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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Analysis on pseudo excitation of random vibration for structure of time flight counter

NASA Astrophysics Data System (ADS)

Wu, Qiong; Li, Dapeng

2015-03-01

Traditional computing method is inefficient for getting key dynamical parameters of complicated structure. Pseudo Excitation Method(PEM) is an effective method for calculation of random vibration. Due to complicated and coupling random vibration in rocket or shuttle launching, the new staging white noise mathematical model is deduced according to the practical launch environment. This deduced model is applied for PEM to calculate the specific structure of Time of Flight Counter(ToFC). The responses of power spectral density and the relevant dynamic characteristic parameters of ToFC are obtained in terms of the flight acceptance test level. Considering stiffness of fixture structure, the random vibration experiments are conducted in three directions to compare with the revised PEM. The experimental results show the structure can bear the random vibration caused by launch without any damage and key dynamical parameters of ToFC are obtained. The revised PEM is similar with random vibration experiment in dynamical parameters and responses are proved by comparative results. The maximum error is within 9%. The reasons of errors are analyzed to improve reliability of calculation. This research provides an effective method for solutions of computing dynamical characteristic parameters of complicated structure in the process of rocket or shuttle launching.

Auto Regressive Moving Average (ARMA) Modeling Method for Gyro Random Noise Using a Robust Kalman Filter

PubMed Central

Huang, Lei

2015-01-01

To solve the problem in which the conventional ARMA modeling methods for gyro random noise require a large number of samples and converge slowly, an ARMA modeling method using a robust Kalman filtering is developed. The ARMA model parameters are employed as state arguments. Unknown time-varying estimators of observation noise are used to achieve the estimated mean and variance of the observation noise. Using the robust Kalman filtering, the ARMA model parameters are estimated accurately. The developed ARMA modeling method has the advantages of a rapid convergence and high accuracy. Thus, the required sample size is reduced. It can be applied to modeling applications for gyro random noise in which a fast and accurate ARMA modeling method is required. PMID:26437409

A random utility model of delay discounting and its application to people with externalizing psychopathology.

PubMed

Dai, Junyi; Gunn, Rachel L; Gerst, Kyle R; Busemeyer, Jerome R; Finn, Peter R

2016-10-01

Previous studies have demonstrated that working memory capacity plays a central role in delay discounting in people with externalizing psychopathology. These studies used a hyperbolic discounting model, and its single parameter-a measure of delay discounting-was estimated using the standard method of searching for indifference points between intertemporal options. However, there are several problems with this approach. First, the deterministic perspective on delay discounting underlying the indifference point method might be inappropriate. Second, the estimation procedure using the R2 measure often leads to poor model fit. Third, when parameters are estimated using indifference points only, much of the information collected in a delay discounting decision task is wasted. To overcome these problems, this article proposes a random utility model of delay discounting. The proposed model has 2 parameters, 1 for delay discounting and 1 for choice variability. It was fit to choice data obtained from a recently published data set using both maximum-likelihood and Bayesian parameter estimation. As in previous studies, the delay discounting parameter was significantly associated with both externalizing problems and working memory capacity. Furthermore, choice variability was also found to be significantly associated with both variables. This finding suggests that randomness in decisions may be a mechanism by which externalizing problems and low working memory capacity are associated with poor decision making. The random utility model thus has the advantage of disclosing the role of choice variability, which had been masked by the traditional deterministic model. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

Stochastic reduced order models for inverse problems under uncertainty

PubMed Central

Warner, James E.; Aquino, Wilkins; Grigoriu, Mircea D.

2014-01-01

This work presents a novel methodology for solving inverse problems under uncertainty using stochastic reduced order models (SROMs). Given statistical information about an observed state variable in a system, unknown parameters are estimated probabilistically through the solution of a model-constrained, stochastic optimization problem. The point of departure and crux of the proposed framework is the representation of a random quantity using a SROM - a low dimensional, discrete approximation to a continuous random element that permits e cient and non-intrusive stochastic computations. Characterizing the uncertainties with SROMs transforms the stochastic optimization problem into a deterministic one. The non-intrusive nature of SROMs facilitates e cient gradient computations for random vector unknowns and relies entirely on calls to existing deterministic solvers. Furthermore, the method is naturally extended to handle multiple sources of uncertainty in cases where state variable data, system parameters, and boundary conditions are all considered random. The new and widely-applicable SROM framework is formulated for a general stochastic optimization problem in terms of an abstract objective function and constraining model. For demonstration purposes, however, we study its performance in the specific case of inverse identification of random material parameters in elastodynamics. We demonstrate the ability to efficiently recover random shear moduli given material displacement statistics as input data. We also show that the approach remains effective for the case where the loading in the problem is random as well. PMID:25558115

Random parameter models for accident prediction on two-lane undivided highways in India.

