Spatial Probability Distribution of Strata's Lithofacies and its Impacts on Land Subsidence in Huairou Emergency Water Resources Region of Beijing

NASA Astrophysics Data System (ADS)

Li, Y.; Gong, H.; Zhu, L.; Guo, L.; Gao, M.; Zhou, C.

2016-12-01

Continuous over-exploitation of groundwater causes dramatic drawdown, and leads to regional land subsidence in the Huairou Emergency Water Resources region, which is located in the up-middle part of the Chaobai river basin of Beijing. Owing to the spatial heterogeneity of strata's lithofacies of the alluvial fan, ground deformation has no significant positive correlation with groundwater drawdown, and one of the challenges ahead is to quantify the spatial distribution of strata's lithofacies. The transition probability geostatistics approach provides potential for characterizing the distribution of heterogeneous lithofacies in the subsurface. Combined the thickness of clay layer extracted from the simulation, with deformation field acquired from PS-InSAR technology, the influence of strata's lithofacies on land subsidence can be analyzed quantitatively. The strata's lithofacies derived from borehole data were generalized into four categories and their probability distribution in the observe space was mined by using the transition probability geostatistics, of which clay was the predominant compressible material. Geologically plausible realizations of lithofacies distribution were produced, accounting for complex heterogeneity in alluvial plain. At a particular probability level of more than 40 percent, the volume of clay defined was 55 percent of the total volume of strata's lithofacies. This level, equaling nearly the volume of compressible clay derived from the geostatistics, was thus chosen to represent the boundary between compressible and uncompressible material. The method incorporates statistical geological information, such as distribution proportions, average lengths and juxtaposition tendencies of geological types, mainly derived from borehole data and expert knowledge, into the Markov chain model of transition probability. Some similarities of patterns were indicated between the spatial distribution of deformation field and clay layer. In the area with roughly similar water table decline, locations in the subsurface having a higher probability for the existence of compressible material occur more than that in the location with a lower probability. Such estimate of spatial probability distribution is useful to analyze the uncertainty of land subsidence.

Derivation of low flow frequency distributions under human activities and its implications

NASA Astrophysics Data System (ADS)

Gao, Shida; Liu, Pan; Pan, Zhengke; Ming, Bo; Guo, Shenglian; Xiong, Lihua

2017-06-01

Low flow, refers to a minimum streamflow in dry seasons, is crucial to water supply, agricultural irrigation and navigation. Human activities, such as groundwater pumping, influence low flow severely. In order to derive the low flow frequency distribution functions under human activities, this study incorporates groundwater pumping and return flow as variables in the recession process. Steps are as follows: (1) the original low flow without human activities is assumed to follow a Pearson type three distribution, (2) the probability distribution of climatic dry spell periods is derived based on a base flow recession model, (3) the base flow recession model is updated under human activities, and (4) the low flow distribution under human activities is obtained based on the derived probability distribution of dry spell periods and the updated base flow recession model. Linear and nonlinear reservoir models are used to describe the base flow recession, respectively. The Wudinghe basin is chosen for the case study, with daily streamflow observations during 1958-2000. Results show that human activities change the location parameter of the low flow frequency curve for the linear reservoir model, while alter the frequency distribution function for the nonlinear one. It is indicated that alter the parameters of the low flow frequency distribution is not always feasible to tackle the changing environment.

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

NASA Astrophysics Data System (ADS)

Sergeenko, N. P.

2017-11-01

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

An Integrated Framework for Model-Based Distributed Diagnosis and Prognosis

DTIC Science & Technology

2012-09-01

0 : t) denotes all measurements observed up to time t. The goal of prognosis is to determine the end of (use- ful) life ( EOL ) of a system, and/or its...remaining useful life (RUL). For a given fault, f , using the fault estimate, p(xf (t),θf (t)|y(0 : t)), a probability distribution of EOL , p(EOLf (tP...is stochas- tic, EOL /RUL are random variables and we represent them by probability distributions. The acceptable behavior of the system is expressed

Methods to elicit probability distributions from experts: a systematic review of reported practice in health technology assessment.

PubMed

Grigore, Bogdan; Peters, Jaime; Hyde, Christopher; Stein, Ken

2013-11-01

Elicitation is a technique that can be used to obtain probability distribution from experts about unknown quantities. We conducted a methodology review of reports where probability distributions had been elicited from experts to be used in model-based health technology assessments. Databases including MEDLINE, EMBASE and the CRD database were searched from inception to April 2013. Reference lists were checked and citation mapping was also used. Studies describing their approach to the elicitation of probability distributions were included. Data was abstracted on pre-defined aspects of the elicitation technique. Reports were critically appraised on their consideration of the validity, reliability and feasibility of the elicitation exercise. Fourteen articles were included. Across these studies, the most marked features were heterogeneity in elicitation approach and failure to report key aspects of the elicitation method. The most frequently used approaches to elicitation were the histogram technique and the bisection method. Only three papers explicitly considered the validity, reliability and feasibility of the elicitation exercises. Judged by the studies identified in the review, reports of expert elicitation are insufficient in detail and this impacts on the perceived usability of expert-elicited probability distributions. In this context, the wider credibility of elicitation will only be improved by better reporting and greater standardisation of approach. Until then, the advantage of eliciting probability distributions from experts may be lost.

Can we expect to predict climate if we cannot shadow weather?

NASA Astrophysics Data System (ADS)

Smith, Leonard

2010-05-01

What limits our ability to predict (or project) useful statistics of future climate? And how might we quantify those limits? In the early 1960s, Ed Lorenz illustrated one constraint on point forecasts of the weather (chaos) while noting another (model imperfections). In the mid-sixties he went on to discuss climate prediction, noting that chaos, per se, need not limit accurate forecasts of averages and the distributions that define climate. In short, chaos might place draconian limits on what we can say about a particular summer day in 2010 (or 2040), but it need not limit our ability to make accurate and informative statements about the weather over this summer as a whole, or climate distributions of the 2040's. If not chaos, what limits our ability to produce decision relevant probability distribution functions (PDFs)? Is this just a question of technology (raw computer power) and uncertain boundary conditions (emission scenarios)? Arguably, current model simulations of the Earth's climate are limited by model inadequacy: not that the initial or boundary conditions are unknown but that state-of-the-art models would not yield decision-relevant probability distributions even if they were known. Or to place this statement in an empirically falsifiable format: that in 2100 when the boundary conditions are known and computer power is (hopefully) sufficient to allow exhaustive exploration of today's state-of-the-art models: we will find today's models do not admit a trajectory consistent with our knowledge of the state of the earth in 2009 which would prove of decision support relevance for, say, 25 km, hourly resolution. In short: today's models cannot shadow the weather of this century even after the fact. Restating this conjecture in a more positive frame: a 2100 historian of science will be able to determine the highest space and time scales on which 2009 models could have (i) produced trajectories plausibly consistent with the (by then) observed twenty-first century and (ii) produced probability distributions useful as such for decision support. As it will be some time until such conjectures can be refuted, how might we best advise decision makers of the detail (specifically, space and time resolution of a quantity of interest as a function of lead-time) that it is rational to interpret model-based PDFs as decision-relevant probability distributions? Given the nonlinearities already incorporated in our models, how far into the future can one expect a simulation to get the temperature "right" given the simulation has precipitation badly "wrong"? When can biases in local temperature which melt model-ice no longer be dismissed, and neglected by presenting model-anomalies? At what lead times will feedbacks due to model inadequacies cause the 2007 model simulations to drift away from what today's basic science (and 2100 computer power) would suggest? How might one justify quantitative claims regarding "extreme events" (or NUMB weather)? Models are unlikely to forecast things they cannot shadow, or at least track. There is no constraint on rational scientists to take model distributions as their subjective probabilities, unless they believe the model is empirically adequate. How then are we to use today's simulations to inform today's decisions? Two approaches are considered. The first augments the model-based PDF with an explicit subjective-probability of a "Big Surprise". The second is to look not for a PDF but, following Solvency II, consider the risk from any event that cannot be ruled out at, say, the one in 200 level. The fact that neither approach provides the simplicity and apparent confidence of interpreting model-based PDFs as if they were objective probabilities does not contradict the claim that either might lead to better decision-making.

Bayesian soft X-ray tomography using non-stationary Gaussian Processes

NASA Astrophysics Data System (ADS)

Li, Dong; Svensson, J.; Thomsen, H.; Medina, F.; Werner, A.; Wolf, R.

2013-08-01

In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.

Bayesian soft X-ray tomography using non-stationary Gaussian Processes.

PubMed

Li, Dong; Svensson, J; Thomsen, H; Medina, F; Werner, A; Wolf, R

2013-08-01

In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.

Uncertainties on Networks

DTIC Science & Technology

2011-06-03

distribution, p. The Erdos- Renyi model (E-R model) has been widely used in the past to capture the probability distributions of ADGs (Erdos and Renyi ...experimental data. Journal of the American Statistical Association, 103:778-789. Erdos, R and Renyi , A. (1959). On random graphs, I

Maximizing a Probability: A Student Workshop on an Application of Continuous Distributions

ERIC Educational Resources Information Center

Griffiths, Martin

2010-01-01

For many students meeting, say, the gamma distribution for the first time, it may well turn out to be a rather fruitless encounter unless they are immediately able to see an application of this probability model to some real-life situation. With this in mind, we pose here an appealing problem that can be used as the basis for a workshop activity…

Probability distribution of financial returns in a model of multiplicative Brownian motion with stochastic diffusion coefficient

NASA Astrophysics Data System (ADS)

Silva, Antonio

2005-03-01

It is well-known that the mathematical theory of Brownian motion was first developed in the Ph. D. thesis of Louis Bachelier for the French stock market before Einstein [1]. In Ref. [2] we studied the so-called Heston model, where the stock-price dynamics is governed by multiplicative Brownian motion with stochastic diffusion coefficient. We solved the corresponding Fokker-Planck equation exactly and found an analytic formula for the time-dependent probability distribution of stock price changes (returns). The formula interpolates between the exponential (tent-shaped) distribution for short time lags and the Gaussian (parabolic) distribution for long time lags. The theoretical formula agrees very well with the actual stock-market data ranging from the Dow-Jones index [2] to individual companies [3], such as Microsoft, Intel, etc. [] [1] Louis Bachelier, ``Th'eorie de la sp'eculation,'' Annales Scientifiques de l''Ecole Normale Sup'erieure, III-17:21-86 (1900).[] [2] A. A. Dragulescu and V. M. Yakovenko, ``Probability distribution of returns in the Heston model with stochastic volatility,'' Quantitative Finance 2, 443--453 (2002); Erratum 3, C15 (2003). [cond-mat/0203046] [] [3] A. C. Silva, R. E. Prange, and V. M. Yakovenko, ``Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact,'' Physica A 344, 227--235 (2004). [cond-mat/0401225

Forecasting of future earthquakes in the northeast region of India considering energy released concept

NASA Astrophysics Data System (ADS)

Zarola, Amit; Sil, Arjun

2018-04-01

This study presents the forecasting of time and magnitude size of the next earthquake in the northeast India, using four probability distribution models (Gamma, Lognormal, Weibull and Log-logistic) considering updated earthquake catalog of magnitude Mw ≥ 6.0 that occurred from year 1737-2015 in the study area. On the basis of past seismicity of the region, two types of conditional probabilities have been estimated using their best fit model and respective model parameters. The first conditional probability is the probability of seismic energy (e × 1020 ergs), which is expected to release in the future earthquake, exceeding a certain level of seismic energy (E × 1020 ergs). And the second conditional probability is the probability of seismic energy (a × 1020 ergs/year), which is expected to release per year, exceeding a certain level of seismic energy per year (A × 1020 ergs/year). The logarithm likelihood functions (ln L) were also estimated for all four probability distribution models. A higher value of ln L suggests a better model and a lower value shows a worse model. The time of the future earthquake is forecasted by dividing the total seismic energy expected to release in the future earthquake with the total seismic energy expected to release per year. The epicentre of recently occurred 4 January 2016 Manipur earthquake (M 6.7), 13 April 2016 Myanmar earthquake (M 6.9) and the 24 August 2016 Myanmar earthquake (M 6.8) are located in zone Z.12, zone Z.16 and zone Z.15, respectively and that are the identified seismic source zones in the study area which show that the proposed techniques and models yield good forecasting accuracy.

Statistical models for the distribution of modulus of elasticity and modulus of rupture in lumber with implications for reliability calculations

Treesearch

Steve P. Verrill; Frank C. Owens; David E. Kretschmann; Rubin Shmulsky

2017-01-01

It is common practice to assume that a two-parameter Weibull probability distribution is suitable for modeling lumber properties. Verrill and co-workers demonstrated theoretically and empirically that the modulus of rupture (MOR) distribution of visually graded or machine stress rated (MSR) lumber is not distributed as a Weibull. Instead, the tails of the MOR...

A superstatistical model of metastasis and cancer survival

NASA Astrophysics Data System (ADS)

Leon Chen, L.; Beck, Christian

2008-05-01

We introduce a superstatistical model for the progression statistics of malignant cancer cells. The metastatic cascade is modeled as a complex nonequilibrium system with several macroscopic pathways and inverse-chi-square distributed parameters of the underlying Poisson processes. The predictions of the model are in excellent agreement with observed survival-time probability distributions of breast cancer patients.

Negative Binomial Process Count and Mixture Modeling.

PubMed

Zhou, Mingyuan; Carin, Lawrence

2015-02-01

The seemingly disjoint problems of count and mixture modeling are united under the negative binomial (NB) process. A gamma process is employed to model the rate measure of a Poisson process, whose normalization provides a random probability measure for mixture modeling and whose marginalization leads to an NB process for count modeling. A draw from the NB process consists of a Poisson distributed finite number of distinct atoms, each of which is associated with a logarithmic distributed number of data samples. We reveal relationships between various count- and mixture-modeling distributions and construct a Poisson-logarithmic bivariate distribution that connects the NB and Chinese restaurant table distributions. Fundamental properties of the models are developed, and we derive efficient Bayesian inference. It is shown that with augmentation and normalization, the NB process and gamma-NB process can be reduced to the Dirichlet process and hierarchical Dirichlet process, respectively. These relationships highlight theoretical, structural, and computational advantages of the NB process. A variety of NB processes, including the beta-geometric, beta-NB, marked-beta-NB, marked-gamma-NB and zero-inflated-NB processes, with distinct sharing mechanisms, are also constructed. These models are applied to topic modeling, with connections made to existing algorithms under Poisson factor analysis. Example results show the importance of inferring both the NB dispersion and probability parameters.

Trending in Probability of Collision Measurements via a Bayesian Zero-Inflated Beta Mixed Model

NASA Technical Reports Server (NTRS)

Vallejo, Jonathon; Hejduk, Matt; Stamey, James

2015-01-01

We investigate the performance of a generalized linear mixed model in predicting the Probabilities of Collision (Pc) for conjunction events. Specifically, we apply this model to the log(sub 10) transformation of these probabilities and argue that this transformation yields values that can be considered bounded in practice. Additionally, this bounded random variable, after scaling, is zero-inflated. Consequently, we model these values using the zero-inflated Beta distribution, and utilize the Bayesian paradigm and the mixed model framework to borrow information from past and current events. This provides a natural way to model the data and provides a basis for answering questions of interest, such as what is the likelihood of observing a probability of collision equal to the effective value of zero on a subsequent observation.

Gravitational lensing, time delay, and gamma-ray bursts

NASA Technical Reports Server (NTRS)

Mao, Shude

1992-01-01

The probability distributions of time delay in gravitational lensing by point masses and isolated galaxies (modeled as singular isothermal spheres) are studied. For point lenses (all with the same mass) the probability distribution is broad, and with a peak at delta(t) of about 50 S; for singular isothermal spheres, the probability distribution is a rapidly decreasing function with increasing time delay, with a median delta(t) equals about 1/h month, and its behavior depends sensitively on the luminosity function of galaxies. The present simplified calculation is particularly relevant to the gamma-ray bursts if they are of cosmological origin. The frequency of 'recurrent' bursts due to gravitational lensing by galaxies is probably between 0.05 and 0.4 percent. Gravitational lensing can be used as a test of the cosmological origin of gamma-ray bursts.

Theoretical cratering rates on Ida, Mathilde, Eros and Gaspra

NASA Astrophysics Data System (ADS)

Jeffers, S. V.; Asher, D. J.; Bailey, M. E.

2002-11-01

We investigate the main influences on crater size distributions, by deriving results for the four example target objects, (951) Gaspra, (243) Ida, (253) Mathilde and (433) Eros. The dynamical history of each of these asteroids is modelled using the MERCURY (Chambers 1999) numerical integrator. The use of an efficient, Öpik-type, collision code enables the calculation of a velocity histogram and the probability of impact. This when combined with a crater scaling law and an impactor size distribution, through a Monte Carlo method, results in a crater size distribution. The resulting crater probability distributions are in good agreement with observed crater distributions on these asteroids.

A framework for global river flood risk assessment

NASA Astrophysics Data System (ADS)

Winsemius, H. C.; Van Beek, L. P. H.; Bouwman, A.; Ward, P. J.; Jongman, B.

2012-04-01

There is an increasing need for strategic global assessments of flood risks. Such assessments may be required by: (a) International Financing Institutes and Disaster Management Agencies to evaluate where, when, and which investments in flood risk mitigation are most required; (b) (re-)insurers, who need to determine their required coverage capital; and (c) large companies to account for risks of regional investments. In this contribution, we propose a framework for global river flood risk assessment. The framework combines coarse scale resolution hazard probability distributions, derived from global hydrological model runs (typical scale about 0.5 degree resolution) with high resolution estimates of exposure indicators. The high resolution is required because floods typically occur at a much smaller scale than the typical resolution of global hydrological models, and exposure indicators such as population, land use and economic value generally are strongly variable in space and time. The framework therefore estimates hazard at a high resolution ( 1 km2) by using a) global forcing data sets of the current (or in scenario mode, future) climate; b) a global hydrological model; c) a global flood routing model, and d) importantly, a flood spatial downscaling routine. This results in probability distributions of annual flood extremes as an indicator of flood hazard, at the appropriate resolution. A second component of the framework combines the hazard probability distribution with classical flood impact models (e.g. damage, affected GDP, affected population) to establish indicators for flood risk. The framework can be applied with a large number of datasets and models and sensitivities of such choices can be evaluated by the user. The framework is applied using the global hydrological model PCR-GLOBWB, combined with a global flood routing model. Downscaling of the hazard probability distributions to 1 km2 resolution is performed with a new downscaling algorithm, applied on a number of target regions. We demonstrate the use of impact models in these regions based on global GDP, population, and land use maps. In this application, we show sensitivities of the estimated risks with regard to the use of different climate input datasets, decisions made in the downscaling algorithm, and different approaches to establish distributed estimates of GDP and asset exposure to flooding.

A Financial Market Model Incorporating Herd Behaviour.

PubMed

Wray, Christopher M; Bishop, Steven R

2016-01-01

Herd behaviour in financial markets is a recurring phenomenon that exacerbates asset price volatility, and is considered a possible contributor to market fragility. While numerous studies investigate herd behaviour in financial markets, it is often considered without reference to the pricing of financial instruments or other market dynamics. Here, a trader interaction model based upon informational cascades in the presence of information thresholds is used to construct a new model of asset price returns that allows for both quiescent and herd-like regimes. Agent interaction is modelled using a stochastic pulse-coupled network, parametrised by information thresholds and a network coupling probability. Agents may possess either one or two information thresholds that, in each case, determine the number of distinct states an agent may occupy before trading takes place. In the case where agents possess two thresholds (labelled as the finite state-space model, corresponding to agents' accumulating information over a bounded state-space), and where coupling strength is maximal, an asymptotic expression for the cascade-size probability is derived and shown to follow a power law when a critical value of network coupling probability is attained. For a range of model parameters, a mixture of negative binomial distributions is used to approximate the cascade-size distribution. This approximation is subsequently used to express the volatility of model price returns in terms of the model parameter which controls the network coupling probability. In the case where agents possess a single pulse-coupling threshold (labelled as the semi-infinite state-space model corresponding to agents' accumulating information over an unbounded state-space), numerical evidence is presented that demonstrates volatility clustering and long-memory patterns in the volatility of asset returns. Finally, output from the model is compared to both the distribution of historical stock returns and the market price of an equity index option.

The Geothermal Probabilistic Cost Model with an Application to a Geothermal Reservoir at Heber, California

NASA Technical Reports Server (NTRS)

Orren, L. H.; Ziman, G. M.; Jones, S. C.

1981-01-01

A financial accounting model that incorporates physical and institutional uncertainties was developed for geothermal projects. Among the uncertainties it can handle are well depth, flow rate, fluid temperature, and permit and construction times. The outputs of the model are cumulative probability distributions of financial measures such as capital cost, levelized cost, and profit. These outputs are well suited for use in an investment decision incorporating risk. The model has the powerful feature that conditional probability distribution can be used to account for correlations among any of the input variables. The model has been applied to a geothermal reservoir at Heber, California, for a 45-MW binary electric plant. Under the assumptions made, the reservoir appears to be economically viable.

Spatial analysis of land use and shallow groundwater vulnerability in the watershed adjacent to Assateague Island National Seashore, Maryland and Virginia, USA

USGS Publications Warehouse

LaMotte, A.E.; Greene, E.A.

2007-01-01

Spatial relations between land use and groundwater quality in the watershed adjacent to Assateague Island National Seashore, Maryland and Virginia, USA were analyzed by the use of two spatial models. One model used a logit analysis and the other was based on geostatistics. The models were developed and compared on the basis of existing concentrations of nitrate as nitrogen in samples from 529 domestic wells. The models were applied to produce spatial probability maps that show areas in the watershed where concentrations of nitrate in groundwater are likely to exceed a predetermined management threshold value. Maps of the watershed generated by logistic regression and probability kriging analysis showing where the probability of nitrate concentrations would exceed 3 mg/L (>0.50) compared favorably. Logistic regression was less dependent on the spatial distribution of sampled wells, and identified an additional high probability area within the watershed that was missed by probability kriging. The spatial probability maps could be used to determine the natural or anthropogenic factors that best explain the occurrence and distribution of elevated concentrations of nitrate (or other constituents) in shallow groundwater. This information can be used by local land-use planners, ecologists, and managers to protect water supplies and identify land-use planning solutions and monitoring programs in vulnerable areas. ?? 2006 Springer-Verlag.

Computer models of social processes: the case of migration.

PubMed

Beshers, J M

1967-06-01

The demographic model is a program for representing births, deaths, migration, and social mobility as social processes in a non-stationary stochastic process (Markovian). Transition probabilities for each age group are stored and then retrieved at the next appearance of that age cohort. In this way new transition probabilities can be calculated as a function of the old transition probabilities and of two successive distribution vectors.Transition probabilities can be calculated to represent effects of the whole age-by-state distribution at any given time period, too. Such effects as saturation or queuing may be represented by a market mechanism; for example, migration between metropolitan areas can be represented as depending upon job supplies and labor markets. Within metropolitan areas, migration can be represented as invasion and succession processes with tipping points (acceleration curves), and the market device has been extended to represent this phenomenon.Thus, the demographic model makes possible the representation of alternative classes of models of demographic processes. With each class of model one can deduce implied time series (varying parame-terswithin the class) and the output of the several classes can be compared to each other and to outside criteria, such as empirical time series.

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

PubMed Central

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

2016-01-01

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

Drought forecasting in Luanhe River basin involving climatic indices

NASA Astrophysics Data System (ADS)

Ren, Weinan; Wang, Yixuan; Li, Jianzhu; Feng, Ping; Smith, Ronald J.

2017-11-01

Drought is regarded as one of the most severe natural disasters globally. This is especially the case in Tianjin City, Northern China, where drought can affect economic development and people's livelihoods. Drought forecasting, the basis of drought management, is an important mitigation strategy. In this paper, we evolve a probabilistic forecasting model, which forecasts transition probabilities from a current Standardized Precipitation Index (SPI) value to a future SPI class, based on conditional distribution of multivariate normal distribution to involve two large-scale climatic indices at the same time, and apply the forecasting model to 26 rain gauges in the Luanhe River basin in North China. The establishment of the model and the derivation of the SPI are based on the hypothesis of aggregated monthly precipitation that is normally distributed. Pearson correlation and Shapiro-Wilk normality tests are used to select appropriate SPI time scale and large-scale climatic indices. Findings indicated that longer-term aggregated monthly precipitation, in general, was more likely to be considered normally distributed and forecasting models should be applied to each gauge, respectively, rather than to the whole basin. Taking Liying Gauge as an example, we illustrate the impact of the SPI time scale and lead time on transition probabilities. Then, the controlled climatic indices of every gauge are selected by Pearson correlation test and the multivariate normality of SPI, corresponding climatic indices for current month and SPI 1, 2, and 3 months later are demonstrated using Shapiro-Wilk normality test. Subsequently, we illustrate the impact of large-scale oceanic-atmospheric circulation patterns on transition probabilities. Finally, we use a score method to evaluate and compare the performance of the three forecasting models and compare them with two traditional models which forecast transition probabilities from a current to a future SPI class. The results show that the three proposed models outperform the two traditional models and involving large-scale climatic indices can improve the forecasting accuracy.

Robust approaches to quantification of margin and uncertainty for sparse data

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

Hund, Lauren; Schroeder, Benjamin B.; Rumsey, Kelin

Characterizing the tails of probability distributions plays a key role in quantification of margins and uncertainties (QMU), where the goal is characterization of low probability, high consequence events based on continuous measures of performance. When data are collected using physical experimentation, probability distributions are typically fit using statistical methods based on the collected data, and these parametric distributional assumptions are often used to extrapolate about the extreme tail behavior of the underlying probability distribution. In this project, we character- ize the risk associated with such tail extrapolation. Specifically, we conducted a scaling study to demonstrate the large magnitude of themore » risk; then, we developed new methods for communicat- ing risk associated with tail extrapolation from unvalidated statistical models; lastly, we proposed a Bayesian data-integration framework to mitigate tail extrapolation risk through integrating ad- ditional information. We conclude that decision-making using QMU is a complex process that cannot be achieved using statistical analyses alone.« less

The bingo model of survivorship: 1. probabilistic aspects.

PubMed

Murphy, E A; Trojak, J E; Hou, W; Rohde, C A

1981-01-01

A "bingo" model is one in which the pattern of survival of a system is determined by whichever of several components, each with its own particular distribution for survival, fails first. The model is motivated by the study of lifespan in animals. A number of properties of such systems are discussed in general. They include the use of a special criterion of skewness that probably corresponds more closely than traditional measures to what the eye observes in casually inspecting data. This criterion is the ratio, r(h), of the probability density at a point an arbitrary distance, h, above the mode to that an equal distance below the mode. If this ratio is positive for all positive arguments, the distribution is considered positively asymmetrical and conversely. Details of the bingo model are worked out for several types of base distributions: the rectangular, the triangular, the logistic, and by numerical methods, the normal, lognormal, and gamma.

The effects of small field dosimetry on the biological models used in evaluating IMRT dose distributions

NASA Astrophysics Data System (ADS)

Cardarelli, Gene A.

The primary goal in radiation oncology is to deliver lethal radiation doses to tumors, while minimizing dose to normal tissue. IMRT has the capability to increase the dose to the targets and decrease the dose to normal tissue, increasing local control, decrease toxicity and allow for effective dose escalation. This advanced technology does present complex dose distributions that are not easily verified. Furthermore, the dose inhomogeneity caused by non-uniform dose distributions seen in IMRT treatments has caused the development of biological models attempting to characterize the dose-volume effect in the response of organized tissues to radiation. Dosimetry of small fields can be quite challenging when measuring dose distributions for high-energy X-ray beams used in IMRT. The proper modeling of these small field distributions is essential in reproducing accurate dose for IMRT. This evaluation was conducted to quantify the effects of small field dosimetry on IMRT plan dose distributions and the effects on four biological model parameters. The four biological models evaluated were: (1) the generalized Equivalent Uniform Dose (gEUD), (2) the Tumor Control Probability (TCP), (3) the Normal Tissue Complication Probability (NTCP) and (4) the Probability of uncomplicated Tumor Control (P+). These models are used to estimate local control, survival, complications and uncomplicated tumor control. This investigation compares three distinct small field dose algorithms. Dose algorithms were created using film, small ion chamber, and a combination of ion chamber measurements and small field fitting parameters. Due to the nature of uncertainties in small field dosimetry and the dependence of biological models on dose volume information, this examination quantifies the effects of small field dosimetry techniques on radiobiological models and recommends pathways to reduce the errors in using these models to evaluate IMRT dose distributions. This study demonstrates the importance of valid physical dose modeling prior to the use of biological modeling. The success of using biological function data, such as hypoxia, in clinical IMRT planning will greatly benefit from the results of this study.

Evaluation of an Ensemble Dispersion Calculation.

NASA Astrophysics Data System (ADS)

Draxler, Roland R.

2003-02-01

A Lagrangian transport and dispersion model was modified to generate multiple simulations from a single meteorological dataset. Each member of the simulation was computed by assuming a ±1-gridpoint shift in the horizontal direction and a ±250-m shift in the vertical direction of the particle position, with respect to the meteorological data. The configuration resulted in 27 ensemble members. Each member was assumed to have an equal probability. The model was tested by creating an ensemble of daily average air concentrations for 3 months at 75 measurement locations over the eastern half of the United States during the Across North America Tracer Experiment (ANATEX). Two generic graphical displays were developed to summarize the ensemble prediction and the resulting concentration probabilities for a specific event: a probability-exceed plot and a concentration-probability plot. Although a cumulative distribution of the ensemble probabilities compared favorably with the measurement data, the resulting distribution was not uniform. This result was attributed to release height sensitivity. The trajectory ensemble approach accounts for about 41%-47% of the variance in the measurement data. This residual uncertainty is caused by other model and data errors that are not included in the ensemble design.

Nanomechanical characterization of heterogeneous and hierarchical biomaterials and tissues using nanoindentation: the role of finite mixture models.

PubMed

Zadpoor, Amir A

2015-03-01

Mechanical characterization of biological tissues and biomaterials at the nano-scale is often performed using nanoindentation experiments. The different constituents of the characterized materials will then appear in the histogram that shows the probability of measuring a certain range of mechanical properties. An objective technique is needed to separate the probability distributions that are mixed together in such a histogram. In this paper, finite mixture models (FMMs) are proposed as a tool capable of performing such types of analysis. Finite Gaussian mixture models assume that the measured probability distribution is a weighted combination of a finite number of Gaussian distributions with separate mean and standard deviation values. Dedicated optimization algorithms are available for fitting such a weighted mixture model to experimental data. Moreover, certain objective criteria are available to determine the optimum number of Gaussian distributions. In this paper, FMMs are used for interpreting the probability distribution functions representing the distributions of the elastic moduli of osteoarthritic human cartilage and co-polymeric microspheres. As for cartilage experiments, FMMs indicate that at least three mixture components are needed for describing the measured histogram. While the mechanical properties of the softer mixture components, often assumed to be associated with Glycosaminoglycans, were found to be more or less constant regardless of whether two or three mixture components were used, those of the second mixture component (i.e. collagen network) considerably changed depending on the number of mixture components. Regarding the co-polymeric microspheres, the optimum number of mixture components estimated by the FMM theory, i.e. 3, nicely matches the number of co-polymeric components used in the structure of the polymer. The computer programs used for the presented analyses are made freely available online for other researchers to use. Copyright © 2014 Elsevier B.V. All rights reserved.

Seasonal Variability of Middle Latitude Ozone in the Lowermost Stratosphere Derived from Probability Distribution Functions

NASA Technical Reports Server (NTRS)

Rood, Richard B.; Douglass, Anne R.; Cerniglia, Mark C.; Sparling, Lynn C.; Nielsen, J. Eric

1999-01-01

We present a study of the distribution of ozone in the lowermost stratosphere with the goal of characterizing the observed variability. The air in the lowermost stratosphere is divided into two population groups based on Ertel's potential vorticity at 300 hPa. High (low) potential vorticity at 300 hPa indicates that the tropopause is low (high), and the identification of these two groups is made to account for the dynamic variability. Conditional probability distribution functions are used to define the statistics of the ozone distribution from both observations and a three-dimensional model simulation using winds from the Goddard Earth Observing System Data Assimilation System for transport. Ozone data sets include ozonesonde observations from northern midlatitude stations (1991-96) and midlatitude observations made by the Halogen Occultation Experiment (HALOE) on the Upper Atmosphere Research Satellite (UARS) (1994- 1998). The conditional probability distribution functions are calculated at a series of potential temperature surfaces spanning the domain from the midlatitude tropopause to surfaces higher than the mean tropical tropopause (approximately 380K). The probability distribution functions are similar for the two data sources, despite differences in horizontal and vertical resolution and spatial and temporal sampling. Comparisons with the model demonstrate that the model maintains a mix of air in the lowermost stratosphere similar to the observations. The model also simulates a realistic annual cycle. Results show that during summer, much of the observed variability is explained by the height of the tropopause. During the winter and spring, when the tropopause fluctuations are larger, less of the variability is explained by tropopause height. This suggests that more mixing occurs during these seasons. During all seasons, there is a transition zone near the tropopause that contains air characteristic of both the troposphere and the stratosphere. The relevance of the results to the assessment of the environmental impact of aircraft effluence is also discussed.

A robust method to forecast volcanic ash clouds

USGS Publications Warehouse

Denlinger, Roger P.; Pavolonis, Mike; Sieglaff, Justin

2012-01-01

Ash clouds emanating from volcanic eruption columns often form trails of ash extending thousands of kilometers through the Earth's atmosphere, disrupting air traffic and posing a significant hazard to air travel. To mitigate such hazards, the community charged with reducing flight risk must accurately assess risk of ash ingestion for any flight path and provide robust forecasts of volcanic ash dispersal. In response to this need, a number of different transport models have been developed for this purpose and applied to recent eruptions, providing a means to assess uncertainty in forecasts. Here we provide a framework for optimal forecasts and their uncertainties given any model and any observational data. This involves random sampling of the probability distributions of input (source) parameters to a transport model and iteratively running the model with different inputs, each time assessing the predictions that the model makes about ash dispersal by direct comparison with satellite data. The results of these comparisons are embodied in a likelihood function whose maximum corresponds to the minimum misfit between model output and observations. Bayes theorem is then used to determine a normalized posterior probability distribution and from that a forecast of future uncertainty in ash dispersal. The nature of ash clouds in heterogeneous wind fields creates a strong maximum likelihood estimate in which most of the probability is localized to narrow ranges of model source parameters. This property is used here to accelerate probability assessment, producing a method to rapidly generate a prediction of future ash concentrations and their distribution based upon assimilation of satellite data as well as model and data uncertainties. Applying this method to the recent eruption of Eyjafjallajökull in Iceland, we show that the 3 and 6 h forecasts of ash cloud location probability encompassed the location of observed satellite-determined ash cloud loads, providing an efficient means to assess all of the hazards associated with these ash clouds.

A multimodal detection model of dolphins to estimate abundance validated by field experiments.

PubMed

Akamatsu, Tomonari; Ura, Tamaki; Sugimatsu, Harumi; Bahl, Rajendar; Behera, Sandeep; Panda, Sudarsan; Khan, Muntaz; Kar, S K; Kar, C S; Kimura, Satoko; Sasaki-Yamamoto, Yukiko

2013-09-01

Abundance estimation of marine mammals requires matching of detection of an animal or a group of animal by two independent means. A multimodal detection model using visual and acoustic cues (surfacing and phonation) that enables abundance estimation of dolphins is proposed. The method does not require a specific time window to match the cues of both means for applying mark-recapture method. The proposed model was evaluated using data obtained in field observations of Ganges River dolphins and Irrawaddy dolphins, as examples of dispersed and condensed distributions of animals, respectively. The acoustic detection probability was approximately 80%, 20% higher than that of visual detection for both species, regardless of the distribution of the animals in present study sites. The abundance estimates of Ganges River dolphins and Irrawaddy dolphins fairly agreed with the numbers reported in previous monitoring studies. The single animal detection probability was smaller than that of larger cluster size, as predicted by the model and confirmed by field data. However, dense groups of Irrawaddy dolphins showed difference in cluster sizes observed by visual and acoustic methods. Lower detection probability of single clusters of this species seemed to be caused by the clumped distribution of this species.

Idealized models of the joint probability distribution of wind speeds

NASA Astrophysics Data System (ADS)

Monahan, Adam H.

2018-05-01

The joint probability distribution of wind speeds at two separate locations in space or points in time completely characterizes the statistical dependence of these two quantities, providing more information than linear measures such as correlation. In this study, we consider two models of the joint distribution of wind speeds obtained from idealized models of the dependence structure of the horizontal wind velocity components. The bivariate Rice distribution follows from assuming that the wind components have Gaussian and isotropic fluctuations. The bivariate Weibull distribution arises from power law transformations of wind speeds corresponding to vector components with Gaussian, isotropic, mean-zero variability. Maximum likelihood estimates of these distributions are compared using wind speed data from the mid-troposphere, from different altitudes at the Cabauw tower in the Netherlands, and from scatterometer observations over the sea surface. While the bivariate Rice distribution is more flexible and can represent a broader class of dependence structures, the bivariate Weibull distribution is mathematically simpler and may be more convenient in many applications. The complexity of the mathematical expressions obtained for the joint distributions suggests that the development of explicit functional forms for multivariate speed distributions from distributions of the components will not be practical for more complicated dependence structure or more than two speed variables.

Information retrieval from wide-band meteorological data - An example

NASA Technical Reports Server (NTRS)

Adelfang, S. I.; Smith, O. E.

1983-01-01

The methods proposed by Smith and Adelfang (1981) and Smith et al. (1982) are used to calculate probabilities over rectangles and sectors of the gust magnitude-gust length plane; probabilities over the same regions are also calculated from the observed distributions and a comparison is also presented to demonstrate the accuracy of the statistical model. These and other statistical results are calculated from samples of Jimsphere wind profiles at Cape Canaveral. The results are presented for a variety of wavelength bands, altitudes, and seasons. It is shown that wind perturbations observed in Jimsphere wind profiles in various wavelength bands can be analyzed by using digital filters. The relationship between gust magnitude and gust length is modeled with the bivariate gamma distribution. It is pointed out that application of the model to calculate probabilities over specific areas of the gust magnitude-gust length plane can be useful in aerospace design.

The genomic structure: proof of the role of non-coding DNA.

PubMed

Bouaynaya, Nidhal; Schonfeld, Dan

2006-01-01

We prove that the introns play the role of a decoy in absorbing mutations in the same way hollow uninhabited structures are used by the military to protect important installations. Our approach is based on a probability of error analysis, where errors are mutations which occur in the exon sequences. We derive the optimal exon length distribution, which minimizes the probability of error in the genome. Furthermore, to understand how can Nature generate the optimal distribution, we propose a diffusive random walk model for exon generation throughout evolution. This model results in an alpha stable exon length distribution, which is asymptotically equivalent to the optimal distribution. Experimental results show that both distributions accurately fit the real data. Given that introns also drive biological evolution by increasing the rate of unequal crossover between genes, we conclude that the role of introns is to maintain a genius balance between stability and adaptability in eukaryotic genomes.

Probability distribution of the entanglement across a cut at an infinite-randomness fixed point

NASA Astrophysics Data System (ADS)

Devakul, Trithep; Majumdar, Satya N.; Huse, David A.

2017-03-01

We calculate the probability distribution of entanglement entropy S across a cut of a finite one-dimensional spin chain of length L at an infinite-randomness fixed point using Fisher's strong randomness renormalization group (RG). Using the random transverse-field Ising model as an example, the distribution is shown to take the form p (S |L ) ˜L-ψ (k ) , where k ≡S /ln[L /L0] , the large deviation function ψ (k ) is found explicitly, and L0 is a nonuniversal microscopic length. We discuss the implications of such a distribution on numerical techniques that rely on entanglement, such as matrix-product-state-based techniques. Our results are verified with numerical RG simulations, as well as the actual entanglement entropy distribution for the random transverse-field Ising model which we calculate for large L via a mapping to Majorana fermions.

Delineating Hydrofacies Spatial Distribution by Integrating Ensemble Data Assimilation and Indicator Geostatistics

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

Song, Xuehang; Chen, Xingyuan; Ye, Ming

2015-07-01

This study develops a new framework of facies-based data assimilation for characterizing spatial distribution of hydrofacies and estimating their associated hydraulic properties. This framework couples ensemble data assimilation with transition probability-based geostatistical model via a parameterization based on a level set function. The nature of ensemble data assimilation makes the framework efficient and flexible to be integrated with various types of observation data. The transition probability-based geostatistical model keeps the updated hydrofacies distributions under geological constrains. The framework is illustrated by using a two-dimensional synthetic study that estimates hydrofacies spatial distribution and permeability in each hydrofacies from transient head data.more » Our results show that the proposed framework can characterize hydrofacies distribution and associated permeability with adequate accuracy even with limited direct measurements of hydrofacies. Our study provides a promising starting point for hydrofacies delineation in complex real problems.« less

Building a generalized distributed system model

NASA Technical Reports Server (NTRS)

Mukkamala, Ravi; Foudriat, E. C.

1991-01-01

A modeling tool for both analysis and design of distributed systems is discussed. Since many research institutions have access to networks of workstations, the researchers decided to build a tool running on top of the workstations to function as a prototype as well as a distributed simulator for a computing system. The effects of system modeling on performance prediction in distributed systems and the effect of static locking and deadlocks on the performance predictions of distributed transactions are also discussed. While the probability of deadlock is considerably small, its effects on performance could be significant.

Site-to-Source Finite Fault Distance Probability Distribution in Probabilistic Seismic Hazard and the Relationship Between Minimum Distances

NASA Astrophysics Data System (ADS)

Ortega, R.; Gutierrez, E.; Carciumaru, D. D.; Huesca-Perez, E.

2017-12-01

We present a method to compute the conditional and no-conditional probability density function (PDF) of the finite fault distance distribution (FFDD). Two cases are described: lines and areas. The case of lines has a simple analytical solution while, in the case of areas, the geometrical probability of a fault based on the strike, dip, and fault segment vertices is obtained using the projection of spheres in a piecewise rectangular surface. The cumulative distribution is computed by measuring the projection of a sphere of radius r in an effective area using an algorithm that estimates the area of a circle within a rectangle. In addition, we introduce the finite fault distance metrics. This distance is the distance where the maximum stress release occurs within the fault plane and generates a peak ground motion. Later, we can apply the appropriate ground motion prediction equations (GMPE) for PSHA. The conditional probability of distance given magnitude is also presented using different scaling laws. A simple model of constant distribution of the centroid at the geometrical mean is discussed, in this model hazard is reduced at the edges because the effective size is reduced. Nowadays there is a trend of using extended source distances in PSHA, however it is not possible to separate the fault geometry from the GMPE. With this new approach, it is possible to add fault rupture models separating geometrical and propagation effects.

Continuous-Time Finance and the Waiting Time Distribution: Multiple Characteristic Times

NASA Astrophysics Data System (ADS)

Fa, Kwok Sau

2012-09-01

In this paper, we model the tick-by-tick dynamics of markets by using the continuous-time random walk (CTRW) model. We employ a sum of products of power law and stretched exponential functions for the waiting time probability distribution function; this function can fit well the waiting time distribution for BUND futures traded at LIFFE in 1997.

A new method for estimating the usual intake of episodically-consumed foods with application to their distribution

PubMed Central

Midthune, Douglas; Dodd, Kevin W.; Freedman, Laurence S.; Krebs-Smith, Susan M.; Subar, Amy F.; Guenther, Patricia M.; Carroll, Raymond J.; Kipnis, Victor

2007-01-01

Objective We propose a new statistical method that uses information from two 24-hour recalls (24HRs) to estimate usual intake of episodically-consumed foods. Statistical Analyses Performed The method developed at the National Cancer Institute (NCI) accommodates the large number of non-consumption days that arise with foods by separating the probability of consumption from the consumption-day amount, using a two-part model. Covariates, such as sex, age, race, or information from a food frequency questionnaire (FFQ), may supplement the information from two or more 24HRs using correlated mixed model regression. The model allows for correlation between the probability of consuming a food on a single day and the consumption-day amount. Percentiles of the distribution of usual intake are computed from the estimated model parameters. Results The Eating at America's Table Study (EATS) data are used to illustrate the method to estimate the distribution of usual intake for whole grains and dark green vegetables for men and women and the distribution of usual intakes of whole grains by educational level among men. A simulation study indicates that the NCI method leads to substantial improvement over existing methods for estimating the distribution of usual intake of foods. Applications/Conclusions The NCI method provides distinct advantages over previously proposed methods by accounting for the correlation between probability of consumption and amount consumed and by incorporating covariate information. Researchers interested in estimating the distribution of usual intakes of foods for a population or subpopulation are advised to work with a statistician and incorporate the NCI method in analyses. PMID:17000190

Launch Vehicle Debris Models and Crew Vehicle Ascent Abort Risk

NASA Technical Reports Server (NTRS)

Gee, Ken; Lawrence, Scott

2013-01-01

For manned space launch systems, a reliable abort system is required to reduce the risks associated with a launch vehicle failure during ascent. Understanding the risks associated with failure environments can be achieved through the use of physics-based models of these environments. Debris fields due to destruction of the launch vehicle is one such environment. To better analyze the risk posed by debris, a physics-based model for generating launch vehicle debris catalogs has been developed. The model predicts the mass distribution of the debris field based on formulae developed from analysis of explosions. Imparted velocity distributions are computed using a shock-physics code to model the explosions within the launch vehicle. A comparison of the debris catalog with an existing catalog for the Shuttle external tank show good comparison in the debris characteristics and the predicted debris strike probability. The model is used to analyze the effects of number of debris pieces and velocity distributions on the strike probability and risk.

A risk-based multi-objective model for optimal placement of sensors in water distribution system

NASA Astrophysics Data System (ADS)

Naserizade, Sareh S.; Nikoo, Mohammad Reza; Montaseri, Hossein

2018-02-01

In this study, a new stochastic model based on Conditional Value at Risk (CVaR) and multi-objective optimization methods is developed for optimal placement of sensors in water distribution system (WDS). This model determines minimization of risk which is caused by simultaneous multi-point contamination injection in WDS using CVaR approach. The CVaR considers uncertainties of contamination injection in the form of probability distribution function and calculates low-probability extreme events. In this approach, extreme losses occur at tail of the losses distribution function. Four-objective optimization model based on NSGA-II algorithm is developed to minimize losses of contamination injection (through CVaR of affected population and detection time) and also minimize the two other main criteria of optimal placement of sensors including probability of undetected events and cost. Finally, to determine the best solution, Preference Ranking Organization METHod for Enrichment Evaluation (PROMETHEE), as a subgroup of Multi Criteria Decision Making (MCDM) approach, is utilized to rank the alternatives on the trade-off curve among objective functions. Also, sensitivity analysis is done to investigate the importance of each criterion on PROMETHEE results considering three relative weighting scenarios. The effectiveness of the proposed methodology is examined through applying it to Lamerd WDS in the southwestern part of Iran. The PROMETHEE suggests 6 sensors with suitable distribution that approximately cover all regions of WDS. Optimal values related to CVaR of affected population and detection time as well as probability of undetected events for the best optimal solution are equal to 17,055 persons, 31 mins and 0.045%, respectively. The obtained results of the proposed methodology in Lamerd WDS show applicability of CVaR-based multi-objective simulation-optimization model for incorporating the main uncertainties of contamination injection in order to evaluate extreme value of losses in WDS.

