Sustainable Odds: Towards Quantitative Decision Support when Relevant Probabilities are not Available

NASA Astrophysics Data System (ADS)

Smith, L. A.

2012-04-01

There is, at present, no attractive foundation for quantitative probabilistic decision support in the face of model inadequacy, or given ambiguity (deep uncertainty) regarding the relative likelihood of various outcomes, known or unknown. True model error arguably precludes the extraction of objective probabilities from an ensemble of model runs drawn from an available (inadequate) model class, while the acknowledgement of incomplete understanding precludes the justified use of (if not the very formation of) an individual's subjective probabilities. An alternative approach based on Sustainable Odds is proposed and investigated. Sustainable Odds differ from "fair odds" (and are easily distinguished any claim which implying well defined probabilities) as the probabilities implied by sustainable odds summed over all outcomes is expected to exceed one. Traditionally, a person's fair odds are found by identifying the probability level at which one would happily accept either side of a bet, thus the probabilities implied by fair odds always sum to one. Knowing that one has incomplete information and perhaps even erroneous beliefs, there is no compelling reason a rational agent should accept the constraint implied by "fair odds" in any bet. Rather, a rational agent might insist on longer odds both on the event and against the event in order to account for acknowledged ignorance. Let probabilistic odds imply any set of odds for which the implied probabilities sum to one; once model error is acknowledged can one rationally demand non-probabilistic odds? The danger of using fair odds (or probabilities) in decision making is illustrated by considering the risk of ruin a cooperative insurance scheme using probabilistic odds is exposed to. Cases where knowing merely that the insurer's model is imperfect, and nothing else, is sufficient to place bets which drive the insurer to an unexpectedly early ruin are presented. Methodologies which allow the insurer to avoid this early ruin are explored; those which prevent early ruin are said to provide "sustainable odds", and it is suggested that these must be non-probabilistic. The aim here is not for the insurance cooperative to make a profit in the long run (or to form a book in any one round) but rather to increase the chance that the cooperative will not go bust, merely breaking even in the long run and thereby continuing to provide a service. In the perfect model scenario, with complete knowledge of all uncertainties and unlimited computational resources, fair odds may prove to be sustainable. The implications these results hold in the case of games against nature, which is perhaps a more relevant context for decision makers concerned with geophysical systems, are discussed. The claim that acknowledged model error makes fair (probabilistic) odds an irrational aim is considered, as are the challenges of working within the framework of sustainable (but non-probabilistic) odds.

Development of probabilistic thinking-oriented learning tools for probability materials at junior high school students

NASA Astrophysics Data System (ADS)

Sari, Dwi Ivayana; Hermanto, Didik

2017-08-01

This research is a developmental research of probabilistic thinking-oriented learning tools for probability materials at ninth grade students. This study is aimed to produce a good probabilistic thinking-oriented learning tools. The subjects were IX-A students of MTs Model Bangkalan. The stages of this development research used 4-D development model which has been modified into define, design and develop. Teaching learning tools consist of lesson plan, students' worksheet, learning teaching media and students' achievement test. The research instrument used was a sheet of learning tools validation, a sheet of teachers' activities, a sheet of students' activities, students' response questionnaire and students' achievement test. The result of those instruments were analyzed descriptively to answer research objectives. The result was teaching learning tools in which oriented to probabilistic thinking of probability at ninth grade students which has been valid. Since teaching and learning tools have been revised based on validation, and after experiment in class produced that teachers' ability in managing class was effective, students' activities were good, students' responses to the learning tools were positive and the validity, sensitivity and reliability category toward achievement test. In summary, this teaching learning tools can be used by teacher to teach probability for develop students' probabilistic thinking.

Probabilistic material degradation model for aerospace materials subjected to high temperature, mechanical and thermal fatigue, and creep

NASA Technical Reports Server (NTRS)

Boyce, L.

1992-01-01

A probabilistic general material strength degradation model has been developed for structural components of aerospace propulsion systems subjected to diverse random effects. The model has been implemented in two FORTRAN programs, PROMISS (Probabilistic Material Strength Simulator) and PROMISC (Probabilistic Material Strength Calibrator). PROMISS calculates the random lifetime strength of an aerospace propulsion component due to as many as eighteen diverse random effects. Results are presented in the form of probability density functions and cumulative distribution functions of lifetime strength. PROMISC calibrates the model by calculating the values of empirical material constants.

Quantum probability and Hilbert's sixth problem

NASA Astrophysics Data System (ADS)

Accardi, Luigi

2018-04-01

With the birth of quantum mechanics, the two disciplines that Hilbert proposed to axiomatize, probability and mechanics, became entangled and a new probabilistic model arose in addition to the classical one. Thus, to meet Hilbert's challenge, an axiomatization should account deductively for the basic features of all three disciplines. This goal was achieved within the framework of quantum probability. The present paper surveys the quantum probabilistic axiomatization. This article is part of the themed issue `Hilbert's sixth problem'.

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.

Integrating statistical and process-based models to produce probabilistic landslide hazard at regional scale

NASA Astrophysics Data System (ADS)

Strauch, R. L.; Istanbulluoglu, E.

2017-12-01

We develop a landslide hazard modeling approach that integrates a data-driven statistical model and a probabilistic process-based shallow landslide model for mapping probability of landslide initiation, transport, and deposition at regional scales. The empirical model integrates the influence of seven site attribute (SA) classes: elevation, slope, curvature, aspect, land use-land cover, lithology, and topographic wetness index, on over 1,600 observed landslides using a frequency ratio (FR) approach. A susceptibility index is calculated by adding FRs for each SA on a grid-cell basis. Using landslide observations we relate susceptibility index to an empirically-derived probability of landslide impact. This probability is combined with results from a physically-based model to produce an integrated probabilistic map. Slope was key in landslide initiation while deposition was linked to lithology and elevation. Vegetation transition from forest to alpine vegetation and barren land cover with lower root cohesion leads to higher frequency of initiation. Aspect effects are likely linked to differences in root cohesion and moisture controlled by solar insulation and snow. We demonstrate the model in the North Cascades of Washington, USA and identify locations of high and low probability of landslide impacts that can be used by land managers in their design, planning, and maintenance.

Probabilistic Prediction of Lifetimes of Ceramic Parts

NASA Technical Reports Server (NTRS)

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

2006-01-01

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

Grammaticality, Acceptability, and Probability: A Probabilistic View of Linguistic Knowledge.

PubMed

Lau, Jey Han; Clark, Alexander; Lappin, Shalom

2017-07-01

The question of whether humans represent grammatical knowledge as a binary condition on membership in a set of well-formed sentences, or as a probabilistic property has been the subject of debate among linguists, psychologists, and cognitive scientists for many decades. Acceptability judgments present a serious problem for both classical binary and probabilistic theories of grammaticality. These judgements are gradient in nature, and so cannot be directly accommodated in a binary formal grammar. However, it is also not possible to simply reduce acceptability to probability. The acceptability of a sentence is not the same as the likelihood of its occurrence, which is, in part, determined by factors like sentence length and lexical frequency. In this paper, we present the results of a set of large-scale experiments using crowd-sourced acceptability judgments that demonstrate gradience to be a pervasive feature in acceptability judgments. We then show how one can predict acceptability judgments on the basis of probability by augmenting probabilistic language models with an acceptability measure. This is a function that normalizes probability values to eliminate the confounding factors of length and lexical frequency. We describe a sequence of modeling experiments with unsupervised language models drawn from state-of-the-art machine learning methods in natural language processing. Several of these models achieve very encouraging levels of accuracy in the acceptability prediction task, as measured by the correlation between the acceptability measure scores and mean human acceptability values. We consider the relevance of these results to the debate on the nature of grammatical competence, and we argue that they support the view that linguistic knowledge can be intrinsically probabilistic. Copyright © 2016 Cognitive Science Society, Inc.

Architecture for Integrated Medical Model Dynamic Probabilistic Risk Assessment

NASA Technical Reports Server (NTRS)

Jaworske, D. A.; Myers, J. G.; Goodenow, D.; Young, M.; Arellano, J. D.

2016-01-01

Probabilistic Risk Assessment (PRA) is a modeling tool used to predict potential outcomes of a complex system based on a statistical understanding of many initiating events. Utilizing a Monte Carlo method, thousands of instances of the model are considered and outcomes are collected. PRA is considered static, utilizing probabilities alone to calculate outcomes. Dynamic Probabilistic Risk Assessment (dPRA) is an advanced concept where modeling predicts the outcomes of a complex system based not only on the probabilities of many initiating events, but also on a progression of dependencies brought about by progressing down a time line. Events are placed in a single time line, adding each event to a queue, as managed by a planner. Progression down the time line is guided by rules, as managed by a scheduler. The recently developed Integrated Medical Model (IMM) summarizes astronaut health as governed by the probabilities of medical events and mitigation strategies. Managing the software architecture process provides a systematic means of creating, documenting, and communicating a software design early in the development process. The software architecture process begins with establishing requirements and the design is then derived from the requirements.

Exact and Approximate Probabilistic Symbolic Execution

NASA Technical Reports Server (NTRS)

Luckow, Kasper; Pasareanu, Corina S.; Dwyer, Matthew B.; Filieri, Antonio; Visser, Willem

2014-01-01

Probabilistic software analysis seeks to quantify the likelihood of reaching a target event under uncertain environments. Recent approaches compute probabilities of execution paths using symbolic execution, but do not support nondeterminism. Nondeterminism arises naturally when no suitable probabilistic model can capture a program behavior, e.g., for multithreading or distributed systems. In this work, we propose a technique, based on symbolic execution, to synthesize schedulers that resolve nondeterminism to maximize the probability of reaching a target event. To scale to large systems, we also introduce approximate algorithms to search for good schedulers, speeding up established random sampling and reinforcement learning results through the quantification of path probabilities based on symbolic execution. We implemented the techniques in Symbolic PathFinder and evaluated them on nondeterministic Java programs. We show that our algorithms significantly improve upon a state-of- the-art statistical model checking algorithm, originally developed for Markov Decision Processes.

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

PubMed

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

2017-01-01

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

Integrating probabilistic models of perception and interactive neural networks: a historical and tutorial review

PubMed Central

McClelland, James L.

2013-01-01

This article seeks to establish a rapprochement between explicitly Bayesian models of contextual effects in perception and neural network models of such effects, particularly the connectionist interactive activation (IA) model of perception. The article is in part an historical review and in part a tutorial, reviewing the probabilistic Bayesian approach to understanding perception and how it may be shaped by context, and also reviewing ideas about how such probabilistic computations may be carried out in neural networks, focusing on the role of context in interactive neural networks, in which both bottom-up and top-down signals affect the interpretation of sensory inputs. It is pointed out that connectionist units that use the logistic or softmax activation functions can exactly compute Bayesian posterior probabilities when the bias terms and connection weights affecting such units are set to the logarithms of appropriate probabilistic quantities. Bayesian concepts such the prior, likelihood, (joint and marginal) posterior, probability matching and maximizing, and calculating vs. sampling from the posterior are all reviewed and linked to neural network computations. Probabilistic and neural network models are explicitly linked to the concept of a probabilistic generative model that describes the relationship between the underlying target of perception (e.g., the word intended by a speaker or other source of sensory stimuli) and the sensory input that reaches the perceiver for use in inferring the underlying target. It is shown how a new version of the IA model called the multinomial interactive activation (MIA) model can sample correctly from the joint posterior of a proposed generative model for perception of letters in words, indicating that interactive processing is fully consistent with principled probabilistic computation. Ways in which these computations might be realized in real neural systems are also considered. PMID:23970868

Integrating probabilistic models of perception and interactive neural networks: a historical and tutorial review.

PubMed

McClelland, James L

2013-01-01

This article seeks to establish a rapprochement between explicitly Bayesian models of contextual effects in perception and neural network models of such effects, particularly the connectionist interactive activation (IA) model of perception. The article is in part an historical review and in part a tutorial, reviewing the probabilistic Bayesian approach to understanding perception and how it may be shaped by context, and also reviewing ideas about how such probabilistic computations may be carried out in neural networks, focusing on the role of context in interactive neural networks, in which both bottom-up and top-down signals affect the interpretation of sensory inputs. It is pointed out that connectionist units that use the logistic or softmax activation functions can exactly compute Bayesian posterior probabilities when the bias terms and connection weights affecting such units are set to the logarithms of appropriate probabilistic quantities. Bayesian concepts such the prior, likelihood, (joint and marginal) posterior, probability matching and maximizing, and calculating vs. sampling from the posterior are all reviewed and linked to neural network computations. Probabilistic and neural network models are explicitly linked to the concept of a probabilistic generative model that describes the relationship between the underlying target of perception (e.g., the word intended by a speaker or other source of sensory stimuli) and the sensory input that reaches the perceiver for use in inferring the underlying target. It is shown how a new version of the IA model called the multinomial interactive activation (MIA) model can sample correctly from the joint posterior of a proposed generative model for perception of letters in words, indicating that interactive processing is fully consistent with principled probabilistic computation. Ways in which these computations might be realized in real neural systems are also considered.

Probability Modeling and Thinking: What Can We Learn from Practice?

ERIC Educational Resources Information Center

Pfannkuch, Maxine; Budgett, Stephanie; Fewster, Rachel; Fitch, Marie; Pattenwise, Simeon; Wild, Chris; Ziedins, Ilze

2016-01-01

Because new learning technologies are enabling students to build and explore probability models, we believe that there is a need to determine the big enduring ideas that underpin probabilistic thinking and modeling. By uncovering the elements of the thinking modes of expert users of probability models we aim to provide a base for the setting of…

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.

Specifying design conservatism: Worst case versus probabilistic analysis

NASA Technical Reports Server (NTRS)

Miles, Ralph F., Jr.

1993-01-01

Design conservatism is the difference between specified and required performance, and is introduced when uncertainty is present. The classical approach of worst-case analysis for specifying design conservatism is presented, along with the modern approach of probabilistic analysis. The appropriate degree of design conservatism is a tradeoff between the required resources and the probability and consequences of a failure. A probabilistic analysis properly models this tradeoff, while a worst-case analysis reveals nothing about the probability of failure, and can significantly overstate the consequences of failure. Two aerospace examples will be presented that illustrate problems that can arise with a worst-case analysis.

Probabilistic safety assessment of the design of a tall buildings under the extreme load

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

Králik, Juraj, E-mail: juraj.kralik@stuba.sk

2016-06-08

The paper describes some experiences from the deterministic and probabilistic analysis of the safety of the tall building structure. There are presented the methods and requirements of Eurocode EN 1990, standard ISO 2394 and JCSS. The uncertainties of the model and resistance of the structures are considered using the simulation methods. The MONTE CARLO, LHS and RSM probabilistic methods are compared with the deterministic results. On the example of the probability analysis of the safety of the tall buildings is demonstrated the effectiveness of the probability design of structures using Finite Element Methods.

Probabilistic safety assessment of the design of a tall buildings under the extreme load

NASA Astrophysics Data System (ADS)

Králik, Juraj

2016-06-01

The paper describes some experiences from the deterministic and probabilistic analysis of the safety of the tall building structure. There are presented the methods and requirements of Eurocode EN 1990, standard ISO 2394 and JCSS. The uncertainties of the model and resistance of the structures are considered using the simulation methods. The MONTE CARLO, LHS and RSM probabilistic methods are compared with the deterministic results. On the example of the probability analysis of the safety of the tall buildings is demonstrated the effectiveness of the probability design of structures using Finite Element Methods.

Lossed in translation: an off-the-shelf method to recover probabilistic beliefs from loss-averse agents.

PubMed

Offerman, Theo; Palley, Asa B

2016-01-01

Strictly proper scoring rules are designed to truthfully elicit subjective probabilistic beliefs from risk neutral agents. Previous experimental studies have identified two problems with this method: (i) risk aversion causes agents to bias their reports toward the probability of [Formula: see text], and (ii) for moderate beliefs agents simply report [Formula: see text]. Applying a prospect theory model of risk preferences, we show that loss aversion can explain both of these behavioral phenomena. Using the insights of this model, we develop a simple off-the-shelf probability assessment mechanism that encourages loss-averse agents to report true beliefs. In an experiment, we demonstrate the effectiveness of this modification in both eliminating uninformative reports and eliciting true probabilistic beliefs.

Probabilistic structural analysis of aerospace components using NESSUS

NASA Technical Reports Server (NTRS)

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

1988-01-01

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

Obtaining Accurate Probabilities Using Classifier Calibration

ERIC Educational Resources Information Center

Pakdaman Naeini, Mahdi

2016-01-01

Learning probabilistic classification and prediction models that generate accurate probabilities is essential in many prediction and decision-making tasks in machine learning and data mining. One way to achieve this goal is to post-process the output of classification models to obtain more accurate probabilities. These post-processing methods are…

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).

Risk assessment of turbine rotor failure using probabilistic ultrasonic non-destructive evaluations

NASA Astrophysics Data System (ADS)

Guan, Xuefei; Zhang, Jingdan; Zhou, S. Kevin; Rasselkorde, El Mahjoub; Abbasi, Waheed A.

2014-02-01

The study presents a method and application of risk assessment methodology for turbine rotor fatigue failure using probabilistic ultrasonic nondestructive evaluations. A rigorous probabilistic modeling for ultrasonic flaw sizing is developed by incorporating the model-assisted probability of detection, and the probability density function (PDF) of the actual flaw size is derived. Two general scenarios, namely the ultrasonic inspection with an identified flaw indication and the ultrasonic inspection without flaw indication, are considered in the derivation. To perform estimations for fatigue reliability and remaining useful life, uncertainties from ultrasonic flaw sizing and fatigue model parameters are systematically included and quantified. The model parameter PDF is estimated using Bayesian parameter estimation and actual fatigue testing data. The overall method is demonstrated using a realistic application of steam turbine rotor, and the risk analysis under given safety criteria is provided to support maintenance planning.

Mixture Modeling for Background and Sources Separation in x-ray Astronomical Images

NASA Astrophysics Data System (ADS)

Guglielmetti, Fabrizia; Fischer, Rainer; Dose, Volker

2004-11-01

A probabilistic technique for the joint estimation of background and sources in high-energy astrophysics is described. Bayesian probability theory is applied to gain insight into the coexistence of background and sources through a probabilistic two-component mixture model, which provides consistent uncertainties of background and sources. The present analysis is applied to ROSAT PSPC data (0.1-2.4 keV) in Survey Mode. A background map is modelled using a Thin-Plate spline. Source probability maps are obtained for each pixel (45 arcsec) independently and for larger correlation lengths, revealing faint and extended sources. We will demonstrate that the described probabilistic method allows for detection improvement of faint extended celestial sources compared to the Standard Analysis Software System (SASS) used for the production of the ROSAT All-Sky Survey (RASS) catalogues.

Generating probabilistic Boolean networks from a prescribed transition probability matrix.

PubMed

Ching, W-K; Chen, X; Tsing, N-K

2009-11-01

Probabilistic Boolean networks (PBNs) have received much attention in modeling genetic regulatory networks. A PBN can be regarded as a Markov chain process and is characterised by a transition probability matrix. In this study, the authors propose efficient algorithms for constructing a PBN when its transition probability matrix is given. The complexities of the algorithms are also analysed. This is an interesting inverse problem in network inference using steady-state data. The problem is important as most microarray data sets are assumed to be obtained from sampling the steady-state.

Probabilistic models of cognition: conceptual foundations.

PubMed

Chater, Nick; Tenenbaum, Joshua B; Yuille, Alan

2006-07-01

Remarkable progress in the mathematics and computer science of probability has led to a revolution in the scope of probabilistic models. In particular, 'sophisticated' probabilistic methods apply to structured relational systems such as graphs and grammars, of immediate relevance to the cognitive sciences. This Special Issue outlines progress in this rapidly developing field, which provides a potentially unifying perspective across a wide range of domains and levels of explanation. Here, we introduce the historical and conceptual foundations of the approach, explore how the approach relates to studies of explicit probabilistic reasoning, and give a brief overview of the field as it stands today.

Probabilistic risk models for multiple disturbances: an example of forest insects and wildfires

Treesearch

Haiganoush K. Preisler; Alan A. Ager; Jane L. Hayes

2010-01-01

Building probabilistic risk models for highly random forest disturbances like wildfire and forest insect outbreaks is a challenging. Modeling the interactions among natural disturbances is even more difficult. In the case of wildfire and forest insects, we looked at the probability of a large fire given an insect outbreak and also the incidence of insect outbreaks...

Probability in reasoning: a developmental test on conditionals.

PubMed

Barrouillet, Pierre; Gauffroy, Caroline

2015-04-01

Probabilistic theories have been claimed to constitute a new paradigm for the psychology of reasoning. A key assumption of these theories is captured by what they call the Equation, the hypothesis that the meaning of the conditional is probabilistic in nature and that the probability of If p then q is the conditional probability, in such a way that P(if p then q)=P(q|p). Using the probabilistic truth-table task in which participants are required to evaluate the probability of If p then q sentences, the present study explored the pervasiveness of the Equation through ages (from early adolescence to adulthood), types of conditionals (basic, causal, and inducements) and contents. The results reveal that the Equation is a late developmental achievement only endorsed by a narrow majority of educated adults for certain types of conditionals depending on the content they involve. Age-related changes in evaluating the probability of all the conditionals studied closely mirror the development of truth-value judgements observed in previous studies with traditional truth-table tasks. We argue that our modified mental model theory can account for this development, and hence for the findings related with the probability task, which do not consequently support the probabilistic approach of human reasoning over alternative theories. Copyright © 2014 Elsevier B.V. All rights reserved.

Supernova Cosmology Inference with Probabilistic Photometric Redshifts (SCIPPR)

NASA Astrophysics Data System (ADS)

Peters, Christina; Malz, Alex; Hlozek, Renée

2018-01-01

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

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.

Assessing performance and validating finite element simulations using probabilistic knowledge

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

Dolin, Ronald M.; Rodriguez, E. A.

Two probabilistic approaches for assessing performance are presented. The first approach assesses probability of failure by simultaneously modeling all likely events. The probability each event causes failure along with the event's likelihood of occurrence contribute to the overall probability of failure. The second assessment method is based on stochastic sampling using an influence diagram. Latin-hypercube sampling is used to stochastically assess events. The overall probability of failure is taken as the maximum probability of failure of all the events. The Likelihood of Occurrence simulation suggests failure does not occur while the Stochastic Sampling approach predicts failure. The Likelihood of Occurrencemore » results are used to validate finite element predictions.« less

Probabilistic Usage of the Multi-Factor Interaction Model

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2008-01-01

A Multi-Factor Interaction Model (MFIM) is used to predict the insulating foam mass expulsion during the ascending of a space vehicle. The exponents in the MFIM are evaluated by an available approach which consists of least squares and an optimization algorithm. These results were subsequently used to probabilistically evaluate the effects of the uncertainties in each participating factor in the mass expulsion. The probabilistic results show that the surface temperature dominates at high probabilities and the pressure which causes the mass expulsion at low probabil

A simulation model for probabilistic analysis of Space Shuttle abort modes

NASA Technical Reports Server (NTRS)

Hage, R. T.

1993-01-01

A simulation model which was developed to provide a probabilistic analysis tool to study the various space transportation system abort mode situations is presented. The simulation model is based on Monte Carlo simulation of an event-tree diagram which accounts for events during the space transportation system's ascent and its abort modes. The simulation model considers just the propulsion elements of the shuttle system (i.e., external tank, main engines, and solid boosters). The model was developed to provide a better understanding of the probability of occurrence and successful completion of abort modes during the vehicle's ascent. The results of the simulation runs discussed are for demonstration purposes only, they are not official NASA probability estimates.

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.

Structural reliability methods: Code development status

NASA Astrophysics Data System (ADS)

Millwater, Harry R.; Thacker, Ben H.; Wu, Y.-T.; Cruse, T. A.

1991-05-01

The Probabilistic Structures Analysis Method (PSAM) program integrates state of the art probabilistic algorithms with structural analysis methods in order to quantify the behavior of Space Shuttle Main Engine structures subject to uncertain loadings, boundary conditions, material parameters, and geometric conditions. An advanced, efficient probabilistic structural analysis software program, NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) was developed as a deliverable. NESSUS contains a number of integrated software components to perform probabilistic analysis of complex structures. A nonlinear finite element module NESSUS/FEM is used to model the structure and obtain structural sensitivities. Some of the capabilities of NESSUS/FEM are shown. A Fast Probability Integration module NESSUS/FPI estimates the probability given the structural sensitivities. A driver module, PFEM, couples the FEM and FPI. NESSUS, version 5.0, addresses component reliability, resistance, and risk.

Structural reliability methods: Code development status

NASA Technical Reports Server (NTRS)

Millwater, Harry R.; Thacker, Ben H.; Wu, Y.-T.; Cruse, T. A.

1991-01-01

The Probabilistic Structures Analysis Method (PSAM) program integrates state of the art probabilistic algorithms with structural analysis methods in order to quantify the behavior of Space Shuttle Main Engine structures subject to uncertain loadings, boundary conditions, material parameters, and geometric conditions. An advanced, efficient probabilistic structural analysis software program, NESSUS (Numerical Evaluation of Stochastic Structures Under Stress) was developed as a deliverable. NESSUS contains a number of integrated software components to perform probabilistic analysis of complex structures. A nonlinear finite element module NESSUS/FEM is used to model the structure and obtain structural sensitivities. Some of the capabilities of NESSUS/FEM are shown. A Fast Probability Integration module NESSUS/FPI estimates the probability given the structural sensitivities. A driver module, PFEM, couples the FEM and FPI. NESSUS, version 5.0, addresses component reliability, resistance, and risk.

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

PubMed Central

Wong, Tony E.; Keller, Klaus

2017-01-01

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

Global/local methods for probabilistic structural analysis

NASA Technical Reports Server (NTRS)

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

1993-01-01

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

Global/local methods for probabilistic structural analysis

NASA Astrophysics Data System (ADS)

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

1993-04-01

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

Modality, probability, and mental models.

PubMed

Hinterecker, Thomas; Knauff, Markus; Johnson-Laird, P N

2016-10-01

We report 3 experiments investigating novel sorts of inference, such as: A or B or both. Therefore, possibly (A and B). Where the contents were sensible assertions, for example, Space tourism will achieve widespread popularity in the next 50 years or advances in material science will lead to the development of antigravity materials in the next 50 years, or both . Most participants accepted the inferences as valid, though they are invalid in modal logic and in probabilistic logic too. But, the theory of mental models predicts that individuals should accept them. In contrast, inferences of this sort—A or B but not both. Therefore, A or B or both—are both logically valid and probabilistically valid. Yet, as the model theory also predicts, most reasoners rejected them. The participants’ estimates of probabilities showed that their inferences tended not to be based on probabilistic validity, but that they did rate acceptable conclusions as more probable than unacceptable conclusions. We discuss the implications of the results for current theories of reasoning. PsycINFO Database Record (c) 2016 APA, all rights reserved

A probabilistic cellular automata model for the dynamics of a population driven by logistic growth and weak Allee effect

NASA Astrophysics Data System (ADS)

Mendonça, J. R. G.

2018-04-01

We propose and investigate a one-parameter probabilistic mixture of one-dimensional elementary cellular automata under the guise of a model for the dynamics of a single-species unstructured population with nonoverlapping generations in which individuals have smaller probability of reproducing and surviving in a crowded neighbourhood but also suffer from isolation and dispersal. Remarkably, the first-order mean field approximation to the dynamics of the model yields a cubic map containing terms representing both logistic and weak Allee effects. The model has a single absorbing state devoid of individuals, but depending on the reproduction and survival probabilities can achieve a stable population. We determine the critical probability separating these two phases and find that the phase transition between them is in the directed percolation universality class of critical behaviour.

Target Coverage in Wireless Sensor Networks with Probabilistic Sensors

PubMed Central

Shan, Anxing; Xu, Xianghua; Cheng, Zongmao

2016-01-01

Sensing coverage is a fundamental problem in wireless sensor networks (WSNs), which has attracted considerable attention. Conventional research on this topic focuses on the 0/1 coverage model, which is only a coarse approximation to the practical sensing model. In this paper, we study the target coverage problem, where the objective is to find the least number of sensor nodes in randomly-deployed WSNs based on the probabilistic sensing model. We analyze the joint detection probability of target with multiple sensors. Based on the theoretical analysis of the detection probability, we formulate the minimum ϵ-detection coverage problem. We prove that the minimum ϵ-detection coverage problem is NP-hard and present an approximation algorithm called the Probabilistic Sensor Coverage Algorithm (PSCA) with provable approximation ratios. To evaluate our design, we analyze the performance of PSCA theoretically and also perform extensive simulations to demonstrate the effectiveness of our proposed algorithm. PMID:27618902

Probabilistic vs. non-probabilistic approaches to the neurobiology of perceptual decision-making

PubMed Central

Drugowitsch, Jan; Pouget, Alexandre

2012-01-01

Optimal binary perceptual decision making requires accumulation of evidence in the form of a probability distribution that specifies the probability of the choices being correct given the evidence so far. Reward rates can then be maximized by stopping the accumulation when the confidence about either option reaches a threshold. Behavioral and neuronal evidence suggests that humans and animals follow such a probabilitistic decision strategy, although its neural implementation has yet to be fully characterized. Here we show that that diffusion decision models and attractor network models provide an approximation to the optimal strategy only under certain circumstances. In particular, neither model type is sufficiently flexible to encode the reliability of both the momentary and the accumulated evidence, which is a pre-requisite to accumulate evidence of time-varying reliability. Probabilistic population codes, in contrast, can encode these quantities and, as a consequence, have the potential to implement the optimal strategy accurately. PMID:22884815

Comparison of Deterministic and Probabilistic Radial Distribution Systems Load Flow

NASA Astrophysics Data System (ADS)

Gupta, Atma Ram; Kumar, Ashwani

2017-12-01

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

Uncertainty plus Prior Equals Rational Bias: An Intuitive Bayesian Probability Weighting Function

ERIC Educational Resources Information Center

Fennell, John; Baddeley, Roland

2012-01-01

Empirical research has shown that when making choices based on probabilistic options, people behave as if they overestimate small probabilities, underestimate large probabilities, and treat positive and negative outcomes differently. These distortions have been modeled using a nonlinear probability weighting function, which is found in several…

A Max-Flow Based Algorithm for Connected Target Coverage with Probabilistic Sensors

PubMed Central

Shan, Anxing; Xu, Xianghua; Cheng, Zongmao; Wang, Wensheng

2017-01-01

Coverage is a fundamental issue in the research field of wireless sensor networks (WSNs). Connected target coverage discusses the sensor placement to guarantee the needs of both coverage and connectivity. Existing works largely leverage on the Boolean disk model, which is only a coarse approximation to the practical sensing model. In this paper, we focus on the connected target coverage issue based on the probabilistic sensing model, which can characterize the quality of coverage more accurately. In the probabilistic sensing model, sensors are only be able to detect a target with certain probability. We study the collaborative detection probability of target under multiple sensors. Armed with the analysis of collaborative detection probability, we further formulate the minimum ϵ-connected target coverage problem, aiming to minimize the number of sensors satisfying the requirements of both coverage and connectivity. We map it into a flow graph and present an approximation algorithm called the minimum vertices maximum flow algorithm (MVMFA) with provable time complex and approximation ratios. To evaluate our design, we analyze the performance of MVMFA theoretically and also conduct extensive simulation studies to demonstrate the effectiveness of our proposed algorithm. PMID:28587084

A Max-Flow Based Algorithm for Connected Target Coverage with Probabilistic Sensors.

PubMed

Shan, Anxing; Xu, Xianghua; Cheng, Zongmao; Wang, Wensheng

2017-05-25

Coverage is a fundamental issue in the research field of wireless sensor networks (WSNs). Connected target coverage discusses the sensor placement to guarantee the needs of both coverage and connectivity. Existing works largely leverage on the Boolean disk model, which is only a coarse approximation to the practical sensing model. In this paper, we focus on the connected target coverage issue based on the probabilistic sensing model, which can characterize the quality of coverage more accurately. In the probabilistic sensing model, sensors are only be able to detect a target with certain probability. We study the collaborative detection probability of target under multiple sensors. Armed with the analysis of collaborative detection probability, we further formulate the minimum ϵ -connected target coverage problem, aiming to minimize the number of sensors satisfying the requirements of both coverage and connectivity. We map it into a flow graph and present an approximation algorithm called the minimum vertices maximum flow algorithm (MVMFA) with provable time complex and approximation ratios. To evaluate our design, we analyze the performance of MVMFA theoretically and also conduct extensive simulation studies to demonstrate the effectiveness of our proposed algorithm.

Probabilistic Based Modeling and Simulation Assessment

DTIC Science & Technology

2010-06-01

different crash and blast scenarios. With the integration of the high fidelity neck and head model, a methodology to calculate the probability of injury...variability, correlation, and multiple (often competing) failure metrics. Important scenarios include vehicular collisions, blast /fragment impact, and...first area of focus is to develop a methodology to integrate probabilistic analysis into finite element analysis of vehicle collisions and blast . The

The probability heuristics model of syllogistic reasoning.

PubMed

Chater, N; Oaksford, M

1999-03-01

A probability heuristic model (PHM) for syllogistic reasoning is proposed. An informational ordering over quantified statements suggests simple probability based heuristics for syllogistic reasoning. The most important is the "min-heuristic": choose the type of the least informative premise as the type of the conclusion. The rationality of this heuristic is confirmed by an analysis of the probabilistic validity of syllogistic reasoning which treats logical inference as a limiting case of probabilistic inference. A meta-analysis of past experiments reveals close fits with PHM. PHM also compares favorably with alternative accounts, including mental logics, mental models, and deduction as verbal reasoning. Crucially, PHM extends naturally to generalized quantifiers, such as Most and Few, which have not been characterized logically and are, consequently, beyond the scope of current mental logic and mental model theories. Two experiments confirm the novel predictions of PHM when generalized quantifiers are used in syllogistic arguments. PHM suggests that syllogistic reasoning performance may be determined by simple but rational informational strategies justified by probability theory rather than by logic. Copyright 1999 Academic Press.

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

NASA Astrophysics Data System (ADS)

Rahmani, E.; Hense, A.

2017-12-01

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

Effect of time dependence on probabilistic seismic-hazard maps and deaggregation for the central Apennines, Italy

USGS Publications Warehouse

Akinci, A.; Galadini, F.; Pantosti, D.; Petersen, M.; Malagnini, L.; Perkins, D.

2009-01-01

We produce probabilistic seismic-hazard assessments for the central Apennines, Italy, using time-dependent models that are characterized using a Brownian passage time recurrence model. Using aperiodicity parameters, ?? of 0.3, 0.5, and 0.7, we examine the sensitivity of the probabilistic ground motion and its deaggregation to these parameters. For the seismic source model we incorporate both smoothed historical seismicity over the area and geological information on faults. We use the maximum magnitude model for the fault sources together with a uniform probability of rupture along the fault (floating fault model) to model fictitious faults to account for earthquakes that cannot be correlated with known geologic structural segmentation.

Great Balls of Fire: A probabilistic approach to quantify the hazard related to ballistics - A case study at La Fossa volcano, Vulcano Island, Italy

NASA Astrophysics Data System (ADS)

Biass, Sébastien; Falcone, Jean-Luc; Bonadonna, Costanza; Di Traglia, Federico; Pistolesi, Marco; Rosi, Mauro; Lestuzzi, Pierino

2016-10-01

We present a probabilistic approach to quantify the hazard posed by volcanic ballistic projectiles (VBP) and their potential impact on the built environment. A model named Great Balls of Fire (GBF) is introduced to describe ballistic trajectories of VBPs accounting for a variable drag coefficient and topography. It relies on input parameters easily identifiable in the field and is designed to model large numbers of VBPs stochastically. Associated functions come with the GBF code to post-process model outputs into a comprehensive probabilistic hazard assessment for VBP impacts. Outcomes include probability maps to exceed given thresholds of kinetic energies at impact, hazard curves and probabilistic isoenergy maps. Probabilities are calculated either on equally-sized pixels or zones of interest. The approach is calibrated, validated and applied to La Fossa volcano, Vulcano Island (Italy). We constructed a generic eruption scenario based on stratigraphic studies and numerical inversions of the 1888-1890 long-lasting Vulcanian cycle of La Fossa. Results suggest a ~ 10- 2% probability of occurrence of VBP impacts with kinetic energies ≤ 104 J at the touristic locality of Porto. In parallel, the vulnerability to roof perforation was estimated by combining field observations and published literature, allowing for a first estimate of the potential impact of VBPs during future Vulcanian eruptions. Results indicate a high physical vulnerability to the VBP hazard, and, consequently, half of the building stock having a ≥ 2.5 × 10- 3% probability of roof perforation.

Landslide Hazard from Coupled Inherent and Dynamic Probabilities

NASA Astrophysics Data System (ADS)

Strauch, R. L.; Istanbulluoglu, E.; Nudurupati, S. S.

2015-12-01

Landslide hazard research has typically been conducted independently from hydroclimate research. We sought to unify these two lines of research to provide regional scale landslide hazard information for risk assessments and resource management decision-making. Our approach couples an empirical inherent landslide probability, based on a frequency ratio analysis, with a numerical dynamic probability, generated by combining subsurface water recharge and surface runoff from the Variable Infiltration Capacity (VIC) macro-scale land surface hydrologic model with a finer resolution probabilistic slope stability model. Landslide hazard mapping is advanced by combining static and dynamic models of stability into a probabilistic measure of geohazard prediction in both space and time. This work will aid resource management decision-making in current and future landscape and climatic conditions. The approach is applied as a case study in North Cascade National Park Complex in northern Washington State.

Modeling the Effect of Reward Amount on Probability Discounting

ERIC Educational Resources Information Center

Myerson, Joel; Green, Leonard; Morris, Joshua

2011-01-01

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

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

Probabilistic Evaluation of Blade Impact Damage

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Abumeri, G. H.

2003-01-01

The response to high velocity impact of a composite blade is probabilistically evaluated. The evaluation is focused on quantifying probabilistically the effects of uncertainties (scatter) in the variables that describe the impact, the blade make-up (geometry and material), the blade response (displacements, strains, stresses, frequencies), the blade residual strength after impact, and the blade damage tolerance. The results of probabilistic evaluations results are in terms of probability cumulative distribution functions and probabilistic sensitivities. Results show that the blade has relatively low damage tolerance at 0.999 probability of structural failure and substantial at 0.01 probability.

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.

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.

A Probabilistic Model of Illegal Drug Trafficking Operations in the Eastern Pacific and Caribbean Sea

DTIC Science & Technology

2013-09-01

partner agencies and nations, detects, tracks, and interdicts illegal drug-trafficking in this region. In this thesis, we develop a probability model based...trafficking in this region. In this thesis, we develop a probability model based on intelligence inputs to generate a spatial temporal heat map specifying the...complement and vet such complicated simulation by developing more analytically tractable models. We develop probability models to generate a heat map

Fuzzy-probabilistic model for risk assessment of radioactive material railway transportation.

PubMed

Avramenko, M; Bolyatko, V; Kosterev, V

2005-01-01

Transportation of radioactive materials is obviously accompanied by a certain risk. A model for risk assessment of emergency situations and terrorist attacks may be useful for choosing possible routes and for comparing the various defence strategies. In particular, risk assessment is crucial for safe transportation of excess weapons-grade plutonium arising from the removal of plutonium from military employment. A fuzzy-probabilistic model for risk assessment of railway transportation has been developed taking into account the different natures of risk-affecting parameters (probabilistic and not probabilistic but fuzzy). Fuzzy set theory methods as well as standard methods of probability theory have been used for quantitative risk assessment. Information-preserving transformations are applied to realise the correct aggregation of probabilistic and fuzzy parameters. Estimations have also been made of the inhalation doses resulting from possible accidents during plutonium transportation. The obtained data show the scale of possible consequences that may arise from plutonium transportation accidents.

Stochastic methods for analysis of power flow in electric networks

NASA Astrophysics Data System (ADS)

1982-09-01

The modeling and effects of probabilistic behavior on steady state power system operation were analyzed. A solution to the steady state network flow equations which adhere both to Kirchoff's Laws and probabilistic laws, using either combinatorial or functional approximation techniques was obtained. The development of sound techniques for producing meaningful data to serve as input is examined. Electric demand modeling, equipment failure analysis, and algorithm development are investigated. Two major development areas are described: a decomposition of stochastic processes which gives stationarity, ergodicity, and even normality; and a powerful surrogate probability approach using proportions of time which allows the calculation of joint events from one dimensional probability spaces.

Probabilistic modeling of the evolution of gene synteny within reconciled phylogenies

PubMed Central

2015-01-01

Background Most models of genome evolution concern either genetic sequences, gene content or gene order. They sometimes integrate two of the three levels, but rarely the three of them. Probabilistic models of gene order evolution usually have to assume constant gene content or adopt a presence/absence coding of gene neighborhoods which is blind to complex events modifying gene content. Results We propose a probabilistic evolutionary model for gene neighborhoods, allowing genes to be inserted, duplicated or lost. It uses reconciled phylogenies, which integrate sequence and gene content evolution. We are then able to optimize parameters such as phylogeny branch lengths, or probabilistic laws depicting the diversity of susceptibility of syntenic regions to rearrangements. We reconstruct a structure for ancestral genomes by optimizing a likelihood, keeping track of all evolutionary events at the level of gene content and gene synteny. Ancestral syntenies are associated with a probability of presence. We implemented the model with the restriction that at most one gene duplication separates two gene speciations in reconciled gene trees. We reconstruct ancestral syntenies on a set of 12 drosophila genomes, and compare the evolutionary rates along the branches and along the sites. We compare with a parsimony method and find a significant number of results not supported by the posterior probability. The model is implemented in the Bio++ library. It thus benefits from and enriches the classical models and methods for molecular evolution. PMID:26452018

Design-based Sample and Probability Law-Assumed Sample: Their Role in Scientific Investigation.

ERIC Educational Resources Information Center

Ojeda, Mario Miguel; Sahai, Hardeo

2002-01-01

Discusses some key statistical concepts in probabilistic and non-probabilistic sampling to provide an overview for understanding the inference process. Suggests a statistical model constituting the basis of statistical inference and provides a brief review of the finite population descriptive inference and a quota sampling inferential theory.…

Recovering a Probabilistic Knowledge Structure by Constraining Its Parameter Space

ERIC Educational Resources Information Center

Stefanutti, Luca; Robusto, Egidio

2009-01-01

In the Basic Local Independence Model (BLIM) of Doignon and Falmagne ("Knowledge Spaces," Springer, Berlin, 1999), the probabilistic relationship between the latent knowledge states and the observable response patterns is established by the introduction of a pair of parameters for each of the problems: a lucky guess probability and a careless…

Error Discounting in Probabilistic Category Learning

PubMed Central

Craig, Stewart; Lewandowsky, Stephan; Little, Daniel R.

2011-01-01

Some current theories of probabilistic categorization assume that people gradually attenuate their learning in response to unavoidable error. However, existing evidence for this error discounting is sparse and open to alternative interpretations. We report two probabilistic-categorization experiments that investigated error discounting by shifting feedback probabilities to new values after different amounts of training. In both experiments, responding gradually became less responsive to errors, and learning was slowed for some time after the feedback shift. Both results are indicative of error discounting. Quantitative modeling of the data revealed that adding a mechanism for error discounting significantly improved the fits of an exemplar-based and a rule-based associative learning model, as well as of a recency-based model of categorization. We conclude that error discounting is an important component of probabilistic learning. PMID:21355666

Probabilistic simple sticker systems

NASA Astrophysics Data System (ADS)

Selvarajoo, Mathuri; Heng, Fong Wan; Sarmin, Nor Haniza; Turaev, Sherzod

2017-04-01

A model for DNA computing using the recombination behavior of DNA molecules, known as a sticker system, was introduced by by L. Kari, G. Paun, G. Rozenberg, A. Salomaa, and S. Yu in the paper entitled DNA computing, sticker systems and universality from the journal of Acta Informatica vol. 35, pp. 401-420 in the year 1998. A sticker system uses the Watson-Crick complementary feature of DNA molecules: starting from the incomplete double stranded sequences, and iteratively using sticking operations until a complete double stranded sequence is obtained. It is known that sticker systems with finite sets of axioms and sticker rules generate only regular languages. Hence, different types of restrictions have been considered to increase the computational power of sticker systems. Recently, a variant of restricted sticker systems, called probabilistic sticker systems, has been introduced [4]. In this variant, the probabilities are initially associated with the axioms, and the probability of a generated string is computed by multiplying the probabilities of all occurrences of the initial strings in the computation of the string. Strings for the language are selected according to some probabilistic requirements. In this paper, we study fundamental properties of probabilistic simple sticker systems. We prove that the probabilistic enhancement increases the computational power of simple sticker systems.

Predicting Rib Fracture Risk With Whole-Body Finite Element Models: Development and Preliminary Evaluation of a Probabilistic Analytical Framework

PubMed Central

Forman, Jason L.; Kent, Richard W.; Mroz, Krystoffer; Pipkorn, Bengt; Bostrom, Ola; Segui-Gomez, Maria

2012-01-01

This study sought to develop a strain-based probabilistic method to predict rib fracture risk with whole-body finite element (FE) models, and to describe a method to combine the results with collision exposure information to predict injury risk and potential intervention effectiveness in the field. An age-adjusted ultimate strain distribution was used to estimate local rib fracture probabilities within an FE model. These local probabilities were combined to predict injury risk and severity within the whole ribcage. The ultimate strain distribution was developed from a literature dataset of 133 tests. Frontal collision simulations were performed with the THUMS (Total HUman Model for Safety) model with four levels of delta-V and two restraints: a standard 3-point belt and a progressive 3.5–7 kN force-limited, pretensioned (FL+PT) belt. The results of three simulations (29 km/h standard, 48 km/h standard, and 48 km/h FL+PT) were compared to matched cadaver sled tests. The numbers of fractures predicted for the comparison cases were consistent with those observed experimentally. Combining these results with field exposure informantion (ΔV, NASS-CDS 1992–2002) suggests a 8.9% probability of incurring AIS3+ rib fractures for a 60 year-old restrained by a standard belt in a tow-away frontal collision with this restraint, vehicle, and occupant configuration, compared to 4.6% for the FL+PT belt. This is the first study to describe a probabilistic framework to predict rib fracture risk based on strains observed in human-body FE models. Using this analytical framework, future efforts may incorporate additional subject or collision factors for multi-variable probabilistic injury prediction. PMID:23169122

Probabilistic Modeling of the Renal Stone Formation Module

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

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.

Quantum probabilistic logic programming

NASA Astrophysics Data System (ADS)

Balu, Radhakrishnan

2015-05-01

We describe a quantum mechanics based logic programming language that supports Horn clauses, random variables, and covariance matrices to express and solve problems in probabilistic logic. The Horn clauses of the language wrap random variables, including infinite valued, to express probability distributions and statistical correlations, a powerful feature to capture relationship between distributions that are not independent. The expressive power of the language is based on a mechanism to implement statistical ensembles and to solve the underlying SAT instances using quantum mechanical machinery. We exploit the fact that classical random variables have quantum decompositions to build the Horn clauses. We establish the semantics of the language in a rigorous fashion by considering an existing probabilistic logic language called PRISM with classical probability measures defined on the Herbrand base and extending it to the quantum context. In the classical case H-interpretations form the sample space and probability measures defined on them lead to consistent definition of probabilities for well formed formulae. In the quantum counterpart, we define probability amplitudes on Hinterpretations facilitating the model generations and verifications via quantum mechanical superpositions and entanglements. We cast the well formed formulae of the language as quantum mechanical observables thus providing an elegant interpretation for their probabilities. We discuss several examples to combine statistical ensembles and predicates of first order logic to reason with situations involving uncertainty.

Probabilistic forecasting of extreme weather events based on extreme value theory

NASA Astrophysics Data System (ADS)

Van De Vyver, Hans; Van Schaeybroeck, Bert

2016-04-01

Extreme events in weather and climate such as high wind gusts, heavy precipitation or extreme temperatures are commonly associated with high impacts on both environment and society. Forecasting extreme weather events is difficult, and very high-resolution models are needed to describe explicitly extreme weather phenomena. A prediction system for such events should therefore preferably be probabilistic in nature. Probabilistic forecasts and state estimations are nowadays common in the numerical weather prediction community. In this work, we develop a new probabilistic framework based on extreme value theory that aims to provide early warnings up to several days in advance. We consider the combined events when an observation variable Y (for instance wind speed) exceeds a high threshold y and its corresponding deterministic forecasts X also exceeds a high forecast threshold y. More specifically two problems are addressed:} We consider pairs (X,Y) of extreme events where X represents a deterministic forecast, and Y the observation variable (for instance wind speed). More specifically two problems are addressed: Given a high forecast X=x_0, what is the probability that Y>y? In other words: provide inference on the conditional probability: [ Pr{Y>y|X=x_0}. ] Given a probabilistic model for Problem 1, what is the impact on the verification analysis of extreme events. These problems can be solved with bivariate extremes (Coles, 2001), and the verification analysis in (Ferro, 2007). We apply the Ramos and Ledford (2009) parametric model for bivariate tail estimation of the pair (X,Y). The model accommodates different types of extremal dependence and asymmetry within a parsimonious representation. Results are presented using the ensemble reforecast system of the European Centre of Weather Forecasts (Hagedorn, 2008). Coles, S. (2001) An Introduction to Statistical modelling of Extreme Values. Springer-Verlag.Ferro, C.A.T. (2007) A probability model for verifying deterministic forecasts of extreme events. Wea. Forecasting {22}, 1089-1100.Hagedorn, R. (2008) Using the ECMWF reforecast dataset to calibrate EPS forecasts. ECMWF Newsletter, {117}, 8-13.Ramos, A., Ledford, A. (2009) A new class of models for bivariate joint tails. J.R. Statist. Soc. B {71}, 219-241.

Probabilistic Model for Untargeted Peak Detection in LC-MS Using Bayesian Statistics.