PubMed

Dinu, R R; Veeraragavan, A

2011-02-01

Generalized linear modeling (GLM), with the assumption of Poisson or negative binomial error structure, has been widely employed in road accident modeling. A number of explanatory variables related to traffic, road geometry, and environment that contribute to accident occurrence have been identified and accident prediction models have been proposed. The accident prediction models reported in literature largely employ the fixed parameter modeling approach, where the magnitude of influence of an explanatory variable is considered to be fixed for any observation in the population. Similar models have been proposed for Indian highways too, which include additional variables representing traffic composition. The mixed traffic on Indian highways comes with a lot of variability within, ranging from difference in vehicle types to variability in driver behavior. This could result in variability in the effect of explanatory variables on accidents across locations. Random parameter models, which can capture some of such variability, are expected to be more appropriate for the Indian situation. The present study is an attempt to employ random parameter modeling for accident prediction on two-lane undivided rural highways in India. Three years of accident history, from nearly 200 km of highway segments, is used to calibrate and validate the models. The results of the analysis suggest that the model coefficients for traffic volume, proportion of cars, motorized two-wheelers and trucks in traffic, and driveway density and horizontal and vertical curvatures are randomly distributed across locations. The paper is concluded with a discussion on modeling results and the limitations of the present study. Copyright © 2010 Elsevier Ltd. All rights reserved.

Longitudinal analysis of the strengths and difficulties questionnaire scores of the Millennium Cohort Study children in England using M-quantile random-effects regression.

PubMed

Tzavidis, Nikos; Salvati, Nicola; Schmid, Timo; Flouri, Eirini; Midouhas, Emily

2016-02-01

Multilevel modelling is a popular approach for longitudinal data analysis. Statistical models conventionally target a parameter at the centre of a distribution. However, when the distribution of the data is asymmetric, modelling other location parameters, e.g. percentiles, may be more informative. We present a new approach, M -quantile random-effects regression, for modelling multilevel data. The proposed method is used for modelling location parameters of the distribution of the strengths and difficulties questionnaire scores of children in England who participate in the Millennium Cohort Study. Quantile mixed models are also considered. The analyses offer insights to child psychologists about the differential effects of risk factors on children's outcomes.

Calibration of Predictor Models Using Multiple Validation Experiments

NASA Technical Reports Server (NTRS)

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

2015-01-01

This paper presents a framework for calibrating computational models using data from several and possibly dissimilar validation experiments. The offset between model predictions and observations, which might be caused by measurement noise, model-form uncertainty, and numerical error, drives the process by which uncertainty in the models parameters is characterized. The resulting description of uncertainty along with the computational model constitute a predictor model. Two types of predictor models are studied: Interval Predictor Models (IPMs) and Random Predictor Models (RPMs). IPMs use sets to characterize uncertainty, whereas RPMs use random vectors. The propagation of a set through a model makes the response an interval valued function of the state, whereas the propagation of a random vector yields a random process. Optimization-based strategies for calculating both types of predictor models are proposed. Whereas the formulations used to calculate IPMs target solutions leading to the interval value function of minimal spread containing all observations, those for RPMs seek to maximize the models' ability to reproduce the distribution of observations. Regarding RPMs, we choose a structure for the random vector (i.e., the assignment of probability to points in the parameter space) solely dependent on the prediction error. As such, the probabilistic description of uncertainty is not a subjective assignment of belief, nor is it expected to asymptotically converge to a fixed value, but instead it casts the model's ability to reproduce the experimental data. This framework enables evaluating the spread and distribution of the predicted response of target applications depending on the same parameters beyond the validation domain.

Assessing variance components in multilevel linear models using approximate Bayes factors: A case study of ethnic disparities in birthweight

PubMed Central

Saville, Benjamin R.; Herring, Amy H.; Kaufman, Jay S.

2013-01-01

Racial/ethnic disparities in birthweight are a large source of differential morbidity and mortality worldwide and have remained largely unexplained in epidemiologic models. We assess the impact of maternal ancestry and census tract residence on infant birth weights in New York City and the modifying effects of race and nativity by incorporating random effects in a multilevel linear model. Evaluating the significance of these predictors involves the test of whether the variances of the random effects are equal to zero. This is problematic because the null hypothesis lies on the boundary of the parameter space. We generalize an approach for assessing random effects in the two-level linear model to a broader class of multilevel linear models by scaling the random effects to the residual variance and introducing parameters that control the relative contribution of the random effects. After integrating over the random effects and variance components, the resulting integrals needed to calculate the Bayes factor can be efficiently approximated with Laplace’s method. PMID:24082430

Random parameter models of interstate crash frequencies by severity, number of vehicles involved, collision and location type.