Probabilistic Models For Earthquakes With Large Return Periods In Himalaya Region

NASA Astrophysics Data System (ADS)

Chaudhary, Chhavi; Sharma, Mukat Lal

2017-12-01

Determination of the frequency of large earthquakes is of paramount importance for seismic risk assessment as large events contribute to significant fraction of the total deformation and these long return period events with low probability of occurrence are not easily captured by classical distributions. Generally, with a small catalogue these larger events follow different distribution function from the smaller and intermediate events. It is thus of special importance to use statistical methods that analyse as closely as possible the range of its extreme values or the tail of the distributions in addition to the main distributions. The generalised Pareto distribution family is widely used for modelling the events which are crossing a specified threshold value. The Pareto, Truncated Pareto, and Tapered Pareto are the special cases of the generalised Pareto family. In this work, the probability of earthquake occurrence has been estimated using the Pareto, Truncated Pareto, and Tapered Pareto distributions. As a case study, the Himalayas whose orogeny lies in generation of large earthquakes and which is one of the most active zones of the world, has been considered. The whole Himalayan region has been divided into five seismic source zones according to seismotectonic and clustering of events. Estimated probabilities of occurrence of earthquakes have also been compared with the modified Gutenberg-Richter distribution and the characteristics recurrence distribution. The statistical analysis reveals that the Tapered Pareto distribution better describes seismicity for the seismic source zones in comparison to other distributions considered in the present study.

Modeling utilization distributions in space and time

USGS Publications Warehouse

Keating, K.A.; Cherry, S.

2009-01-01

W. Van Winkle defined the utilization distribution (UD) as a probability density that gives an animal's relative frequency of occurrence in a two-dimensional (x, y) plane. We extend Van Winkle's work by redefining the UD as the relative frequency distribution of an animal's occurrence in all four dimensions of space and time. We then describe a product kernel model estimation method, devising a novel kernel from the wrapped Cauchy distribution to handle circularly distributed temporal covariates, such as day of year. Using Monte Carlo simulations of animal movements in space and time, we assess estimator performance. Although not unbiased, the product kernel method yields models highly correlated (Pearson's r - 0.975) with true probabilities of occurrence and successfully captures temporal variations in density of occurrence. In an empirical example, we estimate the expected UD in three dimensions (x, y, and t) for animals belonging to each of two distinct bighorn sheep {Ovis canadensis) social groups in Glacier National Park, Montana, USA. Results show the method can yield ecologically informative models that successfully depict temporal variations in density of occurrence for a seasonally migratory species. Some implications of this new approach to UD modeling are discussed. ?? 2009 by the Ecological Society of America.

Statistics of intensity in adaptive-optics images and their usefulness for detection and photometry of exoplanets.

PubMed

Gladysz, Szymon; Yaitskova, Natalia; Christou, Julian C

2010-11-01

This paper is an introduction to the problem of modeling the probability density function of adaptive-optics speckle. We show that with the modified Rician distribution one cannot describe the statistics of light on axis. A dual solution is proposed: the modified Rician distribution for off-axis speckle and gamma-based distribution for the core of the point spread function. From these two distributions we derive optimal statistical discriminators between real sources and quasi-static speckles. In the second part of the paper the morphological difference between the two probability density functions is used to constrain a one-dimensional, "blind," iterative deconvolution at the position of an exoplanet. Separation of the probability density functions of signal and speckle yields accurate differential photometry in our simulations of the SPHERE planet finder instrument.

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

PubMed

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

2003-10-01

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

Probability distribution functions for unit hydrographs with optimization using genetic algorithm

NASA Astrophysics Data System (ADS)

Ghorbani, Mohammad Ali; Singh, Vijay P.; Sivakumar, Bellie; H. Kashani, Mahsa; Atre, Atul Arvind; Asadi, Hakimeh

2017-05-01

A unit hydrograph (UH) of a watershed may be viewed as the unit pulse response function of a linear system. In recent years, the use of probability distribution functions (pdfs) for determining a UH has received much attention. In this study, a nonlinear optimization model is developed to transmute a UH into a pdf. The potential of six popular pdfs, namely two-parameter gamma, two-parameter Gumbel, two-parameter log-normal, two-parameter normal, three-parameter Pearson distribution, and two-parameter Weibull is tested on data from the Lighvan catchment in Iran. The probability distribution parameters are determined using the nonlinear least squares optimization method in two ways: (1) optimization by programming in Mathematica; and (2) optimization by applying genetic algorithm. The results are compared with those obtained by the traditional linear least squares method. The results show comparable capability and performance of two nonlinear methods. The gamma and Pearson distributions are the most successful models in preserving the rising and recession limbs of the unit hydographs. The log-normal distribution has a high ability in predicting both the peak flow and time to peak of the unit hydrograph. The nonlinear optimization method does not outperform the linear least squares method in determining the UH (especially for excess rainfall of one pulse), but is comparable.

Exact valence bond entanglement entropy and probability distribution in the XXX spin chain and the potts model.

PubMed

Jacobsen, J L; Saleur, H

2008-02-29

We determine exactly the probability distribution of the number N_(c) of valence bonds connecting a subsystem of length L>1 to the rest of the system in the ground state of the XXX antiferromagnetic spin chain. This provides, in particular, the asymptotic behavior of the valence-bond entanglement entropy S_(VB)=N_(c)ln2=4ln2/pi(2)lnL disproving a recent conjecture that this should be related with the von Neumann entropy, and thus equal to 1/3lnL. Our results generalize to the Q-state Potts model.

On the quantification and efficient propagation of imprecise probabilities resulting from small datasets

NASA Astrophysics Data System (ADS)

Zhang, Jiaxin; Shields, Michael D.

2018-01-01

This paper addresses the problem of uncertainty quantification and propagation when data for characterizing probability distributions are scarce. We propose a methodology wherein the full uncertainty associated with probability model form and parameter estimation are retained and efficiently propagated. This is achieved by applying the information-theoretic multimodel inference method to identify plausible candidate probability densities and associated probabilities that each method is the best model in the Kullback-Leibler sense. The joint parameter densities for each plausible model are then estimated using Bayes' rule. We then propagate this full set of probability models by estimating an optimal importance sampling density that is representative of all plausible models, propagating this density, and reweighting the samples according to each of the candidate probability models. This is in contrast with conventional methods that try to identify a single probability model that encapsulates the full uncertainty caused by lack of data and consequently underestimate uncertainty. The result is a complete probabilistic description of both aleatory and epistemic uncertainty achieved with several orders of magnitude reduction in computational cost. It is shown how the model can be updated to adaptively accommodate added data and added candidate probability models. The method is applied for uncertainty analysis of plate buckling strength where it is demonstrated how dataset size affects the confidence (or lack thereof) we can place in statistical estimates of response when data are lacking.

Applications of physics to economics and finance: Money, income, wealth, and the stock market

NASA Astrophysics Data System (ADS)

Dragulescu, Adrian Antoniu

Several problems arising in Economics and Finance are analyzed using concepts and quantitative methods from Physics. The dissertation is organized as follows: In the first chapter it is argued that in a closed economic system, money is conserved. Thus, by analogy with energy, the equilibrium probability distribution of money must follow the exponential Boltzmann-Gibbs law characterized by an effective temperature equal to the average amount of money per economic agent. The emergence of Boltzmann-Gibbs distribution is demonstrated through computer simulations of economic models. A thermal machine which extracts a monetary profit can be constructed between two economic systems with different temperatures. The role of debt and models with broken time-reversal symmetry for which the Boltzmann-Gibbs law does not hold, are discussed. In the second chapter, using data from several sources, it is found that the distribution of income is described for the great majority of population by an exponential distribution, whereas the high-end tail follows a power law. From the individual income distribution, the probability distribution of income for families with two earners is derived and it is shown that it also agrees well with the data. Data on wealth is presented and it is found that the distribution of wealth has a structure similar to the distribution of income. The Lorenz curve and Gini coefficient were calculated and are shown to be in good agreement with both income and wealth data sets. In the third chapter, the stock-market fluctuations at different time scales are investigated. A model where stock-price dynamics is governed by a geometrical (multiplicative) Brownian motion with stochastic variance is proposed. The corresponding Fokker-Planck equation can be solved exactly. Integrating out the variance, an analytic formula for the time-dependent probability distribution of stock price changes (returns) is found. The formula is in excellent agreement with the Dow-Jones index for the time lags from 1 to 250 trading days. For time lags longer than the relaxation time of variance, the probability distribution can be expressed in a scaling form using a Bessel function. The Dow-Jones data follow the scaling function for seven orders of magnitude.

Spatial Distribution and Conservation of Speckled Hind and Warsaw Grouper in the Atlantic Ocean off the Southeastern U.S.

PubMed Central

Farmer, Nicholas A.; Karnauskas, Mandy

2013-01-01

There is broad interest in the development of efficient marine protected areas (MPAs) to reduce bycatch and end overfishing of speckled hind (Epinephelus drummondhayi) and warsaw grouper (Hyporthodus nigritus) in the Atlantic Ocean off the southeastern U.S. We assimilated decades of data from many fishery-dependent, fishery-independent, and anecdotal sources to describe the spatial distribution of these data limited stocks. A spatial classification model was developed to categorize depth-grids based on the distribution of speckled hind and warsaw grouper point observations and identified benthic habitats. Logistic regression analysis was used to develop a quantitative model to predict the spatial distribution of speckled hind and warsaw grouper as a function of depth, latitude, and habitat. Models, controlling for sampling gear effects, were selected based on AIC and 10-fold cross validation. The best-fitting model for warsaw grouper included latitude and depth to explain 10.8% of the variability in probability of detection, with a false prediction rate of 28–33%. The best-fitting model for speckled hind, per cross-validation, included latitude and depth to explain 36.8% of the variability in probability of detection, with a false prediction rate of 25–27%. The best-fitting speckled hind model, per AIC, also included habitat, but had false prediction rates up to 36%. Speckled hind and warsaw grouper habitats followed a shelf-edge hardbottom ridge from North Carolina to southeast Florida, with speckled hind more common to the north and warsaw grouper more common to the south. The proportion of habitat classifications and model-estimated stock contained within established and proposed MPAs was computed. Existing MPAs covered 10% of probable shelf-edge habitats for speckled hind and warsaw grouper, protecting 3–8% of speckled hind and 8% of warsaw grouper stocks. Proposed MPAs could add 24% more probable shelf-edge habitat, and protect an additional 14–29% of speckled hind and 20% of warsaw grouper stocks. PMID:24260126

Extinction time of a stochastic predator-prey model by the generalized cell mapping method

NASA Astrophysics Data System (ADS)

Han, Qun; Xu, Wei; Hu, Bing; Huang, Dongmei; Sun, Jian-Qiao

2018-03-01

The stochastic response and extinction time of a predator-prey model with Gaussian white noise excitations are studied by the generalized cell mapping (GCM) method based on the short-time Gaussian approximation (STGA). The methods for stochastic response probability density functions (PDFs) and extinction time statistics are developed. The Taylor expansion is used to deal with non-polynomial nonlinear terms of the model for deriving the moment equations with Gaussian closure, which are needed for the STGA in order to compute the one-step transition probabilities. The work is validated with direct Monte Carlo simulations. We have presented the transient responses showing the evolution from a Gaussian initial distribution to a non-Gaussian steady-state one. The effects of the model parameter and noise intensities on the steady-state PDFs are discussed. It is also found that the effects of noise intensities on the extinction time statistics are opposite to the effects on the limit probability distributions of the survival species.

Probabilistic graphs as a conceptual and computational tool in hydrology and water management

NASA Astrophysics Data System (ADS)

Schoups, Gerrit

2014-05-01

Originally developed in the fields of machine learning and artificial intelligence, probabilistic graphs constitute a general framework for modeling complex systems in the presence of uncertainty. The framework consists of three components: 1. Representation of the model as a graph (or network), with nodes depicting random variables in the model (e.g. parameters, states, etc), which are joined together by factors. Factors are local probabilistic or deterministic relations between subsets of variables, which, when multiplied together, yield the joint distribution over all variables. 2. Consistent use of probability theory for quantifying uncertainty, relying on basic rules of probability for assimilating data into the model and expressing unknown variables as a function of observations (via the posterior distribution). 3. Efficient, distributed approximation of the posterior distribution using general-purpose algorithms that exploit model structure encoded in the graph. These attributes make probabilistic graphs potentially useful as a conceptual and computational tool in hydrology and water management (and beyond). Conceptually, they can provide a common framework for existing and new probabilistic modeling approaches (e.g. by drawing inspiration from other fields of application), while computationally they can make probabilistic inference feasible in larger hydrological models. The presentation explores, via examples, some of these benefits.

A new probability distribution model of turbulent irradiance based on Born perturbation theory

NASA Astrophysics Data System (ADS)

Wang, Hongxing; Liu, Min; Hu, Hao; Wang, Qian; Liu, Xiguo

2010-10-01

The subject of the PDF (Probability Density Function) of the irradiance fluctuations in a turbulent atmosphere is still unsettled. Theory reliably describes the behavior in the weak turbulence regime, but theoretical description in the strong and whole turbulence regimes are still controversial. Based on Born perturbation theory, the physical manifestations and correlations of three typical PDF models (Rice-Nakagami, exponential-Bessel and negative-exponential distribution) were theoretically analyzed. It is shown that these models can be derived by separately making circular-Gaussian, strong-turbulence and strong-turbulence-circular-Gaussian approximations in Born perturbation theory, which denies the viewpoint that the Rice-Nakagami model is only applicable in the extremely weak turbulence regime and provides theoretical arguments for choosing rational models in practical applications. In addition, a common shortcoming of the three models is that they are all approximations. A new model, called the Maclaurin-spread distribution, is proposed without any approximation except for assuming the correlation coefficient to be zero. So, it is considered that the new model can exactly reflect the Born perturbation theory. Simulated results prove the accuracy of this new model.

Advances in modeling trait-based plant community assembly.

PubMed

Laughlin, Daniel C; Laughlin, David E

2013-10-01

In this review, we examine two new trait-based models of community assembly that predict the relative abundance of species from a regional species pool. The models use fundamentally different mathematical approaches and the predictions can differ considerably. Maxent obtains the most even probability distribution subject to community-weighted mean trait constraints. Traitspace predicts low probabilities for any species whose trait distribution does not pass through the environmental filter. Neither model maximizes functional diversity because of the emphasis on environmental filtering over limiting similarity. Traitspace can test for the effects of limiting similarity by explicitly incorporating intraspecific trait variation. The range of solutions in both models could be used to define the range of natural variability of community composition in restoration projects. Copyright © 2013 Elsevier Ltd. All rights reserved.

Precipitation intensity probability distribution modelling for hydrological and construction design purposes

NASA Astrophysics Data System (ADS)

Koshinchanov, Georgy; Dimitrov, Dobri

2008-11-01

The characteristics of rainfall intensity are important for many purposes, including design of sewage and drainage systems, tuning flood warning procedures, etc. Those estimates are usually statistical estimates of the intensity of precipitation realized for certain period of time (e.g. 5, 10 min., etc) with different return period (e.g. 20, 100 years, etc). The traditional approach in evaluating the mentioned precipitation intensities is to process the pluviometer's records and fit probability distribution to samples of intensities valid for certain locations ore regions. Those estimates further become part of the state regulations to be used for various economic activities. Two problems occur using the mentioned approach: 1. Due to various factors the climate conditions are changed and the precipitation intensity estimates need regular update; 2. As far as the extremes of the probability distribution are of particular importance for the practice, the methodology of the distribution fitting needs specific attention to those parts of the distribution. The aim of this paper is to make review of the existing methodologies for processing the intensive rainfalls and to refresh some of the statistical estimates for the studied areas. The methodologies used in Bulgaria for analyzing the intensive rainfalls and produce relevant statistical estimates: The method of the maximum intensity, used in the National Institute of Meteorology and Hydrology to process and decode the pluviometer's records, followed by distribution fitting for each precipitation duration period; As the above, but with separate modeling of probability distribution for the middle and high probability quantiles. Method is similar to the first one, but with a threshold of 0,36 mm/min of intensity; Another method proposed by the Russian hydrologist G. A. Aleksiev for regionalization of estimates over some territory, improved and adapted by S. Gerasimov for Bulgaria; Next method is considering only the intensive rainfalls (if any) during the day with the maximal annual daily precipitation total for a given year; Conclusions are drown on the relevance and adequacy of the applied methods.

Streamflow distribution maps for the Cannon River drainage basin, southeast Minnesota, and the St. Louis River drainage basin, northeast Minnesota

USGS Publications Warehouse

Smith, Erik A.; Sanocki, Chris A.; Lorenz, David L.; Jacobsen, Katrin E.

2017-12-27

Streamflow distribution maps for the Cannon River and St. Louis River drainage basins were developed by the U.S. Geological Survey, in cooperation with the Legislative-Citizen Commission on Minnesota Resources, to illustrate relative and cumulative streamflow distributions. The Cannon River was selected to provide baseline data to assess the effects of potential surficial sand mining, and the St. Louis River was selected to determine the effects of ongoing Mesabi Iron Range mining. Each drainage basin (Cannon, St. Louis) was subdivided into nested drainage basins: the Cannon River was subdivided into 152 nested drainage basins, and the St. Louis River was subdivided into 353 nested drainage basins. For each smaller drainage basin, the estimated volumes of groundwater discharge (as base flow) and surface runoff flowing into all surface-water features were displayed under the following conditions: (1) extreme low-flow conditions, comparable to an exceedance-probability quantile of 0.95; (2) low-flow conditions, comparable to an exceedance-probability quantile of 0.90; (3) a median condition, comparable to an exceedance-probability quantile of 0.50; and (4) a high-flow condition, comparable to an exceedance-probability quantile of 0.02.Streamflow distribution maps were developed using flow-duration curve exceedance-probability quantiles in conjunction with Soil-Water-Balance model outputs; both the flow-duration curve and Soil-Water-Balance models were built upon previously published U.S. Geological Survey reports. The selected streamflow distribution maps provide a proactive water management tool for State cooperators by illustrating flow rates during a range of hydraulic conditions. Furthermore, after the nested drainage basins are highlighted in terms of surface-water flows, the streamflows can be evaluated in the context of meeting specific ecological flows under different flow regimes and potentially assist with decisions regarding groundwater and surface-water appropriations. Presented streamflow distribution maps are foundational work intended to support the development of additional streamflow distribution maps that include statistical constraints on the selected flow conditions.

Changes in tropical precipitation cluster size distributions under global warming

NASA Astrophysics Data System (ADS)

Neelin, J. D.; Quinn, K. M.

2016-12-01

The total amount of precipitation integrated across a tropical storm or other precipitation feature (contiguous clusters of precipitation exceeding a minimum rain rate) is a useful measure of the aggregate size of the disturbance. To establish baseline behavior in current climate, the probability distribution of cluster sizes from multiple satellite retrievals and National Center for Environmental Prediction (NCEP) reanalysis is compared to those from Coupled Model Intercomparison Project (CMIP5) models and the Geophysical Fluid Dynamics Laboratory high-resolution atmospheric model (HIRAM-360 and -180). With the caveat that a minimum rain rate threshold is important in the models (which tend to overproduce low rain rates), the models agree well with observations in leading properties. In particular, scale-free power law ranges in which the probability drops slowly with increasing cluster size are well modeled, followed by a rapid drop in probability of the largest clusters above a cutoff scale. Under the RCP 8.5 global warming scenario, the models indicate substantial increases in probability (up to an order of magnitude) of the largest clusters by the end of century. For models with continuous time series of high resolution output, there is substantial spread on when these probability increases for the largest precipitation clusters should be detectable, ranging from detectable within the observational period to statistically significant trends emerging only in the second half of the century. Examination of NCEP reanalysis and SSMI/SSMIS series of satellite retrievals from 1979 to present does not yield reliable evidence of trends at this time. The results suggest improvements in inter-satellite calibration of the SSMI/SSMIS retrievals could aid future detection.

The discrete Laplace exponential family and estimation of Y-STR haplotype frequencies.

PubMed

Andersen, Mikkel Meyer; Eriksen, Poul Svante; Morling, Niels

2013-07-21

Estimating haplotype frequencies is important in e.g. forensic genetics, where the frequencies are needed to calculate the likelihood ratio for the evidential weight of a DNA profile found at a crime scene. Estimation is naturally based on a population model, motivating the investigation of the Fisher-Wright model of evolution for haploid lineage DNA markers. An exponential family (a class of probability distributions that is well understood in probability theory such that inference is easily made by using existing software) called the 'discrete Laplace distribution' is described. We illustrate how well the discrete Laplace distribution approximates a more complicated distribution that arises by investigating the well-known population genetic Fisher-Wright model of evolution by a single-step mutation process. It was shown how the discrete Laplace distribution can be used to estimate haplotype frequencies for haploid lineage DNA markers (such as Y-chromosomal short tandem repeats), which in turn can be used to assess the evidential weight of a DNA profile found at a crime scene. This was done by making inference in a mixture of multivariate, marginally independent, discrete Laplace distributions using the EM algorithm to estimate the probabilities of membership of a set of unobserved subpopulations. The discrete Laplace distribution can be used to estimate haplotype frequencies with lower prediction error than other existing estimators. Furthermore, the calculations could be performed on a normal computer. This method was implemented in the freely available open source software R that is supported on Linux, MacOS and MS Windows. Copyright © 2013 Elsevier Ltd. All rights reserved.

Groundwater Remediation using Bayesian Information-Gap Decision Theory

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Main Geomagnetic Field Models from Oersted and Magsat Data Via a Rigorous General Inverse Theory with Error Bounds

NASA Technical Reports Server (NTRS)

Backus, George E.

1999-01-01

The purpose of the grant was to study how prior information about the geomagnetic field can be used to interpret surface and satellite magnetic measurements, to generate quantitative descriptions of prior information that might be so used, and to use this prior information to obtain from satellite data a model of the core field with statistically justifiable error estimates. The need for prior information in geophysical inversion has long been recognized. Data sets are finite, and faithful descriptions of aspects of the earth almost always require infinite-dimensional model spaces. By themselves, the data can confine the correct earth model only to an infinite-dimensional subset of the model space. Earth properties other than direct functions of the observed data cannot be estimated from those data without prior information about the earth. Prior information is based on what the observer already knows before the data become available. Such information can be "hard" or "soft". Hard information is a belief that the real earth must lie in some known region of model space. For example, the total ohmic dissipation in the core is probably less that the total observed geothermal heat flow out of the earth's surface. (In principle, ohmic heat in the core can be recaptured to help drive the dynamo, but this effect is probably small.) "Soft" information is a probability distribution on the model space, a distribution that the observer accepts as a quantitative description of her/his beliefs about the earth. The probability distribution can be a subjective prior in the sense of Bayes or the objective result of a statistical study of previous data or relevant theories.

A simple model for DSS-14 outage times

NASA Technical Reports Server (NTRS)

Rumsey, H. C.; Stevens, R.; Posner, E. C.

1989-01-01

A model is proposed to describe DSS-14 outage times. Discrepancy Reporting System outage data for the period from January 1986 through September 1988 are used to estimate the parameters of the model. The model provides a probability distribution for the duration of outages, which agrees well with observed data. The model depends only on a small number of parameters, and has some heuristic justification. This shows that the Discrepancy Reporting System in the Deep Space Network (DSN) can be used to estimate the probability of extended outages in spite of the discrepancy reports ending when the pass ends. The probability of an outage extending beyond the end of a pass is estimated as around 5 percent.

A microcomputer program for energy assessment and aggregation using the triangular probability distribution

USGS Publications Warehouse

Crovelli, R.A.; Balay, R.H.

1991-01-01

A general risk-analysis method was developed for petroleum-resource assessment and other applications. The triangular probability distribution is used as a model with an analytic aggregation methodology based on probability theory rather than Monte-Carlo simulation. Among the advantages of the analytic method are its computational speed and flexibility, and the saving of time and cost on a microcomputer. The input into the model consists of a set of components (e.g. geologic provinces) and, for each component, three potential resource estimates: minimum, most likely (mode), and maximum. Assuming a triangular probability distribution, the mean, standard deviation, and seven fractiles (F100, F95, F75, F50, F25, F5, and F0) are computed for each component, where for example, the probability of more than F95 is equal to 0.95. The components are aggregated by combining the means, standard deviations, and respective fractiles under three possible siutations (1) perfect positive correlation, (2) complete independence, and (3) any degree of dependence between these two polar situations. A package of computer programs named the TRIAGG system was written in the Turbo Pascal 4.0 language for performing the analytic probabilistic methodology. The system consists of a program for processing triangular probability distribution assessments and aggregations, and a separate aggregation routine for aggregating aggregations. The user's documentation and program diskette of the TRIAGG system are available from USGS Open File Services. TRIAGG requires an IBM-PC/XT/AT compatible microcomputer with 256kbyte of main memory, MS-DOS 3.1 or later, either two diskette drives or a fixed disk, and a 132 column printer. A graphics adapter and color display are optional. ?? 1991.

Eruption probabilities for the Lassen Volcanic Center and regional volcanism, northern California, and probabilities for large explosive eruptions in the Cascade Range

USGS Publications Warehouse

Nathenson, Manuel; Clynne, Michael A.; Muffler, L.J. Patrick

2012-01-01

Chronologies for eruptive activity of the Lassen Volcanic Center and for eruptions from the regional mafic vents in the surrounding area of the Lassen segment of the Cascade Range are here used to estimate probabilities of future eruptions. For the regional mafic volcanism, the ages of many vents are known only within broad ranges, and two models are developed that should bracket the actual eruptive ages. These chronologies are used with exponential, Weibull, and mixed-exponential probability distributions to match the data for time intervals between eruptions. For the Lassen Volcanic Center, the probability of an eruption in the next year is 1.4x10-4 for the exponential distribution and 2.3x10-4 for the mixed exponential distribution. For the regional mafic vents, the exponential distribution gives a probability of an eruption in the next year of 6.5x10-4, but the mixed exponential distribution indicates that the current probability, 12,000 years after the last event, could be significantly lower. For the exponential distribution, the highest probability is for an eruption from a regional mafic vent. Data on areas and volumes of lava flows and domes of the Lassen Volcanic Center and of eruptions from the regional mafic vents provide constraints on the probable sizes of future eruptions. Probabilities of lava-flow coverage are similar for the Lassen Volcanic Center and for regional mafic vents, whereas the probable eruptive volumes for the mafic vents are generally smaller. Data have been compiled for large explosive eruptions (>≈ 5 km3 in deposit volume) in the Cascade Range during the past 1.2 m.y. in order to estimate probabilities of eruption. For erupted volumes >≈5 km3, the rate of occurrence since 13.6 ka is much higher than for the entire period, and we use these data to calculate the annual probability of a large eruption at 4.6x10-4. For erupted volumes ≥10 km3, the rate of occurrence has been reasonably constant from 630 ka to the present, giving more confidence in the estimate, and we use those data to calculate the annual probability of a large eruption in the next year at 1.4x10-5.

Understanding interaction effects of climate change and fire management on bird distributions through combined process and habitat models

USGS Publications Warehouse

White, Joseph D.; Gutzwiller, Kevin J.; Barrow, Wylie C.; Johnson-Randall, Lori; Zygo, Lisa; Swint, Pamela

2011-01-01

Avian conservation efforts must account for changes in vegetation composition and structure associated with climate change. We modeled vegetation change and the probability of occurrence of birds to project changes in winter bird distributions associated with climate change and fire management in the northern Chihuahuan Desert (southwestern U.S.A.). We simulated vegetation change in a process-based model (Landscape and Fire Simulator) in which anticipated climate change was associated with doubling of current atmospheric carbon dioxide over the next 50 years. We estimated the relative probability of bird occurrence on the basis of statistical models derived from field observations of birds and data on vegetation type, topography, and roads. We selected 3 focal species, Scaled Quail (Callipepla squamata), Loggerhead Shrike (Lanius ludovicianus), and Rock Wren (Salpinctes obsoletus), that had a range of probabilities of occurrence for our study area. Our simulations projected increases in relative probability of bird occurrence in shrubland and decreases in grassland and Yucca spp. and ocotillo (Fouquieria splendens) vegetation. Generally, the relative probability of occurrence of all 3 species was highest in shrubland because leaf-area index values were lower in shrubland. This high probability of occurrence likely is related to the species' use of open vegetation for foraging. Fire suppression had little effect on projected vegetation composition because as climate changed there was less fuel and burned area. Our results show that if future water limits on plant type are considered, models that incorporate spatial data may suggest how and where different species of birds may respond to vegetation changes.

Understanding interaction effects of climate change and fire management on bird distributions through combined process and habitat models

USGS Publications Warehouse

White, Joseph D.; Gutzwiller, Kevin J.; Barrow, Wylie C.; Johnson-Randall, Lori; Zygo, Lisa; Swint, Pamela

2011-01-01

Avian conservation efforts must account for changes in vegetation composition and structure associated with climate change. We modeled vegetation change and the probability of occurrence of birds to project changes in winter bird distributions associated with climate change and fire management in the northern Chihuahuan Desert (southwestern U.S.A.). We simulated vegetation change in a process-based model (Landscape and Fire Simulator) in which anticipated climate change was associated with doubling of current atmospheric carbon dioxide over the next 50 years. We estimated the relative probability of bird occurrence on the basis of statistical models derived from field observations of birds and data on vegetation type, topography, and roads. We selected 3 focal species, Scaled Quail (Callipepla squamata), Loggerhead Shrike (Lanius ludovicianus), and Rock Wren (Salpinctes obsoletus), that had a range of probabilities of occurrence for our study area. Our simulations projected increases in relative probability of bird occurrence in shrubland and decreases in grassland and Yucca spp. and ocotillo (Fouquieria splendens) vegetation. Generally, the relative probability of occurrence of all 3 species was highest in shrubland because leaf-area index values were lower in shrubland. This high probability of occurrence likely is related to the species' use of open vegetation for foraging. Fire suppression had little effect on projected vegetation composition because as climate changed there was less fuel and burned area. Our results show that if future water limits on plant type are considered, models that incorporate spatial data may suggest how and where different species of birds may respond to vegetation changes. ??2011 Society for Conservation Biology.

On the use of posterior predictive probabilities and prediction uncertainty to tailor informative sampling for parasitological surveillance in livestock.

PubMed

Musella, Vincenzo; Rinaldi, Laura; Lagazio, Corrado; Cringoli, Giuseppe; Biggeri, Annibale; Catelan, Dolores

2014-09-15

Model-based geostatistics and Bayesian approaches are appropriate in the context of Veterinary Epidemiology when point data have been collected by valid study designs. The aim is to predict a continuous infection risk surface. Little work has been done on the use of predictive infection probabilities at farm unit level. In this paper we show how to use predictive infection probability and related uncertainty from a Bayesian kriging model to draw a informative samples from the 8794 geo-referenced sheep farms of the Campania region (southern Italy). Parasitological data come from a first cross-sectional survey carried out to study the spatial distribution of selected helminths in sheep farms. A grid sampling was performed to select the farms for coprological examinations. Faecal samples were collected for 121 sheep farms and the presence of 21 different helminths were investigated using the FLOTAC technique. The 21 responses are very different in terms of geographical distribution and prevalence of infection. The observed prevalence range is from 0.83% to 96.69%. The distributions of the posterior predictive probabilities for all the 21 parasites are very heterogeneous. We show how the results of the Bayesian kriging model can be used to plan a second wave survey. Several alternatives can be chosen depending on the purposes of the second survey: weight by posterior predictive probabilities, their uncertainty or combining both information. The proposed Bayesian kriging model is simple, and the proposed samping strategy represents a useful tool to address targeted infection control treatments and surbveillance campaigns. It is easily extendable to other fields of research. Copyright © 2014 Elsevier B.V. All rights reserved.

Statistical Maps of Ground Magnetic Disturbance Derived from Global Geospace Models

NASA Astrophysics Data System (ADS)

Rigler, E. J.; Wiltberger, M. J.; Love, J. J.

2017-12-01

Electric currents in space are the principal driver of magnetic variations measured at Earth's surface. These in turn induce geoelectric fields that present a natural hazard for technological systems like high-voltage power distribution networks. Modern global geospace models can reasonably simulate large-scale geomagnetic response to solar wind variations, but they are less successful at deterministic predictions of intense localized geomagnetic activity that most impacts technological systems on the ground. Still, recent studies have shown that these models can accurately reproduce the spatial statistical distributions of geomagnetic activity, suggesting that their physics are largely correct. Since the magnetosphere is a largely externally driven system, most model-measurement discrepancies probably arise from uncertain boundary conditions. So, with realistic distributions of solar wind parameters to establish its boundary conditions, we use the Lyon-Fedder-Mobarry (LFM) geospace model to build a synthetic multivariate statistical model of gridded ground magnetic disturbance. From this, we analyze the spatial modes of geomagnetic response, regress on available measurements to fill in unsampled locations on the grid, and estimate the global probability distribution of extreme magnetic disturbance. The latter offers a prototype geomagnetic "hazard map", similar to those used to characterize better-known geophysical hazards like earthquakes and floods.

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

NASA Astrophysics Data System (ADS)

Baer, P.; Mastrandrea, M.

2006-12-01

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

Mixed and Mixture Regression Models for Continuous Bounded Responses Using the Beta Distribution

ERIC Educational Resources Information Center

Verkuilen, Jay; Smithson, Michael

2012-01-01

Doubly bounded continuous data are common in the social and behavioral sciences. Examples include judged probabilities, confidence ratings, derived proportions such as percent time on task, and bounded scale scores. Dependent variables of this kind are often difficult to analyze using normal theory models because their distributions may be quite…

Probabilistic seismic hazard in the San Francisco Bay area based on a simplified viscoelastic cycle model of fault interactions

USGS Publications Warehouse

Pollitz, F.F.; Schwartz, D.P.

2008-01-01

We construct a viscoelastic cycle model of plate boundary deformation that includes the effect of time-dependent interseismic strain accumulation, coseismic strain release, and viscoelastic relaxation of the substrate beneath the seismogenic crust. For a given fault system, time-averaged stress changes at any point (not on a fault) are constrained to zero; that is, kinematic consistency is enforced for the fault system. The dates of last rupture, mean recurrence times, and the slip distributions of the (assumed) repeating ruptures are key inputs into the viscoelastic cycle model. This simple formulation allows construction of stress evolution at all points in the plate boundary zone for purposes of probabilistic seismic hazard analysis (PSHA). Stress evolution is combined with a Coulomb failure stress threshold at representative points on the fault segments to estimate the times of their respective future ruptures. In our PSHA we consider uncertainties in a four-dimensional parameter space: the rupture peridocities, slip distributions, time of last earthquake (for prehistoric ruptures) and Coulomb failure stress thresholds. We apply this methodology to the San Francisco Bay region using a recently determined fault chronology of area faults. Assuming single-segment rupture scenarios, we find that fature rupture probabilities of area faults in the coming decades are the highest for the southern Hayward, Rodgers Creek, and northern Calaveras faults. This conclusion is qualitatively similar to that of Working Group on California Earthquake Probabilities, but the probabilities derived here are significantly higher. Given that fault rupture probabilities are highly model-dependent, no single model should be used to assess to time-dependent rupture probabilities. We suggest that several models, including the present one, be used in a comprehensive PSHA methodology, as was done by Working Group on California Earthquake Probabilities.

Continuous-time random-walk model for financial distributions

NASA Astrophysics Data System (ADS)

Masoliver, Jaume; Montero, Miquel; Weiss, George H.

2003-02-01

We apply the formalism of the continuous-time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time between successive jumps and the corresponding probability density for the magnitude of a jump. We have applied the formalism to data on the U.S. dollar deutsche mark future exchange, finding good agreement between theory and the observed data.

How might Model-based Probabilities Extracted from Imperfect Models Guide Rational Decisions: The Case for non-probabilistic odds

NASA Astrophysics Data System (ADS)

Smith, Leonard A.

2010-05-01

This contribution concerns "deep" or "second-order" uncertainty, such as the uncertainty in our probability forecasts themselves. It asks the question: "Is it rational to take (or offer) bets using model-based probabilities as if they were objective probabilities?" If not, what alternative approaches for determining odds, perhaps non-probabilistic odds, might prove useful in practice, given the fact we know our models are imperfect? We consider the case where the aim is to provide sustainable odds: not to produce a profit but merely to rationally expect to break even in the long run. In other words, to run a quantified risk of ruin that is relatively small. Thus the cooperative insurance schemes of coastal villages provide a more appropriate parallel than a casino. A "better" probability forecast would lead to lower premiums charged and less volatile fluctuations in the cash reserves of the village. Note that the Bayesian paradigm does not constrain one to interpret model distributions as subjective probabilities, unless one believes the model to be empirically adequate for the task at hand. In geophysics, this is rarely the case. When a probability forecast is interpreted as the objective probability of an event, the odds on that event can be easily computed as one divided by the probability of the event, and one need not favour taking either side of the wager. (Here we are using "odds-for" not "odds-to", the difference being whether of not the stake is returned; odds of one to one are equivalent to odds of two for one.) The critical question is how to compute sustainable odds based on information from imperfect models. We suggest that this breaks the symmetry between the odds-on an event and the odds-against it. While a probability distribution can always be translated into odds, interpreting the odds on a set of events might result in "implied-probabilities" that sum to more than one. And/or the set of odds may be incomplete, not covering all events. We ask whether or not probabilities based on imperfect models can be expected to yield probabilistic odds which are sustainable. Evidence is provided that suggest this is not the case. Even with very good models (good in an Root-Mean-Square sense), the risk of ruin of probabilistic odds is significantly higher than might be expected. Methods for constructing model-based non-probabilistic odds which are sustainable are discussed. The aim here is to be relevant to real world decision support, and so unrealistic assumptions of equal knowledge, equal compute power, or equal access to information are to be avoided. Finally, the use of non-probabilistic odds as a method for communicating deep uncertainty (uncertainty in a probability forecast itself) is discussed in the context of other methods, such as stating one's subjective probability that the models will prove inadequate in each particular instance (that is, the Probability of a "Big Surprise").

Analysis on flood generation processes by means of a continuous simulation model

NASA Astrophysics Data System (ADS)

Fiorentino, M.; Gioia, A.; Iacobellis, V.; Manfreda, S.

2006-03-01

In the present research, we exploited a continuous hydrological simulation to investigate on key variables responsible of flood peak formation. With this purpose, a distributed hydrological model (DREAM) is used in cascade with a rainfall generator (IRP-Iterated Random Pulse) to simulate a large number of extreme events providing insight into the main controls of flood generation mechanisms. Investigated variables are those used in theoretically derived probability distribution of floods based on the concept of partial contributing area (e.g. Iacobellis and Fiorentino, 2000). The continuous simulation model is used to investigate on the hydrological losses occurring during extreme events, the variability of the source area contributing to the flood peak and its lag-time. Results suggest interesting simplification for the theoretical probability distribution of floods according to the different climatic and geomorfologic environments. The study is applied to two basins located in Southern Italy with different climatic characteristics.

Universal characteristics of fractal fluctuations in prime number distribution

NASA Astrophysics Data System (ADS)

Selvam, A. M.

2014-11-01

The frequency of occurrence of prime numbers at unit number spacing intervals exhibits self-similar fractal fluctuations concomitant with inverse power law form for power spectrum generic to dynamical systems in nature such as fluid flows, stock market fluctuations and population dynamics. The physics of long-range correlations exhibited by fractals is not yet identified. A recently developed general systems theory visualizes the eddy continuum underlying fractals to result from the growth of large eddies as the integrated mean of enclosed small scale eddies, thereby generating a hierarchy of eddy circulations or an inter-connected network with associated long-range correlations. The model predictions are as follows: (1) The probability distribution and power spectrum of fractals follow the same inverse power law which is a function of the golden mean. The predicted inverse power law distribution is very close to the statistical normal distribution for fluctuations within two standard deviations from the mean of the distribution. (2) Fractals signify quantum-like chaos since variance spectrum represents probability density distribution, a characteristic of quantum systems such as electron or photon. (3) Fractal fluctuations of frequency distribution of prime numbers signify spontaneous organization of underlying continuum number field into the ordered pattern of the quasiperiodic Penrose tiling pattern. The model predictions are in agreement with the probability distributions and power spectra for different sets of frequency of occurrence of prime numbers at unit number interval for successive 1000 numbers. Prime numbers in the first 10 million numbers were used for the study.

Simulation of precipitation by weather pattern and frontal analysis

NASA Astrophysics Data System (ADS)

Wilby, Robert

1995-12-01

Daily rainfall from two sites in central and southern England was stratified according to the presence or absence of weather fronts and then cross-tabulated with the prevailing Lamb Weather Type (LWT). A semi-Markov chain model was developed for simulating daily sequences of LWTs from matrices of transition probabilities between weather types for the British Isles 1970-1990. Daily and annual rainfall distributions were then simulated from the prevailing LWTs using historic conditional probabilities for precipitation occurrence and frontal frequencies. When compared with a conventional rainfall generator the frontal model produced improved estimates of the overall size distribution of daily rainfall amounts and in particular the incidence of low-frequency high-magnitude totals. Further research is required to establish the contribution of individual frontal sub-classes to daily rainfall totals and of long-term fluctuations in frontal frequencies to conditional probabilities.

Modeling and mapping the probability of occurrence of invasive wild pigs across the contiguous United States.

PubMed

McClure, Meredith L; Burdett, Christopher L; Farnsworth, Matthew L; Lutman, Mark W; Theobald, David M; Riggs, Philip D; Grear, Daniel A; Miller, Ryan S

2015-01-01

Wild pigs (Sus scrofa), also known as wild swine, feral pigs, or feral hogs, are one of the most widespread and successful invasive species around the world. Wild pigs have been linked to extensive and costly agricultural damage and present a serious threat to plant and animal communities due to their rooting behavior and omnivorous diet. We modeled the current distribution of wild pigs in the United States to better understand the physiological and ecological factors that may determine their invasive potential and to guide future study and eradication efforts. Using national-scale wild pig occurrence data reported between 1982 and 2012 by wildlife management professionals, we estimated the probability of wild pig occurrence across the United States using a logistic discrimination function and environmental covariates hypothesized to influence the distribution of the species. Our results suggest the distribution of wild pigs in the U.S. was most strongly limited by cold temperatures and availability of water, and that they were most likely to occur where potential home ranges had higher habitat heterogeneity, providing access to multiple key resources including water, forage, and cover. High probability of occurrence was also associated with frequent high temperatures, up to a high threshold. However, this pattern is driven by pigs' historic distribution in warm climates of the southern U.S. Further study of pigs' ability to persist in cold northern climates is needed to better understand whether low temperatures actually limit their distribution. Our model highlights areas at risk of invasion as those with habitat conditions similar to those found in pigs' current range that are also near current populations. This study provides a macro-scale approach to generalist species distribution modeling that is applicable to other generalist and invasive species.

Forecasting the Rupture Directivity of Large Earthquakes: Centroid Bias of the Conditional Hypocenter Distribution

NASA Astrophysics Data System (ADS)

Donovan, J.; Jordan, T. H.

2012-12-01

Forecasting the rupture directivity of large earthquakes is an important problem in probabilistic seismic hazard analysis (PSHA), because directivity is known to strongly influence ground motions. We describe how rupture directivity can be forecast in terms of the "conditional hypocenter distribution" or CHD, defined to be the probability distribution of a hypocenter given the spatial distribution of moment release (fault slip). The simplest CHD is a uniform distribution, in which the hypocenter probability density equals the moment-release probability density. For rupture models in which the rupture velocity and rise time depend only on the local slip, the CHD completely specifies the distribution of the directivity parameter D, defined in terms of the degree-two polynomial moments of the source space-time function. This parameter, which is zero for a bilateral rupture and unity for a unilateral rupture, can be estimated from finite-source models or by the direct inversion of seismograms (McGuire et al., 2002). We compile D-values from published studies of 65 large earthquakes and show that these data are statistically inconsistent with the uniform CHD advocated by McGuire et al. (2002). Instead, the data indicate a "centroid biased" CHD, in which the expected distance between the hypocenter and the hypocentroid is less than that of a uniform CHD. In other words, the observed directivities appear to be closer to bilateral than predicted by this simple model. We discuss the implications of these results for rupture dynamics and fault-zone heterogeneities. We also explore their PSHA implications by modifying the CyberShake simulation-based hazard model for the Los Angeles region, which assumed a uniform CHD (Graves et al., 2011).

Landscape-scale distribution and density of raptor populations wintering in anthropogenic-dominated desert landscapes

USGS Publications Warehouse

Duerr, Adam E.; Miller, Tricia A.; Cornell Duerr, Kerri L; Lanzone, Michael J.; Fesnock, Amy; Katzner, Todd E.

2015-01-01

Anthropogenic development has great potential to affect fragile desert environments. Large-scale development of renewable energy infrastructure is planned for many desert ecosystems. Development plans should account for anthropogenic effects to distributions and abundance of rare or sensitive wildlife; however, baseline data on abundance and distribution of such wildlife are often lacking. We surveyed for predatory birds in the Sonoran and Mojave Deserts of southern California, USA, in an area designated for protection under the “Desert Renewable Energy Conservation Plan”, to determine how these birds are distributed across the landscape and how this distribution is affected by existing development. We developed species-specific models of resight probability to adjust estimates of abundance and density of each individual common species. Second, we developed combined-species models of resight probability for common and rare species so that we could make use of sparse data on the latter. We determined that many common species, such as red-tailed hawks, loggerhead shrikes, and especially common ravens, are associated with human development and likely subsidized by human activity. Species-specific and combined-species models of resight probability performed similarly, although the former model type provided higher quality information. Comparing abundance estimates with past surveys in the Mojave Desert suggests numbers of predatory birds associated with human development have increased while other sensitive species not associated with development have decreased. This approach gave us information beyond what we would have collected by focusing either on common or rare species, thus it provides a low-cost framework for others conducting surveys in similar desert environments outside of California.

Gravity dual for a model of perception

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

Nakayama, Yu, E-mail: nakayama@berkeley.edu

2011-01-15

One of the salient features of human perception is its invariance under dilatation in addition to the Euclidean group, but its non-invariance under special conformal transformation. We investigate a holographic approach to the information processing in image discrimination with this feature. We claim that a strongly coupled analogue of the statistical model proposed by Bialek and Zee can be holographically realized in scale invariant but non-conformal Euclidean geometries. We identify the Bayesian probability distribution of our generalized Bialek-Zee model with the GKPW partition function of the dual gravitational system. We provide a concrete example of the geometric configuration based onmore » a vector condensation model coupled with the Euclidean Einstein-Hilbert action. From the proposed geometry, we study sample correlation functions to compute the Bayesian probability distribution.« less

Influence of distributed delays on the dynamics of a generalized immune system cancerous cells interactions model

NASA Astrophysics Data System (ADS)

Piotrowska, M. J.; Bodnar, M.

2018-01-01

We present a generalisation of the mathematical models describing the interactions between the immune system and tumour cells which takes into account distributed time delays. For the analytical study we do not assume any particular form of the stimulus function describing the immune system reaction to presence of tumour cells but we only postulate its general properties. We analyse basic mathematical properties of the considered model such as existence and uniqueness of the solutions. Next, we discuss the existence of the stationary solutions and analytically investigate their stability depending on the forms of considered probability densities that is: Erlang, triangular and uniform probability densities separated or not from zero. Particular instability results are obtained for a general type of probability densities. Our results are compared with those for the model with discrete delays know from the literature. In addition, for each considered type of probability density, the model is fitted to the experimental data for the mice B-cell lymphoma showing mean square errors at the same comparable level. For estimated sets of parameters we discuss possibility of stabilisation of the tumour dormant steady state. Instability of this steady state results in uncontrolled tumour growth. In order to perform numerical simulation, following the idea of linear chain trick, we derive numerical procedures that allow us to solve systems with considered probability densities using standard algorithm for ordinary differential equations or differential equations with discrete delays.

Characterization of autoregressive processes using entropic quantifiers

NASA Astrophysics Data System (ADS)

Traversaro, Francisco; Redelico, Francisco O.

2018-01-01

The aim of the contribution is to introduce a novel information plane, the causal-amplitude informational plane. As previous works seems to indicate, Bandt and Pompe methodology for estimating entropy does not allow to distinguish between probability distributions which could be fundamental for simulation or for probability analysis purposes. Once a time series is identified as stochastic by the causal complexity-entropy informational plane, the novel causal-amplitude gives a deeper understanding of the time series, quantifying both, the autocorrelation strength and the probability distribution of the data extracted from the generating processes. Two examples are presented, one from climate change model and the other from financial markets.

Forecasting the duration of volcanic eruptions: an empirical probabilistic model

NASA Astrophysics Data System (ADS)

Gunn, L. S.; Blake, S.; Jones, M. C.; Rymer, H.