PubMed

Woldegebriel, Michael; Vivó-Truyols, Gabriel

2015-07-21

We introduce a novel Bayesian probabilistic peak detection algorithm for liquid chromatography-mass spectroscopy (LC-MS). The final probabilistic result allows the user to make a final decision about which points in a chromatogram are affected by a chromatographic peak and which ones are only affected by noise. The use of probabilities contrasts with the traditional method in which a binary answer is given, relying on a threshold. By contrast, with the Bayesian peak detection presented here, the values of probability can be further propagated into other preprocessing steps, which will increase (or decrease) the importance of chromatographic regions into the final results. The present work is based on the use of the statistical overlap theory of component overlap from Davis and Giddings (Davis, J. M.; Giddings, J. Anal. Chem. 1983, 55, 418-424) as prior probability in the Bayesian formulation. The algorithm was tested on LC-MS Orbitrap data and was able to successfully distinguish chemical noise from actual peaks without any data preprocessing.

Probabilistic description of probable maximum precipitation

NASA Astrophysics Data System (ADS)

Ben Alaya, Mohamed Ali; Zwiers, Francis W.; Zhang, Xuebin

2017-04-01

Probable Maximum Precipitation (PMP) is the key parameter used to estimate probable Maximum Flood (PMF). PMP and PMF are important for dam safety and civil engineering purposes. Even if the current knowledge of storm mechanisms remains insufficient to properly evaluate limiting values of extreme precipitation, PMP estimation methods are still based on deterministic consideration, and give only single values. This study aims to provide a probabilistic description of the PMP based on the commonly used method, the so-called moisture maximization. To this end, a probabilistic bivariate extreme values model is proposed to address the limitations of traditional PMP estimates via moisture maximization namely: (i) the inability to evaluate uncertainty and to provide a range PMP values, (ii) the interpretation that a maximum of a data series as a physical upper limit (iii) and the assumption that a PMP event has maximum moisture availability. Results from simulation outputs of the Canadian Regional Climate Model CanRCM4 over North America reveal the high uncertainties inherent in PMP estimates and the non-validity of the assumption that PMP events have maximum moisture availability. This later assumption leads to overestimation of the PMP by an average of about 15% over North America, which may have serious implications for engineering design.

Understanding Probabilistic Interpretations of Physical Systems: A Prerequisite to Learning Quantum Physics.

ERIC Educational Resources Information Center

Bao, Lei; Redish, Edward F.

2002-01-01

Explains the critical role of probability in making sense of quantum physics and addresses the difficulties science and engineering undergraduates experience in helping students build a model of how to think about probability in physical systems. (Contains 17 references.) (Author/YDS)

Finding Useful Questions: On Bayesian Diagnosticity, Probability, Impact, and Information Gain

ERIC Educational Resources Information Center

Nelson, Jonathan D.

2005-01-01

Several norms for how people should assess a question's usefulness have been proposed, notably Bayesian diagnosticity, information gain (mutual information), Kullback-Liebler distance, probability gain (error minimization), and impact (absolute change). Several probabilistic models of previous experiments on categorization, covariation assessment,…

Probabilistic brains: knowns and unknowns

PubMed Central

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

2015-01-01

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

Probabilistic forecasting for extreme NO2 pollution episodes.

PubMed

Aznarte, José L

2017-10-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

A Probabilistic Assessment of the Next Geomagnetic Reversal

NASA Astrophysics Data System (ADS)

Buffett, Bruce; Davis, William

2018-02-01

Deterministic forecasts for the next geomagnetic reversal are not feasible due to large uncertainties in the present-day state of the Earth's core. A more practical approach relies on probabilistic assessments using paleomagnetic observations to characterize the amplitude of fluctuations in the geomagnetic dipole. We use paleomagnetic observations for the past 2 Myr to construct a stochastic model for the axial dipole field and apply well-established methods to evaluate the probability of the next geomagnetic reversal as a function of time. For a present-day axial dipole moment of 7.6 × 1022 A m2, the probability of the dipole entering a reversed state is less than 2% after 20 kyr. This probability rises to 11% after 50 kyr. An imminent geomagnetic reversal is not supported by paleomagnetic observations. The current rate of decline in the dipole moment is unusual but within the natural variability predicted by the stochastic model.

A quantum probability perspective on borderline vagueness.

PubMed

Blutner, Reinhard; Pothos, Emmanuel M; Bruza, Peter

2013-10-01

The term "vagueness" describes a property of natural concepts, which normally have fuzzy boundaries, admit borderline cases, and are susceptible to Zeno's sorites paradox. We will discuss the psychology of vagueness, especially experiments investigating the judgment of borderline cases and contradictions. In the theoretical part, we will propose a probabilistic model that describes the quantitative characteristics of the experimental finding and extends Alxatib's and Pelletier's () theoretical analysis. The model is based on a Hopfield network for predicting truth values. Powerful as this classical perspective is, we show that it falls short of providing an adequate coverage of the relevant empirical results. In the final part, we will argue that a substantial modification of the analysis put forward by Alxatib and Pelletier and its probabilistic pendant is needed. The proposed modification replaces the standard notion of probabilities by quantum probabilities. The crucial phenomenon of borderline contradictions can be explained then as a quantum interference phenomenon. © 2013 Cognitive Science Society, Inc.

Probabilistic framework for product design optimization and risk management

NASA Astrophysics Data System (ADS)

Keski-Rahkonen, J. K.

2018-05-01

Probabilistic methods have gradually gained ground within engineering practices but currently it is still the industry standard to use deterministic safety margin approaches to dimensioning components and qualitative methods to manage product risks. These methods are suitable for baseline design work but quantitative risk management and product reliability optimization require more advanced predictive approaches. Ample research has been published on how to predict failure probabilities for mechanical components and furthermore to optimize reliability through life cycle cost analysis. This paper reviews the literature for existing methods and tries to harness their best features and simplify the process to be applicable in practical engineering work. Recommended process applies Monte Carlo method on top of load-resistance models to estimate failure probabilities. Furthermore, it adds on existing literature by introducing a practical framework to use probabilistic models in quantitative risk management and product life cycle costs optimization. The main focus is on mechanical failure modes due to the well-developed methods used to predict these types of failures. However, the same framework can be applied on any type of failure mode as long as predictive models can be developed.

Scientific assessment of accuracy, skill and reliability of ocean probabilistic forecast products.

NASA Astrophysics Data System (ADS)

Wei, M.; Rowley, C. D.; Barron, C. N.; Hogan, P. J.

2016-02-01

As ocean operational centers are increasingly adopting and generating probabilistic forecast products for their customers with valuable forecast uncertainties, how to assess and measure these complicated probabilistic forecast products objectively is challenging. The first challenge is how to deal with the huge amount of the data from the ensemble forecasts. The second one is how to describe the scientific quality of probabilistic products. In fact, probabilistic forecast accuracy, skills, reliability, resolutions are different attributes of a forecast system. We briefly introduce some of the fundamental metrics such as the Reliability Diagram, Reliability, Resolution, Brier Score (BS), Brier Skill Score (BSS), Ranked Probability Score (RPS), Ranked Probability Skill Score (RPSS), Continuous Ranked Probability Score (CRPS), and Continuous Ranked Probability Skill Score (CRPSS). The values and significance of these metrics are demonstrated for the forecasts from the US Navy's regional ensemble system with different ensemble members. The advantages and differences of these metrics are studied and clarified.

From information processing to decisions: Formalizing and comparing psychologically plausible choice models.

PubMed

Heck, Daniel W; Hilbig, Benjamin E; Moshagen, Morten

2017-08-01

Decision strategies explain how people integrate multiple sources of information to make probabilistic inferences. In the past decade, increasingly sophisticated methods have been developed to determine which strategy explains decision behavior best. We extend these efforts to test psychologically more plausible models (i.e., strategies), including a new, probabilistic version of the take-the-best (TTB) heuristic that implements a rank order of error probabilities based on sequential processing. Within a coherent statistical framework, deterministic and probabilistic versions of TTB and other strategies can directly be compared using model selection by minimum description length or the Bayes factor. In an experiment with inferences from given information, only three of 104 participants were best described by the psychologically plausible, probabilistic version of TTB. Similar as in previous studies, most participants were classified as users of weighted-additive, a strategy that integrates all available information and approximates rational decisions. Copyright © 2017 Elsevier Inc. All rights reserved.

Probabilistic #D data fusion for multiresolution surface generation

NASA Technical Reports Server (NTRS)

Manduchi, R.; Johnson, A. E.

2002-01-01

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

Bayesian anomaly detection in monitoring data applying relevance vector machine

NASA Astrophysics Data System (ADS)

Saito, Tomoo

2011-04-01

A method for automatically classifying the monitoring data into two categories, normal and anomaly, is developed in order to remove anomalous data included in the enormous amount of monitoring data, applying the relevance vector machine (RVM) to a probabilistic discriminative model with basis functions and their weight parameters whose posterior PDF (probabilistic density function) conditional on the learning data set is given by Bayes' theorem. The proposed framework is applied to actual monitoring data sets containing some anomalous data collected at two buildings in Tokyo, Japan, which shows that the trained models discriminate anomalous data from normal data very clearly, giving high probabilities of being normal to normal data and low probabilities of being normal to anomalous data.

Probabilistic structural analysis methods for select space propulsion system components

NASA Technical Reports Server (NTRS)

Millwater, H. R.; Cruse, T. A.

1989-01-01

The Probabilistic Structural Analysis Methods (PSAM) project developed at the Southwest Research Institute integrates state-of-the-art structural analysis techniques with probability theory for the design and analysis of complex large-scale engineering structures. An advanced efficient software system (NESSUS) capable of performing complex probabilistic analysis has been developed. NESSUS contains a number of software components to perform probabilistic analysis of structures. These components include: an expert system, a probabilistic finite element code, a probabilistic boundary element code and a fast probability integrator. The NESSUS software system is shown. An expert system is included to capture and utilize PSAM knowledge and experience. NESSUS/EXPERT is an interactive menu-driven expert system that provides information to assist in the use of the probabilistic finite element code NESSUS/FEM and the fast probability integrator (FPI). The expert system menu structure is summarized. The NESSUS system contains a state-of-the-art nonlinear probabilistic finite element code, NESSUS/FEM, to determine the structural response and sensitivities. A broad range of analysis capabilities and an extensive element library is present.

Developing Probabilistic Safety Performance Margins for Unknown and Underappreciated Risks

NASA Technical Reports Server (NTRS)

Benjamin, Allan; Dezfuli, Homayoon; Everett, Chris

2015-01-01

Probabilistic safety requirements currently formulated or proposed for space systems, nuclear reactor systems, nuclear weapon systems, and other types of systems that have a low-probability potential for high-consequence accidents depend on showing that the probability of such accidents is below a specified safety threshold or goal. Verification of compliance depends heavily upon synthetic modeling techniques such as PRA. To determine whether or not a system meets its probabilistic requirements, it is necessary to consider whether there are significant risks that are not fully considered in the PRA either because they are not known at the time or because their importance is not fully understood. The ultimate objective is to establish a reasonable margin to account for the difference between known risks and actual risks in attempting to validate compliance with a probabilistic safety threshold or goal. In this paper, we examine data accumulated over the past 60 years from the space program, from nuclear reactor experience, from aircraft systems, and from human reliability experience to formulate guidelines for estimating probabilistic margins to account for risks that are initially unknown or underappreciated. The formulation includes a review of the safety literature to identify the principal causes of such risks.

Virulo

EPA Science Inventory

Virulo is a probabilistic model for predicting virus attenuation. Monte Carlo methods are used to generate ensemble simulations of virus attenuation due to physical, biological, and chemical factors. The model generates a probability of failure to achieve a chosen degree o...

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

PubMed Central

Lin, Jimmy; Wilbur, W John

2007-01-01

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

Probabilistic liver atlas construction.

PubMed

Dura, Esther; Domingo, Juan; Ayala, Guillermo; Marti-Bonmati, Luis; Goceri, E

2017-01-13

Anatomical atlases are 3D volumes or shapes representing an organ or structure of the human body. They contain either the prototypical shape of the object of interest together with other shapes representing its statistical variations (statistical atlas) or a probability map of belonging to the object (probabilistic atlas). Probabilistic atlases are mostly built with simple estimations only involving the data at each spatial location. A new method for probabilistic atlas construction that uses a generalized linear model is proposed. This method aims to improve the estimation of the probability to be covered by the liver. Furthermore, all methods to build an atlas involve previous coregistration of the sample of shapes available. The influence of the geometrical transformation adopted for registration in the quality of the final atlas has not been sufficiently investigated. The ability of an atlas to adapt to a new case is one of the most important quality criteria that should be taken into account. The presented experiments show that some methods for atlas construction are severely affected by the previous coregistration step. We show the good performance of the new approach. Furthermore, results suggest that extremely flexible registration methods are not always beneficial, since they can reduce the variability of the atlas and hence its ability to give sensible values of probability when used as an aid in segmentation of new cases.

Perception of Risk and Terrorism-Related Behavior Change: Dual Influences of Probabilistic Reasoning and Reality Testing.

PubMed

Denovan, Andrew; Dagnall, Neil; Drinkwater, Kenneth; Parker, Andrew; Clough, Peter

2017-01-01

The present study assessed the degree to which probabilistic reasoning performance and thinking style influenced perception of risk and self-reported levels of terrorism-related behavior change. A sample of 263 respondents, recruited via convenience sampling, completed a series of measures comprising probabilistic reasoning tasks (perception of randomness, base rate, probability, and conjunction fallacy), the Reality Testing subscale of the Inventory of Personality Organization (IPO-RT), the Domain-Specific Risk-Taking Scale, and a terrorism-related behavior change scale. Structural equation modeling examined three progressive models. Firstly, the Independence Model assumed that probabilistic reasoning, perception of risk and reality testing independently predicted terrorism-related behavior change. Secondly, the Mediation Model supposed that probabilistic reasoning and reality testing correlated, and indirectly predicted terrorism-related behavior change through perception of risk. Lastly, the Dual-Influence Model proposed that probabilistic reasoning indirectly predicted terrorism-related behavior change via perception of risk, independent of reality testing. Results indicated that performance on probabilistic reasoning tasks most strongly predicted perception of risk, and preference for an intuitive thinking style (measured by the IPO-RT) best explained terrorism-related behavior change. The combination of perception of risk with probabilistic reasoning ability in the Dual-Influence Model enhanced the predictive power of the analytical-rational route, with conjunction fallacy having a significant indirect effect on terrorism-related behavior change via perception of risk. The Dual-Influence Model possessed superior fit and reported similar predictive relations between intuitive-experiential and analytical-rational routes and terrorism-related behavior change. The discussion critically examines these findings in relation to dual-processing frameworks. This includes considering the limitations of current operationalisations and recommendations for future research that align outcomes and subsequent work more closely to specific dual-process models.

Perception of Risk and Terrorism-Related Behavior Change: Dual Influences of Probabilistic Reasoning and Reality Testing

PubMed Central

Denovan, Andrew; Dagnall, Neil; Drinkwater, Kenneth; Parker, Andrew; Clough, Peter

2017-01-01

The present study assessed the degree to which probabilistic reasoning performance and thinking style influenced perception of risk and self-reported levels of terrorism-related behavior change. A sample of 263 respondents, recruited via convenience sampling, completed a series of measures comprising probabilistic reasoning tasks (perception of randomness, base rate, probability, and conjunction fallacy), the Reality Testing subscale of the Inventory of Personality Organization (IPO-RT), the Domain-Specific Risk-Taking Scale, and a terrorism-related behavior change scale. Structural equation modeling examined three progressive models. Firstly, the Independence Model assumed that probabilistic reasoning, perception of risk and reality testing independently predicted terrorism-related behavior change. Secondly, the Mediation Model supposed that probabilistic reasoning and reality testing correlated, and indirectly predicted terrorism-related behavior change through perception of risk. Lastly, the Dual-Influence Model proposed that probabilistic reasoning indirectly predicted terrorism-related behavior change via perception of risk, independent of reality testing. Results indicated that performance on probabilistic reasoning tasks most strongly predicted perception of risk, and preference for an intuitive thinking style (measured by the IPO-RT) best explained terrorism-related behavior change. The combination of perception of risk with probabilistic reasoning ability in the Dual-Influence Model enhanced the predictive power of the analytical-rational route, with conjunction fallacy having a significant indirect effect on terrorism-related behavior change via perception of risk. The Dual-Influence Model possessed superior fit and reported similar predictive relations between intuitive-experiential and analytical-rational routes and terrorism-related behavior change. The discussion critically examines these findings in relation to dual-processing frameworks. This includes considering the limitations of current operationalisations and recommendations for future research that align outcomes and subsequent work more closely to specific dual-process models. PMID:29062288

Identification of probabilities.

PubMed

Vitányi, Paul M B; Chater, Nick

2017-02-01

Within psychology, neuroscience and artificial intelligence, there has been increasing interest in the proposal that the brain builds probabilistic models of sensory and linguistic input: that is, to infer a probabilistic model from a sample. The practical problems of such inference are substantial: the brain has limited data and restricted computational resources. But there is a more fundamental question: is the problem of inferring a probabilistic model from a sample possible even in principle? We explore this question and find some surprisingly positive and general results. First, for a broad class of probability distributions characterized by computability restrictions, we specify a learning algorithm that will almost surely identify a probability distribution in the limit given a finite i.i.d. sample of sufficient but unknown length. This is similarly shown to hold for sequences generated by a broad class of Markov chains, subject to computability assumptions. The technical tool is the strong law of large numbers. Second, for a large class of dependent sequences, we specify an algorithm which identifies in the limit a computable measure for which the sequence is typical, in the sense of Martin-Löf (there may be more than one such measure). The technical tool is the theory of Kolmogorov complexity. We analyze the associated predictions in both cases. We also briefly consider special cases, including language learning, and wider theoretical implications for psychology.

A range of complex probabilistic models for RNA secondary structure prediction that includes the nearest-neighbor model and more.

PubMed

Rivas, Elena; Lang, Raymond; Eddy, Sean R

2012-02-01

The standard approach for single-sequence RNA secondary structure prediction uses a nearest-neighbor thermodynamic model with several thousand experimentally determined energy parameters. An attractive alternative is to use statistical approaches with parameters estimated from growing databases of structural RNAs. Good results have been reported for discriminative statistical methods using complex nearest-neighbor models, including CONTRAfold, Simfold, and ContextFold. Little work has been reported on generative probabilistic models (stochastic context-free grammars [SCFGs]) of comparable complexity, although probabilistic models are generally easier to train and to use. To explore a range of probabilistic models of increasing complexity, and to directly compare probabilistic, thermodynamic, and discriminative approaches, we created TORNADO, a computational tool that can parse a wide spectrum of RNA grammar architectures (including the standard nearest-neighbor model and more) using a generalized super-grammar that can be parameterized with probabilities, energies, or arbitrary scores. By using TORNADO, we find that probabilistic nearest-neighbor models perform comparably to (but not significantly better than) discriminative methods. We find that complex statistical models are prone to overfitting RNA structure and that evaluations should use structurally nonhomologous training and test data sets. Overfitting has affected at least one published method (ContextFold). The most important barrier to improving statistical approaches for RNA secondary structure prediction is the lack of diversity of well-curated single-sequence RNA secondary structures in current RNA databases.

A range of complex probabilistic models for RNA secondary structure prediction that includes the nearest-neighbor model and more

PubMed Central

Rivas, Elena; Lang, Raymond; Eddy, Sean R.

2012-01-01

The standard approach for single-sequence RNA secondary structure prediction uses a nearest-neighbor thermodynamic model with several thousand experimentally determined energy parameters. An attractive alternative is to use statistical approaches with parameters estimated from growing databases of structural RNAs. Good results have been reported for discriminative statistical methods using complex nearest-neighbor models, including CONTRAfold, Simfold, and ContextFold. Little work has been reported on generative probabilistic models (stochastic context-free grammars [SCFGs]) of comparable complexity, although probabilistic models are generally easier to train and to use. To explore a range of probabilistic models of increasing complexity, and to directly compare probabilistic, thermodynamic, and discriminative approaches, we created TORNADO, a computational tool that can parse a wide spectrum of RNA grammar architectures (including the standard nearest-neighbor model and more) using a generalized super-grammar that can be parameterized with probabilities, energies, or arbitrary scores. By using TORNADO, we find that probabilistic nearest-neighbor models perform comparably to (but not significantly better than) discriminative methods. We find that complex statistical models are prone to overfitting RNA structure and that evaluations should use structurally nonhomologous training and test data sets. Overfitting has affected at least one published method (ContextFold). The most important barrier to improving statistical approaches for RNA secondary structure prediction is the lack of diversity of well-curated single-sequence RNA secondary structures in current RNA databases. PMID:22194308

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

PubMed Central

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

2014-01-01

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

Probabilistic reasoning in data analysis.

PubMed

Sirovich, Lawrence

2011-09-20

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

DCMDN: Deep Convolutional Mixture Density Network

NASA Astrophysics Data System (ADS)

D'Isanto, Antonio; Polsterer, Kai Lars

2017-09-01

Deep Convolutional Mixture Density Network (DCMDN) estimates probabilistic photometric redshift directly from multi-band imaging data by combining a version of a deep convolutional network with a mixture density network. The estimates are expressed as Gaussian mixture models representing the probability density functions (PDFs) in the redshift space. In addition to the traditional scores, the continuous ranked probability score (CRPS) and the probability integral transform (PIT) are applied as performance criteria. DCMDN is able to predict redshift PDFs independently from the type of source, e.g. galaxies, quasars or stars and renders pre-classification of objects and feature extraction unnecessary; the method is extremely general and allows the solving of any kind of probabilistic regression problems based on imaging data, such as estimating metallicity or star formation rate in galaxies.

Phonotactics, Neighborhood Activation, and Lexical Access for Spoken Words

PubMed Central

Vitevitch, Michael S.; Luce, Paul A.; Pisoni, David B.; Auer, Edward T.

2012-01-01

Probabilistic phonotactics refers to the relative frequencies of segments and sequences of segments in spoken words. Neighborhood density refers to the number of words that are phonologically similar to a given word. Despite a positive correlation between phonotactic probability and neighborhood density, nonsense words with high probability segments and sequences are responded to more quickly than nonsense words with low probability segments and sequences, whereas real words occurring in dense similarity neighborhoods are responded to more slowly than real words occurring in sparse similarity neighborhoods. This contradiction may be resolved by hypothesizing that effects of probabilistic phonotactics have a sublexical focus and that effects of similarity neighborhood density have a lexical focus. The implications of this hypothesis for models of spoken word recognition are discussed. PMID:10433774

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

PubMed

Herzallah, Randa

2015-03-01

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

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 2. Application to Owens Valley, California

USGS Publications Warehouse

Guymon, Gary L.; Yen, Chung-Cheng

1990-01-01

The applicability of a deterministic-probabilistic model for predicting water tables in southern Owens Valley, California, is evaluated. The model is based on a two-layer deterministic model that is cascaded with a two-point probability model. To reduce the potentially large number of uncertain variables in the deterministic model, lumping of uncertain variables was evaluated by sensitivity analysis to reduce the total number of uncertain variables to three variables: hydraulic conductivity, storage coefficient or specific yield, and source-sink function. Results demonstrate that lumping of uncertain parameters reduces computational effort while providing sufficient precision for the case studied. Simulated spatial coefficients of variation for water table temporal position in most of the basin is small, which suggests that deterministic models can predict water tables in these areas with good precision. However, in several important areas where pumping occurs or the geology is complex, the simulated spatial coefficients of variation are over estimated by the two-point probability method.

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 2. Application to Owens Valley, California

NASA Astrophysics Data System (ADS)

Guymon, Gary L.; Yen, Chung-Cheng

1990-07-01

The applicability of a deterministic-probabilistic model for predicting water tables in southern Owens Valley, California, is evaluated. The model is based on a two-layer deterministic model that is cascaded with a two-point probability model. To reduce the potentially large number of uncertain variables in the deterministic model, lumping of uncertain variables was evaluated by sensitivity analysis to reduce the total number of uncertain variables to three variables: hydraulic conductivity, storage coefficient or specific yield, and source-sink function. Results demonstrate that lumping of uncertain parameters reduces computational effort while providing sufficient precision for the case studied. Simulated spatial coefficients of variation for water table temporal position in most of the basin is small, which suggests that deterministic models can predict water tables in these areas with good precision. However, in several important areas where pumping occurs or the geology is complex, the simulated spatial coefficients of variation are over estimated by the two-point probability method.

Probabilistic representation in syllogistic reasoning: A theory to integrate mental models and heuristics.

PubMed

Hattori, Masasi

2016-12-01

This paper presents a new theory of syllogistic reasoning. The proposed model assumes there are probabilistic representations of given signature situations. Instead of conducting an exhaustive search, the model constructs an individual-based "logical" mental representation that expresses the most probable state of affairs, and derives a necessary conclusion that is not inconsistent with the model using heuristics based on informativeness. The model is a unification of previous influential models. Its descriptive validity has been evaluated against existing empirical data and two new experiments, and by qualitative analyses based on previous empirical findings, all of which supported the theory. The model's behavior is also consistent with findings in other areas, including working memory capacity. The results indicate that people assume the probabilities of all target events mentioned in a syllogism to be almost equal, which suggests links between syllogistic reasoning and other areas of cognition. Copyright © 2016 The Author(s). Published by Elsevier B.V. All rights reserved.

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

PubMed

Frommholz, Ingo; Roelleke, Thomas

2016-01-01

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

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

PubMed

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

2016-11-15

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

Probabilistic self-organizing maps for continuous data.

PubMed

Lopez-Rubio, Ezequiel

2010-10-01

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

Added value of non-calibrated and BMA calibrated AEMET-SREPS probabilistic forecasts: the 24 January 2009 extreme wind event over Catalonia

NASA Astrophysics Data System (ADS)

Escriba, P. A.; Callado, A.; Santos, D.; Santos, C.; Simarro, J.; García-Moya, J. A.

2009-09-01

At 00 UTC 24 January 2009 an explosive ciclogenesis originated over the Atlantic Ocean reached its maximum intensity with observed surface pressures lower than 970 hPa on its center and placed at Gulf of Vizcaya. During its path through southern France this low caused strong westerly and north-westerly winds over the Iberian Peninsula higher than 150 km/h at some places. These extreme winds leaved 10 casualties in Spain, 8 of them in Catalonia. The aim of this work is to show whether exists an added value in the short range prediction of the 24 January 2009 strong winds when using the Short Range Ensemble Prediction System (SREPS) of the Spanish Meteorological Agency (AEMET), with respect to the operational forecasting tools. This study emphasizes two aspects of probabilistic forecasting: the ability of a 3-day forecast of warn an extreme windy event and the ability of quantifying the predictability of the event so that giving value to deterministic forecast. Two type of probabilistic forecasts of wind are carried out, a non-calibrated and a calibrated one using Bayesian Model Averaging (BMA). AEMET runs daily experimentally SREPS twice a day (00 and 12 UTC). This system consists of 20 members that are constructed by integrating 5 local area models, COSMO (COSMO), HIRLAM (HIRLAM Consortium), HRM (DWD), MM5 (NOAA) and UM (UKMO), at 25 km of horizontal resolution. Each model uses 4 different initial and boundary conditions, the global models GFS (NCEP), GME (DWD), IFS (ECMWF) and UM. By this way it is obtained a probabilistic forecast that takes into account the initial, the contour and the model errors. BMA is a statistical tool for combining predictive probability functions from different sources. The BMA predictive probability density function (PDF) is a weighted average of PDFs centered on the individual bias-corrected forecasts. The weights are equal to posterior probabilities of the models generating the forecasts and reflect the skill of the ensemble members. Here BMA is applied to provide probabilistic forecasts of wind speed. In this work several forecasts for different time ranges (H+72, H+48 and H+24) of 10 meters wind speed over Catalonia are verified subjectively at one of the instants of maximum intensity, 12 UTC 24 January 2009. On one hand, three probabilistic forecasts are compared, ECMWF EPS, non-calibrated SREPS and calibrated SREPS. On the other hand, the relationship between predictability and skill of deterministic forecast is studied by looking at HIRLAM 0.16 deterministic forecasts of the event. Verification is focused on location and intensity of 10 meters wind speed and 10-minutal measures from AEMET automatic ground stations are used as observations. The results indicate that SREPS is able to forecast three days ahead mean winds higher than 36 km/h and that correctly localizes them with a significant probability of ocurrence in the affected area. The probability is higher after BMA calibration of the ensemble. The fact that probability of strong winds is high allows us to state that the predictability of the event is also high and, as a consequence, deterministic forecasts are more reliable. This is confirmed when verifying HIRLAM deterministic forecasts against observed values.

Will current probabilistic climate change information, as such, improve adaptation?

NASA Astrophysics Data System (ADS)

Lopez, A.; Smith, L. A.

2012-04-01

Probabilistic climate scenarios are currently being provided to end users, to employ as probabilities in adaptation decision making, with the explicit suggestion that they quantify the impacts of climate change relevant to a variety of sectors. These "probabilities" are, however, rather sensitive to the assumptions in, and the structure of the modelling approaches used to generate them. It is often argued that stakeholders require probabilistic climate change information to adequately evaluate and plan adaptation pathways. On the other hand, some circumstantial evidence suggests that on the ground decision making rarely uses well defined probability distributions of climate change as inputs. Nevertheless it is within this context of probability distributions of climate change that we discuss possible drawbacks of supplying information that, while presented as robust and decision relevant, , is in fact unlikely to be so due to known flaws both in the underlying models and in the methodology used to "account for" those known flaws. How might one use a probability forecast that is expected to change in the future, not due to a refinement in our information but due to fundamental flaws in its construction? What then are the alternatives? While the answer will depend on the context of the problem at hand, a good approach will be strongly informed by the timescale of the given planning decision, and the consideration of all the non-climatic factors that have to be taken into account in the corresponding risk assessment. Using a water resources system as an example, we illustrate an alternative approach to deal with these challenges and make robust adaptation decisions today.

Calibrating perceived understanding and competency in probability concepts: A diagnosis of learning difficulties based on Rasch probabilistic model

NASA Astrophysics Data System (ADS)

Mahmud, Zamalia; Porter, Anne; Salikin, Masniyati; Ghani, Nor Azura Md

2015-12-01

Students' understanding of probability concepts have been investigated from various different perspectives. Competency on the other hand is often measured separately in the form of test structure. This study was set out to show that perceived understanding and competency can be calibrated and assessed together using Rasch measurement tools. Forty-four students from the STAT131 Understanding Uncertainty and Variation course at the University of Wollongong, NSW have volunteered to participate in the study. Rasch measurement which is based on a probabilistic model is used to calibrate the responses from two survey instruments and investigate the interactions between them. Data were captured from the e-learning platform Moodle where students provided their responses through an online quiz. The study shows that majority of the students perceived little understanding about conditional and independent events prior to learning about it but tend to demonstrate a slightly higher competency level afterward. Based on the Rasch map, there is indication of some increase in learning and knowledge about some probability concepts at the end of the two weeks lessons on probability concepts.

A mediation model to explain decision making under conditions of risk among adolescents: the role of fluid intelligence and probabilistic reasoning.

PubMed

Donati, Maria Anna; Panno, Angelo; Chiesi, Francesca; Primi, Caterina

2014-01-01

This study tested the mediating role of probabilistic reasoning ability in the relationship between fluid intelligence and advantageous decision making among adolescents in explicit situations of risk--that is, in contexts in which information on the choice options (gains, losses, and probabilities) were explicitly presented at the beginning of the task. Participants were 282 adolescents attending high school (77% males, mean age = 17.3 years). We first measured fluid intelligence and probabilistic reasoning ability. Then, to measure decision making under explicit conditions of risk, participants performed the Game of Dice Task, in which they have to decide among different alternatives that are explicitly linked to a specific amount of gain or loss and have obvious winning probabilities that are stable over time. Analyses showed a significant positive indirect effect of fluid intelligence on advantageous decision making through probabilistic reasoning ability that acted as a mediator. Specifically, fluid intelligence may enhance ability to reason in probabilistic terms, which in turn increases the likelihood of advantageous choices when adolescents are confronted with an explicit decisional context. Findings show that in experimental paradigm settings, adolescents are able to make advantageous decisions using cognitive abilities when faced with decisions under explicit risky conditions. This study suggests that interventions designed to promote probabilistic reasoning, for example by incrementing the mathematical prerequisites necessary to reason in probabilistic terms, may have a positive effect on adolescents' decision-making abilities.

Estimating rates of local extinction and colonization in colonial species and an extension to the metapopulation and community levels

USGS Publications Warehouse

Barbraud, C.; Nichols, J.D.; Hines, J.E.; Hafner, H.

2003-01-01

Coloniality has mainly been studied from an evolutionary perspective, but relatively few studies have developed methods for modelling colony dynamics. Changes in number of colonies over time provide a useful tool for predicting and evaluating the responses of colonial species to management and to environmental disturbance. Probabilistic Markov process models have been recently used to estimate colony site dynamics using presence-absence data when all colonies are detected in sampling efforts. Here, we define and develop two general approaches for the modelling and analysis of colony dynamics for sampling situations in which all colonies are, and are not, detected. For both approaches, we develop a general probabilistic model for the data and then constrain model parameters based on various hypotheses about colony dynamics. We use Akaike's Information Criterion (AIC) to assess the adequacy of the constrained models. The models are parameterised with conditional probabilities of local colony site extinction and colonization. Presence-absence data arising from Pollock's robust capture-recapture design provide the basis for obtaining unbiased estimates of extinction, colonization, and detection probabilities when not all colonies are detected. This second approach should be particularly useful in situations where detection probabilities are heterogeneous among colony sites. The general methodology is illustrated using presence-absence data on two species of herons (Purple Heron, Ardea purpurea and Grey Heron, Ardea cinerea). Estimates of the extinction and colonization rates showed interspecific differences and strong temporal and spatial variations. We were also able to test specific predictions about colony dynamics based on ideas about habitat change and metapopulation dynamics. We recommend estimators based on probabilistic modelling for future work on colony dynamics. We also believe that this methodological framework has wide application to problems in animal ecology concerning metapopulation and community dynamics.

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

PubMed Central

Legenstein, Robert; Maass, Wolfgang

2014-01-01

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

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

Development of probabilistic regional climate scenario in East Asia

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

The impact of personalized probabilistic wall thickness models on peak wall stress in abdominal aortic aneurysms.

PubMed

Biehler, J; Wall, W A

2018-02-01

If computational models are ever to be used in high-stakes decision making in clinical practice, the use of personalized models and predictive simulation techniques is a must. This entails rigorous quantification of uncertainties as well as harnessing available patient-specific data to the greatest extent possible. Although researchers are beginning to realize that taking uncertainty in model input parameters into account is a necessity, the predominantly used probabilistic description for these uncertain parameters is based on elementary random variable models. In this work, we set out for a comparison of different probabilistic models for uncertain input parameters using the example of an uncertain wall thickness in finite element models of abdominal aortic aneurysms. We provide the first comparison between a random variable and a random field model for the aortic wall and investigate the impact on the probability distribution of the computed peak wall stress. Moreover, we show that the uncertainty about the prevailing peak wall stress can be reduced if noninvasively available, patient-specific data are harnessed for the construction of the probabilistic wall thickness model. Copyright © 2017 John Wiley & Sons, Ltd.

U.S. Patent Pending, Information Security Analysis Using Game Theory and Simulation, U.S. Patent Application No.: 14/097,840

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

Abercrombie, Robert K; Schlicher, Bob G

Vulnerability in security of an information system is quantitatively predicted. The information system may receive malicious actions against its security and may receive corrective actions for restoring the security. A game oriented agent based model is constructed in a simulator application. The game ABM model represents security activity in the information system. The game ABM model has two opposing participants including an attacker and a defender, probabilistic game rules and allowable game states. A specified number of simulations are run and a probabilistic number of the plurality of allowable game states are reached in each simulation run. The probability ofmore » reaching a specified game state is unknown prior to running each simulation. Data generated during the game states is collected to determine a probability of one or more aspects of security in the information system.« less

Probabilistically modeling lava flows with MOLASSES

NASA Astrophysics Data System (ADS)

Richardson, J. A.; Connor, L.; Connor, C.; Gallant, E.

2017-12-01

Modeling lava flows through Cellular Automata methods enables a computationally inexpensive means to quickly forecast lava flow paths and ultimate areal extents. We have developed a lava flow simulator, MOLASSES, that forecasts lava flow inundation over an elevation model from a point source eruption. This modular code can be implemented in a deterministic fashion with given user inputs that will produce a single lava flow simulation. MOLASSES can also be implemented in a probabilistic fashion where given user inputs define parameter distributions that are randomly sampled to create many lava flow simulations. This probabilistic approach enables uncertainty in input data to be expressed in the model results and MOLASSES outputs a probability map of inundation instead of a determined lava flow extent. Since the code is comparatively fast, we use it probabilistically to investigate where potential vents are located that may impact specific sites and areas, as well as the unconditional probability of lava flow inundation of sites or areas from any vent. We have validated the MOLASSES code to community-defined benchmark tests and to the real world lava flows at Tolbachik (2012-2013) and Pico do Fogo (2014-2015). To determine the efficacy of the MOLASSES simulator at accurately and precisely mimicking the inundation area of real flows, we report goodness of fit using both model sensitivity and the Positive Predictive Value, the latter of which is a Bayesian posterior statistic. Model sensitivity is often used in evaluating lava flow simulators, as it describes how much of the lava flow was successfully modeled by the simulation. We argue that the positive predictive value is equally important in determining how good a simulator is, as it describes the percentage of the simulation space that was actually inundated by lava.

Probabilistic Tsunami Hazard Assessment: the Seaside, Oregon Pilot Study

NASA Astrophysics Data System (ADS)

Gonzalez, F. I.; Geist, E. L.; Synolakis, C.; Titov, V. V.

2004-12-01

A pilot study of Seaside, Oregon is underway, to develop methodologies for probabilistic tsunami hazard assessments that can be incorporated into Flood Insurance Rate Maps (FIRMs) developed by FEMA's National Flood Insurance Program (NFIP). Current NFIP guidelines for tsunami hazard assessment rely on the science, technology and methodologies developed in the 1970s; although generally regarded as groundbreaking and state-of-the-art for its time, this approach is now superseded by modern methods that reflect substantial advances in tsunami research achieved in the last two decades. In particular, post-1990 technical advances include: improvements in tsunami source specification; improved tsunami inundation models; better computational grids by virtue of improved bathymetric and topographic databases; a larger database of long-term paleoseismic and paleotsunami records and short-term, historical earthquake and tsunami records that can be exploited to develop improved probabilistic methodologies; better understanding of earthquake recurrence and probability models. The NOAA-led U.S. National Tsunami Hazard Mitigation Program (NTHMP), in partnership with FEMA, USGS, NSF and Emergency Management and Geotechnical agencies of the five Pacific States, incorporates these advances into site-specific tsunami hazard assessments for coastal communities in Alaska, California, Hawaii, Oregon and Washington. NTHMP hazard assessment efforts currently focus on developing deterministic, "credible worst-case" scenarios that provide valuable guidance for hazard mitigation and emergency management. The NFIP focus, on the other hand, is on actuarial needs that require probabilistic hazard assessments such as those that characterize 100- and 500-year flooding events. There are clearly overlaps in NFIP and NTHMP objectives. NTHMP worst-case scenario assessments that include an estimated probability of occurrence could benefit the NFIP; NFIP probabilistic assessments of 100- and 500-yr events could benefit the NTHMP. The joint NFIP/NTHMP pilot study at Seaside, Oregon is organized into three closely related components: Probabilistic, Modeling, and Impact studies. Probabilistic studies (Geist, et al., this session) are led by the USGS and include the specification of near- and far-field seismic tsunami sources and their associated probabilities. Modeling studies (Titov, et al., this session) are led by NOAA and include the development and testing of a Seaside tsunami inundation model and an associated database of computed wave height and flow velocity fields. Impact studies (Synolakis, et al., this session) are led by USC and include the computation and analyses of indices for the categorization of hazard zones. The results of each component study will be integrated to produce a Seaside tsunami hazard map. This presentation will provide a brief overview of the project and an update on progress, while the above-referenced companion presentations will provide details on the methods used and the preliminary results obtained by each project component.

Probabilistic Risk Model for Organ Doses and Acute Health Effects of Astronauts on Lunar Missions

NASA Technical Reports Server (NTRS)

Kim, Myung-Hee Y.; Hu, Shaowen; Nounu, Hatem N.; Cucinotta, Francis A.

2009-01-01

Exposure to large solar particle events (SPEs) is a major concern during EVAs on the lunar surface and in Earth-to-Lunar transit. 15% of crew times may be on EVA with minimal radiation shielding. Therefore, an accurate assessment of SPE occurrence probability is required for the mission planning by NASA. We apply probabilistic risk assessment (PRA) for radiation protection of crews and optimization of lunar mission planning.

The application of probabilistic fracture analysis to residual life evaluation of embrittled reactor vessels

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

Dickson, T.L.; Simonen, F.A.

1992-05-01

Probabilistic fracture mechanics analysis is a major element of comprehensive probabilistic methodology on which current NRC regulatory requirements for pressurized water reactor vessel integrity evaluation are based. Computer codes such as OCA-P and VISA-II perform probabilistic fracture analyses to estimate the increase in vessel failure probability that occurs as the vessel material accumulates radiation damage over the operating life of the vessel. The results of such analyses, when compared with limits of acceptable failure probabilities, provide an estimation of the residual life of a vessel. Such codes can be applied to evaluate the potential benefits of plant-specific mitigating actions designedmore » to reduce the probability of failure of a reactor vessel. 10 refs.« less

The application of probabilistic fracture analysis to residual life evaluation of embrittled reactor vessels

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

Dickson, T.L.; Simonen, F.A.

1992-01-01

Probabilistic fracture mechanics analysis is a major element of comprehensive probabilistic methodology on which current NRC regulatory requirements for pressurized water reactor vessel integrity evaluation are based. Computer codes such as OCA-P and VISA-II perform probabilistic fracture analyses to estimate the increase in vessel failure probability that occurs as the vessel material accumulates radiation damage over the operating life of the vessel. The results of such analyses, when compared with limits of acceptable failure probabilities, provide an estimation of the residual life of a vessel. Such codes can be applied to evaluate the potential benefits of plant-specific mitigating actions designedmore » to reduce the probability of failure of a reactor vessel. 10 refs.« less

A probabilistic verification score for contours demonstrated with idealized ice-edge forecasts

NASA Astrophysics Data System (ADS)

Goessling, Helge; Jung, Thomas

2017-04-01

We introduce a probabilistic verification score for ensemble-based forecasts of contours: the Spatial Probability Score (SPS). Defined as the spatial integral of local (Half) Brier Scores, the SPS can be considered the spatial analog of the Continuous Ranked Probability Score (CRPS). Applying the SPS to idealized seasonal ensemble forecasts of the Arctic sea-ice edge in a global coupled climate model, we demonstrate that the SPS responds properly to ensemble size, bias, and spread. When applied to individual forecasts or ensemble means (or quantiles), the SPS is reduced to the 'volume' of mismatch, in case of the ice edge corresponding to the Integrated Ice Edge Error (IIEE).

p-adic stochastic hidden variable model

NASA Astrophysics Data System (ADS)

Khrennikov, Andrew

1998-03-01

We propose stochastic hidden variables model in which hidden variables have a p-adic probability distribution ρ(λ) and at the same time conditional probabilistic distributions P(U,λ), U=A,A',B,B', are ordinary probabilities defined on the basis of the Kolmogorov measure-theoretical axiomatics. A frequency definition of p-adic probability is quite similar to the ordinary frequency definition of probability. p-adic frequency probability is defined as the limit of relative frequencies νn but in the p-adic metric. We study a model with p-adic stochastics on the level of the hidden variables description. But, of course, responses of macroapparatuses have to be described by ordinary stochastics. Thus our model describes a mixture of p-adic stochastics of the microworld and ordinary stochastics of macroapparatuses. In this model probabilities for physical observables are the ordinary probabilities. At the same time Bell's inequality is violated.

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.

Developing an Event-Tree Probabilistic Tsunami Inundation Model for NE Atlantic Coasts: Application to a Case Study

NASA Astrophysics Data System (ADS)

Omira, R.; Matias, L.; Baptista, M. A.

2016-12-01

This study constitutes a preliminary assessment of probabilistic tsunami inundation in the NE Atlantic region. We developed an event-tree approach to calculate the likelihood of tsunami flood occurrence and exceedance of a specific near-shore wave height for a given exposure time. Only tsunamis of tectonic origin are considered here, taking into account local, regional, and far-field sources. The approach used here consists of an event-tree method that gathers probability models for seismic sources, tsunami numerical modeling, and statistical methods. It also includes a treatment of aleatoric uncertainties related to source location and tidal stage. Epistemic uncertainties are not addressed in this study. The methodology is applied to the coastal test-site of Sines located in the NE Atlantic coast of Portugal. We derive probabilistic high-resolution maximum wave amplitudes and flood distributions for the study test-site considering 100- and 500-year exposure times. We find that the probability that maximum wave amplitude exceeds 1 m somewhere along the Sines coasts reaches about 60 % for an exposure time of 100 years and is up to 97 % for an exposure time of 500 years. The probability of inundation occurrence (flow depth >0 m) varies between 10 % and 57 %, and from 20 % up to 95 % for 100- and 500-year exposure times, respectively. No validation has been performed here with historical tsunamis. This paper illustrates a methodology through a case study, which is not an operational assessment.

Landslide Hazard Probability Derived from Inherent and Dynamic Determinants

NASA Astrophysics Data System (ADS)

Strauch, Ronda; Istanbulluoglu, Erkan

2016-04-01

Landslide hazard research has typically been conducted independently from hydroclimate research. We unify these two lines of research to provide regional scale landslide hazard information for risk assessments and resource management decision-making. Our approach combines an empirical inherent landslide probability with a numerical dynamic probability, generated by combining routed recharge from the Variable Infiltration Capacity (VIC) macro-scale land surface hydrologic model with a finer resolution probabilistic slope stability model run in a Monte Carlo simulation. Landslide hazard mapping is advanced by adjusting the dynamic model of stability with an empirically-based scalar representing the inherent stability of the landscape, creating a probabilistic quantitative measure of geohazard prediction at a 30-m resolution. Climatology, soil, and topography control the dynamic nature of hillslope stability and the empirical information further improves the discriminating ability of the integrated model. This work will aid resource management decision-making in current and future landscape and climatic conditions. The approach is applied as a case study in North Cascade National Park Complex, a rugged terrain with nearly 2,700 m (9,000 ft) of vertical relief, covering 2757 sq km (1064 sq mi) in northern Washington State, U.S.A.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Integration of fuzzy analytic hierarchy process and probabilistic dynamic programming in formulating an optimal fleet management model

NASA Astrophysics Data System (ADS)

Teoh, Lay Eng; Khoo, Hooi Ling

2013-09-01

This study deals with two major aspects of airlines, i.e. supply and demand management. The aspect of supply focuses on the mathematical formulation of an optimal fleet management model to maximize operational profit of the airlines while the aspect of demand focuses on the incorporation of mode choice modeling as parts of the developed model. The proposed methodology is outlined in two-stage, i.e. Fuzzy Analytic Hierarchy Process is first adopted to capture mode choice modeling in order to quantify the probability of probable phenomena (for aircraft acquisition/leasing decision). Then, an optimization model is developed as a probabilistic dynamic programming model to determine the optimal number and types of aircraft to be acquired and/or leased in order to meet stochastic demand during the planning horizon. The findings of an illustrative case study show that the proposed methodology is viable. The results demonstrate that the incorporation of mode choice modeling could affect the operational profit and fleet management decision of the airlines at varying degrees.

Generalized probabilistic scale space for image restoration.

PubMed

Wong, Alexander; Mishra, Akshaya K

2010-10-01

A novel generalized sampling-based probabilistic scale space theory is proposed for image restoration. We explore extending the definition of scale space to better account for both noise and observation models, which is important for producing accurately restored images. A new class of scale-space realizations based on sampling and probability theory is introduced to realize this extended definition in the context of image restoration. Experimental results using 2-D images show that generalized sampling-based probabilistic scale-space theory can be used to produce more accurate restored images when compared with state-of-the-art scale-space formulations, particularly under situations characterized by low signal-to-noise ratios and image degradation.

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?

The European ASAMPSA_E project : towards guidance to model the impact of high amplitude natural hazards in the probabilistic safety assessment of nuclear power plants. Information on the project progress and needs from the geosciences.

NASA Astrophysics Data System (ADS)

Raimond, Emmanuel; Decker, Kurt; Guigueno, Yves; Klug, Joakim; Loeffler, Horst

2015-04-01

The Fukushima nuclear accident in Japan resulted from the combination of two correlated extreme external events (earthquake and tsunami). The consequences, in particular flooding, went beyond what was considered in the initial engineering design design of nuclear power plants (NPPs). Such situations can in theory be identified using probabilistic safety assessment (PSA) methodology. PSA results may then lead industry (system suppliers and utilities) or Safety Authorities to take appropriate decisions to reinforce the defence-in-depth of the NPP for low probability event but high amplitude consequences. In reality, the development of such PSA remains a challenging task. Definitions of the design basis of NPPs, for example, require data on events with occurrence probabilities not higher than 10-4 per year. Today, even lower probabilities, down to 10-8, are expected and typically used for probabilistic safety analyses (PSA) of NPPs and the examination of so-called design extension conditions. Modelling the combinations of natural or man-made hazards that can affect a NPP and affecting some meaningful probability of occurrence seems to be difficult. The European project ASAMPSAE (www.asampsa.eu) gathers more than 30 organizations (industry, research, safety control) from Europe, US and Japan and aims at identifying some meaningful practices to extend the scope and the quality of the existing probabilistic safety analysis developed for nuclear power plants. It offers a framework to discuss, at a technical level, how "extended PSA" can be developed efficiently and be used to verify if the robustness of Nuclear Power Plants (NPPs) in their environment is sufficient. The paper will present the objectives of this project, some first lessons and introduce which type of guidance is being developed. It will explain the need of expertise from geosciences to support the nuclear safety assessment in the different area (seismotectonic, hydrological, meteorological and biological hazards, …).

Probabilistic flood inundation mapping at ungauged streams due to roughness coefficient uncertainty in hydraulic modelling

NASA Astrophysics Data System (ADS)

Papaioannou, George; Vasiliades, Lampros; Loukas, Athanasios; Aronica, Giuseppe T.