PubMed

Venkataraman, Narayan; Ulfarsson, Gudmundur F; Shankar, Venky N

2013-10-01

A nine-year (1999-2007) continuous panel of crash histories on interstates in Washington State, USA, was used to estimate random parameter negative binomial (RPNB) models for various aggregations of crashes. A total of 21 different models were assessed in terms of four ways to aggregate crashes, by: (a) severity, (b) number of vehicles involved, (c) crash type, and by (d) location characteristics. The models within these aggregations include specifications for all severities (property damage only, possible injury, evident injury, disabling injury, and fatality), number of vehicles involved (one-vehicle to five-or-more-vehicle), crash type (sideswipe, same direction, overturn, head-on, fixed object, rear-end, and other), and location types (urban interchange, rural interchange, urban non-interchange, rural non-interchange). A total of 1153 directional road segments comprising of the seven Washington State interstates were analyzed, yielding statistical models of crash frequency based on 10,377 observations. These results suggest that in general there was a significant improvement in log-likelihood when using RPNB compared to a fixed parameter negative binomial baseline model. Heterogeneity effects are most noticeable for lighting type, road curvature, and traffic volume (ADT). Median lighting or right-side lighting are linked to increased crash frequencies in many models for more than half of the road segments compared to both-sides lighting. Both-sides lighting thereby appears to generally lead to a safety improvement. Traffic volume has a random parameter but the effect is always toward increasing crash frequencies as expected. However that the effect is random shows that the effect of traffic volume on crash frequency is complex and varies by road segment. The number of lanes has a random parameter effect only in the interchange type models. The results show that road segment-specific insights into crash frequency occurrence can lead to improved design policy and project prioritization. Copyright © 2013 Elsevier Ltd. All rights reserved.

Geometric Modeling of Inclusions as Ellipsoids

NASA Technical Reports Server (NTRS)

Bonacuse, Peter J.

2008-01-01

Nonmetallic inclusions in gas turbine disk alloys can have a significant detrimental impact on fatigue life. Because large inclusions that lead to anomalously low lives occur infrequently, probabilistic approaches can be utilized to avoid the excessively conservative assumption of lifing to a large inclusion in a high stress location. A prerequisite to modeling the impact of inclusions on the fatigue life distribution is a characterization of the inclusion occurrence rate and size distribution. To help facilitate this process, a geometric simulation of the inclusions was devised. To make the simulation problem tractable, the irregularly sized and shaped inclusions were modeled as arbitrarily oriented, three independent dimensioned, ellipsoids. Random orientation of the ellipsoid is accomplished through a series of three orthogonal rotations of axes. In this report, a set of mathematical models for the following parameters are described: the intercepted area of a randomly sectioned ellipsoid, the dimensions and orientation of the intercepted ellipse, the area of a randomly oriented sectioned ellipse, the depth and width of a randomly oriented sectioned ellipse, and the projected area of a randomly oriented ellipsoid. These parameters are necessary to determine an inclusion s potential to develop a propagating fatigue crack. Without these mathematical models, computationally expensive search algorithms would be required to compute these parameters.

Statistical characteristics of trajectories of diamagnetic unicellular organisms in a magnetic field.

PubMed

Gorobets, Yu I; Gorobets, O Yu

2015-01-01

The statistical model is proposed in this paper for description of orientation of trajectories of unicellular diamagnetic organisms in a magnetic field. The statistical parameter such as the effective energy is calculated on basis of this model. The resulting effective energy is the statistical characteristics of trajectories of diamagnetic microorganisms in a magnetic field connected with their metabolism. The statistical model is applicable for the case when the energy of the thermal motion of bacteria is negligible in comparison with their energy in a magnetic field and the bacteria manifest the significant "active random movement", i.e. there is the randomizing motion of the bacteria of non thermal nature, for example, movement of bacteria by means of flagellum. The energy of the randomizing active self-motion of bacteria is characterized by the new statistical parameter for biological objects. The parameter replaces the energy of the randomizing thermal motion in calculation of the statistical distribution. Copyright © 2014 Elsevier Ltd. All rights reserved.

Model's sparse representation based on reduced mixed GMsFE basis methods

NASA Astrophysics Data System (ADS)