2014-01-01

The ability to forecast future volcanic eruption durations would greatly benefit emergency response planning prior to and during a volcanic crises. This paper introduces a probabilistic model to forecast the duration of future and on-going eruptions. The model fits theoretical distributions to observed duration data and relies on past eruptions being a good indicator of future activity. A dataset of historical Mt. Etna flank eruptions is presented and used to demonstrate the model. The data have been compiled through critical examination of existing literature along with careful consideration of uncertainties on reported eruption start and end dates between the years 1300 AD and 2010. Data following 1600 is considered to be reliable and free of reporting biases. The distribution of eruption duration between the years 1600 and 1669 is found to be statistically different from that following it and the forecasting model is run on two datasets of Mt. Etna flank eruption durations: 1600-2010 and 1670-2010. Each dataset is modelled using a log-logistic distribution with parameter values found by maximum likelihood estimation. Survivor function statistics are applied to the model distributions to forecast (a) the probability of an eruption exceeding a given duration, (b) the probability of an eruption that has already lasted a particular number of days exceeding a given total duration and (c) the duration with a given probability of being exceeded. Results show that excluding the 1600-1670 data has little effect on the forecasting model result, especially where short durations are involved. By assigning the terms `likely' and `unlikely' to probabilities of 66 % or more and 33 % or less, respectively, the forecasting model based on the 1600-2010 dataset indicates that a future flank eruption on Mt. Etna would be likely to exceed 20 days (± 7 days) but unlikely to exceed 86 days (± 29 days). This approach can easily be adapted for use on other highly active, well-documented volcanoes or for different duration data such as the duration of explosive episodes or the duration of repose periods between eruptions.

Steady-state distributions of probability fluxes on complex networks

NASA Astrophysics Data System (ADS)

Chełminiak, Przemysław; Kurzyński, Michał

2017-02-01

We consider a simple model of the Markovian stochastic dynamics on complex networks to examine the statistical properties of the probability fluxes. The additional transition, called hereafter a gate, powered by the external constant force breaks a detailed balance in the network. We argue, using a theoretical approach and numerical simulations, that the stationary distributions of the probability fluxes emergent under such conditions converge to the Gaussian distribution. By virtue of the stationary fluctuation theorem, its standard deviation depends directly on the square root of the mean flux. In turn, the nonlinear relation between the mean flux and the external force, which provides the key result of the present study, allows us to calculate the two parameters that entirely characterize the Gaussian distribution of the probability fluxes both close to as well as far from the equilibrium state. Also, the other effects that modify these parameters, such as the addition of shortcuts to the tree-like network, the extension and configuration of the gate and a change in the network size studied by means of computer simulations are widely discussed in terms of the rigorous theoretical predictions.

Role of conviction in nonequilibrium models of opinion formation

NASA Astrophysics Data System (ADS)

Crokidakis, Nuno; Anteneodo, Celia

2012-12-01

We analyze the critical behavior of a class of discrete opinion models in the presence of disorder. Within this class, each agent opinion takes a discrete value (±1 or 0) and its time evolution is ruled by two terms, one representing agent-agent interactions and the other the degree of conviction or persuasion (a self-interaction). The mean-field limit, where each agent can interact evenly with any other, is considered. Disorder is introduced in the strength of both interactions, with either quenched or annealed random variables. With probability p (1-p), a pairwise interaction reflects a negative (positive) coupling, while the degree of conviction also follows a binary probability distribution (two different discrete probability distributions are considered). Numerical simulations show that a nonequilibrium continuous phase transition, from a disordered state to a state with a prevailing opinion, occurs at a critical point pc that depends on the distribution of the convictions, with the transition being spoiled in some cases. We also show how the critical line, for each model, is affected by the update scheme (either parallel or sequential) as well as by the kind of disorder (either quenched or annealed).

Transmission characteristics of Bessel-Gaussian vortex beams propagating along both longitudinal and transverse directions in a subway tunnel

NASA Astrophysics Data System (ADS)

Wang, Xiaohui; Song, Yingxiong

2018-02-01

By exploiting the non-Kolmogorov model and Rytov approximation theory, a propagation model of Bessel-Gaussian vortex beams (BGVB) propagating in a subway tunnel is derived. Based on the propagation model, a model of orbital angular momentum (OAM) mode probability distribution is established to evaluate the propagation performance when the beam propagates along both longitudinal and transverse directions in the subway tunnel. By numerical simulations and experimental verifications, the influences of the various parameters of BGVB and turbulence on the OAM mode probability distribution are evaluated, and the results of simulations are consistent with the experimental statistics. The results verify that the middle area of turbulence is more beneficial for the vortex beam propagation than the edge; when the BGVB propagates along the longitudinal direction in the subway tunnel, the effects of turbulence on the OAM mode probability distribution can be decreased by selecting a larger anisotropy parameter, smaller coherence length, larger non-Kolmogorov power spectrum coefficient, smaller topological charge number, deeper subway tunnel, lower train speed, and longer wavelength. When the BGVB propagates along the transverse direction, the influences can be also mitigated by adopting a larger topological charge number, less non-Kolmogorov power spectrum coefficient, smaller refractive structure index, shorter wavelength, and shorter propagation distance.

Statistical Inference in Graphical Models

DTIC Science & Technology

2008-06-17

fuse probability theory and graph theory in such a way as to permit efficient rep- resentation and computation with probability distributions. They...message passing. 59 viii 1. INTRODUCTION In approaching real-world problems, we often need to deal with uncertainty. Probability and statis- tics provide a...dynamic programming methods. However, for many sensors of interest, the signal-to-noise ratio does not allow such a treatment. Another source of

Spacing distribution functions for 1D point island model with irreversible attachment

NASA Astrophysics Data System (ADS)

Gonzalez, Diego; Einstein, Theodore; Pimpinelli, Alberto

2011-03-01

We study the configurational structure of the point island model for epitaxial growth in one dimension. In particular, we calculate the island gap and capture zone distributions. Our model is based on an approximate description of nucleation inside the gaps. Nucleation is described by the joint probability density p xy n (x,y), which represents the probability density to have nucleation at position x within a gap of size y. Our proposed functional form for p xy n (x,y) describes excellently the statistical behavior of the system. We compare our analytical model with extensive numerical simulations. Our model retains the most relevant physical properties of the system. This work was supported by the NSF-MRSEC at the University of Maryland, Grant No. DMR 05-20471, with ancillary support from the Center for Nanophysics and Advanced Materials (CNAM).

Modeling of magnitude distributions by the generalized truncated exponential distribution

NASA Astrophysics Data System (ADS)

Raschke, Mathias

2015-01-01

The probability distribution of the magnitude can be modeled by an exponential distribution according to the Gutenberg-Richter relation. Two alternatives are the truncated exponential distribution (TED) and the cutoff exponential distribution (CED). The TED is frequently used in seismic hazard analysis although it has a weak point: when two TEDs with equal parameters except the upper bound magnitude are mixed, then the resulting distribution is not a TED. Inversely, it is also not possible to split a TED of a seismic region into TEDs of subregions with equal parameters except the upper bound magnitude. This weakness is a principal problem as seismic regions are constructed scientific objects and not natural units. We overcome it by the generalization of the abovementioned exponential distributions: the generalized truncated exponential distribution (GTED). Therein, identical exponential distributions are mixed by the probability distribution of the correct cutoff points. This distribution model is flexible in the vicinity of the upper bound magnitude and is equal to the exponential distribution for smaller magnitudes. Additionally, the exponential distributions TED and CED are special cases of the GTED. We discuss the possible ways of estimating its parameters and introduce the normalized spacing for this purpose. Furthermore, we present methods for geographic aggregation and differentiation of the GTED and demonstrate the potential and universality of our simple approach by applying it to empirical data. The considerable improvement by the GTED in contrast to the TED is indicated by a large difference between the corresponding values of the Akaike information criterion.

A Financial Market Model Incorporating Herd Behaviour

PubMed Central

2016-01-01

Herd behaviour in financial markets is a recurring phenomenon that exacerbates asset price volatility, and is considered a possible contributor to market fragility. While numerous studies investigate herd behaviour in financial markets, it is often considered without reference to the pricing of financial instruments or other market dynamics. Here, a trader interaction model based upon informational cascades in the presence of information thresholds is used to construct a new model of asset price returns that allows for both quiescent and herd-like regimes. Agent interaction is modelled using a stochastic pulse-coupled network, parametrised by information thresholds and a network coupling probability. Agents may possess either one or two information thresholds that, in each case, determine the number of distinct states an agent may occupy before trading takes place. In the case where agents possess two thresholds (labelled as the finite state-space model, corresponding to agents’ accumulating information over a bounded state-space), and where coupling strength is maximal, an asymptotic expression for the cascade-size probability is derived and shown to follow a power law when a critical value of network coupling probability is attained. For a range of model parameters, a mixture of negative binomial distributions is used to approximate the cascade-size distribution. This approximation is subsequently used to express the volatility of model price returns in terms of the model parameter which controls the network coupling probability. In the case where agents possess a single pulse-coupling threshold (labelled as the semi-infinite state-space model corresponding to agents’ accumulating information over an unbounded state-space), numerical evidence is presented that demonstrates volatility clustering and long-memory patterns in the volatility of asset returns. Finally, output from the model is compared to both the distribution of historical stock returns and the market price of an equity index option. PMID:27007236

Development of a Random Field Model for Gas Plume Detection in Multiple LWIR Images.

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

Heasler, Patrick G.

This report develops a random field model that describes gas plumes in LWIR remote sensing images. The random field model serves as a prior distribution that can be combined with LWIR data to produce a posterior that determines the probability that a gas plume exists in the scene and also maps the most probable location of any plume. The random field model is intended to work with a single pixel regression estimator--a regression model that estimates gas concentration on an individual pixel basis.

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Semiparametric Bayesian classification with longitudinal markers

PubMed Central

De la Cruz-Mesía, Rolando; Quintana, Fernando A.; Müller, Peter

2013-01-01

Summary We analyse data from a study involving 173 pregnant women. The data are observed values of the β human chorionic gonadotropin hormone measured during the first 80 days of gestational age, including from one up to six longitudinal responses for each woman. The main objective in this study is to predict normal versus abnormal pregnancy outcomes from data that are available at the early stages of pregnancy. We achieve the desired classification with a semiparametric hierarchical model. Specifically, we consider a Dirichlet process mixture prior for the distribution of the random effects in each group. The unknown random-effects distributions are allowed to vary across groups but are made dependent by using a design vector to select different features of a single underlying random probability measure. The resulting model is an extension of the dependent Dirichlet process model, with an additional probability model for group classification. The model is shown to perform better than an alternative model which is based on independent Dirichlet processes for the groups. Relevant posterior distributions are summarized by using Markov chain Monte Carlo methods. PMID:24368871

Tree Biomass Estimation of Chinese fir (Cunninghamia lanceolata) Based on Bayesian Method

PubMed Central

Zhang, Jianguo

2013-01-01

Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.) is the most important conifer species for timber production with huge distribution area in southern China. Accurate estimation of biomass is required for accounting and monitoring Chinese forest carbon stocking. In the study, allometric equation was used to analyze tree biomass of Chinese fir. The common methods for estimating allometric model have taken the classical approach based on the frequency interpretation of probability. However, many different biotic and abiotic factors introduce variability in Chinese fir biomass model, suggesting that parameters of biomass model are better represented by probability distributions rather than fixed values as classical method. To deal with the problem, Bayesian method was used for estimating Chinese fir biomass model. In the Bayesian framework, two priors were introduced: non-informative priors and informative priors. For informative priors, 32 biomass equations of Chinese fir were collected from published literature in the paper. The parameter distributions from published literature were regarded as prior distributions in Bayesian model for estimating Chinese fir biomass. Therefore, the Bayesian method with informative priors was better than non-informative priors and classical method, which provides a reasonable method for estimating Chinese fir biomass. PMID:24278198

Tree biomass estimation of Chinese fir (Cunninghamia lanceolata) based on Bayesian method.

PubMed

Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo

2013-01-01

Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.) is the most important conifer species for timber production with huge distribution area in southern China. Accurate estimation of biomass is required for accounting and monitoring Chinese forest carbon stocking. In the study, allometric equation W = a(D2H)b was used to analyze tree biomass of Chinese fir. The common methods for estimating allometric model have taken the classical approach based on the frequency interpretation of probability. However, many different biotic and abiotic factors introduce variability in Chinese fir biomass model, suggesting that parameters of biomass model are better represented by probability distributions rather than fixed values as classical method. To deal with the problem, Bayesian method was used for estimating Chinese fir biomass model. In the Bayesian framework, two priors were introduced: non-informative priors and informative priors. For informative priors, 32 biomass equations of Chinese fir were collected from published literature in the paper. The parameter distributions from published literature were regarded as prior distributions in Bayesian model for estimating Chinese fir biomass. Therefore, the Bayesian method with informative priors was better than non-informative priors and classical method, which provides a reasonable method for estimating Chinese fir biomass.

Distribution of rain height over subtropical region: Durban, South Africa for satellite communication systems

NASA Astrophysics Data System (ADS)

Olurotimi, E. O.; Sokoya, O.; Ojo, J. S.; Owolawi, P. A.

2018-03-01

Rain height is one of the significant parameters for prediction of rain attenuation for Earth-space telecommunication links, especially those operating at frequencies above 10 GHz. This study examines Three-parameter Dagum distribution of the rain height over Durban, South Africa. 5-year data were used to study the monthly, seasonal, and annual variations using the parameters estimated by the maximum likelihood of the distribution. The performance estimation of the distribution was determined using the statistical goodness of fit. Three-parameter Dagum distribution shows an appropriate distribution for the modeling of rain height over Durban with the Root Mean Square Error of 0.26. Also, the shape and scale parameters for the distribution show a wide variation. The probability exceedance of time for 0.01% indicates the high probability of rain attenuation at higher frequencies.

Characterization of Cloud Water-Content Distribution

NASA Technical Reports Server (NTRS)

Lee, Seungwon

2010-01-01

The development of realistic cloud parameterizations for climate models requires accurate characterizations of subgrid distributions of thermodynamic variables. To this end, a software tool was developed to characterize cloud water-content distributions in climate-model sub-grid scales. This software characterizes distributions of cloud water content with respect to cloud phase, cloud type, precipitation occurrence, and geo-location using CloudSat radar measurements. It uses a statistical method called maximum likelihood estimation to estimate the probability density function of the cloud water content.

Technology Development Risk Assessment for Space Transportation Systems

NASA Technical Reports Server (NTRS)

Mathias, Donovan L.; Godsell, Aga M.; Go, Susie

2006-01-01

A new approach for assessing development risk associated with technology development projects is presented. The method represents technology evolution in terms of sector-specific discrete development stages. A Monte Carlo simulation is used to generate development probability distributions based on statistical models of the discrete transitions. Development risk is derived from the resulting probability distributions and specific program requirements. Two sample cases are discussed to illustrate the approach, a single rocket engine development and a three-technology space transportation portfolio.

A Compendium of Wind Statistics and Models for the NASA Space Shuttle and Other Aerospace Vehicle Programs

NASA Technical Reports Server (NTRS)

Smith, O. E.; Adelfang, S. I.

1998-01-01

The wind profile with all of its variations with respect to altitude has been, is now, and will continue to be important for aerospace vehicle design and operations. Wind profile databases and models are used for the vehicle ascent flight design for structural wind loading, flight control systems, performance analysis, and launch operations. This report presents the evolution of wind statistics and wind models from the empirical scalar wind profile model established for the Saturn Program through the development of the vector wind profile model used for the Space Shuttle design to the variations of this wind modeling concept for the X-33 program. Because wind is a vector quantity, the vector wind models use the rigorous mathematical probability properties of the multivariate normal probability distribution. When the vehicle ascent steering commands (ascent guidance) are wind biased to the wind profile measured on the day-of-launch, ascent structural wind loads are reduced and launch probability is increased. This wind load alleviation technique is recommended in the initial phase of vehicle development. The vehicle must fly through the largest load allowable versus altitude to achieve its mission. The Gumbel extreme value probability distribution is used to obtain the probability of exceeding (or not exceeding) the load allowable. The time conditional probability function is derived from the Gumbel bivariate extreme value distribution. This time conditional function is used for calculation of wind loads persistence increments using 3.5-hour Jimsphere wind pairs. These increments are used to protect the commit-to-launch decision. Other topics presented include the Shuttle Shuttle load-response to smoothed wind profiles, a new gust model, and advancements in wind profile measuring systems. From the lessons learned and knowledge gained from past vehicle programs, the development of future launch vehicles can be accelerated. However, new vehicle programs by their very nature will require specialized support for new databases and analyses for wind, atmospheric parameters (pressure, temperature, and density versus altitude), and weather. It is for this reason that project managers are encouraged to collaborate with natural environment specialists early in the conceptual design phase. Such action will give the lead time necessary to meet the natural environment design and operational requirements, and thus, reduce development costs.

Derived distribution of floods based on the concept of partial area coverage with a climatic appeal

NASA Astrophysics Data System (ADS)

Iacobellis, Vito; Fiorentino, Mauro

2000-02-01

A new rationale for deriving the probability distribution of floods and help in understanding the physical processes underlying the distribution itself is presented. On the basis of this a model that presents a number of new assumptions is developed. The basic ideas are as follows: (1) The peak direct streamflow Q can always be expressed as the product of two random variates, namely, the average runoff per unit area ua and the peak contributing area a; (2) the distribution of ua conditional on a can be related to that of the rainfall depth occurring in a duration equal to a characteristic response time тa of the contributing part of the basin; and (3) тa is assumed to vary with a according to a power law. Consequently, the probability density function of Q can be found as the integral, over the total basin area A of that of a times the density function of ua given a. It is suggested that ua can be expressed as a fraction of the excess rainfall and that the annual flood distribution can be related to that of Q by the hypothesis that the flood occurrence process is Poissonian. In the proposed model it is assumed, as an exploratory attempt, that a and ua are gamma and Weibull distributed, respectively. The model was applied to the annual flood series of eight gauged basins in Basilicata (southern Italy) with catchment areas ranging from 40 to 1600 km2. The results showed strong physical consistence as the parameters tended to assume values in good agreement with well-consolidated geomorphologic knowledge and suggested a new key to understanding the climatic control of the probability distribution of floods.

Chronology of Postglacial Eruptive Activity and Calculation of Eruption Probabilities for Medicine Lake Volcano, Northern California

USGS Publications Warehouse

Nathenson, Manuel; Donnelly-Nolan, Julie M.; Champion, Duane E.; Lowenstern, Jacob B.

2007-01-01

Medicine Lake volcano has had 4 eruptive episodes in its postglacial history (since 13,000 years ago) comprising 16 eruptions. Time intervals between events within the episodes are relatively short, whereas time intervals between the episodes are much longer. An updated radiocarbon chronology for these eruptions is presented that uses paleomagnetic data to constrain the choice of calibrated ages. This chronology is used with exponential, Weibull, and mixed-exponential probability distributions to model the data for time intervals between eruptions. The mixed exponential distribution is the best match to the data and provides estimates for the conditional probability of a future eruption given the time since the last eruption. The probability of an eruption at Medicine Lake volcano in the next year from today is 0.00028.

The influence of coarse-scale environmental features on current and predicted future distributions of narrow-range endemic crayfish populations

USGS Publications Warehouse

Dyer, Joseph J.; Brewer, Shannon K.; Worthington, Thomas A.; Bergey, Elizabeth A.

2013-01-01

1.A major limitation to effective management of narrow-range crayfish populations is the paucity of information on the spatial distribution of crayfish species and a general understanding of the interacting environmental variables that drive current and future potential distributional patterns. 2.Maximum Entropy Species Distribution Modeling Software (MaxEnt) was used to predict the current and future potential distributions of four endemic crayfish species in the Ouachita Mountains. Current distributions were modelled using climate, geology, soils, land use, landform and flow variables thought to be important to lotic crayfish. Potential changes in the distribution were forecast by using models trained on current conditions and projecting onto the landscape predicted under climate-change scenarios. 3.The modelled distribution of the four species closely resembled the perceived distribution of each species but also predicted populations in streams and catchments where they had not previously been collected. Soils, elevation and winter precipitation and temperature most strongly related to current distributions and represented 6587% of the predictive power of the models. Model accuracy was high for all models, and model predictions of new populations were verified through additional field sampling. 4.Current models created using two spatial resolutions (1 and 4.5km2) showed that fine-resolution data more accurately represented current distributions. For three of the four species, the 1-km2 resolution models resulted in more conservative predictions. However, the modelled distributional extent of Orconectes leptogonopodus was similar regardless of data resolution. Field validations indicated 1-km2 resolution models were more accurate than 4.5-km2 resolution models. 5.Future projected (4.5-km2 resolution models) model distributions indicated three of the four endemic species would have truncated ranges with low occurrence probabilities under the low-emission scenario, whereas two of four species would be severely restricted in range under moderatehigh emissions. Discrepancies in the two emission scenarios probably relate to the exclusion of behavioural adaptations from species-distribution models. 6.These model predictions illustrate possible impacts of climate change on narrow-range endemic crayfish populations. The predictions do not account for biotic interactions, migration, local habitat conditions or species adaptation. However, we identified the constraining landscape features acting on these populations that provide a framework for addressing habitat needs at a fine scale and developing targeted and systematic monitoring programmes.

Self-organizing behavior in a lattice model for co-evolution of virus and immune systems

NASA Astrophysics Data System (ADS)

Izmailian, N. Sh.; Papoyan, Vl. V.; Priezzhev, V. B.; Hu, Chin-Kun

2007-04-01

We propose a lattice model for the co-evolution of a virus population and an adaptive immune system. We show that, under some natural assumptions, both probability distribution of the virus population and the distribution of activity of the immune system tend during the evolution to a self-organized critical state.

Protein single-model quality assessment by feature-based probability density functions.

PubMed

Cao, Renzhi; Cheng, Jianlin

2016-04-04

Protein quality assessment (QA) has played an important role in protein structure prediction. We developed a novel single-model quality assessment method-Qprob. Qprob calculates the absolute error for each protein feature value against the true quality scores (i.e. GDT-TS scores) of protein structural models, and uses them to estimate its probability density distribution for quality assessment. Qprob has been blindly tested on the 11th Critical Assessment of Techniques for Protein Structure Prediction (CASP11) as MULTICOM-NOVEL server. The official CASP result shows that Qprob ranks as one of the top single-model QA methods. In addition, Qprob makes contributions to our protein tertiary structure predictor MULTICOM, which is officially ranked 3rd out of 143 predictors. The good performance shows that Qprob is good at assessing the quality of models of hard targets. These results demonstrate that this new probability density distribution based method is effective for protein single-model quality assessment and is useful for protein structure prediction. The webserver of Qprob is available at: http://calla.rnet.missouri.edu/qprob/. The software is now freely available in the web server of Qprob.

A Simple Method for Estimating Informative Node Age Priors for the Fossil Calibration of Molecular Divergence Time Analyses

PubMed Central

Nowak, Michael D.; Smith, Andrew B.; Simpson, Carl; Zwickl, Derrick J.

2013-01-01

Molecular divergence time analyses often rely on the age of fossil lineages to calibrate node age estimates. Most divergence time analyses are now performed in a Bayesian framework, where fossil calibrations are incorporated as parametric prior probabilities on node ages. It is widely accepted that an ideal parameterization of such node age prior probabilities should be based on a comprehensive analysis of the fossil record of the clade of interest, but there is currently no generally applicable approach for calculating such informative priors. We provide here a simple and easily implemented method that employs fossil data to estimate the likely amount of missing history prior to the oldest fossil occurrence of a clade, which can be used to fit an informative parametric prior probability distribution on a node age. Specifically, our method uses the extant diversity and the stratigraphic distribution of fossil lineages confidently assigned to a clade to fit a branching model of lineage diversification. Conditioning this on a simple model of fossil preservation, we estimate the likely amount of missing history prior to the oldest fossil occurrence of a clade. The likelihood surface of missing history can then be translated into a parametric prior probability distribution on the age of the clade of interest. We show that the method performs well with simulated fossil distribution data, but that the likelihood surface of missing history can at times be too complex for the distribution-fitting algorithm employed by our software tool. An empirical example of the application of our method is performed to estimate echinoid node ages. A simulation-based sensitivity analysis using the echinoid data set shows that node age prior distributions estimated under poor preservation rates are significantly less informative than those estimated under high preservation rates. PMID:23755303

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

PubMed

Zhang, Kejiang; Achari, Gopal; Li, Hua

2009-11-03

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

Probability distribution of extreme share returns in Malaysia

NASA Astrophysics Data System (ADS)

Zin, Wan Zawiah Wan; Safari, Muhammad Aslam Mohd; Jaaman, Saiful Hafizah; Yie, Wendy Ling Shin

2014-09-01

The objective of this study is to investigate the suitable probability distribution to model the extreme share returns in Malaysia. To achieve this, weekly and monthly maximum daily share returns are derived from share prices data obtained from Bursa Malaysia over the period of 2000 to 2012. The study starts with summary statistics of the data which will provide a clue on the likely candidates for the best fitting distribution. Next, the suitability of six extreme value distributions, namely the Gumbel, Generalized Extreme Value (GEV), Generalized Logistic (GLO) and Generalized Pareto (GPA), the Lognormal (GNO) and the Pearson (PE3) distributions are evaluated. The method of L-moments is used in parameter estimation. Based on several goodness of fit tests and L-moment diagram test, the Generalized Pareto distribution and the Pearson distribution are found to be the best fitted distribution to represent the weekly and monthly maximum share returns in Malaysia stock market during the studied period, respectively.

Knock probability estimation through an in-cylinder temperature model with exogenous noise

NASA Astrophysics Data System (ADS)

Bares, P.; Selmanaj, D.; Guardiola, C.; Onder, C.

2018-01-01

This paper presents a new knock model which combines a deterministic knock model based on the in-cylinder temperature and an exogenous noise disturbing this temperature. The autoignition of the end-gas is modelled by an Arrhenius-like function and the knock probability is estimated by propagating a virtual error probability distribution. Results show that the random nature of knock can be explained by uncertainties at the in-cylinder temperature estimation. The model only has one parameter for calibration and thus can be easily adapted online. In order to reduce the measurement uncertainties associated with the air mass flow sensor, the trapped mass is derived from the in-cylinder pressure resonance, which improves the knock probability estimation and reduces the number of sensors needed for the model. A four stroke SI engine was used for model validation. By varying the intake temperature, the engine speed, the injected fuel mass, and the spark advance, specific tests were conducted, which furnished data with various knock intensities and probabilities. The new model is able to predict the knock probability within a sufficient range at various operating conditions. The trapped mass obtained by the acoustical model was compared in steady conditions by using a fuel balance and a lambda sensor and differences below 1 % were found.

Slip-Size Distribution and Self-Organized Criticality in Block-Spring Models with Quenched Randomness

NASA Astrophysics Data System (ADS)

Sakaguchi, Hidetsugu; Kadowaki, Shuntaro

2017-07-01

We study slowly pulling block-spring models in random media. Second-order phase transitions exist in a model pulled by a constant force in the case of velocity-strengthening friction. If external forces are slowly increased, nearly critical states are self-organized. Slips of various sizes occur, and the probability distributions of slip size roughly obey power laws. The exponent is close to that in the quenched Edwards-Wilkinson model. Furthermore, the slip-size distributions are investigated in cases of Coulomb friction, velocity-weakening friction, and two-dimensional block-spring models.

Estimating true human and animal host source contribution in quantitative microbial source tracking using the Monte Carlo method.

PubMed

Wang, Dan; Silkie, Sarah S; Nelson, Kara L; Wuertz, Stefan

2010-09-01

Cultivation- and library-independent, quantitative PCR-based methods have become the method of choice in microbial source tracking. However, these qPCR assays are not 100% specific and sensitive for the target sequence in their respective hosts' genome. The factors that can lead to false positive and false negative information in qPCR results are well defined. It is highly desirable to have a way of removing such false information to estimate the true concentration of host-specific genetic markers and help guide the interpretation of environmental monitoring studies. Here we propose a statistical model based on the Law of Total Probability to predict the true concentration of these markers. The distributions of the probabilities of obtaining false information are estimated from representative fecal samples of known origin. Measurement error is derived from the sample precision error of replicated qPCR reactions. Then, the Monte Carlo method is applied to sample from these distributions of probabilities and measurement error. The set of equations given by the Law of Total Probability allows one to calculate the distribution of true concentrations, from which their expected value, confidence interval and other statistical characteristics can be easily evaluated. The output distributions of predicted true concentrations can then be used as input to watershed-wide total maximum daily load determinations, quantitative microbial risk assessment and other environmental models. This model was validated by both statistical simulations and real world samples. It was able to correct the intrinsic false information associated with qPCR assays and output the distribution of true concentrations of Bacteroidales for each animal host group. Model performance was strongly affected by the precision error. It could perform reliably and precisely when the standard deviation of the precision error was small (≤ 0.1). Further improvement on the precision of sample processing and qPCR reaction would greatly improve the performance of the model. This methodology, built upon Bacteroidales assays, is readily transferable to any other microbial source indicator where a universal assay for fecal sources of that indicator exists. Copyright © 2010 Elsevier Ltd. All rights reserved.

A Monte Carlo study of fluorescence generation probability in a two-layered tissue model

NASA Astrophysics Data System (ADS)

Milej, Daniel; Gerega, Anna; Wabnitz, Heidrun; Liebert, Adam

2014-03-01

It was recently reported that the time-resolved measurement of diffuse reflectance and/or fluorescence during injection of an optical contrast agent may constitute a basis for a technique to assess cerebral perfusion. In this paper, we present results of Monte Carlo simulations of the propagation of excitation photons and tracking of fluorescence photons in a two-layered tissue model mimicking intra- and extracerebral tissue compartments. Spatial 3D distributions of the probability that the photons were converted from excitation to emission wavelength in a defined voxel of the medium (generation probability) during their travel between source and detector were obtained for different optical properties in intra- and extracerebral tissue compartments. It was noted that the spatial distribution of the generation probability depends on the distribution of the fluorophore in the medium and is influenced by the absorption of the medium and of the fluorophore at excitation and emission wavelengths. Simulations were also carried out for realistic time courses of the dye concentration in both layers. The results of the study show that the knowledge of the absorption properties of the medium at excitation and emission wavelengths is essential for the interpretation of the time-resolved fluorescence signals measured on the surface of the head.

Probability and Statistics in Sensor Performance Modeling

DTIC Science & Technology

2010-12-01

language software program is called Environmental Awareness for Sensor and Emitter Employment. Some important numerical issues in the implementation...3 Statistical analysis for measuring sensor performance...complementary cumulative distribution function cdf cumulative distribution function DST decision-support tool EASEE Environmental Awareness of

Effects of ignition location models on the burn patterns of simulated wildfires

USGS Publications Warehouse

Bar-Massada, A.; Syphard, A.D.; Hawbaker, T.J.; Stewart, S.I.; Radeloff, V.C.

2011-01-01

Fire simulation studies that use models such as FARSITE often assume that ignition locations are distributed randomly, because spatially explicit information about actual ignition locations are difficult to obtain. However, many studies show that the spatial distribution of ignition locations, whether human-caused or natural, is non-random. Thus, predictions from fire simulations based on random ignitions may be unrealistic. However, the extent to which the assumption of ignition location affects the predictions of fire simulation models has never been systematically explored. Our goal was to assess the difference in fire simulations that are based on random versus non-random ignition location patterns. We conducted four sets of 6000 FARSITE simulations for the Santa Monica Mountains in California to quantify the influence of random and non-random ignition locations and normal and extreme weather conditions on fire size distributions and spatial patterns of burn probability. Under extreme weather conditions, fires were significantly larger for non-random ignitions compared to random ignitions (mean area of 344.5 ha and 230.1 ha, respectively), but burn probability maps were highly correlated (r = 0.83). Under normal weather, random ignitions produced significantly larger fires than non-random ignitions (17.5 ha and 13.3 ha, respectively), and the spatial correlations between burn probability maps were not high (r = 0.54), though the difference in the average burn probability was small. The results of the study suggest that the location of ignitions used in fire simulation models may substantially influence the spatial predictions of fire spread patterns. However, the spatial bias introduced by using a random ignition location model may be minimized if the fire simulations are conducted under extreme weather conditions when fire spread is greatest. ?? 2010 Elsevier Ltd.

A Mathematical Modelling Approach to One-Day Cricket Batting Orders

PubMed Central

Bukiet, Bruce; Ovens, Matthews

2006-01-01

While scoring strategies and player performance in cricket have been studied, there has been little published work about the influence of batting order with respect to One-Day cricket. We apply a mathematical modelling approach to compute efficiently the expected performance (runs distribution) of a cricket batting order in an innings. Among other applications, our method enables one to solve for the probability of one team beating another or to find the optimal batting order for a set of 11 players. The influence of defence and bowling ability can be taken into account in a straightforward manner. In this presentation, we outline how we develop our Markov Chain approach to studying the progress of runs for a batting order of non- identical players along the lines of work in baseball modelling by Bukiet et al., 1997. We describe the issues that arise in applying such methods to cricket, discuss ideas for addressing these difficulties and note limitations on modelling batting order for One-Day cricket. By performing our analysis on a selected subset of the possible batting orders, we apply the model to quantify the influence of batting order in a game of One Day cricket using available real-world data for current players. Key Points Batting order does effect the expected runs distribution in one-day cricket. One-day cricket has fewer data points than baseball, thus extreme values have greater effect on estimated probabilities. Dismissals rare and probabilities very small by comparison to baseball. Probability distribution for lower order batsmen is potentially skewed due to increased risk taking. Full enumeration of all possible line-ups is impractical using a single average computer. PMID:24357943

A mathematical modelling approach to one-day cricket batting orders.

PubMed

Bukiet, Bruce; Ovens, Matthews

2006-01-01

While scoring strategies and player performance in cricket have been studied, there has been little published work about the influence of batting order with respect to One-Day cricket. We apply a mathematical modelling approach to compute efficiently the expected performance (runs distribution) of a cricket batting order in an innings. Among other applications, our method enables one to solve for the probability of one team beating another or to find the optimal batting order for a set of 11 players. The influence of defence and bowling ability can be taken into account in a straightforward manner. In this presentation, we outline how we develop our Markov Chain approach to studying the progress of runs for a batting order of non- identical players along the lines of work in baseball modelling by Bukiet et al., 1997. We describe the issues that arise in applying such methods to cricket, discuss ideas for addressing these difficulties and note limitations on modelling batting order for One-Day cricket. By performing our analysis on a selected subset of the possible batting orders, we apply the model to quantify the influence of batting order in a game of One Day cricket using available real-world data for current players. Key PointsBatting order does effect the expected runs distribution in one-day cricket.One-day cricket has fewer data points than baseball, thus extreme values have greater effect on estimated probabilities.Dismissals rare and probabilities very small by comparison to baseball.Probability distribution for lower order batsmen is potentially skewed due to increased risk taking.Full enumeration of all possible line-ups is impractical using a single average computer.

Random-Walk Type Model with Fat Tails for Financial Markets

NASA Astrophysics Data System (ADS)

Matuttis, Hans-Geors

Starting from the random-walk model, practices of financial markets are included into the random-walk so that fat tail distributions like those in the high frequency data of the SP500 index are reproduced, though the individual mechanisms are modeled by normally distributed data. The incorporation of local correlation narrows the distribution for "frequent" events, whereas global correlations due to technical analysis leads to fat tails. Delay of market transactions in the trading process shifts the fat tail probabilities downwards. Such an inclusion of reactions to market fluctuations leads to mini-trends which are distributed with unit variance.

Probability bounds analysis for nonlinear population ecology models.

PubMed

Enszer, Joshua A; Andrei Măceș, D; Stadtherr, Mark A

2015-09-01

Mathematical models in population ecology often involve parameters that are empirically determined and inherently uncertain, with probability distributions for the uncertainties not known precisely. Propagating such imprecise uncertainties rigorously through a model to determine their effect on model outputs can be a challenging problem. We illustrate here a method for the direct propagation of uncertainties represented by probability bounds though nonlinear, continuous-time, dynamic models in population ecology. This makes it possible to determine rigorous bounds on the probability that some specified outcome for a population is achieved, which can be a core problem in ecosystem modeling for risk assessment and management. Results can be obtained at a computational cost that is considerably less than that required by statistical sampling methods such as Monte Carlo analysis. The method is demonstrated using three example systems, with focus on a model of an experimental aquatic food web subject to the effects of contamination by ionic liquids, a new class of potentially important industrial chemicals. Copyright © 2015. Published by Elsevier Inc.

Microdosimetric Modeling of Biological Effectiveness for Boron Neutron Capture Therapy Considering Intra- and Intercellular Heterogeneity in 10B Distribution.

PubMed

Sato, Tatsuhiko; Masunaga, Shin-Ichiro; Kumada, Hiroaki; Hamada, Nobuyuki

2018-01-17

We here propose a new model for estimating the biological effectiveness for boron neutron capture therapy (BNCT) considering intra- and intercellular heterogeneity in 10 B distribution. The new model was developed from our previously established stochastic microdosimetric kinetic model that determines the surviving fraction of cells irradiated with any radiations. In the model, the probability density of the absorbed doses in microscopic scales is the fundamental physical index for characterizing the radiation fields. A new computational method was established to determine the probability density for application to BNCT using the Particle and Heavy Ion Transport code System PHITS. The parameters used in the model were determined from the measured surviving fraction of tumor cells administrated with two kinds of 10 B compounds. The model quantitatively highlighted the indispensable need to consider the synergetic effect and the dose dependence of the biological effectiveness in the estimate of the therapeutic effect of BNCT. The model can predict the biological effectiveness of newly developed 10 B compounds based on their intra- and intercellular distributions, and thus, it can play important roles not only in treatment planning but also in drug discovery research for future BNCT.

M≥7 Earthquake rupture forecast and time-dependent probability for the Sea of Marmara region, Turkey

USGS Publications Warehouse

Murru, Maura; Akinci, Aybige; Falcone, Guiseppe; Pucci, Stefano; Console, Rodolfo; Parsons, Thomas E.

2016-01-01

We forecast time-independent and time-dependent earthquake ruptures in the Marmara region of Turkey for the next 30 years using a new fault-segmentation model. We also augment time-dependent Brownian Passage Time (BPT) probability with static Coulomb stress changes (ΔCFF) from interacting faults. We calculate Mw > 6.5 probability from 26 individual fault sources in the Marmara region. We also consider a multisegment rupture model that allows higher-magnitude ruptures over some segments of the Northern branch of the North Anatolian Fault Zone (NNAF) beneath the Marmara Sea. A total of 10 different Mw=7.0 to Mw=8.0 multisegment ruptures are combined with the other regional faults at rates that balance the overall moment accumulation. We use Gaussian random distributions to treat parameter uncertainties (e.g., aperiodicity, maximum expected magnitude, slip rate, and consequently mean recurrence time) of the statistical distributions associated with each fault source. We then estimate uncertainties of the 30-year probability values for the next characteristic event obtained from three different models (Poisson, BPT, and BPT+ΔCFF) using a Monte Carlo procedure. The Gerede fault segment located at the eastern end of the Marmara region shows the highest 30-yr probability, with a Poisson value of 29%, and a time-dependent interaction probability of 48%. We find an aggregated 30-yr Poisson probability of M >7.3 earthquakes at Istanbul of 35%, which increases to 47% if time dependence and stress transfer are considered. We calculate a 2-fold probability gain (ratio time-dependent to time-independent) on the southern strands of the North Anatolian Fault Zone.

Simultaneous population pharmacokinetic modelling of plasma and intracellular PBMC miltefosine concentrations in New World cutaneous leishmaniasis and exploration of exposure-response relationships.

PubMed

Kip, Anke E; Castro, María Del Mar; Gomez, Maria Adelaida; Cossio, Alexandra; Schellens, Jan H M; Beijnen, Jos H; Saravia, Nancy Gore; Dorlo, Thomas P C

2018-05-10

Leishmania parasites reside within macrophages and the direct target of antileishmanial drugs is therefore intracellular. We aimed to characterize the intracellular PBMC miltefosine kinetics by developing a population pharmacokinetic (PK) model simultaneously describing plasma and intracellular PBMC pharmacokinetics. Furthermore, we explored exposure-response relationships and simulated alternative dosing regimens. A population PK model was developed with NONMEM, based on 339 plasma and 194 PBMC miltefosine concentrations from Colombian cutaneous leishmaniasis patients [29 children (2-12 years old) and 22 adults] receiving 1.8-2.5 mg/kg/day miltefosine for 28 days. A three-compartment model with miltefosine distribution into an intracellular PBMC effect compartment best fitted the data. Intracellular PBMC distribution was described with an intracellular-to-plasma concentration ratio of 2.17 [relative standard error (RSE) 4.9%] and intracellular distribution rate constant of 1.23 day-1 (RSE 14%). In exploring exposure-response relationships, both plasma and intracellular model-based exposure estimates significantly influenced probability of cure. A proposed PK target for the area under the plasma concentration-time curve (day 0-28) of >535 mg·day/L corresponded to >95% probability of cure. In linear dosing simulations, 18.3% of children compared with 2.8% of adults failed to reach 535 mg·day/L. In children, this decreased to 1.8% after allometric dosing simulation. The developed population PK model described the rate and extent of miltefosine distribution from plasma into PBMCs. Miltefosine exposure was significantly related to probability of cure in this cutaneous leishmaniasis patient population. We propose an exploratory PK target, which should be validated in a larger cohort study.

Predictions from star formation in the multiverse

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

Bousso, Raphael; Leichenauer, Stefan

2010-03-15

We compute trivariate probability distributions in the landscape, scanning simultaneously over the cosmological constant, the primordial density contrast, and spatial curvature. We consider two different measures for regulating the divergences of eternal inflation, and three different models for observers. In one model, observers are assumed to arise in proportion to the entropy produced by stars; in the others, they arise at a fixed time (5 or 10x10{sup 9} years) after star formation. The star formation rate, which underlies all our observer models, depends sensitively on the three scanning parameters. We employ a recently developed model of star formation in themore » multiverse, a considerable refinement over previous treatments of the astrophysical and cosmological properties of different pocket universes. For each combination of observer model and measure, we display all single and bivariate probability distributions, both with the remaining parameter(s) held fixed and marginalized. Our results depend only weakly on the observer model but more strongly on the measure. Using the causal diamond measure, the observed parameter values (or bounds) lie within the central 2{sigma} of nearly all probability distributions we compute, and always within 3{sigma}. This success is encouraging and rather nontrivial, considering the large size and dimension of the parameter space. The causal patch measure gives similar results as long as curvature is negligible. If curvature dominates, the causal patch leads to a novel runaway: it prefers a negative value of the cosmological constant, with the smallest magnitude available in the landscape.« less

Maximum Entropy Principle for Transportation

NASA Astrophysics Data System (ADS)

Bilich, F.; DaSilva, R.

2008-11-01

In this work we deal with modeling of the transportation phenomenon for use in the transportation planning process and policy-impact studies. The model developed is based on the dependence concept, i.e., the notion that the probability of a trip starting at origin i is dependent on the probability of a trip ending at destination j given that the factors (such as travel time, cost, etc.) which affect travel between origin i and destination j assume some specific values. The derivation of the solution of the model employs the maximum entropy principle combining a priori multinomial distribution with a trip utility concept. This model is utilized to forecast trip distributions under a variety of policy changes and scenarios. The dependence coefficients are obtained from a regression equation where the functional form is derived based on conditional probability and perception of factors from experimental psychology. The dependence coefficients encode all the information that was previously encoded in the form of constraints. In addition, the dependence coefficients encode information that cannot be expressed in the form of constraints for practical reasons, namely, computational tractability. The equivalence between the standard formulation (i.e., objective function with constraints) and the dependence formulation (i.e., without constraints) is demonstrated. The parameters of the dependence-based trip-distribution model are estimated, and the model is also validated using commercial air travel data in the U.S. In addition, policy impact analyses (such as allowance of supersonic flights inside the U.S. and user surcharge at noise-impacted airports) on air travel are performed.

Collinear collision chemistry. II. Energy disposition in reactive collisions

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

Mahan, B.H.

1974-06-01

A model describing the mechanics of collinear atom-diatom collisions and previously reported by the author is extended to describe reactive collisions. The model indicates the effects of such factors as the mass distribution and potential energy barriers and wells on the reaction probability and on the distribution of energy among the modes of motion of the products. Simple geometry and trigonometry are sufficient to solve the model.

Iterative updating of model error for Bayesian inversion

NASA Astrophysics Data System (ADS)

Calvetti, Daniela; Dunlop, Matthew; Somersalo, Erkki; Stuart, Andrew

2018-02-01

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when optimization algorithms are used to find a single estimate, or to speed up Markov chain Monte Carlo (MCMC) calculations in the Bayesian framework. The use of an approximate model introduces a discrepancy, or modeling error, that may have a detrimental effect on the solution of the ill-posed inverse problem, or it may severely distort the estimate of the posterior distribution. In the Bayesian paradigm, the modeling error can be considered as a random variable, and by using an estimate of the probability distribution of the unknown, one may estimate the probability distribution of the modeling error and incorporate it into the inversion. We introduce an algorithm which iterates this idea to update the distribution of the model error, leading to a sequence of posterior distributions that are demonstrated empirically to capture the underlying truth with increasing accuracy. Since the algorithm is not based on rejections, it requires only limited full model evaluations. We show analytically that, in the linear Gaussian case, the algorithm converges geometrically fast with respect to the number of iterations when the data is finite dimensional. For more general models, we introduce particle approximations of the iteratively generated sequence of distributions; we also prove that each element of the sequence converges in the large particle limit under a simplifying assumption. We show numerically that, as in the linear case, rapid convergence occurs with respect to the number of iterations. Additionally, we show through computed examples that point estimates obtained from this iterative algorithm are superior to those obtained by neglecting the model error.

Nested Sampling for Bayesian Model Comparison in the Context of Salmonella Disease Dynamics

PubMed Central

Dybowski, Richard; McKinley, Trevelyan J.; Mastroeni, Pietro; Restif, Olivier

2013-01-01

Understanding the mechanisms underlying the observed dynamics of complex biological systems requires the statistical assessment and comparison of multiple alternative models. Although this has traditionally been done using maximum likelihood-based methods such as Akaike's Information Criterion (AIC), Bayesian methods have gained in popularity because they provide more informative output in the form of posterior probability distributions. However, comparison between multiple models in a Bayesian framework is made difficult by the computational cost of numerical integration over large parameter spaces. A new, efficient method for the computation of posterior probabilities has recently been proposed and applied to complex problems from the physical sciences. Here we demonstrate how nested sampling can be used for inference and model comparison in biological sciences. We present a reanalysis of data from experimental infection of mice with Salmonella enterica showing the distribution of bacteria in liver cells. In addition to confirming the main finding of the original analysis, which relied on AIC, our approach provides: (a) integration across the parameter space, (b) estimation of the posterior parameter distributions (with visualisations of parameter correlations), and (c) estimation of the posterior predictive distributions for goodness-of-fit assessments of the models. The goodness-of-fit results suggest that alternative mechanistic models and a relaxation of the quasi-stationary assumption should be considered. PMID:24376528

Study of Heavy-ion Induced Fission for Heavy Element Synthesis

NASA Astrophysics Data System (ADS)

Nishio, K.; Ikezoe, H.; Hofmann, S.; Ackermann, D.; Aritomo, Y.; Comas, V. F.; Düllmann, Ch. E.; Heinz, S.; Heredia, J. A.; Heßberger, F. P.; Hirose, K.; Khuyagbaatar, J.; Kindler, B.; Kojouharov, I.; Lommel, B.; Makii, M.; Mann, R.; Mitsuoka, S.; Nishinaka, I.; Ohtsuki, T.; Saro, S.; Schädel, M.; Popeko, A. G.; Türler, A.; Wakabayashi, Y.; Watanabe, Y.; Yakushev, A.; Yeremin, A.

2014-05-01

Fission fragment mass distributions were measured in heavy-ion induced fission of 238U. The mass distributions changed drastically with incident energy. The results are explained by a change of the ratio between fusion and quasifission with nuclear orientation. A calculation based on a fluctuation dissipation model reproduced the mass distributions and their incident energy dependence. Fusion probability was determined in the analysis. Evaporation residue cross sections were calculated with a statistical model for the reactions of 30Si+238U and 34S+238U using the obtained fusion probability in the entrance channel. The results agree with the measured cross sections of 263,264Sg and 267,268Hs, produced by 30Si+238U and 34S+238U, respectively. It is also suggested that sub-barrier energies can be used for heavy element synthesis.