2017-04-01

Probabilistic flood inundation mapping is performed and analysed at the ungauged Xerias stream reach, Volos, Greece. The study evaluates the uncertainty introduced by the roughness coefficient values on hydraulic models in flood inundation modelling and mapping. The well-established one-dimensional (1-D) hydraulic model, HEC-RAS is selected and linked to Monte-Carlo simulations of hydraulic roughness. Terrestrial Laser Scanner data have been used to produce a high quality DEM for input data uncertainty minimisation and to improve determination accuracy on stream channel topography required by the hydraulic model. Initial Manning's n roughness coefficient values are based on pebble count field surveys and empirical formulas. Various theoretical probability distributions are fitted and evaluated on their accuracy to represent the estimated roughness values. Finally, Latin Hypercube Sampling has been used for generation of different sets of Manning roughness values and flood inundation probability maps have been created with the use of Monte Carlo simulations. Historical flood extent data, from an extreme historical flash flood event, are used for validation of the method. The calibration process is based on a binary wet-dry reasoning with the use of Median Absolute Percentage Error evaluation metric. The results show that the proposed procedure supports probabilistic flood hazard mapping at ungauged rivers and provides water resources managers with valuable information for planning and implementing flood risk mitigation strategies.

On a true value of risk

NASA Astrophysics Data System (ADS)

Kozine, Igor

2018-04-01

The paper suggests looking on probabilistic risk quantities and concepts through the prism of accepting one of the views: whether a true value of risk exists or not. It is argued that discussions until now have been primarily focused on closely related topics that are different from the topic of the current paper. The paper examines operational consequences of adhering to each of the views and contrasts them. It is demonstrated that operational differences on how and what probabilistic measures can be assessed and how they can be interpreted appear tangible. In particular, this concerns prediction intervals, the use of Byes rule, models of complete ignorance, hierarchical models of uncertainty, assignment of probabilities over possibility space and interpretation of derived probabilistic measures. Behavioural implications of favouring the either view are also briefly described.

UQTools: The Uncertainty Quantification Toolbox - Introduction and Tutorial

NASA Technical Reports Server (NTRS)

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

2012-01-01

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

Probabilistic Cloning of Three Real States with Optimal Success Probabilities

NASA Astrophysics Data System (ADS)

Rui, Pin-shu

2017-06-01

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

Probabilistic Assessment of Cancer Risk from Solar Particle Events

NASA Astrophysics Data System (ADS)

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

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

Probabilistic Assessment of Cancer Risk from Solar Particle Events

NASA Technical Reports Server (NTRS)

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

2010-01-01

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

Probabilistic performance assessment of complex energy process systems - The case of a self-sustained sanitation system.

PubMed

Kolios, Athanasios; Jiang, Ying; Somorin, Tosin; Sowale, Ayodeji; Anastasopoulou, Aikaterini; Anthony, Edward J; Fidalgo, Beatriz; Parker, Alison; McAdam, Ewan; Williams, Leon; Collins, Matt; Tyrrel, Sean

2018-05-01

A probabilistic modelling approach was developed and applied to investigate the energy and environmental performance of an innovative sanitation system, the "Nano-membrane Toilet" (NMT). The system treats human excreta via an advanced energy and water recovery island with the aim of addressing current and future sanitation demands. Due to the complex design and inherent characteristics of the system's input material, there are a number of stochastic variables which may significantly affect the system's performance. The non-intrusive probabilistic approach adopted in this study combines a finite number of deterministic thermodynamic process simulations with an artificial neural network (ANN) approximation model and Monte Carlo simulations (MCS) to assess the effect of system uncertainties on the predicted performance of the NMT system. The joint probability distributions of the process performance indicators suggest a Stirling Engine (SE) power output in the range of 61.5-73 W with a high confidence interval (CI) of 95%. In addition, there is high probability (with 95% CI) that the NMT system can achieve positive net power output between 15.8 and 35 W. A sensitivity study reveals the system power performance is mostly affected by SE heater temperature. Investigation into the environmental performance of the NMT design, including water recovery and CO 2 /NO x emissions, suggests significant environmental benefits compared to conventional systems. Results of the probabilistic analysis can better inform future improvements on the system design and operational strategy and this probabilistic assessment framework can also be applied to similar complex engineering systems.

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.

Modeling Array Stations in SIG-VISA

NASA Astrophysics Data System (ADS)

Ding, N.; Moore, D.; Russell, S.

2013-12-01

We add support for array stations to SIG-VISA, a system for nuclear monitoring using probabilistic inference on seismic signals. Array stations comprise a large portion of the IMS network; they can provide increased sensitivity and more accurate directional information compared to single-component stations. Our existing model assumed that signals were independent at each station, which is false when lots of stations are close together, as in an array. The new model removes that assumption by jointly modeling signals across array elements. This is done by extending our existing Gaussian process (GP) regression models, also known as kriging, from a 3-dimensional single-component space of events to a 6-dimensional space of station-event pairs. For each array and each event attribute (including coda decay, coda height, amplitude transfer and travel time), we model the joint distribution across array elements using a Gaussian process that learns the correlation lengthscale across the array, thereby incorporating information of array stations into the probabilistic inference framework. To evaluate the effectiveness of our model, we perform ';probabilistic beamforming' on new events using our GP model, i.e., we compute the event azimuth having highest posterior probability under the model, conditioned on the signals at array elements. We compare the results from our probabilistic inference model to the beamforming currently performed by IMS station processing.

Abstract probabilistic CNOT gate model based on double encoding: study of the errors and physical realizability

NASA Astrophysics Data System (ADS)

Gueddana, Amor; Attia, Moez; Chatta, Rihab

2015-03-01

In this work, we study the error sources standing behind the non-perfect linear optical quantum components composing a non-deterministic quantum CNOT gate model, which performs the CNOT function with a success probability of 4/27 and uses a double encoding technique to represent photonic qubits at the control and the target. We generalize this model to an abstract probabilistic CNOT version and determine the realizability limits depending on a realistic range of the errors. Finally, we discuss physical constraints allowing the implementation of the Asymmetric Partially Polarizing Beam Splitter (APPBS), which is at the heart of correctly realizing the CNOT function.

Proceedings, Seminar on Probabilistic Methods in Geotechnical Engineering

NASA Astrophysics Data System (ADS)

Hynes-Griffin, M. E.; Buege, L. L.

1983-09-01

Contents: Applications of Probabilistic Methods in Geotechnical Engineering; Probabilistic Seismic and Geotechnical Evaluation at a Dam Site; Probabilistic Slope Stability Methodology; Probability of Liquefaction in a 3-D Soil Deposit; Probabilistic Design of Flood Levees; Probabilistic and Statistical Methods for Determining Rock Mass Deformability Beneath Foundations: An Overview; Simple Statistical Methodology for Evaluating Rock Mechanics Exploration Data; New Developments in Statistical Techniques for Analyzing Rock Slope Stability.

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.

GENERAL A Hierarchy of Compatibility and Comeasurability Levels in Quantum Logics with Unique Conditional Probabilities

NASA Astrophysics Data System (ADS)

Gerd, Niestegge

2010-12-01

In the quantum mechanical Hilbert space formalism, the probabilistic interpretation is a later ad-hoc add-on, more or less enforced by the experimental evidence, but not motivated by the mathematical model itself. A model involving a clear probabilistic interpretation from the very beginning is provided by the quantum logics with unique conditional probabilities. It includes the projection lattices in von Neumann algebras and here probability conditionalization becomes identical with the state transition of the Lüders-von Neumann measurement process. This motivates the definition of a hierarchy of five compatibility and comeasurability levels in the abstract setting of the quantum logics with unique conditional probabilities. Their meanings are: the absence of quantum interference or influence, the existence of a joint distribution, simultaneous measurability, and the independence of the final state after two successive measurements from the sequential order of these two measurements. A further level means that two elements of the quantum logic (events) belong to the same Boolean subalgebra. In the general case, the five compatibility and comeasurability levels appear to differ, but they all coincide in the common Hilbert space formalism of quantum mechanics, in von Neumann algebras, and in some other cases.

Probabilistic models, learning algorithms, and response variability: sampling in cognitive development.

PubMed

Bonawitz, Elizabeth; Denison, Stephanie; Griffiths, Thomas L; Gopnik, Alison

2014-10-01

Although probabilistic models of cognitive development have become increasingly prevalent, one challenge is to account for how children might cope with a potentially vast number of possible hypotheses. We propose that children might address this problem by 'sampling' hypotheses from a probability distribution. We discuss empirical results demonstrating signatures of sampling, which offer an explanation for the variability of children's responses. The sampling hypothesis provides an algorithmic account of how children might address computationally intractable problems and suggests a way to make sense of their 'noisy' behavior. Copyright © 2014 Elsevier Ltd. All rights reserved.

Probabilistic Analysis of a Composite Crew Module

NASA Technical Reports Server (NTRS)

Mason, Brian H.; Krishnamurthy, Thiagarajan

2011-01-01

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

Probability and possibility-based representations of uncertainty in fault tree analysis.

PubMed

Flage, Roger; Baraldi, Piero; Zio, Enrico; Aven, Terje

2013-01-01

Expert knowledge is an important source of input to risk analysis. In practice, experts might be reluctant to characterize their knowledge and the related (epistemic) uncertainty using precise probabilities. The theory of possibility allows for imprecision in probability assignments. The associated possibilistic representation of epistemic uncertainty can be combined with, and transformed into, a probabilistic representation; in this article, we show this with reference to a simple fault tree analysis. We apply an integrated (hybrid) probabilistic-possibilistic computational framework for the joint propagation of the epistemic uncertainty on the values of the (limiting relative frequency) probabilities of the basic events of the fault tree, and we use possibility-probability (probability-possibility) transformations for propagating the epistemic uncertainty within purely probabilistic and possibilistic settings. The results of the different approaches (hybrid, probabilistic, and possibilistic) are compared with respect to the representation of uncertainty about the top event (limiting relative frequency) probability. Both the rationale underpinning the approaches and the computational efforts they require are critically examined. We conclude that the approaches relevant in a given setting depend on the purpose of the risk analysis, and that further research is required to make the possibilistic approaches operational in a risk analysis context. © 2012 Society for Risk Analysis.

Validation analysis of probabilistic models of dietary exposure to food additives.

PubMed

Gilsenan, M B; Thompson, R L; Lambe, J; Gibney, M J

2003-10-01

The validity of a range of simple conceptual models designed specifically for the estimation of food additive intakes using probabilistic analysis was assessed. Modelled intake estimates that fell below traditional conservative point estimates of intake and above 'true' additive intakes (calculated from a reference database at brand level) were considered to be in a valid region. Models were developed for 10 food additives by combining food intake data, the probability of an additive being present in a food group and additive concentration data. Food intake and additive concentration data were entered as raw data or as a lognormal distribution, and the probability of an additive being present was entered based on the per cent brands or the per cent eating occasions within a food group that contained an additive. Since the three model components assumed two possible modes of input, the validity of eight (2(3)) model combinations was assessed. All model inputs were derived from the reference database. An iterative approach was employed in which the validity of individual model components was assessed first, followed by validation of full conceptual models. While the distribution of intake estimates from models fell below conservative intakes, which assume that the additive is present at maximum permitted levels (MPLs) in all foods in which it is permitted, intake estimates were not consistently above 'true' intakes. These analyses indicate the need for more complex models for the estimation of food additive intakes using probabilistic analysis. Such models should incorporate information on market share and/or brand loyalty.

Estimating Independent Locally Shifted Random Utility Models for Ranking Data

ERIC Educational Resources Information Center

Lam, Kar Yin; Koning, Alex J.; Franses, Philip Hans

2011-01-01

We consider the estimation of probabilistic ranking models in the context of conjoint experiments. By using approximate rather than exact ranking probabilities, we avoided the computation of high-dimensional integrals. We extended the approximation technique proposed by Henery (1981) in the context of the Thurstone-Mosteller-Daniels model to any…

Simulation-Based Model Checking for Nondeterministic Systems and Rare Events

DTIC Science & Technology

2016-03-24

year, we have investigated AO* search and Monte Carlo Tree Search algorithms to complement and enhance CMU’s SMCMDP. 1 Final Report, March 14... tree , so we can use it to find the probability of reachability for a property in PRISM’s Probabilistic LTL. By finding the maximum probability of...savings, particularly when handling very large models. 2.3 Monte Carlo Tree Search The Monte Carlo sampling process in SMCMDP can take a long time to

Probabilistic modelling of overflow, surcharge and flooding in urban drainage using the first-order reliability method and parameterization of local rain series.

PubMed

Thorndahl, S; Willems, P

2008-01-01

Failure of urban drainage systems may occur due to surcharge or flooding at specific manholes in the system, or due to overflows from combined sewer systems to receiving waters. To quantify the probability or return period of failure, standard approaches make use of the simulation of design storms or long historical rainfall series in a hydrodynamic model of the urban drainage system. In this paper, an alternative probabilistic method is investigated: the first-order reliability method (FORM). To apply this method, a long rainfall time series was divided in rainstorms (rain events), and each rainstorm conceptualized to a synthetic rainfall hyetograph by a Gaussian shape with the parameters rainstorm depth, duration and peak intensity. Probability distributions were calibrated for these three parameters and used on the basis of the failure probability estimation, together with a hydrodynamic simulation model to determine the failure conditions for each set of parameters. The method takes into account the uncertainties involved in the rainstorm parameterization. Comparison is made between the failure probability results of the FORM method, the standard method using long-term simulations and alternative methods based on random sampling (Monte Carlo direct sampling and importance sampling). It is concluded that without crucial influence on the modelling accuracy, the FORM is very applicable as an alternative to traditional long-term simulations of urban drainage systems.

A spatio-temporal model for probabilistic seismic hazard zonation of Tehran

NASA Astrophysics Data System (ADS)

Hashemi, Mahdi; Alesheikh, Ali Asghar; Zolfaghari, Mohammad Reza

2013-08-01

A precondition for all disaster management steps, building damage prediction, and construction code developments is a hazard assessment that shows the exceedance probabilities of different ground motion levels at a site considering different near- and far-field earthquake sources. The seismic sources are usually categorized as time-independent area sources and time-dependent fault sources. While the earlier incorporates the small and medium events, the later takes into account only the large characteristic earthquakes. In this article, a probabilistic approach is proposed to aggregate the effects of time-dependent and time-independent sources on seismic hazard. The methodology is then applied to generate three probabilistic seismic hazard maps of Tehran for 10%, 5%, and 2% exceedance probabilities in 50 years. The results indicate an increase in peak ground acceleration (PGA) values toward the southeastern part of the study area and the PGA variations are mostly controlled by the shear wave velocities across the city. In addition, the implementation of the methodology takes advantage of GIS capabilities especially raster-based analyses and representations. During the estimation of the PGA exceedance rates, the emphasis has been placed on incorporating the effects of different attenuation relationships and seismic source models by using a logic tree.

Balkanization and Unification of Probabilistic Inferences

ERIC Educational Resources Information Center

Yu, Chong-Ho

2005-01-01

Many research-related classes in social sciences present probability as a unified approach based upon mathematical axioms, but neglect the diversity of various probability theories and their associated philosophical assumptions. Although currently the dominant statistical and probabilistic approach is the Fisherian tradition, the use of Fisherian…

Probability from a Socio-Cultural Perspective

ERIC Educational Resources Information Center

Sharma, Sashi

2016-01-01

There exists considerable and rich literature on students' misconceptions about probability; less attention has been paid to the development of students' probabilistic thinking in the classroom. Grounded in an analysis of the literature, this article offers a lesson sequence for developing students' probabilistic understanding. In particular, a…

A Probabilistic Model for Predicting Attenuation of Viruses During Percolation in Unsaturated Natural Barriers

NASA Astrophysics Data System (ADS)

Faulkner, B. R.; Lyon, W. G.

2001-12-01

We present a probabilistic model for predicting virus attenuation. The solution employs the assumption of complete mixing. Monte Carlo methods are used to generate ensemble simulations of virus attenuation due to physical, biological, and chemical factors. The model generates a probability of failure to achieve 4-log attenuation. We tabulated data from related studies to develop probability density functions for input parameters, and utilized a database of soil hydraulic parameters based on the 12 USDA soil categories. Regulators can use the model based on limited information such as boring logs, climate data, and soil survey reports for a particular site of interest. Plackett-Burman sensitivity analysis indicated the most important main effects on probability of failure to achieve 4-log attenuation in our model were mean logarithm of saturated hydraulic conductivity (+0.396), mean water content (+0.203), mean solid-water mass transfer coefficient (-0.147), and the mean solid-water equilibrium partitioning coefficient (-0.144). Using the model, we predicted the probability of failure of a one-meter thick proposed hydrogeologic barrier and a water content of 0.3. With the currently available data and the associated uncertainty, we predicted soils classified as sand would fail (p=0.999), silt loams would also fail (p=0.292), but soils classified as clays would provide the required 4-log attenuation (p=0.001). The model is extendible in the sense that probability density functions of parameters can be modified as future studies refine the uncertainty, and the lightweight object-oriented design of the computer model (implemented in Java) will facilitate reuse with modified classes. This is an abstract of a proposed presentation and does not necessarily reflect EPA policy.

Application of Probability Methods to Assess Crash Modeling Uncertainty

NASA Technical Reports Server (NTRS)

Lyle, Karen H.; Stockwell, Alan E.; Hardy, Robin C.

2003-01-01

Full-scale aircraft crash simulations performed with nonlinear, transient dynamic, finite element codes can incorporate structural complexities such as: geometrically accurate models; human occupant models; and advanced material models to include nonlinear stress-strain behaviors, and material failure. Validation of these crash simulations is difficult due to a lack of sufficient information to adequately determine the uncertainty in the experimental data and the appropriateness of modeling assumptions. This paper evaluates probabilistic approaches to quantify the effects of finite element modeling assumptions on the predicted responses. The vertical drop test of a Fokker F28 fuselage section will be the focus of this paper. The results of a probabilistic analysis using finite element simulations will be compared with experimental data.

Application of Probability Methods to Assess Crash Modeling Uncertainty

NASA Technical Reports Server (NTRS)

Lyle, Karen H.; Stockwell, Alan E.; Hardy, Robin C.

2007-01-01

Full-scale aircraft crash simulations performed with nonlinear, transient dynamic, finite element codes can incorporate structural complexities such as: geometrically accurate models; human occupant models; and advanced material models to include nonlinear stress-strain behaviors, and material failure. Validation of these crash simulations is difficult due to a lack of sufficient information to adequately determine the uncertainty in the experimental data and the appropriateness of modeling assumptions. This paper evaluates probabilistic approaches to quantify the effects of finite element modeling assumptions on the predicted responses. The vertical drop test of a Fokker F28 fuselage section will be the focus of this paper. The results of a probabilistic analysis using finite element simulations will be compared with experimental data.

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 1. Theory

USGS Publications Warehouse

Yen, Chung-Cheng; Guymon, Gary L.

1990-01-01

An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.

An Efficient Deterministic-Probabilistic Approach to Modeling Regional Groundwater Flow: 1. Theory

NASA Astrophysics Data System (ADS)

Yen, Chung-Cheng; Guymon, Gary L.

1990-07-01

An efficient probabilistic model is developed and cascaded with a deterministic model for predicting water table elevations in regional aquifers. The objective is to quantify model uncertainty where precise estimates of water table elevations may be required. The probabilistic model is based on the two-point probability method which only requires prior knowledge of uncertain variables mean and coefficient of variation. The two-point estimate method is theoretically developed and compared with the Monte Carlo simulation method. The results of comparisons using hypothetical determinisitic problems indicate that the two-point estimate method is only generally valid for linear problems where the coefficients of variation of uncertain parameters (for example, storage coefficient and hydraulic conductivity) is small. The two-point estimate method may be applied to slightly nonlinear problems with good results, provided coefficients of variation are small. In such cases, the two-point estimate method is much more efficient than the Monte Carlo method provided the number of uncertain variables is less than eight.

Incorporating seismic phase correlations into a probabilistic model of global-scale seismology

NASA Astrophysics Data System (ADS)

Arora, Nimar

2013-04-01

We present a probabilistic model of seismic phases whereby the attributes of the body-wave phases are correlated to those of the first arriving P phase. This model has been incorporated into NET-VISA (Network processing Vertically Integrated Seismic Analysis) a probabilistic generative model of seismic events, their transmission, and detection on a global seismic network. In the earlier version of NET-VISA, seismic phase were assumed to be independent of each other. Although this didn't affect the quality of the inferred seismic bulletin, for the most part, it did result in a few instances of anomalous phase association. For example, an S phase with a smaller slowness than the corresponding P phase. We demonstrate that the phase attributes are indeed highly correlated, for example the uncertainty in the S phase travel time is significantly reduced given the P phase travel time. Our new model exploits these correlations to produce better calibrated probabilities for the events, as well as fewer anomalous associations.

Probabilistic image modeling with an extended chain graph for human activity recognition and image segmentation.

PubMed

Zhang, Lei; Zeng, Zhi; Ji, Qiang

2011-09-01

Chain graph (CG) is a hybrid probabilistic graphical model (PGM) capable of modeling heterogeneous relationships among random variables. So far, however, its application in image and video analysis is very limited due to lack of principled learning and inference methods for a CG of general topology. To overcome this limitation, we introduce methods to extend the conventional chain-like CG model to CG model with more general topology and the associated methods for learning and inference in such a general CG model. Specifically, we propose techniques to systematically construct a generally structured CG, to parameterize this model, to derive its joint probability distribution, to perform joint parameter learning, and to perform probabilistic inference in this model. To demonstrate the utility of such an extended CG, we apply it to two challenging image and video analysis problems: human activity recognition and image segmentation. The experimental results show improved performance of the extended CG model over the conventional directed or undirected PGMs. This study demonstrates the promise of the extended CG for effective modeling and inference of complex real-world problems.

A quantitative model of optimal data selection in Wason's selection task.

PubMed

Hattori, Masasi

2002-10-01

The optimal data selection model proposed by Oaksford and Chater (1994) successfully formalized Wason's selection task (Wason, 1966). The model, however, involved some questionable assumptions and was also not sufficient as a model of the task because it could not provide quantitative predictions of the card selection frequencies. In this paper, the model was revised to provide quantitative fits to the data. The model can predict the selection frequencies of cards based on a selection tendency function (STF), or conversely, it enables the estimation of subjective probabilities from data. Past experimental data were first re-analysed based on the model. In Experiment 1, the superiority of the revised model was shown. However, when the relationship between antecedent and consequent was forced to deviate from the biconditional form, the model was not supported. In Experiment 2, it was shown that sufficient emphasis on probabilistic information can affect participants' performance. A detailed experimental method to sort participants by probabilistic strategies was introduced. Here, the model was supported by a subgroup of participants who used the probabilistic strategy. Finally, the results were discussed from the viewpoint of adaptive rationality.

Probabilistic techniques for obtaining accurate patient counts in Clinical Data Warehouses

PubMed Central

Myers, Risa B.; Herskovic, Jorge R.

2011-01-01

Proposal and execution of clinical trials, computation of quality measures and discovery of correlation between medical phenomena are all applications where an accurate count of patients is needed. However, existing sources of this type of patient information, including Clinical Data Warehouses (CDW) may be incomplete or inaccurate. This research explores applying probabilistic techniques, supported by the MayBMS probabilistic database, to obtain accurate patient counts from a clinical data warehouse containing synthetic patient data. We present a synthetic clinical data warehouse (CDW), and populate it with simulated data using a custom patient data generation engine. We then implement, evaluate and compare different techniques for obtaining patients counts. We model billing as a test for the presence of a condition. We compute billing’s sensitivity and specificity both by conducting a “Simulated Expert Review” where a representative sample of records are reviewed and labeled by experts, and by obtaining the ground truth for every record. We compute the posterior probability of a patient having a condition through a “Bayesian Chain”, using Bayes’ Theorem to calculate the probability of a patient having a condition after each visit. The second method is a “one-shot” approach that computes the probability of a patient having a condition based on whether the patient is ever billed for the condition Our results demonstrate the utility of probabilistic approaches, which improve on the accuracy of raw counts. In particular, the simulated review paired with a single application of Bayes’ Theorem produces the best results, with an average error rate of 2.1% compared to 43.7% for the straightforward billing counts. Overall, this research demonstrates that Bayesian probabilistic approaches improve patient counts on simulated patient populations. We believe that total patient counts based on billing data are one of the many possible applications of our Bayesian framework. Use of these probabilistic techniques will enable more accurate patient counts and better results for applications requiring this metric. PMID:21986292

Life prediction of different commercial dental implants as influence by uncertainties in their fatigue material properties and loading conditions.

PubMed

Pérez, M A

2012-12-01

Probabilistic analyses allow the effect of uncertainty in system parameters to be determined. In the literature, many researchers have investigated static loading effects on dental implants. However, the intrinsic variability and uncertainty of most of the main problem parameters are not accounted for. The objective of this research was to apply a probabilistic computational approach to predict the fatigue life of three different commercial dental implants considering the variability and uncertainty in their fatigue material properties and loading conditions. For one of the commercial dental implants, the influence of its diameter in the fatigue life performance was also studied. This stochastic technique was based on the combination of a probabilistic finite element method (PFEM) and a cumulative damage approach known as B-model. After 6 million of loading cycles, local failure probabilities of 0.3, 0.4 and 0.91 were predicted for the Lifecore, Avinent and GMI implants, respectively (diameter of 3.75mm). The influence of the diameter for the GMI implant was studied and the results predicted a local failure probability of 0.91 and 0.1 for the 3.75mm and 5mm, respectively. In all cases the highest failure probability was located at the upper screw-threads. Therefore, the probabilistic methodology proposed herein may be a useful tool for performing a qualitative comparison between different commercial dental implants. Copyright © 2012 Elsevier Ireland Ltd. All rights reserved.

Probabilistic-driven oriented Speckle reducing anisotropic diffusion with application to cardiac ultrasonic images.

PubMed

Vegas-Sanchez-Ferrero, G; Aja-Fernandez, S; Martin-Fernandez, M; Frangi, A F; Palencia, C

2010-01-01

A novel anisotropic diffusion filter is proposed in this work with application to cardiac ultrasonic images. It includes probabilistic models which describe the probability density function (PDF) of tissues and adapts the diffusion tensor to the image iteratively. For this purpose, a preliminary study is performed in order to select the probability models that best fit the stastitical behavior of each tissue class in cardiac ultrasonic images. Then, the parameters of the diffusion tensor are defined taking into account the statistical properties of the image at each voxel. When the structure tensor of the probability of belonging to each tissue is included in the diffusion tensor definition, a better boundaries estimates can be obtained instead of calculating directly the boundaries from the image. This is the main contribution of this work. Additionally, the proposed method follows the statistical properties of the image in each iteration. This is considered as a second contribution since state-of-the-art methods suppose that noise or statistical properties of the image do not change during the filter process.

Probabilistic Relational Structures and Their Applications

ERIC Educational Resources Information Center

Domotor, Zoltan

The principal objects of the investigation reported were, first, to study qualitative probability relations on Boolean algebras, and secondly, to describe applications in the theories of probability logic, information, automata, and probabilistic measurement. The main contribution of this work is stated in 10 definitions and 20 theorems. The basic…

Quantifying volcanic hazard at Campi Flegrei caldera (Italy) with uncertainty assessment: 2. Pyroclastic density current invasion maps

NASA Astrophysics Data System (ADS)

Neri, Augusto; Bevilacqua, Andrea; Esposti Ongaro, Tomaso; Isaia, Roberto; Aspinall, Willy P.; Bisson, Marina; Flandoli, Franco; Baxter, Peter J.; Bertagnini, Antonella; Iannuzzi, Enrico; Orsucci, Simone; Pistolesi, Marco; Rosi, Mauro; Vitale, Stefano

2015-04-01

Campi Flegrei (CF) is an example of an active caldera containing densely populated settlements at very high risk of pyroclastic density currents (PDCs). We present here an innovative method for assessing background spatial PDC hazard in a caldera setting with probabilistic invasion maps conditional on the occurrence of an explosive event. The method encompasses the probabilistic assessment of potential vent opening positions, derived in the companion paper, combined with inferences about the spatial density distribution of PDC invasion areas from a simplified flow model, informed by reconstruction of deposits from eruptions in the last 15 ka. The flow model describes the PDC kinematics and accounts for main effects of topography on flow propagation. Structured expert elicitation is used to incorporate certain sources of epistemic uncertainty, and a Monte Carlo approach is adopted to produce a set of probabilistic hazard maps for the whole CF area. Our findings show that, in case of eruption, almost the entire caldera is exposed to invasion with a mean probability of at least 5%, with peaks greater than 50% in some central areas. Some areas outside the caldera are also exposed to this danger, with mean probabilities of invasion of the order of 5-10%. Our analysis suggests that these probability estimates have location-specific uncertainties which can be substantial. The results prove to be robust with respect to alternative elicitation models and allow the influence on hazard mapping of different sources of uncertainty, and of theoretical and numerical assumptions, to be quantified.

Probabilistic simulation of the human factor in structural reliability

NASA Technical Reports Server (NTRS)

Chamis, C. C.

1993-01-01

A formal approach is described in an attempt to computationally simulate the probable ranges of uncertainties of the human factor in structural probabilistic assessments. A multi-factor interaction equation (MFIE) model has been adopted for this purpose. Human factors such as marital status, professional status, home life, job satisfaction, work load and health, are considered to demonstrate the concept. Parametric studies in conjunction with judgment are used to select reasonable values for the participating factors (primitive variables). Suitability of the MFIE in the subsequently probabilistic sensitivity studies are performed to assess the validity of the whole approach. Results obtained show that the uncertainties for no error range from five to thirty percent for the most optimistic case.

Probabilistic simulation of the human factor in structural reliability

NASA Astrophysics Data System (ADS)

Chamis, Christos C.; Singhal, Surendra N.

1994-09-01

The formal approach described herein computationally simulates the probable ranges of uncertainties for the human factor in probabilistic assessments of structural reliability. Human factors such as marital status, professional status, home life, job satisfaction, work load, and health are studied by using a multifactor interaction equation (MFIE) model to demonstrate the approach. Parametric studies in conjunction with judgment are used to select reasonable values for the participating factors (primitive variables). Subsequently performed probabilistic sensitivity studies assess the suitability of the MFIE as well as the validity of the whole approach. Results show that uncertainties range from 5 to 30 percent for the most optimistic case, assuming 100 percent for no error (perfect performance).

Probabilistic Simulation of the Human Factor in Structural Reliability

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Singhal, Surendra N.

1994-01-01

The formal approach described herein computationally simulates the probable ranges of uncertainties for the human factor in probabilistic assessments of structural reliability. Human factors such as marital status, professional status, home life, job satisfaction, work load, and health are studied by using a multifactor interaction equation (MFIE) model to demonstrate the approach. Parametric studies in conjunction with judgment are used to select reasonable values for the participating factors (primitive variables). Subsequently performed probabilistic sensitivity studies assess the suitability of the MFIE as well as the validity of the whole approach. Results show that uncertainties range from 5 to 30 percent for the most optimistic case, assuming 100 percent for no error (perfect performance).

An operational hydrological ensemble prediction system for the city of Zurich (Switzerland): assessing the added value of probabilistic forecasts

NASA Astrophysics Data System (ADS)

Addor, N.; Jaun, S.; Fundel, F.; Zappa, M.

2012-04-01

The Sihl River flows through Zurich, Switzerland's most populated city, for which it represents the largest flood threat. To anticipate extreme discharge events and provide decision support in case of flood risk, a hydrometeorological ensemble prediction system (HEPS) was launched operationally in 2008. This model chain relies on deterministic (COSMO-7) and probabilistic (COSMO-LEPS) atmospheric forecasts, which are used to force a semi-distributed hydrological model (PREVAH) coupled to a hydraulic model (FLORIS). The resulting hydrological forecasts are eventually communicated to the stakeholders involved in the Sihl discharge management. This fully operational setting provides a real framework with which we assessed the potential of deterministic and probabilistic discharge forecasts for flood mitigation. To study the suitability of HEPS for small-scale basins and to quantify the added value conveyed by the probability information, a 31-month reforecast was produced for the Sihl catchment (336 km2). Several metrics support the conclusion that the performance gain is of up to 2 days lead time for the catchment considered. Brier skill scores show that probabilistic hydrological forecasts outperform their deterministic counterparts for all the lead times and event intensities considered. The small size of the Sihl catchment does not prevent skillful discharge forecasts, but makes them particularly dependent on correct precipitation forecasts. Our evaluation stresses that the capacity of the model to provide confident and reliable mid-term probability forecasts for high discharges is limited. We finally highlight challenges for making decisions on the basis of hydrological predictions, and discuss the need for a tool to be used in addition to forecasts to compare the different mitigation actions possible in the Sihl catchment.

Probability or Reasoning: Current Thinking and Realistic Strategies for Improved Medical Decisions

PubMed Central

2017-01-01

A prescriptive model approach in decision making could help achieve better diagnostic accuracy in clinical practice through methods that are less reliant on probabilistic assessments. Various prescriptive measures aimed at regulating factors that influence heuristics and clinical reasoning could support clinical decision-making process. Clinicians could avoid time-consuming decision-making methods that require probabilistic calculations. Intuitively, they could rely on heuristics to obtain an accurate diagnosis in a given clinical setting. An extensive literature review of cognitive psychology and medical decision-making theory was performed to illustrate how heuristics could be effectively utilized in daily practice. Since physicians often rely on heuristics in realistic situations, probabilistic estimation might not be a useful tool in everyday clinical practice. Improvements in the descriptive model of decision making (heuristics) may allow for greater diagnostic accuracy. PMID:29209469

Probability or Reasoning: Current Thinking and Realistic Strategies for Improved Medical Decisions.

PubMed

Nantha, Yogarabindranath Swarna

2017-11-01

A prescriptive model approach in decision making could help achieve better diagnostic accuracy in clinical practice through methods that are less reliant on probabilistic assessments. Various prescriptive measures aimed at regulating factors that influence heuristics and clinical reasoning could support clinical decision-making process. Clinicians could avoid time-consuming decision-making methods that require probabilistic calculations. Intuitively, they could rely on heuristics to obtain an accurate diagnosis in a given clinical setting. An extensive literature review of cognitive psychology and medical decision-making theory was performed to illustrate how heuristics could be effectively utilized in daily practice. Since physicians often rely on heuristics in realistic situations, probabilistic estimation might not be a useful tool in everyday clinical practice. Improvements in the descriptive model of decision making (heuristics) may allow for greater diagnostic accuracy.

Ensemble Simulations with Coupled Atmospheric Dynamic and Dispersion Models: Illustrating Uncertainties in Dosage Simulations.

NASA Astrophysics Data System (ADS)

Warner, Thomas T.; Sheu, Rong-Shyang; Bowers, James F.; Sykes, R. Ian; Dodd, Gregory C.; Henn, Douglas S.

2002-05-01

Ensemble simulations made using a coupled atmospheric dynamic model and a probabilistic Lagrangian puff dispersion model were employed in a forensic analysis of the transport and dispersion of a toxic gas that may have been released near Al Muthanna, Iraq, during the Gulf War. The ensemble study had two objectives, the first of which was to determine the sensitivity of the calculated dosage fields to the choices that must be made about the configuration of the atmospheric dynamic model. In this test, various choices were used for model physics representations and for the large-scale analyses that were used to construct the model initial and boundary conditions. The second study objective was to examine the dispersion model's ability to use ensemble inputs to predict dosage probability distributions. Here, the dispersion model was used with the ensemble mean fields from the individual atmospheric dynamic model runs, including the variability in the individual wind fields, to generate dosage probabilities. These are compared with the explicit dosage probabilities derived from the individual runs of the coupled modeling system. The results demonstrate that the specific choices made about the dynamic-model configuration and the large-scale analyses can have a large impact on the simulated dosages. For example, the area near the source that is exposed to a selected dosage threshold varies by up to a factor of 4 among members of the ensemble. The agreement between the explicit and ensemble dosage probabilities is relatively good for both low and high dosage levels. Although only one ensemble was considered in this study, the encouraging results suggest that a probabilistic dispersion model may be of value in quantifying the effects of uncertainties in a dynamic-model ensemble on dispersion model predictions of atmospheric transport and dispersion.

Extended applications of track irregularity probabilistic model and vehicle-slab track coupled model on dynamics of railway systems

NASA Astrophysics Data System (ADS)

Xu, Lei; Zhai, Wanming; Gao, Jianmin

2017-11-01

Track irregularities are inevitably in a process of stochastic evolution due to the uncertainty and continuity of wheel-rail interactions. For depicting the dynamic behaviours of vehicle-track coupling system caused by track random irregularities thoroughly, it is a necessity to develop a track irregularity probabilistic model to simulate rail surface irregularities with ergodic properties on amplitudes, wavelengths and probabilities, and to build a three-dimensional vehicle-track coupled model by properly considering the wheel-rail nonlinear contact mechanisms. In the present study, the vehicle-track coupled model is programmed by combining finite element method with wheel-rail coupling model firstly. Then, in light of the capability of power spectral density (PSD) in characterising amplitudes and wavelengths of stationary random signals, a track irregularity probabilistic model is presented to reveal and simulate the whole characteristics of track irregularity PSD. Finally, extended applications from three aspects, that is, extreme analysis, reliability analysis and response relationships between dynamic indices, are conducted to the evaluation and application of the proposed models.

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.

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.

A performance-based approach to landslide risk analysis

NASA Astrophysics Data System (ADS)

Romeo, R. W.

2009-04-01

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

Probabilistic confidence for decisions based on uncertain reliability estimates

NASA Astrophysics Data System (ADS)

Reid, Stuart G.

2013-05-01

Reliability assessments are commonly carried out to provide a rational basis for risk-informed decisions concerning the design or maintenance of engineering systems and structures. However, calculated reliabilities and associated probabilities of failure often have significant uncertainties associated with the possible estimation errors relative to the 'true' failure probabilities. For uncertain probabilities of failure, a measure of 'probabilistic confidence' has been proposed to reflect the concern that uncertainty about the true probability of failure could result in a system or structure that is unsafe and could subsequently fail. The paper describes how the concept of probabilistic confidence can be applied to evaluate and appropriately limit the probabilities of failure attributable to particular uncertainties such as design errors that may critically affect the dependability of risk-acceptance decisions. This approach is illustrated with regard to the dependability of structural design processes based on prototype testing with uncertainties attributable to sampling variability.

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.

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.

Quick probabilistic binary image matching: changing the rules of the game

NASA Astrophysics Data System (ADS)

Mustafa, Adnan A. Y.

2016-09-01

A Probabilistic Matching Model for Binary Images (PMMBI) is presented that predicts the probability of matching binary images with any level of similarity. The model relates the number of mappings, the amount of similarity between the images and the detection confidence. We show the advantage of using a probabilistic approach to matching in similarity space as opposed to a linear search in size space. With PMMBI a complete model is available to predict the quick detection of dissimilar binary images. Furthermore, the similarity between the images can be measured to a good degree if the images are highly similar. PMMBI shows that only a few pixels need to be compared to detect dissimilarity between images, as low as two pixels in some cases. PMMBI is image size invariant; images of any size can be matched at the same quick speed. Near-duplicate images can also be detected without much difficulty. We present tests on real images that show the prediction accuracy of the model.

Probabilistic analysis for fatigue strength degradation of materials

NASA Technical Reports Server (NTRS)

Royce, Lola

1989-01-01

This report presents the results of the first year of a research program conducted for NASA-LeRC by the University of Texas at San Antonio. The research included development of methodology that provides a probabilistic treatment of lifetime prediction of structural components of aerospace propulsion systems subjected to fatigue. Material strength degradation models, based on primitive variables, include both a fatigue strength reduction model and a fatigue crack growth model. Linear elastic fracture mechanics is utilized in the latter model. Probabilistic analysis is based on simulation, and both maximum entropy and maximum penalized likelihood methods are used for the generation of probability density functions. The resulting constitutive relationships are included in several computer programs, RANDOM2, RANDOM3, and RANDOM4. These programs determine the random lifetime of an engine component, in mechanical load cycles, to reach a critical fatigue strength or crack size. The material considered was a cast nickel base superalloy, one typical of those used in the Space Shuttle Main Engine.

Effects of delay and probability combinations on discounting in humans

PubMed Central

Cox, David J.; Dallery, Jesse

2017-01-01

To determine discount rates, researchers typically adjust the amount of an immediate or certain option relative to a delayed or uncertain option. Because this adjusting amount method can be relatively time consuming, researchers have developed more efficient procedures. One such procedure is a 5-trial adjusting delay procedure, which measures the delay at which an amount of money loses half of its value (e.g., $1000 is valued at $500 with a 10-year delay to its receipt). Experiment 1 (n = 212) used 5-trial adjusting delay or probability tasks to measure delay discounting of losses, probabilistic gains, and probabilistic losses. Experiment 2 (n = 98) assessed combined probabilistic and delayed alternatives. In both experiments, we compared results from 5-trial adjusting delay or probability tasks to traditional adjusting amount procedures. Results suggest both procedures produced similar rates of probability and delay discounting in six out of seven comparisons. A magnitude effect consistent with previous research was observed for probabilistic gains and losses, but not for delayed losses. Results also suggest that delay and probability interact to determine the value of money. Five-trial methods may allow researchers to assess discounting more efficiently as well as study more complex choice scenarios. PMID:27498073

A probabilistic method for determining the volume fraction of pre-embedded capsules in self-healing materials

NASA Astrophysics Data System (ADS)

Lv, Zhong; Chen, Huisu

2014-10-01

Autonomous healing of cracks using pre-embedded capsules containing healing agent is becoming a promising approach to restore the strength of damaged structures. In addition to the material properties, the size and volume fraction of capsules influence crack healing in the matrix. Understanding the crack and capsule interaction is critical in the development and design of structures made of self-healing materials. Assuming that the pre-embedded capsules are randomly dispersed we theoretically model flat ellipsoidal crack interaction with capsules and determine the probability of a crack intersecting the pre-embedded capsules i.e. the self-healing probability. We also develop a probabilistic model of a crack simultaneously meeting with capsules and catalyst carriers in two-component self-healing system matrix. Using a risk-based healing approach, we determine the volume fraction and size of the pre-embedded capsules that are required to achieve a certain self-healing probability. To understand the effect of the shape of the capsules on self-healing we theoretically modeled crack interaction with spherical and cylindrical capsules. We compared the results of our theoretical model with Monte-Carlo simulations of crack interaction with capsules. The formulae presented in this paper will provide guidelines for engineers working with self-healing structures in material selection and sustenance.

Probabilistic reversal learning is impaired in Parkinson's disease

PubMed Central

Peterson, David A.; Elliott, Christian; Song, David D.; Makeig, Scott; Sejnowski, Terrence J.; Poizner, Howard

2009-01-01

In many everyday settings, the relationship between our choices and their potentially rewarding outcomes is probabilistic and dynamic. In addition, the difficulty of the choices can vary widely. Although a large body of theoretical and empirical evidence suggests that dopamine mediates rewarded learning, the influence of dopamine in probabilistic and dynamic rewarded learning remains unclear. We adapted a probabilistic rewarded learning task originally used to study firing rates of dopamine cells in primate substantia nigra pars compacta (Morris et al. 2006) for use as a reversal learning task with humans. We sought to investigate how the dopamine depletion in Parkinson's disease (PD) affects probabilistic reward learning and adaptation to a reversal in reward contingencies. Over the course of 256 trials subjects learned to choose the more favorable from among pairs of images with small or large differences in reward probabilities. During a subsequent otherwise identical reversal phase, the reward probability contingencies for the stimuli were reversed. Seventeen Parkinson's disease (PD) patients of mild to moderate severity were studied off of their dopaminergic medications and compared to 15 age-matched controls. Compared to controls, PD patients had distinct pre- and post-reversal deficiencies depending upon the difficulty of the choices they had to learn. The patients also exhibited compromised adaptability to the reversal. A computational model of the subjects’ trial-by-trial choices demonstrated that the adaptability was sensitive to the gain with which patients weighted pre-reversal feedback. Collectively, the results implicate the nigral dopaminergic system in learning to make choices in environments with probabilistic and dynamic reward contingencies. PMID:19628022

Asteroid Risk Assessment: A Probabilistic Approach.

PubMed

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

2016-02-01

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

Forecasting risk along a river basin using a probabilistic and deterministic model for environmental risk assessment of effluents through ecotoxicological evaluation and GIS.

PubMed

Gutiérrez, Simón; Fernandez, Carlos; Barata, Carlos; Tarazona, José Vicente

2009-12-20

This work presents a computer model for Risk Assessment of Basins by Ecotoxicological Evaluation (RABETOX). The model is based on whole effluent toxicity testing and water flows along a specific river basin. It is capable of estimating the risk along a river segment using deterministic and probabilistic approaches. The Henares River Basin was selected as a case study to demonstrate the importance of seasonal hydrological variations in Mediterranean regions. As model inputs, two different ecotoxicity tests (the miniaturized Daphnia magna acute test and the D.magna feeding test) were performed on grab samples from 5 waste water treatment plant effluents. Also used as model inputs were flow data from the past 25 years, water velocity measurements and precise distance measurements using Geographical Information Systems (GIS). The model was implemented into a spreadsheet and the results were interpreted and represented using GIS in order to facilitate risk communication. To better understand the bioassays results, the effluents were screened through SPME-GC/MS analysis. The deterministic model, performed each month during one calendar year, showed a significant seasonal variation of risk while revealing that September represents the worst-case scenario with values up to 950 Risk Units. This classifies the entire area of study for the month of September as "sublethal significant risk for standard species". The probabilistic approach using Monte Carlo analysis was performed on 7 different forecast points distributed along the Henares River. A 0% probability of finding "low risk" was found at all forecast points with a more than 50% probability of finding "potential risk for sensitive species". The values obtained through both the deterministic and probabilistic approximations reveal the presence of certain substances, which might be causing sublethal effects in the aquatic species present in the Henares River.

Term Dependence: Truncating the Bahadur Lazarsfeld Expansion.

ERIC Educational Resources Information Center

Losee, Robert M., Jr.

1994-01-01

Studies the performance of probabilistic information retrieval systems using differing statistical dependence assumptions when estimating the probabilities inherent in the retrieval model. Experimental results using the Bahadur Lazarsfeld expansion on the Cystic Fibrosis database are discussed that suggest that incorporating term dependence…

The Effects of the Previous Outcome on Probabilistic Choice in Rats

PubMed Central

Marshall, Andrew T.; Kirkpatrick, Kimberly

2014-01-01

This study examined the effects of previous outcomes on subsequent choices in a probabilistic-choice task. Twenty-four rats were trained to choose between a certain outcome (1 or 3 pellets) versus an uncertain outcome (3 or 9 pellets), delivered with a probability of .1, .33, .67, and .9 in different phases. Uncertain outcome choices increased with the probability of uncertain food. Additionally, uncertain choices increased with the probability of uncertain food following both certain-choice outcomes and unrewarded uncertain choices. However, following uncertain-choice food outcomes, there was a tendency to choose the uncertain outcome in all cases, indicating that the rats continued to “gamble” after successful uncertain choices, regardless of the overall probability or magnitude of food. A subsequent manipulation, in which the probability of uncertain food varied within each session as a function of the previous uncertain outcome, examined how the previous outcome and probability of uncertain food affected choice in a dynamic environment. Uncertain-choice behavior increased with the probability of uncertain food. The rats exhibited increased sensitivity to probability changes and a greater degree of win–stay/lose–shift behavior than in the static phase. Simulations of two sequential choice models were performed to explore the possible mechanisms of reward value computations. The simulation results supported an exponentially decaying value function that updated as a function of trial (rather than time). These results emphasize the importance of analyzing global and local factors in choice behavior and suggest avenues for the future development of sequential-choice models. PMID:23205915

Probabilistic Modeling of Aircraft Trajectories for Dynamic Separation Volumes

NASA Technical Reports Server (NTRS)

Lewis, Timothy A.

2016-01-01

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

In search of a statistical probability model for petroleum-resource assessment : a critique of the probabilistic significance of certain concepts and methods used in petroleum-resource assessment : to that end, a probabilistic model is sketched

USGS Publications Warehouse

Grossling, Bernardo F.

1975-01-01

Exploratory drilling is still in incipient or youthful stages in those areas of the world where the bulk of the potential petroleum resources is yet to be discovered. Methods of assessing resources from projections based on historical production and reserve data are limited to mature areas. For most of the world's petroleum-prospective areas, a more speculative situation calls for a critical review of resource-assessment methodology. The language of mathematical statistics is required to define more rigorously the appraisal of petroleum resources. Basically, two approaches have been used to appraise the amounts of undiscovered mineral resources in a geologic province: (1) projection models, which use statistical data on the past outcome of exploration and development in the province; and (2) estimation models of the overall resources of the province, which use certain known parameters of the province together with the outcome of exploration and development in analogous provinces. These two approaches often lead to widely different estimates. Some of the controversy that arises results from a confusion of the probabilistic significance of the quantities yielded by each of the two approaches. Also, inherent limitations of analytic projection models-such as those using the logistic and Gomperts functions --have often been ignored. The resource-assessment problem should be recast in terms that provide for consideration of the probability of existence of the resource and of the probability of discovery of a deposit. Then the two above-mentioned models occupy the two ends of the probability range. The new approach accounts for (1) what can be expected with reasonably high certainty by mere projections of what has been accomplished in the past; (2) the inherent biases of decision-makers and resource estimators; (3) upper bounds that can be set up as goals for exploration; and (4) the uncertainties in geologic conditions in a search for minerals. Actual outcomes can then be viewed as phenomena subject to statistical uncertainty and responsive to changes in economic and technologic factors.

A New Interpretation of Effects of the Probabilistic Delayed Start on the One-Dimensional Traffic Flow

NASA Astrophysics Data System (ADS)

Ishibashi, Yoshihiro; Fukui, Minoru

2018-03-01

The effect of the probabilistic delayed start on the one-dimensional traffic flow is investigated on the basis of several models. Analogy with the degeneracy of the states and its resolution, as well as that with the mathematical procedures adopted for them, is utilized. The perturbation is assumed to be proportional to the probability of the delayed start, and the perturbation function is determined so that imposed conditions are fulfilled. The obtained formulas coincide with those previously derived on the basis of the mean-field analyses of the Nagel-Schreckenberg and Fukui-Ishibashi models, and reproduce the cellular automaton simulation results.