Jiang, Lijian; Li, Qiuqi

2017-06-01

In this paper, we propose a model's sparse representation based on reduced mixed generalized multiscale finite element (GMsFE) basis methods for elliptic PDEs with random inputs. A typical application for the elliptic PDEs is the flow in heterogeneous random porous media. Mixed generalized multiscale finite element method (GMsFEM) is one of the accurate and efficient approaches to solve the flow problem in a coarse grid and obtain the velocity with local mass conservation. When the inputs of the PDEs are parameterized by the random variables, the GMsFE basis functions usually depend on the random parameters. This leads to a large number degree of freedoms for the mixed GMsFEM and substantially impacts on the computation efficiency. In order to overcome the difficulty, we develop reduced mixed GMsFE basis methods such that the multiscale basis functions are independent of the random parameters and span a low-dimensional space. To this end, a greedy algorithm is used to find a set of optimal samples from a training set scattered in the parameter space. Reduced mixed GMsFE basis functions are constructed based on the optimal samples using two optimal sampling strategies: basis-oriented cross-validation and proper orthogonal decomposition. Although the dimension of the space spanned by the reduced mixed GMsFE basis functions is much smaller than the dimension of the original full order model, the online computation still depends on the number of coarse degree of freedoms. To significantly improve the online computation, we integrate the reduced mixed GMsFE basis methods with sparse tensor approximation and obtain a sparse representation for the model's outputs. The sparse representation is very efficient for evaluating the model's outputs for many instances of parameters. To illustrate the efficacy of the proposed methods, we present a few numerical examples for elliptic PDEs with multiscale and random inputs. In particular, a two-phase flow model in random porous media is simulated by the proposed sparse representation method.

Model's sparse representation based on reduced mixed GMsFE basis methods

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

Jiang, Lijian, E-mail: ljjiang@hnu.edu.cn; Li, Qiuqi, E-mail: qiuqili@hnu.edu.cn

2017-06-01

In this paper, we propose a model's sparse representation based on reduced mixed generalized multiscale finite element (GMsFE) basis methods for elliptic PDEs with random inputs. A typical application for the elliptic PDEs is the flow in heterogeneous random porous media. Mixed generalized multiscale finite element method (GMsFEM) is one of the accurate and efficient approaches to solve the flow problem in a coarse grid and obtain the velocity with local mass conservation. When the inputs of the PDEs are parameterized by the random variables, the GMsFE basis functions usually depend on the random parameters. This leads to a largemore » number degree of freedoms for the mixed GMsFEM and substantially impacts on the computation efficiency. In order to overcome the difficulty, we develop reduced mixed GMsFE basis methods such that the multiscale basis functions are independent of the random parameters and span a low-dimensional space. To this end, a greedy algorithm is used to find a set of optimal samples from a training set scattered in the parameter space. Reduced mixed GMsFE basis functions are constructed based on the optimal samples using two optimal sampling strategies: basis-oriented cross-validation and proper orthogonal decomposition. Although the dimension of the space spanned by the reduced mixed GMsFE basis functions is much smaller than the dimension of the original full order model, the online computation still depends on the number of coarse degree of freedoms. To significantly improve the online computation, we integrate the reduced mixed GMsFE basis methods with sparse tensor approximation and obtain a sparse representation for the model's outputs. The sparse representation is very efficient for evaluating the model's outputs for many instances of parameters. To illustrate the efficacy of the proposed methods, we present a few numerical examples for elliptic PDEs with multiscale and random inputs. In particular, a two-phase flow model in random porous media is simulated by the proposed sparse representation method.« less

Analyzing crash frequency in freeway tunnels: A correlated random parameters approach.

PubMed

Hou, Qinzhong; Tarko, Andrew P; Meng, Xianghai

2018-02-01

The majority of past road safety studies focused on open road segments while only a few focused on tunnels. Moreover, the past tunnel studies produced some inconsistent results about the safety effects of the traffic patterns, the tunnel design, and the pavement conditions. The effects of these conditions therefore remain unknown, especially for freeway tunnels in China. The study presented in this paper investigated the safety effects of these various factors utilizing a four-year period (2009-2012) of data as well as three models: 1) a random effects negative binomial model (RENB), 2) an uncorrelated random parameters negative binomial model (URPNB), and 3) a correlated random parameters negative binomial model (CRPNB). Of these three, the results showed that the CRPNB model provided better goodness-of-fit and offered more insights into the factors that contribute to tunnel safety. The CRPNB was not only able to allocate the part of the otherwise unobserved heterogeneity to the individual model parameters but also was able to estimate the cross-correlations between these parameters. Furthermore, the study results showed that traffic volume, tunnel length, proportion of heavy trucks, curvature, and pavement rutting were associated with higher frequencies of traffic crashes, while the distance to the tunnel wall, distance to the adjacent tunnel, distress ratio, International Roughness Index (IRI), and friction coefficient were associated with lower crash frequencies. In addition, the effects of the heterogeneity of the proportion of heavy trucks, the curvature, the rutting depth, and the friction coefficient were identified and their inter-correlations were analyzed. Copyright © 2017 Elsevier Ltd. All rights reserved.

Visible and near infrared spectroscopy coupled to random forest to quantify some soil quality parameters

NASA Astrophysics Data System (ADS)

de Santana, Felipe Bachion; de Souza, André Marcelo; Poppi, Ronei Jesus

2018-02-01

This study evaluates the use of visible and near infrared spectroscopy (Vis-NIRS) combined with multivariate regression based on random forest to quantify some quality soil parameters. The parameters analyzed were soil cation exchange capacity (CEC), sum of exchange bases (SB), organic matter (OM), clay and sand present in the soils of several regions of Brazil. Current methods for evaluating these parameters are laborious, timely and require various wet analytical methods that are not adequate for use in precision agriculture, where faster and automatic responses are required. The random forest regression models were statistically better than PLS regression models for CEC, OM, clay and sand, demonstrating resistance to overfitting, attenuating the effect of outlier samples and indicating the most important variables for the model. The methodology demonstrates the potential of the Vis-NIR as an alternative for determination of CEC, SB, OM, sand and clay, making possible to develop a fast and automatic analytical procedure.