Using the weighted area under the net benefit curve for decision curve analysis.

PubMed

Talluri, Rajesh; Shete, Sanjay

2016-07-18

Risk prediction models have been proposed for various diseases and are being improved as new predictors are identified. A major challenge is to determine whether the newly discovered predictors improve risk prediction. Decision curve analysis has been proposed as an alternative to the area under the curve and net reclassification index to evaluate the performance of prediction models in clinical scenarios. The decision curve computed using the net benefit can evaluate the predictive performance of risk models at a given or range of threshold probabilities. However, when the decision curves for 2 competing models cross in the range of interest, it is difficult to identify the best model as there is no readily available summary measure for evaluating the predictive performance. The key deterrent for using simple measures such as the area under the net benefit curve is the assumption that the threshold probabilities are uniformly distributed among patients. We propose a novel measure for performing decision curve analysis. The approach estimates the distribution of threshold probabilities without the need of additional data. Using the estimated distribution of threshold probabilities, the weighted area under the net benefit curve serves as the summary measure to compare risk prediction models in a range of interest. We compared 3 different approaches, the standard method, the area under the net benefit curve, and the weighted area under the net benefit curve. Type 1 error and power comparisons demonstrate that the weighted area under the net benefit curve has higher power compared to the other methods. Several simulation studies are presented to demonstrate the improvement in model comparison using the weighted area under the net benefit curve compared to the standard method. The proposed measure improves decision curve analysis by using the weighted area under the curve and thereby improves the power of the decision curve analysis to compare risk prediction models in a clinical scenario.

Determining probability distribution of coherent integration time near 133 Hz and 1346 km in the Pacific Ocean.

PubMed

Spiesberger, John L

2013-02-01

The hypothesis tested is that internal gravity waves limit the coherent integration time of sound at 1346 km in the Pacific ocean at 133 Hz and a pulse resolution of 0.06 s. Six months of continuous transmissions at about 18 min intervals are examined. The source and receiver are mounted on the bottom of the ocean with timing governed by atomic clocks. Measured variability is only due to fluctuations in the ocean. A model for the propagation of sound through fluctuating internal waves is run without any tuning with data. Excellent resemblance is found between the model and data's probability distributions of integration time up to five hours.

Comparison of sampling techniques for Bayesian parameter estimation

NASA Astrophysics Data System (ADS)

Allison, Rupert; Dunkley, Joanna

2014-02-01

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the posterior probability distribution we have to decide how to explore parameter space. Here we compare three prescriptions for how parameter space is navigated, discussing their relative merits. We consider Metropolis-Hasting sampling, nested sampling and affine-invariant ensemble Markov chain Monte Carlo (MCMC) sampling. We focus on their performance on toy-model Gaussian likelihoods and on a real-world cosmological data set. We outline the sampling algorithms themselves and elaborate on performance diagnostics such as convergence time, scope for parallelization, dimensional scaling, requisite tunings and suitability for non-Gaussian distributions. We find that nested sampling delivers high-fidelity estimates for posterior statistics at low computational cost, and should be adopted in favour of Metropolis-Hastings in many cases. Affine-invariant MCMC is competitive when computing clusters can be utilized for massive parallelization. Affine-invariant MCMC and existing extensions to nested sampling naturally probe multimodal and curving distributions.

Aggregate and individual replication probability within an explicit model of the research process.

PubMed

Miller, Jeff; Schwarz, Wolf

2011-09-01

We study a model of the research process in which the true effect size, the replication jitter due to changes in experimental procedure, and the statistical error of effect size measurement are all normally distributed random variables. Within this model, we analyze the probability of successfully replicating an initial experimental result by obtaining either a statistically significant result in the same direction or any effect in that direction. We analyze both the probability of successfully replicating a particular experimental effect (i.e., the individual replication probability) and the average probability of successful replication across different studies within some research context (i.e., the aggregate replication probability), and we identify the conditions under which the latter can be approximated using the formulas of Killeen (2005a, 2007). We show how both of these probabilities depend on parameters of the research context that would rarely be known in practice. In addition, we show that the statistical uncertainty associated with the size of an initial observed effect would often prevent accurate estimation of the desired individual replication probability even if these research context parameters were known exactly. We conclude that accurate estimates of replication probability are generally unattainable.

Aerosol-type retrieval and uncertainty quantification from OMI data

NASA Astrophysics Data System (ADS)

Kauppi, Anu; Kolmonen, Pekka; Laine, Marko; Tamminen, Johanna

2017-11-01

We discuss uncertainty quantification for aerosol-type selection in satellite-based atmospheric aerosol retrieval. The retrieval procedure uses precalculated aerosol microphysical models stored in look-up tables (LUTs) and top-of-atmosphere (TOA) spectral reflectance measurements to solve the aerosol characteristics. The forward model approximations cause systematic differences between the modelled and observed reflectance. Acknowledging this model discrepancy as a source of uncertainty allows us to produce more realistic uncertainty estimates and assists the selection of the most appropriate LUTs for each individual retrieval.This paper focuses on the aerosol microphysical model selection and characterisation of uncertainty in the retrieved aerosol type and aerosol optical depth (AOD). The concept of model evidence is used as a tool for model comparison. The method is based on Bayesian inference approach, in which all uncertainties are described as a posterior probability distribution. When there is no single best-matching aerosol microphysical model, we use a statistical technique based on Bayesian model averaging to combine AOD posterior probability densities of the best-fitting models to obtain an averaged AOD estimate. We also determine the shared evidence of the best-matching models of a certain main aerosol type in order to quantify how plausible it is that it represents the underlying atmospheric aerosol conditions.The developed method is applied to Ozone Monitoring Instrument (OMI) measurements using a multiwavelength approach for retrieving the aerosol type and AOD estimate with uncertainty quantification for cloud-free over-land pixels. Several larger pixel set areas were studied in order to investigate the robustness of the developed method. We evaluated the retrieved AOD by comparison with ground-based measurements at example sites. We found that the uncertainty of AOD expressed by posterior probability distribution reflects the difficulty in model selection. The posterior probability distribution can provide a comprehensive characterisation of the uncertainty in this kind of problem for aerosol-type selection. As a result, the proposed method can account for the model error and also include the model selection uncertainty in the total uncertainty budget.

On the use of Bayesian Monte-Carlo in evaluation of nuclear data

NASA Astrophysics Data System (ADS)

De Saint Jean, Cyrille; Archier, Pascal; Privas, Edwin; Noguere, Gilles

2017-09-01

As model parameters, necessary ingredients of theoretical models, are not always predicted by theory, a formal mathematical framework associated to the evaluation work is needed to obtain the best set of parameters (resonance parameters, optical models, fission barrier, average width, multigroup cross sections) with Bayesian statistical inference by comparing theory to experiment. The formal rule related to this methodology is to estimate the posterior density probability function of a set of parameters by solving an equation of the following type: pdf(posterior) ˜ pdf(prior) × a likelihood function. A fitting procedure can be seen as an estimation of the posterior density probability of a set of parameters (referred as x→?) knowing a prior information on these parameters and a likelihood which gives the probability density function of observing a data set knowing x→?. To solve this problem, two major paths could be taken: add approximations and hypothesis and obtain an equation to be solved numerically (minimum of a cost function or Generalized least Square method, referred as GLS) or use Monte-Carlo sampling of all prior distributions and estimate the final posterior distribution. Monte Carlo methods are natural solution for Bayesian inference problems. They avoid approximations (existing in traditional adjustment procedure based on chi-square minimization) and propose alternative in the choice of probability density distribution for priors and likelihoods. This paper will propose the use of what we are calling Bayesian Monte Carlo (referred as BMC in the rest of the manuscript) in the whole energy range from thermal, resonance and continuum range for all nuclear reaction models at these energies. Algorithms will be presented based on Monte-Carlo sampling and Markov chain. The objectives of BMC are to propose a reference calculation for validating the GLS calculations and approximations, to test probability density distributions effects and to provide the framework of finding global minimum if several local minimums exist. Application to resolved resonance, unresolved resonance and continuum evaluation as well as multigroup cross section data assimilation will be presented.

Distributed Tracking in Distributed Sensor Networks

DTIC Science & Technology

1988-05-26

Glocal Track 6-17 6-12: Case II: Initial Glocal Track 6-18 6-13: Local Tracking Results with Multiple Model Approach 6-19 6-14: Model Probability History...3480.0- 2290.0e iee. onee -5800 -4600.8 -3400.8 -2208.8 -1886 X (Mi) Figure 6-11: Case 1: Initial Glocal Track 6-17 460. 420. 38 . 3488.9 1st 3498.9

A System-Level Throughput Model for Quantum Key Distribution

DTIC Science & Technology

2015-09-17

object. In quantum entanglement , the physical properties of particle pairs or groups of particles are correlated – the quantum state of each particle...One-Time Pad Algorithm ............................................................................. 8 Figure 2. Photon Polarization [19...64 Poisson distribution for multi- photon probability (29

Stochastic modelling of animal movement.

PubMed

Smouse, Peter E; Focardi, Stefano; Moorcroft, Paul R; Kie, John G; Forester, James D; Morales, Juan M

2010-07-27

Modern animal movement modelling derives from two traditions. Lagrangian models, based on random walk behaviour, are useful for multi-step trajectories of single animals. Continuous Eulerian models describe expected behaviour, averaged over stochastic realizations, and are usefully applied to ensembles of individuals. We illustrate three modern research arenas. (i) Models of home-range formation describe the process of an animal 'settling down', accomplished by including one or more focal points that attract the animal's movements. (ii) Memory-based models are used to predict how accumulated experience translates into biased movement choices, employing reinforced random walk behaviour, with previous visitation increasing or decreasing the probability of repetition. (iii) Lévy movement involves a step-length distribution that is over-dispersed, relative to standard probability distributions, and adaptive in exploring new environments or searching for rare targets. Each of these modelling arenas implies more detail in the movement pattern than general models of movement can accommodate, but realistic empiric evaluation of their predictions requires dense locational data, both in time and space, only available with modern GPS telemetry.

Multiple model cardinalized probability hypothesis density filter

NASA Astrophysics Data System (ADS)

Georgescu, Ramona; Willett, Peter

2011-09-01

The Probability Hypothesis Density (PHD) filter propagates the first-moment approximation to the multi-target Bayesian posterior distribution while the Cardinalized PHD (CPHD) filter propagates both the posterior likelihood of (an unlabeled) target state and the posterior probability mass function of the number of targets. Extensions of the PHD filter to the multiple model (MM) framework have been published and were implemented either with a Sequential Monte Carlo or a Gaussian Mixture approach. In this work, we introduce the multiple model version of the more elaborate CPHD filter. We present the derivation of the prediction and update steps of the MMCPHD particularized for the case of two target motion models and proceed to show that in the case of a single model, the new MMCPHD equations reduce to the original CPHD equations.

Multipartite entanglement characterization of a quantum phase transition

NASA Astrophysics Data System (ADS)

Costantini, G.; Facchi, P.; Florio, G.; Pascazio, S.

2007-07-01

A probability density characterization of multipartite entanglement is tested on the one-dimensional quantum Ising model in a transverse field. The average and second moment of the probability distribution are numerically shown to be good indicators of the quantum phase transition. We comment on multipartite entanglement generation at a quantum phase transition.

A New Insight into the Earthquake Recurrence Studies from the Three-parameter Generalized Exponential Distributions

NASA Astrophysics Data System (ADS)

Pasari, S.; Kundu, D.; Dikshit, O.

2012-12-01

Earthquake recurrence interval is one of the important ingredients towards probabilistic seismic hazard assessment (PSHA) for any location. Exponential, gamma, Weibull and lognormal distributions are quite established probability models in this recurrence interval estimation. However, they have certain shortcomings too. Thus, it is imperative to search for some alternative sophisticated distributions. In this paper, we introduce a three-parameter (location, scale and shape) exponentiated exponential distribution and investigate the scope of this distribution as an alternative of the afore-mentioned distributions in earthquake recurrence studies. This distribution is a particular member of the exponentiated Weibull distribution. Despite of its complicated form, it is widely accepted in medical and biological applications. Furthermore, it shares many physical properties with gamma and Weibull family. Unlike gamma distribution, the hazard function of generalized exponential distribution can be easily computed even if the shape parameter is not an integer. To contemplate the plausibility of this model, a complete and homogeneous earthquake catalogue of 20 events (M ≥ 7.0) spanning for the period 1846 to 1995 from North-East Himalayan region (20-32 deg N and 87-100 deg E) has been used. The model parameters are estimated using maximum likelihood estimator (MLE) and method of moment estimator (MOME). No geological or geophysical evidences have been considered in this calculation. The estimated conditional probability reaches quite high after about a decade for an elapsed time of 17 years (i.e. 2012). Moreover, this study shows that the generalized exponential distribution fits the above data events more closely compared to the conventional models and hence it is tentatively concluded that generalized exponential distribution can be effectively considered in earthquake recurrence studies.

Estimation of distribution overlap of urn models.

PubMed

Hampton, Jerrad; Lladser, Manuel E

2012-01-01

A classical problem in statistics is estimating the expected coverage of a sample, which has had applications in gene expression, microbial ecology, optimization, and even numismatics. Here we consider a related extension of this problem to random samples of two discrete distributions. Specifically, we estimate what we call the dissimilarity probability of a sample, i.e., the probability of a draw from one distribution not being observed in [Formula: see text] draws from another distribution. We show our estimator of dissimilarity to be a [Formula: see text]-statistic and a uniformly minimum variance unbiased estimator of dissimilarity over the largest appropriate range of [Formula: see text]. Furthermore, despite the non-Markovian nature of our estimator when applied sequentially over [Formula: see text], we show it converges uniformly in probability to the dissimilarity parameter, and we present criteria when it is approximately normally distributed and admits a consistent jackknife estimator of its variance. As proof of concept, we analyze V35 16S rRNA data to discern between various microbial environments. Other potential applications concern any situation where dissimilarity of two discrete distributions may be of interest. For instance, in SELEX experiments, each urn could represent a random RNA pool and each draw a possible solution to a particular binding site problem over that pool. The dissimilarity of these pools is then related to the probability of finding binding site solutions in one pool that are absent in the other.

Analytical performance evaluation of SAR ATR with inaccurate or estimated models

NASA Astrophysics Data System (ADS)

DeVore, Michael D.

2004-09-01

Hypothesis testing algorithms for automatic target recognition (ATR) are often formulated in terms of some assumed distribution family. The parameter values corresponding to a particular target class together with the distribution family constitute a model for the target's signature. In practice such models exhibit inaccuracy because of incorrect assumptions about the distribution family and/or because of errors in the assumed parameter values, which are often determined experimentally. Model inaccuracy can have a significant impact on performance predictions for target recognition systems. Such inaccuracy often causes model-based predictions that ignore the difference between assumed and actual distributions to be overly optimistic. This paper reports on research to quantify the effect of inaccurate models on performance prediction and to estimate the effect using only trained parameters. We demonstrate that for large observation vectors the class-conditional probabilities of error can be expressed as a simple function of the difference between two relative entropies. These relative entropies quantify the discrepancies between the actual and assumed distributions and can be used to express the difference between actual and predicted error rates. Focusing on the problem of ATR from synthetic aperture radar (SAR) imagery, we present estimators of the probabilities of error in both ideal and plug-in tests expressed in terms of the trained model parameters. These estimators are defined in terms of unbiased estimates for the first two moments of the sample statistic. We present an analytical treatment of these results and include demonstrations from simulated radar data.

The rates and time-delay distribution of multiply imaged supernovae behind lensing clusters

NASA Astrophysics Data System (ADS)

Li, Xue; Hjorth, Jens; Richard, Johan

2012-11-01

Time delays of gravitationally lensed sources can be used to constrain the mass model of a deflector and determine cosmological parameters. We here present an analysis of the time-delay distribution of multiply imaged sources behind 17 strong lensing galaxy clusters with well-calibrated mass models. We find that for time delays less than 1000 days, at z = 3.0, their logarithmic probability distribution functions are well represented by P(log Δt) = 5.3 × 10-4Δttilde beta/M2502tilde beta, with tilde beta = 0.77, where M250 is the projected cluster mass inside 250 kpc (in 1014M⊙), and tilde beta is the power-law slope of the distribution. The resultant probability distribution function enables us to estimate the time-delay distribution in a lensing cluster of known mass. For a cluster with M250 = 2 × 1014M⊙, the fraction of time delays less than 1000 days is approximately 3%. Taking Abell 1689 as an example, its dark halo and brightest galaxies, with central velocity dispersions σ>=500kms-1, mainly produce large time delays, while galaxy-scale mass clumps are responsible for generating smaller time delays. We estimate the probability of observing multiple images of a supernova in the known images of Abell 1689. A two-component model of estimating the supernova rate is applied in this work. For a magnitude threshold of mAB = 26.5, the yearly rate of Type Ia (core-collapse) supernovae with time delays less than 1000 days is 0.004±0.002 (0.029±0.001). If the magnitude threshold is lowered to mAB ~ 27.0, the rate of core-collapse supernovae suitable for time delay observation is 0.044±0.015 per year.

Statistical prescission point model of fission fragment angular distributions

NASA Astrophysics Data System (ADS)

John, Bency; Kataria, S. K.

1998-03-01

In light of recent developments in fission studies such as slow saddle to scission motion and spin equilibration near the scission point, the theory of fission fragment angular distribution is examined and a new statistical prescission point model is developed. The conditional equilibrium of the collective angular bearing modes at the prescission point, which is guided mainly by their relaxation times and population probabilities, is taken into account in the present model. The present model gives a consistent description of the fragment angular and spin distributions for a wide variety of heavy and light ion induced fission reactions.

Time Evolving Fission Chain Theory and Fast Neutron and Gamma-Ray Counting Distributions

DOE PAGES

Kim, K. S.; Nakae, L. F.; Prasad, M. K.; ...

2015-11-01

Here, we solve a simple theoretical model of time evolving fission chains due to Feynman that generalizes and asymptotically approaches the point model theory. The point model theory has been used to analyze thermal neutron counting data. This extension of the theory underlies fast counting data for both neutrons and gamma rays from metal systems. Fast neutron and gamma-ray counting is now possible using liquid scintillator arrays with nanosecond time resolution. For individual fission chains, the differential equations describing three correlated probability distributions are solved: the time-dependent internal neutron population, accumulation of fissions in time, and accumulation of leaked neutronsmore » in time. Explicit analytic formulas are given for correlated moments of the time evolving chain populations. The equations for random time gate fast neutron and gamma-ray counting distributions, due to randomly initiated chains, are presented. Correlated moment equations are given for both random time gate and triggered time gate counting. There are explicit formulas for all correlated moments are given up to triple order, for all combinations of correlated fast neutrons and gamma rays. The nonlinear differential equations for probabilities for time dependent fission chain populations have a remarkably simple Monte Carlo realization. A Monte Carlo code was developed for this theory and is shown to statistically realize the solutions to the fission chain theory probability distributions. Combined with random initiation of chains and detection of external quanta, the Monte Carlo code generates time tagged data for neutron and gamma-ray counting and from these data the counting distributions.« less

MATTER IN THE BEAM: WEAK LENSING, SUBSTRUCTURES, AND THE TEMPERATURE OF DARK MATTER

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

Mahdi, Hareth S.; Elahi, Pascal J.; Lewis, Geraint F.

2016-08-01

Warm dark matter (WDM) models offer an attractive alternative to the current cold dark matter (CDM) cosmological model. We present a novel method to differentiate between WDM and CDM cosmologies, namely, using weak lensing; this provides a unique probe as it is sensitive to all of the “matter in the beam,” not just dark matter haloes and the galaxies that reside in them, but also the diffuse material between haloes. We compare the weak lensing maps of CDM clusters to those in a WDM model corresponding to a thermally produced 0.5 keV dark matter particle. Our analysis clearly shows thatmore » the weak lensing magnification, convergence, and shear distributions can be used to distinguish between CDM and WDM models. WDM models increase the probability of weak magnifications, with the differences being significant to ≳5 σ , while leaving no significant imprint on the shear distribution. WDM clusters analyzed in this work are more homogeneous than CDM ones, and the fractional decrease in the amount of material in haloes is proportional to the average increase in the magnification. This difference arises from matter that would be bound in compact haloes in CDM being smoothly distributed over much larger volumes at lower densities in WDM. Moreover, the signature does not solely lie in the probability distribution function but in the full spatial distribution of the convergence field.« less

Probability distribution functions for intermittent scrape-off layer plasma fluctuations

NASA Astrophysics Data System (ADS)

Theodorsen, A.; Garcia, O. E.

2018-03-01

A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common applications of the model, the pulse amplitudes are assumed exponentially distributed, supported by conditional averaging of large-amplitude fluctuations in experimental measurement data. This basic assumption has two potential limitations. First, statistical analysis of measurement data using conditional averaging only reveals the tail of the amplitude distribution to be exponentially distributed. Second, exponentially distributed amplitudes leads to a positive definite signal which cannot capture fluctuations in for example electric potential and radial velocity. Assuming pulse amplitudes which are not positive definite often make finding a closed form for the probability density function (PDF) difficult, even if the characteristic function remains relatively simple. Thus estimating model parameters requires an approach based on the characteristic function, not the PDF. In this contribution, the effect of changing the amplitude distribution on the moments, PDF and characteristic function of the process is investigated and a parameter estimation method using the empirical characteristic function is presented and tested on synthetically generated data. This proves valuable for describing intermittent fluctuations of all plasma parameters in the boundary region of magnetized plasmas.

Beta Regression Finite Mixture Models of Polarization and Priming

ERIC Educational Resources Information Center

Smithson, Michael; Merkle, Edgar C.; Verkuilen, Jay

2011-01-01

This paper describes the application of finite-mixture general linear models based on the beta distribution to modeling response styles, polarization, anchoring, and priming effects in probability judgments. These models, in turn, enhance our capacity for explicitly testing models and theories regarding the aforementioned phenomena. The mixture…

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

NASA Astrophysics Data System (ADS)

Mosthaf, Tobias; Bárdossy, András; Hörning, Sebastian

2015-04-01

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

Gas Hydrate Formation Probability Distributions: The Effect of Shear and Comparisons with Nucleation Theory.

PubMed

May, Eric F; Lim, Vincent W; Metaxas, Peter J; Du, Jianwei; Stanwix, Paul L; Rowland, Darren; Johns, Michael L; Haandrikman, Gert; Crosby, Daniel; Aman, Zachary M

2018-03-13

Gas hydrate formation is a stochastic phenomenon of considerable significance for any risk-based approach to flow assurance in the oil and gas industry. In principle, well-established results from nucleation theory offer the prospect of predictive models for hydrate formation probability in industrial production systems. In practice, however, heuristics are relied on when estimating formation risk for a given flowline subcooling or when quantifying kinetic hydrate inhibitor (KHI) performance. Here, we present statistically significant measurements of formation probability distributions for natural gas hydrate systems under shear, which are quantitatively compared with theoretical predictions. Distributions with over 100 points were generated using low-mass, Peltier-cooled pressure cells, cycled in temperature between 40 and -5 °C at up to 2 K·min -1 and analyzed with robust algorithms that automatically identify hydrate formation and initial growth rates from dynamic pressure data. The application of shear had a significant influence on the measured distributions: at 700 rpm mass-transfer limitations were minimal, as demonstrated by the kinetic growth rates observed. The formation probability distributions measured at this shear rate had mean subcoolings consistent with theoretical predictions and steel-hydrate-water contact angles of 14-26°. However, the experimental distributions were substantially wider than predicted, suggesting that phenomena acting on macroscopic length scales are responsible for much of the observed stochastic formation. Performance tests of a KHI provided new insights into how such chemicals can reduce the risk of hydrate blockage in flowlines. Our data demonstrate that the KHI not only reduces the probability of formation (by both shifting and sharpening the distribution) but also reduces hydrate growth rates by a factor of 2.

On the development of a semi-nonparametric generalized multinomial logit model for travel-related choices

PubMed Central

Ye, Xin; Pendyala, Ram M.; Zou, Yajie

2017-01-01

A semi-nonparametric generalized multinomial logit model, formulated using orthonormal Legendre polynomials to extend the standard Gumbel distribution, is presented in this paper. The resulting semi-nonparametric function can represent a probability density function for a large family of multimodal distributions. The model has a closed-form log-likelihood function that facilitates model estimation. The proposed method is applied to model commute mode choice among four alternatives (auto, transit, bicycle and walk) using travel behavior data from Argau, Switzerland. Comparisons between the multinomial logit model and the proposed semi-nonparametric model show that violations of the standard Gumbel distribution assumption lead to considerable inconsistency in parameter estimates and model inferences. PMID:29073152

On the development of a semi-nonparametric generalized multinomial logit model for travel-related choices.

PubMed

Wang, Ke; Ye, Xin; Pendyala, Ram M; Zou, Yajie

2017-01-01

A semi-nonparametric generalized multinomial logit model, formulated using orthonormal Legendre polynomials to extend the standard Gumbel distribution, is presented in this paper. The resulting semi-nonparametric function can represent a probability density function for a large family of multimodal distributions. The model has a closed-form log-likelihood function that facilitates model estimation. The proposed method is applied to model commute mode choice among four alternatives (auto, transit, bicycle and walk) using travel behavior data from Argau, Switzerland. Comparisons between the multinomial logit model and the proposed semi-nonparametric model show that violations of the standard Gumbel distribution assumption lead to considerable inconsistency in parameter estimates and model inferences.

Optimization of European call options considering physical delivery network and reservoir operation rules

NASA Astrophysics Data System (ADS)

Cheng, Wei-Chen; Hsu, Nien-Sheng; Cheng, Wen-Ming; Yeh, William W.-G.

2011-10-01

This paper develops alternative strategies for European call options for water purchase under hydrological uncertainties that can be used by water resources managers for decision making. Each alternative strategy maximizes its own objective over a selected sequence of future hydrology that is characterized by exceedance probability. Water trade provides flexibility and enhances water distribution system reliability. However, water trade between two parties in a regional water distribution system involves many issues, such as delivery network, reservoir operation rules, storage space, demand, water availability, uncertainty, and any existing contracts. An option is a security giving the right to buy or sell an asset; in our case, the asset is water. We extend a flow path-based water distribution model to include reservoir operation rules. The model simultaneously considers both the physical distribution network as well as the relationships between water sellers and buyers. We first test the model extension. Then we apply the proposed optimization model for European call options to the Tainan water distribution system in southern Taiwan. The formulation lends itself to a mixed integer linear programming model. We use the weighing method to formulate a composite function for a multiobjective problem. The proposed methodology provides water resources managers with an overall picture of water trade strategies and the consequence of each strategy. The results from the case study indicate that the strategy associated with a streamflow exceedence probability of 50% or smaller should be adopted as the reference strategy for the Tainan water distribution system.

Load sharing in distributed real-time systems with state-change broadcasts

NASA Technical Reports Server (NTRS)

Shin, Kang G.; Chang, Yi-Chieh

1989-01-01

A decentralized dynamic load-sharing (LS) method based on state-change broadcasts is proposed for a distributed real-time system. Whenever the state of a node changes from underloaded to fully loaded and vice versa, the node broadcasts this change to a set of nodes, called a buddy set, in the system. The performance of the method is evaluated with both analytic modeling and simulation. It is modeled first by an embedded Markov chain for which numerical solutions are derived. The model solutions are then used to calculate the distribution of queue lengths at the nodes and the probability of meeting task deadlines. The analytical results show that buddy sets of 10 nodes outperform those of less than 10 nodes, and the incremental benefit gained from increasing the buddy set size beyond 15 nodes is insignificant. These and other analytical results are verified by simulation. The proposed LS method is shown to meet task deadlines with a very high probability.

Probability distribution of haplotype frequencies under the two-locus Wright-Fisher model by diffusion approximation.

PubMed

Boitard, Simon; Loisel, Patrice

2007-05-01

The probability distribution of haplotype frequencies in a population, and the way it is influenced by genetical forces such as recombination, selection, random drift ...is a question of fundamental interest in population genetics. For large populations, the distribution of haplotype frequencies for two linked loci under the classical Wright-Fisher model is almost impossible to compute because of numerical reasons. However the Wright-Fisher process can in such cases be approximated by a diffusion process and the transition density can then be deduced from the Kolmogorov equations. As no exact solution has been found for these equations, we developed a numerical method based on finite differences to solve them. It applies to transient states and models including selection or mutations. We show by several tests that this method is accurate for computing the conditional joint density of haplotype frequencies given that no haplotype has been lost. We also prove that it is far less time consuming than other methods such as Monte Carlo simulations.

Combined risk assessment of nonstationary monthly water quality based on Markov chain and time-varying copula.

PubMed

Shi, Wei; Xia, Jun

2017-02-01

Water quality risk management is a global hot research linkage with the sustainable water resource development. Ammonium nitrogen (NH 3 -N) and permanganate index (COD Mn ) as the focus indicators in Huai River Basin, are selected to reveal their joint transition laws based on Markov theory. The time-varying moments model with either time or land cover index as explanatory variables is applied to build the time-varying marginal distributions of water quality time series. Time-varying copula model, which takes the non-stationarity in the marginal distribution and/or the time variation in dependence structure between water quality series into consideration, is constructed to describe a bivariate frequency analysis for NH 3 -N and COD Mn series at the same monitoring gauge. The larger first-order Markov joint transition probability indicates water quality state Class V w , Class IV and Class III will occur easily in the water body of Bengbu Sluice. Both marginal distribution and copula models are nonstationary, and the explanatory variable time yields better performance than land cover index in describing the non-stationarities in the marginal distributions. In modelling the dependence structure changes, time-varying copula has a better fitting performance than the copula with the constant or the time-trend dependence parameter. The largest synchronous encounter risk probability of NH 3 -N and COD Mn simultaneously reaching Class V is 50.61%, while the asynchronous encounter risk probability is largest when NH 3 -N and COD Mn is inferior to class V and class IV water quality standards, respectively.

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

NASA Astrophysics Data System (ADS)

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

2009-05-01

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

Modeling Stochastic Variability in the Numbers of Surviving Salmonella enterica, Enterohemorrhagic Escherichia coli, and Listeria monocytogenes Cells at the Single-Cell Level in a Desiccated Environment

PubMed Central

Koyama, Kento; Hokunan, Hidekazu; Hasegawa, Mayumi; Kawamura, Shuso

2016-01-01

ABSTRACT Despite effective inactivation procedures, small numbers of bacterial cells may still remain in food samples. The risk that bacteria will survive these procedures has not been estimated precisely because deterministic models cannot be used to describe the uncertain behavior of bacterial populations. We used the Poisson distribution as a representative probability distribution to estimate the variability in bacterial numbers during the inactivation process. Strains of four serotypes of Salmonella enterica, three serotypes of enterohemorrhagic Escherichia coli, and one serotype of Listeria monocytogenes were evaluated for survival. We prepared bacterial cell numbers following a Poisson distribution (indicated by the parameter λ, which was equal to 2) and plated the cells in 96-well microplates, which were stored in a desiccated environment at 10% to 20% relative humidity and at 5, 15, and 25°C. The survival or death of the bacterial cells in each well was confirmed by adding tryptic soy broth as an enrichment culture. Changes in the Poisson distribution parameter during the inactivation process, which represent the variability in the numbers of surviving bacteria, were described by nonlinear regression with an exponential function based on a Weibull distribution. We also examined random changes in the number of surviving bacteria using a random number generator and computer simulations to determine whether the number of surviving bacteria followed a Poisson distribution during the bacterial death process by use of the Poisson process. For small initial cell numbers, more than 80% of the simulated distributions (λ = 2 or 10) followed a Poisson distribution. The results demonstrate that variability in the number of surviving bacteria can be described as a Poisson distribution by use of the model developed by use of the Poisson process. IMPORTANCE We developed a model to enable the quantitative assessment of bacterial survivors of inactivation procedures because the presence of even one bacterium can cause foodborne disease. The results demonstrate that the variability in the numbers of surviving bacteria was described as a Poisson distribution by use of the model developed by use of the Poisson process. Description of the number of surviving bacteria as a probability distribution rather than as the point estimates used in a deterministic approach can provide a more realistic estimation of risk. The probability model should be useful for estimating the quantitative risk of bacterial survival during inactivation. PMID:27940547

Modeling Stochastic Variability in the Numbers of Surviving Salmonella enterica, Enterohemorrhagic Escherichia coli, and Listeria monocytogenes Cells at the Single-Cell Level in a Desiccated Environment.

PubMed

Koyama, Kento; Hokunan, Hidekazu; Hasegawa, Mayumi; Kawamura, Shuso; Koseki, Shigenobu

2017-02-15

Despite effective inactivation procedures, small numbers of bacterial cells may still remain in food samples. The risk that bacteria will survive these procedures has not been estimated precisely because deterministic models cannot be used to describe the uncertain behavior of bacterial populations. We used the Poisson distribution as a representative probability distribution to estimate the variability in bacterial numbers during the inactivation process. Strains of four serotypes of Salmonella enterica, three serotypes of enterohemorrhagic Escherichia coli, and one serotype of Listeria monocytogenes were evaluated for survival. We prepared bacterial cell numbers following a Poisson distribution (indicated by the parameter λ, which was equal to 2) and plated the cells in 96-well microplates, which were stored in a desiccated environment at 10% to 20% relative humidity and at 5, 15, and 25°C. The survival or death of the bacterial cells in each well was confirmed by adding tryptic soy broth as an enrichment culture. Changes in the Poisson distribution parameter during the inactivation process, which represent the variability in the numbers of surviving bacteria, were described by nonlinear regression with an exponential function based on a Weibull distribution. We also examined random changes in the number of surviving bacteria using a random number generator and computer simulations to determine whether the number of surviving bacteria followed a Poisson distribution during the bacterial death process by use of the Poisson process. For small initial cell numbers, more than 80% of the simulated distributions (λ = 2 or 10) followed a Poisson distribution. The results demonstrate that variability in the number of surviving bacteria can be described as a Poisson distribution by use of the model developed by use of the Poisson process. We developed a model to enable the quantitative assessment of bacterial survivors of inactivation procedures because the presence of even one bacterium can cause foodborne disease. The results demonstrate that the variability in the numbers of surviving bacteria was described as a Poisson distribution by use of the model developed by use of the Poisson process. Description of the number of surviving bacteria as a probability distribution rather than as the point estimates used in a deterministic approach can provide a more realistic estimation of risk. The probability model should be useful for estimating the quantitative risk of bacterial survival during inactivation. Copyright © 2017 Koyama et al.

Comonotonic bounds on the survival probabilities in the Lee-Carter model for mortality projection

NASA Astrophysics Data System (ADS)

Denuit, Michel; Dhaene, Jan

2007-06-01

In the Lee-Carter framework, future survival probabilities are random variables with an intricate distribution function. In large homogeneous portfolios of life annuities, value-at-risk or conditional tail expectation of the total yearly payout of the company are approximately equal to the corresponding quantities involving random survival probabilities. This paper aims to derive some bounds in the increasing convex (or stop-loss) sense on these random survival probabilities. These bounds are obtained with the help of comonotonic upper and lower bounds on sums of correlated random variables.

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

USGS Publications Warehouse

Zeng, Yuehua

2018-01-01

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

A Brownian model for recurrent earthquakes

USGS Publications Warehouse

Matthews, M.V.; Ellsworth, W.L.; Reasenberg, P.A.

2002-01-01

We construct a probability model for rupture times on a recurrent earthquake source. Adding Brownian perturbations to steady tectonic loading produces a stochastic load-state process. Rupture is assumed to occur when this process reaches a critical-failure threshold. An earthquake relaxes the load state to a characteristic ground level and begins a new failure cycle. The load-state process is a Brownian relaxation oscillator. Intervals between events have a Brownian passage-time distribution that may serve as a temporal model for time-dependent, long-term seismic forecasting. This distribution has the following noteworthy properties: (1) the probability of immediate rerupture is zero; (2) the hazard rate increases steadily from zero at t = 0 to a finite maximum near the mean recurrence time and then decreases asymptotically to a quasi-stationary level, in which the conditional probability of an event becomes time independent; and (3) the quasi-stationary failure rate is greater than, equal to, or less than the mean failure rate because the coefficient of variation is less than, equal to, or greater than 1/???2 ??? 0.707. In addition, the model provides expressions for the hazard rate and probability of rupture on faults for which only a bound can be placed on the time of the last rupture. The Brownian relaxation oscillator provides a connection between observable event times and a formal state variable that reflects the macromechanics of stress and strain accumulation. Analysis of this process reveals that the quasi-stationary distance to failure has a gamma distribution, and residual life has a related exponential distribution. It also enables calculation of "interaction" effects due to external perturbations to the state, such as stress-transfer effects from earthquakes outside the target source. The influence of interaction effects on recurrence times is transient and strongly dependent on when in the loading cycle step pertubations occur. Transient effects may be much stronger than would be predicted by the "clock change" method and characteristically decay inversely with elapsed time after the perturbation.

Estimation of transition probabilities of credit ratings

NASA Astrophysics Data System (ADS)

Peng, Gan Chew; Hin, Pooi Ah

2015-12-01

The present research is based on the quarterly credit ratings of ten companies over 15 years taken from the database of the Taiwan Economic Journal. The components in the vector mi (mi1, mi2,⋯, mi10) may first be used to denote the credit ratings of the ten companies in the i-th quarter. The vector mi+1 in the next quarter is modelled to be dependent on the vector mi via a conditional distribution which is derived from a 20-dimensional power-normal mixture distribution. The transition probability Pkl (i ,j ) for getting mi+1,j = l given that mi, j = k is then computed from the conditional distribution. It is found that the variation of the transition probability Pkl (i ,j ) as i varies is able to give indication for the possible transition of the credit rating of the j-th company in the near future.

Effects of Vertex Activity and Self-organized Criticality Behavior on a Weighted Evolving Network

NASA Astrophysics Data System (ADS)

Zhang, Gui-Qing; Yang, Qiu-Ying; Chen, Tian-Lun

2008-08-01

Effects of vertex activity have been analyzed on a weighted evolving network. The network is characterized by the probability distribution of vertex strength, each edge weight and evolution of the strength of vertices with different vertex activities. The model exhibits self-organized criticality behavior. The probability distribution of avalanche size for different network sizes is also shown. In addition, there is a power law relation between the size and the duration of an avalanche and the average of avalanche size has been studied for different vertex activities.

A Dasymetric-Based Monte Carlo Simulation Approach to the Probabilistic Analysis of Spatial Variables

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

Morton, April M; Piburn, Jesse O; McManamay, Ryan A

2017-01-01

Monte Carlo simulation is a popular numerical experimentation technique used in a range of scientific fields to obtain the statistics of unknown random output variables. Despite its widespread applicability, it can be difficult to infer required input probability distributions when they are related to population counts unknown at desired spatial resolutions. To overcome this challenge, we propose a framework that uses a dasymetric model to infer the probability distributions needed for a specific class of Monte Carlo simulations which depend on population counts.

Extinction probabilities and stationary distributions of mobile genetic elements in prokaryotes: The birth-death-diversification model.

PubMed

Drakos, Nicole E; Wahl, Lindi M

2015-12-01

Theoretical approaches are essential to our understanding of the complex dynamics of mobile genetic elements (MGEs) within genomes. Recently, the birth-death-diversification model was developed to describe the dynamics of mobile promoters (MPs), a particular class of MGEs in prokaryotes. A unique feature of this model is that genetic diversification of elements was included. To explore the implications of diversification on the longterm fate of MGE lineages, in this contribution we analyze the extinction probabilities, extinction times and equilibrium solutions of the birth-death-diversification model. We find that diversification increases both the survival and growth rate of MGE families, but the strength of this effect depends on the rate of horizontal gene transfer (HGT). We also find that the distribution of MGE families per genome is not necessarily monotonically decreasing, as observed for MPs, but may have a peak in the distribution that is related to the HGT rate. For MPs specifically, we find that new families have a high extinction probability, and predict that the number of MPs is increasing, albeit at a very slow rate. Additionally, we develop an extension of the birth-death-diversification model which allows MGEs in different regions of the genome, for example coding and non-coding, to be described by different rates. This extension may offer a potential explanation as to why the majority of MPs are located in non-promoter regions of the genome. Copyright © 2015 Elsevier Inc. All rights reserved.

Nonlinear Spatial Inversion Without Monte Carlo Sampling

NASA Astrophysics Data System (ADS)

Curtis, A.; Nawaz, A.

2017-12-01

High-dimensional, nonlinear inverse or inference problems usually have non-unique solutions. The distribution of solutions are described by probability distributions, and these are usually found using Monte Carlo (MC) sampling methods. These take pseudo-random samples of models in parameter space, calculate the probability of each sample given available data and other information, and thus map out high or low probability values of model parameters. However, such methods would converge to the solution only as the number of samples tends to infinity; in practice, MC is found to be slow to converge, convergence is not guaranteed to be achieved in finite time, and detection of convergence requires the use of subjective criteria. We propose a method for Bayesian inversion of categorical variables such as geological facies or rock types in spatial problems, which requires no sampling at all. The method uses a 2-D Hidden Markov Model over a grid of cells, where observations represent localized data constraining the model in each cell. The data in our example application are seismic properties such as P- and S-wave impedances or rock density; our model parameters are the hidden states and represent the geological rock types in each cell. The observations at each location are assumed to depend on the facies at that location only - an assumption referred to as `localized likelihoods'. However, the facies at a location cannot be determined solely by the observation at that location as it also depends on prior information concerning its correlation with the spatial distribution of facies elsewhere. Such prior information is included in the inversion in the form of a training image which represents a conceptual depiction of the distribution of local geologies that might be expected, but other forms of prior information can be used in the method as desired. The method provides direct (pseudo-analytic) estimates of posterior marginal probability distributions over each variable, so these do not need to be estimated from samples as is required in MC methods. On a 2-D test example the method is shown to outperform previous methods significantly, and at a fraction of the computational cost. In many foreseeable applications there are therefore no serious impediments to extending the method to 3-D spatial models.

Species Distribution Modelling of Aedes aegypti in two dengue-endemic regions of Pakistan.

PubMed

Fatima, Syeda Hira; Atif, Salman; Rasheed, Syed Basit; Zaidi, Farrah; Hussain, Ejaz

2016-03-01

Statistical tools are effectively used to determine the distribution of mosquitoes and to make ecological inferences about the vector-borne disease dynamics. In this study, we utilised species distribution models to understand spatial patterns of Aedes aegypti in two dengue-prevalent regions of Pakistan, Lahore and Swat. Species distribution models can potentially indicate the probability of suitability of Ae. aegypti once introduced to new regions like Swat, where invasion of this species is a recent phenomenon. The distribution of Ae. aegypti was determined by applying the MaxEnt algorithm on a set of potential environmental factors and species sample records. The ecological dependency of species on each environmental variable was analysed using response curves. We quantified the statistical performance of the models based on accuracy assessment and spatial predictions. Our results suggest that Ae. aegypti is widely distributed in Lahore. Human population density and urban infrastructure are primarily responsible for greater probability of mosquito occurrence in this region. In Swat, Ae. aegypti has clumped distribution, where urban patches provide refuge to the species in an otherwise hostile heterogeneous environment and road networks are assumed to have facilitated in passive-mediated dispersal of species. In Pakistan, Ae. aegypti is expanding its range northwards; this could be associated with rapid urbanisation, trade and travel. The main implication of this expansion is that more people are at risk of dengue fever in the northern highlands of Pakistan. © 2016 John Wiley & Sons Ltd.

The role of presumed probability density functions in the simulation of nonpremixed turbulent combustion

NASA Astrophysics Data System (ADS)

Coclite, A.; Pascazio, G.; De Palma, P.; Cutrone, L.

2016-07-01

Flamelet-Progress-Variable (FPV) combustion models allow the evaluation of all thermochemical quantities in a reacting flow by computing only the mixture fraction Z and a progress variable C. When using such a method to predict turbulent combustion in conjunction with a turbulence model, a probability density function (PDF) is required to evaluate statistical averages (e. g., Favre averages) of chemical quantities. The choice of the PDF is a compromise between computational costs and accuracy level. The aim of this paper is to investigate the influence of the PDF choice and its modeling aspects to predict turbulent combustion. Three different models are considered: the standard one, based on the choice of a β-distribution for Z and a Dirac-distribution for C; a model employing a β-distribution for both Z and C; and the third model obtained using a β-distribution for Z and the statistically most likely distribution (SMLD) for C. The standard model, although widely used, does not take into account the interaction between turbulence and chemical kinetics as well as the dependence of the progress variable not only on its mean but also on its variance. The SMLD approach establishes a systematic framework to incorporate informations from an arbitrary number of moments, thus providing an improvement over conventionally employed presumed PDF closure models. The rational behind the choice of the three PDFs is described in some details and the prediction capability of the corresponding models is tested vs. well-known test cases, namely, the Sandia flames, and H2-air supersonic combustion.

Effect of noise on defect chaos in a reaction-diffusion model.

PubMed

Wang, Hongli; Ouyang, Qi

2005-06-01

The influence of noise on defect chaos due to breakup of spiral waves through Doppler and Eckhaus instabilities is investigated numerically with a modified Fitzhugh-Nagumo model. By numerical simulations we show that the noise can drastically enhance the creation and annihilation rates of topological defects. The noise-free probability distribution function for defects in this model is found not to fit with the previously reported squared-Poisson distribution. Under the influence of noise, the distributions are flattened, and can fit with the squared-Poisson or the modified-Poisson distribution. The defect lifetime and diffusive property of defects under the influence of noise are also checked in this model.

Hantavirus reservoir Oligoryzomys longicaudatus spatial distribution sensitivity to climate change scenarios in Argentine Patagonia

PubMed Central

Carbajo, Aníbal E; Vera, Carolina; González, Paula LM

2009-01-01

Background Oligoryzomys longicaudatus (colilargo) is the rodent responsible for hantavirus pulmonary syndrome (HPS) in Argentine Patagonia. In past decades (1967–1998), trends of precipitation reduction and surface air temperature increase have been observed in western Patagonia. We explore how the potential distribution of the hantavirus reservoir would change under different climate change scenarios based on the observed trends. Methods Four scenarios of potential climate change were constructed using temperature and precipitation changes observed in Argentine Patagonia between 1967 and 1998: Scenario 1 assumed no change in precipitation but a temperature trend as observed; scenario 2 assumed no changes in temperature but a precipitation trend as observed; Scenario 3 included changes in both temperature and precipitation trends as observed; Scenario 4 assumed changes in both temperature and precipitation trends as observed but doubled. We used a validated spatial distribution model of O. longicaudatus as a function of temperature and precipitation. From the model probability of the rodent presence was calculated for each scenario. Results If changes in precipitation follow previous trends, the probability of the colilargo presence would fall in the HPS transmission zone of northern Patagonia. If temperature and precipitation trends remain at current levels for 60 years or double in the future 30 years, the probability of the rodent presence and the associated total area of potential distribution would diminish throughout Patagonia; the areas of potential distribution for colilargos would shift eastwards. These results suggest that future changes in Patagonia climate may lower transmission risk through a reduction in the potential distribution of the rodent reservoir. Conclusion According to our model the rates of temperature and precipitation changes observed between 1967 and 1998 may produce significant changes in the rodent distribution in an equivalent period of time only in certain areas. Given that changes maintain for 60 years or double in 30 years, the hantavirus reservoir Oligoryzomys longicaudatus may contract its distribution in Argentine Patagonia extensively. PMID:19607707

On the distribution of interspecies correlation for Markov models of character evolution on Yule trees.