Application of dynamic uncertain causality graph in spacecraft fault diagnosis: Logic cycle

NASA Astrophysics Data System (ADS)

Yao, Quanying; Zhang, Qin; Liu, Peng; Yang, Ping; Zhu, Ma; Wang, Xiaochen

2017-04-01

Intelligent diagnosis system are applied to fault diagnosis in spacecraft. Dynamic Uncertain Causality Graph (DUCG) is a new probability graphic model with many advantages. In the knowledge expression of spacecraft fault diagnosis, feedback among variables is frequently encountered, which may cause directed cyclic graphs (DCGs). Probabilistic graphical models (PGMs) such as bayesian network (BN) have been widely applied in uncertain causality representation and probabilistic reasoning, but BN does not allow DCGs. In this paper, DUGG is applied to fault diagnosis in spacecraft: introducing the inference algorithm for the DUCG to deal with feedback. Now, DUCG has been tested in 16 typical faults with 100% diagnosis accuracy.

Probabilistic risk assessment of the Space Shuttle. Phase 3: A study of the potential of losing the vehicle during nominal operation. Volume 2: Integrated loss of vehicle model

NASA Technical Reports Server (NTRS)

Fragola, Joseph R.; Maggio, Gaspare; Frank, Michael V.; Gerez, Luis; Mcfadden, Richard H.; Collins, Erin P.; Ballesio, Jorge; Appignani, Peter L.; Karns, James J.

1995-01-01

The application of the probabilistic risk assessment methodology to a Space Shuttle environment, particularly to the potential of losing the Shuttle during nominal operation is addressed. The different related concerns are identified and combined to determine overall program risks. A fault tree model is used to allocate system probabilities to the subsystem level. The loss of the vehicle due to failure to contain energetic gas and debris, to maintain proper propulsion and configuration is analyzed, along with the loss due to Orbiter, external tank failure, and landing failure or error.

Bell-Boole Inequality: Nonlocality or Probabilistic Incompatibility of Random Variables?

NASA Astrophysics Data System (ADS)

Khrennikov, Andrei

2008-06-01

The main aim of this report is to inform the quantum information community about investigations on the problem of probabilistic compatibility of a family of random variables: a possibility to realize such a family on the basis of a single probability measure (to construct a single Kolmogorov probability space). These investigations were started hundred of years ago by J. Boole (who invented Boolean algebras). The complete solution of the problem was obtained by Soviet mathematician Vorobjev in 60th. Surprisingly probabilists and statisticians obtained inequalities for probabilities and correlations among which one can find the famous Bell’s inequality and its generalizations. Such inequalities appeared simply as constraints for probabilistic compatibility. In this framework one can not see a priori any link to such problems as nonlocality and “death of reality” which are typically linked to Bell’s type inequalities in physical literature. We analyze the difference between positions of mathematicians and quantum physicists. In particular, we found that one of the most reasonable explanations of probabilistic incompatibility is mixing in Bell’s type inequalities statistical data from a number of experiments performed under different experimental contexts.

Probabilistic hindcasts and projections of the coupled climate, carbon cycle and Atlantic meridional overturning circulation system: a Bayesian fusion of century-scale observations with a simple model

NASA Astrophysics Data System (ADS)

Urban, Nathan M.; Keller, Klaus

2010-10-01

How has the Atlantic Meridional Overturning Circulation (AMOC) varied over the past centuries and what is the risk of an anthropogenic AMOC collapse? We report probabilistic projections of the future climate which improve on previous AMOC projection studies by (i) greatly expanding the considered observational constraints and (ii) carefully sampling the tail areas of the parameter probability distribution function (pdf). We use a Bayesian inversion to constrain a simple model of the coupled climate, carbon cycle and AMOC systems using observations to derive multicentury hindcasts and projections. Our hindcasts show considerable skill in representing the observational constraints. We show that robust AMOC risk estimates can require carefully sampling the parameter pdfs. We find a low probability of experiencing an AMOC collapse within the 21st century for a business-as-usual emissions scenario. The probability of experiencing an AMOC collapse within two centuries is 1/10. The probability of crossing a forcing threshold and triggering a future AMOC collapse (by 2300) is approximately 1/30 in the 21st century and over 1/3 in the 22nd. Given the simplicity of the model structure and uncertainty in the forcing assumptions, our analysis should be considered a proof of concept and the quantitative conclusions subject to severe caveats.

Verbal versus Numerical Probabilities: Does Format Presentation of Probabilistic Information regarding Breast Cancer Screening Affect Women's Comprehension?

ERIC Educational Resources Information Center

Vahabi, Mandana

2010-01-01

Objective: To test whether the format in which women receive probabilistic information about breast cancer and mammography affects their comprehension. Methods: A convenience sample of 180 women received pre-assembled randomized packages containing a breast health information brochure, with probabilities presented in either verbal or numeric…

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

ERIC Educational Resources Information Center

Vul, Edward; Hanus, Deborah; Kanwisher, Nancy

2009-01-01

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

Probability Theory Plus Noise: Descriptive Estimation and Inferential Judgment.

PubMed

Costello, Fintan; Watts, Paul

2018-01-01

We describe a computational model of two central aspects of people's probabilistic reasoning: descriptive probability estimation and inferential probability judgment. This model assumes that people's reasoning follows standard frequentist probability theory, but it is subject to random noise. This random noise has a regressive effect in descriptive probability estimation, moving probability estimates away from normative probabilities and toward the center of the probability scale. This random noise has an anti-regressive effect in inferential judgement, however. These regressive and anti-regressive effects explain various reliable and systematic biases seen in people's descriptive probability estimation and inferential probability judgment. This model predicts that these contrary effects will tend to cancel out in tasks that involve both descriptive estimation and inferential judgement, leading to unbiased responses in those tasks. We test this model by applying it to one such task, described by Gallistel et al. ). Participants' median responses in this task were unbiased, agreeing with normative probability theory over the full range of responses. Our model captures the pattern of unbiased responses in this task, while simultaneously explaining systematic biases away from normatively correct probabilities seen in other tasks. Copyright © 2018 Cognitive Science Society, Inc.

Affective and cognitive factors influencing sensitivity to probabilistic information.

PubMed

Tyszka, Tadeusz; Sawicki, Przemyslaw

2011-11-01

In study 1 different groups of female students were randomly assigned to one of four probabilistic information formats. Five different levels of probability of a genetic disease in an unborn child were presented to participants (within-subject factor). After the presentation of the probability level, participants were requested to indicate the acceptable level of pain they would tolerate to avoid the disease (in their unborn child), their subjective evaluation of the disease risk, and their subjective evaluation of being worried by this risk. The results of study 1 confirmed the hypothesis that an experience-based probability format decreases the subjective sense of worry about the disease, thus, presumably, weakening the tendency to overrate the probability of rare events. Study 2 showed that for the emotionally laden stimuli, the experience-based probability format resulted in higher sensitivity to probability variations than other formats of probabilistic information. These advantages of the experience-based probability format are interpreted in terms of two systems of information processing: the rational deliberative versus the affective experiential and the principle of stimulus-response compatibility. © 2011 Society for Risk Analysis.

Probabilistic structural analysis using a general purpose finite element program

NASA Astrophysics Data System (ADS)

Riha, D. S.; Millwater, H. R.; Thacker, B. H.

1992-07-01

This paper presents an accurate and efficient method to predict the probabilistic response for structural response quantities, such as stress, displacement, natural frequencies, and buckling loads, by combining the capabilities of MSC/NASTRAN, including design sensitivity analysis and fast probability integration. Two probabilistic structural analysis examples have been performed and verified by comparison with Monte Carlo simulation of the analytical solution. The first example consists of a cantilevered plate with several point loads. The second example is a probabilistic buckling analysis of a simply supported composite plate under in-plane loading. The coupling of MSC/NASTRAN and fast probability integration is shown to be orders of magnitude more efficient than Monte Carlo simulation with excellent accuracy.

Statistical physics of medical diagnostics: Study of a probabilistic model.

PubMed

Mashaghi, Alireza; Ramezanpour, Abolfazl

2018-03-01

We study a diagnostic strategy which is based on the anticipation of the diagnostic process by simulation of the dynamical process starting from the initial findings. We show that such a strategy could result in more accurate diagnoses compared to a strategy that is solely based on the direct implications of the initial observations. We demonstrate this by employing the mean-field approximation of statistical physics to compute the posterior disease probabilities for a given subset of observed signs (symptoms) in a probabilistic model of signs and diseases. A Monte Carlo optimization algorithm is then used to maximize an objective function of the sequence of observations, which favors the more decisive observations resulting in more polarized disease probabilities. We see how the observed signs change the nature of the macroscopic (Gibbs) states of the sign and disease probability distributions. The structure of these macroscopic states in the configuration space of the variables affects the quality of any approximate inference algorithm (so the diagnostic performance) which tries to estimate the sign-disease marginal probabilities. In particular, we find that the simulation (or extrapolation) of the diagnostic process is helpful when the disease landscape is not trivial and the system undergoes a phase transition to an ordered phase.

Statistical physics of medical diagnostics: Study of a probabilistic model

NASA Astrophysics Data System (ADS)

Mashaghi, Alireza; Ramezanpour, Abolfazl

2018-03-01

We study a diagnostic strategy which is based on the anticipation of the diagnostic process by simulation of the dynamical process starting from the initial findings. We show that such a strategy could result in more accurate diagnoses compared to a strategy that is solely based on the direct implications of the initial observations. We demonstrate this by employing the mean-field approximation of statistical physics to compute the posterior disease probabilities for a given subset of observed signs (symptoms) in a probabilistic model of signs and diseases. A Monte Carlo optimization algorithm is then used to maximize an objective function of the sequence of observations, which favors the more decisive observations resulting in more polarized disease probabilities. We see how the observed signs change the nature of the macroscopic (Gibbs) states of the sign and disease probability distributions. The structure of these macroscopic states in the configuration space of the variables affects the quality of any approximate inference algorithm (so the diagnostic performance) which tries to estimate the sign-disease marginal probabilities. In particular, we find that the simulation (or extrapolation) of the diagnostic process is helpful when the disease landscape is not trivial and the system undergoes a phase transition to an ordered phase.

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

NASA Astrophysics Data System (ADS)

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

2013-12-01

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

Probabilistic Structural Analysis Program

NASA Technical Reports Server (NTRS)

Pai, Shantaram S.; Chamis, Christos C.; Murthy, Pappu L. N.; Stefko, George L.; Riha, David S.; Thacker, Ben H.; Nagpal, Vinod K.; Mital, Subodh K.

2010-01-01

NASA/NESSUS 6.2c is a general-purpose, probabilistic analysis program that computes probability of failure and probabilistic sensitivity measures of engineered systems. Because NASA/NESSUS uses highly computationally efficient and accurate analysis techniques, probabilistic solutions can be obtained even for extremely large and complex models. Once the probabilistic response is quantified, the results can be used to support risk-informed decisions regarding reliability for safety-critical and one-of-a-kind systems, as well as for maintaining a level of quality while reducing manufacturing costs for larger-quantity products. NASA/NESSUS has been successfully applied to a diverse range of problems in aerospace, gas turbine engines, biomechanics, pipelines, defense, weaponry, and infrastructure. This program combines state-of-the-art probabilistic algorithms with general-purpose structural analysis and lifting methods to compute the probabilistic response and reliability of engineered structures. Uncertainties in load, material properties, geometry, boundary conditions, and initial conditions can be simulated. The structural analysis methods include non-linear finite-element methods, heat-transfer analysis, polymer/ceramic matrix composite analysis, monolithic (conventional metallic) materials life-prediction methodologies, boundary element methods, and user-written subroutines. Several probabilistic algorithms are available such as the advanced mean value method and the adaptive importance sampling method. NASA/NESSUS 6.2c is structured in a modular format with 15 elements.

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Interacting with an artificial partner: modeling the role of emotional aspects.

PubMed

Cattinelli, Isabella; Goldwurm, Massimiliano; Borghese, N Alberto

2008-12-01

In this paper we introduce a simple model based on probabilistic finite state automata to describe an emotional interaction between a robot and a human user, or between simulated agents. Based on the agent's personality, attitude, and nature, and on the emotional inputs it receives, the model will determine the next emotional state displayed by the agent itself. The probabilistic and time-varying nature of the model yields rich and dynamic interactions, and an autonomous adaptation to the interlocutor. In addition, a reinforcement learning technique is applied to have one agent drive its partner's behavior toward desired states. The model may also be used as a tool for behavior analysis, by extracting high probability patterns of interaction and by resorting to the ergodic properties of Markov chains.

Dynamic Uncertain Causality Graph for Knowledge Representation and Probabilistic Reasoning: Directed Cyclic Graph and Joint Probability Distribution.

PubMed

Zhang, Qin

2015-07-01

Probabilistic graphical models (PGMs) such as Bayesian network (BN) have been widely applied in uncertain causality representation and probabilistic reasoning. Dynamic uncertain causality graph (DUCG) is a newly presented model of PGMs, which can be applied to fault diagnosis of large and complex industrial systems, disease diagnosis, and so on. The basic methodology of DUCG has been previously presented, in which only the directed acyclic graph (DAG) was addressed. However, the mathematical meaning of DUCG was not discussed. In this paper, the DUCG with directed cyclic graphs (DCGs) is addressed. In contrast, BN does not allow DCGs, as otherwise the conditional independence will not be satisfied. The inference algorithm for the DUCG with DCGs is presented, which not only extends the capabilities of DUCG from DAGs to DCGs but also enables users to decompose a large and complex DUCG into a set of small, simple sub-DUCGs, so that a large and complex knowledge base can be easily constructed, understood, and maintained. The basic mathematical definition of a complete DUCG with or without DCGs is proved to be a joint probability distribution (JPD) over a set of random variables. The incomplete DUCG as a part of a complete DUCG may represent a part of JPD. Examples are provided to illustrate the methodology.

High-Resolution Underwater Mapping Using Side-Scan Sonar

PubMed Central

2016-01-01

The goal of this study is to generate high-resolution sea floor maps using a Side-Scan Sonar(SSS). This is achieved by explicitly taking into account the SSS operation as follows. First, the raw sensor data is corrected by means of a physics-based SSS model. Second, the data is projected to the sea-floor. The errors involved in this projection are thoroughfully analysed. Third, a probabilistic SSS model is defined and used to estimate the probability of each sea-floor region to be observed. This probabilistic information is then used to weight the contribution of each SSS measurement to the map. Because of these models, arbitrary map resolutions can be achieved, even beyond the sensor resolution. Finally, a geometric map building method is presented and combined with the probabilistic approach. The resulting map is composed of two layers. The echo intensity layer holds the most likely echo intensities at each point in the sea-floor. The probabilistic layer contains information about how confident can the user or the higher control layers be about the echo intensity layer data. Experimental results have been conducted in a large subsea region. PMID:26821379

MrLavaLoba: A new probabilistic model for the simulation of lava flows as a settling process

NASA Astrophysics Data System (ADS)

de'Michieli Vitturi, Mattia; Tarquini, Simone

2018-01-01

A new code to simulate lava flow spread, MrLavaLoba, is presented. In the code, erupted lava is itemized in parcels having an elliptical shape and prescribed volume. New parcels bud from existing ones according to a probabilistic law influenced by the local steepest slope direction and by tunable input settings. MrLavaLoba must be accounted among the probabilistic codes for the simulation of lava flows, because it is not intended to mimic the actual process of flowing or to provide directly the progression with time of the flow field, but rather to guess the most probable inundated area and final thickness of the lava deposit. The code's flexibility allows it to produce variable lava flow spread and emplacement according to different dynamics (e.g. pahoehoe or channelized-'a'ā). For a given scenario, it is shown that model outputs converge, in probabilistic terms, towards a single solution. The code is applied to real cases in Hawaii and Mt. Etna, and the obtained maps are shown. The model is written in Python and the source code is available at http://demichie.github.io/MrLavaLoba/.

Spatial planning using probabilistic flood maps

NASA Astrophysics Data System (ADS)

Alfonso, Leonardo; Mukolwe, Micah; Di Baldassarre, Giuliano

2015-04-01

Probabilistic flood maps account for uncertainty in flood inundation modelling and convey a degree of certainty in the outputs. Major sources of uncertainty include input data, topographic data, model structure, observation data and parametric uncertainty. Decision makers prefer less ambiguous information from modellers; this implies that uncertainty is suppressed to yield binary flood maps. Though, suppressing information may potentially lead to either surprise or misleading decisions. Inclusion of uncertain information in the decision making process is therefore desirable and transparent. To this end, we utilise the Prospect theory and information from a probabilistic flood map to evaluate potential decisions. Consequences related to the decisions were evaluated using flood risk analysis. Prospect theory explains how choices are made given options for which probabilities of occurrence are known and accounts for decision makers' characteristics such as loss aversion and risk seeking. Our results show that decision making is pronounced when there are high gains and loss, implying higher payoffs and penalties, therefore a higher gamble. Thus the methodology may be appropriately considered when making decisions based on uncertain information.

Reasoning about Probabilistic Security Using Task-PIOAs

NASA Astrophysics Data System (ADS)

Jaggard, Aaron D.; Meadows, Catherine; Mislove, Michael; Segala, Roberto

Task-structured probabilistic input/output automata (Task-PIOAs) are concurrent probabilistic automata that, among other things, have been used to provide a formal framework for the universal composability paradigms of protocol security. One of their advantages is that that they allow one to distinguish high-level nondeterminism that can affect the outcome of the protocol, from low-level choices, which can't. We present an alternative approach to analyzing the structure of Task-PIOAs that relies on ordered sets. We focus on two of the components that are required to define and apply Task-PIOAs: discrete probability theory and automata theory. We believe our development gives insight into the structure of Task-PIOAs and how they can be utilized to model crypto-protocols. We illustrate our approach with an example from anonymity, an area that has not previously been addressed using Task-PIOAs. We model Chaum's Dining Cryptographers Protocol at a level that does not require cryptographic primitives in the analysis. We show via this example how our approach can leverage a proof of security in the case a principal behaves deterministically to prove security when that principal behaves probabilistically.

The MIT Integrated Global System Model: A facility for Assessing and Communicating Climate Change Uncertainty (Invited)

NASA Astrophysics Data System (ADS)

Prinn, R. G.

2013-12-01

The world is facing major challenges that create tensions between human development and environmental sustenance. In facing these challenges, computer models are invaluable tools for addressing the need for probabilistic approaches to forecasting. To illustrate this, I use the MIT Integrated Global System Model framework (IGSM; http://globalchange.mit.edu ). The IGSM consists of a set of coupled sub-models of global economic and technological development and resultant emissions, and physical, dynamical and chemical processes in the atmosphere, land, ocean and ecosystems (natural and managed). Some of the sub-models have both complex and simplified versions available, with the choice of which version to use being guided by the questions being addressed. Some sub-models (e.g.urban air pollution) are reduced forms of complex ones created by probabilistic collocation with polynomial chaos bases. Given the significant uncertainties in the model components, it is highly desirable that forecasts be probabilistic. We achieve this by running 400-member ensembles (Latin hypercube sampling) with different choices for key uncertain variables and processes within the human and natural system model components (pdfs of inputs estimated by model-observation comparisons, literature surveys, or expert elicitation). The IGSM has recently been used for probabilistic forecasts of climate, each using 400-member ensembles: one ensemble assumes no explicit climate mitigation policy and others assume increasingly stringent policies involving stabilization of greenhouse gases at various levels. These forecasts indicate clearly that the greatest effect of these policies is to lower the probability of extreme changes. The value of such probability analyses for policy decision-making lies in their ability to compare relative (not just absolute) risks of various policies, which are less affected by the earth system model uncertainties. Given the uncertainties in forecasts, it is also clear that we need to evaluate policies based on their ability to lower risk, and to re-evaluate decisions over time as new knowledge is gained. Reference: R. G. Prinn, Development and Application of Earth System Models, Proceedings, National Academy of Science, June 15, 2012, http://www.pnas.org/cgi/doi/10.1073/pnas.1107470109.

Model Verification and Validation Concepts for a Probabilistic Fracture Assessment Model to Predict Cracking of Knife Edge Seals in the Space Shuttle Main Engine High Pressure Oxidizer

NASA Technical Reports Server (NTRS)

Pai, Shantaram S.; Riha, David S.

2013-01-01

Physics-based models are routinely used to predict the performance of engineered systems to make decisions such as when to retire system components, how to extend the life of an aging system, or if a new design will be safe or available. Model verification and validation (V&V) is a process to establish credibility in model predictions. Ideally, carefully controlled validation experiments will be designed and performed to validate models or submodels. In reality, time and cost constraints limit experiments and even model development. This paper describes elements of model V&V during the development and application of a probabilistic fracture assessment model to predict cracking in space shuttle main engine high-pressure oxidizer turbopump knife-edge seals. The objective of this effort was to assess the probability of initiating and growing a crack to a specified failure length in specific flight units for different usage and inspection scenarios. The probabilistic fracture assessment model developed in this investigation combined a series of submodels describing the usage, temperature history, flutter tendencies, tooth stresses and numbers of cycles, fatigue cracking, nondestructive inspection, and finally the probability of failure. The analysis accounted for unit-to-unit variations in temperature, flutter limit state, flutter stress magnitude, and fatigue life properties. The investigation focused on the calculation of relative risk rather than absolute risk between the usage scenarios. Verification predictions were first performed for three units with known usage and cracking histories to establish credibility in the model predictions. Then, numerous predictions were performed for an assortment of operating units that had flown recently or that were projected for future flights. Calculations were performed using two NASA-developed software tools: NESSUS(Registered Trademark) for the probabilistic analysis, and NASGRO(Registered Trademark) for the fracture mechanics analysis. The goal of these predictions was to provide additional information to guide decisions on the potential of reusing existing and installed units prior to the new design certification.

Effects of delay and probability combinations on discounting in humans.

PubMed

Cox, David J; Dallery, Jesse

2016-10-01

To determine discount rates, researchers typically adjust the amount of an immediate or certain option relative to a delayed or uncertain option. Because this adjusting amount method can be relatively time consuming, researchers have developed more efficient procedures. One such procedure is a 5-trial adjusting delay procedure, which measures the delay at which an amount of money loses half of its value (e.g., $1000 is valued at $500 with a 10-year delay to its receipt). Experiment 1 (n=212) used 5-trial adjusting delay or probability tasks to measure delay discounting of losses, probabilistic gains, and probabilistic losses. Experiment 2 (n=98) assessed combined probabilistic and delayed alternatives. In both experiments, we compared results from 5-trial adjusting delay or probability tasks to traditional adjusting amount procedures. Results suggest both procedures produced similar rates of probability and delay discounting in six out of seven comparisons. A magnitude effect consistent with previous research was observed for probabilistic gains and losses, but not for delayed losses. Results also suggest that delay and probability interact to determine the value of money. Five-trial methods may allow researchers to assess discounting more efficiently as well as study more complex choice scenarios. Copyright © 2016 Elsevier B.V. All rights reserved.

Durability reliability analysis for corroding concrete structures under uncertainty

NASA Astrophysics Data System (ADS)

Zhang, Hao

2018-02-01

This paper presents a durability reliability analysis of reinforced concrete structures subject to the action of marine chloride. The focus is to provide insight into the role of epistemic uncertainties on durability reliability. The corrosion model involves a number of variables whose probabilistic characteristics cannot be fully determined due to the limited availability of supporting data. All sources of uncertainty, both aleatory and epistemic, should be included in the reliability analysis. Two methods are available to formulate the epistemic uncertainty: the imprecise probability-based method and the purely probabilistic method in which the epistemic uncertainties are modeled as random variables. The paper illustrates how the epistemic uncertainties are modeled and propagated in the two methods, and shows how epistemic uncertainties govern the durability reliability.

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.

Finite element probabilistic risk assessment of transmission line insulation flashovers caused by lightning strokes

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

Bacvarov, D.C.

1981-01-01

A new method for probabilistic risk assessment of transmission line insulation flashovers caused by lightning strokes is presented. The utilized approach of applying the finite element method for probabilistic risk assessment is demonstrated to be very powerful. The reasons for this are two. First, the finite element method is inherently suitable for analysis of three dimensional spaces where the parameters, such as three variate probability densities of the lightning currents, are non-uniformly distributed. Second, the finite element method permits non-uniform discretization of the three dimensional probability spaces thus yielding high accuracy in critical regions, such as the area of themore » low probability events, while at the same time maintaining coarse discretization in the non-critical areas to keep the number of grid points and the size of the problem to a manageable low level. The finite element probabilistic risk assessment method presented here is based on a new multidimensional search algorithm. It utilizes an efficient iterative technique for finite element interpolation of the transmission line insulation flashover criteria computed with an electro-magnetic transients program. Compared to other available methods the new finite element probabilistic risk assessment method is significantly more accurate and approximately two orders of magnitude computationally more efficient. The method is especially suited for accurate assessment of rare, very low probability events.« less

The Objective Borderline Method: A Probabilistic Method for Standard Setting

ERIC Educational Resources Information Center

Shulruf, Boaz; Poole, Phillippa; Jones, Philip; Wilkinson, Tim

2015-01-01

A new probability-based standard setting technique, the Objective Borderline Method (OBM), was introduced recently. This was based on a mathematical model of how test scores relate to student ability. The present study refined the model and tested it using 2500 simulated data-sets. The OBM was feasible to use. On average, the OBM performed well…

Validation of a probabilistic post-fire erosion model

Treesearch

Pete Robichaud; William J. Elliot; Sarah A. Lewis; Mary Ellen Miller

2016-01-01

Post-fire increases of runoff and erosion often occur and land managers need tools to be able to project the increased risk. The Erosion Risk Management Tool (ERMiT) uses the Water Erosion Prediction Project (WEPP) model as the underlying processor. ERMiT predicts the probability of a given amount of hillslope sediment delivery from a single rainfall or...

A Mediation Model to Explain the Role of Mathematics Skills and Probabilistic Reasoning on Statistics Achievement

ERIC Educational Resources Information Center

Primi, Caterina; Donati, Maria Anna; Chiesi, Francesca

2016-01-01

Among the wide range of factors related to the acquisition of statistical knowledge, competence in basic mathematics, including basic probability, has received much attention. In this study, a mediation model was estimated to derive the total, direct, and indirect effects of mathematical competence on statistics achievement taking into account…

Stan : A Probabilistic Programming Language

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

Carpenter, Bob; Gelman, Andrew; Hoffman, Matthew D.

Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectationmore » propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can also be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.« less

Stan : A Probabilistic Programming Language

DOE PAGES

Carpenter, Bob; Gelman, Andrew; Hoffman, Matthew D.; ...

2017-01-01

Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectationmore » propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can also be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.« less

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.

Approximate probabilistic cellular automata for the dynamics of single-species populations under discrete logisticlike growth with and without weak Allee effects.

PubMed

Mendonça, J Ricardo G; Gevorgyan, Yeva

2017-05-01

We investigate one-dimensional elementary probabilistic cellular automata (PCA) whose dynamics in first-order mean-field approximation yields discrete logisticlike growth models for a single-species unstructured population with nonoverlapping generations. Beginning with a general six-parameter model, we find constraints on the transition probabilities of the PCA that guarantee that the ensuing approximations make sense in terms of population dynamics and classify the valid combinations thereof. Several possible models display a negative cubic term that can be interpreted as a weak Allee factor. We also investigate the conditions under which a one-parameter PCA derived from the more general six-parameter model can generate valid population growth dynamics. Numerical simulations illustrate the behavior of some of the PCA found.

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

NASA Astrophysics Data System (ADS)

Bandte, Oliver

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

Modeling Finite-Time Failure Probabilities in Risk Analysis Applications.

PubMed

Dimitrova, Dimitrina S; Kaishev, Vladimir K; Zhao, Shouqi

2015-10-01

In this article, we introduce a framework for analyzing the risk of systems failure based on estimating the failure probability. The latter is defined as the probability that a certain risk process, characterizing the operations of a system, reaches a possibly time-dependent critical risk level within a finite-time interval. Under general assumptions, we define two dually connected models for the risk process and derive explicit expressions for the failure probability and also the joint probability of the time of the occurrence of failure and the excess of the risk process over the risk level. We illustrate how these probabilistic models and results can be successfully applied in several important areas of risk analysis, among which are systems reliability, inventory management, flood control via dam management, infectious disease spread, and financial insolvency. Numerical illustrations are also presented. © 2015 Society for Risk Analysis.

The multi temporal/multi-model approach to predictive uncertainty assessment in real-time flood forecasting

NASA Astrophysics Data System (ADS)

Barbetta, Silvia; Coccia, Gabriele; Moramarco, Tommaso; Brocca, Luca; Todini, Ezio

2017-08-01

This work extends the multi-temporal approach of the Model Conditional Processor (MCP-MT) to the multi-model case and to the four Truncated Normal Distributions (TNDs) approach, demonstrating the improvement on the single-temporal one. The study is framed in the context of probabilistic Bayesian decision-making that is appropriate to take rational decisions on uncertain future outcomes. As opposed to the direct use of deterministic forecasts, the probabilistic forecast identifies a predictive probability density function that represents a fundamental knowledge on future occurrences. The added value of MCP-MT is the identification of the probability that a critical situation will happen within the forecast lead-time and when, more likely, it will occur. MCP-MT is thoroughly tested for both single-model and multi-model configurations at a gauged site on the Tiber River, central Italy. The stages forecasted by two operative deterministic models, STAFOM-RCM and MISDc, are considered for the study. The dataset used for the analysis consists of hourly data from 34 flood events selected on a time series of six years. MCP-MT improves over the original models' forecasts: the peak overestimation and the rising limb delayed forecast, characterizing MISDc and STAFOM-RCM respectively, are significantly mitigated, with a reduced mean error on peak stage from 45 to 5 cm and an increased coefficient of persistence from 0.53 up to 0.75. The results show that MCP-MT outperforms the single-temporal approach and is potentially useful for supporting decision-making because the exceedance probability of hydrometric thresholds within a forecast horizon and the most probable flooding time can be estimated.

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

PubMed Central

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

2015-01-01

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

Forecasting the probability of future groundwater levels declining below specified low thresholds in the conterminous U.S.

USGS Publications Warehouse

Dudley, Robert W.; Hodgkins, Glenn A.; Dickinson, Jesse

2017-01-01

We present a logistic regression approach for forecasting the probability of future groundwater levels declining or maintaining below specific groundwater-level thresholds. We tested our approach on 102 groundwater wells in different climatic regions and aquifers of the United States that are part of the U.S. Geological Survey Groundwater Climate Response Network. We evaluated the importance of current groundwater levels, precipitation, streamflow, seasonal variability, Palmer Drought Severity Index, and atmosphere/ocean indices for developing the logistic regression equations. Several diagnostics of model fit were used to evaluate the regression equations, including testing of autocorrelation of residuals, goodness-of-fit metrics, and bootstrap validation testing. The probabilistic predictions were most successful at wells with high persistence (low month-to-month variability) in their groundwater records and at wells where the groundwater level remained below the defined low threshold for sustained periods (generally three months or longer). The model fit was weakest at wells with strong seasonal variability in levels and with shorter duration low-threshold events. We identified challenges in deriving probabilistic-forecasting models and possible approaches for addressing those challenges.

Developing an event-tree probabilistic tsunami inundation model for NE Atlantic coasts: Application to case studies

NASA Astrophysics Data System (ADS)

Omira, Rachid; Baptista, Maria Ana; Matias, Luis

2015-04-01

This study constitutes the first assessment of probabilistic tsunami inundation in the NE Atlantic region, using an event-tree approach. It aims to develop a probabilistic tsunami inundation approach for the NE Atlantic coast with an application to two test sites of ASTARTE project, Tangier-Morocco and Sines-Portugal. Only tsunamis of tectonic origin are considered here, taking into account near-, regional- and far-filed sources. The multidisciplinary approach, proposed here, consists of an event-tree method that gathers seismic hazard assessment, tsunami numerical modelling, and statistical methods. It presents also a treatment of uncertainties related to source location and tidal stage in order to derive the likelihood of tsunami flood occurrence and exceedance of a specific near-shore wave height during a given return period. We derive high-resolution probabilistic maximum wave heights and flood distributions for both test-sites Tangier and Sines considering 100-, 500-, and 1000-year return periods. We find that the probability that a maximum wave height exceeds 1 m somewhere along the Sines coasts reaches about 55% for 100-year return period, and is up to 100% for 1000-year return period. Along Tangier coast, the probability of inundation occurrence (flow depth > 0m) is up to 45% for 100-year return period and reaches 96% in some near-shore costal location for 500-year return period. Acknowledgements: This work is funded by project ASTARTE - Assessment, STrategy And Risk Reduction for Tsunamis in Europe. Grant 603839, 7th FP (ENV.2013.6.4-3 ENV.2013.6.4-3).

Maximizing Statistical Power When Verifying Probabilistic Forecasts of Hydrometeorological Events

NASA Astrophysics Data System (ADS)

DeChant, C. M.; Moradkhani, H.

2014-12-01

Hydrometeorological events (i.e. floods, droughts, precipitation) are increasingly being forecasted probabilistically, owing to the uncertainties in the underlying causes of the phenomenon. In these forecasts, the probability of the event, over some lead time, is estimated based on some model simulations or predictive indicators. By issuing probabilistic forecasts, agencies may communicate the uncertainty in the event occurring. Assuming that the assigned probability of the event is correct, which is referred to as a reliable forecast, the end user may perform some risk management based on the potential damages resulting from the event. Alternatively, an unreliable forecast may give false impressions of the actual risk, leading to improper decision making when protecting resources from extreme events. Due to this requisite for reliable forecasts to perform effective risk management, this study takes a renewed look at reliability assessment in event forecasts. Illustrative experiments will be presented, showing deficiencies in the commonly available approaches (Brier Score, Reliability Diagram). Overall, it is shown that the conventional reliability assessment techniques do not maximize the ability to distinguish between a reliable and unreliable forecast. In this regard, a theoretical formulation of the probabilistic event forecast verification framework will be presented. From this analysis, hypothesis testing with the Poisson-Binomial distribution is the most exact model available for the verification framework, and therefore maximizes one's ability to distinguish between a reliable and unreliable forecast. Application of this verification system was also examined within a real forecasting case study, highlighting the additional statistical power provided with the use of the Poisson-Binomial distribution.

The Two-Dimensional Gabor Function Adapted to Natural Image Statistics: A Model of Simple-Cell Receptive Fields and Sparse Structure in Images.

PubMed

Loxley, P N

2017-10-01

The two-dimensional Gabor function is adapted to natural image statistics, leading to a tractable probabilistic generative model that can be used to model simple cell receptive field profiles, or generate basis functions for sparse coding applications. Learning is found to be most pronounced in three Gabor function parameters representing the size and spatial frequency of the two-dimensional Gabor function and characterized by a nonuniform probability distribution with heavy tails. All three parameters are found to be strongly correlated, resulting in a basis of multiscale Gabor functions with similar aspect ratios and size-dependent spatial frequencies. A key finding is that the distribution of receptive-field sizes is scale invariant over a wide range of values, so there is no characteristic receptive field size selected by natural image statistics. The Gabor function aspect ratio is found to be approximately conserved by the learning rules and is therefore not well determined by natural image statistics. This allows for three distinct solutions: a basis of Gabor functions with sharp orientation resolution at the expense of spatial-frequency resolution, a basis of Gabor functions with sharp spatial-frequency resolution at the expense of orientation resolution, or a basis with unit aspect ratio. Arbitrary mixtures of all three cases are also possible. Two parameters controlling the shape of the marginal distributions in a probabilistic generative model fully account for all three solutions. The best-performing probabilistic generative model for sparse coding applications is found to be a gaussian copula with Pareto marginal probability density functions.

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.

Non-unitary probabilistic quantum computing

NASA Technical Reports Server (NTRS)

Gingrich, Robert M.; Williams, Colin P.

2004-01-01

We present a method for designing quantum circuits that perform non-unitary quantum computations on n-qubit states probabilistically, and give analytic expressions for the success probability and fidelity.

On Modeling of If-Then Rules for Probabilistic Inference

DTIC Science & Technology

1993-02-01

conditionals b -- a. This space contains A strictly. Contrary to a statement in Gilio and Spezzaferri (1992), these conditionals are equivalent to...Wiley, N.Y. [4] Gilio , A. and Spezzaferri, F. (1992). Knowledge integration for condi- tional probability assessmn-ts. Proceedings 8th Conf. Uncertainty

Document Ranking Based upon Markov Chains.

ERIC Educational Resources Information Center

Danilowicz, Czeslaw; Balinski, Jaroslaw

2001-01-01

Considers how the order of documents in information retrieval responses are determined and introduces a method that uses a probabilistic model of a document set where documents are regarded as states of a Markov chain and where transition probabilities are directly proportional to similarities between documents. (Author/LRW)

Enhancing Flood Prediction Reliability Using Bayesian Model Averaging

NASA Astrophysics Data System (ADS)

Liu, Z.; Merwade, V.

2017-12-01

Uncertainty analysis is an indispensable part of modeling the hydrology and hydrodynamics of non-idealized environmental systems. Compared to reliance on prediction from one model simulation, using on ensemble of predictions that consider uncertainty from different sources is more reliable. In this study, Bayesian model averaging (BMA) is applied to Black River watershed in Arkansas and Missouri by combining multi-model simulations to get reliable deterministic water stage and probabilistic inundation extent predictions. The simulation ensemble is generated from 81 LISFLOOD-FP subgrid model configurations that include uncertainty from channel shape, channel width, channel roughness and discharge. Model simulation outputs are trained with observed water stage data during one flood event, and BMA prediction ability is validated for another flood event. Results from this study indicate that BMA does not always outperform all members in the ensemble, but it provides relatively robust deterministic flood stage predictions across the basin. Station based BMA (BMA_S) water stage prediction has better performance than global based BMA (BMA_G) prediction which is superior to the ensemble mean prediction. Additionally, high-frequency flood inundation extent (probability greater than 60%) in BMA_G probabilistic map is more accurate than the probabilistic flood inundation extent based on equal weights.

The effect of the sea on hazard assessment for tephra fallout at Campi Flegrei: a preliminary approach through the use of pyPHaz, an open tool to analyze and visualize probabilistic hazards

NASA Astrophysics Data System (ADS)

Tonini, Roberto; Sandri, Laura; Costa, Antonio; Selva, Jacopo

2014-05-01

Campi Flegrei (CF) is a large volcanic field located west of the Gulf of Naples, characterized by a wide and almost circular caldera which is partially submerged beneath the Gulf of Pozzuoli. It is known that the magma-water interaction is a key element to determine the character of submarine eruptions and their impact on the surrounding areas, but this phenomenon is still not well understood and it is rarely considered in hazard assessment. The aim of the present work is to present a preliminary study of the effect of the sea on the tephra fall hazard from CF on the municipality of Naples, by introducing a variability in the probability of tephra production according to the eruptive scale (defined on the basis of the erupted volume) and the depth of the opening submerged vents. Four different Probabilistic Volcanic Hazard Assessment (PVHA) models have been defined through the application of the model BET_VH at CF, by accounting for different modeling procedures and assumptions for the submerged part of the caldera. In particular, we take into account: 1) the effect of the sea as null, i.e. as if the water were not present; 2) the effect of the sea as a cap that totally blocks the explosivity of eruptions and consequently the tephra production; 3) an ensemble model between the two models described at the previous points 1) and 2); 4) a variable probability of tephra production depending on the depth of the submerged vent. The PVHA models are then input to pyPHaz, a tool developed and designed at INGV to visualize, analyze and merge into ensemble models PVHA's results and, potentially, any other kind of probabilistic hazard assessment, both natural and anthropic, in order to evaluate the importance of considering a variability among subaerial and submerged vents on tephra fallout hazard from CF in Naples. The analysis is preliminary and does not pretend to be exhaustive, but on one hand it represents a starting point for future works; on the other hand, it is a good case study to show the potentiality of the pyPHaz tool that, thanks to a dedicated Graphical User Interface (GUI), allows to interactively manage and visualize results of probabilistic hazards (hazard curves together with probability and hazard maps for different levels of uncertainties), and to compare or merge different hazard models producing ensemble models. This work has been developed in the framework of two Italian projects, "ByMuR (Bayesian Multi-Risk Assessment: a case study for natural risks in the city of Naples)" funded by the Italian Ministry of Education, Universities and Research (MIUR), and "V1: Probabilistic Volcanic Hazard Assessments" funded by the Italian Department of Civil Protection (DPC).

The role of linguistic experience in the processing of probabilistic information in production.

PubMed

Gustafson, Erin; Goldrick, Matthew

2018-01-01

Speakers track the probability that a word will occur in a particular context and utilize this information during phonetic processing. For example, content words that have high probability within a discourse tend to be realized with reduced acoustic/articulatory properties. Such probabilistic information may influence L1 and L2 speech processing in distinct ways (reflecting differences in linguistic experience across groups and the overall difficulty of L2 speech processing). To examine this issue, L1 and L2 speakers performed a referential communication task, describing sequences of simple actions. The two groups of speakers showed similar effects of discourse-dependent probabilistic information on production, suggesting that L2 speakers can successfully track discourse-dependent probabilities and use such information to modulate phonetic processing.

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.

Structural Probability Concepts Adapted to Electrical Engineering

NASA Technical Reports Server (NTRS)

Steinberg, Eric P.; Chamis, Christos C.

1994-01-01

Through the use of equivalent variable analogies, the authors demonstrate how an electrical subsystem can be modeled by an equivalent structural subsystem. This allows the electrical subsystem to be probabilistically analyzed by using available structural reliability computer codes such as NESSUS. With the ability to analyze the electrical subsystem probabilistically, we can evaluate the reliability of systems that include both structural and electrical subsystems. Common examples of such systems are a structural subsystem integrated with a health-monitoring subsystem, and smart structures. Since these systems have electrical subsystems that directly affect the operation of the overall system, probabilistically analyzing them could lead to improved reliability and reduced costs. The direct effect of the electrical subsystem on the structural subsystem is of secondary order and is not considered in the scope of this work.

Probabilistic evaluation of on-line checks in fault-tolerant multiprocessor systems

NASA Technical Reports Server (NTRS)

Nair, V. S. S.; Hoskote, Yatin V.; Abraham, Jacob A.

1992-01-01

The analysis of fault-tolerant multiprocessor systems that use concurrent error detection (CED) schemes is much more difficult than the analysis of conventional fault-tolerant architectures. Various analytical techniques have been proposed to evaluate CED schemes deterministically. However, these approaches are based on worst-case assumptions related to the failure of system components. Often, the evaluation results do not reflect the actual fault tolerance capabilities of the system. A probabilistic approach to evaluate the fault detecting and locating capabilities of on-line checks in a system is developed. The various probabilities associated with the checking schemes are identified and used in the framework of the matrix-based model. Based on these probabilistic matrices, estimates for the fault tolerance capabilities of various systems are derived analytically.

Worst case encoder-decoder policies for a communication system in the presence of an unknown probabilistic jammer

NASA Astrophysics Data System (ADS)

Cascio, David M.

1988-05-01

States of nature or observed data are often stochastically modelled as Gaussian random variables. At times it is desirable to transmit this information from a source to a destination with minimal distortion. Complicating this objective is the possible presence of an adversary attempting to disrupt this communication. In this report, solutions are provided to a class of minimax and maximin decision problems, which involve the transmission of a Gaussian random variable over a communications channel corrupted by both additive Gaussian noise and probabilistic jamming noise. The jamming noise is termed probabilistic in the sense that with nonzero probability 1-P, the jamming noise is prevented from corrupting the channel. We shall seek to obtain optimal linear encoder-decoder policies which minimize given quadratic distortion measures.

From multi-disciplinary monitoring observation to probabilistic eruption forecasting: a Bayesian view

NASA Astrophysics Data System (ADS)

Marzocchi, W.

2011-12-01

Eruption forecasting is the probability of eruption in a specific time-space-magnitude window. The use of probabilities to track the evolution of a phase of unrest is unavoidable for two main reasons: first, eruptions are intrinsically unpredictable in a deterministic sense, and, second, probabilities represent a quantitative tool that can be rationally used by decision-makers (this is usually done in many other fields). The primary information for the probability assessment during a phase of unrest come from monitoring data of different quantities, such as the seismic activity, ground deformation, geochemical signatures, and so on. Nevertheless, the probabilistic forecast based on monitoring data presents two main difficulties. First, many high-risk volcanoes do not have monitoring pre-eruptive and unrest databases, making impossible a probabilistic assessment based on the frequency of past observations. The ongoing project WOVOdat (led by Christopher Newhall) is trying to tackle this limitation creating a sort of worldwide epidemiological database that may cope with the lack of monitoring pre-eruptive and unrest databases for a specific volcano using observations of 'analogs' volcanoes. Second, the quantity and quality of monitoring data are rapidly increasing in many volcanoes, creating strongly inhomogeneous dataset. In these cases, classical statistical analysis can be performed on high quality monitoring observations only for (usually too) short periods of time, or alternatively using only few specific monitoring data that are available for longer times (such as the number of earthquakes), therefore neglecting a lot of information carried out by the most recent kind of monitoring. Here, we explore a possible strategy to cope with these limitations. In particular, we present a Bayesian strategy that merges different kinds of information. In this approach, all relevant monitoring observations are embedded into a probabilistic scheme through expert opinion, conceptual models, and, possibly, real past data. After discussing all scientific and philosophical aspects of such approach, we present some applications for Campi Flegrei and Vesuvius.

Propagating Water Quality Analysis Uncertainty Into Resource Management Decisions Through Probabilistic Modeling

NASA Astrophysics Data System (ADS)

Gronewold, A. D.; Wolpert, R. L.; Reckhow, K. H.

2007-12-01

Most probable number (MPN) and colony-forming-unit (CFU) are two estimates of fecal coliform bacteria concentration commonly used as measures of water quality in United States shellfish harvesting waters. The MPN is the maximum likelihood estimate (or MLE) of the true fecal coliform concentration based on counts of non-sterile tubes in serial dilution of a sample aliquot, indicating bacterial metabolic activity. The CFU is the MLE of the true fecal coliform concentration based on the number of bacteria colonies emerging on a growth plate after inoculation from a sample aliquot. Each estimating procedure has intrinsic variability and is subject to additional uncertainty arising from minor variations in experimental protocol. Several versions of each procedure (using different sized aliquots or different numbers of tubes, for example) are in common use, each with its own levels of probabilistic and experimental error and uncertainty. It has been observed empirically that the MPN procedure is more variable than the CFU procedure, and that MPN estimates are somewhat higher on average than CFU estimates, on split samples from the same water bodies. We construct a probabilistic model that provides a clear theoretical explanation for the observed variability in, and discrepancy between, MPN and CFU measurements. We then explore how this variability and uncertainty might propagate into shellfish harvesting area management decisions through a two-phased modeling strategy. First, we apply our probabilistic model in a simulation-based analysis of future water quality standard violation frequencies under alternative land use scenarios, such as those evaluated under guidelines of the total maximum daily load (TMDL) program. Second, we apply our model to water quality data from shellfish harvesting areas which at present are closed (either conditionally or permanently) to shellfishing, to determine if alternative laboratory analysis procedures might have led to different management decisions. Our research results indicate that the (often large) observed differences between MPN and CFU values for the same water body are well within the ranges predicted by our probabilistic model. Our research also indicates that the probability of violating current water quality guidelines at specified true fecal coliform concentrations depends on the laboratory procedure used. As a result, quality-based management decisions, such as opening or closing a shellfishing area, may also depend on the laboratory procedure used.

Multi-model ensemble hydrologic prediction using Bayesian model averaging

NASA Astrophysics Data System (ADS)

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

2007-05-01

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

Probabilistic tsunami hazard analysis: Multiple sources and global applications

USGS Publications Warehouse

Grezio, Anita; Babeyko, Andrey; Baptista, Maria Ana; Behrens, Jörn; Costa, Antonio; Davies, Gareth; Geist, Eric L.; Glimsdal, Sylfest; González, Frank I.; Griffin, Jonathan; Harbitz, Carl B.; LeVeque, Randall J.; Lorito, Stefano; Løvholt, Finn; Omira, Rachid; Mueller, Christof; Paris, Raphaël; Parsons, Thomas E.; Polet, Jascha; Power, William; Selva, Jacopo; Sørensen, Mathilde B.; Thio, Hong Kie

2017-01-01

Applying probabilistic methods to infrequent but devastating natural events is intrinsically challenging. For tsunami analyses, a suite of geophysical assessments should be in principle evaluated because of the different causes generating tsunamis (earthquakes, landslides, volcanic activity, meteorological events, and asteroid impacts) with varying mean recurrence rates. Probabilistic Tsunami Hazard Analyses (PTHAs) are conducted in different areas of the world at global, regional, and local scales with the aim of understanding tsunami hazard to inform tsunami risk reduction activities. PTHAs enhance knowledge of the potential tsunamigenic threat by estimating the probability of exceeding specific levels of tsunami intensity metrics (e.g., run-up or maximum inundation heights) within a certain period of time (exposure time) at given locations (target sites); these estimates can be summarized in hazard maps or hazard curves. This discussion presents a broad overview of PTHA, including (i) sources and mechanisms of tsunami generation, emphasizing the variety and complexity of the tsunami sources and their generation mechanisms, (ii) developments in modeling the propagation and impact of tsunami waves, and (iii) statistical procedures for tsunami hazard estimates that include the associated epistemic and aleatoric uncertainties. Key elements in understanding the potential tsunami hazard are discussed, in light of the rapid development of PTHA methods during the last decade and the globally distributed applications, including the importance of considering multiple sources, their relative intensities, probabilities of occurrence, and uncertainties in an integrated and consistent probabilistic framework.