A unified approach for squeal instability analysis of disc brakes with two types of random-fuzzy uncertainties

NASA Astrophysics Data System (ADS)

Lü, Hui; Shangguan, Wen-Bin; Yu, Dejie

2017-09-01

Automotive brake systems are always subjected to various types of uncertainties and two types of random-fuzzy uncertainties may exist in the brakes. In this paper, a unified approach is proposed for squeal instability analysis of disc brakes with two types of random-fuzzy uncertainties. In the proposed approach, two uncertainty analysis models with mixed variables are introduced to model the random-fuzzy uncertainties. The first one is the random and fuzzy model, in which random variables and fuzzy variables exist simultaneously and independently. The second one is the fuzzy random model, in which uncertain parameters are all treated as random variables while their distribution parameters are expressed as fuzzy numbers. Firstly, the fuzziness is discretized by using α-cut technique and the two uncertainty analysis models are simplified into random-interval models. Afterwards, by temporarily neglecting interval uncertainties, the random-interval models are degraded into random models, in which the expectations, variances, reliability indexes and reliability probabilities of system stability functions are calculated. And then, by reconsidering the interval uncertainties, the bounds of the expectations, variances, reliability indexes and reliability probabilities are computed based on Taylor series expansion. Finally, by recomposing the analysis results at each α-cut level, the fuzzy reliability indexes and probabilities can be obtained, by which the brake squeal instability can be evaluated. The proposed approach gives a general framework to deal with both types of random-fuzzy uncertainties that may exist in the brakes and its effectiveness is demonstrated by numerical examples. It will be a valuable supplement to the systematic study of brake squeal considering uncertainty.

From micro-correlations to macro-correlations

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

Eliazar, Iddo, E-mail: iddo.eliazar@intel.com

2016-11-15

Random vectors with a symmetric correlation structure share a common value of pair-wise correlation between their different components. The symmetric correlation structure appears in a multitude of settings, e.g. mixture models. In a mixture model the components of the random vector are drawn independently from a general probability distribution that is determined by an underlying parameter, and the parameter itself is randomized. In this paper we study the overall correlation of high-dimensional random vectors with a symmetric correlation structure. Considering such a random vector, and terming its pair-wise correlation “micro-correlation”, we use an asymptotic analysis to derive the random vector’smore » “macro-correlation” : a score that takes values in the unit interval, and that quantifies the random vector’s overall correlation. The method of obtaining macro-correlations from micro-correlations is then applied to a diverse collection of frameworks that demonstrate the method’s wide applicability.« less

Statistical error model for a solar electric propulsion thrust subsystem

NASA Technical Reports Server (NTRS)

Bantell, M. H.

1973-01-01

The solar electric propulsion thrust subsystem statistical error model was developed as a tool for investigating the effects of thrust subsystem parameter uncertainties on navigation accuracy. The model is currently being used to evaluate the impact of electric engine parameter uncertainties on navigation system performance for a baseline mission to Encke's Comet in the 1980s. The data given represent the next generation in statistical error modeling for low-thrust applications. Principal improvements include the representation of thrust uncertainties and random process modeling in terms of random parametric variations in the thrust vector process for a multi-engine configuration.

A Bayesian ridge regression analysis of congestion's impact on urban expressway safety.

PubMed

Shi, Qi; Abdel-Aty, Mohamed; Lee, Jaeyoung

2016-03-01

With the rapid growth of traffic in urban areas, concerns about congestion and traffic safety have been heightened. This study leveraged both Automatic Vehicle Identification (AVI) system and Microwave Vehicle Detection System (MVDS) installed on an expressway in Central Florida to explore how congestion impacts the crash occurrence in urban areas. Multiple congestion measures from the two systems were developed. To ensure more precise estimates of the congestion's effects, the traffic data were aggregated into peak and non-peak hours. Multicollinearity among traffic parameters was examined. The results showed the presence of multicollinearity especially during peak hours. As a response, ridge regression was introduced to cope with this issue. Poisson models with uncorrelated random effects, correlated random effects, and both correlated random effects and random parameters were constructed within the Bayesian framework. It was proven that correlated random effects could significantly enhance model performance. The random parameters model has similar goodness-of-fit compared with the model with only correlated random effects. However, by accounting for the unobserved heterogeneity, more variables were found to be significantly related to crash frequency. The models indicated that congestion increased crash frequency during peak hours while during non-peak hours it was not a major crash contributing factor. Using the random parameter model, the three congestion measures were compared. It was found that all congestion indicators had similar effects while Congestion Index (CI) derived from MVDS data was a better congestion indicator for safety analysis. Also, analyses showed that the segments with higher congestion intensity could not only increase property damage only (PDO) crashes, but also more severe crashes. In addition, the issues regarding the necessity to incorporate specific congestion indicator for congestion's effects on safety and to take care of the multicollinearity between explanatory variables were also discussed. By including a specific congestion indicator, the model performance significantly improved. When comparing models with and without ridge regression, the magnitude of the coefficients was altered in the existence of multicollinearity. These conclusions suggest that the use of appropriate congestion measure and consideration of multicolilnearity among the variables would improve the models and our understanding about the effects of congestion on traffic safety. Copyright © 2015 Elsevier Ltd. All rights reserved.