PubMed

Mulder, Willem H; Crawford, Forrest W

2015-01-07

Efforts to reconstruct phylogenetic trees and understand evolutionary processes depend fundamentally on stochastic models of speciation and mutation. The simplest continuous-time model for speciation in phylogenetic trees is the Yule process, in which new species are "born" from existing lineages at a constant rate. Recent work has illuminated some of the structural properties of Yule trees, but it remains mostly unknown how these properties affect sequence and trait patterns observed at the tips of the phylogenetic tree. Understanding the interplay between speciation and mutation under simple models of evolution is essential for deriving valid phylogenetic inference methods and gives insight into the optimal design of phylogenetic studies. In this work, we derive the probability distribution of interspecies covariance under Brownian motion and Ornstein-Uhlenbeck models of phenotypic change on a Yule tree. We compute the probability distribution of the number of mutations shared between two randomly chosen taxa in a Yule tree under discrete Markov mutation models. Our results suggest summary measures of phylogenetic information content, illuminate the correlation between site patterns in sequences or traits of related organisms, and provide heuristics for experimental design and reconstruction of phylogenetic trees. Copyright © 2014 Elsevier Ltd. All rights reserved.

Past, present and future distributions of an Iberian Endemic, Lepus granatensis: ecological and evolutionary clues from species distribution models.

PubMed

Acevedo, Pelayo; Melo-Ferreira, José; Real, Raimundo; Alves, Paulo Célio

2012-01-01

The application of species distribution models (SDMs) in ecology and conservation biology is increasing and assuming an important role, mainly because they can be used to hindcast past and predict current and future species distributions. However, the accuracy of SDMs depends on the quality of the data and on appropriate theoretical frameworks. In this study, comprehensive data on the current distribution of the Iberian hare (Lepus granatensis) were used to i) determine the species' ecogeographical constraints, ii) hindcast a climatic model for the last glacial maximum (LGM), relating it to inferences derived from molecular studies, and iii) calibrate a model to assess the species future distribution trends (up to 2080). Our results showed that the climatic factor (in its pure effect and when it is combined with the land-cover factor) is the most important descriptor of the current distribution of the Iberian hare. In addition, the model's output was a reliable index of the local probability of species occurrence, which is a valuable tool to guide species management decisions and conservation planning. Climatic potential obtained for the LGM was combined with molecular data and the results suggest that several glacial refugia may have existed for the species within the major Iberian refugium. Finally, a high probability of occurrence of the Iberian hare in the current species range and a northward expansion were predicted for future. Given its current environmental envelope and evolutionary history, we discuss the macroecology of the Iberian hare and its sensitivity to climate change.

A Bayesian approach to modeling 2D gravity data using polygon states

NASA Astrophysics Data System (ADS)

Titus, W. J.; Titus, S.; Davis, J. R.

2015-12-01

We present a Bayesian Markov chain Monte Carlo (MCMC) method for the 2D gravity inversion of a localized subsurface object with constant density contrast. Our models have four parameters: the density contrast, the number of vertices in a polygonal approximation of the object, an upper bound on the ratio of the perimeter squared to the area, and the vertices of a polygon container that bounds the object. Reasonable parameter values can be estimated prior to inversion using a forward model and geologic information. In addition, we assume that the field data have a common random uncertainty that lies between two bounds but that it has no systematic uncertainty. Finally, we assume that there is no uncertainty in the spatial locations of the measurement stations. For any set of model parameters, we use MCMC methods to generate an approximate probability distribution of polygons for the object. We then compute various probability distributions for the object, including the variance between the observed and predicted fields (an important quantity in the MCMC method), the area, the center of area, and the occupancy probability (the probability that a spatial point lies within the object). In addition, we compare probabilities of different models using parallel tempering, a technique which also mitigates trapping in local optima that can occur in certain model geometries. We apply our method to several synthetic data sets generated from objects of varying shape and location. We also analyze a natural data set collected across the Rio Grande Gorge Bridge in New Mexico, where the object (i.e. the air below the bridge) is known and the canyon is approximately 2D. Although there are many ways to view results, the occupancy probability proves quite powerful. We also find that the choice of the container is important. In particular, large containers should be avoided, because the more closely a container confines the object, the better the predictions match properties of object.

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

Kim, K. S.; Nakae, L. F.; Prasad, M. K.

Here, we solve a simple theoretical model of time evolving fission chains due to Feynman that generalizes and asymptotically approaches the point model theory. The point model theory has been used to analyze thermal neutron counting data. This extension of the theory underlies fast counting data for both neutrons and gamma rays from metal systems. Fast neutron and gamma-ray counting is now possible using liquid scintillator arrays with nanosecond time resolution. For individual fission chains, the differential equations describing three correlated probability distributions are solved: the time-dependent internal neutron population, accumulation of fissions in time, and accumulation of leaked neutronsmore » in time. Explicit analytic formulas are given for correlated moments of the time evolving chain populations. The equations for random time gate fast neutron and gamma-ray counting distributions, due to randomly initiated chains, are presented. Correlated moment equations are given for both random time gate and triggered time gate counting. There are explicit formulas for all correlated moments are given up to triple order, for all combinations of correlated fast neutrons and gamma rays. The nonlinear differential equations for probabilities for time dependent fission chain populations have a remarkably simple Monte Carlo realization. A Monte Carlo code was developed for this theory and is shown to statistically realize the solutions to the fission chain theory probability distributions. Combined with random initiation of chains and detection of external quanta, the Monte Carlo code generates time tagged data for neutron and gamma-ray counting and from these data the counting distributions.« less

Estimation of the radiation-induced DNA double-strand breaks number by considering cell cycle and absorbed dose per cell nucleus

PubMed Central

Mori, Ryosuke; Matsuya, Yusuke; Yoshii, Yuji; Date, Hiroyuki

2018-01-01

Abstract DNA double-strand breaks (DSBs) are thought to be the main cause of cell death after irradiation. In this study, we estimated the probability distribution of the number of DSBs per cell nucleus by considering the DNA amount in a cell nucleus (which depends on the cell cycle) and the statistical variation in the energy imparted to the cell nucleus by X-ray irradiation. The probability estimation of DSB induction was made following these procedures: (i) making use of the Chinese Hamster Ovary (CHO)-K1 cell line as the target example, the amounts of DNA per nucleus in the logarithmic and the plateau phases of the growth curve were measured by flow cytometry with propidium iodide (PI) dyeing; (ii) the probability distribution of the DSB number per cell nucleus for each phase after irradiation with 1.0 Gy of 200 kVp X-rays was measured by means of γ-H2AX immunofluorescent staining; (iii) the distribution of the cell-specific energy deposition via secondary electrons produced by the incident X-rays was calculated by WLTrack (in-house Monte Carlo code); (iv) according to a mathematical model for estimating the DSB number per nucleus, we deduced the induction probability density of DSBs based on the measured DNA amount (depending on the cell cycle) and the calculated dose per nucleus. The model exhibited DSB induction probabilities in good agreement with the experimental results for the two phases, suggesting that the DNA amount (depending on the cell cycle) and the statistical variation in the local energy deposition are essential for estimating the DSB induction probability after X-ray exposure. PMID:29800455

Estimation of the radiation-induced DNA double-strand breaks number by considering cell cycle and absorbed dose per cell nucleus.

PubMed

Mori, Ryosuke; Matsuya, Yusuke; Yoshii, Yuji; Date, Hiroyuki

2018-05-01

DNA double-strand breaks (DSBs) are thought to be the main cause of cell death after irradiation. In this study, we estimated the probability distribution of the number of DSBs per cell nucleus by considering the DNA amount in a cell nucleus (which depends on the cell cycle) and the statistical variation in the energy imparted to the cell nucleus by X-ray irradiation. The probability estimation of DSB induction was made following these procedures: (i) making use of the Chinese Hamster Ovary (CHO)-K1 cell line as the target example, the amounts of DNA per nucleus in the logarithmic and the plateau phases of the growth curve were measured by flow cytometry with propidium iodide (PI) dyeing; (ii) the probability distribution of the DSB number per cell nucleus for each phase after irradiation with 1.0 Gy of 200 kVp X-rays was measured by means of γ-H2AX immunofluorescent staining; (iii) the distribution of the cell-specific energy deposition via secondary electrons produced by the incident X-rays was calculated by WLTrack (in-house Monte Carlo code); (iv) according to a mathematical model for estimating the DSB number per nucleus, we deduced the induction probability density of DSBs based on the measured DNA amount (depending on the cell cycle) and the calculated dose per nucleus. The model exhibited DSB induction probabilities in good agreement with the experimental results for the two phases, suggesting that the DNA amount (depending on the cell cycle) and the statistical variation in the local energy deposition are essential for estimating the DSB induction probability after X-ray exposure.

Isolation and Connectivity in Random Geometric Graphs with Self-similar Intensity Measures

NASA Astrophysics Data System (ADS)

Dettmann, Carl P.

2018-05-01

Random geometric graphs consist of randomly distributed nodes (points), with pairs of nodes within a given mutual distance linked. In the usual model the distribution of nodes is uniform on a square, and in the limit of infinitely many nodes and shrinking linking range, the number of isolated nodes is Poisson distributed, and the probability of no isolated nodes is equal to the probability the whole graph is connected. Here we examine these properties for several self-similar node distributions, including smooth and fractal, uniform and nonuniform, and finitely ramified or otherwise. We show that nonuniformity can break the Poisson distribution property, but it strengthens the link between isolation and connectivity. It also stretches out the connectivity transition. Finite ramification is another mechanism for lack of connectivity. The same considerations apply to fractal distributions as smooth, with some technical differences in evaluation of the integrals and analytical arguments.

[Clinical evaluation of heavy-particle radiotherapy using dose volume histogram (DVH)].

PubMed

Terahara, A; Nakano, T; Tsujii, H

1998-01-01

Radiotherapy with heavy particles such as proton and heavy-charged particles is a promising modality for treatment of localized malignant tumors because of the good dose distribution. A dose calculation and radiotherapy planning system which is essential for this kind of treatment has been developed in recent years. It has the capability to compute the dose volume histogram (DVH) which contains dose-volume information for the target volume and other interesting volumes. Recently, DVH is commonly used to evaluate and compare dose distributions in radiotherapy with both photon and heavy particles, and it shows that a superior dose distribution is obtained in heavy particle radiotherapy. DVH is also utilized for the evaluation of dose distribution related to clinical outcomes. Besides models such as normal tissue complication probability (NTCP) and tumor control probability (TCP), which can be calculated from DVH are proposed by several authors, they are applied to evaluate dose distributions themselves and to evaluate them in relation to clinical results. DVH is now a useful and important tool, but further studies are needed to use DVH and these models practically for clinical evaluation of heavy-particle radiotherapy.

Relationship between radiation-induced aberrations in individual chromosomes and their DNA content: effects of interaction distance

NASA Technical Reports Server (NTRS)

Wu, H.; Durante, M.; Lucas, J. N.

2001-01-01

PURPOSE: To study the effect of the interaction distance on the frequency of inter- and intrachromosome exchanges in individual chromosomes with respect to their DNA content. Assumptions: Chromosome exchanges are formed by misrejoining of two DNA double-strand breaks (DSB) induced within an interaction distance, d. It is assumed that chromosomes in G(0)/G(1) phase of the cell cycle occupy a spherical domain in a cell nucleus, with no spatial overlap between individual chromosome domains. RESULTS: Formulae are derived for the probability of formation of inter-, as well as intra-, chromosome exchanges relating to the DNA content of the chromosome for a given interaction distance. For interaction distances <1 microm, the relative frequency of interchromosome exchanges predicted by the present model is similar to that by Cigarran et al. (1998) based on the assumption that the probability of interchromosome exchanges is proportional to the "surface area" of the chromosome territory. The "surface area" assumption is shown to be a limiting case of d-->0 in the present model. The present model also predicts that the probability of intrachromosome exchanges occurring in individual chromosomes is proportional to their DNA content with correction terms. CONCLUSION: When the interaction distance is small, the "surface area" distribution for chromosome participation in interchromosome exchanges has been expected. However, the present model shows that for the interaction distance as large as 1 microm, the predicted probability of interchromosome exchange formation is still close to the surface area distribution. Therefore, this distribution does not necessarily rule out the formation of complex chromosomal aberrations by long-range misrejoining of DSB.

Modeling and Managing Risk in Billing Infrastructures

NASA Astrophysics Data System (ADS)

Baiardi, Fabrizio; Telmon, Claudio; Sgandurra, Daniele

This paper discusses risk modeling and risk management in information and communications technology (ICT) systems for which the attack impact distribution is heavy tailed (e.g., power law distribution) and the average risk is unbounded. Systems with these properties include billing infrastructures used to charge customers for services they access. Attacks against billing infrastructures can be classified as peripheral attacks and backbone attacks. The goal of a peripheral attack is to tamper with user bills; a backbone attack seeks to seize control of the billing infrastructure. The probability distribution of the overall impact of an attack on a billing infrastructure also has a heavy-tailed curve. This implies that the probability of a massive impact cannot be ignored and that the average impact may be unbounded - thus, even the most expensive countermeasures would be cost effective. Consequently, the only strategy for managing risk is to increase the resilience of the infrastructure by employing redundant components.

In-beam fissio study at JAEA for heavy element synthesis

NASA Astrophysics Data System (ADS)

Nishio, K.; Ikezoe, H.; Hofmann, S.; Ackermann, D.; Aritomo, Y.; Comas, V. F.; Düllmann, Ch. E.; Heinz, S.; Heredia, J. A.; Heßberger, F. P.; Hirose, K.; Khuyagbaatar, J.; Kindler, B.; Kojouharov, I.; Lommel, B.; Makii, M.; Mann, R.; Mitsuoka, S.; Nishinaka, I.; Ohtsuki, T.; Saro, S.; Schädel, M.; Popeko, A. G.; Türler, A.; Wakabayashi, Y.; Watanabe, Y.; Yakushev, A.; Yeremin, A.

2013-04-01

Fission fragment mass distributions were measured in the heavy-ion induced fission using 238U target nucleus. The mass distributions changed drastically with incident energy. The results are explained by a change of the ratio between fusion and qasifission with nuclear orientation. A calculation based on a fluctuation dissipation model reproduced the mass distributions and their incident energy dependence. Fusion probability was determined in the analysis. Evaporation residue cross sections were calculated with a statistical model in the reactions of 30Si+238U and 34S+238U using the obtained fusion probability in the entrance channel. The results agree with the measured cross sections of 263,264Sg and 267,268Hs, produced by 30Si+238U and 34S+238U, respectively. It is also suggested that the sub-barrier energies can be used for heavy element synthesis.

Size Effect on Specific Energy Distribution in Particle Comminution

NASA Astrophysics Data System (ADS)

Xu, Yongfu; Wang, Yidong

A theoretical study is made to derive an energy distribution equation for the size reduction process from the fractal model for the particle comminution. Fractal model is employed as a valid measure of the self-similar size distribution of comminution daughter products. The tensile strength of particles varies with particle size in the manner of a power function law. The energy consumption for comminuting single particle is found to be proportional to the 5(D-3)/3rd order of the particle size, D being the fractal dimension of particle comminution daughter. The Weibull statistics is applied to describe the relationship between the breakage probability and specific energy of particle comminution. A simple equation is derived for the breakage probability of particles in view of the dependence of fracture energy on particle size. The calculated exponents and Weibull coefficients are generally in conformity with published data for fracture of particles.

Rockfall travel distances theoretical distributions

NASA Astrophysics Data System (ADS)

Jaboyedoff, Michel; Derron, Marc-Henri; Pedrazzini, Andrea

2017-04-01

The probability of propagation of rockfalls is a key part of hazard assessment, because it permits to extrapolate the probability of propagation of rockfall either based on partial data or simply theoretically. The propagation can be assumed frictional which permits to describe on average the propagation by a line of kinetic energy which corresponds to the loss of energy along the path. But loss of energy can also be assumed as a multiplicative process or a purely random process. The distributions of the rockfall block stop points can be deduced from such simple models, they lead to Gaussian, Inverse-Gaussian, Log-normal or exponential negative distributions. The theoretical background is presented, and the comparisons of some of these models with existing data indicate that these assumptions are relevant. The results are either based on theoretical considerations or by fitting results. They are potentially very useful for rockfall hazard zoning and risk assessment. This approach will need further investigations.

Transient queue-size distribution in a finite-capacity queueing system with server breakdowns and Bernoulli feedback

NASA Astrophysics Data System (ADS)

Kempa, Wojciech M.

2017-12-01

A finite-capacity queueing system with server breakdowns is investigated, in which successive exponentially distributed failure-free times are followed by repair periods. After the processing a customer may either rejoin the queue (feedback) with probability q, or definitely leave the system with probability 1 - q. The system of integral equations for transient queue-size distribution, conditioned by the initial level of buffer saturation, is build. The solution of the corresponding system written for Laplace transforms is found using the linear algebraic approach. The considered queueing system can be successfully used in modelling production lines with machine failures, in which the parameter q may be considered as a typical fraction of items demanding corrections. Morever, this queueing model can be applied in the analysis of real TCP/IP performance, where q stands for the fraction of packets requiring retransmission.

Modeling financial markets by the multiplicative sequence of trades

NASA Astrophysics Data System (ADS)

Gontis, V.; Kaulakys, B.

2004-12-01

We introduce the stochastic multiplicative point process modeling trading activity of financial markets. Such a model system exhibits power-law spectral density S(f)∝1/fβ, scaled as power of frequency for various values of β between 0.5 and 2. Furthermore, we analyze the relation between the power-law autocorrelations and the origin of the power-law probability distribution of the trading activity. The model reproduces the spectral properties of trading activity and explains the mechanism of power-law distribution in real markets.

Multi-objective possibilistic model for portfolio selection with transaction cost

NASA Astrophysics Data System (ADS)

Jana, P.; Roy, T. K.; Mazumder, S. K.

2009-06-01

In this paper, we introduce the possibilistic mean value and variance of continuous distribution, rather than probability distributions. We propose a multi-objective Portfolio based model and added another entropy objective function to generate a well diversified asset portfolio within optimal asset allocation. For quantifying any potential return and risk, portfolio liquidity is taken into account and a multi-objective non-linear programming model for portfolio rebalancing with transaction cost is proposed. The models are illustrated with numerical examples.

System statistical reliability model and analysis

NASA Technical Reports Server (NTRS)

Lekach, V. S.; Rood, H.

1973-01-01

A digital computer code was developed to simulate the time-dependent behavior of the 5-kwe reactor thermoelectric system. The code was used to determine lifetime sensitivity coefficients for a number of system design parameters, such as thermoelectric module efficiency and degradation rate, radiator absorptivity and emissivity, fuel element barrier defect constant, beginning-of-life reactivity, etc. A probability distribution (mean and standard deviation) was estimated for each of these design parameters. Then, error analysis was used to obtain a probability distribution for the system lifetime (mean = 7.7 years, standard deviation = 1.1 years). From this, the probability that the system will achieve the design goal of 5 years lifetime is 0.993. This value represents an estimate of the degradation reliability of the system.

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

PubMed

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

2016-01-01

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

Landslide Probability Assessment by the Derived Distributions Technique

NASA Astrophysics Data System (ADS)

Muñoz, E.; Ochoa, A.; Martínez, H.

2012-12-01

Landslides are potentially disastrous events that bring along human and economic losses; especially in cities where an accelerated and unorganized growth leads to settlements on steep and potentially unstable areas. Among the main causes of landslides are geological, geomorphological, geotechnical, climatological, hydrological conditions and anthropic intervention. This paper studies landslides detonated by rain, commonly known as "soil-slip", which characterize by having a superficial failure surface (Typically between 1 and 1.5 m deep) parallel to the slope face and being triggered by intense and/or sustained periods of rain. This type of landslides is caused by changes on the pore pressure produced by a decrease in the suction when a humid front enters, as a consequence of the infiltration initiated by rain and ruled by the hydraulic characteristics of the soil. Failure occurs when this front reaches a critical depth and the shear strength of the soil in not enough to guarantee the stability of the mass. Critical rainfall thresholds in combination with a slope stability model are widely used for assessing landslide probability. In this paper we present a model for the estimation of the occurrence of landslides based on the derived distributions technique. Since the works of Eagleson in the 1970s the derived distributions technique has been widely used in hydrology to estimate the probability of occurrence of extreme flows. The model estimates the probability density function (pdf) of the Factor of Safety (FOS) from the statistical behavior of the rainfall process and some slope parameters. The stochastic character of the rainfall is transformed by means of a deterministic failure model into FOS pdf. Exceedance probability and return period estimation is then straightforward. The rainfall process is modeled as a Rectangular Pulses Poisson Process (RPPP) with independent exponential pdf for mean intensity and duration of the storms. The Philip infiltration model is used along with the soil characteristic curve (suction vs. moisture) and the Mohr-Coulomb failure criteria in order to calculate the FOS of the slope. Data from two slopes located on steep tropical regions of the cities of Medellín (Colombia) and Rio de Janeiro (Brazil) where used to verify the model's performance. The results indicated significant differences between the obtained FOS values and the behavior observed on the field. The model shows relatively high values of FOS that do not reflect the instability of the analyzed slopes. For the two cases studied, the application of a more simple reliability concept (as the Probability of Failure - PR and Reliability Index - β), instead of a FOS could lead to more realistic results.

Maximum entropy principal for transportation

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

Bilich, F.; Da Silva, R.

In this work we deal with modeling of the transportation phenomenon for use in the transportation planning process and policy-impact studies. The model developed is based on the dependence concept, i.e., the notion that the probability of a trip starting at origin i is dependent on the probability of a trip ending at destination j given that the factors (such as travel time, cost, etc.) which affect travel between origin i and destination j assume some specific values. The derivation of the solution of the model employs the maximum entropy principle combining a priori multinomial distribution with a trip utilitymore » concept. This model is utilized to forecast trip distributions under a variety of policy changes and scenarios. The dependence coefficients are obtained from a regression equation where the functional form is derived based on conditional probability and perception of factors from experimental psychology. The dependence coefficients encode all the information that was previously encoded in the form of constraints. In addition, the dependence coefficients encode information that cannot be expressed in the form of constraints for practical reasons, namely, computational tractability. The equivalence between the standard formulation (i.e., objective function with constraints) and the dependence formulation (i.e., without constraints) is demonstrated. The parameters of the dependence-based trip-distribution model are estimated, and the model is also validated using commercial air travel data in the U.S. In addition, policy impact analyses (such as allowance of supersonic flights inside the U.S. and user surcharge at noise-impacted airports) on air travel are performed.« less

The Effect of Velocity Correlation on the Spatial Evolution of Breakthrough Curves in Heterogeneous Media

NASA Astrophysics Data System (ADS)

Massoudieh, A.; Dentz, M.; Le Borgne, T.

2017-12-01

In heterogeneous media, the velocity distribution and the spatial correlation structure of velocity for solute particles determine the breakthrough curves and how they evolve as one moves away from the solute source. The ability to predict such evolution can help relating the spatio-statistical hydraulic properties of the media to the transport behavior and travel time distributions. While commonly used non-local transport models such as anomalous dispersion and classical continuous time random walk (CTRW) can reproduce breakthrough curve successfully by adjusting the model parameter values, they lack the ability to relate model parameters to the spatio-statistical properties of the media. This in turns limits the transferability of these models. In the research to be presented, we express concentration or flux of solutes as a distribution over their velocity. We then derive an integrodifferential equation that governs the evolution of the particle distribution over velocity at given times and locations for a particle ensemble, based on a presumed velocity correlation structure and an ergodic cross-sectional velocity distribution. This way, the spatial evolution of breakthrough curves away from the source is predicted based on cross-sectional velocity distribution and the connectivity, which is expressed by the velocity transition probability density. The transition probability is specified via a copula function that can help construct a joint distribution with a given correlation and given marginal velocities. Using this approach, we analyze the breakthrough curves depending on the velocity distribution and correlation properties. The model shows how the solute transport behavior evolves from ballistic transport at small spatial scales to Fickian dispersion at large length scales relative to the velocity correlation length.

On the use of the energy probability distribution zeros in the study of phase transitions

NASA Astrophysics Data System (ADS)

Mól, L. A. S.; Rodrigues, R. G. M.; Stancioli, R. A.; Rocha, J. C. S.; Costa, B. V.

2018-04-01

This contribution is devoted to cover some technical aspects related to the use of the recently proposed energy probability distribution zeros in the study of phase transitions. This method is based on the partial knowledge of the partition function zeros and has been shown to be extremely efficient to precisely locate phase transition temperatures. It is based on an iterative method in such a way that the transition temperature can be approached at will. The iterative method will be detailed and some convergence issues that has been observed in its application to the 2D Ising model and to an artificial spin ice model will be shown, together with ways to circumvent them.

A comparison of two methods for expert elicitation in health technology assessments.

PubMed

Grigore, Bogdan; Peters, Jaime; Hyde, Christopher; Stein, Ken

2016-07-26

When data needed to inform parameters in decision models are lacking, formal elicitation of expert judgement can be used to characterise parameter uncertainty. Although numerous methods for eliciting expert opinion as probability distributions exist, there is little research to suggest whether one method is more useful than any other method. This study had three objectives: (i) to obtain subjective probability distributions characterising parameter uncertainty in the context of a health technology assessment; (ii) to compare two elicitation methods by eliciting the same parameters in different ways; (iii) to collect subjective preferences of the experts for the different elicitation methods used. Twenty-seven clinical experts were invited to participate in an elicitation exercise to inform a published model-based cost-effectiveness analysis of alternative treatments for prostate cancer. Participants were individually asked to express their judgements as probability distributions using two different methods - the histogram and hybrid elicitation methods - presented in a random order. Individual distributions were mathematically aggregated across experts with and without weighting. The resulting combined distributions were used in the probabilistic analysis of the decision model and mean incremental cost-effectiveness ratios and the expected values of perfect information (EVPI) were calculated for each method, and compared with the original cost-effectiveness analysis. Scores on the ease of use of the two methods and the extent to which the probability distributions obtained from each method accurately reflected the expert's opinion were also recorded. Six experts completed the task. Mean ICERs from the probabilistic analysis ranged between £162,600-£175,500 per quality-adjusted life year (QALY) depending on the elicitation and weighting methods used. Compared to having no information, use of expert opinion decreased decision uncertainty: the EVPI value at the £30,000 per QALY threshold decreased by 74-86 % from the original cost-effectiveness analysis. Experts indicated that the histogram method was easier to use, but attributed a perception of more accuracy to the hybrid method. Inclusion of expert elicitation can decrease decision uncertainty. Here, choice of method did not affect the overall cost-effectiveness conclusions, but researchers intending to use expert elicitation need to be aware of the impact different methods could have.

An economic evaluation of home management of malaria in Uganda: an interactive Markov model.

PubMed

Lubell, Yoel; Mills, Anne J; Whitty, Christopher J M; Staedke, Sarah G

2010-08-27

Home management of malaria (HMM), promoting presumptive treatment of febrile children in the community, is advocated to improve prompt appropriate treatment of malaria in Africa. The cost-effectiveness of HMM is likely to vary widely in different settings and with the antimalarial drugs used. However, no data on the cost-effectiveness of HMM programmes are available. A Markov model was constructed to estimate the cost-effectiveness of HMM as compared to conventional care for febrile illnesses in children without HMM. The model was populated with data from Uganda, but is designed to be interactive, allowing the user to adjust certain parameters, including the antimalarials distributed. The model calculates the cost per disability adjusted life year averted and presents the incremental cost-effectiveness ratio compared to a threshold value. Model output is stratified by level of malaria transmission and the probability that a child would receive appropriate care from a health facility, to indicate the circumstances in which HMM is likely to be cost-effective. The model output suggests that the cost-effectiveness of HMM varies with malaria transmission, the probability of appropriate care, and the drug distributed. Where transmission is high and the probability of appropriate care is limited, HMM is likely to be cost-effective from a provider perspective. Even with the most effective antimalarials, HMM remains an attractive intervention only in areas of high malaria transmission and in medium transmission areas with a lower probability of appropriate care. HMM is generally not cost-effective in low transmission areas, regardless of which antimalarial is distributed. Considering the analysis from the societal perspective decreases the attractiveness of HMM. Syndromic HMM for children with fever may be a useful strategy for higher transmission settings with limited health care and diagnosis, but is not appropriate for all settings. HMM may need to be tailored to specific settings, accounting for local malaria transmission intensity and availability of health services.

Study of sea-surface slope distribution and its effect on radar backscatter based on Global Precipitation Measurement Ku-band precipitation radar measurements

NASA Astrophysics Data System (ADS)

Yan, Qiushuang; Zhang, Jie; Fan, Chenqing; Wang, Jing; Meng, Junmin

2018-01-01

The collocated normalized radar backscattering cross-section measurements from the Global Precipitation Measurement (GPM) Ku-band precipitation radar (KuPR) and the winds from the moored buoys are used to study the effect of different sea-surface slope probability density functions (PDFs), including the Gaussian PDF, the Gram-Charlier PDF, and the Liu PDF, on the geometrical optics (GO) model predictions of the radar backscatter at low incidence angles (0 deg to 18 deg) at different sea states. First, the peakedness coefficient in the Liu distribution is determined using the collocations at the normal incidence angle, and the results indicate that the peakedness coefficient is a nonlinear function of the wind speed. Then, the performance of the modified Liu distribution, i.e., Liu distribution using the obtained peakedness coefficient estimate; the Gaussian distribution; and the Gram-Charlier distribution is analyzed. The results show that the GO model predictions with the modified Liu distribution agree best with the KuPR measurements, followed by the predictions with the Gaussian distribution, while the predictions with the Gram-Charlier distribution have larger differences as the total or the slick filtered, not the radar filtered, probability density is included in the distribution. The best-performing distribution changes with incidence angle and changes with wind speed.

UQ for Decision Making: How (at least five) Kinds of Probability Might Come Into Play

NASA Astrophysics Data System (ADS)

Smith, L. A.

2013-12-01

In 1959 IJ Good published the discussion "Kinds of Probability" in Science. Good identified (at least) five kinds. The need for (at least) a sixth kind of probability when quantifying uncertainty in the context of climate science is discussed. This discussion brings out the differences in weather-like forecasting tasks and climate-links tasks, with a focus on the effective use both of science and of modelling in support of decision making. Good also introduced the idea of a "Dynamic probability" a probability one expects to change without any additional empirical evidence; the probabilities assigned by a chess playing program when it is only half thorough its analysis being an example. This case is contrasted with the case of "Mature probabilities" where a forecast algorithm (or model) has converged on its asymptotic probabilities and the question hinges in whether or not those probabilities are expected to change significantly before the event in question occurs, even in the absence of new empirical evidence. If so, then how might one report and deploy such immature probabilities in scientific-support of decision-making rationally? Mature Probability is suggested as a useful sixth kind, although Good would doubtlessly argue that we can get by with just one, effective communication with decision makers may be enhanced by speaking as if the others existed. This again highlights the distinction between weather-like contexts and climate-like contexts. In the former context one has access to a relevant climatology (a relevant, arguably informative distribution prior to any model simulations), in the latter context that information is not available although one can fall back on the scientific basis upon which the model itself rests, and estimate the probability that the model output is in fact misinformative. This subjective "probability of a big surprise" is one way to communicate the probability of model-based information holding in practice, the probability that the information the model-based probability is conditioned on holds. It is argued that no model-based climate-like probability forecast is complete without a quantitative estimate of its own irrelevance, and that the clear identification of model-based probability forecasts as mature or immature, are critical elements for maintaining the credibility of science-based decision support, and can shape uncertainty quantification more widely.

Significance of stress transfer in time-dependent earthquake probability calculations

USGS Publications Warehouse

Parsons, T.

2005-01-01

A sudden change in stress is seen to modify earthquake rates, but should it also revise earthquake probability? Data used to derive input parameters permits an array of forecasts; so how large a static stress change is require to cause a statistically significant earthquake probability change? To answer that question, effects of parameter and philosophical choices are examined through all phases of sample calculations, Drawing at random from distributions of recurrence-aperiodicity pairs identifies many that recreate long paleoseismic and historic earthquake catalogs. Probability density funtions built from the recurrence-aperiodicity pairs give the range of possible earthquake forecasts under a point process renewal model. Consequences of choices made in stress transfer calculations, such as different slip models, fault rake, dip, and friction are, tracked. For interactions among large faults, calculated peak stress changes may be localized, with most of the receiving fault area changed less than the mean. Thus, to avoid overstating probability change on segments, stress change values should be drawn from a distribution reflecting the spatial pattern rather than using the segment mean. Disparity resulting from interaction probability methodology is also examined. For a fault with a well-understood earthquake history, a minimum stress change to stressing rate ratio of 10:1 to 20:1 is required to significantly skew probabilities with >80-85% confidence. That ratio must be closer to 50:1 to exceed 90-95% confidence levels. Thus revision to earthquake probability is achievable when a perturbing event is very close to the fault in question or the tectonic stressing rate is low.

Estimating the probability distribution of the incubation period for rabies using data from the 1948-1954 rabies epidemic in Tokyo.

PubMed

Tojinbara, Kageaki; Sugiura, K; Yamada, A; Kakitani, I; Kwan, N C L; Sugiura, K

2016-01-01

Data of 98 rabies cases in dogs and cats from the 1948-1954 rabies epidemic in Tokyo were used to estimate the probability distribution of the incubation period. Lognormal, gamma and Weibull distributions were used to model the incubation period. The maximum likelihood estimates of the mean incubation period ranged from 27.30 to 28.56 days according to different distributions. The mean incubation period was shortest with the lognormal distribution (27.30 days), and longest with the Weibull distribution (28.56 days). The best distribution in terms of AIC value was the lognormal distribution with mean value of 27.30 (95% CI: 23.46-31.55) days and standard deviation of 20.20 (15.27-26.31) days. There were no significant differences between the incubation periods for dogs and cats, or between those for male and female dogs. Copyright © 2015 Elsevier B.V. All rights reserved.

Modeling Stochastic Complexity in Complex Adaptive Systems: Non-Kolmogorov Probability and the Process Algebra Approach.

PubMed

Sulis, William H

2017-10-01

Walter Freeman III pioneered the application of nonlinear dynamical systems theories and methodologies in his work on mesoscopic brain dynamics.Sadly, mainstream psychology and psychiatry still cling to linear correlation based data analysis techniques, which threaten to subvert the process of experimentation and theory building. In order to progress, it is necessary to develop tools capable of managing the stochastic complexity of complex biopsychosocial systems, which includes multilevel feedback relationships, nonlinear interactions, chaotic dynamics and adaptability. In addition, however, these systems exhibit intrinsic randomness, non-Gaussian probability distributions, non-stationarity, contextuality, and non-Kolmogorov probabilities, as well as the absence of mean and/or variance and conditional probabilities. These properties and their implications for statistical analysis are discussed. An alternative approach, the Process Algebra approach, is described. It is a generative model, capable of generating non-Kolmogorov probabilities. It has proven useful in addressing fundamental problems in quantum mechanics and in the modeling of developing psychosocial systems.

Opacity probability distribution functions for electronic systems of CN and C2 molecules including their stellar isotopic forms.

NASA Technical Reports Server (NTRS)

Querci, F.; Kunde, V. G.; Querci, M.

1971-01-01

The basis and techniques are presented for generating opacity probability distribution functions for the CN molecule (red and violet systems) and the C2 molecule (Swan, Phillips, Ballik-Ramsay systems), two of the more important diatomic molecules in the spectra of carbon stars, with a view to including these distribution functions in equilibrium model atmosphere calculations. Comparisons to the CO molecule are also shown. T he computation of the monochromatic absorption coefficient uses the most recent molecular data with revision of the oscillator strengths for some of the band systems. The total molecular stellar mass absorption coefficient is established through fifteen equations of molecular dissociation equilibrium to relate the distribution functions to each other on a per gram of stellar material basis.

Most recent common ancestor probability distributions in gene genealogies under selection.

PubMed

Slade, P F

2000-12-01

A computational study is made of the conditional probability distribution for the allelic type of the most recent common ancestor in genealogies of samples of n genes drawn from a population under selection, given the initial sample configuration. Comparisons with the corresponding unconditional cases are presented. Such unconditional distributions differ from samples drawn from the unique stationary distribution of population allelic frequencies, known as Wright's formula, and are quantified. Biallelic haploid and diploid models are considered. A simplified structure for the ancestral selection graph of S. M. Krone and C. Neuhauser (1997, Theor. Popul. Biol. 51, 210-237) is enhanced further, reducing the effective branching rate in the graph. This improves efficiency of such a nonneutral analogue of the coalescent for use with computational likelihood-inference techniques.

Predicting future changes in Muskegon River Watershed game fish distributions under future land cover alteration and climate change scenarios

USGS Publications Warehouse

Steen, Paul J.; Wiley, Michael J.; Schaeffer, Jeffrey S.

2010-01-01

Future alterations in land cover and climate are likely to cause substantial changes in the ranges of fish species. Predictive distribution models are an important tool for assessing the probability that these changes will cause increases or decreases in or the extirpation of species. Classification tree models that predict the probability of game fish presence were applied to the streams of the Muskegon River watershed, Michigan. The models were used to study three potential future scenarios: (1) land cover change only, (2) land cover change and a 3°C increase in air temperature by 2100, and (3) land cover change and a 5°C increase in air temperature by 2100. The analysis indicated that the expected change in air temperature and subsequent change in water temperatures would result in the decline of coldwater fish in the Muskegon watershed by the end of the 21st century while cool- and warmwater species would significantly increase their ranges. The greatest decline detected was a 90% reduction in the probability that brook trout Salvelinus fontinalis would occur in Bigelow Creek. The greatest increase was a 276% increase in the probability that northern pike Esox lucius would occur in the Middle Branch River. Changes in land cover are expected to cause large changes in a few fish species, such as walleye Sander vitreus and Chinook salmon Oncorhynchus tshawytscha, but not to drive major changes in species composition. Managers can alter stream environmental conditions to maximize the probability that species will reside in particular stream reaches through application of the classification tree models. Such models represent a good way to predict future changes, as they give quantitative estimates of the n-dimensional niches for particular species.

A multistate dynamic site occupancy model for spatially aggregated sessile communities

USGS Publications Warehouse

Fukaya, Keiichi; Royle, J. Andrew; Okuda, Takehiro; Nakaoka, Masahiro; Noda, Takashi

2017-01-01

Estimation of transition probabilities of sessile communities seems easy in principle but may still be difficult in practice because resampling error (i.e. a failure to resample exactly the same location at fixed points) may cause significant estimation bias. Previous studies have developed novel analytical methods to correct for this estimation bias. However, they did not consider the local structure of community composition induced by the aggregated distribution of organisms that is typically observed in sessile assemblages and is very likely to affect observations.We developed a multistate dynamic site occupancy model to estimate transition probabilities that accounts for resampling errors associated with local community structure. The model applies a nonparametric multivariate kernel smoothing methodology to the latent occupancy component to estimate the local state composition near each observation point, which is assumed to determine the probability distribution of data conditional on the occurrence of resampling error.By using computer simulations, we confirmed that an observation process that depends on local community structure may bias inferences about transition probabilities. By applying the proposed model to a real data set of intertidal sessile communities, we also showed that estimates of transition probabilities and of the properties of community dynamics may differ considerably when spatial dependence is taken into account.Results suggest the importance of accounting for resampling error and local community structure for developing management plans that are based on Markovian models. Our approach provides a solution to this problem that is applicable to broad sessile communities. It can even accommodate an anisotropic spatial correlation of species composition, and may also serve as a basis for inferring complex nonlinear ecological dynamics.

Probability estimates of seismic event occurrence compared to health hazards - Forecasting Taipei's Earthquakes

NASA Astrophysics Data System (ADS)

Fung, D. C. N.; Wang, J. P.; Chang, S. H.; Chang, S. C.

2014-12-01

Using a revised statistical model built on past seismic probability models, the probability of different magnitude earthquakes occurring within variable timespans can be estimated. The revised model is based on Poisson distribution and includes the use of best-estimate values of the probability distribution of different magnitude earthquakes recurring from a fault from literature sources. Our study aims to apply this model to the Taipei metropolitan area with a population of 7 million, which lies in the Taipei Basin and is bounded by two normal faults: the Sanchaio and Taipei faults. The Sanchaio fault is suggested to be responsible for previous large magnitude earthquakes, such as the 1694 magnitude 7 earthquake in northwestern Taipei (Cheng et. al., 2010). Based on a magnitude 7 earthquake return period of 543 years, the model predicts the occurrence of a magnitude 7 earthquake within 20 years at 1.81%, within 79 years at 6.77% and within 300 years at 21.22%. These estimates increase significantly when considering a magnitude 6 earthquake; the chance of one occurring within the next 20 years is estimated to be 3.61%, 79 years at 13.54% and 300 years at 42.45%. The 79 year period represents the average lifespan of the Taiwan population. In contrast, based on data from 2013, the probability of Taiwan residents experiencing heart disease or malignant neoplasm is 11.5% and 29%. The inference of this study is that the calculated risk that the Taipei population is at from a potentially damaging magnitude 6 or greater earthquake occurring within their lifetime is just as great as of suffering from a heart attack or other health ailments.

A novel method for correcting scanline-observational bias of discontinuity orientation

PubMed Central

Huang, Lei; Tang, Huiming; Tan, Qinwen; Wang, Dingjian; Wang, Liangqing; Ez Eldin, Mutasim A. M.; Li, Changdong; Wu, Qiong

2016-01-01

Scanline observation is known to introduce an angular bias into the probability distribution of orientation in three-dimensional space. In this paper, numerical solutions expressing the functional relationship between the scanline-observational distribution (in one-dimensional space) and the inherent distribution (in three-dimensional space) are derived using probability theory and calculus under the independence hypothesis of dip direction and dip angle. Based on these solutions, a novel method for obtaining the inherent distribution (also for correcting the bias) is proposed, an approach which includes two procedures: 1) Correcting the cumulative probabilities of orientation according to the solutions, and 2) Determining the distribution of the corrected orientations using approximation methods such as the one-sample Kolmogorov-Smirnov test. The inherent distribution corrected by the proposed method can be used for discrete fracture network (DFN) modelling, which is applied to such areas as rockmass stability evaluation, rockmass permeability analysis, rockmass quality calculation and other related fields. To maximize the correction capacity of the proposed method, the observed sample size is suggested through effectiveness tests for different distribution types, dispersions and sample sizes. The performance of the proposed method and the comparison of its correction capacity with existing methods are illustrated with two case studies. PMID:26961249

ON CONTINUOUS-REVIEW (S-1,S) INVENTORY POLICIES WITH STATE-DEPENDENT LEADTIMES,

DTIC Science & Technology

INVENTORY CONTROL, *REPLACEMENT THEORY), MATHEMATICAL MODELS, LEAD TIME , MANAGEMENT ENGINEERING, DISTRIBUTION FUNCTIONS, PROBABILITY, QUEUEING THEORY, COSTS, OPTIMIZATION, STATISTICAL PROCESSES, DIFFERENCE EQUATIONS

Risk-based decision making to manage water quality failures caused by combined sewer overflows

NASA Astrophysics Data System (ADS)

Sriwastava, A. K.; Torres-Matallana, J. A.; Tait, S.; Schellart, A.

2017-12-01

Regulatory authorities set certain environmental permit for water utilities such that the combined sewer overflows (CSO) managed by these companies conform to the regulations. These utility companies face the risk of paying penalty or negative publicity in case they breach the environmental permit. These risks can be addressed by designing appropriate solutions such as investing in additional infrastructure which improve the system capacity and reduce the impact of CSO spills. The performance of these solutions is often estimated using urban drainage models. Hence, any uncertainty in these models can have a significant effect on the decision making process. This study outlines a risk-based decision making approach to address water quality failure caused by CSO spills. A calibrated lumped urban drainage model is used to simulate CSO spill quality in Haute-Sûre catchment in Luxembourg. Uncertainty in rainfall and model parameters is propagated through Monte Carlo simulations to quantify uncertainty in the concentration of ammonia in the CSO spill. A combination of decision alternatives such as the construction of a storage tank at the CSO and the reduction in the flow contribution of catchment surfaces are selected as planning measures to avoid the water quality failure. Failure is defined as exceedance of a concentration-duration based threshold based on Austrian emission standards for ammonia (De Toffol, 2006) with a certain frequency. For each decision alternative, uncertainty quantification results into a probability distribution of the number of annual CSO spill events which exceed the threshold. For each alternative, a buffered failure probability as defined in Rockafellar & Royset (2010), is estimated. Buffered failure probability (pbf) is a conservative estimate of failure probability (pf), however, unlike failure probability, it includes information about the upper tail of the distribution. A pareto-optimal set of solutions is obtained by performing mean- pbf optimization. The effectiveness of using buffered failure probability compared to the failure probability is tested by comparing the solutions obtained by using mean-pbf and mean-pf optimizations.

An exactly solvable coarse-grained model for species diversity

NASA Astrophysics Data System (ADS)

Suweis, Samir; Rinaldo, Andrea; Maritan, Amos

2012-07-01

We present novel analytical results concerning ecosystem species diversity that stem from a proposed coarse-grained neutral model based on birth-death processes. The relevance of the problem lies in the urgency for understanding and synthesizing both theoretical results from ecological neutral theory and empirical evidence on species diversity preservation. The neutral model of biodiversity deals with ecosystems at the same trophic level, where per capita vital rates are assumed to be species independent. Closed-form analytical solutions for the neutral theory are obtained within a coarse-grained model, where the only input is the species persistence time distribution. Our results pertain to: the probability distribution function of the number of species in the ecosystem, both in transient and in stationary states; the n-point connected time correlation function; and the survival probability, defined as the distribution of time spans to local extinction for a species randomly sampled from the community. Analytical predictions are also tested on empirical data from an estuarine fish ecosystem. We find that emerging properties of the ecosystem are very robust and do not depend on specific details of the model, with implications for biodiversity and conservation biology.

Uncertainty analysis in fault tree models with dependent basic events.

PubMed

Pedroni, Nicola; Zio, Enrico

2013-06-01

In general, two types of dependence need to be considered when estimating the probability of the top event (TE) of a fault tree (FT): "objective" dependence between the (random) occurrences of different basic events (BEs) in the FT and "state-of-knowledge" (epistemic) dependence between estimates of the epistemically uncertain probabilities of some BEs of the FT model. In this article, we study the effects on the TE probability of objective and epistemic dependences. The well-known Frèchet bounds and the distribution envelope determination (DEnv) method are used to model all kinds of (possibly unknown) objective and epistemic dependences, respectively. For exemplification, the analyses are carried out on a FT with six BEs. Results show that both types of dependence significantly affect the TE probability; however, the effects of epistemic dependence are likely to be overwhelmed by those of objective dependence (if present). © 2012 Society for Risk Analysis.

Potential distribution of Mexican primates: modeling the ecological niche with the maximum entropy algorithm.

PubMed

Vidal-García, Francisca; Serio-Silva, Juan Carlos

2011-07-01

We developed a potential distribution model for the tropical rain forest species of primates of southern Mexico: the black howler monkey (Alouatta pigra), the mantled howler monkey (Alouatta palliata), and the spider monkey (Ateles geoffroyi). To do so, we applied the maximum entropy algorithm from the ecological niche modeling program MaxEnt. For each species, we used occurrence records from scientific collections, and published and unpublished sources, and we also used the 19 environmental coverage variables related to precipitation and temperature from WorldClim to develop the models. The predicted distribution of A. pigra was strongly associated with the mean temperature of the warmest quarter (23.6%), whereas the potential distributions of A. palliata and A. geoffroyi were strongly associated with precipitation during the coldest quarter (52.2 and 34.3% respectively). The potential distribution of A. geoffroyi is broader than that of the Alouatta spp. The areas with the greatest probability of presence of A. pigra and A. palliata are strongly associated with riparian vegetation, whereas the presence of A. geoffroyi is more strongly associated with the presence of rain forest. Our most significant contribution is the identification of areas with a high probability of the presence of these primate species, which is information that can be applied to planning future studies and then establishing criteria for the creation of areas to primate conservation in Mexico.