Probabilistic Tsunami Hazard Analysis: Multiple Sources and Global Applications

NASA Astrophysics Data System (ADS)

Grezio, Anita; Babeyko, Andrey; Baptista, Maria Ana; Behrens, Jörn; Costa, Antonio; Davies, Gareth; Geist, Eric L.; Glimsdal, Sylfest; González, Frank I.; Griffin, Jonathan; Harbitz, Carl B.; LeVeque, Randall J.; Lorito, Stefano; Løvholt, Finn; Omira, Rachid; Mueller, Christof; Paris, Raphaël.; Parsons, Tom; Polet, Jascha; Power, William; Selva, Jacopo; Sørensen, Mathilde B.; Thio, Hong Kie

2017-12-01

Applying probabilistic methods to infrequent but devastating natural events is intrinsically challenging. For tsunami analyses, a suite of geophysical assessments should be in principle evaluated because of the different causes generating tsunamis (earthquakes, landslides, volcanic activity, meteorological events, and asteroid impacts) with varying mean recurrence rates. Probabilistic Tsunami Hazard Analyses (PTHAs) are conducted in different areas of the world at global, regional, and local scales with the aim of understanding tsunami hazard to inform tsunami risk reduction activities. PTHAs enhance knowledge of the potential tsunamigenic threat by estimating the probability of exceeding specific levels of tsunami intensity metrics (e.g., run-up or maximum inundation heights) within a certain period of time (exposure time) at given locations (target sites); these estimates can be summarized in hazard maps or hazard curves. This discussion presents a broad overview of PTHA, including (i) sources and mechanisms of tsunami generation, emphasizing the variety and complexity of the tsunami sources and their generation mechanisms, (ii) developments in modeling the propagation and impact of tsunami waves, and (iii) statistical procedures for tsunami hazard estimates that include the associated epistemic and aleatoric uncertainties. Key elements in understanding the potential tsunami hazard are discussed, in light of the rapid development of PTHA methods during the last decade and the globally distributed applications, including the importance of considering multiple sources, their relative intensities, probabilities of occurrence, and uncertainties in an integrated and consistent probabilistic framework.

Probabilistic modelling of drought events in China via 2-dimensional joint copula

NASA Astrophysics Data System (ADS)

Ayantobo, Olusola O.; Li, Yi; Song, Songbai; Javed, Tehseen; Yao, Ning

2018-04-01

Probabilistic modelling of drought events is a significant aspect of water resources management and planning. In this study, popularly applied and several relatively new bivariate Archimedean copulas were employed to derive regional and spatial based copula models to appraise drought risk in mainland China over 1961-2013. Drought duration (Dd), severity (Ds), and peak (Dp), as indicated by Standardized Precipitation Evapotranspiration Index (SPEI), were extracted according to the run theory and fitted with suitable marginal distributions. The maximum likelihood estimation (MLE) and curve fitting method (CFM) were used to estimate the copula parameters of nineteen bivariate Archimedean copulas. Drought probabilities and return periods were analysed based on appropriate bivariate copula in sub-region I-VII and entire mainland China. The goodness-of-fit tests as indicated by the CFM showed that copula NN19 in sub-regions III, IV, V, VI and mainland China, NN20 in sub-region I and NN13 in sub-region VII are the best for modeling drought variables. Bivariate drought probability across mainland China is relatively high, and the highest drought probabilities are found mainly in the Northwestern and Southwestern China. Besides, the result also showed that different sub-regions might suffer varying drought risks. The drought risks as observed in Sub-region III, VI and VII, are significantly greater than other sub-regions. Higher probability of droughts of longer durations in the sub-regions also corresponds to shorter return periods with greater drought severity. These results may imply tremendous challenges for the water resources management in different sub-regions, particularly the Northwestern and Southwestern China.

Probabilistic finite elements for fracture mechanics

NASA Technical Reports Server (NTRS)

Besterfield, Glen

1988-01-01

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

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.

Seismic hazard assessment for Guam and the Northern Mariana Islands

USGS Publications Warehouse

Mueller, Charles S.; Haller, Kathleen M.; Luco, Nicholas; Petersen, Mark D.; Frankel, Arthur D.

2012-01-01

We present the results of a new probabilistic seismic hazard assessment for Guam and the Northern Mariana Islands. The Mariana island arc has formed in response to northwestward subduction of the Pacific plate beneath the Philippine Sea plate, and this process controls seismic activity in the region. Historical seismicity, the Mariana megathrust, and two crustal faults on Guam were modeled as seismic sources, and ground motions were estimated by using published relations for a firm-rock site condition. Maps of peak ground acceleration, 0.2-second spectral acceleration for 5 percent critical damping, and 1.0-second spectral acceleration for 5 percent critical damping were computed for exceedance probabilities of 2 percent and 10 percent in 50 years. For 2 percent probability of exceedance in 50 years, probabilistic peak ground acceleration is 0.94 gravitational acceleration at Guam and 0.57 gravitational acceleration at Saipan, 0.2-second spectral acceleration is 2.86 gravitational acceleration at Guam and 1.75 gravitational acceleration at Saipan, and 1.0-second spectral acceleration is 0.61 gravitational acceleration at Guam and 0.37 gravitational acceleration at Saipan. For 10 percent probability of exceedance in 50 years, probabilistic peak ground acceleration is 0.49 gravitational acceleration at Guam and 0.29 gravitational acceleration at Saipan, 0.2-second spectral acceleration is 1.43 gravitational acceleration at Guam and 0.83 gravitational acceleration at Saipan, and 1.0-second spectral acceleration is 0.30 gravitational acceleration at Guam and 0.18 gravitational acceleration at Saipan. The dominant hazard source at the islands is upper Benioff-zone seismicity (depth 40–160 kilometers). The large probabilistic ground motions reflect the strong concentrations of this activity below the arc, especially near Guam.

Developing a probability-based model of aquifer vulnerability in an agricultural region

NASA Astrophysics Data System (ADS)

Chen, Shih-Kai; Jang, Cheng-Shin; Peng, Yi-Huei

2013-04-01

SummaryHydrogeological settings of aquifers strongly influence the regional groundwater movement and pollution processes. Establishing a map of aquifer vulnerability is considerably critical for planning a scheme of groundwater quality protection. This study developed a novel probability-based DRASTIC model of aquifer vulnerability in the Choushui River alluvial fan, Taiwan, using indicator kriging and to determine various risk categories of contamination potentials based on estimated vulnerability indexes. Categories and ratings of six parameters in the probability-based DRASTIC model were probabilistically characterized according to the parameter classification methods of selecting a maximum estimation probability and calculating an expected value. Moreover, the probability-based estimation and assessment gave us an excellent insight into propagating the uncertainty of parameters due to limited observation data. To examine the prediction capacity of pollutants for the developed probability-based DRASTIC model, medium, high, and very high risk categories of contamination potentials were compared with observed nitrate-N exceeding 0.5 mg/L indicating the anthropogenic groundwater pollution. The analyzed results reveal that the developed probability-based DRASTIC model is capable of predicting high nitrate-N groundwater pollution and characterizing the parameter uncertainty via the probability estimation processes.

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.

Monte Carlo Approach for Reliability Estimations in Generalizability Studies.

ERIC Educational Resources Information Center

Dimitrov, Dimiter M.

A Monte Carlo approach is proposed, using the Statistical Analysis System (SAS) programming language, for estimating reliability coefficients in generalizability theory studies. Test scores are generated by a probabilistic model that considers the probability for a person with a given ability score to answer an item with a given difficulty…

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,…

Rethinking the learning of belief network probabilities

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

Musick, R.

Belief networks are a powerful tool for knowledge discovery that provide concise, understandable probabilistic models of data. There are methods grounded in probability theory to incrementally update the relationships described by the belief network when new information is seen, to perform complex inferences over any set of variables in the data, to incorporate domain expertise and prior knowledge into the model, and to automatically learn the model from data. This paper concentrates on part of the belief network induction problem, that of learning the quantitative structure (the conditional probabilities), given the qualitative structure. In particular, the current practice of rotemore » learning the probabilities in belief networks can be significantly improved upon. We advance the idea of applying any learning algorithm to the task of conditional probability learning in belief networks, discuss potential benefits, and show results of applying neutral networks and other algorithms to a medium sized car insurance belief network. The results demonstrate from 10 to 100% improvements in model error rates over the current approaches.« less

Probabilistic and deterministic evaluation of uncertainty in a local scale multi-risk analysis

NASA Astrophysics Data System (ADS)

Lari, S.; Frattini, P.; Crosta, G. B.

2009-04-01

We performed a probabilistic multi-risk analysis (QPRA) at the local scale for a 420 km2 area surrounding the town of Brescia (Northern Italy). We calculated the expected annual loss in terms of economical damage and life loss, for a set of risk scenarios of flood, earthquake and industrial accident with different occurrence probabilities and different intensities. The territorial unit used for the study was the census parcel, of variable area, for which a large amount of data was available. Due to the lack of information related to the evaluation of the hazards, to the value of the exposed elements (e.g., residential and industrial area, population, lifelines, sensitive elements as schools, hospitals) and to the process-specific vulnerability, and to a lack of knowledge of the processes (floods, industrial accidents, earthquakes), we assigned an uncertainty to the input variables of the analysis. For some variables an homogeneous uncertainty was assigned on the whole study area, as for instance for the number of buildings of various typologies, and for the event occurrence probability. In other cases, as for phenomena intensity (e.g.,depth of water during flood) and probability of impact, the uncertainty was defined in relation to the census parcel area. In fact assuming some variables homogeneously diffused or averaged on the census parcels, we introduce a larger error for larger parcels. We propagated the uncertainty in the analysis using three different models, describing the reliability of the output (risk) as a function of the uncertainty of the inputs (scenarios and vulnerability functions). We developed a probabilistic approach based on Monte Carlo simulation, and two deterministic models, namely First Order Second Moment (FOSM) and Point Estimate (PE). In general, similar values of expected losses are obtained with the three models. The uncertainty of the final risk value is in the three cases around the 30% of the expected value. Each of the models, nevertheless, requires different assumptions and computational efforts, and provides results with different level of detail.

A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: II. Probabilistic Guarantees on Constraint Satisfaction

PubMed Central

Li, Zukui; Floudas, Christodoulos A.

2012-01-01

Probabilistic guarantees on constraint satisfaction for robust counterpart optimization are studied in this paper. The robust counterpart optimization formulations studied are derived from box, ellipsoidal, polyhedral, “interval+ellipsoidal” and “interval+polyhedral” uncertainty sets (Li, Z., Ding, R., and Floudas, C.A., A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: I. Robust Linear and Robust Mixed Integer Linear Optimization, Ind. Eng. Chem. Res, 2011, 50, 10567). For those robust counterpart optimization formulations, their corresponding probability bounds on constraint satisfaction are derived for different types of uncertainty characteristic (i.e., bounded or unbounded uncertainty, with or without detailed probability distribution information). The findings of this work extend the results in the literature and provide greater flexibility for robust optimization practitioners in choosing tighter probability bounds so as to find less conservative robust solutions. Extensive numerical studies are performed to compare the tightness of the different probability bounds and the conservatism of different robust counterpart optimization formulations. Guiding rules for the selection of robust counterpart optimization models and for the determination of the size of the uncertainty set are discussed. Applications in production planning and process scheduling problems are presented. PMID:23329868

Review of the probabilistic failure analysis methodology and other probabilistic approaches for application in aerospace structural design

NASA Technical Reports Server (NTRS)

Townsend, J.; Meyers, C.; Ortega, R.; Peck, J.; Rheinfurth, M.; Weinstock, B.

1993-01-01

Probabilistic structural analyses and design methods are steadily gaining acceptance within the aerospace industry. The safety factor approach to design has long been the industry standard, and it is believed by many to be overly conservative and thus, costly. A probabilistic approach to design may offer substantial cost savings. This report summarizes several probabilistic approaches: the probabilistic failure analysis (PFA) methodology developed by Jet Propulsion Laboratory, fast probability integration (FPI) methods, the NESSUS finite element code, and response surface methods. Example problems are provided to help identify the advantages and disadvantages of each method.

Delay or probability discounting in a model of impulsive behavior: effect of alcohol.

PubMed Central

Richards, J B; Zhang, L; Mitchell, S H; de Wit, H

1999-01-01

Little is known about the acute effects of drugs of abuse on impulsivity and self-control. In this study, impulsivity was assessed in humans using a computer task that measured delay and probability discounting. Discounting describes how much the value of a reward (or punisher) is decreased when its occurrence is either delayed or uncertain. Twenty-four healthy adult volunteers ingested a moderate dose of ethanol (0.5 or 0.8 g/kg ethanol: n = 12 at each dose) or placebo before completing the discounting task. In the task the participants were given a series of choices between a small, immediate, certain amount of money and $10 that was either delayed (0, 2, 30, 180, or 365 days) or probabilistic (i.e., certainty of receipt was 1.0, .9, .75, .5, or .25). The point at which each individual was indifferent between the smaller immediate or certain reward and the $10 delayed or probabilistic reward was identified using an adjusting-amount procedure. The results indicated that (a) delay and probability discounting were well described by a hyperbolic function; (b) delay and probability discounting were positively correlated within subjects; (c) delay and probability discounting were moderately correlated with personality measures of impulsivity; and (d) alcohol had no effect on discounting. PMID:10220927

Analysis of flood hazard under consideration of dike breaches

NASA Astrophysics Data System (ADS)

Vorogushyn, S.; Apel, H.; Lindenschmidt, K.-E.; Merz, B.

2009-04-01

The study focuses on the development and application of a new modelling system which allows a comprehensive flood hazard assessment along diked river reaches under consideration of dike failures. The proposed Inundation Hazard Assessment Model (IHAM) represents a hybrid probabilistic-deterministic model. It comprises three models interactively coupled at runtime. These are: (1) 1D unsteady hydrodynamic model of river channel and floodplain flow between dikes, (2) probabilistic dike breach model which determines possible dike breach locations, breach widths and breach outflow discharges, and (3) 2D raster-based diffusion wave storage cell model of the hinterland areas behind the dikes. Due to the unsteady nature of the 1D and 2D coupled models, the dependence between hydraulic load at various locations along the reach is explicitly considered. The probabilistic dike breach model describes dike failures due to three failure mechanisms: overtopping, piping and slope instability caused by the seepage flow through the dike core (micro-instability). Dike failures for each mechanism are simulated based on fragility functions. The probability of breach is conditioned by the uncertainty in geometrical and geotechnical dike parameters. The 2D storage cell model driven by the breach outflow boundary conditions computes an extended spectrum of flood intensity indicators such as water depth, flow velocity, impulse, inundation duration and rate of water rise. IHAM is embedded in a Monte Carlo simulation in order to account for the natural variability of the flood generation processes reflected in the form of input hydrographs and for the randomness of dike failures given by breach locations, times and widths. The scenario calculations for the developed synthetic input hydrographs for the main river and tributary were carried out for floods with return periods of T = 100; 200; 500; 1000 a. Based on the modelling results, probabilistic dike hazard maps could be generated that indicate the failure probability of each discretised dike section for every scenario magnitude. Besides the binary inundation patterns that indicate the probability of raster cells being inundated, IHAM generates probabilistic flood hazard maps. These maps display spatial patterns of the considered flood intensity indicators and their associated return periods. The probabilistic nature of IHAM allows for the generation of percentile flood hazard maps that indicate the median and uncertainty bounds of the flood intensity indicators. The uncertainty results from the natural variability of the flow hydrographs and randomness of dike breach processes. The same uncertainty sources determine the uncertainty in the flow hydrographs along the study reach. The simulations showed that the dike breach stochasticity has an increasing impact on hydrograph uncertainty in downstream direction. Whereas in the upstream part of the reach the hydrograph uncertainty is mainly stipulated by the variability of the flood wave form, the dike failures strongly shape the uncertainty boundaries in the downstream part of the reach. Finally, scenarios of polder deployment for the extreme floods with T = 200; 500; 1000 a were simulated with IHAM. The results indicate a rather weak reduction of the mean and median flow hydrographs in the river channel. However, the capping of the flow peaks resulted in a considerable reduction of the overtopping failures downstream of the polder with a simultaneous slight increase of the piping and slope micro-instability frequencies explained by a more durable average impoundment. The developed IHAM simulation system represents a new scientific tool for studying fluvial inundation dynamics under extreme conditions incorporating effects of technical flood protection measures. With its major outputs in form of novel probabilistic inundation and dike hazard maps, the IHAM system has a high practical value for decision support in flood management.

Probability Based hERG Blocker Classifiers.

PubMed

Wang, Zhi; Mussa, Hamse Y; Lowe, Robert; Glen, Robert C; Yan, Aixia

2012-09-01

The US Food and Drug Administration (FDA) require in vitro human ether-a-go-go related (hERG) ion channel affinity tests for all drug candidates prior to clinical trials. In this study, probabilistic-based methods were employed to develop prediction models on hERG inhibition prediction, which are different from traditional QSAR models that are mainly based on supervised 'hard point' (HP) classification approaches giving 'yes/no' answers. The obtained models can 'ascertain' whether or not a given set of compounds can block hERG ion channels. The results presented indicate that the proposed probabilistic-based method can be a valuable tool for ranking compounds with respect to their potential cardio-toxicity and will be promising for other toxic property predictions. Copyright © 2012 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Probabilistic Learning in Junior High School: Investigation of Student Probabilistic Thinking Levels

NASA Astrophysics Data System (ADS)

Kurniasih, R.; Sujadi, I.

2017-09-01

This paper was to investigate level on students’ probabilistic thinking. Probabilistic thinking level is level of probabilistic thinking. Probabilistic thinking is thinking about probabilistic or uncertainty matter in probability material. The research’s subject was students in grade 8th Junior High School students. The main instrument is a researcher and a supporting instrument is probabilistic thinking skills test and interview guidelines. Data was analyzed using triangulation method. The results showed that the level of students probabilistic thinking before obtaining a teaching opportunity at the level of subjective and transitional. After the students’ learning level probabilistic thinking is changing. Based on the results of research there are some students who have in 8th grade level probabilistic thinking numerically highest of levels. Level of students’ probabilistic thinking can be used as a reference to make a learning material and strategy.

A Simple Probabilistic Combat Model

DTIC Science & Technology

2016-06-13

This page intentionally left blank. 1. INTRODUCTION The Lanchester combat model1 is a simple way to assess the effects of quantity and quality...case model. For the random case, assume R red weapons are allocated to B blue weapons randomly. We are interested in the distribution of weapons...since the initial condition is very close to the break even line. What is more interesting is that the probability density tends to concentrate at

Fall 2014 SEI Research Review Probabilistic Analysis of Time Sensitive Systems

DTIC Science & Technology

2014-10-28

Osmosis SMC Tool Osmosis is a tool for Statistical Model Checking (SMC) with Semantic Importance Sampling. • Input model is written in subset of C...ASSERT() statements in model indicate conditions that must hold. • Input probability distributions defined by the user. • Osmosis returns the...on: – Target relative error, or – Set number of simulations Osmosis Main Algorithm 1 http://dreal.cs.cmu.edu/ (?⃑?): Indicator

Formal analysis and evaluation of the back-off procedure in IEEE802.11P VANET

NASA Astrophysics Data System (ADS)

Jin, Li; Zhang, Guoan; Zhu, Xiaojun

2017-07-01

The back-off procedure is one of the media access control technologies in 802.11P communication protocol. It plays an important role in avoiding message collisions and allocating channel resources. Formal methods are effective approaches for studying the performances of communication systems. In this paper, we establish a discrete time model for the back-off procedure. We use Markov Decision Processes (MDPs) to model the non-deterministic and probabilistic behaviors of the procedure, and use the probabilistic computation tree logic (PCTL) language to express different properties, which ensure that the discrete time model performs their basic functionality. Based on the model and PCTL specifications, we study the effect of contention window length on the number of senders in the neighborhood of given receivers, and that on the station’s expected cost required by the back-off procedure to successfully send packets. The variation of the window length may increase or decrease the maximum probability of correct transmissions within a time contention unit. We propose to use PRISM model checker to describe our proposed back-off procedure for IEEE802.11P protocol in vehicle network, and define different probability properties formulas to automatically verify the model and derive numerical results. The obtained results are helpful for justifying the values of the time contention unit.

Price of Fairness in Kidney Exchange

DTIC Science & Technology

2014-05-01

solver uses branch-and-price, a technique that proves optimality by in- crementally generating only a small part of the model during tree search [8...factors like fail- ure probability and chain position, as in the probabilistic model ). We will use this multiplicative re-weighting in our experiments in...Table 2 gives the average loss in efficiency for each of these models over multiple generated pool sizes, with 40 runs per pool size per model , under

Probabilistic teleportation via multi-parameter measurements and partially entangled states

NASA Astrophysics Data System (ADS)

Wei, Jiahua; Shi, Lei; Han, Chen; Xu, Zhiyan; Zhu, Yu; Wang, Gang; Wu, Hao

2018-04-01

In this paper, a novel scheme for probabilistic teleportation is presented with multi-parameter measurements via a non-maximally entangled state. This is in contrast to the fact that the measurement kinds for quantum teleportation are usually particular in most previous schemes. The detail implementation producers for our proposal are given by using of appropriate local unitary operations. Moreover, the total success probability and classical information of this proposal are calculated. It is demonstrated that the success probability and classical cost would be changed with the multi-measurement parameters and the entanglement factor of quantum channel. Our scheme could enlarge the research range of probabilistic teleportation.

Probabilistic structural analysis methods for improving Space Shuttle engine reliability

NASA Technical Reports Server (NTRS)

Boyce, L.

1989-01-01

Probabilistic structural analysis methods are particularly useful in the design and analysis of critical structural components and systems that operate in very severe and uncertain environments. These methods have recently found application in space propulsion systems to improve the structural reliability of Space Shuttle Main Engine (SSME) components. A computer program, NESSUS, based on a deterministic finite-element program and a method of probabilistic analysis (fast probability integration) provides probabilistic structural analysis for selected SSME components. While computationally efficient, it considers both correlated and nonnormal random variables as well as an implicit functional relationship between independent and dependent variables. The program is used to determine the response of a nickel-based superalloy SSME turbopump blade. Results include blade tip displacement statistics due to the variability in blade thickness, modulus of elasticity, Poisson's ratio or density. Modulus of elasticity significantly contributed to blade tip variability while Poisson's ratio did not. Thus, a rational method for choosing parameters to be modeled as random is provided.

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

NASA Technical Reports Server (NTRS)

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

1998-01-01

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

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.

Using probabilistic theory to develop interpretation guidelines for Y-STR profiles.

PubMed

Taylor, Duncan; Bright, Jo-Anne; Buckleton, John

2016-03-01

Y-STR profiling makes up a small but important proportion of forensic DNA casework. Often Y-STR profiles are used when autosomal profiling has failed to yield an informative result. Consequently Y-STR profiles are often from the most challenging samples. In addition to these points, Y-STR loci are linked, meaning that evaluation of haplotype probabilities are either based on overly simplified counting methods or computationally costly genetic models, neither of which extend well to the evaluation of mixed Y-STR data. For all of these reasons Y-STR data analysis has not seen the same advances as autosomal STR data. We present here a probabilistic model for the interpretation of Y-STR data. Due to the fact that probabilistic systems for Y-STR data are still some way from reaching active casework, we also describe how data can be analysed in a continuous way to generate interpretational thresholds and guidelines. Copyright © 2015 Elsevier Ireland Ltd. All rights reserved.

Probability misjudgment, cognitive ability, and belief in the paranormal.

PubMed

Musch, Jochen; Ehrenberg, Katja

2002-05-01

According to the probability misjudgment account of paranormal belief (Blackmore & Troscianko, 1985), believers in the paranormal tend to wrongly attribute remarkable coincidences to paranormal causes rather than chance. Previous studies have shown that belief in the paranormal is indeed positively related to error rates in probabilistic reasoning. General cognitive ability could account for a relationship between these two variables without assuming a causal role of probabilistic reasoning in the forming of paranormal beliefs, however. To test this alternative explanation, a belief in the paranormal scale (BPS) and a battery of probabilistic reasoning tasks were administered to 123 university students. Confirming previous findings, a significant correlation between BPS scores and error rates in probabilistic reasoning was observed. This relationship disappeared, however, when cognitive ability as measured by final examination grades was controlled for. Lower cognitive ability correlated substantially with belief in the paranormal. This finding suggests that differences in general cognitive performance rather than specific probabilistic reasoning skills provide the basis for paranormal beliefs.

Dynamic Probabilistic Instability of Composite Structures

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2009-01-01

A computationally effective method is described to evaluate the non-deterministic dynamic instability (probabilistic dynamic buckling) of thin composite shells. The method is a judicious combination of available computer codes for finite element, composite mechanics and probabilistic structural analysis. The solution method is incrementally updated Lagrangian. It is illustrated by applying it to thin composite cylindrical shell subjected to dynamic loads. Both deterministic and probabilistic buckling loads are evaluated to demonstrate the effectiveness of the method. A universal plot is obtained for the specific shell that can be used to approximate buckling loads for different load rates and different probability levels. Results from this plot show that the faster the rate, the higher the buckling load and the shorter the time. The lower the probability, the lower is the buckling load for a specific time. Probabilistic sensitivity results show that the ply thickness, the fiber volume ratio and the fiber longitudinal modulus, dynamic load and loading rate are the dominant uncertainties in that order.

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

Jimenez, O.; Departamento de Fisica, Facultad de Ciencias Basicas, Universidad de Antofagasta, Casilla 170, Antofagasta; Bergou, J.

We study the probabilistic cloning of three symmetric states. These states are defined by a single complex quantity, the inner product among them. We show that three different probabilistic cloning machines are necessary to optimally clone all possible families of three symmetric states. We also show that the optimal cloning probability of generating M copies out of one original can be cast as the quotient between the success probability of unambiguously discriminating one and M copies of symmetric states.

A Computationally-Efficient Inverse Approach to Probabilistic Strain-Based Damage Diagnosis

NASA Technical Reports Server (NTRS)

Warner, James E.; Hochhalter, Jacob D.; Leser, William P.; Leser, Patrick E.; Newman, John A

2016-01-01

This work presents a computationally-efficient inverse approach to probabilistic damage diagnosis. Given strain data at a limited number of measurement locations, Bayesian inference and Markov Chain Monte Carlo (MCMC) sampling are used to estimate probability distributions of the unknown location, size, and orientation of damage. Substantial computational speedup is obtained by replacing a three-dimensional finite element (FE) model with an efficient surrogate model. The approach is experimentally validated on cracked test specimens where full field strains are determined using digital image correlation (DIC). Access to full field DIC data allows for testing of different hypothetical sensor arrangements, facilitating the study of strain-based diagnosis effectiveness as the distance between damage and measurement locations increases. The ability of the framework to effectively perform both probabilistic damage localization and characterization in cracked plates is demonstrated and the impact of measurement location on uncertainty in the predictions is shown. Furthermore, the analysis time to produce these predictions is orders of magnitude less than a baseline Bayesian approach with the FE method by utilizing surrogate modeling and effective numerical sampling approaches.

Face Recognition for Access Control Systems Combining Image-Difference Features Based on a Probabilistic Model

NASA Astrophysics Data System (ADS)

Miwa, Shotaro; Kage, Hiroshi; Hirai, Takashi; Sumi, Kazuhiko

We propose a probabilistic face recognition algorithm for Access Control System(ACS)s. Comparing with existing ACSs using low cost IC-cards, face recognition has advantages in usability and security that it doesn't require people to hold cards over scanners and doesn't accept imposters with authorized cards. Therefore face recognition attracts more interests in security markets than IC-cards. But in security markets where low cost ACSs exist, price competition is important, and there is a limitation on the quality of available cameras and image control. Therefore ACSs using face recognition are required to handle much lower quality images, such as defocused and poor gain-controlled images than high security systems, such as immigration control. To tackle with such image quality problems we developed a face recognition algorithm based on a probabilistic model which combines a variety of image-difference features trained by Real AdaBoost with their prior probability distributions. It enables to evaluate and utilize only reliable features among trained ones during each authentication, and achieve high recognition performance rates. The field evaluation using a pseudo Access Control System installed in our office shows that the proposed system achieves a constant high recognition performance rate independent on face image qualities, that is about four times lower EER (Equal Error Rate) under a variety of image conditions than one without any prior probability distributions. On the other hand using image difference features without any prior probabilities are sensitive to image qualities. We also evaluated PCA, and it has worse, but constant performance rates because of its general optimization on overall data. Comparing with PCA, Real AdaBoost without any prior distribution performs twice better under good image conditions, but degrades to a performance as good as PCA under poor image conditions.

The Effects of Climate Model Similarity on Local, Risk-Based Adaptation Planning

NASA Astrophysics Data System (ADS)

Steinschneider, S.; Brown, C. M.

2014-12-01

The climate science community has recently proposed techniques to develop probabilistic projections of climate change from ensemble climate model output. These methods provide a means to incorporate the formal concept of risk, i.e., the product of impact and probability, into long-term planning assessments for local systems under climate change. However, approaches for pdf development often assume that different climate models provide independent information for the estimation of probabilities, despite model similarities that stem from a common genealogy. Here we utilize an ensemble of projections from the Coupled Model Intercomparison Project Phase 5 (CMIP5) to develop probabilistic climate information, with and without an accounting of inter-model correlations, and use it to estimate climate-related risks to a local water utility in Colorado, U.S. We show that the tail risk of extreme climate changes in both mean precipitation and temperature is underestimated if model correlations are ignored. When coupled with impact models of the hydrology and infrastructure of the water utility, the underestimation of extreme climate changes substantially alters the quantification of risk for water supply shortages by mid-century. We argue that progress in climate change adaptation for local systems requires the recognition that there is less information in multi-model climate ensembles than previously thought. Importantly, adaptation decisions cannot be limited to the spread in one generation of climate models.

Infrared maritime target detection using a probabilistic single Gaussian model of sea clutter in Fourier domain

NASA Astrophysics Data System (ADS)

Zhou, Anran; Xie, Weixin; Pei, Jihong; Chen, Yapei

2018-02-01

For ship targets detection in cluttered infrared image sequences, a robust detection method, based on the probabilistic single Gaussian model of sea background in Fourier domain, is put forward. The amplitude spectrum sequences at each frequency point of the pure seawater images in Fourier domain, being more stable than the gray value sequences of each background pixel in the spatial domain, are regarded as a Gaussian model. Next, a probability weighted matrix is built based on the stability of the pure seawater's total energy spectrum in the row direction, to make the Gaussian model more accurate. Then, the foreground frequency points are separated from the background frequency points by the model. Finally, the false-alarm points are removed utilizing ships' shape features. The performance of the proposed method is tested by visual and quantitative comparisons with others.

Probabilistic registration of an unbiased statistical shape model to ultrasound images of the spine

NASA Astrophysics Data System (ADS)

Rasoulian, Abtin; Rohling, Robert N.; Abolmaesumi, Purang

2012-02-01

The placement of an epidural needle is among the most difficult regional anesthetic techniques. Ultrasound has been proposed to improve success of placement. However, it has not become the standard-of-care because of limitations in the depictions and interpretation of the key anatomical features. We propose to augment the ultrasound images with a registered statistical shape model of the spine to aid interpretation. The model is created with a novel deformable group-wise registration method which utilizes a probabilistic approach to register groups of point sets. The method is compared to a volume-based model building technique and it demonstrates better generalization and compactness. We instantiate and register the shape model to a spine surface probability map extracted from the ultrasound images. Validation is performed on human subjects. The achieved registration accuracy (2-4 mm) is sufficient to guide the choice of puncture site and trajectory of an epidural needle.

Operational Earthquake Forecasting and Decision-Making in a Low-Probability Environment

NASA Astrophysics Data System (ADS)

Jordan, T. H.; the International Commission on Earthquake ForecastingCivil Protection

2011-12-01

Operational earthquake forecasting (OEF) is the dissemination of authoritative information about the time dependence of seismic hazards to help communities prepare for potentially destructive earthquakes. Most previous work on the public utility of OEF has anticipated that forecasts would deliver high probabilities of large earthquakes; i.e., deterministic predictions with low error rates (false alarms and failures-to-predict) would be possible. This expectation has not been realized. An alternative to deterministic prediction is probabilistic forecasting based on empirical statistical models of aftershock triggering and seismic clustering. During periods of high seismic activity, short-term earthquake forecasts can attain prospective probability gains in excess of 100 relative to long-term forecasts. The utility of such information is by no means clear, however, because even with hundredfold increases, the probabilities of large earthquakes typically remain small, rarely exceeding a few percent over forecasting intervals of days or weeks. Civil protection agencies have been understandably cautious in implementing OEF in this sort of "low-probability environment." The need to move more quickly has been underscored by recent seismic crises, such as the 2009 L'Aquila earthquake sequence, in which an anxious public was confused by informal and inaccurate earthquake predictions. After the L'Aquila earthquake, the Italian Department of Civil Protection appointed an International Commission on Earthquake Forecasting (ICEF), which I chaired, to recommend guidelines for OEF utilization. Our report (Ann. Geophys., 54, 4, 2011; doi: 10.4401/ag-5350) concludes: (a) Public sources of information on short-term probabilities should be authoritative, scientific, open, and timely, and need to convey epistemic uncertainties. (b) Earthquake probabilities should be based on operationally qualified, regularly updated forecasting systems. (c) All operational models should be evaluated for reliability and skill by retrospective testing, and the models should be under continuous prospective testing against long-term forecasts and alternative time-dependent models. (d) Short-term models used in operational forecasting should be consistent with the long-term forecasts used in probabilistic seismic hazard analysis. (e) Alert procedures should be standardized to facilitate decisions at different levels of government, based in part on objective analysis of costs and benefits. (f) In establishing alert protocols, consideration should also be given to the less tangible aspects of value-of-information, such as gains in psychological preparedness and resilience. Authoritative statements of increased risk, even when the absolute probability is low, can provide a psychological benefit to the public by filling information vacuums that lead to informal predictions and misinformation. Formal OEF procedures based on probabilistic forecasting appropriately separate hazard estimation by scientists from the decision-making role of civil protection authorities. The prosecution of seven Italian scientists on manslaughter charges stemming from their actions before the L'Aquila earthquake makes clear why this separation should be explicit in defining OEF protocols.

Identification of water quality management policy of watershed system with multiple uncertain interactions using a multi-level-factorial risk-inference-based possibilistic-probabilistic programming approach.

PubMed

Liu, Jing; Li, Yongping; Huang, Guohe; Fu, Haiyan; Zhang, Junlong; Cheng, Guanhui

2017-06-01

In this study, a multi-level-factorial risk-inference-based possibilistic-probabilistic programming (MRPP) method is proposed for supporting water quality management under multiple uncertainties. The MRPP method can handle uncertainties expressed as fuzzy-random-boundary intervals, probability distributions, and interval numbers, and analyze the effects of uncertainties as well as their interactions on modeling outputs. It is applied to plan water quality management in the Xiangxihe watershed. Results reveal that a lower probability of satisfying the objective function (θ) as well as a higher probability of violating environmental constraints (q i ) would correspond to a higher system benefit with an increased risk of violating system feasibility. Chemical plants are the major contributors to biological oxygen demand (BOD) and total phosphorus (TP) discharges; total nitrogen (TN) would be mainly discharged by crop farming. It is also discovered that optimistic decision makers should pay more attention to the interactions between chemical plant and water supply, while decision makers who possess a risk-averse attitude would focus on the interactive effect of q i and benefit of water supply. The findings can help enhance the model's applicability and identify a suitable water quality management policy for environmental sustainability according to the practical situations.

High-resolution surface wave tomography of the European crust and uppermost mantle from ambient seismic noise

NASA Astrophysics Data System (ADS)

Lu, Yang; Stehly, Laurent; Paul, Anne; AlpArray Working Group

2018-05-01

Taking advantage of the large number of seismic stations installed in Europe, in particular in the greater Alpine region with the AlpArray experiment, we derive a new high-resolution 3-D shear-wave velocity model of the European crust and uppermost mantle from ambient noise tomography. The correlation of up to four years of continuous vertical-component seismic recordings from 1293 broadband stations (10° W-35° E, 30° N-75° N) provides Rayleigh wave group velocity dispersion data in the period band 5-150 s at more than 0.8 million virtual source-receiver pairs. Two-dimensional Rayleigh wave group velocity maps are estimated using adaptive parameterization to accommodate the strong heterogeneity of path coverage. A probabilistic 3-D shear-wave velocity model, including probability densities for the depth of layer boundaries and S-wave velocity values, is obtained by non-linear Bayesian inversion. A weighted average of the probabilistic model is then used as starting model for the linear inversion step, providing the final Vs model. The resulting S-wave velocity model and Moho depth are validated by comparison with previous geophysical studies. Although surface-wave tomography is weakly sensitive to layer boundaries, vertical cross-sections through our Vs model and the associated probability of presence of interfaces display striking similarities with reference controlled-source (CSS) and receiver-function sections across the Alpine belt. Our model even provides new structural information such as a ˜8 km Moho jump along the CSS ECORS-CROP profile that was not imaged by reflection data due to poor penetration across a heterogeneous upper crust. Our probabilistic and final shear wave velocity models have the potential to become new reference models of the European crust, both for crustal structure probing and geophysical studies including waveform modeling or full waveform inversion.

A physics-based probabilistic forecasting model for rainfall-induced shallow landslides at regional scale

NASA Astrophysics Data System (ADS)

Zhang, Shaojie; Zhao, Luqiang; Delgado-Tellez, Ricardo; Bao, Hongjun

2018-03-01

Conventional outputs of physics-based landslide forecasting models are presented as deterministic warnings by calculating the safety factor (Fs) of potentially dangerous slopes. However, these models are highly dependent on variables such as cohesion force and internal friction angle which are affected by a high degree of uncertainty especially at a regional scale, resulting in unacceptable uncertainties of Fs. Under such circumstances, the outputs of physical models are more suitable if presented in the form of landslide probability values. In order to develop such models, a method to link the uncertainty of soil parameter values with landslide probability is devised. This paper proposes the use of Monte Carlo methods to quantitatively express uncertainty by assigning random values to physical variables inside a defined interval. The inequality Fs < 1 is tested for each pixel in n simulations which are integrated in a unique parameter. This parameter links the landslide probability to the uncertainties of soil mechanical parameters and is used to create a physics-based probabilistic forecasting model for rainfall-induced shallow landslides. The prediction ability of this model was tested in a case study, in which simulated forecasting of landslide disasters associated with heavy rainfalls on 9 July 2013 in the Wenchuan earthquake region of Sichuan province, China, was performed. The proposed model successfully forecasted landslides in 159 of the 176 disaster points registered by the geo-environmental monitoring station of Sichuan province. Such testing results indicate that the new model can be operated in a highly efficient way and show more reliable results, attributable to its high prediction accuracy. Accordingly, the new model can be potentially packaged into a forecasting system for shallow landslides providing technological support for the mitigation of these disasters at regional scale.

Threatened species and the potential loss of phylogenetic diversity: conservation scenarios based on estimated extinction probabilities and phylogenetic risk analysis.

PubMed

Faith, Daniel P

2008-12-01

New species conservation strategies, including the EDGE of Existence (EDGE) program, have expanded threatened species assessments by integrating information about species' phylogenetic distinctiveness. Distinctiveness has been measured through simple scores that assign shared credit among species for evolutionary heritage represented by the deeper phylogenetic branches. A species with a high score combined with a high extinction probability receives high priority for conservation efforts. Simple hypothetical scenarios for phylogenetic trees and extinction probabilities demonstrate how such scoring approaches can provide inefficient priorities for conservation. An existing probabilistic framework derived from the phylogenetic diversity measure (PD) properly captures the idea of shared responsibility for the persistence of evolutionary history. It avoids static scores, takes into account the status of close relatives through their extinction probabilities, and allows for the necessary updating of priorities in light of changes in species threat status. A hypothetical phylogenetic tree illustrates how changes in extinction probabilities of one or more species translate into changes in expected PD. The probabilistic PD framework provided a range of strategies that moved beyond expected PD to better consider worst-case PD losses. In another example, risk aversion gave higher priority to a conservation program that provided a smaller, but less risky, gain in expected PD. The EDGE program could continue to promote a list of top species conservation priorities through application of probabilistic PD and simple estimates of current extinction probability. The list might be a dynamic one, with all the priority scores updated as extinction probabilities change. Results of recent studies suggest that estimation of extinction probabilities derived from the red list criteria linked to changes in species range sizes may provide estimated probabilities for many different species. Probabilistic PD provides a framework for single-species assessment that is well-integrated with a broader measurement of impacts on PD owing to climate change and other factors.

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}.

Estimating parameters for probabilistic linkage of privacy-preserved datasets.

PubMed

Brown, Adrian P; Randall, Sean M; Ferrante, Anna M; Semmens, James B; Boyd, James H

2017-07-10

Probabilistic record linkage is a process used to bring together person-based records from within the same dataset (de-duplication) or from disparate datasets using pairwise comparisons and matching probabilities. The linkage strategy and associated match probabilities are often estimated through investigations into data quality and manual inspection. However, as privacy-preserved datasets comprise encrypted data, such methods are not possible. In this paper, we present a method for estimating the probabilities and threshold values for probabilistic privacy-preserved record linkage using Bloom filters. Our method was tested through a simulation study using synthetic data, followed by an application using real-world administrative data. Synthetic datasets were generated with error rates from zero to 20% error. Our method was used to estimate parameters (probabilities and thresholds) for de-duplication linkages. Linkage quality was determined by F-measure. Each dataset was privacy-preserved using separate Bloom filters for each field. Match probabilities were estimated using the expectation-maximisation (EM) algorithm on the privacy-preserved data. Threshold cut-off values were determined by an extension to the EM algorithm allowing linkage quality to be estimated for each possible threshold. De-duplication linkages of each privacy-preserved dataset were performed using both estimated and calculated probabilities. Linkage quality using the F-measure at the estimated threshold values was also compared to the highest F-measure. Three large administrative datasets were used to demonstrate the applicability of the probability and threshold estimation technique on real-world data. Linkage of the synthetic datasets using the estimated probabilities produced an F-measure that was comparable to the F-measure using calculated probabilities, even with up to 20% error. Linkage of the administrative datasets using estimated probabilities produced an F-measure that was higher than the F-measure using calculated probabilities. Further, the threshold estimation yielded results for F-measure that were only slightly below the highest possible for those probabilities. The method appears highly accurate across a spectrum of datasets with varying degrees of error. As there are few alternatives for parameter estimation, the approach is a major step towards providing a complete operational approach for probabilistic linkage of privacy-preserved datasets.

Probabilistic assessment of wildfire hazard and municipal watershed exposure

Treesearch

Joe Scott; Don Helmbrecht; Matthew P. Thompson; David E. Calkin; Kate Marcille

2012-01-01

The occurrence of wildfires within municipal watersheds can result in significant impacts to water quality and ultimately human health and safety. In this paper, we illustrate the application of geospatial analysis and burn probability modeling to assess the exposure of municipal watersheds to wildfire. Our assessment of wildfire exposure consists of two primary...

The Role of Probability in Developing Learners' Models of Simulation Approaches to Inference

ERIC Educational Resources Information Center

Lee, Hollylynne S.; Doerr, Helen M.; Tran, Dung; Lovett, Jennifer N.

2016-01-01

Repeated sampling approaches to inference that rely on simulations have recently gained prominence in statistics education, and probabilistic concepts are at the core of this approach. In this approach, learners need to develop a mapping among the problem situation, a physical enactment, computer representations, and the underlying randomization…

A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems

DOE PAGES

Kouri, Drew Philip

2017-12-19

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

Models for mirror symmetry breaking via β-sheet-controlled copolymerization: (i) mass balance and (ii) probabilistic treatment.

PubMed

Blanco, Celia; Hochberg, David

2012-12-06

Experimental mechanisms that yield the growth of homochiral copolymers over their heterochiral counterparts have been advocated by Lahav and co-workers. These chiral amplification mechanisms proceed through racemic β-sheet-controlled polymerization operative in both surface crystallites as well as in solution. We develop two complementary theoretical models for these template-induced desymmetrization processes leading to multicomponent homochiral copolymers. First, assuming reversible β-sheet formation, the equilibrium between the free monomer pool and the polymer strand within the template is assumed. This yields coupled nonlinear mass balance equations whose solutions are used to calculate enantiomeric excesses and average lengths of the homochiral chains formed. The second approach is a probabilistic treatment based on random polymerization. The occlusion probabilities depend on the polymerization activation energies for each monomer species and are proportional to the concentrations of the monomers in solution in the constant pool approximation. The monomer occlusion probabilities are represented geometrically in terms of unit simplexes from which conditions for maximizing or minimizing the likelihood for mirror symmetry breaking can be determined.

Logic, probability, and human reasoning.

PubMed

Johnson-Laird, P N; Khemlani, Sangeet S; Goodwin, Geoffrey P

2015-04-01

This review addresses the long-standing puzzle of how logic and probability fit together in human reasoning. Many cognitive scientists argue that conventional logic cannot underlie deductions, because it never requires valid conclusions to be withdrawn - not even if they are false; it treats conditional assertions implausibly; and it yields many vapid, although valid, conclusions. A new paradigm of probability logic allows conclusions to be withdrawn and treats conditionals more plausibly, although it does not address the problem of vapidity. The theory of mental models solves all of these problems. It explains how people reason about probabilities and postulates that the machinery for reasoning is itself probabilistic. Recent investigations accordingly suggest a way to integrate probability and deduction. Copyright © 2015 Elsevier Ltd. All rights reserved.

Performance-based seismic assessment of skewed bridges with and without considering soil-foundation interaction effects for various site classes

NASA Astrophysics Data System (ADS)

Ghotbi, Abdoul R.

2014-09-01

The seismic behavior of skewed bridges has not been well studied compared to straight bridges. Skewed bridges have shown extensive damage, especially due to deck rotation, shear keys failure, abutment unseating and column-bent drift. This research, therefore, aims to study the behavior of skewed and straight highway overpass bridges both with and without taking into account the effects of Soil-Structure Interaction (SSI) due to near-fault ground motions. Due to several sources of uncertainty associated with the ground motions, soil and structure, a probabilistic approach is needed. Thus, a probabilistic methodology similar to the one developed by the Pacific Earthquake Engineering Research Center (PEER) has been utilized to assess the probability of damage due to various levels of shaking using appropriate intensity measures with minimum dispersions. The probabilistic analyses were performed for various bridge configurations and site conditions, including sand ranging from loose to dense and clay ranging from soft to stiff, in order to evaluate the effects. The results proved a considerable susceptibility of skewed bridges to deck rotation and shear keys displacement. It was also found that SSI had a decreasing effect on the damage probability for various demands compared to the fixed-base model without including SSI. However, deck rotation for all types of the soil and also abutment unseating for very loose sand and soft clay showed an increase in damage probability compared to the fixed-base model. The damage probability for various demands has also been found to decrease with an increase of soil strength for both sandy and clayey sites. With respect to the variations in the skew angle, an increase in skew angle has had an increasing effect on the amplitude of the seismic response for various demands. Deck rotation has been very sensitive to the increase in the skew angle; therefore, as the skew angle increased, the deck rotation responded accordingly. Furthermore, abutment unseating showed an increasing trend due to an increase in skew angle for both fixed-base and SSI models.

Bayesian analysis of rare events

NASA Astrophysics Data System (ADS)

Straub, Daniel; Papaioannou, Iason; Betz, Wolfgang

2016-06-01

In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into the probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.

Multiscale/Multifunctional Probabilistic Composite Fatigue

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2010-01-01

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

Technical Report 1205: A Simple Probabilistic Combat Model

DTIC Science & Technology

2016-07-08

This page intentionally left blank. 1. INTRODUCTION The Lanchester combat model1 is a simple way to assess the effects of quantity and quality...model. For the random case, assume R red weapons are allocated to B blue weapons randomly. We are interested in the distribution of weapons assigned...the initial condition is very close to the break even line. What is more interesting is that the probability density tends to concentrate at either a

A Probabilistic Tsunami Hazard Study of the Auckland Region, Part II: Inundation Modelling and Hazard Assessment

NASA Astrophysics Data System (ADS)

Lane, E. M.; Gillibrand, P. A.; Wang, X.; Power, W.

2013-09-01

Regional source tsunamis pose a potentially devastating hazard to communities and infrastructure on the New Zealand coast. But major events are very uncommon. This dichotomy of infrequent but potentially devastating hazards makes realistic assessment of the risk challenging. Here, we describe a method to determine a probabilistic assessment of the tsunami hazard by regional source tsunamis with an "Average Recurrence Interval" of 2,500-years. The method is applied to the east Auckland region of New Zealand. From an assessment of potential regional tsunamigenic events over 100,000 years, the inundation of the Auckland region from the worst 100 events is modelled using a hydrodynamic model and probabilistic inundation depths on a 2,500-year time scale were determined. Tidal effects on the potential inundation were included by coupling the predicted wave heights with the probability density function of tidal heights at the inundation site. Results show that the more exposed northern section of the east coast and outer islands in the Hauraki Gulf face the greatest hazard from regional tsunamis in the Auckland region. Incorporating tidal effects into predictions of inundation reduced the predicted hazard compared to modelling all the tsunamis arriving at high tide giving a more accurate hazard assessment on the specified time scale. This study presents the first probabilistic analysis of dynamic modelling of tsunami inundation for the New Zealand coast and as such provides the most comprehensive assessment of tsunami inundation of the Auckland region from regional source tsunamis available to date.

PARTS: Probabilistic Alignment for RNA joinT Secondary structure prediction

PubMed Central

Harmanci, Arif Ozgun; Sharma, Gaurav; Mathews, David H.