Uncertainty Quantification in Simulations of Epidemics Using Polynomial Chaos

PubMed Central

Santonja, F.; Chen-Charpentier, B.

2012-01-01

Mathematical models based on ordinary differential equations are a useful tool to study the processes involved in epidemiology. Many models consider that the parameters are deterministic variables. But in practice, the transmission parameters present large variability and it is not possible to determine them exactly, and it is necessary to introduce randomness. In this paper, we present an application of the polynomial chaos approach to epidemiological mathematical models based on ordinary differential equations with random coefficients. Taking into account the variability of the transmission parameters of the model, this approach allows us to obtain an auxiliary system of differential equations, which is then integrated numerically to obtain the first-and the second-order moments of the output stochastic processes. A sensitivity analysis based on the polynomial chaos approach is also performed to determine which parameters have the greatest influence on the results. As an example, we will apply the approach to an obesity epidemic model. PMID:22927889

Lumped Parameter Modeling for Rapid Vibration Response Prototyping and Test Correlation for Electronic Units

NASA Technical Reports Server (NTRS)

Van Dyke, Michael B.

2013-01-01

Present preliminary work using lumped parameter models to approximate dynamic response of electronic units to random vibration; Derive a general N-DOF model for application to electronic units; Illustrate parametric influence of model parameters; Implication of coupled dynamics for unit/board design; Demonstrate use of model to infer printed wiring board (PWB) dynamics from external chassis test measurement.

A pattern-mixture model approach for handling missing continuous outcome data in longitudinal cluster randomized trials.

PubMed

Fiero, Mallorie H; Hsu, Chiu-Hsieh; Bell, Melanie L

2017-11-20

We extend the pattern-mixture approach to handle missing continuous outcome data in longitudinal cluster randomized trials, which randomize groups of individuals to treatment arms, rather than the individuals themselves. Individuals who drop out at the same time point are grouped into the same dropout pattern. We approach extrapolation of the pattern-mixture model by applying multilevel multiple imputation, which imputes missing values while appropriately accounting for the hierarchical data structure found in cluster randomized trials. To assess parameters of interest under various missing data assumptions, imputed values are multiplied by a sensitivity parameter, k, which increases or decreases imputed values. Using simulated data, we show that estimates of parameters of interest can vary widely under differing missing data assumptions. We conduct a sensitivity analysis using real data from a cluster randomized trial by increasing k until the treatment effect inference changes. By performing a sensitivity analysis for missing data, researchers can assess whether certain missing data assumptions are reasonable for their cluster randomized trial. Copyright © 2017 John Wiley & Sons, Ltd.

CALCULATION OF NONLINEAR CONFIDENCE AND PREDICTION INTERVALS FOR GROUND-WATER FLOW MODELS.

USGS Publications Warehouse

Cooley, Richard L.; Vecchia, Aldo V.

1987-01-01

A method is derived to efficiently compute nonlinear confidence and prediction intervals on any function of parameters derived as output from a mathematical model of a physical system. The method is applied to the problem of obtaining confidence and prediction intervals for manually-calibrated ground-water flow models. To obtain confidence and prediction intervals resulting from uncertainties in parameters, the calibrated model and information on extreme ranges and ordering of the model parameters within one or more independent groups are required. If random errors in the dependent variable are present in addition to uncertainties in parameters, then calculation of prediction intervals also requires information on the extreme range of error expected. A simple Monte Carlo method is used to compute the quantiles necessary to establish probability levels for the confidence and prediction intervals. Application of the method to a hypothetical example showed that inclusion of random errors in the dependent variable in addition to uncertainties in parameters can considerably widen the prediction intervals.

Estimation of beam material random field properties via sensitivity-based model updating using experimental frequency response functions

NASA Astrophysics Data System (ADS)

Machado, M. R.; Adhikari, S.; Dos Santos, J. M. C.; Arruda, J. R. F.