N-mixture models for estimating population size from spatially replicated counts

USGS Publications Warehouse

Royle, J. Andrew

2004-01-01

Spatial replication is a common theme in count surveys of animals. Such surveys often generate sparse count data from which it is difficult to estimate population size while formally accounting for detection probability. In this article, i describe a class of models (n-mixture models) which allow for estimation of population size from such data. The key idea is to view site-specific population sizes, n, as independent random variables distributed according to some mixing distribution (e.g., Poisson). Prior parameters are estimated from the marginal likelihood of the data, having integrated over the prior distribution for n. Carroll and lombard (1985, journal of american statistical association 80, 423-426) proposed a class of estimators based on mixing over a prior distribution for detection probability. Their estimator can be applied in limited settings, but is sensitive to prior parameter values that are fixed a priori. Spatial replication provides additional information regarding the parameters of the prior distribution on n that is exploited by the n-mixture models and which leads to reasonable estimates of abundance from sparse data. A simulation study demonstrates superior operating characteristics (bias, confidence interval coverage) of the n-mixture estimator compared to the caroll and lombard estimator. Both estimators are applied to point count data on six species of birds illustrating the sensitivity to choice of prior on p and substantially different estimates of abundance as a consequence.

Climate sensitivity estimated from temperature reconstructions of the Last Glacial Maximum

NASA Astrophysics Data System (ADS)

Schmittner, A.; Urban, N.; Shakun, J. D.; Mahowald, N. M.; Clark, P. U.; Bartlein, P. J.; Mix, A. C.; Rosell-Melé, A.

2011-12-01

In 1959 IJ Good published the discussion "Kinds of Probability" in Science. Good identified (at least) five kinds. The need for (at least) a sixth kind of probability when quantifying uncertainty in the context of climate science is discussed. This discussion brings out the differences in weather-like forecasting tasks and climate-links tasks, with a focus on the effective use both of science and of modelling in support of decision making. Good also introduced the idea of a "Dynamic probability" a probability one expects to change without any additional empirical evidence; the probabilities assigned by a chess playing program when it is only half thorough its analysis being an example. This case is contrasted with the case of "Mature probabilities" where a forecast algorithm (or model) has converged on its asymptotic probabilities and the question hinges in whether or not those probabilities are expected to change significantly before the event in question occurs, even in the absence of new empirical evidence. If so, then how might one report and deploy such immature probabilities in scientific-support of decision-making rationally? Mature Probability is suggested as a useful sixth kind, although Good would doubtlessly argue that we can get by with just one, effective communication with decision makers may be enhanced by speaking as if the others existed. This again highlights the distinction between weather-like contexts and climate-like contexts. In the former context one has access to a relevant climatology (a relevant, arguably informative distribution prior to any model simulations), in the latter context that information is not available although one can fall back on the scientific basis upon which the model itself rests, and estimate the probability that the model output is in fact misinformative. This subjective "probability of a big surprise" is one way to communicate the probability of model-based information holding in practice, the probability that the information the model-based probability is conditioned on holds. It is argued that no model-based climate-like probability forecast is complete without a quantitative estimate of its own irrelevance, and that the clear identification of model-based probability forecasts as mature or immature, are critical elements for maintaining the credibility of science-based decision support, and can shape uncertainty quantification more widely.

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

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

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

2015-05-01

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

Spatial probability models of fire in the desert grasslands of the southwestern USA

USDA-ARS?s Scientific Manuscript database

Fire is an important driver of ecological processes in semiarid environments; however, the role of fire in desert grasslands of the Southwestern US is controversial and the regional fire distribution is largely unknown. We characterized the spatial distribution of fire in the desert grassland region...

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

ERIC Educational Resources Information Center

Bensman, Stephen J.

2000-01-01

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

Multi-Agent Cooperative Target Search

PubMed Central

Hu, Jinwen; Xie, Lihua; Xu, Jun; Xu, Zhao

2014-01-01

This paper addresses a vision-based cooperative search for multiple mobile ground targets by a group of unmanned aerial vehicles (UAVs) with limited sensing and communication capabilities. The airborne camera on each UAV has a limited field of view and its target discriminability varies as a function of altitude. First, by dividing the whole surveillance region into cells, a probability map can be formed for each UAV indicating the probability of target existence within each cell. Then, we propose a distributed probability map updating model which includes the fusion of measurement information, information sharing among neighboring agents, information decay and transmission due to environmental changes such as the target movement. Furthermore, we formulate the target search problem as a multi-agent cooperative coverage control problem by optimizing the collective coverage area and the detection performance. The proposed map updating model and the cooperative control scheme are distributed, i.e., assuming that each agent only communicates with its neighbors within its communication range. Finally, the effectiveness of the proposed algorithms is illustrated by simulation. PMID:24865884

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

PubMed

Berlow, Noah; Pal, Ranadip

2011-01-01

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

Survival curve estimation with dependent left truncated data using Cox's model.

PubMed

Mackenzie, Todd

2012-10-19

The Kaplan-Meier and closely related Lynden-Bell estimators are used to provide nonparametric estimation of the distribution of a left-truncated random variable. These estimators assume that the left-truncation variable is independent of the time-to-event. This paper proposes a semiparametric method for estimating the marginal distribution of the time-to-event that does not require independence. It models the conditional distribution of the time-to-event given the truncation variable using Cox's model for left truncated data, and uses inverse probability weighting. We report the results of simulations and illustrate the method using a survival study.

State-space modeling to support management of brucellosis in the Yellowstone bison population

USGS Publications Warehouse

Hobbs, N. Thompson; Geremia, Chris; Treanor, John; Wallen, Rick; White, P.J.; Hooten, Mevin B.; Rhyan, Jack C.

2015-01-01

The bison (Bison bison) of the Yellowstone ecosystem, USA, exemplify the difficulty of conserving large mammals that migrate across the boundaries of conservation areas. Bison are infected with brucellosis (Brucella abortus) and their seasonal movements can expose livestock to infection. Yellowstone National Park has embarked on a program of adaptive management of bison, which requires a model that assimilates data to support management decisions. We constructed a Bayesian state-space model to reveal the influence of brucellosis on the Yellowstone bison population. A frequency-dependent model of brucellosis transmission was superior to a density-dependent model in predicting out-of-sample observations of horizontal transmission probability. A mixture model including both transmission mechanisms converged on frequency dependence. Conditional on the frequency-dependent model, brucellosis median transmission rate was 1.87 yr−1. The median of the posterior distribution of the basic reproductive ratio (R0) was 1.75. Seroprevalence of adult females varied around 60% over two decades, but only 9.6 of 100 adult females were infectious. Brucellosis depressed recruitment; estimated population growth rate λ averaged 1.07 for an infected population and 1.11 for a healthy population. We used five-year forecasting to evaluate the ability of different actions to meet management goals relative to no action. Annually removing 200 seropositive female bison increased by 30-fold the probability of reducing seroprevalence below 40% and increased by a factor of 120 the probability of achieving a 50% reduction in transmission probability relative to no action. Annually vaccinating 200 seronegative animals increased the likelihood of a 50% reduction in transmission probability by fivefold over no action. However, including uncertainty in the ability to implement management by representing stochastic variation in the number of accessible bison dramatically reduced the probability of achieving goals using interventions relative to no action. Because the width of the posterior predictive distributions of future population states expands rapidly with increases in the forecast horizon, managers must accept high levels of uncertainty. These findings emphasize the necessity of iterative, adaptive management with relatively short-term commitment to action and frequent reevaluation in response to new data and model forecasts. We believe our approach has broad applications.

Climate Change Impact Assessment in Pacific North West Using Copula based Coupling of Temperature and Precipitation variables

NASA Astrophysics Data System (ADS)

Qin, Y.; Rana, A.; Moradkhani, H.

2014-12-01

The multi downscaled-scenario products allow us to better assess the uncertainty of the changes/variations of precipitation and temperature in the current and future periods. Joint Probability distribution functions (PDFs), of both the climatic variables, might help better understand the interdependence of the two, and thus in-turn help in accessing the future with confidence. Using the joint distribution of temperature and precipitation is also of significant importance in hydrological applications and climate change studies. In the present study, we have used multi-modelled statistically downscaled-scenario ensemble of precipitation and temperature variables using 2 different statistically downscaled climate dataset. The datasets used are, 10 Global Climate Models (GCMs) downscaled products from CMIP5 daily dataset, namely, those from the Bias Correction and Spatial Downscaling (BCSD) technique generated at Portland State University and from the Multivariate Adaptive Constructed Analogs (MACA) technique, generated at University of Idaho, leading to 2 ensemble time series from 20 GCM products. Thereafter the ensemble PDFs of both precipitation and temperature is evaluated for summer, winter, and yearly periods for all the 10 sub-basins across Columbia River Basin (CRB). Eventually, Copula is applied to establish the joint distribution of two variables enabling users to model the joint behavior of the variables with any level of correlation and dependency. Moreover, the probabilistic distribution helps remove the limitations on marginal distributions of variables in question. The joint distribution is then used to estimate the change trends of the joint precipitation and temperature in the current and future, along with estimation of the probabilities of the given change. Results have indicated towards varied change trends of the joint distribution of, summer, winter, and yearly time scale, respectively in all 10 sub-basins. Probabilities of changes, as estimated by the joint precipitation and temperature, will provide useful information/insights for hydrological and climate change predictions.

Robust optimization based upon statistical theory.

PubMed

Sobotta, B; Söhn, M; Alber, M

2010-08-01

Organ movement is still the biggest challenge in cancer treatment despite advances in online imaging. Due to the resulting geometric uncertainties, the delivered dose cannot be predicted precisely at treatment planning time. Consequently, all associated dose metrics (e.g., EUD and maxDose) are random variables with a patient-specific probability distribution. The method that the authors propose makes these distributions the basis of the optimization and evaluation process. The authors start from a model of motion derived from patient-specific imaging. On a multitude of geometry instances sampled from this model, a dose metric is evaluated. The resulting pdf of this dose metric is termed outcome distribution. The approach optimizes the shape of the outcome distribution based on its mean and variance. This is in contrast to the conventional optimization of a nominal value (e.g., PTV EUD) computed on a single geometry instance. The mean and variance allow for an estimate of the expected treatment outcome along with the residual uncertainty. Besides being applicable to the target, the proposed method also seamlessly includes the organs at risk (OARs). The likelihood that a given value of a metric is reached in the treatment is predicted quantitatively. This information reveals potential hazards that may occur during the course of the treatment, thus helping the expert to find the right balance between the risk of insufficient normal tissue sparing and the risk of insufficient tumor control. By feeding this information to the optimizer, outcome distributions can be obtained where the probability of exceeding a given OAR maximum and that of falling short of a given target goal can be minimized simultaneously. The method is applicable to any source of residual motion uncertainty in treatment delivery. Any model that quantifies organ movement and deformation in terms of probability distributions can be used as basis for the algorithm. Thus, it can generate dose distributions that are robust against interfraction and intrafraction motion alike, effectively removing the need for indiscriminate safety margins.

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

PubMed

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

2018-10-01

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

A testable model of earthquake probability based on changes in mean event size

NASA Astrophysics Data System (ADS)

Imoto, Masajiro

2003-02-01

We studied changes in mean event size using data on microearthquakes obtained from a local network in Kanto, central Japan, from a viewpoint that a mean event size tends to increase as the critical point is approached. A parameter describing changes was defined using a simple weighting average procedure. In order to obtain the distribution of the parameter in the background, we surveyed values of the parameter from 1982 to 1999 in a 160 × 160 × 80 km volume. The 16 events of M5.5 or larger in this volume were selected as target events. The conditional distribution of the parameter was estimated from the 16 values, each of which referred to the value immediately prior to each target event. The distribution of the background becomes a function of symmetry, the center of which corresponds to no change in b value. In contrast, the conditional distribution exhibits an asymmetric feature, which tends to decrease the b value. The difference in the distributions between the two groups was significant and provided us a hazard function for estimating earthquake probabilities. Comparing the hazard function with a Poisson process, we obtained an Akaike Information Criterion (AIC) reduction of 24. This reduction agreed closely with the probability gains of a retrospective study in a range of 2-4. A successful example of the proposed model can be seen in the earthquake of 3 June 2000, which is the only event during the period of prospective testing.

Latin hypercube approach to estimate uncertainty in ground water vulnerability

USGS Publications Warehouse

Gurdak, J.J.; McCray, J.E.; Thyne, G.; Qi, S.L.

2007-01-01

A methodology is proposed to quantify prediction uncertainty associated with ground water vulnerability models that were developed through an approach that coupled multivariate logistic regression with a geographic information system (GIS). This method uses Latin hypercube sampling (LHS) to illustrate the propagation of input error and estimate uncertainty associated with the logistic regression predictions of ground water vulnerability. Central to the proposed method is the assumption that prediction uncertainty in ground water vulnerability models is a function of input error propagation from uncertainty in the estimated logistic regression model coefficients (model error) and the values of explanatory variables represented in the GIS (data error). Input probability distributions that represent both model and data error sources of uncertainty were simultaneously sampled using a Latin hypercube approach with logistic regression calculations of probability of elevated nonpoint source contaminants in ground water. The resulting probability distribution represents the prediction intervals and associated uncertainty of the ground water vulnerability predictions. The method is illustrated through a ground water vulnerability assessment of the High Plains regional aquifer. Results of the LHS simulations reveal significant prediction uncertainties that vary spatially across the regional aquifer. Additionally, the proposed method enables a spatial deconstruction of the prediction uncertainty that can lead to improved prediction of ground water vulnerability. ?? 2007 National Ground Water Association.

On the Empirical Importance of the Conditional Skewness Assumption in Modelling the Relationship between Risk and Return

NASA Astrophysics Data System (ADS)

Pipień, M.

2008-09-01

We present the results of an application of Bayesian inference in testing the relation between risk and return on the financial instruments. On the basis of the Intertemporal Capital Asset Pricing Model, proposed by Merton we built a general sampling distribution suitable in analysing this relationship. The most important feature of our assumptions is that the skewness of the conditional distribution of returns is used as an alternative source of relation between risk and return. This general specification relates to Skewed Generalized Autoregressive Conditionally Heteroscedastic-in-Mean model. In order to make conditional distribution of financial returns skewed we considered the unified approach based on the inverse probability integral transformation. In particular, we applied hidden truncation mechanism, inverse scale factors, order statistics concept, Beta and Bernstein distribution transformations and also a constructive method. Based on the daily excess returns on the Warsaw Stock Exchange Index we checked the empirical importance of the conditional skewness assumption on the relation between risk and return on the Warsaw Stock Market. We present posterior probabilities of all competing specifications as well as the posterior analysis of the positive sign of the tested relationship.

Improved work zone design guidelines and enhanced model of travel delays in work zones : Phase I, portability and scalability of interarrival and service time probability distribution functions for different locations in Ohio and the establishment of impr

DOT National Transportation Integrated Search

2006-01-01

The project focuses on two major issues - the improvement of current work zone design practices and an analysis of : vehicle interarrival time (IAT) and speed distributions for the development of a digital computer simulation model for : queues and t...

Sampling considerations for disease surveillance in wildlife populations

USGS Publications Warehouse

Nusser, S.M.; Clark, W.R.; Otis, D.L.; Huang, L.

2008-01-01

Disease surveillance in wildlife populations involves detecting the presence of a disease, characterizing its prevalence and spread, and subsequent monitoring. A probability sample of animals selected from the population and corresponding estimators of disease prevalence and detection provide estimates with quantifiable statistical properties, but this approach is rarely used. Although wildlife scientists often assume probability sampling and random disease distributions to calculate sample sizes, convenience samples (i.e., samples of readily available animals) are typically used, and disease distributions are rarely random. We demonstrate how landscape-based simulation can be used to explore properties of estimators from convenience samples in relation to probability samples. We used simulation methods to model what is known about the habitat preferences of the wildlife population, the disease distribution, and the potential biases of the convenience-sample approach. Using chronic wasting disease in free-ranging deer (Odocoileus virginianus) as a simple illustration, we show that using probability sample designs with appropriate estimators provides unbiased surveillance parameter estimates but that the selection bias and coverage errors associated with convenience samples can lead to biased and misleading results. We also suggest practical alternatives to convenience samples that mix probability and convenience sampling. For example, a sample of land areas can be selected using a probability design that oversamples areas with larger animal populations, followed by harvesting of individual animals within sampled areas using a convenience sampling method.

Bivariate sub-Gaussian model for stock index returns

NASA Astrophysics Data System (ADS)

Jabłońska-Sabuka, Matylda; Teuerle, Marek; Wyłomańska, Agnieszka

2017-11-01

Financial time series are commonly modeled with methods assuming data normality. However, the real distribution can be nontrivial, also not having an explicitly formulated probability density function. In this work we introduce novel parameter estimation and high-powered distribution testing methods which do not rely on closed form densities, but use the characteristic functions for comparison. The approach applied to a pair of stock index returns demonstrates that such a bivariate vector can be a sample coming from a bivariate sub-Gaussian distribution. The methods presented here can be applied to any nontrivially distributed financial data, among others.

R-HyMOD: an R-package for the hydrological model HyMOD

NASA Astrophysics Data System (ADS)

Baratti, Emanuele; Montanari, Alberto

2015-04-01

A software code for the implementation of the HyMOD hydrological model [1] is presented. HyMOD is a conceptual lumped rainfall-runoff model that is based on the probability-distributed soil storage capacity principle introduced by R. J. Moore 1985 [2]. The general idea behind this model is to describe the spatial variability of some process parameters as, for instance, the soil structure or the water storage capacities, through probability distribution functions. In HyMOD, the rainfall-runoff process is represented through a nonlinear tank connected with three identical linear tanks in parallel representing the surface flow and a slow-flow tank representing groundwater flow. The model requires the optimization of five parameters: Cmax (the maximum storage capacity within the watershed), β (the degree of spatial variability of the soil moisture capacity within the watershed), α (a factor for partitioning the flow between two series of tanks) and the two residence time parameters of quick-flow and slow-flow tanks, kquick and kslow respectively. Given its relatively simplicity but robustness, the model is widely used in the literature. The input data consist of precipitation and potential evapotranspiration at the given time scale. The R-HyMOD package is composed by a 'canonical' R-function of HyMOD and a fast FORTRAN implementation. The first one can be easily modified and can be used, for instance, for educational purposes; the second part combines the R user friendly interface with a fast processing unit. [1] Boyle D.P. (2000), Multicriteria calibration of hydrological models, Ph.D. dissertation, Dep. of Hydrol. and Water Resour., Univ of Arizona, Tucson. [2] Moore, R.J., (1985), The probability-distributed principle and runoff production at point and basin scale, Hydrol. Sci. J., 30(2), 273-297.

Measures for a multidimensional multiverse

NASA Astrophysics Data System (ADS)

Chung, Hyeyoun

2015-04-01

We explore the phenomenological implications of generalizing the causal patch and fat geodesic measures to a multidimensional multiverse, where the vacua can have differing numbers of large dimensions. We consider a simple model in which the vacua are nucleated from a D -dimensional parent spacetime through dynamical compactification of the extra dimensions, and compute the geometric contribution to the probability distribution of observations within the multiverse for each measure. We then study how the shape of this probability distribution depends on the time scales for the existence of observers, for vacuum domination, and for curvature domination (tobs,tΛ , and tc, respectively.) In this work we restrict ourselves to bubbles with positive cosmological constant, Λ . We find that in the case of the causal patch cutoff, when the bubble universes have p +1 large spatial dimensions with p ≥2 , the shape of the probability distribution is such that we obtain the coincidence of time scales tobs˜tΛ˜tc . Moreover, the size of the cosmological constant is related to the size of the landscape. However, the exact shape of the probability distribution is different in the case p =2 , compared to p ≥3 . In the case of the fat geodesic measure, the result is even more robust: the shape of the probability distribution is the same for all p ≥2 , and we once again obtain the coincidence tobs˜tΛ˜tc . These results require only very mild conditions on the prior probability of the distribution of vacua in the landscape. Our work shows that the observed double coincidence of time scales is a robust prediction even when the multiverse is generalized to be multidimensional; that this coincidence is not a consequence of our particular Universe being (3 +1 )-dimensional; and that this observable cannot be used to preferentially select one measure over another in a multidimensional multiverse.

Behavioral Analysis of Visitors to a Medical Institution's Website Using Markov Chain Monte Carlo Methods.

PubMed

Suzuki, Teppei; Tani, Yuji; Ogasawara, Katsuhiko

2016-07-25

Consistent with the "attention, interest, desire, memory, action" (AIDMA) model of consumer behavior, patients collect information about available medical institutions using the Internet to select information for their particular needs. Studies of consumer behavior may be found in areas other than medical institution websites. Such research uses Web access logs for visitor search behavior. At this time, research applying the patient searching behavior model to medical institution website visitors is lacking. We have developed a hospital website search behavior model using a Bayesian approach to clarify the behavior of medical institution website visitors and determine the probability of their visits, classified by search keyword. We used the website data access log of a clinic of internal medicine and gastroenterology in the Sapporo suburbs, collecting data from January 1 through June 31, 2011. The contents of the 6 website pages included the following: home, news, content introduction for medical examinations, mammography screening, holiday person-on-duty information, and other. The search keywords we identified as best expressing website visitor needs were listed as the top 4 headings from the access log: clinic name, clinic name + regional name, clinic name + medical examination, and mammography screening. Using the search keywords as the explaining variable, we built a binomial probit model that allows inspection of the contents of each purpose variable. Using this model, we determined a beta value and generated a posterior distribution. We performed the simulation using Markov Chain Monte Carlo methods with a noninformation prior distribution for this model and determined the visit probability classified by keyword for each category. In the case of the keyword "clinic name," the visit probability to the website, repeated visit to the website, and contents page for medical examination was positive. In the case of the keyword "clinic name and regional name," the probability for a repeated visit to the website and the mammography screening page was negative. In the case of the keyword "clinic name + medical examination," the visit probability to the website was positive, and the visit probability to the information page was negative. When visitors referred to the keywords "mammography screening," the visit probability to the mammography screening page was positive (95% highest posterior density interval = 3.38-26.66). Further analysis for not only the clinic website but also various other medical institution websites is necessary to build a general inspection model for medical institution websites; we want to consider this in future research. Additionally, we hope to use the results obtained in this study as a prior distribution for future work to conduct higher-precision analysis.

Behavioral Analysis of Visitors to a Medical Institution’s Website Using Markov Chain Monte Carlo Methods

PubMed Central

Tani, Yuji

2016-01-01

Background Consistent with the “attention, interest, desire, memory, action” (AIDMA) model of consumer behavior, patients collect information about available medical institutions using the Internet to select information for their particular needs. Studies of consumer behavior may be found in areas other than medical institution websites. Such research uses Web access logs for visitor search behavior. At this time, research applying the patient searching behavior model to medical institution website visitors is lacking. Objective We have developed a hospital website search behavior model using a Bayesian approach to clarify the behavior of medical institution website visitors and determine the probability of their visits, classified by search keyword. Methods We used the website data access log of a clinic of internal medicine and gastroenterology in the Sapporo suburbs, collecting data from January 1 through June 31, 2011. The contents of the 6 website pages included the following: home, news, content introduction for medical examinations, mammography screening, holiday person-on-duty information, and other. The search keywords we identified as best expressing website visitor needs were listed as the top 4 headings from the access log: clinic name, clinic name + regional name, clinic name + medical examination, and mammography screening. Using the search keywords as the explaining variable, we built a binomial probit model that allows inspection of the contents of each purpose variable. Using this model, we determined a beta value and generated a posterior distribution. We performed the simulation using Markov Chain Monte Carlo methods with a noninformation prior distribution for this model and determined the visit probability classified by keyword for each category. Results In the case of the keyword “clinic name,” the visit probability to the website, repeated visit to the website, and contents page for medical examination was positive. In the case of the keyword “clinic name and regional name,” the probability for a repeated visit to the website and the mammography screening page was negative. In the case of the keyword “clinic name + medical examination,” the visit probability to the website was positive, and the visit probability to the information page was negative. When visitors referred to the keywords “mammography screening,” the visit probability to the mammography screening page was positive (95% highest posterior density interval = 3.38-26.66). Conclusions Further analysis for not only the clinic website but also various other medical institution websites is necessary to build a general inspection model for medical institution websites; we want to consider this in future research. Additionally, we hope to use the results obtained in this study as a prior distribution for future work to conduct higher-precision analysis. PMID:27457537

Meta-analysis of studies with bivariate binary outcomes: a marginal beta-binomial model approach

PubMed Central

Chen, Yong; Hong, Chuan; Ning, Yang; Su, Xiao

2018-01-01

When conducting a meta-analysis of studies with bivariate binary outcomes, challenges arise when the within-study correlation and between-study heterogeneity should be taken into account. In this paper, we propose a marginal beta-binomial model for the meta-analysis of studies with binary outcomes. This model is based on the composite likelihood approach, and has several attractive features compared to the existing models such as bivariate generalized linear mixed model (Chu and Cole, 2006) and Sarmanov beta-binomial model (Chen et al., 2012). The advantages of the proposed marginal model include modeling the probabilities in the original scale, not requiring any transformation of probabilities or any link function, having closed-form expression of likelihood function, and no constraints on the correlation parameter. More importantly, since the marginal beta-binomial model is only based on the marginal distributions, it does not suffer from potential misspecification of the joint distribution of bivariate study-specific probabilities. Such misspecification is difficult to detect and can lead to biased inference using currents methods. We compare the performance of the marginal beta-binomial model with the bivariate generalized linear mixed model and the Sarmanov beta-binomial model by simulation studies. Interestingly, the results show that the marginal beta-binomial model performs better than the Sarmanov beta-binomial model, whether or not the true model is Sarmanov beta-binomial, and the marginal beta-binomial model is more robust than the bivariate generalized linear mixed model under model misspecifications. Two meta-analyses of diagnostic accuracy studies and a meta-analysis of case-control studies are conducted for illustration. PMID:26303591

Markov Chain Monte Carlo estimation of species distributions: a case study of the swift fox in western Kansas

USGS Publications Warehouse

Sargeant, Glen A.; Sovada, Marsha A.; Slivinski, Christiane C.; Johnson, Douglas H.

2005-01-01

Accurate maps of species distributions are essential tools for wildlife research and conservation. Unfortunately, biologists often are forced to rely on maps derived from observed occurrences recorded opportunistically during observation periods of variable length. Spurious inferences are likely to result because such maps are profoundly affected by the duration and intensity of observation and by methods used to delineate distributions, especially when detection is uncertain. We conducted a systematic survey of swift fox (Vulpes velox) distribution in western Kansas, USA, and used Markov chain Monte Carlo (MCMC) image restoration to rectify these problems. During 1997–1999, we searched 355 townships (ca. 93 km) 1–3 times each for an average cost of $7,315 per year and achieved a detection rate (probability of detecting swift foxes, if present, during a single search) of = 0.69 (95% Bayesian confidence interval [BCI] = [0.60, 0.77]). Our analysis produced an estimate of the underlying distribution, rather than a map of observed occurrences, that reflected the uncertainty associated with estimates of model parameters. To evaluate our results, we analyzed simulated data with similar properties. Results of our simulations suggest negligible bias and good precision when probabilities of detection on ≥1 survey occasions (cumulative probabilities of detection) exceed 0.65. Although the use of MCMC image restoration has been limited by theoretical and computational complexities, alternatives do not possess the same advantages. Image models accommodate uncertain detection, do not require spatially independent data or a census of map units, and can be used to estimate species distributions directly from observations without relying on habitat covariates or parameters that must be estimated subjectively. These features facilitate economical surveys of large regions, the detection of temporal trends in distribution, and assessments of landscape-level relations between species and habitats. Requirements for the use of MCMC image restoration include study areas that can be partitioned into regular grids of mapping units, spatially contagious species distributions, reliable methods for identifying target species, and cumulative probabilities of detection ≥0.65.

Markov chain Monte Carlo estimation of species distributions: A case study of the swift fox in western Kansas

USGS Publications Warehouse

Sargeant, G.A.; Sovada, M.A.; Slivinski, C.C.; Johnson, D.H.

2005-01-01

Accurate maps of species distributions are essential tools for wildlife research and conservation. Unfortunately, biologists often are forced to rely on maps derived from observed occurrences recorded opportunistically during observation periods of variable length. Spurious inferences are likely to result because such maps are profoundly affected by the duration and intensity of observation and by methods used to delineate distributions, especially when detection is uncertain. We conducted a systematic survey of swift fox (Vulpes velox) distribution in western Kansas, USA, and used Markov chain Monte Carlo (MCMC) image restoration to rectify these problems. During 1997-1999, we searched 355 townships (ca. 93 km2) 1-3 times each for an average cost of $7,315 per year and achieved a detection rate (probability of detecting swift foxes, if present, during a single search) of ?? = 0.69 (95% Bayesian confidence interval [BCI] = [0.60, 0.77]). Our analysis produced an estimate of the underlying distribution, rather than a map of observed occurrences, that reflected the uncertainty associated with estimates of model parameters. To evaluate our results, we analyzed simulated data with similar properties. Results of our simulations suggest negligible bias and good precision when probabilities of detection on ???1 survey occasions (cumulative probabilities of detection) exceed 0.65. Although the use of MCMC image restoration has been limited by theoretical and computational complexities, alternatives do not possess the same advantages. Image models accommodate uncertain detection, do not require spatially independent data or a census of map units, and can be used to estimate species distributions directly from observations without relying on habitat covariates or parameters that must be estimated subjectively. These features facilitate economical surveys of large regions, the detection of temporal trends in distribution, and assessments of landscape-level relations between species and habitats. Requirements for the use of MCMC image restoration include study areas that can be partitioned into regular grids of mapping units, spatially contagious species distributions, reliable methods for identifying target species, and cumulative probabilities of detection ???0.65.

Correlation between discrete probability and reaction front propagation rate in heterogeneous mixtures

NASA Astrophysics Data System (ADS)

Naine, Tarun Bharath; Gundawar, Manoj Kumar

2017-09-01

We demonstrate a very powerful correlation between the discrete probability of distances of neighboring cells and thermal wave propagation rate, for a system of cells spread on a one-dimensional chain. A gamma distribution is employed to model the distances of neighboring cells. In the absence of an analytical solution and the differences in ignition times of adjacent reaction cells following non-Markovian statistics, invariably the solution for thermal wave propagation rate for a one-dimensional system with randomly distributed cells is obtained by numerical simulations. However, such simulations which are based on Monte-Carlo methods require several iterations of calculations for different realizations of distribution of adjacent cells. For several one-dimensional systems, differing in the value of shaping parameter of the gamma distribution, we show that the average reaction front propagation rates obtained by a discrete probability between two limits, shows excellent agreement with those obtained numerically. With the upper limit at 1.3, the lower limit depends on the non-dimensional ignition temperature. Additionally, this approach also facilitates the prediction of burning limits of heterogeneous thermal mixtures. The proposed method completely eliminates the need for laborious, time intensive numerical calculations where the thermal wave propagation rates can now be calculated based only on macroscopic entity of discrete probability.

Probability distribution and statistical properties of spherically compensated cosmic regions in ΛCDM cosmology

NASA Astrophysics Data System (ADS)

Alimi, Jean-Michel; de Fromont, Paul

2018-04-01

The statistical properties of cosmic structures are well known to be strong probes for cosmology. In particular, several studies tried to use the cosmic void counting number to obtain tight constrains on dark energy. In this paper, we model the statistical properties of these regions using the CoSphere formalism (de Fromont & Alimi) in both primordial and non-linearly evolved Universe in the standard Λ cold dark matter model. This formalism applies similarly for minima (voids) and maxima (such as DM haloes), which are here considered symmetrically. We first derive the full joint Gaussian distribution of CoSphere's parameters in the Gaussian random field. We recover the results of Bardeen et al. only in the limit where the compensation radius becomes very large, i.e. when the central extremum decouples from its cosmic environment. We compute the probability distribution of the compensation size in this primordial field. We show that this distribution is redshift independent and can be used to model cosmic voids size distribution. We also derive the statistical distribution of the peak parameters introduced by Bardeen et al. and discuss their correlation with the cosmic environment. We show that small central extrema with low density are associated with narrow compensation regions with deep compensation density, while higher central extrema are preferentially located in larger but smoother over/under massive regions.

Probabilistic risk assessment for a loss of coolant accident in McMaster Nuclear Reactor and application of reliability physics model for modeling human reliability

NASA Astrophysics Data System (ADS)

Ha, Taesung

A probabilistic risk assessment (PRA) was conducted for a loss of coolant accident, (LOCA) in the McMaster Nuclear Reactor (MNR). A level 1 PRA was completed including event sequence modeling, system modeling, and quantification. To support the quantification of the accident sequence identified, data analysis using the Bayesian method and human reliability analysis (HRA) using the accident sequence evaluation procedure (ASEP) approach were performed. Since human performance in research reactors is significantly different from that in power reactors, a time-oriented HRA model (reliability physics model) was applied for the human error probability (HEP) estimation of the core relocation. This model is based on two competing random variables: phenomenological time and performance time. The response surface and direct Monte Carlo simulation with Latin Hypercube sampling were applied for estimating the phenomenological time, whereas the performance time was obtained from interviews with operators. An appropriate probability distribution for the phenomenological time was assigned by statistical goodness-of-fit tests. The human error probability (HEP) for the core relocation was estimated from these two competing quantities: phenomenological time and operators' performance time. The sensitivity of each probability distribution in human reliability estimation was investigated. In order to quantify the uncertainty in the predicted HEPs, a Bayesian approach was selected due to its capability of incorporating uncertainties in model itself and the parameters in that model. The HEP from the current time-oriented model was compared with that from the ASEP approach. Both results were used to evaluate the sensitivity of alternative huinan reliability modeling for the manual core relocation in the LOCA risk model. This exercise demonstrated the applicability of a reliability physics model supplemented with a. Bayesian approach for modeling human reliability and its potential usefulness of quantifying model uncertainty as sensitivity analysis in the PRA model.

Multivariate η-μ fading distribution with arbitrary correlation model

NASA Astrophysics Data System (ADS)

Ghareeb, Ibrahim; Atiani, Amani

2018-03-01

An extensive analysis for the multivariate ? distribution with arbitrary correlation is presented, where novel analytical expressions for the multivariate probability density function, cumulative distribution function and moment generating function (MGF) of arbitrarily correlated and not necessarily identically distributed ? power random variables are derived. Also, this paper provides exact-form expression for the MGF of the instantaneous signal-to-noise ratio at the combiner output in a diversity reception system with maximal-ratio combining and post-detection equal-gain combining operating in slow frequency nonselective arbitrarily correlated not necessarily identically distributed ?-fading channels. The average bit error probability of differentially detected quadrature phase shift keying signals with post-detection diversity reception system over arbitrarily correlated and not necessarily identical fading parameters ?-fading channels is determined by using the MGF-based approach. The effect of fading correlation between diversity branches, fading severity parameters and diversity level is studied.

On fitting the Pareto Levy distribution to stock market index data: Selecting a suitable cutoff value

NASA Astrophysics Data System (ADS)

Coronel-Brizio, H. F.; Hernández-Montoya, A. R.

2005-08-01

The so-called Pareto-Levy or power-law distribution has been successfully used as a model to describe probabilities associated to extreme variations of stock markets indexes worldwide. The selection of the threshold parameter from empirical data and consequently, the determination of the exponent of the distribution, is often done using a simple graphical method based on a log-log scale, where a power-law probability plot shows a straight line with slope equal to the exponent of the power-law distribution. This procedure can be considered subjective, particularly with regard to the choice of the threshold or cutoff parameter. In this work, a more objective procedure based on a statistical measure of discrepancy between the empirical and the Pareto-Levy distribution is presented. The technique is illustrated for data sets from the New York Stock Exchange (DJIA) and the Mexican Stock Market (IPC).

Continental-scale simulation of burn probabilities, flame lengths, and fire size distribution for the United States

Treesearch

Mark A. Finney; Charles W. McHugh; Isaac Grenfell; Karin L. Riley

2010-01-01

Components of a quantitative risk assessment were produced by simulation of burn probabilities and fire behavior variation for 134 fire planning units (FPUs) across the continental U.S. The system uses fire growth simulation of ignitions modeled from relationships between large fire occurrence and the fire danger index Energy Release Component (ERC). Simulations of 10,...

A stochastic differential equation model for the foraging behavior of fish schools.

PubMed

Tạ, Tôn Việt; Nguyen, Linh Thi Hoai

2018-03-15

Constructing models of living organisms locating food sources has important implications for understanding animal behavior and for the development of distribution technologies. This paper presents a novel simple model of stochastic differential equations for the foraging behavior of fish schools in a space including obstacles. The model is studied numerically. Three configurations of space with various food locations are considered. In the first configuration, fish swim in free but limited space. All individuals can find food with large probability while keeping their school structure. In the second and third configurations, they move in limited space with one and two obstacles, respectively. Our results reveal that the probability of foraging success is highest in the first configuration, and smallest in the third one. Furthermore, when school size increases up to an optimal value, the probability of foraging success tends to increase. When it exceeds an optimal value, the probability tends to decrease. The results agree with experimental observations.

Theoretical Analysis of Rain Attenuation Probability

NASA Astrophysics Data System (ADS)

Roy, Surendra Kr.; Jha, Santosh Kr.; Jha, Lallan

2007-07-01

Satellite communication technologies are now highly developed and high quality, distance-independent services have expanded over a very wide area. As for the system design of the Hokkaido integrated telecommunications(HIT) network, it must first overcome outages of satellite links due to rain attenuation in ka frequency bands. In this paper theoretical analysis of rain attenuation probability on a slant path has been made. The formula proposed is based Weibull distribution and incorporates recent ITU-R recommendations concerning the necessary rain rates and rain heights inputs. The error behaviour of the model was tested with the loading rain attenuation prediction model recommended by ITU-R for large number of experiments at different probability levels. The novel slant path rain attenuastion prediction model compared to the ITU-R one exhibits a similar behaviour at low time percentages and a better root-mean-square error performance for probability levels above 0.02%. The set of presented models exhibits the advantage of implementation with little complexity and is considered useful for educational and back of the envelope computations.

A stochastic differential equation model for the foraging behavior of fish schools

NASA Astrophysics Data System (ADS)

Tạ, Tôn ệt, Vi; Hoai Nguyen, Linh Thi

2018-05-01

Constructing models of living organisms locating food sources has important implications for understanding animal behavior and for the development of distribution technologies. This paper presents a novel simple model of stochastic differential equations for the foraging behavior of fish schools in a space including obstacles. The model is studied numerically. Three configurations of space with various food locations are considered. In the first configuration, fish swim in free but limited space. All individuals can find food with large probability while keeping their school structure. In the second and third configurations, they move in limited space with one and two obstacles, respectively. Our results reveal that the probability of foraging success is highest in the first configuration, and smallest in the third one. Furthermore, when school size increases up to an optimal value, the probability of foraging success tends to increase. When it exceeds an optimal value, the probability tends to decrease. The results agree with experimental observations.

Past, Present and Future Distributions of an Iberian Endemic, Lepus granatensis: Ecological and Evolutionary Clues from Species Distribution Models

PubMed Central

Acevedo, Pelayo; Melo-Ferreira, José; Real, Raimundo; Alves, Paulo Célio

2012-01-01

The application of species distribution models (SDMs) in ecology and conservation biology is increasing and assuming an important role, mainly because they can be used to hindcast past and predict current and future species distributions. However, the accuracy of SDMs depends on the quality of the data and on appropriate theoretical frameworks. In this study, comprehensive data on the current distribution of the Iberian hare (Lepus granatensis) were used to i) determine the species’ ecogeographical constraints, ii) hindcast a climatic model for the last glacial maximum (LGM), relating it to inferences derived from molecular studies, and iii) calibrate a model to assess the species future distribution trends (up to 2080). Our results showed that the climatic factor (in its pure effect and when it is combined with the land-cover factor) is the most important descriptor of the current distribution of the Iberian hare. In addition, the model’s output was a reliable index of the local probability of species occurrence, which is a valuable tool to guide species management decisions and conservation planning. Climatic potential obtained for the LGM was combined with molecular data and the results suggest that several glacial refugia may have existed for the species within the major Iberian refugium. Finally, a high probability of occurrence of the Iberian hare in the current species range and a northward expansion were predicted for future. Given its current environmental envelope and evolutionary history, we discuss the macroecology of the Iberian hare and its sensitivity to climate change. PMID:23272115

Distribution pattern of public transport passenger in Yogyakarta, Indonesia

NASA Astrophysics Data System (ADS)

Narendra, Alfa; Malkhamah, Siti; Sopha, Bertha Maya

2018-03-01

The arrival and departure distribution pattern of Trans Jogja bus passenger is one of the fundamental model for simulation. The purpose of this paper is to build models of passengers flows. This research used passengers data from January to May 2014. There is no policy that change the operation system affecting the nature of this pattern nowadays. The roads, buses, land uses, schedule, and people are relatively still the same. The data then categorized based on the direction, days, and location. Moreover, each category was fitted into some well-known discrete distributions. Those distributions are compared based on its AIC value and BIC. The chosen distribution model has the smallest AIC and BIC value and the negative binomial distribution found has the smallest AIC and BIC value. Probability mass function (PMF) plots of those models were compared to draw generic model from each categorical negative binomial distribution models. The value of accepted generic negative binomial distribution is 0.7064 and 1.4504 of mu. The minimum and maximum passenger vector value of distribution are is 0 and 41.

Unbiased multi-fidelity estimate of failure probability of a free plane jet

NASA Astrophysics Data System (ADS)

Marques, Alexandre; Kramer, Boris; Willcox, Karen; Peherstorfer, Benjamin

2017-11-01

Estimating failure probability related to fluid flows is a challenge because it requires a large number of evaluations of expensive models. We address this challenge by leveraging multiple low fidelity models of the flow dynamics to create an optimal unbiased estimator. In particular, we investigate the effects of uncertain inlet conditions in the width of a free plane jet. We classify a condition as failure when the corresponding jet width is below a small threshold, such that failure is a rare event (failure probability is smaller than 0.001). We estimate failure probability by combining the frameworks of multi-fidelity importance sampling and optimal fusion of estimators. Multi-fidelity importance sampling uses a low fidelity model to explore the parameter space and create a biasing distribution. An unbiased estimate is then computed with a relatively small number of evaluations of the high fidelity model. In the presence of multiple low fidelity models, this framework offers multiple competing estimators. Optimal fusion combines all competing estimators into a single estimator with minimal variance. We show that this combined framework can significantly reduce the cost of estimating failure probabilities, and thus can have a large impact in fluid flow applications. This work was funded by DARPA.

On a growth model for complex networks capable of producing power-law out-degree distributions with wide range exponents

PubMed Central

Esquivel-Gómez, J.; Arjona-Villicaña, P. D.; Stevens-Navarro, E.; Pineda-Rico, U.; Balderas-Navarro, R. E.; Acosta-Elias, J.

2015-01-01

The out-degree distribution is one of the most reported topological properties to characterize real complex networks. This property describes the probability that a node in the network has a particular number of outgoing links. It has been found that in many real complex networks the out-degree has a behavior similar to a power-law distribution, therefore some network growth models have been proposed to approximate this behavior. This paper introduces a new growth model that allows to produce out-degree distributions that decay as a power-law with an exponent in the range from 1 to ∞. PMID:25765763

Modeling evaporation of Jet A, JP-7 and RP-1 drops at 1 to 15 bars

NASA Technical Reports Server (NTRS)

Harstad, K.; Bellan, J.

2003-01-01

A model describing the evaportion of an isolated drop of a multicomponent fuel containing hundreds of species has been developed. The model is based on Continuous Thermodynamics concepts wherein the composition of a fuel is statistically described using a Probability Distribution Function (PDF).

Bayesian Estimation of the DINA Model with Gibbs Sampling

ERIC Educational Resources Information Center

Culpepper, Steven Andrew

2015-01-01

A Bayesian model formulation of the deterministic inputs, noisy "and" gate (DINA) model is presented. Gibbs sampling is employed to simulate from the joint posterior distribution of item guessing and slipping parameters, subject attribute parameters, and latent class probabilities. The procedure extends concepts in Béguin and Glas,…

Using Multi-Scenario Tsunami Modelling Results combined with Probabilistic Analyses to provide Hazard Information for the South-WestCoast of Indonesia

NASA Astrophysics Data System (ADS)

Zosseder, K.; Post, J.; Steinmetz, T.; Wegscheider, S.; Strunz, G.

2009-04-01

Indonesia is located at one of the most active geological subduction zones in the world. Following the most recent seaquakes and their subsequent tsunamis in December 2004 and July 2006 it is expected that also in the near future tsunamis are likely to occur due to increased tectonic tensions leading to abrupt vertical seafloor alterations after a century of relative tectonic silence. To face this devastating threat tsunami hazard maps are very important as base for evacuation planning and mitigation strategies. In terms of a tsunami impact the hazard assessment is mostly covered by numerical modelling because the model results normally offer the most precise database for a hazard analysis as they include spatially distributed data and their influence to the hydraulic dynamics. Generally a model result gives a probability for the intensity distribution of a tsunami at the coast (or run up) and the spatial distribution of the maximum inundation area depending on the location and magnitude of the tsunami source used. The boundary condition of the source used for the model is mostly chosen by a worst case approach. Hence the location and magnitude which are likely to occur and which are assumed to generate the worst impact are used to predict the impact at a specific area. But for a tsunami hazard assessment covering a large coastal area, as it is demanded in the GITEWS (German Indonesian Tsunami Early Warning System) project in which the present work is embedded, this approach is not practicable because a lot of tsunami sources can cause an impact at the coast and must be considered. Thus a multi-scenario tsunami model approach is developed to provide a reliable hazard assessment covering large areas. For the Indonesian Early Warning System many tsunami scenarios were modelled by the Alfred Wegener Institute (AWI) at different probable tsunami sources and with different magnitudes along the Sunda Trench. Every modelled scenario delivers the spatial distribution of the inundation for a specific area, the wave height at coast at this area and the estimated times of arrival (ETAs) of the waves, caused by one tsunamigenic source with a specific magnitude. These parameters from the several scenarios can overlap each other along the coast and must be combined to get one comprehensive hazard assessment for all possible future tsunamis at the region under observation. The simplest way to derive the inundation probability along the coast using the multiscenario approach is to overlay all scenario inundation results and to determine how often a point on land will be significantly inundated from the various scenarios. But this does not take into account that the used tsunamigenic sources for the modeled scenarios have different likelihoods of causing a tsunami. Hence a statistical analysis of historical data and geophysical investigation results based on numerical modelling results is added to the hazard assessment, which clearly improves the significance of the hazard assessment. For this purpose the present method is developed and contains a complex logical combination of the diverse probabilities assessed like probability of occurrence for different earthquake magnitudes at different localities, probability of occurrence for a specific wave height at the coast and the probability for every point on land likely to get hit by a tsunami. The values are combined by a logical tree technique and quantified by statistical analysis of historical data and of the tsunami modelling results as mentioned before. This results in a tsunami inundation probability map covering the South West Coast of Indonesia which nevertheless shows a significant spatial diversity offering a good base for evacuation planning and mitigation strategies. Keywords: tsunami hazard assessment, tsunami modelling, probabilistic analysis, early warning

Unified nano-mechanics based probabilistic theory of quasibrittle and brittle structures: I. Strength, static crack growth, lifetime and scaling

NASA Astrophysics Data System (ADS)

Le, Jia-Liang; Bažant, Zdeněk P.; Bazant, Martin Z.

2011-07-01

Engineering structures must be designed for an extremely low failure probability such as 10 -6, which is beyond the means of direct verification by histogram testing. This is not a problem for brittle or ductile materials because the type of probability distribution of structural strength is fixed and known, making it possible to predict the tail probabilities from the mean and variance. It is a problem, though, for quasibrittle materials for which the type of strength distribution transitions from Gaussian to Weibullian as the structure size increases. These are heterogeneous materials with brittle constituents, characterized by material inhomogeneities that are not negligible compared to the structure size. Examples include concrete, fiber composites, coarse-grained or toughened ceramics, rocks, sea ice, rigid foams and bone, as well as many materials used in nano- and microscale devices. This study presents a unified theory of strength and lifetime for such materials, based on activation energy controlled random jumps of the nano-crack front, and on the nano-macro multiscale transition of tail probabilities. Part I of this study deals with the case of monotonic and sustained (or creep) loading, and Part II with fatigue (or cyclic) loading. On the scale of the representative volume element of material, the probability distribution of strength has a Gaussian core onto which a remote Weibull tail is grafted at failure probability of the order of 10 -3. With increasing structure size, the Weibull tail penetrates into the Gaussian core. The probability distribution of static (creep) lifetime is related to the strength distribution by the power law for the static crack growth rate, for which a physical justification is given. The present theory yields a simple relation between the exponent of this law and the Weibull moduli for strength and lifetime. The benefit is that the lifetime distribution can be predicted from short-time tests of the mean size effect on strength and tests of the power law for the crack growth rate. The theory is shown to match closely numerous test data on strength and static lifetime of ceramics and concrete, and explains why their histograms deviate systematically from the straight line in Weibull scale. Although the present unified theory is built on several previous advances, new contributions are here made to address: (i) a crack in a disordered nano-structure (such as that of hydrated Portland cement), (ii) tail probability of a fiber bundle (or parallel coupling) model with softening elements, (iii) convergence of this model to the Gaussian distribution, (iv) the stress-life curve under constant load, and (v) a detailed random walk analysis of crack front jumps in an atomic lattice. The nonlocal behavior is captured in the present theory through the finiteness of the number of links in the weakest-link model, which explains why the mean size effect coincides with that of the previously formulated nonlocal Weibull theory. Brittle structures correspond to the large-size limit of the present theory. An important practical conclusion is that the safety factors for strength and tolerable minimum lifetime for large quasibrittle structures (e.g., concrete structures and composite airframes or ship hulls, as well as various micro-devices) should be calculated as a function of structure size and geometry.