2008-01-01

A novel method is presented for joint prediction of alignment and common secondary structures of two RNA sequences. The joint consideration of common secondary structures and alignment is accomplished by structural alignment over a search space defined by the newly introduced motif called matched helical regions. The matched helical region formulation generalizes previously employed constraints for structural alignment and thereby better accommodates the structural variability within RNA families. A probabilistic model based on pseudo free energies obtained from precomputed base pairing and alignment probabilities is utilized for scoring structural alignments. Maximum a posteriori (MAP) common secondary structures, sequence alignment and joint posterior probabilities of base pairing are obtained from the model via a dynamic programming algorithm called PARTS. The advantage of the more general structural alignment of PARTS is seen in secondary structure predictions for the RNase P family. For this family, the PARTS MAP predictions of secondary structures and alignment perform significantly better than prior methods that utilize a more restrictive structural alignment model. For the tRNA and 5S rRNA families, the richer structural alignment model of PARTS does not offer a benefit and the method therefore performs comparably with existing alternatives. For all RNA families studied, the posterior probability estimates obtained from PARTS offer an improvement over posterior probability estimates from a single sequence prediction. When considering the base pairings predicted over a threshold value of confidence, the combination of sensitivity and positive predictive value is superior for PARTS than for the single sequence prediction. PARTS source code is available for download under the GNU public license at http://rna.urmc.rochester.edu. PMID:18304945

Assessment of a Tsunami Hazard for Mediterranean Coast of Egypt

NASA Astrophysics Data System (ADS)

Zaytsev, Andrey; Babeyko, Andrey; Yalciner, Ahmet; Pelinovsky, Efim

2017-04-01

Analysis of tsunami hazard for Egypt based on historic data and numerical modelling of historic and prognostic events is given. There are 13 historic events for 4000 years, including one instrumental record (1956). Tsunami database includes 12 earthquake tsunamis and 1 event of volcanic origin (Santorini eruption). Tsunami intensity of events (365, 881, 1303, 1870) is estimated as I = 3 led to tsunami wave height more than 6 m. Numerical simulation of some possible scenario of tsunamis of seismic and landslide origin is done with use of NAMI-DANCE software solved the shallow-water equations. The PTHA method (Probabilistic Tsunami Hazard Assessment - Probabilistic assessment of a tsunami hazard) for the Mediterranean Sea developed in (Sorensen M.B., Spada M., Babeyko A., Wiemer S., Grunthal G. Probabilistic tsunami hazard in the Mediterranean Sea. J Geophysical Research, 2012, vol. 117, B01305) is used to evaluate the probability of tsunami occurrence on the Egyptian coast. The synthetic catalogue of prognostic tsunamis of seismic origin with magnitude more than 6.5 includes 84 920 events for 100000 years. For the wave heights more 1 m the curve: exceedance probability - tsunami height can be approximated by exponential Gumbel function with two parameters which are determined for each coastal location in Egypt (totally. 24 points). Prognostic extreme highest events with probability less 10-4 are not satisfied to the Gumbel function (approximately 10 events) and required the special analysis. Acknowledgements: This work was supported EU FP7 ASTARTE Project [603839], and for EP - NS6637.2016.5.

Probabilistic simulation of stress concentration in composite laminates

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Murthy, P. L. N.; Liaw, L.

1993-01-01

A computational methodology is described to probabilistically simulate the stress concentration factors in composite laminates. This new approach consists of coupling probabilistic composite mechanics with probabilistic finite element structural analysis. The probabilistic composite mechanics is used to probabilistically describe all the uncertainties inherent in composite material properties while probabilistic finite element is used to probabilistically describe the uncertainties associated with methods to experimentally evaluate stress concentration factors such as loads, geometry, and supports. The effectiveness of the methodology is demonstrated by using it to simulate the stress concentration factors in composite laminates made from three different composite systems. Simulated results match experimental data for probability density and for cumulative distribution functions. The sensitivity factors indicate that the stress concentration factors are influenced by local stiffness variables, by load eccentricities and by initial stress fields.

Probabilistic Tsunami Hazard Assessment along Nankai Trough (2) a comprehensive assessment including a variety of earthquake source areas other than those that the Earthquake Research Committee, Japanese government (2013) showed

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.

2016-12-01

For the forthcoming Nankai earthquake with M8 to M9 class, the Earthquake Research Committee(ERC)/Headquarters for Earthquake Research Promotion, Japanese government (2013) showed 15 examples of earthquake source areas (ESAs) as possible combinations of 18 sub-regions (6 segments along trough and 3 segments normal to trough) and assessed the occurrence probability within the next 30 years (from Jan. 1, 2013) was 60% to 70%. Hirata et al.(2015, AGU) presented Probabilistic Tsunami Hazard Assessment (PTHA) along Nankai Trough in the case where diversity of the next event's ESA is modeled by only the 15 ESAs. In this study, we newly set 70 ESAs in addition of the previous 15 ESAs so that total of 85 ESAs are considered. By producing tens of faults models, with various slip distribution patterns, for each of 85 ESAs, we obtain 2500 fault models in addition of previous 1400 fault models so that total of 3900 fault models are considered to model the diversity of the next Nankai earthquake rupture (Toyama et al.,2015, JpGU). For PTHA, the occurrence probability of the next Nankai earthquake is distributed to possible 3900 fault models in the viewpoint of similarity to the 15 ESAs' extents (Abe et al.,2015, JpGU). A major concept of the occurrence probability distribution is; (i) earthquakes rupturing on any of 15 ESAs that ERC(2013) showed most likely occur, (ii) earthquakes rupturing on any of ESAs whose along-trench extent is the same as any of 15 ESAs but trough-normal extent differs from it second likely occur, (iii) earthquakes rupturing on any of ESAs whose both of along-trough and trough-normal extents differ from any of 15 ESAs rarely occur. Procedures for tsunami simulation and probabilistic tsunami hazard synthesis are the same as Hirata et al (2015). A tsunami hazard map, synthesized under an assumption that the Nankai earthquakes can be modeled as a renewal process based on BPT distribution with a mean recurrence interval of 88.2 years (ERC, 2013) and an aperiodicity of 0.22, as the median of the values (0.20 to 0.24)that ERC (2013) recommended, suggests that several coastal segments along the southwest coast of Shikoku Island, the southeast coast of Kii Peninsula, and the west coast of Izu Peninsula show over 26 % in exceedance probability that maximum water rise exceeds 10 meters at any coastal point within the next 30 years.

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

PubMed

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

2013-07-01

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

Verification of recursive probabilistic integration (RPI) method for fatigue life management using non-destructive inspections

NASA Astrophysics Data System (ADS)

Chen, Tzikang J.; Shiao, Michael

2016-04-01

This paper verified a generic and efficient assessment concept for probabilistic fatigue life management. The concept is developed based on an integration of damage tolerance methodology, simulations methods1, 2, and a probabilistic algorithm RPI (recursive probability integration)3-9 considering maintenance for damage tolerance and risk-based fatigue life management. RPI is an efficient semi-analytical probabilistic method for risk assessment subjected to various uncertainties such as the variability in material properties including crack growth rate, initial flaw size, repair quality, random process modeling of flight loads for failure analysis, and inspection reliability represented by probability of detection (POD). In addition, unlike traditional Monte Carlo simulations (MCS) which requires a rerun of MCS when maintenance plan is changed, RPI can repeatedly use a small set of baseline random crack growth histories excluding maintenance related parameters from a single MCS for various maintenance plans. In order to fully appreciate the RPI method, a verification procedure was performed. In this study, MC simulations in the orders of several hundred billions were conducted for various flight conditions, material properties, and inspection scheduling, POD and repair/replacement strategies. Since the MC simulations are time-consuming methods, the simulations were conducted parallelly on DoD High Performance Computers (HPC) using a specialized random number generator for parallel computing. The study has shown that RPI method is several orders of magnitude more efficient than traditional Monte Carlo simulations.

Probability concepts in quality risk management.

PubMed

Claycamp, H Gregg

2012-01-01

Essentially any concept of risk is built on fundamental concepts of chance, likelihood, or probability. Although risk is generally a probability of loss of something of value, given that a risk-generating event will occur or has occurred, it is ironic that the quality risk management literature and guidelines on quality risk management tools are relatively silent on the meaning and uses of "probability." The probability concept is typically applied by risk managers as a combination of frequency-based calculation and a "degree of belief" meaning of probability. Probability as a concept that is crucial for understanding and managing risk is discussed through examples from the most general, scenario-defining and ranking tools that use probability implicitly to more specific probabilistic tools in risk management. A rich history of probability in risk management applied to other fields suggests that high-quality risk management decisions benefit from the implementation of more thoughtful probability concepts in both risk modeling and risk management. Essentially any concept of risk is built on fundamental concepts of chance, likelihood, or probability. Although "risk" generally describes a probability of loss of something of value, given that a risk-generating event will occur or has occurred, it is ironic that the quality risk management literature and guidelines on quality risk management methodologies and respective tools focus on managing severity but are relatively silent on the in-depth meaning and uses of "probability." Pharmaceutical manufacturers are expanding their use of quality risk management to identify and manage risks to the patient that might occur in phases of the pharmaceutical life cycle from drug development to manufacture, marketing to product discontinuation. A probability concept is typically applied by risk managers as a combination of data-based measures of probability and a subjective "degree of belief" meaning of probability. Probability as a concept that is crucial for understanding and managing risk is discussed through examples from the most general, scenario-defining and ranking tools that use probability implicitly to more specific probabilistic tools in risk management.

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.

A probabilistic analysis of the crystal oscillator behavior at low drive levels

NASA Astrophysics Data System (ADS)

Shmaliy, Yuriy S.; Brendel, Rémi

2008-03-01

The paper discusses a probabilistic model of a crystal oscillator at low drive levels where the noise intensity is comparable with the oscillation amplitude. The stationary probability density of the oscillations envelope is derived and investigated for the nonlinear resonator loses. A stochastic explanation is given for the well-known phenomenon termed sleeping sickness associated with losing a facility of self-excitation by a crystal oscillator after a long storage without a power supply. It is shown that, with low drive levels leading to an insufficient feedback, a crystal oscillator generates the noise-induced oscillations rather than it absolutely "falls in sleep".

Probabilistic, meso-scale flood loss modelling

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

Probabilistic Survivability Versus Time Modeling

NASA Technical Reports Server (NTRS)

Joyner, James J., Sr.

2016-01-01

This presentation documents Kennedy Space Center's Independent Assessment work completed on three assessments for the Ground Systems Development and Operations (GSDO) Program to assist the Chief Safety and Mission Assurance Officer during key programmatic reviews and provided the GSDO Program with analyses of how egress time affects the likelihood of astronaut and ground worker survival during an emergency. For each assessment, a team developed probability distributions for hazard scenarios to address statistical uncertainty, resulting in survivability plots over time. The first assessment developed a mathematical model of probabilistic survivability versus time to reach a safe location using an ideal Emergency Egress System at Launch Complex 39B (LC-39B); the second used the first model to evaluate and compare various egress systems under consideration at LC-39B. The third used a modified LC-39B model to determine if a specific hazard decreased survivability more rapidly than other events during flight hardware processing in Kennedy's Vehicle Assembly Building.

Neural Encoding and Integration of Learned Probabilistic Sequences in Avian Sensory-Motor Circuitry

PubMed Central

Brainard, Michael S.

2013-01-01

Many complex behaviors, such as human speech and birdsong, reflect a set of categorical actions that can be flexibly organized into variable sequences. However, little is known about how the brain encodes the probabilities of such sequences. Behavioral sequences are typically characterized by the probability of transitioning from a given action to any subsequent action (which we term “divergence probability”). In contrast, we hypothesized that neural circuits might encode the probability of transitioning to a given action from any preceding action (which we term “convergence probability”). The convergence probability of repeatedly experienced sequences could naturally become encoded by Hebbian plasticity operating on the patterns of neural activity associated with those sequences. To determine whether convergence probability is encoded in the nervous system, we investigated how auditory-motor neurons in vocal premotor nucleus HVC of songbirds encode different probabilistic characterizations of produced syllable sequences. We recorded responses to auditory playback of pseudorandomly sequenced syllables from the bird's repertoire, and found that variations in responses to a given syllable could be explained by a positive linear dependence on the convergence probability of preceding sequences. Furthermore, convergence probability accounted for more response variation than other probabilistic characterizations, including divergence probability. Finally, we found that responses integrated over >7–10 syllables (∼700–1000 ms) with the sign, gain, and temporal extent of integration depending on convergence probability. Our results demonstrate that convergence probability is encoded in sensory-motor circuitry of the song-system, and suggest that encoding of convergence probability is a general feature of sensory-motor circuits. PMID:24198363

Probabilistic DHP adaptive critic for nonlinear stochastic control systems.

PubMed

Herzallah, Randa

2013-06-01

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

Probabilistic assessment of precipitation-triggered landslides using historical records of landslide occurence, Seattle, Washington

USGS Publications Warehouse

Coe, J.A.; Michael, J.A.; Crovelli, R.A.; Savage, W.Z.; Laprade, W.T.; Nashem, W.D.

2004-01-01

Ninety years of historical landslide records were used as input to the Poisson and binomial probability models. Results from these models show that, for precipitation-triggered landslides, approximately 9 percent of the area of Seattle has annual exceedance probabilities of 1 percent or greater. Application of the Poisson model for estimating the future occurrence of individual landslides results in a worst-case scenario map, with a maximum annual exceedance probability of 25 percent on a hillslope near Duwamish Head in West Seattle. Application of the binomial model for estimating the future occurrence of a year with one or more landslides results in a map with a maximum annual exceedance probability of 17 percent (also near Duwamish Head). Slope and geology both play a role in localizing the occurrence of landslides in Seattle. A positive correlation exists between slope and mean exceedance probability, with probability tending to increase as slope increases. Sixty-four percent of all historical landslide locations are within 150 m (500 ft, horizontal distance) of the Esperance Sand/Lawton Clay contact, but within this zone, no positive or negative correlation exists between exceedance probability and distance to the contact.

Continuous Probabilistic Modeling of Tracer Stone Dispersal in Upper Regime

NASA Astrophysics Data System (ADS)

Hernandez Moreira, R. R.; Viparelli, E.

2017-12-01

Morphodynamic models that specifically account for the non-uniformity of the bed material are generally based on some form of the active layer approximation. These models have proven to be useful tools in the study of transport, erosion and deposition of non-uniform bed material in the case of channel bed aggradation and degradation. However, when local spatial effects over short time scales compared to those characterizing the changes in mean bed elevation dominate the vertical sediment fluxes, as is the presence of bedforms, active layer models cannot capture key details of the sediment transport process. To overcome the limitations of active layer based models, Parker, Paola and Leclair (PPL) proposed a continuous probabilistic modeling frameworks in which the sediment exchange between the bedload transport and the mobile bed is described in terms of probability density functions of bed elevation, entrainment and deposition. Here we present the implementation of a modified version of the PPL modeling framework for the study of tracer stones dispsersal in upper regime bedload transport conditions (i.e. upper regime plane bed at the transition between dunes and antidunes, downstream migrating antidunes and upper regime plane bed with bedload transport in sheet flow mode) in which the probability functions are based on measured time series of bed elevation fluctuations. The extension to the more general case of mixtures of sediments differing in size is the future development of the proposed work.

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

Probabilistic estimation of residential air exchange rates for ...

EPA Pesticide Factsheets

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

Multi-dimensional classification of GABAergic interneurons with Bayesian network-modeled label uncertainty.

PubMed

Mihaljević, Bojan; Bielza, Concha; Benavides-Piccione, Ruth; DeFelipe, Javier; Larrañaga, Pedro

2014-01-01

Interneuron classification is an important and long-debated topic in neuroscience. A recent study provided a data set of digitally reconstructed interneurons classified by 42 leading neuroscientists according to a pragmatic classification scheme composed of five categorical variables, namely, of the interneuron type and four features of axonal morphology. From this data set we now learned a model which can classify interneurons, on the basis of their axonal morphometric parameters, into these five descriptive variables simultaneously. Because of differences in opinion among the neuroscientists, especially regarding neuronal type, for many interneurons we lacked a unique, agreed-upon classification, which we could use to guide model learning. Instead, we guided model learning with a probability distribution over the neuronal type and the axonal features, obtained, for each interneuron, from the neuroscientists' classification choices. We conveniently encoded such probability distributions with Bayesian networks, calling them label Bayesian networks (LBNs), and developed a method to predict them. This method predicts an LBN by forming a probabilistic consensus among the LBNs of the interneurons most similar to the one being classified. We used 18 axonal morphometric parameters as predictor variables, 13 of which we introduce in this paper as quantitative counterparts to the categorical axonal features. We were able to accurately predict interneuronal LBNs. Furthermore, when extracting crisp (i.e., non-probabilistic) predictions from the predicted LBNs, our method outperformed related work on interneuron classification. Our results indicate that our method is adequate for multi-dimensional classification of interneurons with probabilistic labels. Moreover, the introduced morphometric parameters are good predictors of interneuron type and the four features of axonal morphology and thus may serve as objective counterparts to the subjective, categorical axonal features.

A probabilistic model to predict clinical phenotypic traits from genome sequencing.

PubMed

Chen, Yun-Ching; Douville, Christopher; Wang, Cheng; Niknafs, Noushin; Yeo, Grace; Beleva-Guthrie, Violeta; Carter, Hannah; Stenson, Peter D; Cooper, David N; Li, Biao; Mooney, Sean; Karchin, Rachel

2014-09-01

Genetic screening is becoming possible on an unprecedented scale. However, its utility remains controversial. Although most variant genotypes cannot be easily interpreted, many individuals nevertheless attempt to interpret their genetic information. Initiatives such as the Personal Genome Project (PGP) and Illumina's Understand Your Genome are sequencing thousands of adults, collecting phenotypic information and developing computational pipelines to identify the most important variant genotypes harbored by each individual. These pipelines consider database and allele frequency annotations and bioinformatics classifications. We propose that the next step will be to integrate these different sources of information to estimate the probability that a given individual has specific phenotypes of clinical interest. To this end, we have designed a Bayesian probabilistic model to predict the probability of dichotomous phenotypes. When applied to a cohort from PGP, predictions of Gilbert syndrome, Graves' disease, non-Hodgkin lymphoma, and various blood groups were accurate, as individuals manifesting the phenotype in question exhibited the highest, or among the highest, predicted probabilities. Thirty-eight PGP phenotypes (26%) were predicted with area-under-the-ROC curve (AUC)>0.7, and 23 (15.8%) of these were statistically significant, based on permutation tests. Moreover, in a Critical Assessment of Genome Interpretation (CAGI) blinded prediction experiment, the models were used to match 77 PGP genomes to phenotypic profiles, generating the most accurate prediction of 16 submissions, according to an independent assessor. Although the models are currently insufficiently accurate for diagnostic utility, we expect their performance to improve with growth of publicly available genomics data and model refinement by domain experts.

Two tradeoffs between economy and reliability in loss of load probability constrained unit commitment

NASA Astrophysics Data System (ADS)

Liu, Yuan; Wang, Mingqiang; Ning, Xingyao

2018-02-01

Spinning reserve (SR) should be scheduled considering the balance between economy and reliability. To address the computational intractability cursed by the computation of loss of load probability (LOLP), many probabilistic methods use simplified formulations of LOLP to improve the computational efficiency. Two tradeoffs embedded in the SR optimization model are not explicitly analyzed in these methods. In this paper, two tradeoffs including primary tradeoff and secondary tradeoff between economy and reliability in the maximum LOLP constrained unit commitment (UC) model are explored and analyzed in a small system and in IEEE-RTS System. The analysis on the two tradeoffs can help in establishing new efficient simplified LOLP formulations and new SR optimization models.

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.

Probabilistic Plan Management

DTIC Science & Technology

2009-11-17

set of chains , the step adds scheduled methods that have an a priori likelihood of a failure outcome (Lines 3-5). It identifies the max eul value of the...activity meeting its objective, as well as its expected contribution to the schedule. By explicitly calculating these values , PADS is able to summarize the...variables. One of the main difficulties of this model is convolving the probability density functions and value functions while solving the model; this

VizieR Online Data Catalog: A catalog of exoplanet physical parameters (Foreman-Mackey+, 2014)

NASA Astrophysics Data System (ADS)

Foreman-Mackey, D.; Hogg, D. W.; Morton, T. D.

2017-05-01

The first ingredient for any probabilistic inference is a likelihood function, a description of the probability of observing a specific data set given a set of model parameters. In this particular project, the data set is a catalog of exoplanet measurements and the model parameters are the values that set the shape and normalization of the occurrence rate density. (2 data files).

Probabilistic model for the spoilage wine yeast Dekkera bruxellensis as a function of pH, ethanol and free SO2 using time as a dummy variable.

PubMed

Sturm, M E; Arroyo-López, F N; Garrido-Fernández, A; Querol, A; Mercado, L A; Ramirez, M L; Combina, M

2014-01-17

The present study uses a probabilistic model to determine the growth/no growth interfaces of the spoilage wine yeast Dekkera bruxellensis CH29 as a function of ethanol (10-15%, v/v), pH (3.4-4.0) and free SO2 (0-50 mg/l) using time (7, 14, 21 and 30 days) as a dummy variable. The model, built with a total of 756 growth/no growth data obtained in a simile wine medium, could have application in the winery industry to determine the wine conditions needed to inhibit the growth of this species. Thereby, at 12.5% of ethanol and pH 3.7 for a growth probability of 0.01, it is necessary to add 30 mg/l of free SO2 to inhibit yeast growth for 7 days. However, the concentration of free SO2 should be raised to 48 mg/l to achieve a probability of no growth of 0.99 for 30 days under the same wine conditions. Other combinations of environmental variables can also be determined using the mathematical model depending on the needs of the industry. Copyright © 2013 Elsevier B.V. All rights reserved.

Experiences with Probabilistic Analysis Applied to Controlled Systems

NASA Technical Reports Server (NTRS)

Kenny, Sean P.; Giesy, Daniel P.

2004-01-01

This paper presents a semi-analytic method for computing frequency dependent means, variances, and failure probabilities for arbitrarily large-order closed-loop dynamical systems possessing a single uncertain parameter or with multiple highly correlated uncertain parameters. The approach will be shown to not suffer from the same computational challenges associated with computing failure probabilities using conventional FORM/SORM techniques. The approach is demonstrated by computing the probabilistic frequency domain performance of an optimal feed-forward disturbance rejection scheme.

Multi-Scale/Multi-Functional Probabilistic Composite Fatigue

NASA Technical Reports Server (NTRS)

Chamis, Christos C.

2008-01-01

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

Probabilistic structural analysis methods and applications

NASA Technical Reports Server (NTRS)

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

1988-01-01

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

Probabilistic methods for rotordynamics analysis

NASA Technical Reports Server (NTRS)

Wu, Y.-T.; Torng, T. Y.; Millwater, H. R.; Fossum, A. F.; Rheinfurth, M. H.

1991-01-01

This paper summarizes the development of the methods and a computer program to compute the probability of instability of dynamic systems that can be represented by a system of second-order ordinary linear differential equations. Two instability criteria based upon the eigenvalues or Routh-Hurwitz test functions are investigated. Computational methods based on a fast probability integration concept and an efficient adaptive importance sampling method are proposed to perform efficient probabilistic analysis. A numerical example is provided to demonstrate the methods.

A geomorphic approach to 100-year floodplain mapping for the Conterminous United States

NASA Astrophysics Data System (ADS)

Jafarzadegan, Keighobad; Merwade, Venkatesh; Saksena, Siddharth

2018-06-01

Floodplain mapping using hydrodynamic models is difficult in data scarce regions. Additionally, using hydrodynamic models to map floodplain over large stream network can be computationally challenging. Some of these limitations of floodplain mapping using hydrodynamic modeling can be overcome by developing computationally efficient statistical methods to identify floodplains in large and ungauged watersheds using publicly available data. This paper proposes a geomorphic model to generate probabilistic 100-year floodplain maps for the Conterminous United States (CONUS). The proposed model first categorizes the watersheds in the CONUS into three classes based on the height of the water surface corresponding to the 100-year flood from the streambed. Next, the probability that any watershed in the CONUS belongs to one of these three classes is computed through supervised classification using watershed characteristics related to topography, hydrography, land use and climate. The result of this classification is then fed into a probabilistic threshold binary classifier (PTBC) to generate the probabilistic 100-year floodplain maps. The supervised classification algorithm is trained by using the 100-year Flood Insurance Rated Maps (FIRM) from the U.S. Federal Emergency Management Agency (FEMA). FEMA FIRMs are also used to validate the performance of the proposed model in areas not included in the training. Additionally, HEC-RAS model generated flood inundation extents are used to validate the model performance at fifteen sites that lack FEMA maps. Validation results show that the probabilistic 100-year floodplain maps, generated by proposed model, match well with both FEMA and HEC-RAS generated maps. On average, the error of predicted flood extents is around 14% across the CONUS. The high accuracy of the validation results shows the reliability of the geomorphic model as an alternative approach for fast and cost effective delineation of 100-year floodplains for the CONUS.

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

PubMed

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

2003-11-01

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

A Probabilistic Design Method Applied to Smart Composite Structures

NASA Technical Reports Server (NTRS)

Shiao, Michael C.; Chamis, Christos C.

1995-01-01

A probabilistic design method is described and demonstrated using a smart composite wing. Probabilistic structural design incorporates naturally occurring uncertainties including those in constituent (fiber/matrix) material properties, fabrication variables, structure geometry and control-related parameters. Probabilistic sensitivity factors are computed to identify those parameters that have a great influence on a specific structural reliability. Two performance criteria are used to demonstrate this design methodology. The first criterion requires that the actuated angle at the wing tip be bounded by upper and lower limits at a specified reliability. The second criterion requires that the probability of ply damage due to random impact load be smaller than an assigned value. When the relationship between reliability improvement and the sensitivity factors is assessed, the results show that a reduction in the scatter of the random variable with the largest sensitivity factor (absolute value) provides the lowest failure probability. An increase in the mean of the random variable with a negative sensitivity factor will reduce the failure probability. Therefore, the design can be improved by controlling or selecting distribution parameters associated with random variables. This can be implemented during the manufacturing process to obtain maximum benefit with minimum alterations.

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

PubMed Central

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

2018-01-01

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

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

PubMed

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

2018-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Probabilistic Analysis of Large-Scale Composite Structures Using the IPACS Code

NASA Technical Reports Server (NTRS)

Lemonds, Jeffrey; Kumar, Virendra

1995-01-01

An investigation was performed to ascertain the feasibility of using IPACS (Integrated Probabilistic Assessment of Composite Structures) for probabilistic analysis of a composite fan blade, the development of which is being pursued by various industries for the next generation of aircraft engines. A model representative of the class of fan blades used in the GE90 engine has been chosen as the structural component to be analyzed with IPACS. In this study, typical uncertainties are assumed in the level, and structural responses for ply stresses and frequencies are evaluated in the form of cumulative probability density functions. Because of the geometric complexity of the blade, the number of plies varies from several hundred at the root to about a hundred at the tip. This represents a extremely complex composites application for the IPACS code. A sensitivity study with respect to various random variables is also performed.

A Control Variate Method for Probabilistic Performance Assessment. Improved Estimates for Mean Performance Quantities of Interest

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

MacKinnon, Robert J.; Kuhlman, Kristopher L

2016-05-01

We present a method of control variates for calculating improved estimates for mean performance quantities of interest, E(PQI) , computed from Monte Carlo probabilistic simulations. An example of a PQI is the concentration of a contaminant at a particular location in a problem domain computed from simulations of transport in porous media. To simplify the presentation, the method is described in the setting of a one- dimensional elliptical model problem involving a single uncertain parameter represented by a probability distribution. The approach can be easily implemented for more complex problems involving multiple uncertain parameters and in particular for application tomore » probabilistic performance assessment of deep geologic nuclear waste repository systems. Numerical results indicate the method can produce estimates of E(PQI)having superior accuracy on coarser meshes and reduce the required number of simulations needed to achieve an acceptable estimate.« less

Public opinion by a poll process: model study and Bayesian view

NASA Astrophysics Data System (ADS)

Lee, Hyun Keun; Kim, Yong Woon

2018-05-01

We study the formation of public opinion in a poll process where the current score is open to the public. The voters are assumed to vote probabilistically for or against their own preference considering the group opinion collected up to then in the score. The poll-score probability is found to follow the beta distribution in the large polls limit. We demonstrate that various poll results, even those contradictory to the population preference, are possible with non-zero probability density and that such deviations are readily triggered by initial bias. It is mentioned that our poll model can be understood in the Bayesian viewpoint.

Initial Correction versus Negative Marking in Multiple Choice Examinations

ERIC Educational Resources Information Center

Van Hecke, Tanja

2015-01-01

Optimal assessment tools should measure in a limited time the knowledge of students in a correct and unbiased way. A method for automating the scoring is multiple choice scoring. This article compares scoring methods from a probabilistic point of view by modelling the probability to pass: the number right scoring, the initial correction (IC) and…

Naive Probability: Model-based Estimates of Unique Events

DTIC Science & Technology

2014-05-04

Gilio & Over, 2012) – a possibility to which we return later. Despite these studies...Barrouillet, Jean-François Bonnefon, Nick Cassimatis, Nick Chater, Ernest Davis, Igor Douven, Angelo Gilio , Adam Harris, Gernot Kleiter, Gary Marcus, Ray...1230-1239. Gilio , A., & Over, D. (2012). The psychology of inferring conditionals from disjunctions: A probabilistic study. Journal of

A Probabilistic Strategy for Understanding Action Selection

PubMed Central

Kim, Byounghoon; Basso, Michele A.

2010-01-01

Brain regions involved in transforming sensory signals into movement commands are the likely sites where decisions are formed. Once formed, a decision must be read-out from the activity of populations of neurons to produce a choice of action. How this occurs remains unresolved. We recorded from four superior colliculus (SC) neurons simultaneously while monkeys performed a target selection task. We implemented three models to gain insight into the computational principles underlying population coding of action selection. We compared the population vector average (PVA), winner-takes-all (WTA) and a Bayesian model, maximum a posteriori estimate (MAP) to determine which predicted choices most often. The probabilistic model predicted more trials correctly than both the WTA and the PVA. The MAP model predicted 81.88% whereas WTA predicted 71.11% and PVA/OLE predicted the least number of trials at 55.71 and 69.47%. Recovering MAP estimates using simulated, non-uniform priors that correlated with monkeys’ choice performance, improved the accuracy of the model by 2.88%. A dynamic analysis revealed that the MAP estimate evolved over time and the posterior probability of the saccade choice reached a maximum at the time of the saccade. MAP estimates also scaled with choice performance accuracy. Although there was overlap in the prediction abilities of all the models, we conclude that movement choice from populations of neurons may be best understood by considering frameworks based on probability. PMID:20147560

Probabilistic flood damage modelling at the meso-scale

NASA Astrophysics Data System (ADS)

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

2014-05-01

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

Probabilistic models of genetic variation in structured populations applied to global human studies.

PubMed

Hao, Wei; Song, Minsun; Storey, John D

2016-03-01

Modern population genetics studies typically involve genome-wide genotyping of individuals from a diverse network of ancestries. An important problem is how to formulate and estimate probabilistic models of observed genotypes that account for complex population structure. The most prominent work on this problem has focused on estimating a model of admixture proportions of ancestral populations for each individual. Here, we instead focus on modeling variation of the genotypes without requiring a higher-level admixture interpretation. We formulate two general probabilistic models, and we propose computationally efficient algorithms to estimate them. First, we show how principal component analysis can be utilized to estimate a general model that includes the well-known Pritchard-Stephens-Donnelly admixture model as a special case. Noting some drawbacks of this approach, we introduce a new 'logistic factor analysis' framework that seeks to directly model the logit transformation of probabilities underlying observed genotypes in terms of latent variables that capture population structure. We demonstrate these advances on data from the Human Genome Diversity Panel and 1000 Genomes Project, where we are able to identify SNPs that are highly differentiated with respect to structure while making minimal modeling assumptions. A Bioconductor R package called lfa is available at http://www.bioconductor.org/packages/release/bioc/html/lfa.html jstorey@princeton.edu Supplementary data are available at Bioinformatics online. © The Author 2015. Published by Oxford University Press.

An online tool for Operational Probabilistic Drought Forecasting System (OPDFS): a Statistical-Dynamical Framework

NASA Astrophysics Data System (ADS)

Zarekarizi, M.; Moradkhani, H.; Yan, H.

2017-12-01

The Operational Probabilistic Drought Forecasting System (OPDFS) is an online tool recently developed at Portland State University for operational agricultural drought forecasting. This is an integrated statistical-dynamical framework issuing probabilistic drought forecasts monthly for the lead times of 1, 2, and 3 months. The statistical drought forecasting method utilizes copula functions in order to condition the future soil moisture values on the antecedent states. Due to stochastic nature of land surface properties, the antecedent soil moisture states are uncertain; therefore, data assimilation system based on Particle Filtering (PF) is employed to quantify the uncertainties associated with the initial condition of the land state, i.e. soil moisture. PF assimilates the satellite soil moisture data to Variable Infiltration Capacity (VIC) land surface model and ultimately updates the simulated soil moisture. The OPDFS builds on the NOAA's seasonal drought outlook by offering drought probabilities instead of qualitative ordinal categories and provides the user with the probability maps associated with a particular drought category. A retrospective assessment of the OPDFS showed that the forecasting of the 2012 Great Plains and 2014 California droughts were possible at least one month in advance. The OPDFS offers a timely assistance to water managers, stakeholders and decision-makers to develop resilience against uncertain upcoming droughts.

A Probabilistic Approach to Predict Thermal Fatigue Life for Ball Grid Array Solder Joints

NASA Astrophysics Data System (ADS)

Wei, Helin; Wang, Kuisheng

2011-11-01

Numerous studies of the reliability of solder joints have been performed. Most life prediction models are limited to a deterministic approach. However, manufacturing induces uncertainty in the geometry parameters of solder joints, and the environmental temperature varies widely due to end-user diversity, creating uncertainties in the reliability of solder joints. In this study, a methodology for accounting for variation in the lifetime prediction for lead-free solder joints of ball grid array packages (PBGA) is demonstrated. The key aspects of the solder joint parameters and the cyclic temperature range related to reliability are involved. Probabilistic solutions of the inelastic strain range and thermal fatigue life based on the Engelmaier model are developed to determine the probability of solder joint failure. The results indicate that the standard deviation increases significantly when more random variations are involved. Using the probabilistic method, the influence of each variable on the thermal fatigue life is quantified. This information can be used to optimize product design and process validation acceptance criteria. The probabilistic approach creates the opportunity to identify the root causes of failed samples from product fatigue tests and field returns. The method can be applied to better understand how variation affects parameters of interest in an electronic package design with area array interconnections.

Long-term multi-hazard assessment for El Misti volcano (Peru)

NASA Astrophysics Data System (ADS)

Sandri, Laura; Thouret, Jean-Claude; Constantinescu, Robert; Biass, Sébastien; Tonini, Roberto

2014-02-01

We propose a long-term probabilistic multi-hazard assessment for El Misti Volcano, a composite cone located <20 km from Arequipa. The second largest Peruvian city is a rapidly expanding economic centre and is classified by UNESCO as World Heritage. We apply the Bayesian Event Tree code for Volcanic Hazard (BET_VH) to produce probabilistic hazard maps for the predominant volcanic phenomena that may affect c.900,000 people living around the volcano. The methodology accounts for the natural variability displayed by volcanoes in their eruptive behaviour, such as different types/sizes of eruptions and possible vent locations. For this purpose, we treat probabilistically several model runs for some of the main hazardous phenomena (lahars, pyroclastic density currents (PDCs), tephra fall and ballistic ejecta) and data from past eruptions at El Misti (tephra fall, PDCs and lahars) and at other volcanoes (PDCs). The hazard maps, although neglecting possible interactions among phenomena or cascade effects, have been produced with a homogeneous method and refer to a common time window of 1 year. The probability maps reveal that only the north and east suburbs of Arequipa are exposed to all volcanic threats except for ballistic ejecta, which are limited to the uninhabited but touristic summit cone. The probability for pyroclastic density currents reaching recently expanding urban areas and the city along ravines is around 0.05 %/year, similar to the probability obtained for roof-critical tephra loading during the rainy season. Lahars represent by far the most probable threat (around 10 %/year) because at least four radial drainage channels can convey them approximately 20 km away from the volcano across the entire city area in heavy rain episodes, even without eruption. The Río Chili Valley represents the major concern to city safety owing to the probable cascading effect of combined threats: PDCs and rockslides, dammed lake break-outs and subsequent lahars or floods. Although this study does not intend to replace the current El Misti hazard map, the quantitative results of this probabilistic multi-hazard assessment can be incorporated into a multi-risk analysis, to support decision makers in any future improvement of the current hazard evaluation, such as further land-use planning and possible emergency management.

Evaluating the Performance of a Climate-Driven Mortality Model during Heat Waves and Cold Spells in Europe

PubMed Central

Lowe, Rachel; Ballester, Joan; Creswick, James; Robine, Jean-Marie; Herrmann, François R.; Rodó, Xavier

2015-01-01

The impact of climate change on human health is a serious concern. In particular, changes in the frequency and intensity of heat waves and cold spells are of high relevance in terms of mortality and morbidity. This demonstrates the urgent need for reliable early-warning systems to help authorities prepare and respond to emergency situations. In this study, we evaluate the performance of a climate-driven mortality model to provide probabilistic predictions of exceeding emergency mortality thresholds for heat wave and cold spell scenarios. Daily mortality data corresponding to 187 NUTS2 regions across 16 countries in Europe were obtained from 1998–2003. Data were aggregated to 54 larger regions in Europe, defined according to similarities in population structure and climate. Location-specific average mortality rates, at given temperature intervals over the time period, were modelled to account for the increased mortality observed during both high and low temperature extremes and differing comfort temperatures between regions. Model parameters were estimated in a Bayesian framework, in order to generate probabilistic simulations of mortality across Europe for time periods of interest. For the heat wave scenario (1–15 August 2003), the model was successfully able to anticipate the occurrence or non-occurrence of mortality rates exceeding the emergency threshold (75th percentile of the mortality distribution) for 89% of the 54 regions, given a probability decision threshold of 70%. For the cold spell scenario (1–15 January 2003), mortality events in 69% of the regions were correctly anticipated with a probability decision threshold of 70%. By using a more conservative decision threshold of 30%, this proportion increased to 87%. Overall, the model performed better for the heat wave scenario. By replacing observed temperature data in the model with forecast temperature, from state-of-the-art European forecasting systems, probabilistic mortality predictions could potentially be made several months ahead of imminent heat waves and cold spells. PMID:25625407

Evaluating the performance of a climate-driven mortality model during heat waves and cold spells in Europe.

PubMed

Lowe, Rachel; Ballester, Joan; Creswick, James; Robine, Jean-Marie; Herrmann, François R; Rodó, Xavier

2015-01-23

The impact of climate change on human health is a serious concern. In particular, changes in the frequency and intensity of heat waves and cold spells are of high relevance in terms of mortality and morbidity. This demonstrates the urgent need for reliable early-warning systems to help authorities prepare and respond to emergency situations. In this study, we evaluate the performance of a climate-driven mortality model to provide probabilistic predictions of exceeding emergency mortality thresholds for heat wave and cold spell scenarios. Daily mortality data corresponding to 187 NUTS2 regions across 16 countries in Europe were obtained from 1998-2003. Data were aggregated to 54 larger regions in Europe, defined according to similarities in population structure and climate. Location-specific average mortality rates, at given temperature intervals over the time period, were modelled to account for the increased mortality observed during both high and low temperature extremes and differing comfort temperatures between regions. Model parameters were estimated in a Bayesian framework, in order to generate probabilistic simulations of mortality across Europe for time periods of interest. For the heat wave scenario (1-15 August 2003), the model was successfully able to anticipate the occurrence or non-occurrence of mortality rates exceeding the emergency threshold (75th percentile of the mortality distribution) for 89% of the 54 regions, given a probability decision threshold of 70%. For the cold spell scenario (1-15 January 2003), mortality events in 69% of the regions were correctly anticipated with a probability decision threshold of 70%. By using a more conservative decision threshold of 30%, this proportion increased to 87%. Overall, the model performed better for the heat wave scenario. By replacing observed temperature data in the model with forecast temperature, from state-of-the-art European forecasting systems, probabilistic mortality predictions could potentially be made several months ahead of imminent heat waves and cold spells.

Probability theory plus noise: Replies to Crupi and Tentori (2016) and to Nilsson, Juslin, and Winman (2016).

PubMed

Costello, Fintan; Watts, Paul

2016-01-01

A standard assumption in much of current psychology is that people do not reason about probability using the rules of probability theory but instead use various heuristics or "rules of thumb," which can produce systematic reasoning biases. In Costello and Watts (2014), we showed that a number of these biases can be explained by a model where people reason according to probability theory but are subject to random noise. More importantly, that model also predicted agreement with probability theory for certain expressions that cancel the effects of random noise: Experimental results strongly confirmed this prediction, showing that probabilistic reasoning is simultaneously systematically biased and "surprisingly rational." In their commentaries on that paper, both Crupi and Tentori (2016) and Nilsson, Juslin, and Winman (2016) point to various experimental results that, they suggest, our model cannot explain. In this reply, we show that our probability theory plus noise model can in fact explain every one of the results identified by these authors. This gives a degree of additional support to the view that people's probability judgments embody the rational rules of probability theory and that biases in those judgments can be explained as simply effects of random noise. (c) 2015 APA, all rights reserved).

A ligand predication tool based on modeling and reasoning with imprecise probabilistic knowledge.

PubMed

Liu, Weiru; Yue, Anbu; Timson, David J

2010-04-01

Ligand prediction has been driven by a fundamental desire to understand more about how biomolecules recognize their ligands and by the commercial imperative to develop new drugs. Most of the current available software systems are very complex and time-consuming to use. Therefore, developing simple and efficient tools to perform initial screening of interesting compounds is an appealing idea. In this paper, we introduce our tool for very rapid screening for likely ligands (either substrates or inhibitors) based on reasoning with imprecise probabilistic knowledge elicited from past experiments. Probabilistic knowledge is input to the system via a user-friendly interface showing a base compound structure. A prediction of whether a particular compound is a substrate is queried against the acquired probabilistic knowledge base and a probability is returned as an indication of the prediction. This tool will be particularly useful in situations where a number of similar compounds have been screened experimentally, but information is not available for all possible members of that group of compounds. We use two case studies to demonstrate how to use the tool. 2009 Elsevier Ireland Ltd. All rights reserved.

Probabilistic verification of cloud fraction from three different products with CALIPSO

NASA Astrophysics Data System (ADS)

Jung, B. J.; Descombes, G.; Snyder, C.

2017-12-01

In this study, we present how Cloud-Aerosol Lidar and Infrared Pathfinder Satellite Observation (CALIPSO) can be used for probabilistic verification of cloud fraction, and apply this probabilistic approach to three cloud fraction products: a) The Air Force Weather (AFW) World Wide Merged Cloud Analysis (WWMCA), b) Satellite Cloud Observations and Radiative Property retrieval Systems (SatCORPS) from NASA Langley Research Center, and c) Multi-sensor Advection Diffusion nowCast (MADCast) from NCAR. Although they differ in their details, both WWMCA and SatCORPS retrieve cloud fraction from satellite observations, mainly of infrared radiances. MADCast utilizes in addition a short-range forecast of cloud fraction (provided by the Model for Prediction Across Scales, assuming cloud fraction is advected as a tracer) and a column-by-column particle filter implemented within the Gridpoint Statistical Interpolation (GSI) data-assimilation system. The probabilistic verification considers the retrieved or analyzed cloud fractions as predicting the probability of cloud at any location within a grid cell and the 5-km vertical feature mask (VFM) from CALIPSO level-2 products as a point observation of cloud.

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.

Probability theory versus simulation of petroleum potential in play analysis

USGS Publications Warehouse

Crovelli, R.A.

1987-01-01

An analytic probabilistic methodology for resource appraisal of undiscovered oil and gas resources in play analysis is presented. This play-analysis methodology is a geostochastic system for petroleum resource appraisal in explored as well as frontier areas. An objective was to replace an existing Monte Carlo simulation method in order to increase the efficiency of the appraisal process. Underlying the two methods is a single geologic model which considers both the uncertainty of the presence of the assessed hydrocarbon and its amount if present. The results of the model are resource estimates of crude oil, nonassociated gas, dissolved gas, and gas for a geologic play in terms of probability distributions. The analytic method is based upon conditional probability theory and a closed form solution of all means and standard deviations, along with the probabilities of occurrence. ?? 1987 J.C. Baltzer A.G., Scientific Publishing Company.

Probabilistic Nowcasting of Low-Visibility Procedure States at Vienna International Airport During Cold Season

NASA Astrophysics Data System (ADS)

Kneringer, Philipp; Dietz, Sebastian J.; Mayr, Georg J.; Zeileis, Achim

2018-04-01

Airport operations are sensitive to visibility conditions. Low-visibility events may lead to capacity reduction, delays and economic losses. Different levels of low-visibility procedures (lvp) are enacted to ensure aviation safety. A nowcast of the probabilities for each of the lvp categories helps decision makers to optimally schedule their operations. An ordered logistic regression (OLR) model is used to forecast these probabilities directly. It is applied to cold season forecasts at Vienna International Airport for lead times of 30-min out to 2 h. Model inputs are standard meteorological measurements. The skill of the forecasts is accessed by the ranked probability score. OLR outperforms persistence, which is a strong contender at the shortest lead times. The ranked probability score of the OLR is even better than the one of nowcasts from human forecasters. The OLR-based nowcasting system is computationally fast and can be updated instantaneously when new data become available.

Hydrogeologic Unit Flow Characterization Using Transition Probability Geostatistics

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

Jones, N L; Walker, J R; Carle, S F

2003-11-21

This paper describes a technique for applying the transition probability geostatistics method for stochastic simulation to a MODFLOW model. Transition probability geostatistics has several advantages over traditional indicator kriging methods including a simpler and more intuitive framework for interpreting geologic relationships and the ability to simulate juxtapositional tendencies such as fining upwards sequences. The indicator arrays generated by the transition probability simulation are converted to layer elevation and thickness arrays for use with the new Hydrogeologic Unit Flow (HUF) package in MODFLOW 2000. This makes it possible to preserve complex heterogeneity while using reasonably sized grids. An application of themore » technique involving probabilistic capture zone delineation for the Aberjona Aquifer in Woburn, Ma. is included.« less

Characterizing Topology of Probabilistic Biological Networks.

PubMed

Todor, Andrei; Dobra, Alin; Kahveci, Tamer

2013-09-06

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

Probabilistic Cellular Automata

PubMed Central

Agapie, Alexandru; Giuclea, Marius

2014-01-01

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

Probabilistic cellular automata.

PubMed

Agapie, Alexandru; Andreica, Anca; Giuclea, Marius

2014-09-01

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

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

NASA Astrophysics Data System (ADS)

Nawaz, Muhammad Atif; Curtis, Andrew

2018-04-01

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

Calculating the weight of evidence in low-template forensic DNA casework.

PubMed

Lohmueller, Kirk E; Rudin, Norah

2013-01-01

Interpreting and assessing the weight of low-template DNA evidence presents a formidable challenge in forensic casework. This report describes a case in which a similar mixed DNA profile was obtained from four different bloodstains. The defense proposed that the low-level minor profile came from an alternate suspect, the defendant's mistress. The strength of the evidence was assessed using a probabilistic approach that employed likelihood ratios incorporating the probability of allelic drop-out. Logistic regression was used to model the probability of drop-out using empirical validation data from the government laboratory. The DNA profile obtained from the bloodstain described in this report is at least 47 billion times more likely if, in addition to the victim, the alternate suspect was the minor contributor, than if another unrelated individual was the minor contributor. This case illustrates the utility of the probabilistic approach for interpreting complex low-template DNA profiles. © 2012 American Academy of Forensic Sciences.

Probabilistic Finite Element Analysis & Design Optimization for Structural Designs

NASA Astrophysics Data System (ADS)

Deivanayagam, Arumugam

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

Bayesian analysis of rare events

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

Straub, Daniel, E-mail: straub@tum.de; Papaioannou, Iason; Betz, Wolfgang

2016-06-01

In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into themore » probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.« less

Derivation of Failure Rates and Probability of Failures for the International Space Station Probabilistic Risk Assessment Study

NASA Technical Reports Server (NTRS)

Vitali, Roberto; Lutomski, Michael G.

2004-01-01

National Aeronautics and Space Administration s (NASA) International Space Station (ISS) Program uses Probabilistic Risk Assessment (PRA) as part of its Continuous Risk Management Process. It is used as a decision and management support tool to not only quantify risk for specific conditions, but more importantly comparing different operational and management options to determine the lowest risk option and provide rationale for management decisions. This paper presents the derivation of the probability distributions used to quantify the failure rates and the probability of failures of the basic events employed in the PRA model of the ISS. The paper will show how a Bayesian approach was used with different sources of data including the actual ISS on orbit failures to enhance the confidence in results of the PRA. As time progresses and more meaningful data is gathered from on orbit failures, an increasingly accurate failure rate probability distribution for the basic events of the ISS PRA model can be obtained. The ISS PRA has been developed by mapping the ISS critical systems such as propulsion, thermal control, or power generation into event sequences diagrams and fault trees. The lowest level of indenture of the fault trees was the orbital replacement units (ORU). The ORU level was chosen consistently with the level of statistically meaningful data that could be obtained from the aerospace industry and from the experts in the field. For example, data was gathered for the solenoid valves present in the propulsion system of the ISS. However valves themselves are composed of parts and the individual failure of these parts was not accounted for in the PRA model. In other words the failure of a spring within a valve was considered a failure of the valve itself.

Teaching Probability: A Socio-Constructivist Perspective

ERIC Educational Resources Information Center

Sharma, Sashi

2015-01-01

There is a considerable and rich literature on students' misconceptions in probability. However, less attention has been paid to the development of students' probabilistic thinking in the classroom. This paper offers a sequence, grounded in socio-constructivist perspective for teaching probability.

Synchronization Analysis of Master-Slave Probabilistic Boolean Networks.

PubMed

Lu, Jianquan; Zhong, Jie; Li, Lulu; Ho, Daniel W C; Cao, Jinde

2015-08-28

In this paper, we analyze the synchronization problem of master-slave probabilistic Boolean networks (PBNs). The master Boolean network (BN) is a deterministic BN, while the slave BN is determined by a series of possible logical functions with certain probability at each discrete time point. In this paper, we firstly define the synchronization of master-slave PBNs with probability one, and then we investigate synchronization with probability one. By resorting to new approach called semi-tensor product (STP), the master-slave PBNs are expressed in equivalent algebraic forms. Based on the algebraic form, some necessary and sufficient criteria are derived to guarantee synchronization with probability one. Further, we study the synchronization of master-slave PBNs in probability. Synchronization in probability implies that for any initial states, the master BN can be synchronized by the slave BN with certain probability, while synchronization with probability one implies that master BN can be synchronized by the slave BN with probability one. Based on the equivalent algebraic form, some efficient conditions are derived to guarantee synchronization in probability. Finally, several numerical examples are presented to show the effectiveness of the main results.