2018-03-01

Structural parameter estimation is affected not only by measurement noise but also by unknown uncertainties which are present in the system. Deterministic structural model updating methods minimise the difference between experimentally measured data and computational prediction. Sensitivity-based methods are very efficient in solving structural model updating problems. Material and geometrical parameters of the structure such as Poisson's ratio, Young's modulus, mass density, modal damping, etc. are usually considered deterministic and homogeneous. In this paper, the distributed and non-homogeneous characteristics of these parameters are considered in the model updating. The parameters are taken as spatially correlated random fields and are expanded in a spectral Karhunen-Loève (KL) decomposition. Using the KL expansion, the spectral dynamic stiffness matrix of the beam is expanded as a series in terms of discretized parameters, which can be estimated using sensitivity-based model updating techniques. Numerical and experimental tests involving a beam with distributed bending rigidity and mass density are used to verify the proposed method. This extension of standard model updating procedures can enhance the dynamic description of structural dynamic models.

Random Blume-Emery-Griffiths model on the Bethe lattice

NASA Astrophysics Data System (ADS)

Albayrak, Erhan

2015-12-01

The random phase transitions of the Blume-Emery-Griffiths (BEG) model for the spin-1 system are investigated on the Bethe lattice and the phase diagrams of the model are obtained. The biquadratic exchange interaction (K) is turned on, i.e. the BEG model, with probability p either attractively (K > 0) or repulsively (K < 0) and turned off, which leads to the BC model, with the probability (1 - p) throughout the Bethe lattice. By taking the bilinear exchange interaction parameter J as a scaling parameter, the effects of the competitions between the reduced crystal fields (D / J), reduced biquadratic exchange interaction parameter (K / J) and the reduced temperature (kT / J) for given values of the probability when the coordination number is q=4, i.e. on a square lattice, are studied in detail.

Kalman filter data assimilation: targeting observations and parameter estimation.

PubMed

Bellsky, Thomas; Kostelich, Eric J; Mahalov, Alex

2014-06-01

This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly located observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation.

Kalman filter data assimilation: Targeting observations and parameter estimation

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

Bellsky, Thomas, E-mail: bellskyt@asu.edu; Kostelich, Eric J.; Mahalov, Alex

2014-06-15

This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly locatedmore » observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation.« less

Deterministic diffusion in flower-shaped billiards.

PubMed

Harayama, Takahisa; Klages, Rainer; Gaspard, Pierre

2002-08-01

We propose a flower-shaped billiard in order to study the irregular parameter dependence of chaotic normal diffusion. Our model is an open system consisting of periodically distributed obstacles in the shape of a flower, and it is strongly chaotic for almost all parameter values. We compute the parameter dependent diffusion coefficient of this model from computer simulations and analyze its functional form using different schemes, all generalizing the simple random walk approximation of Machta and Zwanzig. The improved methods we use are based either on heuristic higher-order corrections to the simple random walk model, on lattice gas simulation methods, or they start from a suitable Green-Kubo formula for diffusion. We show that dynamical correlations, or memory effects, are of crucial importance in reproducing the precise parameter dependence of the diffusion coefficent.

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.

A Gompertzian model with random effects to cervical cancer growth

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

Mazlan, Mazma Syahidatul Ayuni; Rosli, Norhayati

2015-05-15

In this paper, a Gompertzian model with random effects is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via maximum likehood estimation. We apply 4-stage Runge-Kutta (SRK4) for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of the cervical cancer growth. Low values of root mean-square error (RMSE) of Gompertzian model with random effect indicate good fits.

The glassy random laser: replica symmetry breaking in the intensity fluctuations of emission spectra

PubMed Central

Antenucci, Fabrizio; Crisanti, Andrea; Leuzzi, Luca

2015-01-01

The behavior of a newly introduced overlap parameter, measuring the correlation between intensity fluctuations of waves in random media, is analyzed in different physical regimes, with varying amount of disorder and non-linearity. This order parameter allows to identify the laser transition in random media and describes its possible glassy nature in terms of emission spectra data, the only data so far accessible in random laser measurements. The theoretical analysis is performed in terms of the complex spherical spin-glass model, a statistical mechanical model describing the onset and the behavior of random lasers in open cavities. Replica Symmetry Breaking theory allows to discern different kinds of randomness in the high pumping regime, including the most complex and intriguing glassy randomness. The outcome of the theoretical study is, eventually, compared to recent intensity fluctuation overlap measurements demonstrating the validity of the theory and providing a straightforward interpretation of qualitatively different spectral behaviors in different random lasers. PMID:26616194

How large are the consequences of covariate imbalance in cluster randomized trials: a simulation study with a continuous outcome and a binary covariate at the cluster level.