Probabilistic Tsunami Hazard Assessment along Nankai Trough (1) An assessment based on the information of the forthcoming earthquake that Earthquake Research Committee(2013) evaluated

NASA Astrophysics Data System (ADS)

Hirata, K.; Fujiwara, H.; Nakamura, H.; Osada, M.; Morikawa, N.; Kawai, S.; Ohsumi, T.; Aoi, S.; Yamamoto, N.; Matsuyama, H.; Toyama, N.; Kito, T.; Murashima, Y.; Murata, Y.; Inoue, T.; Saito, R.; Takayama, J.; Akiyama, S.; Korenaga, M.; Abe, Y.; Hashimoto, N.

2015-12-01

The Earthquake Research Committee(ERC)/HERP, Government of Japan (2013) revised their long-term evaluation of the forthcoming large earthquake along the Nankai Trough; the next earthquake is estimated M8 to 9 class, and the probability (P30) that the next earthquake will occur within the next 30 years (from Jan. 1, 2013) is 60% to 70%. In this study, we assess tsunami hazards (maximum coastal tsunami heights) in the near future, in terms of a probabilistic approach, from the next earthquake along Nankai Trough, on the basis of ERC(2013)'s report. The probabilistic tsunami hazard assessment that we applied is as follows; (1) Characterized earthquake fault models (CEFMs) are constructed on each of the 15 hypothetical source areas (HSA) that ERC(2013) showed. The characterization rule follows Toyama et al.(2015, JpGU). As results, we obtained total of 1441 CEFMs. (2) We calculate tsunamis due to CEFMs by solving nonlinear, finite-amplitude, long-wave equations with advection and bottom friction terms by finite-difference method. Run-up computation on land is included. (3) A time predictable model predicts the recurrent interval of the present seismic cycle is T=88.2 years (ERC,2013). We fix P30 = 67% by applying the renewal process based on BPT distribution with T and alpha=0.24 as its aperiodicity. (4) We divide the probability P30 into P30(i) for i-th subgroup consisting of the earthquakes occurring in each of 15 HSA by following a probability re-distribution concept (ERC,2014). Then each earthquake (CEFM) in i-th subgroup is assigned a probability P30(i)/N where N is the number of CEFMs in each sub-group. Note that such re-distribution concept of the probability is nothing but tentative because the present seismology cannot give deep knowledge enough to do it. Epistemic logic-tree approach may be required in future. (5) We synthesize a number of tsunami hazard curves at every evaluation points on coasts by integrating the information about 30 years occurrence probabilities P30(i) for all earthquakes (CEFMs) and calculated maximum coastal tsunami heights. In the synthesis, aleatory uncertainties relating to incompleteness of governing equations, CEFM modeling, bathymetry and topography data, etc, are modeled assuming a log-normal probabilistic distribution. Examples of tsunami hazard curves will be presented.

The concept of entropy in landscape evolution

USGS Publications Warehouse

Leopold, Luna Bergere; Langbein, Walter Basil

1962-01-01

The concept of entropy is expressed in terms of probability of various states. Entropy treats of the distribution of energy. The principle is introduced that the most probable condition exists when energy in a river system is as uniformly distributed as may be permitted by physical constraints. From these general considerations equations for the longitudinal profiles of rivers are derived that are mathematically comparable to those observed in the field. The most probable river profiles approach the condition in which the downstream rate of production of entropy per unit mass is constant. Hydraulic equations are insufficient to determine the velocity, depths, and slopes of rivers that are themselves authors of their own hydraulic geometries. A solution becomes possible by introducing the concept that the distribution of energy tends toward the most probable. This solution leads to a theoretical definition of the hydraulic geometry of river channels that agrees closely with field observations. The most probable state for certain physical systems can also be illustrated by random-walk models. Average longitudinal profiles and drainage networks were so derived and these have the properties implied by the theory. The drainage networks derived from random walks have some of the principal properties demonstrated by the Horton analysis; specifically, the logarithms of stream length and stream numbers are proportional to stream order.

Data Base for a National Mineral-Resource Assessment of Undiscovered Deposits of Gold, Silver, Copper, Lead, and Zinc in the Conterminous United States

USGS Publications Warehouse

Ludington, S.D.; Cox, D.P.; McCammon, R.B.

1996-01-01

For this assessment, the conterminous United States was divided into 12 regions Adirondack Mountains, Central and Southern Rocky Mountains, Colorado Plateau, East Central, Great Basin, Great Plains, Lake Superior, Northern Appalachians, Northern Rocky Mountains, Pacific Coast, Southern Appalachians, and Southern Basin and Range. The assessment, which was conducted by regional assessment teams of scientists from the USGS, was based on the concepts of permissive tracts and deposit models. Permissive tracts are discrete areas of the United States for which estimates of numbers of undiscovered deposits of a particular deposit type were made. A permissive tract is defined by its geographic boundaries such that the probability of deposits of the type delineated occurring outside the boundary is neglible. Deposit models, which are based on a compilation of worldwide literature and on observation, are sets of data in a convenient form that describe a group of deposits which have similar characteristics and that contain information on the common geologic attributes of the deposits and the environments in which they are found. Within each region, the assessment teams delineated permissive tracts for those deposit models that were judged to be appropriate and, when the amount of information warranted, estimated the number of undiscovered deposits. A total of 46 deposit models were used to assess 236 separate permissive tracts. Estimates of undiscovered deposits were limited to a depth of 1 km beneath the surface of the Earth. The estimates of the number of undiscovered deposits of gold, silver, copper, lead, and zinc were expressed in the form of a probability distribution. Commonly, the number of undiscovered deposits was estimated at the 90th, 50th, and 10th percentiles. A Monte Carlo simulation computer program was used to combine the probability distribution of the number of undiscovered deposits with the grade and tonnage data sets associated with each deposit model to obtain the probability distribution for undiscovered metal.

Use of the gamma distribution to represent monthly rainfall in Africa for drought monitoring applications

USGS Publications Warehouse

Husak, Gregory J.; Michaelsen, Joel C.; Funk, Christopher C.

2007-01-01

Evaluating a range of scenarios that accurately reflect precipitation variability is critical for water resource applications. Inputs to these applications can be provided using location- and interval-specific probability distributions. These distributions make it possible to estimate the likelihood of rainfall being within a specified range. In this paper, we demonstrate the feasibility of fitting cell-by-cell probability distributions to grids of monthly interpolated, continent-wide data. Future work will then detail applications of these grids to improved satellite-remote sensing of drought and interpretations of probabilistic climate outlook forum forecasts. The gamma distribution is well suited to these applications because it is fairly familiar to African scientists, and capable of representing a variety of distribution shapes. This study tests the goodness-of-fit using the Kolmogorov–Smirnov (KS) test, and compares these results against another distribution commonly used in rainfall events, the Weibull. The gamma distribution is suitable for roughly 98% of the locations over all months. The techniques and results presented in this study provide a foundation for use of the gamma distribution to generate drivers for various rain-related models. These models are used as decision support tools for the management of water and agricultural resources as well as food reserves by providing decision makers with ways to evaluate the likelihood of various rainfall accumulations and assess different scenarios in Africa. 

A framework for sensitivity analysis of decision trees.

PubMed

Kamiński, Bogumił; Jakubczyk, Michał; Szufel, Przemysław

2018-01-01

In the paper, we consider sequential decision problems with uncertainty, represented as decision trees. Sensitivity analysis is always a crucial element of decision making and in decision trees it often focuses on probabilities. In the stochastic model considered, the user often has only limited information about the true values of probabilities. We develop a framework for performing sensitivity analysis of optimal strategies accounting for this distributional uncertainty. We design this robust optimization approach in an intuitive and not overly technical way, to make it simple to apply in daily managerial practice. The proposed framework allows for (1) analysis of the stability of the expected-value-maximizing strategy and (2) identification of strategies which are robust with respect to pessimistic/optimistic/mode-favoring perturbations of probabilities. We verify the properties of our approach in two cases: (a) probabilities in a tree are the primitives of the model and can be modified independently; (b) probabilities in a tree reflect some underlying, structural probabilities, and are interrelated. We provide a free software tool implementing the methods described.

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

PubMed

Tygert, Mark

2010-09-21

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

Developing and Validating a Survival Prediction Model for NSCLC Patients Through Distributed Learning Across 3 Countries.

PubMed

Jochems, Arthur; Deist, Timo M; El Naqa, Issam; Kessler, Marc; Mayo, Chuck; Reeves, Jackson; Jolly, Shruti; Matuszak, Martha; Ten Haken, Randall; van Soest, Johan; Oberije, Cary; Faivre-Finn, Corinne; Price, Gareth; de Ruysscher, Dirk; Lambin, Philippe; Dekker, Andre

2017-10-01

Tools for survival prediction for non-small cell lung cancer (NSCLC) patients treated with chemoradiation or radiation therapy are of limited quality. In this work, we developed a predictive model of survival at 2 years. The model is based on a large volume of historical patient data and serves as a proof of concept to demonstrate the distributed learning approach. Clinical data from 698 lung cancer patients, treated with curative intent with chemoradiation or radiation therapy alone, were collected and stored at 2 different cancer institutes (559 patients at Maastro clinic (Netherlands) and 139 at Michigan university [United States]). The model was further validated on 196 patients originating from The Christie (United Kingdon). A Bayesian network model was adapted for distributed learning (the animation can be viewed at https://www.youtube.com/watch?v=ZDJFOxpwqEA). Two-year posttreatment survival was chosen as the endpoint. The Maastro clinic cohort data are publicly available at https://www.cancerdata.org/publication/developing-and-validating-survival-prediction-model-nsclc-patients-through-distributed, and the developed models can be found at www.predictcancer.org. Variables included in the final model were T and N category, age, performance status, and total tumor dose. The model has an area under the curve (AUC) of 0.66 on the external validation set and an AUC of 0.62 on a 5-fold cross validation. A model based on the T and N category performed with an AUC of 0.47 on the validation set, significantly worse than our model (P<.001). Learning the model in a centralized or distributed fashion yields a minor difference on the probabilities of the conditional probability tables (0.6%); the discriminative performance of the models on the validation set is similar (P=.26). Distributed learning from federated databases allows learning of predictive models on data originating from multiple institutions while avoiding many of the data-sharing barriers. We believe that distributed learning is the future of sharing data in health care. Copyright © 2017 The Author(s). Published by Elsevier Inc. All rights reserved.

Modeling of Abrasion and Crushing of Unbound Granular Materials During Compaction

NASA Astrophysics Data System (ADS)

Ocampo, Manuel S.; Caicedo, Bernardo

2009-06-01

Unbound compacted granular materials are commonly used in engineering structures as layers in road pavements, railroad beds, highway embankments, and foundations. These structures are generally subjected to dynamic loading by construction operations, traffic and wheel loads. These repeated or cyclic loads cause abrasion and crushing of the granular materials. Abrasion changes a particle's shape, and crushing divides the particle into a mixture of many small particles of varying sizes. Particle breakage is important because the mechanical and hydraulic properties of these materials depend upon their grain size distribution. Therefore, it is important to evaluate the evolution of the grain size distribution of these materials. In this paper an analytical model for unbound granular materials is proposed in order to evaluate particle crushing of gravels and soils subjected to cyclic loads. The model is based on a Markov chain which describes the development of grading changes in the material as a function of stress levels. In the model proposed, each particle size is a state in the system, and the evolution of the material is the movement of particles from one state to another in n steps. Each step is a load cycle, and movement between states is possible with a transition probability. The crushing of particles depends on the mechanical properties of each grain and the packing density of the granular material. The transition probability was calculated using both the survival probability defined by Weibull and the compressible packing model developed by De Larrard. Material mechanical properties are considered using the Weibull probability theory. The size and shape of the grains, as well as the method of processing the packing density are considered using De Larrard's model. Results of the proposed analytical model show a good agreement with the experimental tests carried out using the gyratory compaction test.

Transmuted of Rayleigh Distribution with Estimation and Application on Noise Signal

NASA Astrophysics Data System (ADS)

Ahmed, Suhad; Qasim, Zainab

2018-05-01

This paper deals with transforming one parameter Rayleigh distribution, into transmuted probability distribution through introducing a new parameter (λ), since this studied distribution is necessary in representing signal data distribution and failure data model the value of this transmuted parameter |λ| ≤ 1, is also estimated as well as the original parameter (⊖) by methods of moments and maximum likelihood using different sample size (n=25, 50, 75, 100) and comparing the results of estimation by statistical measure (mean square error, MSE).

A mathematical model for evolution and SETI.

PubMed

Maccone, Claudio

2011-12-01

Darwinian evolution theory may be regarded as a part of SETI theory in that the factor f(l) in the Drake equation represents the fraction of planets suitable for life on which life actually arose. In this paper we firstly provide a statistical generalization of the Drake equation where the factor f(l) is shown to follow the lognormal probability distribution. This lognormal distribution is a consequence of the Central Limit Theorem (CLT) of Statistics, stating that the product of a number of independent random variables whose probability densities are unknown and independent of each other approached the lognormal distribution when the number of factors increased to infinity. In addition we show that the exponential growth of the number of species typical of Darwinian Evolution may be regarded as the geometric locus of the peaks of a one-parameter family of lognormal distributions (b-lognormals) constrained between the time axis and the exponential growth curve. Finally, since each b-lognormal distribution in the family may in turn be regarded as the product of a large number (actually "an infinity") of independent lognormal probability distributions, the mathematical way is paved to further cast Darwinian Evolution into a mathematical theory in agreement with both its typical exponential growth in the number of living species and the Statistical Drake Equation.

Modelling Evolution and SETI Mathematically

NASA Astrophysics Data System (ADS)

Maccone, Claudio

2012-05-01

Darwinian evolution theory may be regarded as a part of SETI theory in that the factor fl in the Drake equation represents the fraction of planets suitable for life on which life actually arose. In this paper we firstly provide a statistical generalization of the Drake equation where the factor fl is shown to follow the lognormal probability distribution. This lognormal distribution is a consequence of the Central Limit Theorem (CLT) of Statistics, stating that the product of a number of independent random variables whose probability densities are unknown and independent of each other approached the lognormal distribution when the number of factor increased to infinity. In addition we show that the exponential growth of the number of species typical of Darwinian Evolution may be regarded as the geometric locus of the peaks of a one-parameter family of lognormal distributions constrained between the time axis and the exponential growth curve. Finally, since each lognormal distribution in the family may in turn be regarded as the product of a large number (actually "an infinity") of independent lognormal probability distributions, the mathematical way is paved to further cast Darwinian Evolution into a mathematical theory in agreement with both its typical exponential growth in the number of living species and the Statistical Drake Equation.

A Mathematical Model for Evolution and SETI

NASA Astrophysics Data System (ADS)

Maccone, Claudio

2011-12-01

Darwinian evolution theory may be regarded as a part of SETI theory in that the factor fl in the Drake equation represents the fraction of planets suitable for life on which life actually arose. In this paper we firstly provide a statistical generalization of the Drake equation where the factor fl is shown to follow the lognormal probability distribution. This lognormal distribution is a consequence of the Central Limit Theorem (CLT) of Statistics, stating that the product of a number of independent random variables whose probability densities are unknown and independent of each other approached the lognormal distribution when the number of factors increased to infinity. In addition we show that the exponential growth of the number of species typical of Darwinian Evolution may be regarded as the geometric locus of the peaks of a one-parameter family of lognormal distributions (b-lognormals) constrained between the time axis and the exponential growth curve. Finally, since each b-lognormal distribution in the family may in turn be regarded as the product of a large number (actually "an infinity") of independent lognormal probability distributions, the mathematical way is paved to further cast Darwinian Evolution into a mathematical theory in agreement with both its typical exponential growth in the number of living species and the Statistical Drake Equation.

Normal probabilities for Vandenberg AFB wind components - monthly reference periods for all flight azimuths, 0- to 70-km altitudes

NASA Technical Reports Server (NTRS)

Falls, L. W.

1975-01-01

Vandenberg Air Force Base (AFB), California, wind component statistics are presented to be used for aerospace engineering applications that require component wind probabilities for various flight azimuths and selected altitudes. The normal (Gaussian) distribution is presented as a statistical model to represent component winds at Vandenberg AFB. Head tail, and crosswind components are tabulated for all flight azimuths for altitudes from 0 to 70 km by monthly reference periods. Wind components are given for 11 selected percentiles ranging from 0.135 percent to 99.865 percent for each month. The results of statistical goodness-of-fit tests are presented to verify the use of the Gaussian distribution as an adequate model to represent component winds at Vandenberg AFB.

Normal probabilities for Cape Kennedy wind components: Monthly reference periods for all flight azimuths. Altitudes 0 to 70 kilometers

NASA Technical Reports Server (NTRS)

Falls, L. W.

1973-01-01

This document replaces Cape Kennedy empirical wind component statistics which are presently being used for aerospace engineering applications that require component wind probabilities for various flight azimuths and selected altitudes. The normal (Gaussian) distribution is presented as an adequate statistical model to represent component winds at Cape Kennedy. Head-, tail-, and crosswind components are tabulated for all flight azimuths for altitudes from 0 to 70 km by monthly reference periods. Wind components are given for 11 selected percentiles ranging from 0.135 percent to 99,865 percent for each month. Results of statistical goodness-of-fit tests are presented to verify the use of the Gaussian distribution as an adequate model to represent component winds at Cape Kennedy, Florida.

Connection between two statistical approaches for the modelling of particle velocity and concentration distributions in turbulent flow: The mesoscopic Eulerian formalism and the two-point probability density function method

NASA Astrophysics Data System (ADS)

Simonin, Olivier; Zaichik, Leonid I.; Alipchenkov, Vladimir M.; Février, Pierre

2006-12-01

The objective of the paper is to elucidate a connection between two approaches that have been separately proposed for modelling the statistical spatial properties of inertial particles in turbulent fluid flows. One of the approaches proposed recently by Février, Simonin, and Squires [J. Fluid Mech. 533, 1 (2005)] is based on the partitioning of particle turbulent velocity field into spatially correlated (mesoscopic Eulerian) and random-uncorrelated (quasi-Brownian) components. The other approach stems from a kinetic equation for the two-point probability density function of the velocity distributions of two particles [Zaichik and Alipchenkov, Phys. Fluids 15, 1776 (2003)]. Comparisons between these approaches are performed for isotropic homogeneous turbulence and demonstrate encouraging agreement.

Memory-induced resonancelike suppression of spike generation in a resonate-and-fire neuron model

NASA Astrophysics Data System (ADS)

Mankin, Romi; Paekivi, Sander

2018-01-01

The behavior of a stochastic resonate-and-fire neuron model based on a reduction of a fractional noise-driven generalized Langevin equation (GLE) with a power-law memory kernel is considered. The effect of temporally correlated random activity of synaptic inputs, which arise from other neurons forming local and distant networks, is modeled as an additive fractional Gaussian noise in the GLE. Using a first-passage-time formulation, in certain system parameter domains exact expressions for the output interspike interval (ISI) density and for the survival probability (the probability that a spike is not generated) are derived and their dependence on input parameters, especially on the memory exponent, is analyzed. In the case of external white noise, it is shown that at intermediate values of the memory exponent the survival probability is significantly enhanced in comparison with the cases of strong and weak memory, which causes a resonancelike suppression of the probability of spike generation as a function of the memory exponent. Moreover, an examination of the dependence of multimodality in the ISI distribution on input parameters shows that there exists a critical memory exponent αc≈0.402 , which marks a dynamical transition in the behavior of the system. That phenomenon is illustrated by a phase diagram describing the emergence of three qualitatively different structures of the ISI distribution. Similarities and differences between the behavior of the model at internal and external noises are also discussed.

Decoding and modelling of time series count data using Poisson hidden Markov model and Markov ordinal logistic regression models.

PubMed

Sebastian, Tunny; Jeyaseelan, Visalakshi; Jeyaseelan, Lakshmanan; Anandan, Shalini; George, Sebastian; Bangdiwala, Shrikant I

2018-01-01

Hidden Markov models are stochastic models in which the observations are assumed to follow a mixture distribution, but the parameters of the components are governed by a Markov chain which is unobservable. The issues related to the estimation of Poisson-hidden Markov models in which the observations are coming from mixture of Poisson distributions and the parameters of the component Poisson distributions are governed by an m-state Markov chain with an unknown transition probability matrix are explained here. These methods were applied to the data on Vibrio cholerae counts reported every month for 11-year span at Christian Medical College, Vellore, India. Using Viterbi algorithm, the best estimate of the state sequence was obtained and hence the transition probability matrix. The mean passage time between the states were estimated. The 95% confidence interval for the mean passage time was estimated via Monte Carlo simulation. The three hidden states of the estimated Markov chain are labelled as 'Low', 'Moderate' and 'High' with the mean counts of 1.4, 6.6 and 20.2 and the estimated average duration of stay of 3, 3 and 4 months, respectively. Environmental risk factors were studied using Markov ordinal logistic regression analysis. No significant association was found between disease severity levels and climate components.

Directed Random Markets: Connectivity Determines Money

NASA Astrophysics Data System (ADS)

Martínez-Martínez, Ismael; López-Ruiz, Ricardo

2013-12-01

Boltzmann-Gibbs (BG) distribution arises as the statistical equilibrium probability distribution of money among the agents of a closed economic system where random and undirected exchanges are allowed. When considering a model with uniform savings in the exchanges, the final distribution is close to the gamma family. In this paper, we implement these exchange rules on networks and we find that these stationary probability distributions are robust and they are not affected by the topology of the underlying network. We introduce a new family of interactions: random but directed ones. In this case, it is found the topology to be determinant and the mean money per economic agent is related to the degree of the node representing the agent in the network. The relation between the mean money per economic agent and its degree is shown to be linear.

A new computer code for discrete fracture network modelling

NASA Astrophysics Data System (ADS)

Xu, Chaoshui; Dowd, Peter

2010-03-01

The authors describe a comprehensive software package for two- and three-dimensional stochastic rock fracture simulation using marked point processes. Fracture locations can be modelled by a Poisson, a non-homogeneous, a cluster or a Cox point process; fracture geometries and properties are modelled by their respective probability distributions. Virtual sampling tools such as plane, window and scanline sampling are included in the software together with a comprehensive set of statistical tools including histogram analysis, probability plots, rose diagrams and hemispherical projections. The paper describes in detail the theoretical basis of the implementation and provides a case study in rock fracture modelling to demonstrate the application of the software.

Computer simulation of the probability that endangered whales will interact with oil spills, Final report

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

Reed, M.; Jayko, K.; Bowles, A.

1986-10-01

A numerical model system was developed to assess quantitatively the probability that endangered bowhead and gray whales will encounter spilled oil in Alaskan waters. Bowhead and gray whale migration diving-surfacing models, and an oil-spill-trajectory model comprise the system. The migration models were developed from conceptual considerations, then calibrated with and tested against observations. The distribution of animals is represented in space and time by discrete points, each of which may represent one or more whales. The movement of a whale point is governed by a random-walk algorithm which stochastically follows a migratory pathway.

Ignition probability of polymer-bonded explosives accounting for multiple sources of material stochasticity

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

Kim, S.; Barua, A.; Zhou, M., E-mail: min.zhou@me.gatech.edu

2014-05-07

Accounting for the combined effect of multiple sources of stochasticity in material attributes, we develop an approach that computationally predicts the probability of ignition of polymer-bonded explosives (PBXs) under impact loading. The probabilistic nature of the specific ignition processes is assumed to arise from two sources of stochasticity. The first source involves random variations in material microstructural morphology; the second source involves random fluctuations in grain-binder interfacial bonding strength. The effect of the first source of stochasticity is analyzed with multiple sets of statistically similar microstructures and constant interfacial bonding strength. Subsequently, each of the microstructures in the multiple setsmore » is assigned multiple instantiations of randomly varying grain-binder interfacial strengths to analyze the effect of the second source of stochasticity. Critical hotspot size-temperature states reaching the threshold for ignition are calculated through finite element simulations that explicitly account for microstructure and bulk and interfacial dissipation to quantify the time to criticality (t{sub c}) of individual samples, allowing the probability distribution of the time to criticality that results from each source of stochastic variation for a material to be analyzed. Two probability superposition models are considered to combine the effects of the multiple sources of stochasticity. The first is a parallel and series combination model, and the second is a nested probability function model. Results show that the nested Weibull distribution provides an accurate description of the combined ignition probability. The approach developed here represents a general framework for analyzing the stochasticity in the material behavior that arises out of multiple types of uncertainty associated with the structure, design, synthesis and processing of materials.« less

An analytical model for regular respiratory signals derived from the probability density function of Rayleigh distribution.

PubMed

Li, Xin; Li, Ye

2015-01-01

Regular respiratory signals (RRSs) acquired with physiological sensing systems (e.g., the life-detection radar system) can be used to locate survivors trapped in debris in disaster rescue, or predict the breathing motion to allow beam delivery under free breathing conditions in external beam radiotherapy. Among the existing analytical models for RRSs, the harmonic-based random model (HRM) is shown to be the most accurate, which, however, is found to be subject to considerable error if the RRS has a slowly descending end-of-exhale (EOE) phase. The defect of the HRM motivates us to construct a more accurate analytical model for the RRS. In this paper, we derive a new analytical RRS model from the probability density function of Rayleigh distribution. We evaluate the derived RRS model by using it to fit a real-life RRS in the sense of least squares, and the evaluation result shows that, our presented model exhibits lower error and fits the slowly descending EOE phases of the real-life RRS better than the HRM.

Effects of life-history requirements on the distribution of a threatened reptile.

PubMed

Thompson, Denise M; Ligon, Day B; Patton, Jason C; Papeş, Monica

2017-04-01

Survival and reproduction are the two primary life-history traits essential for species' persistence; however, the environmental conditions that support each of these traits may not be the same. Despite this, reproductive requirements are seldom considered when estimating species' potential distributions. We sought to examine potentially limiting environmental factors influencing the distribution of an oviparous reptile of conservation concern with respect to the species' survival and reproduction and to assess the implications of the species' predicted climatic constraints on current conservation practices. We used ecological niche modeling to predict the probability of environmental suitability for the alligator snapping turtle (Macrochelys temminckii). We built an annual climate model to examine survival and a nesting climate model to examine reproduction. We combined incubation temperature requirements, products of modeled soil temperature data, and our estimated distributions to determine whether embryonic development constrained the northern distribution of the species. Low annual precipitation constrained the western distribution of alligator snapping turtles, whereas the northern distribution was constrained by thermal requirements during embryonic development. Only a portion of the geographic range predicted to have a high probability of suitability for alligator snapping turtle survival was estimated to be capable of supporting successful embryonic development. Historic occurrence records suggest adult alligator snapping turtles can survive in regions with colder climes than those associated with consistent and successful production of offspring. Estimated egg-incubation requirements indicated that current reintroductions at the northern edge of the species' range are within reproductively viable environmental conditions. Our results highlight the importance of considering survival and reproduction when estimating species' ecological niches, implicating conservation plans, and benefits of incorporating physiological data when evaluating species' distributions. © 2016 Society for Conservation Biology.

A Dynamic Bayesian Network Model for the Production and Inventory Control

NASA Astrophysics Data System (ADS)

Shin, Ji-Sun; Takazaki, Noriyuki; Lee, Tae-Hong; Kim, Jin-Il; Lee, Hee-Hyol

In general, the production quantities and delivered goods are changed randomly and then the total stock is also changed randomly. This paper deals with the production and inventory control using the Dynamic Bayesian Network. Bayesian Network is a probabilistic model which represents the qualitative dependence between two or more random variables by the graph structure, and indicates the quantitative relations between individual variables by the conditional probability. The probabilistic distribution of the total stock is calculated through the propagation of the probability on the network. Moreover, an adjusting rule of the production quantities to maintain the probability of a lower limit and a ceiling of the total stock to certain values is shown.

Novel Data on the Ecology of Cochranella mache (Anura: Centrolenidae) and the Importance of Protected Areas for This Critically Endangered Glassfrog in the Neotropics

PubMed Central

Ortega-Andrade, H. Mauricio; Rojas-Soto, Octavio; Paucar, Christian

2013-01-01

We studied a population of the endangered glassfrog, Cochranella mache, at Bilsa Biological Station, northwestern Ecuador, from 2008 and 2009. We present information on annual abundance patterns, behavioral ecology, habitat use and a species distribution model performed with MaxEnt. We evaluate the importance of the National System of Protected Areas (SNAP) in Colombia and Ecuador, under scenarios of climate change and habitat loss. We predicted a restricted environmental suitability area from 48,509 Km2 to 65,147 Km2 along western Ecuador and adjacent Colombia; ∼8% of the potential distribution occurs within SNAP. We examined four aspects of C. mache ecology: (1) ecological data suggests a strong correlation between relative abundance and rainfall, with a high probability to observe frogs through rainy months (February–May); (2) habitat use and the species distribution model suggest that this canopy dweller is restricted to small streams and rivulets in primary and old secondary forest in evergreen lowland and piedmont forest of western Ecuador, with predictions of suitability areas in adjacent southern Colombia; (3) the SNAP of Colombia and Ecuador harbor a minimum portion of the predicted model of distribution (<10%); and (4) synergetic effects of habitat loss and climate change reduces in about 95% the suitability areas for this endangered frog along its distributional range in Protected Areas. The resulting model allows the recognition of areas to undertake conservation efforts and plan future field surveys, as well as forecasting regions with high probability of C. mache occurrence in western Ecuador and southern Colombia. Further research is required to assess population tendencies, habitat fragmentation and target survey zones to accelerate the discovery of unknown populations in unexplored areas with high probability of suitability. We recommend that Cochranella mache must be re-categorized as “Critically Endangered” species in national and global status, according with criteria and sub-criteria A4, B1ab(i,ii,iii,iv),E. PMID:24339973

Population pharmacokinetics and maximum a posteriori probability Bayesian estimator of abacavir: application of individualized therapy in HIV-infected infants and toddlers

PubMed Central

Zhao, Wei; Cella, Massimo; Della Pasqua, Oscar; Burger, David; Jacqz-Aigrain, Evelyne

2012-01-01

AIMS To develop a population pharmacokinetic model for abacavir in HIV-infected infants and toddlers, which will be used to describe both once and twice daily pharmacokinetic profiles, identify covariates that explain variability and propose optimal time points to optimize the area under the concentration–time curve (AUC) targeted dosage and individualize therapy. METHODS The pharmacokinetics of abacavir was described with plasma concentrations from 23 patients using nonlinear mixed-effects modelling (NONMEM) software. A two-compartment model with first-order absorption and elimination was developed. The final model was validated using bootstrap, visual predictive check and normalized prediction distribution errors. The Bayesian estimator was validated using the cross-validation and simulation–estimation method. RESULTS The typical population pharmacokinetic parameters and relative standard errors (RSE) were apparent systemic clearance (CL) 13.4 l h−1 (RSE 6.3%), apparent central volume of distribution 4.94 l (RSE 28.7%), apparent peripheral volume of distribution 8.12 l (RSE14.2%), apparent intercompartment clearance 1.25 l h−1 (RSE 16.9%) and absorption rate constant 0.758 h−1 (RSE 5.8%). The covariate analysis identified weight as the individual factor influencing the apparent oral clearance: CL = 13.4 × (weight/12)1.14. The maximum a posteriori probability Bayesian estimator, based on three concentrations measured at 0, 1 or 2, and 3 h after drug intake allowed predicting individual AUC0–t. CONCLUSIONS The population pharmacokinetic model developed for abacavir in HIV-infected infants and toddlers accurately described both once and twice daily pharmacokinetic profiles. The maximum a posteriori probability Bayesian estimator of AUC0–t was developed from the final model and can be used routinely to optimize individual dosing. PMID:21988586

On the probability distribution of daily streamflow in the United States

USGS Publications Warehouse

Blum, Annalise G.; Archfield, Stacey A.; Vogel, Richard M.

2017-01-01

Daily streamflows are often represented by flow duration curves (FDCs), which illustrate the frequency with which flows are equaled or exceeded. FDCs have had broad applications across both operational and research hydrology for decades; however, modeling FDCs has proven elusive. Daily streamflow is a complex time series with flow values ranging over many orders of magnitude. The identification of a probability distribution that can approximate daily streamflow would improve understanding of the behavior of daily flows and the ability to estimate FDCs at ungaged river locations. Comparisons of modeled and empirical FDCs at nearly 400 unregulated, perennial streams illustrate that the four-parameter kappa distribution provides a very good representation of daily streamflow across the majority of physiographic regions in the conterminous United States (US). Further, for some regions of the US, the three-parameter generalized Pareto and lognormal distributions also provide a good approximation to FDCs. Similar results are found for the period of record FDCs, representing the long-term hydrologic regime at a site, and median annual FDCs, representing the behavior of flows in a typical year.

ERMiT: Estimating Post-Fire Erosion in Probabilistic Terms

NASA Astrophysics Data System (ADS)

Pierson, F. B.; Robichaud, P. R.; Elliot, W. J.; Hall, D. E.; Moffet, C. A.

2006-12-01

Mitigating the impact of post-wildfire runoff and erosion on life, property, and natural resources have cost the United States government tens of millions of dollars over the past decade. The decision of where, when, and how to apply the most effective mitigation treatments requires land managers to assess the risk of damaging runoff and erosion events occurring after a fire. The Erosion Risk Management Tool (ERMiT) is a web-based application that estimates erosion in probabilistic terms on burned and recovering forest, range, and chaparral lands. Unlike most erosion prediction models, ERMiT does not provide `average annual erosion rates;' rather, it provides a distribution of erosion rates with the likelihood of their occurrence. ERMiT combines rain event variability with spatial and temporal variabilities of hillslope burn severity, soil properties, and ground cover to estimate Water Erosion Prediction Project (WEPP) model input parameter values. Based on 20 to 40 individual WEPP runs, ERMiT produces a distribution of rain event erosion rates with a probability of occurrence for each of five post-fire years. Over the 5 years of modeled recovery, the occurrence probability of the less erodible soil parameters is increased and the occurrence probability of the more erodible soil parameters is decreased. In addition, the occurrence probabilities and the four spatial arrangements of burn severity (arrangements of overland flow elements (OFE's)), are shifted toward lower burn severity with each year of recovery. These yearly adjustments are based on field measurements made through post-fire recovery periods. ERMiT also provides rain event erosion rate distributions for hillslopes that have been treated with seeding, straw mulch, straw wattles and contour-felled log erosion barriers. Such output can help managers make erosion mitigation treatment decisions based on the probability of high sediment yields occurring, the value of resources at risk for damage, cost, and other management considerations.

A removal model for estimating detection probabilities from point-count surveys

USGS Publications Warehouse

Farnsworth, G.L.; Pollock, K.H.; Nichols, J.D.; Simons, T.R.; Hines, J.E.; Sauer, J.R.

2002-01-01

Use of point-count surveys is a popular method for collecting data on abundance and distribution of birds. However, analyses of such data often ignore potential differences in detection probability. We adapted a removal model to directly estimate detection probability during point-count surveys. The model assumes that singing frequency is a major factor influencing probability of detection when birds are surveyed using point counts. This may be appropriate for surveys in which most detections are by sound. The model requires counts to be divided into several time intervals. Point counts are often conducted for 10 min, where the number of birds recorded is divided into those first observed in the first 3 min, the subsequent 2 min, and the last 5 min. We developed a maximum-likelihood estimator for the detectability of birds recorded during counts divided into those intervals. This technique can easily be adapted to point counts divided into intervals of any length. We applied this method to unlimited-radius counts conducted in Great Smoky Mountains National Park. We used model selection criteria to identify whether detection probabilities varied among species, throughout the morning, throughout the season, and among different observers. We found differences in detection probability among species. Species that sing frequently such as Winter Wren (Troglodytes troglodytes) and Acadian Flycatcher (Empidonax virescens) had high detection probabilities (∼90%) and species that call infrequently such as Pileated Woodpecker (Dryocopus pileatus) had low detection probability (36%). We also found detection probabilities varied with the time of day for some species (e.g. thrushes) and between observers for other species. We used the same approach to estimate detection probability and density for a subset of the observations with limited-radius point counts.

Bayesian network models for error detection in radiotherapy plans

NASA Astrophysics Data System (ADS)

Kalet, Alan M.; Gennari, John H.; Ford, Eric C.; Phillips, Mark H.

2015-04-01

The purpose of this study is to design and develop a probabilistic network for detecting errors in radiotherapy plans for use at the time of initial plan verification. Our group has initiated a multi-pronged approach to reduce these errors. We report on our development of Bayesian models of radiotherapy plans. Bayesian networks consist of joint probability distributions that define the probability of one event, given some set of other known information. Using the networks, we find the probability of obtaining certain radiotherapy parameters, given a set of initial clinical information. A low probability in a propagated network then corresponds to potential errors to be flagged for investigation. To build our networks we first interviewed medical physicists and other domain experts to identify the relevant radiotherapy concepts and their associated interdependencies and to construct a network topology. Next, to populate the network’s conditional probability tables, we used the Hugin Expert software to learn parameter distributions from a subset of de-identified data derived from a radiation oncology based clinical information database system. These data represent 4990 unique prescription cases over a 5 year period. Under test case scenarios with approximately 1.5% introduced error rates, network performance produced areas under the ROC curve of 0.88, 0.98, and 0.89 for the lung, brain and female breast cancer error detection networks, respectively. Comparison of the brain network to human experts performance (AUC of 0.90 ± 0.01) shows the Bayes network model performs better than domain experts under the same test conditions. Our results demonstrate the feasibility and effectiveness of comprehensive probabilistic models as part of decision support systems for improved detection of errors in initial radiotherapy plan verification procedures.

Star Cluster Properties in Two LEGUS Galaxies Computed with Stochastic Stellar Population Synthesis Models

NASA Astrophysics Data System (ADS)

Krumholz, Mark R.; Adamo, Angela; Fumagalli, Michele; Wofford, Aida; Calzetti, Daniela; Lee, Janice C.; Whitmore, Bradley C.; Bright, Stacey N.; Grasha, Kathryn; Gouliermis, Dimitrios A.; Kim, Hwihyun; Nair, Preethi; Ryon, Jenna E.; Smith, Linda J.; Thilker, David; Ubeda, Leonardo; Zackrisson, Erik

2015-10-01

We investigate a novel Bayesian analysis method, based on the Stochastically Lighting Up Galaxies (slug) code, to derive the masses, ages, and extinctions of star clusters from integrated light photometry. Unlike many analysis methods, slug correctly accounts for incomplete initial mass function (IMF) sampling, and returns full posterior probability distributions rather than simply probability maxima. We apply our technique to 621 visually confirmed clusters in two nearby galaxies, NGC 628 and NGC 7793, that are part of the Legacy Extragalactic UV Survey (LEGUS). LEGUS provides Hubble Space Telescope photometry in the NUV, U, B, V, and I bands. We analyze the sensitivity of the derived cluster properties to choices of prior probability distribution, evolutionary tracks, IMF, metallicity, treatment of nebular emission, and extinction curve. We find that slug's results for individual clusters are insensitive to most of these choices, but that the posterior probability distributions we derive are often quite broad, and sometimes multi-peaked and quite sensitive to the choice of priors. In contrast, the properties of the cluster population as a whole are relatively robust against all of these choices. We also compare our results from slug to those derived with a conventional non-stochastic fitting code, Yggdrasil. We show that slug's stochastic models are generally a better fit to the observations than the deterministic ones used by Yggdrasil. However, the overall properties of the cluster populations recovered by both codes are qualitatively similar.

The Approximate Bayesian Computation methods in the localization of the atmospheric contamination source

NASA Astrophysics Data System (ADS)

Kopka, P.; Wawrzynczak, A.; Borysiewicz, M.

2015-09-01

In many areas of application, a central problem is a solution to the inverse problem, especially estimation of the unknown model parameters to model the underlying dynamics of a physical system precisely. In this situation, the Bayesian inference is a powerful tool to combine observed data with prior knowledge to gain the probability distribution of searched parameters. We have applied the modern methodology named Sequential Approximate Bayesian Computation (S-ABC) to the problem of tracing the atmospheric contaminant source. The ABC is technique commonly used in the Bayesian analysis of complex models and dynamic system. Sequential methods can significantly increase the efficiency of the ABC. In the presented algorithm, the input data are the on-line arriving concentrations of released substance registered by distributed sensor network from OVER-LAND ATMOSPHERIC DISPERSION (OLAD) experiment. The algorithm output are the probability distributions of a contamination source parameters i.e. its particular location, release rate, speed and direction of the movement, start time and duration. The stochastic approach presented in this paper is completely general and can be used in other fields where the parameters of the model bet fitted to the observable data should be found.

Statistics of Optical Coherence Tomography Data From Human Retina

PubMed Central

de Juan, Joaquín; Ferrone, Claudia; Giannini, Daniela; Huang, David; Koch, Giorgio; Russo, Valentina; Tan, Ou; Bruni, Carlo

2010-01-01

Optical coherence tomography (OCT) has recently become one of the primary methods for noninvasive probing of the human retina. The pseudoimage formed by OCT (the so-called B-scan) varies probabilistically across pixels due to complexities in the measurement technique. Hence, sensitive automatic procedures of diagnosis using OCT may exploit statistical analysis of the spatial distribution of reflectance. In this paper, we perform a statistical study of retinal OCT data. We find that the stretched exponential probability density function can model well the distribution of intensities in OCT pseudoimages. Moreover, we show a small, but significant correlation between neighbor pixels when measuring OCT intensities with pixels of about 5 µm. We then develop a simple joint probability model for the OCT data consistent with known retinal features. This model fits well the stretched exponential distribution of intensities and their spatial correlation. In normal retinas, fit parameters of this model are relatively constant along retinal layers, but varies across layers. However, in retinas with diabetic retinopathy, large spikes of parameter modulation interrupt the constancy within layers, exactly where pathologies are visible. We argue that these results give hope for improvement in statistical pathology-detection methods even when the disease is in its early stages. PMID:20304733

Application of at-site peak-streamflow frequency analyses for very low annual exceedance probabilities

USGS Publications Warehouse

Asquith, William H.; Kiang, Julie E.; Cohn, Timothy A.

2017-07-17

The U.S. Geological Survey (USGS), in cooperation with the U.S. Nuclear Regulatory Commission, has investigated statistical methods for probabilistic flood hazard assessment to provide guidance on very low annual exceedance probability (AEP) estimation of peak-streamflow frequency and the quantification of corresponding uncertainties using streamgage-specific data. The term “very low AEP” implies exceptionally rare events defined as those having AEPs less than about 0.001 (or 1 × 10–3 in scientific notation or for brevity 10–3). Such low AEPs are of great interest to those involved with peak-streamflow frequency analyses for critical infrastructure, such as nuclear power plants. Flood frequency analyses at streamgages are most commonly based on annual instantaneous peak streamflow data and a probability distribution fit to these data. The fitted distribution provides a means to extrapolate to very low AEPs. Within the United States, the Pearson type III probability distribution, when fit to the base-10 logarithms of streamflow, is widely used, but other distribution choices exist. The USGS-PeakFQ software, implementing the Pearson type III within the Federal agency guidelines of Bulletin 17B (method of moments) and updates to the expected moments algorithm (EMA), was specially adapted for an “Extended Output” user option to provide estimates at selected AEPs from 10–3 to 10–6. Parameter estimation methods, in addition to product moments and EMA, include L-moments, maximum likelihood, and maximum product of spacings (maximum spacing estimation). This study comprehensively investigates multiple distributions and parameter estimation methods for two USGS streamgages (01400500 Raritan River at Manville, New Jersey, and 01638500 Potomac River at Point of Rocks, Maryland). The results of this study specifically involve the four methods for parameter estimation and up to nine probability distributions, including the generalized extreme value, generalized log-normal, generalized Pareto, and Weibull. Uncertainties in streamflow estimates for corresponding AEP are depicted and quantified as two primary forms: quantile (aleatoric [random sampling] uncertainty) and distribution-choice (epistemic [model] uncertainty). Sampling uncertainties of a given distribution are relatively straightforward to compute from analytical or Monte Carlo-based approaches. Distribution-choice uncertainty stems from choices of potentially applicable probability distributions for which divergence among the choices increases as AEP decreases. Conventional goodness-of-fit statistics, such as Cramér-von Mises, and L-moment ratio diagrams are demonstrated in order to hone distribution choice. The results generally show that distribution choice uncertainty is larger than sampling uncertainty for very low AEP values.

Use of weather data and remote sensing to predict the geographic and seasonal distribution of Phlebotomus papatasi in southwest Asia.

PubMed

Cross, E R; Newcomb, W W; Tucker, C J

1996-05-01

Sandfly fever and leishmaniasis were major causes of infectious disease morbidity among military personnel deployed to the Middle East during World War II. Recently, leishmaniasis has been reported in the United Nations Multinational Forces and Observers in the Sinai. Despite these indications of endemicity, no cases of sandfly fever and only 31 cases of leishmaniasis have been identified among U.S. veterans of the Persian Gulf War. The distribution in the Persian Gulf of the vector, Phlebotomus papatasi, is thought to be highly dependent on environmental conditions, especially temperature and relative humidity. A computer model was developed using the occurrence of P. papatasi as the dependent variable and weather data as the independent variables. The results of this model indicated that the greatest sand fly activity and thus the highest risk of sandfly fever and leishmania infections occurred during the spring/summer months before U.S. troops were deployed to the Persian Gulf. Because the weather model produced probability of occurrence information for locations of the weather stations only, normalized difference vegetation index (NDVI) levels from remotely sensed Advanced Very High Resolution Radiometer satellites were determined for each weather station. From the results of the frequency of NDVI levels by probability of occurrence, the range of NDVI levels for presence of the vector was determined. The computer then identified all pixels within the NDVI range indicated and produced a computer-generated map of the probable distribution of P. papatasi. The resulting map expanded the analysis to areas where there were no weather stations and from which no information was reported in the literature, identifying these areas as having either a high or low probability of vector occurrence.

Probability density function characterization for aggregated large-scale wind power based on Weibull mixtures

DOE PAGES

Gomez-Lazaro, Emilio; Bueso, Maria C.; Kessler, Mathieu; ...

2016-02-02

Here, the Weibull probability distribution has been widely applied to characterize wind speeds for wind energy resources. Wind power generation modeling is different, however, due in particular to power curve limitations, wind turbine control methods, and transmission system operation requirements. These differences are even greater for aggregated wind power generation in power systems with high wind penetration. Consequently, models based on one-Weibull component can provide poor characterizations for aggregated wind power generation. With this aim, the present paper focuses on discussing Weibull mixtures to characterize the probability density function (PDF) for aggregated wind power generation. PDFs of wind power datamore » are firstly classified attending to hourly and seasonal patterns. The selection of the number of components in the mixture is analyzed through two well-known different criteria: the Akaike information criterion (AIC) and the Bayesian information criterion (BIC). Finally, the optimal number of Weibull components for maximum likelihood is explored for the defined patterns, including the estimated weight, scale, and shape parameters. Results show that multi-Weibull models are more suitable to characterize aggregated wind power data due to the impact of distributed generation, variety of wind speed values and wind power curtailment.« less

Statistical surrogate models for prediction of high-consequence climate change.