Synchronization Analysis of Master-Slave Probabilistic Boolean Networks

PubMed Central

Lu, Jianquan; Zhong, Jie; Li, Lulu; Ho, Daniel W. C.; Cao, Jinde

2015-01-01

In this paper, we analyze the synchronization problem of master-slave probabilistic Boolean networks (PBNs). The master Boolean network (BN) is a deterministic BN, while the slave BN is determined by a series of possible logical functions with certain probability at each discrete time point. In this paper, we firstly define the synchronization of master-slave PBNs with probability one, and then we investigate synchronization with probability one. By resorting to new approach called semi-tensor product (STP), the master-slave PBNs are expressed in equivalent algebraic forms. Based on the algebraic form, some necessary and sufficient criteria are derived to guarantee synchronization with probability one. Further, we study the synchronization of master-slave PBNs in probability. Synchronization in probability implies that for any initial states, the master BN can be synchronized by the slave BN with certain probability, while synchronization with probability one implies that master BN can be synchronized by the slave BN with probability one. Based on the equivalent algebraic form, some efficient conditions are derived to guarantee synchronization in probability. Finally, several numerical examples are presented to show the effectiveness of the main results. PMID:26315380

Probabilistic Simulation of Stress Concentration in Composite Laminates

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Murthy, P. L. N.; Liaw, D. G.

1994-01-01

A computational methodology is described to probabilistically simulate the stress concentration factors (SCF's) in composite laminates. This new approach consists of coupling probabilistic composite mechanics with probabilistic finite element structural analysis. The composite mechanics is used to probabilistically describe all the uncertainties inherent in composite material properties, whereas the finite element is used to probabilistically describe the uncertainties associated with methods to experimentally evaluate SCF's, such as loads, geometry, and supports. The effectiveness of the methodology is demonstrated by using is to simulate the SCF's in three different composite laminates. Simulated results match experimental data for probability density and for cumulative distribution functions. The sensitivity factors indicate that the SCF's are influenced by local stiffness variables, by load eccentricities, and by initial stress fields.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Role of ionotropic glutamate receptors in delay and probability discounting in the rat.

PubMed

Yates, Justin R; Batten, Seth R; Bardo, Michael T; Beckmann, Joshua S

2015-04-01

Discounting of delayed and probabilistic reinforcement is linked to increased drug use and pathological gambling. Understanding the neurobiology of discounting is important for designing treatments for these disorders. Glutamate is considered to be involved in addiction-like behaviors; however, the role of ionotropic glutamate receptors (iGluRs) in discounting remains unclear. The current study examined the effects of N-methyl-D-aspartate (NMDA) and α-amino-3-hydroxy-5-methyl-4-isoxazolepropionic acid (AMPA) glutamate receptor blockade on performance in delay and probability discounting tasks. Following training in either delay or probability discounting, rats (n = 12, each task) received pretreatments of the NMDA receptor antagonists MK-801 (0, 0.01, 0.03, 0.1, or 0.3 mg/kg, s.c.) or ketamine (0, 1.0, 5.0, or 10.0 mg/kg, i.p.), as well as the AMPA receptor antagonist CNQX (0, 1.0, 3.0, or 5.6 mg/kg, i.p.). Hyperbolic discounting functions were used to estimate sensitivity to delayed/probabilistic reinforcement and sensitivity to reinforcer amount. An intermediate dose of MK-801 (0.03 mg/kg) decreased sensitivity to both delayed and probabilistic reinforcement. In contrast, ketamine did not affect the rate of discounting in either task but decreased sensitivity to reinforcer amount. CNQX did not alter sensitivity to reinforcer amount or delayed/probabilistic reinforcement. These results show that blockade of NMDA receptors, but not AMPA receptors, decreases sensitivity to delayed/probabilistic reinforcement (MK-801) and sensitivity to reinforcer amount (ketamine). The differential effects of MK-801 and ketamine demonstrate that sensitivities to delayed/probabilistic reinforcement and reinforcer amount are pharmacologically dissociable.

Probabilistic modeling of percutaneous absorption for risk-based exposure assessments and transdermal drug delivery.

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

Ho, Clifford Kuofei

Chemical transport through human skin can play a significant role in human exposure to toxic chemicals in the workplace, as well as to chemical/biological warfare agents in the battlefield. The viability of transdermal drug delivery also relies on chemical transport processes through the skin. Models of percutaneous absorption are needed for risk-based exposure assessments and drug-delivery analyses, but previous mechanistic models have been largely deterministic. A probabilistic, transient, three-phase model of percutaneous absorption of chemicals has been developed to assess the relative importance of uncertain parameters and processes that may be important to risk-based assessments. Penetration routes through the skinmore » that were modeled include the following: (1) intercellular diffusion through the multiphase stratum corneum; (2) aqueous-phase diffusion through sweat ducts; and (3) oil-phase diffusion through hair follicles. Uncertainty distributions were developed for the model parameters, and a Monte Carlo analysis was performed to simulate probability distributions of mass fluxes through each of the routes. Sensitivity analyses using stepwise linear regression were also performed to identify model parameters that were most important to the simulated mass fluxes at different times. This probabilistic analysis of percutaneous absorption (PAPA) method has been developed to improve risk-based exposure assessments and transdermal drug-delivery analyses, where parameters and processes can be highly uncertain.« less

Dopamine neurons learn relative chosen value from probabilistic rewards

PubMed Central

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

2016-01-01

Economic theories posit reward probability as one of the factors defining reward value. Individuals learn the value of cues that predict probabilistic rewards from experienced reward frequencies. Building on the notion that responses of dopamine neurons increase with reward probability and expected value, we asked how dopamine neurons in monkeys acquire this value signal that may represent an economic decision variable. We found in a Pavlovian learning task that reward probability-dependent value signals arose from experienced reward frequencies. We then assessed neuronal response acquisition during choices among probabilistic rewards. Here, dopamine responses became sensitive to the value of both chosen and unchosen options. Both experiments showed also the novelty responses of dopamine neurones that decreased as learning advanced. These results show that dopamine neurons acquire predictive value signals from the frequency of experienced rewards. This flexible and fast signal reflects a specific decision variable and could update neuronal decision mechanisms. DOI: http://dx.doi.org/10.7554/eLife.18044.001 PMID:27787196

Bayesian Estimation of Small Effects in Exercise and Sports Science.

PubMed

Mengersen, Kerrie L; Drovandi, Christopher C; Robert, Christian P; Pyne, David B; Gore, Christopher J

2016-01-01

The aim of this paper is to provide a Bayesian formulation of the so-called magnitude-based inference approach to quantifying and interpreting effects, and in a case study example provide accurate probabilistic statements that correspond to the intended magnitude-based inferences. The model is described in the context of a published small-scale athlete study which employed a magnitude-based inference approach to compare the effect of two altitude training regimens (live high-train low (LHTL), and intermittent hypoxic exposure (IHE)) on running performance and blood measurements of elite triathletes. The posterior distributions, and corresponding point and interval estimates, for the parameters and associated effects and comparisons of interest, were estimated using Markov chain Monte Carlo simulations. The Bayesian analysis was shown to provide more direct probabilistic comparisons of treatments and able to identify small effects of interest. The approach avoided asymptotic assumptions and overcame issues such as multiple testing. Bayesian analysis of unscaled effects showed a probability of 0.96 that LHTL yields a substantially greater increase in hemoglobin mass than IHE, a 0.93 probability of a substantially greater improvement in running economy and a greater than 0.96 probability that both IHE and LHTL yield a substantially greater improvement in maximum blood lactate concentration compared to a Placebo. The conclusions are consistent with those obtained using a 'magnitude-based inference' approach that has been promoted in the field. The paper demonstrates that a fully Bayesian analysis is a simple and effective way of analysing small effects, providing a rich set of results that are straightforward to interpret in terms of probabilistic statements.

Photometric redshift estimation via deep learning. Generalized and pre-classification-less, image based, fully probabilistic redshifts

NASA Astrophysics Data System (ADS)

D'Isanto, A.; Polsterer, K. L.

2018-01-01

Context. The need to analyze the available large synoptic multi-band surveys drives the development of new data-analysis methods. Photometric redshift estimation is one field of application where such new methods improved the results, substantially. Up to now, the vast majority of applied redshift estimation methods have utilized photometric features. Aims: We aim to develop a method to derive probabilistic photometric redshift directly from multi-band imaging data, rendering pre-classification of objects and feature extraction obsolete. Methods: A modified version of a deep convolutional network was combined with a mixture density network. The estimates are expressed as Gaussian mixture models representing the probability density functions (PDFs) in the redshift space. In addition to the traditional scores, the continuous ranked probability score (CRPS) and the probability integral transform (PIT) were applied as performance criteria. We have adopted a feature based random forest and a plain mixture density network to compare performances on experiments with data from SDSS (DR9). Results: We show that the proposed method is able to predict redshift PDFs independently from the type of source, for example galaxies, quasars or stars. Thereby the prediction performance is better than both presented reference methods and is comparable to results from the literature. Conclusions: The presented method is extremely general and allows us to solve of any kind of probabilistic regression problems based on imaging data, for example estimating metallicity or star formation rate of galaxies. This kind of methodology is tremendously important for the next generation of surveys.

Data Assimilation - Advances and Applications

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

Williams, Brian J.

2014-07-30

This presentation provides an overview of data assimilation (model calibration) for complex computer experiments. Calibration refers to the process of probabilistically constraining uncertain physics/engineering model inputs to be consistent with observed experimental data. An initial probability distribution for these parameters is updated using the experimental information. Utilization of surrogate models and empirical adjustment for model form error in code calibration form the basis for the statistical methodology considered. The role of probabilistic code calibration in supporting code validation is discussed. Incorporation of model form uncertainty in rigorous uncertainty quantification (UQ) analyses is also addressed. Design criteria used within a batchmore » sequential design algorithm are introduced for efficiently achieving predictive maturity and improved code calibration. Predictive maturity refers to obtaining stable predictive inference with calibrated computer codes. These approaches allow for augmentation of initial experiment designs for collecting new physical data. A standard framework for data assimilation is presented and techniques for updating the posterior distribution of the state variables based on particle filtering and the ensemble Kalman filter are introduced.« less

Chance, determinism and the classical theory of probability.

PubMed

Vasudevan, Anubav

2018-02-01

This paper situates the metaphysical antinomy between chance and determinism in the historical context of some of the earliest developments in the mathematical theory of probability. Since Hacking's seminal work on the subject, it has been a widely held view that the classical theorists of probability were guilty of an unwitting equivocation between a subjective, or epistemic, interpretation of probability, on the one hand, and an objective, or statistical, interpretation, on the other. While there is some truth to this account, I argue that the tension at the heart of the classical theory of probability is not best understood in terms of the duality between subjective and objective interpretations of probability. Rather, the apparent paradox of chance and determinism, when viewed through the lens of the classical theory of probability, manifests itself in a much deeper ambivalence on the part of the classical probabilists as to the rational commensurability of causal and probabilistic reasoning. Copyright © 2017 Elsevier Ltd. All rights reserved.

Relative Gains, Losses, and Reference Points in Probabilistic Choice in Rats

PubMed Central

Marshall, Andrew T.; Kirkpatrick, Kimberly

2015-01-01

Theoretical reference points have been proposed to differentiate probabilistic gains from probabilistic losses in humans, but such a phenomenon in non-human animals has yet to be thoroughly elucidated. Three experiments evaluated the effect of reward magnitude on probabilistic choice in rats, seeking to determine reference point use by examining the effect of previous outcome magnitude(s) on subsequent choice behavior. Rats were trained to choose between an outcome that always delivered reward (low-uncertainty choice) and one that probabilistically delivered reward (high-uncertainty). The probability of high-uncertainty outcome receipt and the magnitudes of low-uncertainty and high-uncertainty outcomes were manipulated within and between experiments. Both the low- and high-uncertainty outcomes involved variable reward magnitudes, so that either a smaller or larger magnitude was probabilistically delivered, as well as reward omission following high-uncertainty choices. In Experiments 1 and 2, the between groups factor was the magnitude of the high-uncertainty-smaller (H-S) and high-uncertainty-larger (H-L) outcome, respectively. The H-S magnitude manipulation differentiated the groups, while the H-L magnitude manipulation did not. Experiment 3 showed that manipulating the probability of differential losses as well as the expected value of the low-uncertainty choice produced systematic effects on choice behavior. The results suggest that the reference point for probabilistic gains and losses was the expected value of the low-uncertainty choice. Current theories of probabilistic choice behavior have difficulty accounting for the present results, so an integrated theoretical framework is proposed. Overall, the present results have implications for understanding individual differences and corresponding underlying mechanisms of probabilistic choice behavior. PMID:25658448

Propagating Mixed Uncertainties in Cyber Attacker Payoffs: Exploration of Two-Phase Monte Carlo Sampling and Probability Bounds Analysis

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

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

Securing cyber-systems on a continual basis against a multitude of adverse events is a challenging undertaking. Game-theoretic approaches, that model actions of strategic decision-makers, are increasingly being applied to address cybersecurity resource allocation challenges. Such game-based models account for multiple player actions and represent cyber attacker payoffs mostly as point utility estimates. Since a cyber-attacker’s payoff generation mechanism is largely unknown, appropriate representation and propagation of uncertainty is a critical task. In this paper we expand on prior work and focus on operationalizing the probabilistic uncertainty quantification framework, for a notional cyber system, through: 1) representation of uncertain attacker andmore » system-related modeling variables as probability distributions and mathematical intervals, and 2) exploration of uncertainty propagation techniques including two-phase Monte Carlo sampling and probability bounds analysis.« less

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

NASA Technical Reports Server (NTRS)

1991-01-01

The fourth year of technical developments on the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) system for Probabilistic Structural Analysis Methods is summarized. The effort focused on the continued expansion of the Probabilistic Finite Element Method (PFEM) code, the implementation of the Probabilistic Boundary Element Method (PBEM), and the implementation of the Probabilistic Approximate Methods (PAppM) code. The principal focus for the PFEM code is the addition of a multilevel structural dynamics capability. The strategy includes probabilistic loads, treatment of material, geometry uncertainty, and full probabilistic variables. Enhancements are included for the Fast Probability Integration (FPI) algorithms and the addition of Monte Carlo simulation as an alternate. Work on the expert system and boundary element developments continues. The enhanced capability in the computer codes is validated by applications to a turbine blade and to an oxidizer duct.

Assessment of possible airborne impact from nuclear risk sites - Part II: probabilistic analysis of atmospheric transport patterns in Euro-Arctic region

NASA Astrophysics Data System (ADS)

Mahura, A. G.; Baklanov, A. A.

2003-10-01

The probabilistic analysis of atmospheric transport patterns from most important nuclear risk sites in the Euro-Arctic region is performed employing the methodology developed within the "Arctic Risk" Project of the NARP Programme (Baklanov and Mahura, 2003). The risk sites are the nuclear power plants in the Northwest Russia, Finland, Sweden, Lithuania, United Kingdom, and Germany as well as the Novaya Zemlya test site of Russia. The geographical regions of interest are the Northern and Central European countries and Northwest Russia. In this study, the employed research tools are the trajectory model to calculate a multiyear dataset of forward trajectories that originated over the risk site locations, and a set of statistical methods (including exploratory, cluster, and probability fields analyses) for analysis of trajectory modelling results. The probabilistic analyses of trajectory modelling results for eleven sites are presented as a set of various indicators of the risk sites possible impact on geographical regions and countries of interest. The nuclear risk site possible impact (on a particular geographical region, territory, country, site, etc.) due to atmospheric transport from the site after hypothetical accidental release of radioactivity can be properly estimated based on a combined interpretation of the indicators (simple characteristics, atmospheric transport pathways, airflow and fast transport probability fields, maximum reaching distance and maximum possible impact zone, typical transport time and precipitation factor fields) for different time periods (annual, seasonal, and monthly) for any selected site (both separately for each site or grouped for several sites) in the Euro-Arctic region. Such estimation could be the useful input information for the decision-making process, risk assessment, and planning of emergency response systems for sites of nuclear, chemical, and biological danger.

Coupled Multi-Disciplinary Optimization for Structural Reliability and Affordability

NASA Technical Reports Server (NTRS)

Abumeri, Galib H.; Chamis, Christos C.

2003-01-01

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

Non-Deterministic Dynamic Instability of Composite Shells

NASA Technical Reports Server (NTRS)

Chamis, Christos C.; Abumeri, Galib H.

2004-01-01

A computationally effective method is described to evaluate the non-deterministic dynamic instability (probabilistic dynamic buckling) of thin composite shells. The method is a judicious combination of available computer codes for finite element, composite mechanics, and probabilistic structural analysis. The solution method is incrementally updated Lagrangian. It is illustrated by applying it to thin composite cylindrical shell subjected to dynamic loads. Both deterministic and probabilistic buckling loads are evaluated to demonstrate the effectiveness of the method. A universal plot is obtained for the specific shell that can be used to approximate buckling loads for different load rates and different probability levels. Results from this plot show that the faster the rate, the higher the buckling load and the shorter the time. The lower the probability, the lower is the buckling load for a specific time. Probabilistic sensitivity results show that the ply thickness, the fiber volume ratio and the fiber longitudinal modulus, dynamic load and loading rate are the dominant uncertainties, in that order.

On splice site prediction using weight array models: a comparison of smoothing techniques

NASA Astrophysics Data System (ADS)

Taher, Leila; Meinicke, Peter; Morgenstern, Burkhard

2007-11-01

In most eukaryotic genes, protein-coding exons are separated by non-coding introns which are removed from the primary transcript by a process called "splicing". The positions where introns are cut and exons are spliced together are called "splice sites". Thus, computational prediction of splice sites is crucial for gene finding in eukaryotes. Weight array models are a powerful probabilistic approach to splice site detection. Parameters for these models are usually derived from m-tuple frequencies in trusted training data and subsequently smoothed to avoid zero probabilities. In this study we compare three different ways of parameter estimation for m-tuple frequencies, namely (a) non-smoothed probability estimation, (b) standard pseudo counts and (c) a Gaussian smoothing procedure that we recently developed.

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-01-01

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

An Analytic Form for the Interresponse Time Analysis of Shull, Gaynor, and Grimes with Applications and Extensions

ERIC Educational Resources Information Center

Kessel, Robert; Lucke, Robert L.

2008-01-01

Shull, Gaynor and Grimes advanced a model for interresponse time distribution using probabilistic cycling between a higher-rate and a lower-rate response process. Both response processes are assumed to be random in time with a constant rate. The cycling between the two processes is assumed to have a constant transition probability that is…

A simulation of probabilistic wildfire risk components for the continental United States

Treesearch

Mark A. Finney; Charles W. McHugh; Isaac C. Grenfell; Karin L. Riley; Karen C. Short

2011-01-01

This simulation research was conducted in order to develop a large-fire risk assessment system for the contiguous land area of the United States. The modeling system was applied to each of 134 Fire Planning Units (FPUs) to estimate burn probabilities and fire size distributions. To obtain stable estimates of these quantities, fire ignition and growth was simulated for...

Probabilistic assessment methodology for continuous-type petroleum accumulations

USGS Publications Warehouse

Crovelli, R.A.

2003-01-01

The analytic resource assessment method, called ACCESS (Analytic Cell-based Continuous Energy Spreadsheet System), was developed to calculate estimates of petroleum resources for the geologic assessment model, called FORSPAN, in continuous-type petroleum accumulations. The ACCESS method is based upon mathematical equations derived from probability theory in the form of a computer spreadsheet system. ?? 2003 Elsevier B.V. All rights reserved.

A Practical Probabilistic Graphical Modeling Tool for Weighing ...

EPA Pesticide Factsheets

Past weight-of-evidence frameworks for adverse ecological effects have provided soft-scoring procedures for judgments based on the quality and measured attributes of evidence. Here, we provide a flexible probabilistic structure for weighing and integrating lines of evidence for ecological risk determinations. Probabilistic approaches can provide both a quantitative weighing of lines of evidence and methods for evaluating risk and uncertainty. The current modeling structure wasdeveloped for propagating uncertainties in measured endpoints and their influence on the plausibility of adverse effects. To illustrate the approach, we apply the model framework to the sediment quality triad using example lines of evidence for sediment chemistry measurements, bioassay results, and in situ infauna diversity of benthic communities using a simplified hypothetical case study. We then combine the three lines evidence and evaluate sensitivity to the input parameters, and show how uncertainties are propagated and how additional information can be incorporated to rapidly update the probability of impacts. The developed network model can be expanded to accommodate additional lines of evidence, variables and states of importance, and different types of uncertainties in the lines of evidence including spatial and temporal as well as measurement errors. We provide a flexible Bayesian network structure for weighing and integrating lines of evidence for ecological risk determinations

Decision analysis with approximate probabilities

NASA Technical Reports Server (NTRS)

Whalen, Thomas

1992-01-01

This paper concerns decisions under uncertainty in which the probabilities of the states of nature are only approximately known. Decision problems involving three states of nature are studied. This is due to the fact that some key issues do not arise in two-state problems, while probability spaces with more than three states of nature are essentially impossible to graph. The primary focus is on two levels of probabilistic information. In one level, the three probabilities are separately rounded to the nearest tenth. This can lead to sets of rounded probabilities which add up to 0.9, 1.0, or 1.1. In the other level, probabilities are rounded to the nearest tenth in such a way that the rounded probabilities are forced to sum to 1.0. For comparison, six additional levels of probabilistic information, previously analyzed, were also included in the present analysis. A simulation experiment compared four criteria for decisionmaking using linearly constrained probabilities (Maximin, Midpoint, Standard Laplace, and Extended Laplace) under the eight different levels of information about probability. The Extended Laplace criterion, which uses a second order maximum entropy principle, performed best overall.

Monte Carlo Simulation of Markov, Semi-Markov, and Generalized Semi- Markov Processes in Probabilistic Risk Assessment

NASA Technical Reports Server (NTRS)

English, Thomas

2005-01-01

A standard tool of reliability analysis used at NASA-JSC is the event tree. An event tree is simply a probability tree, with the probabilities determining the next step through the tree specified at each node. The nodal probabilities are determined by a reliability study of the physical system at work for a particular node. The reliability study performed at a node is typically referred to as a fault tree analysis, with the potential of a fault tree existing.for each node on the event tree. When examining an event tree it is obvious why the event tree/fault tree approach has been adopted. Typical event trees are quite complex in nature, and the event tree/fault tree approach provides a systematic and organized approach to reliability analysis. The purpose of this study was two fold. Firstly, we wanted to explore the possibility that a semi-Markov process can create dependencies between sojourn times (the times it takes to transition from one state to the next) that can decrease the uncertainty when estimating time to failures. Using a generalized semi-Markov model, we studied a four element reliability model and were able to demonstrate such sojourn time dependencies. Secondly, we wanted to study the use of semi-Markov processes to introduce a time variable into the event tree diagrams that are commonly developed in PRA (Probabilistic Risk Assessment) analyses. Event tree end states which change with time are more representative of failure scenarios than are the usual static probability-derived end states.

Use of probabilistic weights to enhance linear regression myoelectric control

NASA Astrophysics Data System (ADS)

Smith, Lauren H.; Kuiken, Todd A.; Hargrove, Levi J.

2015-12-01

Objective. Clinically available prostheses for transradial amputees do not allow simultaneous myoelectric control of degrees of freedom (DOFs). Linear regression methods can provide simultaneous myoelectric control, but frequently also result in difficulty with isolating individual DOFs when desired. This study evaluated the potential of using probabilistic estimates of categories of gross prosthesis movement, which are commonly used in classification-based myoelectric control, to enhance linear regression myoelectric control. Approach. Gaussian models were fit to electromyogram (EMG) feature distributions for three movement classes at each DOF (no movement, or movement in either direction) and used to weight the output of linear regression models by the probability that the user intended the movement. Eight able-bodied and two transradial amputee subjects worked in a virtual Fitts’ law task to evaluate differences in controllability between linear regression and probability-weighted regression for an intramuscular EMG-based three-DOF wrist and hand system. Main results. Real-time and offline analyses in able-bodied subjects demonstrated that probability weighting improved performance during single-DOF tasks (p < 0.05) by preventing extraneous movement at additional DOFs. Similar results were seen in experiments with two transradial amputees. Though goodness-of-fit evaluations suggested that the EMG feature distributions showed some deviations from the Gaussian, equal-covariance assumptions used in this experiment, the assumptions were sufficiently met to provide improved performance compared to linear regression control. Significance. Use of probability weights can improve the ability to isolate individual during linear regression myoelectric control, while maintaining the ability to simultaneously control multiple DOFs.

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

NASA Technical Reports Server (NTRS)

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

2015-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2015-01-01

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

Surprisingly rational: probability theory plus noise explains biases in judgment.

PubMed

Costello, Fintan; Watts, Paul

2014-07-01

The systematic biases seen in people's probability judgments are typically taken as evidence that people do not use the rules of probability theory when reasoning about probability but instead use heuristics, which sometimes yield reasonable judgments and sometimes yield systematic biases. This view has had a major impact in economics, law, medicine, and other fields; indeed, the idea that people cannot reason with probabilities has become a truism. We present a simple alternative to this view, where people reason about probability according to probability theory but are subject to random variation or noise in the reasoning process. In this account the effect of noise is canceled for some probabilistic expressions. Analyzing data from 2 experiments, we find that, for these expressions, people's probability judgments are strikingly close to those required by probability theory. For other expressions, this account produces systematic deviations in probability estimates. These deviations explain 4 reliable biases in human probabilistic reasoning (conservatism, subadditivity, conjunction, and disjunction fallacies). These results suggest that people's probability judgments embody the rules of probability theory and that biases in those judgments are due to the effects of random noise. (c) 2014 APA, all rights reserved.

Probabilistic Risk Assessment: A Bibliography

NASA Technical Reports Server (NTRS)

2000-01-01

Probabilistic risk analysis is an integration of failure modes and effects analysis (FMEA), fault tree analysis and other techniques to assess the potential for failure and to find ways to reduce risk. This bibliography references 160 documents in the NASA STI Database that contain the major concepts, probabilistic risk assessment, risk and probability theory, in the basic index or major subject terms, An abstract is included with most citations, followed by the applicable subject terms.

NESSUS/EXPERT - An expert system for probabilistic structural analysis methods

NASA Technical Reports Server (NTRS)

Millwater, H.; Palmer, K.; Fink, P.

1988-01-01

An expert system (NESSUS/EXPERT) is presented which provides assistance in using probabilistic structural analysis methods. NESSUS/EXPERT is an interactive menu-driven expert system that provides information to assist in the use of the probabilistic finite element code NESSUS/FEM and the fast probability integrator. NESSUS/EXPERT was developed with a combination of FORTRAN and CLIPS, a C language expert system tool, to exploit the strengths of each language.

An Enhanced Artificial Bee Colony Algorithm with Solution Acceptance Rule and Probabilistic Multisearch.

PubMed

Yurtkuran, Alkın; Emel, Erdal

2016-01-01

The artificial bee colony (ABC) algorithm is a popular swarm based technique, which is inspired from the intelligent foraging behavior of honeybee swarms. This paper proposes a new variant of ABC algorithm, namely, enhanced ABC with solution acceptance rule and probabilistic multisearch (ABC-SA) to address global optimization problems. A new solution acceptance rule is proposed where, instead of greedy selection between old solution and new candidate solution, worse candidate solutions have a probability to be accepted. Additionally, the acceptance probability of worse candidates is nonlinearly decreased throughout the search process adaptively. Moreover, in order to improve the performance of the ABC and balance the intensification and diversification, a probabilistic multisearch strategy is presented. Three different search equations with distinctive characters are employed using predetermined search probabilities. By implementing a new solution acceptance rule and a probabilistic multisearch approach, the intensification and diversification performance of the ABC algorithm is improved. The proposed algorithm has been tested on well-known benchmark functions of varying dimensions by comparing against novel ABC variants, as well as several recent state-of-the-art algorithms. Computational results show that the proposed ABC-SA outperforms other ABC variants and is superior to state-of-the-art algorithms proposed in the literature.

Probabilistic Aeroelastic Analysis Developed for Turbomachinery Components

NASA Technical Reports Server (NTRS)

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

2003-01-01

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

Probabilistic dietary exposure assessment taking into account variability in both amount and frequency of consumption.

PubMed

Slob, Wout

2006-07-01

Probabilistic dietary exposure assessments that are fully based on Monte Carlo sampling from the raw intake data may not be appropriate. This paper shows that the data should first be analysed by using a statistical model that is able to take the various dimensions of food consumption patterns into account. A (parametric) model is discussed that takes into account the interindividual variation in (daily) consumption frequencies, as well as in amounts consumed. Further, the model can be used to include covariates, such as age, sex, or other individual attributes. Some illustrative examples show how this model may be used to estimate the probability of exceeding an (acute or chronic) exposure limit. These results are compared with the results based on directly counting the fraction of observed intakes exceeding the limit value. This comparison shows that the latter method is not adequate, in particular for the acute exposure situation. A two-step approach for probabilistic (acute) exposure assessment is proposed: first analyse the consumption data by a (parametric) statistical model as discussed in this paper, and then use Monte Carlo techniques for combining the variation in concentrations with the variation in consumption (by sampling from the statistical model). This approach results in an estimate of the fraction of the population as a function of the fraction of days at which the exposure limit is exceeded by the individual.

Quantum-like Probabilistic Models Outside Physics

NASA Astrophysics Data System (ADS)

Khrennikov, Andrei

We present a quantum-like (QL) model in that contexts (complexes of e.g. mental, social, biological, economic or even political conditions) are represented by complex probability amplitudes. This approach gives the possibility to apply the mathematical quantum formalism to probabilities induced in any domain of science. In our model quantum randomness appears not as irreducible randomness (as it is commonly accepted in conventional quantum mechanics, e.g. by von Neumann and Dirac), but as a consequence of obtaining incomplete information about a system. We pay main attention to the QL description of processing of incomplete information. Our QL model can be useful in cognitive, social and political sciences as well as economics and artificial intelligence. In this paper we consider in a more detail one special application — QL modeling of brain's functioning. The brain is modeled as a QL-computer.

Use of uninformative priors to initialize state estimation for dynamical systems

NASA Astrophysics Data System (ADS)

Worthy, Johnny L.; Holzinger, Marcus J.

2017-10-01

The admissible region must be expressed probabilistically in order to be used in Bayesian estimation schemes. When treated as a probability density function (PDF), a uniform admissible region can be shown to have non-uniform probability density after a transformation. An alternative approach can be used to express the admissible region probabilistically according to the Principle of Transformation Groups. This paper uses a fundamental multivariate probability transformation theorem to show that regardless of which state space an admissible region is expressed in, the probability density must remain the same under the Principle of Transformation Groups. The admissible region can be shown to be analogous to an uninformative prior with a probability density that remains constant under reparameterization. This paper introduces requirements on how these uninformative priors may be transformed and used for state estimation and the difference in results when initializing an estimation scheme via a traditional transformation versus the alternative approach.

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.

Probabilistic structural analysis methods for space transportation propulsion systems

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Moore, N.; Anis, C.; Newell, J.; Nagpal, V.; Singhal, S.

1991-01-01

Information on probabilistic structural analysis methods for space propulsion systems is given in viewgraph form. Information is given on deterministic certification methods, probability of failure, component response analysis, stress responses for 2nd stage turbine blades, Space Shuttle Main Engine (SSME) structural durability, and program plans. .

New Proofs of Some q-Summation and q-Transformation Formulas

PubMed Central

Liu, Xian-Fang; Bi, Ya-Qing; Luo, Qiu-Ming

2014-01-01

We obtain an expectation formula and give the probabilistic proofs of some summation and transformation formulas of q-series based on our expectation formula. Although these formulas in themselves are not the probability results, the proofs given are based on probabilistic concepts. PMID:24895675

Concurrent progressive ratio schedules: Effects of reinforcer probability on breakpoint and response allocation.

PubMed

Jarmolowicz, David P; Sofis, Michael J; Darden, Alexandria C

2016-07-01

Although progressive ratio (PR) schedules have been used to explore effects of a range of reinforcer parameters (e.g., magnitude, delay), effects of reinforcer probability remain underexplored. The present project used independently progressing concurrent PR PR schedules to examine effects of reinforcer probability on PR breakpoint (highest completed ratio prior to a session terminating 300s pause) and response allocation. The probability of reinforcement on one lever remained at 100% across all conditions while the probability of reinforcement on the other lever was systematically manipulated (i.e., 100%, 50%, 25%, 12.5%, and a replication of 25%). Breakpoints systematically decreased with decreasing reinforcer probabilities while breakpoints on the control lever remained unchanged. Patterns of switching between the two levers were well described by a choice-by-choice unit price model that accounted for the hyperbolic discounting of the value of probabilistic reinforcers. Copyright © 2016 Elsevier B.V. All rights reserved.

Prior probability modulates anticipatory activity in category-specific areas.

PubMed

Trapp, Sabrina; Lepsien, Jöran; Kotz, Sonja A; Bar, Moshe

2016-02-01

Bayesian models are currently a dominant framework for describing human information processing. However, it is not clear yet how major tenets of this framework can be translated to brain processes. In this study, we addressed the neural underpinning of prior probability and its effect on anticipatory activity in category-specific areas. Before fMRI scanning, participants were trained in two behavioral sessions to learn the prior probability and correct order of visual events within a sequence. The events of each sequence included two different presentations of a geometric shape and one picture of either a house or a face, which appeared with either a high or a low likelihood. Each sequence was preceded by a cue that gave participants probabilistic information about which items to expect next. This allowed examining cue-related anticipatory modulation of activity as a function of prior probability in category-specific areas (fusiform face area and parahippocampal place area). Our findings show that activity in the fusiform face area was higher when faces had a higher prior probability. The finding of a difference between levels of expectations is consistent with graded, probabilistically modulated activity, but the data do not rule out the alternative explanation of a categorical neural response. Importantly, these differences were only visible during anticipation, and vanished at the time of stimulus presentation, calling for a functional distinction when considering the effects of prior probability. Finally, there were no anticipatory effects for houses in the parahippocampal place area, suggesting sensitivity to stimulus material when looking at effects of prediction.

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.

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.

Determination of Economic Lot Size between Suppliers and Manufacturers for Imperfect Production System with Probabilistic Demand

NASA Astrophysics Data System (ADS)

Yuniar, S.; Wangsaputra, R.; Sinaga, A. T.

2018-03-01

This study aims to develop a combined economical lot size model between supplier and manufacturer for imperfect production processes with probabilistic demand patterns and constant lead times. The supplier side produces the product within a certain time interval then sent to the manufacturer with a certain amount of lot size. Imperfect supplier production systems are characterized by the probability of defective product (γ). The model decision variables are the lot size of the manufacturer's ordering, supplier lot size, and the reorder point of the manufacturer. The optimal decision variables are obtained by minimizing the total expected cost of the combined costs between the suppliers and the manufacturers borne by both parties. The model is built compared to the transactional partnership model, in which the supplier does not participate in the efficiency of its inventory system. A numerical example is given as an illustration of the JELS model and the transactional partnership model. Sensitivity analysis of the model is done by changing the parameters aimed at analyzing the behavior of the developed model.

Quantitative risk assessment model of canine rabies introduction: application to the risk to the European Union from Morocco.

PubMed

Napp, S; Casas, M; Moset, S; Paramio, J L; Casal, J

2010-11-01

Although rabies incidence in humans in Western Europe is low, the repeated importation of rabid animals from enzootic areas threatens the rabies-free status of terrestrial animals and challenges the public health systems in this area. Most rabid animals imported into the European Union (EU) in recent years came from Morocco. The aim of this study was to develop a probabilistic risk assessment model to estimate the probability of rabies introduction, which was applied to the risk to the EU from dogs coming from Morocco. The mean annual probability of rabies introduction was 0.21 (90% CI 0.02-0.65). The pathways that contributed the most to this probability were: (a) EU citizens who adopted a dog in Morocco (59% of the total probability) and (b) EU citizens who travelled with their dog to Morocco by ferry (34% of the total probability). The model showed a marked seasonality in the risk of rabies with almost 40% of the annual probability occurring during the months of July and August. The application of stricter border controls (assuming 100% compliance) would result in a >270-fold reduction in the likelihood of rabies introduction into the EU from Morocco.

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

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

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

Using stochastic language models (SLM) to map lexical, syntactic, and phonological information processing in the brain.

PubMed

Lopopolo, Alessandro; Frank, Stefan L; van den Bosch, Antal; Willems, Roel M

2017-01-01

Language comprehension involves the simultaneous processing of information at the phonological, syntactic, and lexical level. We track these three distinct streams of information in the brain by using stochastic measures derived from computational language models to detect neural correlates of phoneme, part-of-speech, and word processing in an fMRI experiment. Probabilistic language models have proven to be useful tools for studying how language is processed as a sequence of symbols unfolding in time. Conditional probabilities between sequences of words are at the basis of probabilistic measures such as surprisal and perplexity which have been successfully used as predictors of several behavioural and neural correlates of sentence processing. Here we computed perplexity from sequences of words and their parts of speech, and their phonemic transcriptions. Brain activity time-locked to each word is regressed on the three model-derived measures. We observe that the brain keeps track of the statistical structure of lexical, syntactic and phonological information in distinct areas.

Data Analysis with Graphical Models: Software Tools

NASA Technical Reports Server (NTRS)

Buntine, Wray L.

1994-01-01

Probabilistic graphical models (directed and undirected Markov fields, and combined in chain graphs) are used widely in expert systems, image processing and other areas as a framework for representing and reasoning with probabilities. They come with corresponding algorithms for performing probabilistic inference. This paper discusses an extension to these models by Spiegelhalter and Gilks, plates, used to graphically model the notion of a sample. This offers a graphical specification language for representing data analysis problems. When combined with general methods for statistical inference, this also offers a unifying framework for prototyping and/or generating data analysis algorithms from graphical specifications. This paper outlines the framework and then presents some basic tools for the task: a graphical version of the Pitman-Koopman Theorem for the exponential family, problem decomposition, and the calculation of exact Bayes factors. Other tools already developed, such as automatic differentiation, Gibbs sampling, and use of the EM algorithm, make this a broad basis for the generation of data analysis software.

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

NASA Astrophysics Data System (ADS)

Vico, Giulia; Porporato, Amilcare

2013-04-01

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

Probabilistic models for neural populations that naturally capture global coupling and criticality

PubMed Central

2017-01-01

Advances in multi-unit recordings pave the way for statistical modeling of activity patterns in large neural populations. Recent studies have shown that the summed activity of all neurons strongly shapes the population response. A separate recent finding has been that neural populations also exhibit criticality, an anomalously large dynamic range for the probabilities of different population activity patterns. Motivated by these two observations, we introduce a class of probabilistic models which takes into account the prior knowledge that the neural population could be globally coupled and close to critical. These models consist of an energy function which parametrizes interactions between small groups of neurons, and an arbitrary positive, strictly increasing, and twice differentiable function which maps the energy of a population pattern to its probability. We show that: 1) augmenting a pairwise Ising model with a nonlinearity yields an accurate description of the activity of retinal ganglion cells which outperforms previous models based on the summed activity of neurons; 2) prior knowledge that the population is critical translates to prior expectations about the shape of the nonlinearity; 3) the nonlinearity admits an interpretation in terms of a continuous latent variable globally coupling the system whose distribution we can infer from data. Our method is independent of the underlying system’s state space; hence, it can be applied to other systems such as natural scenes or amino acid sequences of proteins which are also known to exhibit criticality. PMID:28926564

Approximate Model Checking of PCTL Involving Unbounded Path Properties

NASA Astrophysics Data System (ADS)

Basu, Samik; Ghosh, Arka P.; He, Ru

We study the problem of applying statistical methods for approximate model checking of probabilistic systems against properties encoded as PCTL formulas. Such approximate methods have been proposed primarily to deal with state-space explosion that makes the exact model checking by numerical methods practically infeasible for large systems. However, the existing statistical methods either consider a restricted subset of PCTL, specifically, the subset that can only express bounded until properties; or rely on user-specified finite bound on the sample path length. We propose a new method that does not have such restrictions and can be effectively used to reason about unbounded until properties. We approximate probabilistic characteristics of an unbounded until property by that of a bounded until property for a suitably chosen value of the bound. In essence, our method is a two-phase process: (a) the first phase is concerned with identifying the bound k 0; (b) the second phase computes the probability of satisfying the k 0-bounded until property as an estimate for the probability of satisfying the corresponding unbounded until property. In both phases, it is sufficient to verify bounded until properties which can be effectively done using existing statistical techniques. We prove the correctness of our technique and present its prototype implementations. We empirically show the practical applicability of our method by considering different case studies including a simple infinite-state model, and large finite-state models such as IPv4 zeroconf protocol and dining philosopher protocol modeled as Discrete Time Markov chains.

Probabilistic Open Set Recognition

NASA Astrophysics Data System (ADS)

Jain, Lalit Prithviraj

Real-world tasks in computer vision, pattern recognition and machine learning often touch upon the open set recognition problem: multi-class recognition with incomplete knowledge of the world and many unknown inputs. An obvious way to approach such problems is to develop a recognition system that thresholds probabilities to reject unknown classes. Traditional rejection techniques are not about the unknown; they are about the uncertain boundary and rejection around that boundary. Thus traditional techniques only represent the "known unknowns". However, a proper open set recognition algorithm is needed to reduce the risk from the "unknown unknowns". This dissertation examines this concept and finds existing probabilistic multi-class recognition approaches are ineffective for true open set recognition. We hypothesize the cause is due to weak adhoc assumptions combined with closed-world assumptions made by existing calibration techniques. Intuitively, if we could accurately model just the positive data for any known class without overfitting, we could reject the large set of unknown classes even under this assumption of incomplete class knowledge. For this, we formulate the problem as one of modeling positive training data by invoking statistical extreme value theory (EVT) near the decision boundary of positive data with respect to negative data. We provide a new algorithm called the PI-SVM for estimating the unnormalized posterior probability of class inclusion. This dissertation also introduces a new open set recognition model called Compact Abating Probability (CAP), where the probability of class membership decreases in value (abates) as points move from known data toward open space. We show that CAP models improve open set recognition for multiple algorithms. Leveraging the CAP formulation, we go on to describe the novel Weibull-calibrated SVM (W-SVM) algorithm, which combines the useful properties of statistical EVT for score calibration with one-class and binary support vector machines. Building from the success of statistical EVT based recognition methods such as PI-SVM and W-SVM on the open set problem, we present a new general supervised learning algorithm for multi-class classification and multi-class open set recognition called the Extreme Value Local Basis (EVLB). The design of this algorithm is motivated by the observation that extrema from known negative class distributions are the closest negative points to any positive sample during training, and thus should be used to define the parameters of a probabilistic decision model. In the EVLB, the kernel distribution for each positive training sample is estimated via an EVT distribution fit over the distances to the separating hyperplane between positive training sample and closest negative samples, with a subset of the overall positive training data retained to form a probabilistic decision boundary. Using this subset as a frame of reference, the probability of a sample at test time decreases as it moves away from the positive class. Possessing this property, the EVLB is well-suited to open set recognition problems where samples from unknown or novel classes are encountered at test. Our experimental evaluation shows that the EVLB provides a substantial improvement in scalability compared to standard radial basis function kernel machines, as well as P I-SVM and W-SVM, with improved accuracy in many cases. We evaluate our algorithm on open set variations of the standard visual learning benchmarks, as well as with an open subset of classes from Caltech 256 and ImageNet. Our experiments show that PI-SVM, WSVM and EVLB provide significant advances over the previous state-of-the-art solutions for the same tasks.

Beyond Nonutilization: Irrelevant Cues Can Gate Learning in Probabilistic Categorization

ERIC Educational Resources Information Center

Little, Daniel R.; Lewandowsky, Stephan

2009-01-01

In probabilistic categorization, also known as multiple cue probability learning (MCPL), people learn to predict a discrete outcome on the basis of imperfectly valid cues. In MCPL, normatively irrelevant cues are usually ignored, which stands in apparent conflict with recent research in deterministic categorization that has shown that people…

Modeling the effect of reward amount on probability discounting.

PubMed

Myerson, Joel; Green, Leonard; Morris, Joshua

2011-03-01

The present study with college students examined the effect of amount on the discounting of probabilistic monetary rewards. A hyperboloid function accurately described the discounting of hypothetical rewards ranging in amount from $20 to $10,000,000. The degree of discounting increased continuously with amount of probabilistic reward. This effect of amount was not due to changes in the rate parameter of the discounting function, but rather was due to increases in the exponent. These results stand in contrast to those observed with the discounting of delayed monetary rewards, in which the degree of discounting decreases with reward amount due to amount-dependent decreases in the rate parameter. Taken together, this pattern of results suggests that delay and probability discounting reflect different underlying mechanisms. That is, the fact that the exponent in the delay discounting function is independent of amount is consistent with a psychophysical scaling interpretation, whereas the finding that the exponent of the probability-discounting function is amount-dependent is inconsistent with such an interpretation. Instead, the present results are consistent with the idea that the probability-discounting function is itself the product of a value function and a weighting function. This idea was first suggested by Kahneman and Tversky (1979), although their prospect theory does not predict amount effects like those observed. The effect of amount on probability discounting was parsimoniously incorporated into our hyperboloid discounting function by assuming that the exponent was proportional to the amount raised to a power. The amount-dependent exponent of the probability-discounting function may be viewed as reflecting the effect of amount on the weighting of the probability with which the reward will be received.

Probabilistic Neighborhood-Based Data Collection Algorithms for 3D Underwater Acoustic Sensor Networks.

PubMed

Han, Guangjie; Li, Shanshan; Zhu, Chunsheng; Jiang, Jinfang; Zhang, Wenbo

2017-02-08

Marine environmental monitoring provides crucial information and support for the exploitation, utilization, and protection of marine resources. With the rapid development of information technology, the development of three-dimensional underwater acoustic sensor networks (3D UASNs) provides a novel strategy to acquire marine environment information conveniently, efficiently and accurately. However, the specific propagation effects of acoustic communication channel lead to decreased successful information delivery probability with increased distance. Therefore, we investigate two probabilistic neighborhood-based data collection algorithms for 3D UASNs which are based on a probabilistic acoustic communication model instead of the traditional deterministic acoustic communication model. An autonomous underwater vehicle (AUV) is employed to traverse along the designed path to collect data from neighborhoods. For 3D UASNs without prior deployment knowledge, partitioning the network into grids can allow the AUV to visit the central location of each grid for data collection. For 3D UASNs in which the deployment knowledge is known in advance, the AUV only needs to visit several selected locations by constructing a minimum probabilistic neighborhood covering set to reduce data latency. Otherwise, by increasing the transmission rounds, our proposed algorithms can provide a tradeoff between data collection latency and information gain. These algorithms are compared with basic Nearest-neighbor Heuristic algorithm via simulations. Simulation analyses show that our proposed algorithms can efficiently reduce the average data collection completion time, corresponding to a decrease of data latency.

Probabilistic tsunami hazard assessment at Seaside, Oregon, for near-and far-field seismic sources

USGS Publications Warehouse

Gonzalez, F.I.; Geist, E.L.; Jaffe, B.; Kanoglu, U.; Mofjeld, H.; Synolakis, C.E.; Titov, V.V.; Areas, D.; Bellomo, D.; Carlton, D.; Horning, T.; Johnson, J.; Newman, J.; Parsons, T.; Peters, R.; Peterson, C.; Priest, G.; Venturato, A.; Weber, J.; Wong, F.; Yalciner, A.

2009-01-01

The first probabilistic tsunami flooding maps have been developed. The methodology, called probabilistic tsunami hazard assessment (PTHA), integrates tsunami inundation modeling with methods of probabilistic seismic hazard assessment (PSHA). Application of the methodology to Seaside, Oregon, has yielded estimates of the spatial distribution of 100- and 500-year maximum tsunami amplitudes, i.e., amplitudes with 1% and 0.2% annual probability of exceedance. The 100-year tsunami is generated most frequently by far-field sources in the Alaska-Aleutian Subduction Zone and is characterized by maximum amplitudes that do not exceed 4 m, with an inland extent of less than 500 m. In contrast, the 500-year tsunami is dominated by local sources in the Cascadia Subduction Zone and is characterized by maximum amplitudes in excess of 10 m and an inland extent of more than 1 km. The primary sources of uncertainty in these results include those associated with interevent time estimates, modeling of background sea level, and accounting for temporal changes in bathymetry and topography. Nonetheless, PTHA represents an important contribution to tsunami hazard assessment techniques; viewed in the broader context of risk analysis, PTHA provides a method for quantifying estimates of the likelihood and severity of the tsunami hazard, which can then be combined with vulnerability and exposure to yield estimates of tsunami risk. Copyright 2009 by the American Geophysical Union.

Probabilistic SSME blades structural response under random pulse loading

NASA Technical Reports Server (NTRS)

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

1987-01-01

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

Probabilistic Integrated Assessment of ``Dangerous'' Climate Change

NASA Astrophysics Data System (ADS)

Mastrandrea, Michael D.; Schneider, Stephen H.

2004-04-01

Climate policy decisions are being made despite layers of uncertainty. Such decisions directly influence the potential for ``dangerous anthropogenic interference with the climate system.'' We mapped a metric for this concept, based on Intergovernmental Panel on Climate Change assessment of climate impacts, onto probability distributions of future climate change produced from uncertainty in key parameters of the coupled social-natural system-climate sensitivity, climate damages, and discount rate. Analyses with a simple integrated assessment model found that, under midrange assumptions, endogenously calculated, optimal climate policy controls can reduce the probability of dangerous anthropogenic interference from ~45% under minimal controls to near zero.

Probabilistic analysis of the influence of the bonding degree of the stem-cement interface in the performance of cemented hip prostheses.

PubMed

Pérez, M A; Grasa, J; García-Aznar, J M; Bea, J A; Doblaré, M

2006-01-01

The long-term behavior of the stem-cement interface is one of the most frequent topics of discussion in the design of cemented total hip replacements, especially with regards to the process of damage accumulation in the cement layer. This effect is analyzed here comparing two different situations of the interface: completely bonded and debonded with friction. This comparative analysis is performed using a probabilistic computational approach that considers the variability and uncertainty of determinant factors that directly compromise the damage accumulation in the cement mantle. This stochastic technique is based on the combination of probabilistic finite elements (PFEM) and a cumulative damage approach known as B-model. Three random variables were considered: muscle and joint contact forces at the hip (both for walking and stair climbing), cement damage and fatigue properties of the cement. The results predicted that the regions with higher failure probability in the bulk cement are completely different depending on the stem-cement interface characteristics. In a bonded interface, critical sites appeared at the distal and medial parts of the cement, while for debonded interfaces, the critical regions were found distally and proximally. In bonded interfaces, the failure probability was higher than in debonded ones. The same conclusion may be established for stair climbing in comparison with walking activity.