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

Constantine, Paul; Field, Richard V., Jr.; Boslough, Mark Bruce Elrick

2011-09-01

In safety engineering, performance metrics are defined using probabilistic risk assessments focused on the low-probability, high-consequence tail of the distribution of possible events, as opposed to best estimates based on central tendencies. We frame the climate change problem and its associated risks in a similar manner. To properly explore the tails of the distribution requires extensive sampling, which is not possible with existing coupled atmospheric models due to the high computational cost of each simulation. We therefore propose the use of specialized statistical surrogate models (SSMs) for the purpose of exploring the probability law of various climate variables of interest.more » A SSM is different than a deterministic surrogate model in that it represents each climate variable of interest as a space/time random field. The SSM can be calibrated to available spatial and temporal data from existing climate databases, e.g., the Program for Climate Model Diagnosis and Intercomparison (PCMDI), or to a collection of outputs from a General Circulation Model (GCM), e.g., the Community Earth System Model (CESM) and its predecessors. Because of its reduced size and complexity, the realization of a large number of independent model outputs from a SSM becomes computationally straightforward, so that quantifying the risk associated with low-probability, high-consequence climate events becomes feasible. A Bayesian framework is developed to provide quantitative measures of confidence, via Bayesian credible intervals, in the use of the proposed approach to assess these risks.« less

Time-Series INSAR: An Integer Least-Squares Approach For Distributed Scatterers

NASA Astrophysics Data System (ADS)

Samiei-Esfahany, Sami; Hanssen, Ramon F.

2012-01-01

The objective of this research is to extend the geode- tic mathematical model which was developed for persistent scatterers to a model which can exploit distributed scatterers (DS). The main focus is on the integer least- squares framework, and the main challenge is to include the decorrelation effect in the mathematical model. In order to adapt the integer least-squares mathematical model for DS we altered the model from a single master to a multi-master configuration and introduced the decorrelation effect stochastically. This effect is described in our model by a full covariance matrix. We propose to de- rive this covariance matrix by numerical integration of the (joint) probability distribution function (PDF) of interferometric phases. This PDF is a function of coherence values and can be directly computed from radar data. We show that the use of this model can improve the performance of temporal phase unwrapping of distributed scatterers.

A global logrank test for adaptive treatment strategies based on observational studies.

PubMed

Li, Zhiguo; Valenstein, Marcia; Pfeiffer, Paul; Ganoczy, Dara

2014-02-28

In studying adaptive treatment strategies, a natural question that is of paramount interest is whether there is any significant difference among all possible treatment strategies. When the outcome variable of interest is time-to-event, we propose an inverse probability weighted logrank test for testing the equivalence of a fixed set of pre-specified adaptive treatment strategies based on data from an observational study. The weights take into account both the possible selection bias in an observational study and the fact that the same subject may be consistent with more than one treatment strategy. The asymptotic distribution of the weighted logrank statistic under the null hypothesis is obtained. We show that, in an observational study where the treatment selection probabilities need to be estimated, the estimation of these probabilities does not have an effect on the asymptotic distribution of the weighted logrank statistic, as long as the estimation of the parameters in the models for these probabilities is n-consistent. Finite sample performance of the test is assessed via a simulation study. We also show in the simulation that the test can be pretty robust to misspecification of the models for the probabilities of treatment selection. The method is applied to analyze data on antidepressant adherence time from an observational database maintained at the Department of Veterans Affairs' Serious Mental Illness Treatment Research and Evaluation Center. Copyright © 2013 John Wiley & Sons, Ltd.

Applicability of AgMERRA Forcing Dataset to Fill Gaps in Historical in-situ Meteorological Data

NASA Astrophysics Data System (ADS)

Bannayan, M.; Lashkari, A.; Zare, H.; Asadi, S.; Salehnia, N.

2015-12-01

Integrated assessment studies of food production systems use crop models to simulate the effects of climate and socio-economic changes on food security. Climate forcing data is one of those key inputs of crop models. This study evaluated the performance of AgMERRA climate forcing dataset to fill gaps in historical in-situ meteorological data for different climatic regions of Iran. AgMERRA dataset intercompared with in- situ observational dataset for daily maximum and minimum temperature and precipitation during 1980-2010 periods via Root Mean Square error (RMSE), Mean Absolute Error (MAE) and Mean Bias Error (MBE) for 17 stations in four climatic regions included humid and moderate, cold, dry and arid, hot and humid. Moreover, probability distribution function and cumulative distribution function compared between model and observed data. The results of measures of agreement between AgMERRA data and observed data demonstrated that there are small errors in model data for all stations. Except for stations which are located in cold regions, model data in the other stations illustrated under-prediction for daily maximum temperature and precipitation. However, it was not significant. In addition, probability distribution function and cumulative distribution function showed the same trend for all stations between model and observed data. Therefore, the reliability of AgMERRA dataset is high to fill gaps in historical observations in different climatic regions of Iran as well as it could be applied as a basis for future climate scenarios.

Supervised variational model with statistical inference and its application in medical image segmentation.

PubMed

Li, Changyang; Wang, Xiuying; Eberl, Stefan; Fulham, Michael; Yin, Yong; Dagan Feng, David

2015-01-01

Automated and general medical image segmentation can be challenging because the foreground and the background may have complicated and overlapping density distributions in medical imaging. Conventional region-based level set algorithms often assume piecewise constant or piecewise smooth for segments, which are implausible for general medical image segmentation. Furthermore, low contrast and noise make identification of the boundaries between foreground and background difficult for edge-based level set algorithms. Thus, to address these problems, we suggest a supervised variational level set segmentation model to harness the statistical region energy functional with a weighted probability approximation. Our approach models the region density distributions by using the mixture-of-mixtures Gaussian model to better approximate real intensity distributions and distinguish statistical intensity differences between foreground and background. The region-based statistical model in our algorithm can intuitively provide better performance on noisy images. We constructed a weighted probability map on graphs to incorporate spatial indications from user input with a contextual constraint based on the minimization of contextual graphs energy functional. We measured the performance of our approach on ten noisy synthetic images and 58 medical datasets with heterogeneous intensities and ill-defined boundaries and compared our technique to the Chan-Vese region-based level set model, the geodesic active contour model with distance regularization, and the random walker model. Our method consistently achieved the highest Dice similarity coefficient when compared to the other methods.

Measurement of 240Pu Angular Momentum Dependent Fission Probabilities Using the (α ,α') Reaction

NASA Astrophysics Data System (ADS)

Koglin, Johnathon; Burke, Jason; Fisher, Scott; Jovanovic, Igor

2017-09-01

The surrogate reaction method often lacks the theoretical framework and necessary experimental data to constrain models especially when rectifying differences between angular momentum state differences between the desired and surrogate reaction. In this work, dual arrays of silicon telescope particle identification detectors and photovoltaic (solar) cell fission fragment detectors have been used to measure the fission probability of the 240Pu(α ,α' f) reaction - a surrogate for the 239Pu(n , f) - and fission fragment angular distributions. Fission probability measurements were performed at a beam energy of 35.9(2) MeV at eleven scattering angles from 40° to 140°e in 10° intervals and at nuclear excitation energies up to 16 MeV. Fission fragment angular distributions were measured in six bins from 4.5 MeV to 8.0 MeV and fit to expected distributions dependent on the vibrational and rotational excitations at the saddle point. In this way, the contributions to the total fission probability from specific states of K angular momentum projection on the symmetry axis are extracted. A sizable data collection is presented to be considered when constraining microscopic cross section calculations.

Predicting the cosmological constant with the scale-factor cutoff measure

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

De Simone, Andrea; Guth, Alan H.; Salem, Michael P.

2008-09-15

It is well known that anthropic selection from a landscape with a flat prior distribution of cosmological constant {lambda} gives a reasonable fit to observation. However, a realistic model of the multiverse has a physical volume that diverges with time, and the predicted distribution of {lambda} depends on how the spacetime volume is regulated. A very promising method of regulation uses a scale-factor cutoff, which avoids a number of serious problems that arise in other approaches. In particular, the scale-factor cutoff avoids the 'youngness problem' (high probability of living in a much younger universe) and the 'Q and G catastrophes'more » (high probability for the primordial density contrast Q and gravitational constant G to have extremely large or small values). We apply the scale-factor cutoff measure to the probability distribution of {lambda}, considering both positive and negative values. The results are in good agreement with observation. In particular, the scale-factor cutoff strongly suppresses the probability for values of {lambda} that are more than about 10 times the observed value. We also discuss qualitatively the prediction for the density parameter {omega}, indicating that with this measure there is a possibility of detectable negative curvature.« less

Invariance in the recurrence of large returns and the validation of models of price dynamics

NASA Astrophysics Data System (ADS)

Chang, Lo-Bin; Geman, Stuart; Hsieh, Fushing; Hwang, Chii-Ruey

2013-08-01

Starting from a robust, nonparametric definition of large returns (“excursions”), we study the statistics of their occurrences, focusing on the recurrence process. The empirical waiting-time distribution between excursions is remarkably invariant to year, stock, and scale (return interval). This invariance is related to self-similarity of the marginal distributions of returns, but the excursion waiting-time distribution is a function of the entire return process and not just its univariate probabilities. Generalized autoregressive conditional heteroskedasticity (GARCH) models, market-time transformations based on volume or trades, and generalized (Lévy) random-walk models all fail to fit the statistical structure of excursions.

Modeling marine oily wastewater treatment by a probabilistic agent-based approach.

PubMed

Jing, Liang; Chen, Bing; Zhang, Baiyu; Ye, Xudong

2018-02-01

This study developed a novel probabilistic agent-based approach for modeling of marine oily wastewater treatment processes. It begins first by constructing a probability-based agent simulation model, followed by a global sensitivity analysis and a genetic algorithm-based calibration. The proposed modeling approach was tested through a case study of the removal of naphthalene from marine oily wastewater using UV irradiation. The removal of naphthalene was described by an agent-based simulation model using 8 types of agents and 11 reactions. Each reaction was governed by a probability parameter to determine its occurrence. The modeling results showed that the root mean square errors between modeled and observed removal rates were 8.73 and 11.03% for calibration and validation runs, respectively. Reaction competition was analyzed by comparing agent-based reaction probabilities, while agents' heterogeneity was visualized by plotting their real-time spatial distribution, showing a strong potential for reactor design and process optimization. Copyright © 2017 Elsevier Ltd. All rights reserved.

Gravity and count probabilities in an expanding universe

NASA Technical Reports Server (NTRS)

Bouchet, Francois R.; Hernquist, Lars

1992-01-01

The time evolution of nonlinear clustering on large scales in cold dark matter, hot dark matter, and white noise models of the universe is investigated using N-body simulations performed with a tree code. Count probabilities in cubic cells are determined as functions of the cell size and the clustering state (redshift), and comparisons are made with various theoretical models. We isolate the features that appear to be the result of gravitational instability, those that depend on the initial conditions, and those that are likely a consequence of numerical limitations. More specifically, we study the development of skewness, kurtosis, and the fifth moment in relation to variance, the dependence of the void probability on time as well as on sparseness of sampling, and the overall shape of the count probability distribution. Implications of our results for theoretical and observational studies are discussed.

Universality in survivor distributions: Characterizing the winners of competitive dynamics

NASA Astrophysics Data System (ADS)

Luck, J. M.; Mehta, A.

2015-11-01

We investigate the survivor distributions of a spatially extended model of competitive dynamics in different geometries. The model consists of a deterministic dynamical system of individual agents at specified nodes, which might or might not survive the predatory dynamics: all stochasticity is brought in by the initial state. Every such initial state leads to a unique and extended pattern of survivors and nonsurvivors, which is known as an attractor of the dynamics. We show that the number of such attractors grows exponentially with system size, so that their exact characterization is limited to only very small systems. Given this, we construct an analytical approach based on inhomogeneous mean-field theory to calculate survival probabilities for arbitrary networks. This powerful (albeit approximate) approach shows how universality arises in survivor distributions via a key concept—the dynamical fugacity. Remarkably, in the large-mass limit, the survivor probability of a node becomes independent of network geometry and assumes a simple form which depends only on its mass and degree.

Target Tracking Using SePDAF under Ambiguous Angles for Distributed Array Radar.

PubMed

Long, Teng; Zhang, Honggang; Zeng, Tao; Chen, Xinliang; Liu, Quanhua; Zheng, Le

2016-09-09

Distributed array radar can improve radar detection capability and measurement accuracy. However, it will suffer cyclic ambiguity in its angle estimates according to the spatial Nyquist sampling theorem since the large sparse array is undersampling. Consequently, the state estimation accuracy and track validity probability degrades when the ambiguous angles are directly used for target tracking. This paper proposes a second probability data association filter (SePDAF)-based tracking method for distributed array radar. Firstly, the target motion model and radar measurement model is built. Secondly, the fusion result of each radar's estimation is employed to the extended Kalman filter (EKF) to finish the first filtering. Thirdly, taking this result as prior knowledge, and associating with the array-processed ambiguous angles, the SePDAF is applied to accomplish the second filtering, and then achieving a high accuracy and stable trajectory with relatively low computational complexity. Moreover, the azimuth filtering accuracy will be promoted dramatically and the position filtering accuracy will also improve. Finally, simulations illustrate the effectiveness of the proposed method.

Surface drift prediction in the Adriatic Sea using hyper-ensemble statistics on atmospheric, ocean and wave models: Uncertainties and probability distribution areas

USGS Publications Warehouse

Rixen, M.; Ferreira-Coelho, E.; Signell, R.

2008-01-01

Despite numerous and regular improvements in underlying models, surface drift prediction in the ocean remains a challenging task because of our yet limited understanding of all processes involved. Hence, deterministic approaches to the problem are often limited by empirical assumptions on underlying physics. Multi-model hyper-ensemble forecasts, which exploit the power of an optimal local combination of available information including ocean, atmospheric and wave models, may show superior forecasting skills when compared to individual models because they allow for local correction and/or bias removal. In this work, we explore in greater detail the potential and limitations of the hyper-ensemble method in the Adriatic Sea, using a comprehensive surface drifter database. The performance of the hyper-ensembles and the individual models are discussed by analyzing associated uncertainties and probability distribution maps. Results suggest that the stochastic method may reduce position errors significantly for 12 to 72??h forecasts and hence compete with pure deterministic approaches. ?? 2007 NATO Undersea Research Centre (NURC).

Geotechnical parameter spatial distribution stochastic analysis based on multi-precision information assimilation

NASA Astrophysics Data System (ADS)

Wang, C.; Rubin, Y.

2014-12-01

Spatial distribution of important geotechnical parameter named compression modulus Es contributes considerably to the understanding of the underlying geological processes and the adequate assessment of the Es mechanics effects for differential settlement of large continuous structure foundation. These analyses should be derived using an assimilating approach that combines in-situ static cone penetration test (CPT) with borehole experiments. To achieve such a task, the Es distribution of stratum of silty clay in region A of China Expo Center (Shanghai) is studied using the Bayesian-maximum entropy method. This method integrates rigorously and efficiently multi-precision of different geotechnical investigations and sources of uncertainty. Single CPT samplings were modeled as a rational probability density curve by maximum entropy theory. Spatial prior multivariate probability density function (PDF) and likelihood PDF of the CPT positions were built by borehole experiments and the potential value of the prediction point, then, preceding numerical integration on the CPT probability density curves, the posterior probability density curve of the prediction point would be calculated by the Bayesian reverse interpolation framework. The results were compared between Gaussian Sequential Stochastic Simulation and Bayesian methods. The differences were also discussed between single CPT samplings of normal distribution and simulated probability density curve based on maximum entropy theory. It is shown that the study of Es spatial distributions can be improved by properly incorporating CPT sampling variation into interpolation process, whereas more informative estimations are generated by considering CPT Uncertainty for the estimation points. Calculation illustrates the significance of stochastic Es characterization in a stratum, and identifies limitations associated with inadequate geostatistical interpolation techniques. This characterization results will provide a multi-precision information assimilation method of other geotechnical parameters.

Ensemble Kalman filtering in presence of inequality constraints

NASA Astrophysics Data System (ADS)

van Leeuwen, P. J.

2009-04-01

Kalman filtering is presence of constraints is an active area of research. Based on the Gaussian assumption for the probability-density functions, it looks hard to bring in extra constraints in the formalism. On the other hand, in geophysical systems we often encounter constraints related to e.g. the underlying physics or chemistry, which are violated by the Gaussian assumption. For instance, concentrations are always non-negative, model layers have non-negative thickness, and sea-ice concentration is between 0 and 1. Several methods to bring inequality constraints into the Kalman-filter formalism have been proposed. One of them is probability density function (pdf) truncation, in which the Gaussian mass from the non-allowed part of the variables is just equally distributed over the pdf where the variables are alolwed, as proposed by Shimada et al. 1998. However, a problem with this method is that the probability that e.g. the sea-ice concentration is zero, is zero! The new method proposed here does not have this drawback. It assumes that the probability-density function is a truncated Gaussian, but the truncated mass is not distributed equally over all allowed values of the variables, but put into a delta distribution at the truncation point. This delta distribution can easily be handled with in Bayes theorem, leading to posterior probability density functions that are also truncated Gaussians with delta distributions at the truncation location. In this way a much better representation of the system is obtained, while still keeping most of the benefits of the Kalman-filter formalism. In the full Kalman filter the formalism is prohibitively expensive in large-scale systems, but efficient implementation is possible in ensemble variants of the kalman filter. Applications to low-dimensional systems and large-scale systems will be discussed.

An In-Depth Analysis of the Chung-Lu Model

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

Winlaw, M.; DeSterck, H.; Sanders, G.

2015-10-28

In the classic Erd}os R enyi random graph model [5] each edge is chosen with uniform probability and the degree distribution is binomial, limiting the number of graphs that can be modeled using the Erd}os R enyi framework [10]. The Chung-Lu model [1, 2, 3] is an extension of the Erd}os R enyi model that allows for more general degree distributions. The probability of each edge is no longer uniform and is a function of a user-supplied degree sequence, which by design is the expected degree sequence of the model. This property makes it an easy model to work withmore » theoretically and since the Chung-Lu model is a special case of a random graph model with a given degree sequence, many of its properties are well known and have been studied extensively [2, 3, 13, 8, 9]. It is also an attractive null model for many real-world networks, particularly those with power-law degree distributions and it is sometimes used as a benchmark for comparison with other graph generators despite some of its limitations [12, 11]. We know for example, that the average clustering coe cient is too low relative to most real world networks. As well, measures of a nity are also too low relative to most real-world networks of interest. However, despite these limitations or perhaps because of them, the Chung-Lu model provides a basis for comparing new graph models.« less

Questioning the Relevance of Model-Based Probability Statements on Extreme Weather and Future Climate

NASA Astrophysics Data System (ADS)

Smith, L. A.

2007-12-01

We question the relevance of climate-model based Bayesian (or other) probability statements for decision support and impact assessment on spatial scales less than continental and temporal averages less than seasonal. Scientific assessment of higher resolution space and time scale information is urgently needed, given the commercial availability of "products" at high spatiotemporal resolution, their provision by nationally funded agencies for use both in industry decision making and governmental policy support, and their presentation to the public as matters of fact. Specifically we seek to establish necessary conditions for probability forecasts (projections conditioned on a model structure and a forcing scenario) to be taken seriously as reflecting the probability of future real-world events. We illustrate how risk management can profitably employ imperfect models of complicated chaotic systems, following NASA's study of near-Earth PHOs (Potentially Hazardous Objects). Our climate models will never be perfect, nevertheless the space and time scales on which they provide decision- support relevant information is expected to improve with the models themselves. Our aim is to establish a set of baselines of internal consistency; these are merely necessary conditions (not sufficient conditions) that physics based state-of-the-art models are expected to pass if their output is to be judged decision support relevant. Probabilistic Similarity is proposed as one goal which can be obtained even when our models are not empirically adequate. In short, probabilistic similarity requires that, given inputs similar to today's empirical observations and observational uncertainties, we expect future models to produce similar forecast distributions. Expert opinion on the space and time scales on which we might reasonably expect probabilistic similarity may prove of much greater utility than expert elicitation of uncertainty in parameter values in a model that is not empirically adequate; this may help to explain the reluctance of experts to provide information on "parameter uncertainty." Probability statements about the real world are always conditioned on some information set; they may well be conditioned on "False" making them of little value to a rational decision maker. In other instances, they may be conditioned on physical assumptions not held by any of the modellers whose model output is being cast as a probability distribution. Our models will improve a great deal in the next decades, and our insight into the likely climate fifty years hence will improve: maintaining the credibility of the science and the coherence of science based decision support, as our models improve, require a clear statement of our current limitations. What evidence do we have that today's state-of-the-art models provide decision-relevant probability forecasts? What space and time scales do we currently have quantitative, decision-relevant information on for 2050? 2080?

Cortical Dynamics in Presence of Assemblies of Densely Connected Weight-Hub Neurons

PubMed Central

Setareh, Hesam; Deger, Moritz; Petersen, Carl C. H.; Gerstner, Wulfram

2017-01-01

Experimental measurements of pairwise connection probability of pyramidal neurons together with the distribution of synaptic weights have been used to construct randomly connected model networks. However, several experimental studies suggest that both wiring and synaptic weight structure between neurons show statistics that differ from random networks. Here we study a network containing a subset of neurons which we call weight-hub neurons, that are characterized by strong inward synapses. We propose a connectivity structure for excitatory neurons that contain assemblies of densely connected weight-hub neurons, while the pairwise connection probability and synaptic weight distribution remain consistent with experimental data. Simulations of such a network with generalized integrate-and-fire neurons display regular and irregular slow oscillations akin to experimentally observed up/down state transitions in the activity of cortical neurons with a broad distribution of pairwise spike correlations. Moreover, stimulation of a model network in the presence or absence of assembly structure exhibits responses similar to light-evoked responses of cortical layers in optogenetically modified animals. We conclude that a high connection probability into and within assemblies of excitatory weight-hub neurons, as it likely is present in some but not all cortical layers, changes the dynamics of a layer of cortical microcircuitry significantly. PMID:28690508

Estimating occupancy and abundance using aerial images with imperfect detection

USGS Publications Warehouse

Williams, Perry J.; Hooten, Mevin B.; Womble, Jamie N.; Bower, Michael R.

2017-01-01

Species distribution and abundance are critical population characteristics for efficient management, conservation, and ecological insight. Point process models are a powerful tool for modelling distribution and abundance, and can incorporate many data types, including count data, presence-absence data, and presence-only data. Aerial photographic images are a natural tool for collecting data to fit point process models, but aerial images do not always capture all animals that are present at a site. Methods for estimating detection probability for aerial surveys usually include collecting auxiliary data to estimate the proportion of time animals are available to be detected.We developed an approach for fitting point process models using an N-mixture model framework to estimate detection probability for aerial occupancy and abundance surveys. Our method uses multiple aerial images taken of animals at the same spatial location to provide temporal replication of sample sites. The intersection of the images provide multiple counts of individuals at different times. We examined this approach using both simulated and real data of sea otters (Enhydra lutris kenyoni) in Glacier Bay National Park, southeastern Alaska.Using our proposed methods, we estimated detection probability of sea otters to be 0.76, the same as visual aerial surveys that have been used in the past. Further, simulations demonstrated that our approach is a promising tool for estimating occupancy, abundance, and detection probability from aerial photographic surveys.Our methods can be readily extended to data collected using unmanned aerial vehicles, as technology and regulations permit. The generality of our methods for other aerial surveys depends on how well surveys can be designed to meet the assumptions of N-mixture models.

Scale-Invariant Transition Probabilities in Free Word Association Trajectories

PubMed Central

Costa, Martin Elias; Bonomo, Flavia; Sigman, Mariano

2009-01-01

Free-word association has been used as a vehicle to understand the organization of human thoughts. The original studies relied mainly on qualitative assertions, yielding the widely intuitive notion that trajectories of word associations are structured, yet considerably more random than organized linguistic text. Here we set to determine a precise characterization of this space, generating a large number of word association trajectories in a web implemented game. We embedded the trajectories in the graph of word co-occurrences from a linguistic corpus. To constrain possible transport models we measured the memory loss and the cycling probability. These two measures could not be reconciled by a bounded diffusive model since the cycling probability was very high (16% of order-2 cycles) implying a majority of short-range associations whereas the memory loss was very rapid (converging to the asymptotic value in ∼7 steps) which, in turn, forced a high fraction of long-range associations. We show that memory loss and cycling probabilities of free word association trajectories can be simultaneously accounted by a model in which transitions are determined by a scale invariant probability distribution. PMID:19826622

Sexual differentiation in the distribution potential of northern jaguars (Panthera onca)

USGS Publications Warehouse

Boydston, Erin E.; Lopez Gonzalez, Carlos A.

2005-01-01

We estimated the potential geographic distribution of jaguars in the southwestern United States and northwestern Mexico by modeling the jaguar ecological niche from occurrence records. We modeled separately the distribution of males and females, assuming records of females probably represented established home ranges while male records likely included dispersal movements. The predicted distribution for males was larger than that for females. Eastern Sonora appeared capable for supporting male and female jaguars with potential range expansion into southeastern Arizona. New Mexico and Chihuahua contained environmental characteristics primarily limited to the male niche and thus may be areas into which males occasionally disperse.

Effects of variability in probable maximum precipitation patterns on flood losses

NASA Astrophysics Data System (ADS)

Zischg, Andreas Paul; Felder, Guido; Weingartner, Rolf; Quinn, Niall; Coxon, Gemma; Neal, Jeffrey; Freer, Jim; Bates, Paul

2018-05-01

The assessment of the impacts of extreme floods is important for dealing with residual risk, particularly for critical infrastructure management and for insurance purposes. Thus, modelling of the probable maximum flood (PMF) from probable maximum precipitation (PMP) by coupling hydrological and hydraulic models has gained interest in recent years. Herein, we examine whether variability in precipitation patterns exceeds or is below selected uncertainty factors in flood loss estimation and if the flood losses within a river basin are related to the probable maximum discharge at the basin outlet. We developed a model experiment with an ensemble of probable maximum precipitation scenarios created by Monte Carlo simulations. For each rainfall pattern, we computed the flood losses with a model chain and benchmarked the effects of variability in rainfall distribution with other model uncertainties. The results show that flood losses vary considerably within the river basin and depend on the timing and superimposition of the flood peaks from the basin's sub-catchments. In addition to the flood hazard component, the other components of flood risk, exposure, and vulnerability contribute remarkably to the overall variability. This leads to the conclusion that the estimation of the probable maximum expectable flood losses in a river basin should not be based exclusively on the PMF. Consequently, the basin-specific sensitivities to different precipitation patterns and the spatial organization of the settlements within the river basin need to be considered in the analyses of probable maximum flood losses.

Investigation of Dielectric Breakdown Characteristics for Double-break Vacuum Interrupter and Dielectric Breakdown Probability Distribution in Vacuum Interrupter

NASA Astrophysics Data System (ADS)

Shioiri, Tetsu; Asari, Naoki; Sato, Junichi; Sasage, Kosuke; Yokokura, Kunio; Homma, Mitsutaka; Suzuki, Katsumi

To investigate the reliability of equipment of vacuum insulation, a study was carried out to clarify breakdown probability distributions in vacuum gap. Further, a double-break vacuum circuit breaker was investigated for breakdown probability distribution. The test results show that the breakdown probability distribution of the vacuum gap can be represented by a Weibull distribution using a location parameter, which shows the voltage that permits a zero breakdown probability. The location parameter obtained from Weibull plot depends on electrode area. The shape parameter obtained from Weibull plot of vacuum gap was 10∼14, and is constant irrespective non-uniform field factor. The breakdown probability distribution after no-load switching can be represented by Weibull distribution using a location parameter. The shape parameter after no-load switching was 6∼8.5, and is constant, irrespective of gap length. This indicates that the scatter of breakdown voltage was increased by no-load switching. If the vacuum circuit breaker uses a double break, breakdown probability at low voltage becomes lower than single-break probability. Although potential distribution is a concern in the double-break vacuum cuicuit breaker, its insulation reliability is better than that of the single-break vacuum interrupter even if the bias of the vacuum interrupter's sharing voltage is taken into account.

Universal Inverse Power-Law Distribution for Fractal Fluctuations in Dynamical Systems: Applications for Predictability of Inter-Annual Variability of Indian and USA Region Rainfall

NASA Astrophysics Data System (ADS)

Selvam, A. M.

2017-01-01

Dynamical systems in nature exhibit self-similar fractal space-time fluctuations on all scales indicating long-range correlations and, therefore, the statistical normal distribution with implicit assumption of independence, fixed mean and standard deviation cannot be used for description and quantification of fractal data sets. The author has developed a general systems theory based on classical statistical physics for fractal fluctuations which predicts the following. (1) The fractal fluctuations signify an underlying eddy continuum, the larger eddies being the integrated mean of enclosed smaller-scale fluctuations. (2) The probability distribution of eddy amplitudes and the variance (square of eddy amplitude) spectrum of fractal fluctuations follow the universal Boltzmann inverse power law expressed as a function of the golden mean. (3) Fractal fluctuations are signatures of quantum-like chaos since the additive amplitudes of eddies when squared represent probability densities analogous to the sub-atomic dynamics of quantum systems such as the photon or electron. (4) The model predicted distribution is very close to statistical normal distribution for moderate events within two standard deviations from the mean but exhibits a fat long tail that are associated with hazardous extreme events. Continuous periodogram power spectral analyses of available GHCN annual total rainfall time series for the period 1900-2008 for Indian and USA stations show that the power spectra and the corresponding probability distributions follow model predicted universal inverse power law form signifying an eddy continuum structure underlying the observed inter-annual variability of rainfall. On a global scale, man-made greenhouse gas related atmospheric warming would result in intensification of natural climate variability, seen immediately in high frequency fluctuations such as QBO and ENSO and even shorter timescales. Model concepts and results of analyses are discussed with reference to possible prediction of climate change. Model concepts, if correct, rule out unambiguously, linear trends in climate. Climate change will only be manifested as increase or decrease in the natural variability. However, more stringent tests of model concepts and predictions are required before applications to such an important issue as climate change. Observations and simulations with climate models show that precipitation extremes intensify in response to a warming climate (O'Gorman in Curr Clim Change Rep 1:49-59, 2015).

Convergence in High Probability of the Quantum Diffusion in a Random Band Matrix Model

NASA Astrophysics Data System (ADS)

Margarint, Vlad

2018-06-01

We consider Hermitian random band matrices H in d ≥slant 1 dimensions. The matrix elements H_{xy}, indexed by x, y \\in Λ \\subset Z^d, are independent, uniformly distributed random variable if |x-y| is less than the band width W, and zero otherwise. We update the previous results of the converge of quantum diffusion in a random band matrix model from convergence of the expectation to convergence in high probability. The result is uniformly in the size |Λ| of the matrix.

Meta-analysis of studies with bivariate binary outcomes: a marginal beta-binomial model approach.

PubMed

Chen, Yong; Hong, Chuan; Ning, Yang; Su, Xiao

2016-01-15

When conducting a meta-analysis of studies with bivariate binary outcomes, challenges arise when the within-study correlation and between-study heterogeneity should be taken into account. In this paper, we propose a marginal beta-binomial model for the meta-analysis of studies with binary outcomes. This model is based on the composite likelihood approach and has several attractive features compared with the existing models such as bivariate generalized linear mixed model (Chu and Cole, 2006) and Sarmanov beta-binomial model (Chen et al., 2012). The advantages of the proposed marginal model include modeling the probabilities in the original scale, not requiring any transformation of probabilities or any link function, having closed-form expression of likelihood function, and no constraints on the correlation parameter. More importantly, because the marginal beta-binomial model is only based on the marginal distributions, it does not suffer from potential misspecification of the joint distribution of bivariate study-specific probabilities. Such misspecification is difficult to detect and can lead to biased inference using currents methods. We compare the performance of the marginal beta-binomial model with the bivariate generalized linear mixed model and the Sarmanov beta-binomial model by simulation studies. Interestingly, the results show that the marginal beta-binomial model performs better than the Sarmanov beta-binomial model, whether or not the true model is Sarmanov beta-binomial, and the marginal beta-binomial model is more robust than the bivariate generalized linear mixed model under model misspecifications. Two meta-analyses of diagnostic accuracy studies and a meta-analysis of case-control studies are conducted for illustration. Copyright © 2015 John Wiley & Sons, Ltd.

A computational framework to empower probabilistic protein design

PubMed Central

Fromer, Menachem; Yanover, Chen

2008-01-01

Motivation: The task of engineering a protein to perform a target biological function is known as protein design. A commonly used paradigm casts this functional design problem as a structural one, assuming a fixed backbone. In probabilistic protein design, positional amino acid probabilities are used to create a random library of sequences to be simultaneously screened for biological activity. Clearly, certain choices of probability distributions will be more successful in yielding functional sequences. However, since the number of sequences is exponential in protein length, computational optimization of the distribution is difficult. Results: In this paper, we develop a computational framework for probabilistic protein design following the structural paradigm. We formulate the distribution of sequences for a structure using the Boltzmann distribution over their free energies. The corresponding probabilistic graphical model is constructed, and we apply belief propagation (BP) to calculate marginal amino acid probabilities. We test this method on a large structural dataset and demonstrate the superiority of BP over previous methods. Nevertheless, since the results obtained by BP are far from optimal, we thoroughly assess the paradigm using high-quality experimental data. We demonstrate that, for small scale sub-problems, BP attains identical results to those produced by exact inference on the paradigmatic model. However, quantitative analysis shows that the distributions predicted significantly differ from the experimental data. These findings, along with the excellent performance we observed using BP on the smaller problems, suggest potential shortcomings of the paradigm. We conclude with a discussion of how it may be improved in the future. Contact: fromer@cs.huji.ac.il PMID:18586717

Bidirectional Classical Stochastic Processes with Measurements and Feedback

NASA Technical Reports Server (NTRS)

Hahne, G. E.

2005-01-01

A measurement on a quantum system is said to cause the "collapse" of the quantum state vector or density matrix. An analogous collapse occurs with measurements on a classical stochastic process. This paper addresses the question of describing the response of a classical stochastic process when there is feedback from the output of a measurement to the input, and is intended to give a model for quantum-mechanical processes that occur along a space-like reaction coordinate. The classical system can be thought of in physical terms as two counterflowing probability streams, which stochastically exchange probability currents in a way that the net probability current, and hence the overall probability, suitably interpreted, is conserved. The proposed formalism extends the . mathematics of those stochastic processes describable with linear, single-step, unidirectional transition probabilities, known as Markov chains and stochastic matrices. It is shown that a certain rearrangement and combination of the input and output of two stochastic matrices of the same order yields another matrix of the same type. Each measurement causes the partial collapse of the probability current distribution in the midst of such a process, giving rise to calculable, but non-Markov, values for the ensuing modification of the system's output probability distribution. The paper concludes with an analysis of a classical probabilistic version of the so-called grandfather paradox.

Combining Probability Distributions of Wind Waves and Sea Level Variations to Assess Return Periods of Coastal Floods

NASA Astrophysics Data System (ADS)

Leijala, U.; Bjorkqvist, J. V.; Pellikka, H.; Johansson, M. M.; Kahma, K. K.

2017-12-01

Predicting the behaviour of the joint effect of sea level and wind waves is of great significance due to the major impact of flooding events in densely populated coastal regions. As mean sea level rises, the effect of sea level variations accompanied by the waves will be even more harmful in the future. The main challenge when evaluating the effect of waves and sea level variations is that long time series of both variables rarely exist. Wave statistics are also highly location-dependent, thus requiring wave buoy measurements and/or high-resolution wave modelling. As an initial approximation of the joint effect, the variables may be treated as independent random variables, to achieve the probability distribution of their sum. We present results of a case study based on three probability distributions: 1) wave run-up constructed from individual wave buoy measurements, 2) short-term sea level variability based on tide gauge data, and 3) mean sea level projections based on up-to-date regional scenarios. The wave measurements were conducted during 2012-2014 on the coast of city of Helsinki located in the Gulf of Finland in the Baltic Sea. The short-term sea level distribution contains the last 30 years (1986-2015) of hourly data from Helsinki tide gauge, and the mean sea level projections are scenarios adjusted for the Gulf of Finland. Additionally, we present a sensitivity test based on six different theoretical wave height distributions representing different wave behaviour in relation to sea level variations. As these wave distributions are merged with one common sea level distribution, we can study how the different shapes of the wave height distribution affect the distribution of the sum, and which one of the components is dominating under different wave conditions. As an outcome of the method, we obtain a probability distribution of the maximum elevation of the continuous water mass, which enables a flexible tool for evaluating different risk levels in the current and future climate.

Percolation

NASA Astrophysics Data System (ADS)

Dã¡Vila, Alã¡N.; Escudero, Christian; López, Jorge, , Dr.

2004-10-01

Several methods have been developed in order to study phase transitions in nuclear fragmentation. The one used in this research is Percolation. This method allows us to adjust resulting data to heavy ion collisions experiments. In systems, such as atomic nuclei or molecules, energy is put into the system. The system's particles move away from each other until their links are broken. Some particles will still be linked. The fragments' distribution is found to be a power law. We are witnessing then a critical phenomenon. In our model the particles are represented as occupied spaces in a cubical array. Each particle has a bound to each one of its 6 neighbors. Each bound can be active if the two particles are linked or inactive if they are not. When two or more particles are linked, a fragment is formed. The probability for a specific link to be broken cannot be calculated, so the probability for a bound to be active is going to be used as parameter when trying to adjust the data. For a given probability p several arrays are generated. The fragments are counted. The fragments' distribution is then adjusted to a power law. The probability that generates the better fit is going to be the critical probability that indicates a phase transition. The better fit is found by seeking the fragments' distribution that gives the minimal chi squared when compared to a power law. As additional evidence of criticality the entropy and normalized variance of the mass are also calculated for each probability.

A stochastic Markov chain model to describe lung cancer growth and metastasis.

PubMed

Newton, Paul K; Mason, Jeremy; Bethel, Kelly; Bazhenova, Lyudmila A; Nieva, Jorge; Kuhn, Peter

2012-01-01

A stochastic Markov chain model for metastatic progression is developed for primary lung cancer based on a network construction of metastatic sites with dynamics modeled as an ensemble of random walkers on the network. We calculate a transition matrix, with entries (transition probabilities) interpreted as random variables, and use it to construct a circular bi-directional network of primary and metastatic locations based on postmortem tissue analysis of 3827 autopsies on untreated patients documenting all primary tumor locations and metastatic sites from this population. The resulting 50 potential metastatic sites are connected by directed edges with distributed weightings, where the site connections and weightings are obtained by calculating the entries of an ensemble of transition matrices so that the steady-state distribution obtained from the long-time limit of the Markov chain dynamical system corresponds to the ensemble metastatic distribution obtained from the autopsy data set. We condition our search for a transition matrix on an initial distribution of metastatic tumors obtained from the data set. Through an iterative numerical search procedure, we adjust the entries of a sequence of approximations until a transition matrix with the correct steady-state is found (up to a numerical threshold). Since this constrained linear optimization problem is underdetermined, we characterize the statistical variance of the ensemble of transition matrices calculated using the means and variances of their singular value distributions as a diagnostic tool. We interpret the ensemble averaged transition probabilities as (approximately) normally distributed random variables. The model allows us to simulate and quantify disease progression pathways and timescales of progression from the lung position to other sites and we highlight several key findings based on the model.

Human variability in mercury toxicokinetics and steady state biomarker ratios.

PubMed

Bartell, S M; Ponce, R A; Sanga, R N; Faustman, E M

2000-10-01

Regulatory guidelines regarding methylmercury exposure depend on dose-response models relating observed mercury concentrations in maternal blood, cord blood, and maternal hair to developmental neurobehavioral endpoints. Generalized estimates of the maternal blood-to-hair, blood-to-intake, or hair-to-intake ratios are necessary for linking exposure to biomarker-based dose-response models. Most assessments have used point estimates for these ratios; however, significant interindividual and interstudy variability has been reported. For example, a maternal ratio of 250 ppm in hair per mg/L in blood is commonly used in models, but a 1990 WHO review reports mean ratios ranging from 140 to 370 ppm per mg/L. To account for interindividual and interstudy variation in applying these ratios to risk and safety assessment, some researchers have proposed representing the ratios with probability distributions and conducting probabilistic assessments. Such assessments would allow regulators to consider the range and like-lihood of mercury exposures in a population, rather than limiting the evaluation to an estimate of the average exposure or a single conservative exposure estimate. However, no consensus exists on the most appropriate distributions for representing these parameters. We discuss published reviews of blood-to-hair and blood-to-intake steady state ratios for mercury and suggest statistical approaches for combining existing datasets to form generalized probability distributions for mercury distribution ratios. Although generalized distributions may not be applicable to all populations, they allow a more informative assessment than point estimates where individual biokinetic information is unavailable. Whereas development and use of these distributions will improve existing exposure and risk models, additional efforts in data generation and model development are required.

A Local-Realistic Model of Quantum Mechanics Based on a Discrete Spacetime

NASA Astrophysics Data System (ADS)

Sciarretta, Antonio

2018-01-01

This paper presents a realistic, stochastic, and local model that reproduces nonrelativistic quantum mechanics (QM) results without using its mathematical formulation. The proposed model only uses integer-valued quantities and operations on probabilities, in particular assuming a discrete spacetime under the form of a Euclidean lattice. Individual (spinless) particle trajectories are described as random walks. Transition probabilities are simple functions of a few quantities that are either randomly associated to the particles during their preparation, or stored in the lattice nodes they visit during the walk. QM predictions are retrieved as probability distributions of similarly-prepared ensembles of particles. The scenarios considered to assess the model comprise of free particle, constant external force, harmonic oscillator, particle in a box, the Delta potential, particle on a ring, particle on a sphere and include quantization of energy levels and angular momentum, as well as momentum entanglement.

Using a Betabinomial distribution to estimate the prevalence of adherence to physical activity guidelines among children and youth.

PubMed

Garriguet, Didier

2016-04-01

Estimates of the prevalence of adherence to physical activity guidelines in the population are generally the result of averaging individual probability of adherence based on the number of days people meet the guidelines and the number of days they are assessed. Given this number of active and inactive days (days assessed minus days active), the conditional probability of meeting the guidelines that has been used in the past is a Beta (1 + active days, 1 + inactive days) distribution assuming the probability p of a day being active is bounded by 0 and 1 and averages 50%. A change in the assumption about the distribution of p is required to better match the discrete nature of the data and to better assess the probability of adherence when the percentage of active days in the population differs from 50%. Using accelerometry data from the Canadian Health Measures Survey, the probability of adherence to physical activity guidelines is estimated using a conditional probability given the number of active and inactive days distributed as a Betabinomial(n, a + active days , β + inactive days) assuming that p is randomly distributed as Beta(a, β) where the parameters a and β are estimated by maximum likelihood. The resulting Betabinomial distribution is discrete. For children aged 6 or older, the probability of meeting physical activity guidelines 7 out of 7 days is similar to published estimates. For pre-schoolers, the Betabinomial distribution yields higher estimates of adherence to the guidelines than the Beta distribution, in line with the probability of being active on any given day. In estimating the probability of adherence to physical activity guidelines, the Betabinomial distribution has several advantages over the previously used Beta distribution. It is a discrete distribution and maximizes the richness of accelerometer data.

Spatial distribution of nuclei in progressive nucleation: Modeling and application

NASA Astrophysics Data System (ADS)

Tomellini, Massimo

2018-04-01

Phase transformations ruled by non-simultaneous nucleation and growth do not lead to random distribution of nuclei. Since nucleation is only allowed in the untransformed portion of space, positions of nuclei are correlated. In this article an analytical approach is presented for computing pair-correlation function of nuclei in progressive nucleation. This quantity is further employed for characterizing the spatial distribution of nuclei through the nearest neighbor distribution function. The modeling is developed for nucleation in 2D space with power growth law and it is applied to describe electrochemical nucleation where correlation effects are significant. Comparison with both computer simulations and experimental data lends support to the model which gives insights into the transition from Poissonian to correlated nearest neighbor probability density.

Microscopic modeling of gas-surface scattering: II. Application to argon atom adsorption on a platinum (111) surface

NASA Astrophysics Data System (ADS)

Filinov, A.; Bonitz, M.; Loffhagen, D.

2018-06-01

A new combination of first principle molecular dynamics (MD) simulations with a rate equation model presented in the preceding paper (paper I) is applied to analyze in detail the scattering of argon atoms from a platinum (111) surface. The combined model is based on a classification of all atom trajectories according to their energies into trapped, quasi-trapped and scattering states. The number of particles in each of the three classes obeys coupled rate equations. The coefficients in the rate equations are the transition probabilities between these states which are obtained from MD simulations. While these rates are generally time-dependent, after a characteristic time scale t E of several tens of picoseconds they become stationary allowing for a rather simple analysis. Here, we investigate this time scale by analyzing in detail the temporal evolution of the energy distribution functions of the adsorbate atoms. We separately study the energy loss distribution function of the atoms and the distribution function of in-plane and perpendicular energy components. Further, we compute the sticking probability of argon atoms as a function of incident energy, angle and lattice temperature. Our model is important for plasma-surface modeling as it allows to extend accurate simulations to longer time scales.

Intra-Urban Human Mobility and Activity Transition: Evidence from Social Media Check-In Data

PubMed Central

Wu, Lun; Zhi, Ye; Sui, Zhengwei; Liu, Yu

2014-01-01

Most existing human mobility literature focuses on exterior characteristics of movements but neglects activities, the driving force that underlies human movements. In this research, we combine activity-based analysis with a movement-based approach to model the intra-urban human mobility observed from about 15 million check-in records during a yearlong period in Shanghai, China. The proposed model is activity-based and includes two parts: the transition of travel demands during a specific time period and the movement between locations. For the first part, we find the transition probability between activities varies over time, and then we construct a temporal transition probability matrix to represent the transition probability of travel demands during a time interval. For the second part, we suggest that the travel demands can be divided into two classes, locationally mandatory activity (LMA) and locationally stochastic activity (LSA), according to whether the demand is associated with fixed location or not. By judging the combination of predecessor activity type and successor activity type we determine three trip patterns, each associated with a different decay parameter. To validate the model, we adopt the mechanism of an agent-based model and compare the simulated results with the observed pattern from the displacement distance distribution, the spatio-temporal distribution of activities, and the temporal distribution of travel demand transitions. The results show that the simulated patterns fit the observed data well, indicating that these findings open new directions for combining activity-based analysis with a movement-based approach using social media check-in data. PMID:24824892

The proton and helium anomalies in the light of the Myriad model

NASA Astrophysics Data System (ADS)

Salati, Pierre; Génolini, Yoann; Serpico, Pasquale; Taillet, Richard

2017-03-01

A hardening of the proton and helium fluxes is observed above a few hundreds of GeV/nuc. The distribution of local sources of primary cosmic rays has been suggested as a potential solution to this puzzling behavior. Some authors even claim that a single source is responsible for the observed anomalies. But how probable these explanations are? To answer that question, our current description of cosmic ray Galactic propagation needs to be replaced by the Myriad model. In the former approach, sources of protons and helium nuclei are treated as a jelly continuously spread over space and time. A more accurate description is provided by the Myriad model where sources are considered as point-like events. This leads to a probabilistic derivation of the fluxes of primary species, and opens the possibility that larger-than-average values may be observed at the Earth. For a long time though, a major obstacle has been the infinite variance associated to the probability distribution function which the fluxes follow. Several suggestions have been made to cure this problem but none is entirely satisfactory. We go a step further here and solve the infinite variance problem of the Myriad model by making use of the generalized central limit theorem. We find that primary fluxes are distributed according to a stable law with heavy tail, well-known to financial analysts. The probability that the proton and helium anomalies are sourced by local SNR can then be calculated. The p-values associated to the CREAM measurements turn out to be small, unless somewhat unrealistic propagation parameters are assumed.

Bayesian Probability Theory

NASA Astrophysics Data System (ADS)

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

2014-06-01

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

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

NASA Technical Reports Server (NTRS)

Holland, Frederic A., Jr.

2004-01-01

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