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

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

A Probabilistic Approach to Model Update

NASA Technical Reports Server (NTRS)

Horta, Lucas G.; Reaves, Mercedes C.; Voracek, David F.

2001-01-01

Finite element models are often developed for load validation, structural certification, response predictions, and to study alternate design concepts. In rare occasions, models developed with a nominal set of parameters agree with experimental data without the need to update parameter values. Today, model updating is generally heuristic and often performed by a skilled analyst with in-depth understanding of the model assumptions. Parameter uncertainties play a key role in understanding the model update problem and therefore probabilistic analysis tools, developed for reliability and risk analysis, may be used to incorporate uncertainty in the analysis. In this work, probability analysis (PA) tools are used to aid the parameter update task using experimental data and some basic knowledge of potential error sources. Discussed here is the first application of PA tools to update parameters of a finite element model for a composite wing structure. Static deflection data at six locations are used to update five parameters. It is shown that while prediction of individual response values may not be matched identically, the system response is significantly improved with moderate changes in parameter values.

Incremental dynamical downscaling for probabilistic analysis based on multiple GCM projections

NASA Astrophysics Data System (ADS)

Wakazuki, Y.

2015-12-01

A dynamical downscaling method for probabilistic regional scale climate change projections was developed to cover an uncertainty of multiple general circulation model (GCM) climate simulations. The climatological increments (future minus present climate states) estimated by GCM simulation results were statistically analyzed using the singular vector decomposition. Both positive and negative perturbations from the ensemble mean with the magnitudes of their standard deviations were extracted and were added to the ensemble mean of the climatological increments. The analyzed multiple modal increments were utilized to create multiple modal lateral boundary conditions for the future climate regional climate model (RCM) simulations by adding to an objective analysis data. This data handling is regarded to be an advanced method of the pseudo-global-warming (PGW) method previously developed by Kimura and Kitoh (2007). The incremental handling for GCM simulations realized approximated probabilistic climate change projections with the smaller number of RCM simulations. Three values of a climatological variable simulated by RCMs for a mode were used to estimate the response to the perturbation of the mode. For the probabilistic analysis, climatological variables of RCMs were assumed to show linear response to the multiple modal perturbations, although the non-linearity was seen for local scale rainfall. Probability of temperature was able to be estimated within two modes perturbation simulations, where the number of RCM simulations for the future climate is five. On the other hand, local scale rainfalls needed four modes simulations, where the number of the RCM simulations is nine. The probabilistic method is expected to be used for regional scale climate change impact assessment in the future.

Uncertainty and probability for branching selves

NASA Astrophysics Data System (ADS)

Lewis, Peter J.

Everettian accounts of quantum mechanics entail that people branch; every possible result of a measurement actually occurs, and I have one successor for each result. Is there room for probability in such an account? The prima facie answer is no; there are no ontic chances here, and no ignorance about what will happen. But since any adequate quantum mechanical theory must make probabilistic predictions, much recent philosophical labor has gone into trying to construct an account of probability for branching selves. One popular strategy involves arguing that branching selves introduce a new kind of subjective uncertainty. I argue here that the variants of this strategy in the literature all fail, either because the uncertainty is spurious, or because it is in the wrong place to yield probabilistic predictions. I conclude that uncertainty cannot be the ground for probability in Everettian quantum mechanics.

Probabilistic classifiers with high-dimensional data

PubMed Central

Kim, Kyung In; Simon, Richard

2011-01-01

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

Exploratory study on a statistical method to analyse time resolved data obtained during nanomaterial exposure measurements

NASA Astrophysics Data System (ADS)

Clerc, F.; Njiki-Menga, G.-H.; Witschger, O.

2013-04-01

Most of the measurement strategies that are suggested at the international level to assess workplace exposure to nanomaterials rely on devices measuring, in real time, airborne particles concentrations (according different metrics). Since none of the instruments to measure aerosols can distinguish a particle of interest to the background aerosol, the statistical analysis of time resolved data requires special attention. So far, very few approaches have been used for statistical analysis in the literature. This ranges from simple qualitative analysis of graphs to the implementation of more complex statistical models. To date, there is still no consensus on a particular approach and the current period is always looking for an appropriate and robust method. In this context, this exploratory study investigates a statistical method to analyse time resolved data based on a Bayesian probabilistic approach. To investigate and illustrate the use of the this statistical method, particle number concentration data from a workplace study that investigated the potential for exposure via inhalation from cleanout operations by sandpapering of a reactor producing nanocomposite thin films have been used. In this workplace study, the background issue has been addressed through the near-field and far-field approaches and several size integrated and time resolved devices have been used. The analysis of the results presented here focuses only on data obtained with two handheld condensation particle counters. While one was measuring at the source of the released particles, the other one was measuring in parallel far-field. The Bayesian probabilistic approach allows a probabilistic modelling of data series, and the observed task is modelled in the form of probability distributions. The probability distributions issuing from time resolved data obtained at the source can be compared with the probability distributions issuing from the time resolved data obtained far-field, leading in a quantitative estimation of the airborne particles released at the source when the task is performed. Beyond obtained results, this exploratory study indicates that the analysis of the results requires specific experience in statistics.

Probabilistic Risk Assessment for Astronaut Post Flight Bone Fracture

NASA Technical Reports Server (NTRS)

Lewandowski, Beth; Myers, Jerry; Licata, Angelo

2015-01-01

Introduction: Space flight potentially reduces the loading that bone can resist before fracture. This reduction in bone integrity may result from a combination of factors, the most common reported as reduction in astronaut BMD. Although evaluating the condition of bones continues to be a critical aspect of understanding space flight fracture risk, defining the loading regime, whether on earth, in microgravity, or in reduced gravity on a planetary surface, remains a significant component of estimating the fracture risks to astronauts. This presentation summarizes the concepts, development, and application of NASA's Bone Fracture Risk Module (BFxRM) to understanding pre-, post, and in mission astronaut bone fracture risk. The overview includes an assessment of contributing factors utilized in the BFxRM and illustrates how new information, such as biomechanics of space suit design or better understanding of post flight activities may influence astronaut fracture risk. Opportunities for the bone mineral research community to contribute to future model development are also discussed. Methods: To investigate the conditions in which spaceflight induced changes to bone plays a critical role in post-flight fracture probability, we implement a modified version of the NASA Bone Fracture Risk Model (BFxRM). Modifications included incorporation of variations in physiological characteristics, post-flight recovery rate, and variations in lateral fall conditions within the probabilistic simulation parameter space. The modeled fracture probability estimates for different loading scenarios at preflight and at 0 and 365 days post-flight time periods are compared. Results: For simple lateral side falls, mean post-flight fracture probability is elevated over mean preflight fracture probability due to spaceflight induced BMD loss and is not fully recovered at 365 days post-flight. In the case of more energetic falls, such as from elevated heights or with the addition of lateral movement, the contribution of space flight quality changes is much less clear, indicating more granular assessments, such as Finite Element modeling, may be needed to further assess the risks in these scenarios.

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.

Wind/tornado design criteria, development to achieve required probabilistic performance goals

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

Ng, D.S.

1991-06-01

This paper describes the strategy for developing new design criteria for a critical facility to withstand loading induced by the wind/tornado hazard. The proposed design requirements for resisting wind/tornado loads are based on probabilistic performance goals. The proposed design criteria were prepared by a Working Group consisting of six experts in wind/tornado engineering and meteorology. Utilizing their best technical knowledge and judgment in the wind/tornado field, they met and discussed the methodologies and reviewed available data. A review of the available wind/tornado hazard model for the site, structural response evaluation methods, and conservative acceptance criteria lead to proposed design criteriamore » that has a high probability of achieving the required performance goals.« less

Wind/tornado design criteria, development to achieve required probabilistic performance goals

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

Ng, D.S.

This paper describes the strategy for developing new design criteria for a critical facility to withstand loading induced by the wind/tornado hazard. The proposed design requirements for resisting wind/tornado loads are based on probabilistic performance goals. The proposed design criteria were prepared by a Working Group consisting of six experts in wind/tornado engineering and meteorology. Utilizing their best technical knowledge and judgment in the wind/tornado field, they met and discussed the methodologies and reviewed available data. A review of the available wind/tornado hazard model for the site, structural response evaluation methods, and conservative acceptance criteria lead to proposed design criteriamore » that has a high probability of achieving the required performance goals.« less

The Importance of Calibration in Clinical Psychology.

PubMed

Lindhiem, Oliver; Petersen, Isaac T; Mentch, Lucas K; Youngstrom, Eric A

2018-02-01

Accuracy has several elements, not all of which have received equal attention in the field of clinical psychology. Calibration, the degree to which a probabilistic estimate of an event reflects the true underlying probability of the event, has largely been neglected in the field of clinical psychology in favor of other components of accuracy such as discrimination (e.g., sensitivity, specificity, area under the receiver operating characteristic curve). Although it is frequently overlooked, calibration is a critical component of accuracy with particular relevance for prognostic models and risk-assessment tools. With advances in personalized medicine and the increasing use of probabilistic (0% to 100%) estimates and predictions in mental health research, the need for careful attention to calibration has become increasingly important.

Asking better questions: How presentation formats influence information search.

PubMed

Wu, Charley M; Meder, Björn; Filimon, Flavia; Nelson, Jonathan D

2017-08-01

While the influence of presentation formats have been widely studied in Bayesian reasoning tasks, we present the first systematic investigation of how presentation formats influence information search decisions. Four experiments were conducted across different probabilistic environments, where subjects (N = 2,858) chose between 2 possible search queries, each with binary probabilistic outcomes, with the goal of maximizing classification accuracy. We studied 14 different numerical and visual formats for presenting information about the search environment, constructed across 6 design features that have been prominently related to improvements in Bayesian reasoning accuracy (natural frequencies, posteriors, complement, spatial extent, countability, and part-to-whole information). The posterior variants of the icon array and bar graph formats led to the highest proportion of correct responses, and were substantially better than the standard probability format. Results suggest that presenting information in terms of posterior probabilities and visualizing natural frequencies using spatial extent (a perceptual feature) were especially helpful in guiding search decisions, although environments with a mixture of probabilistic and certain outcomes were challenging across all formats. Subjects who made more accurate probability judgments did not perform better on the search task, suggesting that simple decision heuristics may be used to make search decisions without explicitly applying Bayesian inference to compute probabilities. We propose a new take-the-difference (TTD) heuristic that identifies the accuracy-maximizing query without explicit computation of posterior probabilities. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

Facilitating normative judgments of conditional probability: frequency or nested sets?

PubMed

Yamagishi, Kimihiko

2003-01-01

Recent probability judgment research contrasts two opposing views. Some theorists have emphasized the role of frequency representations in facilitating probabilistic correctness; opponents have noted that visualizing the probabilistic structure of the task sufficiently facilitates normative reasoning. In the current experiment, the following conditional probability task, an isomorph of the "Problem of Three Prisoners" was tested. "A factory manufactures artificial gemstones. Each gemstone has a 1/3 chance of being blurred, a 1/3 chance of being cracked, and a 1/3 chance of being clear. An inspection machine removes all cracked gemstones, and retains all clear gemstones. However, the machine removes 1/2 of the blurred gemstones. What is the chance that a gemstone is blurred after the inspection?" A 2 x 2 design was administered. The first variable was the use of frequency instruction. The second manipulation was the use of a roulette-wheel diagram that illustrated a "nested-sets" relationship between the prior and the posterior probabilities. Results from two experiments showed that frequency alone had modest effects, while the nested-sets instruction achieved a superior facilitation of normative reasoning. The third experiment compared the roulette-wheel diagram to tree diagrams that also showed the nested-sets relationship. The roulette-wheel diagram outperformed the tree diagrams in facilitation of probabilistic reasoning. Implications for understanding the nature of intuitive probability judgments are discussed.

Probability Simulations by Non-Lipschitz Chaos

NASA Technical Reports Server (NTRS)

Zak, Michail

1996-01-01

It has been demonstrated that classical probabilities, and in particular, probabilistic Turing machine, can be simulated by combining chaos and non-Lipschitz dynamics, without utilization of any man-made devices. Self-organizing properties of systems coupling simulated and calculated probabilities and their link to quantum computations are discussed.

Probabilistic Wind Power Ramp Forecasting Based on a Scenario Generation Method

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

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

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

Probabilistic eruption forecasting at short and long time scales

NASA Astrophysics Data System (ADS)

Marzocchi, Warner; Bebbington, Mark S.

2012-10-01

Any effective volcanic risk mitigation strategy requires a scientific assessment of the future evolution of a volcanic system and its eruptive behavior. Some consider the onus should be on volcanologists to provide simple but emphatic deterministic forecasts. This traditional way of thinking, however, does not deal with the implications of inherent uncertainties, both aleatoric and epistemic, that are inevitably present in observations, monitoring data, and interpretation of any natural system. In contrast to deterministic predictions, probabilistic eruption forecasting attempts to quantify these inherent uncertainties utilizing all available information to the extent that it can be relied upon and is informative. As with many other natural hazards, probabilistic eruption forecasting is becoming established as the primary scientific basis for planning rational risk mitigation actions: at short-term (hours to weeks or months), it allows decision-makers to prioritize actions in a crisis; and at long-term (years to decades), it is the basic component for land use and emergency planning. Probabilistic eruption forecasting consists of estimating the probability of an eruption event and where it sits in a complex multidimensional time-space-magnitude framework. In this review, we discuss the key developments and features of models that have been used to address the problem.

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

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

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

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

2017-08-31

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

Probabilistic structural analysis methods of hot engine structures

NASA Technical Reports Server (NTRS)

Chamis, C. C.; Hopkins, D. A.

1989-01-01

Development of probabilistic structural analysis methods for hot engine structures at Lewis Research Center is presented. Three elements of the research program are: (1) composite load spectra methodology; (2) probabilistic structural analysis methodology; and (3) probabilistic structural analysis application. Recent progress includes: (1) quantification of the effects of uncertainties for several variables on high pressure fuel turbopump (HPFT) turbine blade temperature, pressure, and torque of the space shuttle main engine (SSME); (2) the evaluation of the cumulative distribution function for various structural response variables based on assumed uncertainties in primitive structural variables; and (3) evaluation of the failure probability. Collectively, the results demonstrate that the structural durability of hot engine structural components can be effectively evaluated in a formal probabilistic/reliability framework.

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

NASA Astrophysics Data System (ADS)

Fukutani, Y.

2017-12-01

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

Probability and Cumulative Density Function Methods for the Stochastic Advection-Reaction Equation

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

Barajas-Solano, David A.; Tartakovsky, Alexandre M.

We present a cumulative density function (CDF) method for the probabilistic analysis of $d$-dimensional advection-dominated reactive transport in heterogeneous media. We employ a probabilistic approach in which epistemic uncertainty on the spatial heterogeneity of Darcy-scale transport coefficients is modeled in terms of random fields with given correlation structures. Our proposed CDF method employs a modified Large-Eddy-Diffusivity (LED) approach to close and localize the nonlocal equations governing the one-point PDF and CDF of the concentration field, resulting in a $(d + 1)$ dimensional PDE. Compared to the classsical LED localization, the proposed modified LED localization explicitly accounts for the mean-field advectivemore » dynamics over the phase space of the PDF and CDF. To illustrate the accuracy of the proposed closure, we apply our CDF method to one-dimensional single-species reactive transport with uncertain, heterogeneous advection velocities and reaction rates modeled as random fields.« less

A minimalist probabilistic description of root zone soil water

USGS Publications Warehouse

Milly, P.C.D.

2001-01-01

The probabilistic response of depth‐integrated soil water to given climatic forcing can be described readily using an existing supply‐demand‐storage model. An apparently complex interaction of numerous soil, climate, and plant controls can be reduced to a relatively simple expression for the equilibrium probability density function of soil water as a function of only two dimensionless parameters. These are the index of dryness (ratio of mean potential evaporation to mean precipitation) and a dimensionless storage capacity (active root zone soil water capacity divided by mean storm depth). The first parameter is mainly controlled by climate, with surface albedo playing a subsidiary role in determining net radiation. The second is a composite of soil (through moisture retention characteristics), vegetation (through rooting characteristics), and climate (mean storm depth). This minimalist analysis captures many essential features of a more general probabilistic analysis, but with a considerable reduction in complexity and consequent elucidation of the critical controls on soil water variability. In particular, it is shown that (1) the dependence of mean soil water on the index of dryness approaches a step function in the limit of large soil water capacity; (2) soil water variance is usually maximized when the index of dryness equals 1, and the width of the peak varies inversely with dimensionless storage capacity; (3) soil water has a uniform probability density function when the index of dryness is 1 and the dimensionless storage capacity is large; and (4) the soil water probability density function is bimodal if and only if the index of dryness is <1, but this bimodality is pronounced only for artificially small values of the dimensionless storage capacity.

First Volcanological-Probabilistic Pyroclastic Density Current and Fallout Hazard Map for Campi Flegrei and Somma Vesuvius Volcanoes.

NASA Astrophysics Data System (ADS)

Mastrolorenzo, G.; Pappalardo, L.; Troise, C.; Panizza, A.; de Natale, G.

2005-05-01

Integrated volcanological-probabilistic approaches has been used in order to simulate pyroclastic density currents and fallout and produce hazard maps for Campi Flegrei and Somma Vesuvius areas. On the basis of the analyses of all types of pyroclastic flows, surges, secondary pyroclastic density currents and fallout events occurred in the volcanological history of the two volcanic areas and the evaluation of probability for each type of events, matrixs of input parameters for a numerical simulation have been performed. The multi-dimensional input matrixs include the main controlling parameters of the pyroclasts transport and deposition dispersion, as well as the set of possible eruptive vents used in the simulation program. Probabilistic hazard maps provide of each points of campanian area, the yearly probability to be interested by a given event with a given intensity and resulting demage. Probability of a few events in one thousand years are typical of most areas around the volcanoes whitin a range of ca 10 km, including Neaples. Results provide constrains for the emergency plans in Neapolitan area.

Uncertainty Quantification of Evapotranspiration and Infiltration from Modeling and Historic Time Series at the Savannah River F-Area

NASA Astrophysics Data System (ADS)

Faybishenko, B.; Flach, G. P.

2012-12-01

The objectives of this presentation are: (a) to illustrate the application of Monte Carlo and fuzzy-probabilistic approaches for uncertainty quantification (UQ) in predictions of potential evapotranspiration (PET), actual evapotranspiration (ET), and infiltration (I), using uncertain hydrological or meteorological time series data, and (b) to compare the results of these calculations with those from field measurements at the U.S. Department of Energy Savannah River Site (SRS), near Aiken, South Carolina, USA. The UQ calculations include the evaluation of aleatory (parameter uncertainty) and epistemic (model) uncertainties. The effect of aleatory uncertainty is expressed by assigning the probability distributions of input parameters, using historical monthly averaged data from the meteorological station at the SRS. The combined effect of aleatory and epistemic uncertainties on the UQ of PET, ET, and Iis then expressed by aggregating the results of calculations from multiple models using a p-box and fuzzy numbers. The uncertainty in PETis calculated using the Bair-Robertson, Blaney-Criddle, Caprio, Hargreaves-Samani, Hamon, Jensen-Haise, Linacre, Makkink, Priestly-Taylor, Penman, Penman-Monteith, Thornthwaite, and Turc models. Then, ET is calculated from the modified Budyko model, followed by calculations of I from the water balance equation. We show that probabilistic and fuzzy-probabilistic calculations using multiple models generate the PET, ET, and Idistributions, which are well within the range of field measurements. We also show that a selection of a subset of models can be used to constrain the uncertainty quantification of PET, ET, and I.

Extended Range Prediction of Indian Summer Monsoon: Current status

NASA Astrophysics Data System (ADS)

Sahai, A. K.; Abhilash, S.; Borah, N.; Joseph, S.; Chattopadhyay, R.; S, S.; Rajeevan, M.; Mandal, R.; Dey, A.

2014-12-01

The main focus of this study is to develop forecast consensus in the extended range prediction (ERP) of monsoon Intraseasonal oscillations using a suit of different variants of Climate Forecast system (CFS) model. In this CFS based Grand MME prediction system (CGMME), the ensemble members are generated by perturbing the initial condition and using different configurations of CFSv2. This is to address the role of different physical mechanisms known to have control on the error growth in the ERP in the 15-20 day time scale. The final formulation of CGMME is based on 21 ensembles of the standalone Global Forecast System (GFS) forced with bias corrected forecasted SST from CFS, 11 low resolution CFST126 and 11 high resolution CFST382. Thus, we develop the multi-model consensus forecast for the ERP of Indian summer monsoon (ISM) using a suite of different variants of CFS model. This coordinated international effort lead towards the development of specific tailor made regional forecast products over Indian region. Skill of deterministic and probabilistic categorical rainfall forecast as well the verification of large-scale low frequency monsoon intraseasonal oscillations has been carried out using hindcast from 2001-2012 during the monsoon season in which all models are initialized at every five days starting from 16May to 28 September. The skill of deterministic forecast from CGMME is better than the best participating single model ensemble configuration (SME). The CGMME approach is believed to quantify the uncertainty in both initial conditions and model formulation. Main improvement is attained in probabilistic forecast which is because of an increase in the ensemble spread, thereby reducing the error due to over-confident ensembles in a single model configuration. For probabilistic forecast, three tercile ranges are determined by ranking method based on the percentage of ensemble members from all the participating models falls in those three categories. CGMME further added value to both deterministic and probability forecast compared to raw SME's and this better skill is probably flows from large spread and improved spread-error relationship. CGMME system is currently capable of generating ER prediction in real time and successfully delivering its experimental operational ER forecast of ISM for the last few years.

Quantum-like model of unconscious–conscious dynamics

PubMed Central

Khrennikov, Andrei

2015-01-01

We present a quantum-like model of sensation–perception dynamics (originated in Helmholtz theory of unconscious inference) based on the theory of quantum apparatuses and instruments. We illustrate our approach with the model of bistable perception of a particular ambiguous figure, the Schröder stair. This is a concrete model for unconscious and conscious processing of information and their interaction. The starting point of our quantum-like journey was the observation that perception dynamics is essentially contextual which implies impossibility of (straightforward) embedding of experimental statistical data in the classical (Kolmogorov, 1933) framework of probability theory. This motivates application of nonclassical probabilistic schemes. And the quantum formalism provides a variety of the well-approved and mathematically elegant probabilistic schemes to handle results of measurements. The theory of quantum apparatuses and instruments is the most general quantum scheme describing measurements and it is natural to explore it to model the sensation–perception dynamics. In particular, this theory provides the scheme of indirect quantum measurements which we apply to model unconscious inference leading to transition from sensations to perceptions. PMID:26283979

Robust Design Optimization via Failure Domain Bounding

NASA Technical Reports Server (NTRS)

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

2007-01-01

This paper extends and applies the strategies recently developed by the authors for handling constraints under uncertainty to robust design optimization. For the scope of this paper, robust optimization is a methodology aimed at problems for which some parameters are uncertain and are only known to belong to some uncertainty set. This set can be described by either a deterministic or a probabilistic model. In the methodology developed herein, optimization-based strategies are used to bound the constraint violation region using hyper-spheres and hyper-rectangles. By comparing the resulting bounding sets with any given uncertainty model, it can be determined whether the constraints are satisfied for all members of the uncertainty model (i.e., constraints are feasible) or not (i.e., constraints are infeasible). If constraints are infeasible and a probabilistic uncertainty model is available, upper bounds to the probability of constraint violation can be efficiently calculated. The tools developed enable approximating not only the set of designs that make the constraints feasible but also, when required, the set of designs for which the probability of constraint violation is below a prescribed admissible value. When constraint feasibility is possible, several design criteria can be used to shape the uncertainty model of performance metrics of interest. Worst-case, least-second-moment, and reliability-based design criteria are considered herein. Since the problem formulation is generic and the tools derived only require standard optimization algorithms for their implementation, these strategies are easily applicable to a broad range of engineering problems.

Predicting coastal cliff erosion using a Bayesian probabilistic model

USGS Publications Warehouse

Hapke, Cheryl J.; Plant, Nathaniel G.

2010-01-01

Regional coastal cliff retreat is difficult to model due to the episodic nature of failures and the along-shore variability of retreat events. There is a growing demand, however, for predictive models that can be used to forecast areas vulnerable to coastal erosion hazards. Increasingly, probabilistic models are being employed that require data sets of high temporal density to define the joint probability density function that relates forcing variables (e.g. wave conditions) and initial conditions (e.g. cliff geometry) to erosion events. In this study we use a multi-parameter Bayesian network to investigate correlations between key variables that control and influence variations in cliff retreat processes. The network uses Bayesian statistical methods to estimate event probabilities using existing observations. Within this framework, we forecast the spatial distribution of cliff retreat along two stretches of cliffed coast in Southern California. The input parameters are the height and slope of the cliff, a descriptor of material strength based on the dominant cliff-forming lithology, and the long-term cliff erosion rate that represents prior behavior. The model is forced using predicted wave impact hours. Results demonstrate that the Bayesian approach is well-suited to the forward modeling of coastal cliff retreat, with the correct outcomes forecast in 70–90% of the modeled transects. The model also performs well in identifying specific locations of high cliff erosion, thus providing a foundation for hazard mapping. This approach can be employed to predict cliff erosion at time-scales ranging from storm events to the impacts of sea-level rise at the century-scale.

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

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

Spencer, Benjamin; Hoffman, William; Sen, Sonat

2015-10-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

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.

Real Time Data Management for Estimating Probabilities of Incidents and Near Misses

NASA Astrophysics Data System (ADS)

Stanitsas, P. D.; Stephanedes, Y. J.

2011-08-01

Advances in real-time data collection, data storage and computational systems have led to development of algorithms for transport administrators and engineers that improve traffic safety and reduce cost of road operations. Despite these advances, problems in effectively integrating real-time data acquisition, processing, modelling and road-use strategies at complex intersections and motorways remain. These are related to increasing system performance in identification, analysis, detection and prediction of traffic state in real time. This research develops dynamic models to estimate the probability of road incidents, such as crashes and conflicts, and incident-prone conditions based on real-time data. The models support integration of anticipatory information and fee-based road use strategies in traveller information and management. Development includes macroscopic/microscopic probabilistic models, neural networks, and vector autoregressions tested via machine vision at EU and US sites.

Analyzing Phylogenetic Trees with Timed and Probabilistic Model Checking: The Lactose Persistence Case Study.

PubMed

Requeno, José Ignacio; Colom, José Manuel

2014-12-01

Model checking is a generic verification technique that allows the phylogeneticist to focus on models and specifications instead of on implementation issues. Phylogenetic trees are considered as transition systems over which we interrogate phylogenetic questions written as formulas of temporal logic. Nonetheless, standard logics become insufficient for certain practices of phylogenetic analysis since they do not allow the inclusion of explicit time and probabilities. The aim of this paper is to extend the application of model checking techniques beyond qualitative phylogenetic properties and adapt the existing logical extensions and tools to the field of phylogeny. The introduction of time and probabilities in phylogenetic specifications is motivated by the study of a real example: the analysis of the ratio of lactose intolerance in some populations and the date of appearance of this phenotype.

Analyzing phylogenetic trees with timed and probabilistic model checking: the lactose persistence case study.

PubMed

Requeno, José Ignacio; Colom, José Manuel

2014-10-23

Model checking is a generic verification technique that allows the phylogeneticist to focus on models and specifications instead of on implementation issues. Phylogenetic trees are considered as transition systems over which we interrogate phylogenetic questions written as formulas of temporal logic. Nonetheless, standard logics become insufficient for certain practices of phylogenetic analysis since they do not allow the inclusion of explicit time and probabilities. The aim of this paper is to extend the application of model checking techniques beyond qualitative phylogenetic properties and adapt the existing logical extensions and tools to the field of phylogeny. The introduction of time and probabilities in phylogenetic specifications is motivated by the study of a real example: the analysis of the ratio of lactose intolerance in some populations and the date of appearance of this phenotype.

Probabilistic Micromechanics and Macromechanics for Ceramic Matrix Composites

NASA Technical Reports Server (NTRS)

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

1997-01-01

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

Probabilistic short-term volcanic hazard in phases of unrest: A case study for tephra fallout

NASA Astrophysics Data System (ADS)

Selva, Jacopo; Costa, Antonio; Sandri, Laura; Macedonio, Giovanni; Marzocchi, Warner

2014-12-01

During volcanic crises, volcanologists estimate the impact of possible imminent eruptions usually through deterministic modeling of the effects of one or a few preestablished scenarios. Despite such an approach may bring an important information to the decision makers, the sole use of deterministic scenarios does not allow scientists to properly take into consideration all uncertainties, and it cannot be used to assess quantitatively the risk because the latter unavoidably requires a probabilistic approach. We present a model based on the concept of Bayesian event tree (hereinafter named BET_VH_ST, standing for Bayesian event tree for short-term volcanic hazard), for short-term near-real-time probabilistic volcanic hazard analysis formulated for any potential hazardous phenomenon accompanying an eruption. The specific goal of BET_VH_ST is to produce a quantitative assessment of the probability of exceedance of any potential level of intensity for a given volcanic hazard due to eruptions within restricted time windows (hours to days) in any area surrounding the volcano, accounting for all natural and epistemic uncertainties. BET_VH_ST properly assesses the conditional probability at each level of the event tree accounting for any relevant information derived from the monitoring system, theoretical models, and the past history of the volcano, propagating any relevant epistemic uncertainty underlying these assessments. As an application example of the model, we apply BET_VH_ST to assess short-term volcanic hazard related to tephra loading during Major Emergency Simulation Exercise, a major exercise at Mount Vesuvius that took place from 19 to 23 October 2006, consisting in a blind simulation of Vesuvius reactivation, from the early warning phase up to the final eruption, including the evacuation of a sample of about 2000 people from the area at risk. The results show that BET_VH_ST is able to produce short-term forecasts of the impact of tephra fall during a rapidly evolving crisis, accurately accounting for and propagating all uncertainties and enabling rational decision making under uncertainty.

A Bayesian network approach to the database search problem in criminal proceedings

PubMed Central

2012-01-01

Background The ‘database search problem’, that is, the strengthening of a case - in terms of probative value - against an individual who is found as a result of a database search, has been approached during the last two decades with substantial mathematical analyses, accompanied by lively debate and centrally opposing conclusions. This represents a challenging obstacle in teaching but also hinders a balanced and coherent discussion of the topic within the wider scientific and legal community. This paper revisits and tracks the associated mathematical analyses in terms of Bayesian networks. Their derivation and discussion for capturing probabilistic arguments that explain the database search problem are outlined in detail. The resulting Bayesian networks offer a distinct view on the main debated issues, along with further clarity. Methods As a general framework for representing and analyzing formal arguments in probabilistic reasoning about uncertain target propositions (that is, whether or not a given individual is the source of a crime stain), this paper relies on graphical probability models, in particular, Bayesian networks. This graphical probability modeling approach is used to capture, within a single model, a series of key variables, such as the number of individuals in a database, the size of the population of potential crime stain sources, and the rarity of the corresponding analytical characteristics in a relevant population. Results This paper demonstrates the feasibility of deriving Bayesian network structures for analyzing, representing, and tracking the database search problem. The output of the proposed models can be shown to agree with existing but exclusively formulaic approaches. Conclusions The proposed Bayesian networks allow one to capture and analyze the currently most well-supported but reputedly counter-intuitive and difficult solution to the database search problem in a way that goes beyond the traditional, purely formulaic expressions. The method’s graphical environment, along with its computational and probabilistic architectures, represents a rich package that offers analysts and discussants with additional modes of interaction, concise representation, and coherent communication. PMID:22849390

Diagnosis of students' ability in a statistical course based on Rasch probabilistic outcome

NASA Astrophysics Data System (ADS)

Mahmud, Zamalia; Ramli, Wan Syahira Wan; Sapri, Shamsiah; Ahmad, Sanizah

2017-06-01

Measuring students' ability and performance are important in assessing how well students have learned and mastered the statistical courses. Any improvement in learning will depend on the student's approaches to learning, which are relevant to some factors of learning, namely assessment methods carrying out tasks consisting of quizzes, tests, assignment and final examination. This study has attempted an alternative approach to measure students' ability in an undergraduate statistical course based on the Rasch probabilistic model. Firstly, this study aims to explore the learning outcome patterns of students in a statistics course (Applied Probability and Statistics) based on an Entrance-Exit survey. This is followed by investigating students' perceived learning ability based on four Course Learning Outcomes (CLOs) and students' actual learning ability based on their final examination scores. Rasch analysis revealed that students perceived themselves as lacking the ability to understand about 95% of the statistics concepts at the beginning of the class but eventually they had a good understanding at the end of the 14 weeks class. In terms of students' performance in their final examination, their ability in understanding the topics varies at different probability values given the ability of the students and difficulty of the questions. Majority found the probability and counting rules topic to be the most difficult to learn.

Grammaticality, Acceptability, and Probability: A Probabilistic View of Linguistic Knowledge

ERIC Educational Resources Information Center

Lau, Jey Han; Clark, Alexander; Lappin, Shalom

2017-01-01

The question of whether humans represent grammatical knowledge as a binary condition on membership in a set of well-formed sentences, or as a probabilistic property has been the subject of debate among linguists, psychologists, and cognitive scientists for many decades. Acceptability judgments present a serious problem for both classical binary…

On the Measurement and Properties of Ambiguity in Probabilistic Expectations

ERIC Educational Resources Information Center

Pickett, Justin T.; Loughran, Thomas A.; Bushway, Shawn

2015-01-01

Survey respondents' probabilistic expectations are now widely used in many fields to study risk perceptions, decision-making processes, and behavior. Researchers have developed several methods to account for the fact that the probability of an event may be more ambiguous for some respondents than others, but few prior studies have empirically…

Prizes in Cereal Boxes: An Application of Probability.

ERIC Educational Resources Information Center

Litwiller, Bonnie H.; Duncan, David R.

1992-01-01

Presents four cases of real-world probabilistic situations to promote more effective teaching of probability. Calculates the probability of obtaining six of six different prizes successively in six, seven, eight, and nine boxes of cereal, generalizes the problem to n boxes of cereal, and offers suggestions to extend the problem. (MDH)

Simulations of Probabilities for Quantum Computing

NASA Technical Reports Server (NTRS)

Zak, M.

1996-01-01

It has been demonstrated that classical probabilities, and in particular, probabilistic Turing machine, can be simulated by combining chaos and non-LIpschitz dynamics, without utilization of any man-made devices (such as random number generators). Self-organizing properties of systems coupling simulated and calculated probabilities and their link to quantum computations are discussed.

Asymptotic Equivalence of Probability Measures and Stochastic Processes

NASA Astrophysics Data System (ADS)

Touchette, Hugo

2018-03-01

Let P_n and Q_n be two probability measures representing two different probabilistic models of some system (e.g., an n-particle equilibrium system, a set of random graphs with n vertices, or a stochastic process evolving over a time n) and let M_n be a random variable representing a "macrostate" or "global observable" of that system. We provide sufficient conditions, based on the Radon-Nikodym derivative of P_n and Q_n, for the set of typical values of M_n obtained relative to P_n to be the same as the set of typical values obtained relative to Q_n in the limit n→ ∞. This extends to general probability measures and stochastic processes the well-known thermodynamic-limit equivalence of the microcanonical and canonical ensembles, related mathematically to the asymptotic equivalence of conditional and exponentially-tilted measures. In this more general sense, two probability measures that are asymptotically equivalent predict the same typical or macroscopic properties of the system they are meant to model.

The Use of the Direct Optimized Probabilistic Calculation Method in Design of Bolt Reinforcement for Underground and Mining Workings

PubMed Central

Krejsa, Martin; Janas, Petr; Yilmaz, Işık; Marschalko, Marian; Bouchal, Tomas

2013-01-01

The load-carrying system of each construction should fulfill several conditions which represent reliable criteria in the assessment procedure. It is the theory of structural reliability which determines probability of keeping required properties of constructions. Using this theory, it is possible to apply probabilistic computations based on the probability theory and mathematic statistics. Development of those methods has become more and more popular; it is used, in particular, in designs of load-carrying structures with the required level or reliability when at least some input variables in the design are random. The objective of this paper is to indicate the current scope which might be covered by the new method—Direct Optimized Probabilistic Calculation (DOProC) in assessments of reliability of load-carrying structures. DOProC uses a purely numerical approach without any simulation techniques. This provides more accurate solutions to probabilistic tasks, and, in some cases, such approach results in considerably faster completion of computations. DOProC can be used to solve efficiently a number of probabilistic computations. A very good sphere of application for DOProC is the assessment of the bolt reinforcement in the underground and mining workings. For the purposes above, a special software application—“Anchor”—has been developed. PMID:23935412

Rats bred for high alcohol drinking are more sensitive to delayed and probabilistic outcomes.

PubMed

Wilhelm, C J; Mitchell, S H

2008-10-01

Alcoholics and heavy drinkers score higher on measures of impulsivity than nonalcoholics and light drinkers. This may be because of factors that predate drug exposure (e.g. genetics). This study examined the role of genetics by comparing impulsivity measures in ethanol-naive rats selectively bred based on their high [high alcohol drinking (HAD)] or low [low alcohol drinking (LAD)] consumption of ethanol. Replicates 1 and 2 of the HAD and LAD rats, developed by the University of Indiana Alcohol Research Center, completed two different discounting tasks. Delay discounting examines sensitivity to rewards that are delayed in time and is commonly used to assess 'choice' impulsivity. Probability discounting examines sensitivity to the uncertain delivery of rewards and has been used to assess risk taking and risk assessment. High alcohol drinking rats discounted delayed and probabilistic rewards more steeply than LAD rats. Discount rates associated with probabilistic and delayed rewards were weakly correlated, while bias was strongly correlated with discount rate in both delay and probability discounting. The results suggest that selective breeding for high alcohol consumption selects for animals that are more sensitive to delayed and probabilistic outcomes. Sensitivity to delayed or probabilistic outcomes may be predictive of future drinking in genetically predisposed individuals.

Probability versus representativeness in infancy: can infants use naïve physics to adjust population base rates in probabilistic inference?

PubMed

Denison, Stephanie; Trikutam, Pallavi; Xu, Fei

2014-08-01

A rich tradition in developmental psychology explores physical reasoning in infancy. However, no research to date has investigated whether infants can reason about physical objects that behave probabilistically, rather than deterministically. Physical events are often quite variable, in that similar-looking objects can be placed in similar contexts with different outcomes. Can infants rapidly acquire probabilistic physical knowledge, such as some leaves fall and some glasses break by simply observing the statistical regularity with which objects behave and apply that knowledge in subsequent reasoning? We taught 11-month-old infants physical constraints on objects and asked them to reason about the probability of different outcomes when objects were drawn from a large distribution. Infants could have reasoned either by using the perceptual similarity between the samples and larger distributions or by applying physical rules to adjust base rates and estimate the probabilities. Infants learned the physical constraints quickly and used them to estimate probabilities, rather than relying on similarity, a version of the representativeness heuristic. These results indicate that infants can rapidly and flexibly acquire physical knowledge about objects following very brief exposure and apply it in subsequent reasoning. PsycINFO Database Record (c) 2014 APA, all rights reserved.

An approximate methods approach to probabilistic structural analysis

NASA Technical Reports Server (NTRS)

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

1989-01-01

A major research and technology program in Probabilistic Structural Analysis Methods (PSAM) is currently being sponsored by the NASA Lewis Research Center with Southwest Research Institute as the prime contractor. This program is motivated by the need to accurately predict structural response in an environment where the loadings, the material properties, and even the structure may be considered random. The heart of PSAM is a software package which combines advanced structural analysis codes with a fast probability integration (FPI) algorithm for the efficient calculation of stochastic structural response. The basic idea of PAAM is simple: make an approximate calculation of system response, including calculation of the associated probabilities, with minimal computation time and cost, based on a simplified representation of the geometry, loads, and material. The deterministic solution resulting should give a reasonable and realistic description of performance-limiting system responses, although some error will be inevitable. If the simple model has correctly captured the basic mechanics of the system, however, including the proper functional dependence of stress, frequency, etc. on design parameters, then the response sensitivities calculated may be of significantly higher accuracy.

Perceptual Decision-Making as Probabilistic Inference by Neural Sampling.

PubMed

Haefner, Ralf M; Berkes, Pietro; Fiser, József

2016-05-04

We address two main challenges facing systems neuroscience today: understanding the nature and function of cortical feedback between sensory areas and of correlated variability. Starting from the old idea of perception as probabilistic inference, we show how to use knowledge of the psychophysical task to make testable predictions for the influence of feedback signals on early sensory representations. Applying our framework to a two-alternative forced choice task paradigm, we can explain multiple empirical findings that have been hard to account for by the traditional feedforward model of sensory processing, including the task dependence of neural response correlations and the diverging time courses of choice probabilities and psychophysical kernels. Our model makes new predictions and characterizes a component of correlated variability that represents task-related information rather than performance-degrading noise. It demonstrates a normative way to integrate sensory and cognitive components into physiologically testable models of perceptual decision-making. Copyright © 2016 Elsevier Inc. All rights reserved.

Generative diffeomorphic modelling of large MRI data sets for probabilistic template construction.

PubMed

Blaiotta, Claudia; Freund, Patrick; Cardoso, M Jorge; Ashburner, John

2018-02-01

In this paper we present a hierarchical generative model of medical image data, which can capture simultaneously the variability of both signal intensity and anatomical shapes across large populations. Such a model has a direct application for learning average-shaped probabilistic tissue templates in a fully automated manner. While in principle the generality of the proposed Bayesian approach makes it suitable to address a wide range of medical image computing problems, our work focuses primarily on neuroimaging applications. In particular we validate the proposed method on both real and synthetic brain MR scans including the cervical cord and demonstrate that it yields accurate alignment of brain and spinal cord structures, as compared to state-of-the-art tools for medical image registration. At the same time we illustrate how the resulting tissue probability maps can readily be used to segment, bias correct and spatially normalise unseen data, which are all crucial pre-processing steps for MR imaging studies. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.

Probabilistic neural networks for diagnosis of Alzheimer's disease using conventional and wavelet coherence.

PubMed

Sankari, Ziad; Adeli, Hojjat

2011-04-15

Recently, the authors presented an EEG (electroencephalogram) coherence study of the Alzheimer's disease (AD) and found statistically significant differences between AD and control groups. In this paper a probabilistic neural network (PNN) model is presented for classification of AD and healthy controls using features extracted in coherence and wavelet coherence studies on cortical connectivity in AD. The model is verified using EEGs obtained from 20 AD probable patients and 7 healthy/control subjects based on a standard 10-20 electrode configuration on the scalp. It is shown that extracting features from EEG sub-bands using coherence, as a measure of cortical connectivity, can discriminate AD patients from healthy controls effectively when a mixed band classification model is applied. For the data set used a classification accuracy of 100% is achieved using the conventional coherence and a spread parameter of the Gaussian function in a particular range found in this research. Copyright © 2011 Elsevier B.V. All rights reserved.

Probabilistic Thermal Analysis During Mars Reconnaissance Orbiter Aerobraking

NASA Technical Reports Server (NTRS)

Dec, John A.

2007-01-01

A method for performing a probabilistic thermal analysis during aerobraking has been developed. The analysis is performed on the Mars Reconnaissance Orbiter solar array during aerobraking. The methodology makes use of a response surface model derived from a more complex finite element thermal model of the solar array. The response surface is a quadratic equation which calculates the peak temperature for a given orbit drag pass at a specific location on the solar panel. Five different response surface equations are used, one of which predicts the overall maximum solar panel temperature, and the remaining four predict the temperatures of the solar panel thermal sensors. The variables used to define the response surface can be characterized as either environmental, material property, or modeling variables. Response surface variables are statistically varied in a Monte Carlo simulation. The Monte Carlo simulation produces mean temperatures and 3 sigma bounds as well as the probability of exceeding the designated flight allowable temperature for a given orbit. Response surface temperature predictions are compared with the Mars Reconnaissance Orbiter flight temperature data.

Astrobiological complexity with probabilistic cellular automata.

PubMed

Vukotić, Branislav; Ćirković, Milan M

2012-08-01

The search for extraterrestrial life and intelligence constitutes one of the major endeavors in science, but has yet been quantitatively modeled only rarely and in a cursory and superficial fashion. We argue that probabilistic cellular automata (PCA) represent the best quantitative framework for modeling the astrobiological history of the Milky Way and its Galactic Habitable Zone. The relevant astrobiological parameters are to be modeled as the elements of the input probability matrix for the PCA kernel. With the underlying simplicity of the cellular automata constructs, this approach enables a quick analysis of large and ambiguous space of the input parameters. We perform a simple clustering analysis of typical astrobiological histories with "Copernican" choice of input parameters and discuss the relevant boundary conditions of practical importance for planning and guiding empirical astrobiological and SETI projects. In addition to showing how the present framework is adaptable to more complex situations and updated observational databases from current and near-future space missions, we demonstrate how numerical results could offer a cautious rationale for continuation of practical SETI searches.

Basic Diagnosis and Prediction of Persistent Contrail Occurrence using High-resolution Numerical Weather Analyses/Forecasts and Logistic Regression. Part I: Effects of Random Error

NASA Technical Reports Server (NTRS)

Duda, David P.; Minnis, Patrick

2009-01-01

Straightforward application of the Schmidt-Appleman contrail formation criteria to diagnose persistent contrail occurrence from numerical weather prediction data is hindered by significant bias errors in the upper tropospheric humidity. Logistic models of contrail occurrence have been proposed to overcome this problem, but basic questions remain about how random measurement error may affect their accuracy. A set of 5000 synthetic contrail observations is created to study the effects of random error in these probabilistic models. The simulated observations are based on distributions of temperature, humidity, and vertical velocity derived from Advanced Regional Prediction System (ARPS) weather analyses. The logistic models created from the simulated observations were evaluated using two common statistical measures of model accuracy, the percent correct (PC) and the Hanssen-Kuipers discriminant (HKD). To convert the probabilistic results of the logistic models into a dichotomous yes/no choice suitable for the statistical measures, two critical probability thresholds are considered. The HKD scores are higher when the climatological frequency of contrail occurrence is used as the critical threshold, while the PC scores are higher when the critical probability threshold is 0.5. For both thresholds, typical random errors in temperature, relative humidity, and vertical velocity are found to be small enough to allow for accurate logistic models of contrail occurrence. The accuracy of the models developed from synthetic data is over 85 percent for both the prediction of contrail occurrence and non-occurrence, although in practice, larger errors would be anticipated.

Operational 0-3 h probabilistic quantitative precipitation forecasts: Recent performance and potential enhancements

NASA Astrophysics Data System (ADS)

Sokol, Z.; Kitzmiller, D.; Pešice, P.; Guan, S.

2009-05-01

The NOAA National Weather Service has maintained an automated, centralized 0-3 h prediction system for probabilistic quantitative precipitation forecasts since 2001. This advective-statistical system (ADSTAT) produces probabilities that rainfall will exceed multiple threshold values up to 50 mm at some location within a 40-km grid box. Operational characteristics and development methods for the system are described. Although development data were stratified by season and time of day, ADSTAT utilizes only a single set of nation-wide equations that relate predictor variables derived from radar reflectivity, lightning, satellite infrared temperatures, and numerical prediction model output to rainfall occurrence. A verification study documented herein showed that the operational ADSTAT reliably models regional variations in the relative frequency of heavy rain events. This was true even in the western United States, where no regional-scale, gridded hourly precipitation data were available during the development period in the 1990s. An effort was recently launched to improve the quality of ADSTAT forecasts by regionalizing the prediction equations and to adapt the model for application in the Czech Republic. We have experimented with incorporating various levels of regional specificity in the probability equations. The geographic localization study showed that in the warm season, regional climate differences and variations in the diurnal temperature cycle have a marked effect on the predictor-predictand relationships, and thus regionalization would lead to better statistical reliability in the forecasts.

A Probabilistic Approach for Real-Time Volcano Surveillance

NASA Astrophysics Data System (ADS)

Cannavo, F.; Cannata, A.; Cassisi, C.; Di Grazia, G.; Maronno, P.; Montalto, P.; Prestifilippo, M.; Privitera, E.; Gambino, S.; Coltelli, M.

2016-12-01

Continuous evaluation of the state of potentially dangerous volcanos plays a key role for civil protection purposes. Presently, real-time surveillance of most volcanoes worldwide is essentially delegated to one or more human experts in volcanology, who interpret data coming from different kind of monitoring networks. Unfavorably, the coupling of highly non-linear and complex volcanic dynamic processes leads to measurable effects that can show a large variety of different behaviors. Moreover, due to intrinsic uncertainties and possible failures in some recorded data, the volcano state needs to be expressed in probabilistic terms, thus making the fast volcano state assessment sometimes impracticable for the personnel on duty at the control rooms. With the aim of aiding the personnel on duty in volcano surveillance, we present a probabilistic graphical model to estimate automatically the ongoing volcano state from all the available different kind of measurements. The model consists of a Bayesian network able to represent a set of variables and their conditional dependencies via a directed acyclic graph. The model variables are both the measurements and the possible states of the volcano through the time. The model output is an estimation of the probability distribution of the feasible volcano states. We tested the model on the Mt. Etna (Italy) case study by considering a long record of multivariate data from 2011 to 2015 and cross-validated it. Results indicate that the proposed model is effective and of great power for decision making purposes.

A Markov chain model for reliability growth and decay

NASA Technical Reports Server (NTRS)

Siegrist, K.

1982-01-01

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

Probabilistic record linkage

PubMed Central

Sayers, Adrian; Ben-Shlomo, Yoav; Blom, Ashley W; Steele, Fiona

2016-01-01

Abstract Studies involving the use of probabilistic record linkage are becoming increasingly common. However, the methods underpinning probabilistic record linkage are not widely taught or understood, and therefore these studies can appear to be a ‘black box’ research tool. In this article, we aim to describe the process of probabilistic record linkage through a simple exemplar. We first introduce the concept of deterministic linkage and contrast this with probabilistic linkage. We illustrate each step of the process using a simple exemplar and describe the data structure required to perform a probabilistic linkage. We describe the process of calculating and interpreting matched weights and how to convert matched weights into posterior probabilities of a match using Bayes theorem. We conclude this article with a brief discussion of some of the computational demands of record linkage, how you might assess the quality of your linkage algorithm, and how epidemiologists can maximize the value of their record-linked research using robust record linkage methods. PMID:26686842