PubMed

Moerbeek, Mirjam; van Schie, Sander

2016-07-11

The number of clusters in a cluster randomized trial is often low. It is therefore likely random assignment of clusters to treatment conditions results in covariate imbalance. There are no studies that quantify the consequences of covariate imbalance in cluster randomized trials on parameter and standard error bias and on power to detect treatment effects. The consequences of covariance imbalance in unadjusted and adjusted linear mixed models are investigated by means of a simulation study. The factors in this study are the degree of imbalance, the covariate effect size, the cluster size and the intraclass correlation coefficient. The covariate is binary and measured at the cluster level; the outcome is continuous and measured at the individual level. The results show covariate imbalance results in negligible parameter bias and small standard error bias in adjusted linear mixed models. Ignoring the possibility of covariate imbalance while calculating the sample size at the cluster level may result in a loss in power of at most 25 % in the adjusted linear mixed model. The results are more severe for the unadjusted linear mixed model: parameter biases up to 100 % and standard error biases up to 200 % may be observed. Power levels based on the unadjusted linear mixed model are often too low. The consequences are most severe for large clusters and/or small intraclass correlation coefficients since then the required number of clusters to achieve a desired power level is smallest. The possibility of covariate imbalance should be taken into account while calculating the sample size of a cluster randomized trial. Otherwise more sophisticated methods to randomize clusters to treatments should be used, such as stratification or balance algorithms. All relevant covariates should be carefully identified, be actually measured and included in the statistical model to avoid severe levels of parameter and standard error bias and insufficient power levels.

Development of a subway operation incident delay model using accelerated failure time approaches.

PubMed

Weng, Jinxian; Zheng, Yang; Yan, Xuedong; Meng, Qiang

2014-12-01

This study aims to develop a subway operational incident delay model using the parametric accelerated time failure (AFT) approach. Six parametric AFT models including the log-logistic, lognormal and Weibull models, with fixed and random parameters are built based on the Hong Kong subway operation incident data from 2005 to 2012, respectively. In addition, the Weibull model with gamma heterogeneity is also considered to compare the model performance. The goodness-of-fit test results show that the log-logistic AFT model with random parameters is most suitable for estimating the subway incident delay. First, the results show that a longer subway operation incident delay is highly correlated with the following factors: power cable failure, signal cable failure, turnout communication disruption and crashes involving a casualty. Vehicle failure makes the least impact on the increment of subway operation incident delay. According to these results, several possible measures, such as the use of short-distance and wireless communication technology (e.g., Wifi and Zigbee) are suggested to shorten the delay caused by subway operation incidents. Finally, the temporal transferability test results show that the developed log-logistic AFT model with random parameters is stable over time. Copyright © 2014 Elsevier Ltd. All rights reserved.

Estimation for the Rasch Model When Both Ability and Difficulty Parameters are Random.

DTIC Science & Technology

1987-02-01

Office of Naval Research. The authors would also like to thank Hsin Ying Lin for performing the computations of the third section and the reviewers of an...MODEL 0’) WHEN BOTH ABILITY AND_ DIFFICULTY PARAMETERS ARE RANDOM Steven E. Rigdon and Robert K. Tsutakawa Mathematical Sciences Technical Report No...13, NR 150-535 with the Personnel and Training Research Programs Psychological Sciences Division Office of Naval Research Approved for public release

Accumulator and random-walk models of psychophysical discrimination: a counter-evaluation.

PubMed

Vickers, D; Smith, P

1985-01-01

In a recent assessment of models of psychophysical discrimination, Heath criticises the accumulator model for its reliance on computer simulation and qualitative evidence, and contrasts it unfavourably with a modified random-walk model, which yields exact predictions, is susceptible to critical test, and is provided with simple parameter-estimation techniques. A counter-evaluation is presented, in which the approximations employed in the modified random-walk analysis are demonstrated to be seriously inaccurate, the resulting parameter estimates to be artefactually determined, and the proposed test not critical. It is pointed out that Heath's specific application of the model is not legitimate, his data treatment inappropriate, and his hypothesis concerning confidence inconsistent with experimental results. Evidence from adaptive performance changes is presented which shows that the necessary assumptions for quantitative analysis in terms of the modified random-walk model are not satisfied, and that the model can be reconciled with data at the qualitative level only by making it virtually indistinguishable from an accumulator process. A procedure for deriving exact predictions for an accumulator process is outlined.

Prediction models for clustered data: comparison of a random intercept and standard regression model

PubMed Central

2013-01-01

Background When study data are clustered, standard regression analysis is considered inappropriate and analytical techniques for clustered data need to be used. For prediction research in which the interest of predictor effects is on the patient level, random effect regression models are probably preferred over standard regression analysis. It is well known that the random effect parameter estimates and the standard logistic regression parameter estimates are different. Here, we compared random effect and standard logistic regression models for their ability to provide accurate predictions. Methods Using an empirical study on 1642 surgical patients at risk of postoperative nausea and vomiting, who were treated by one of 19 anesthesiologists (clusters), we developed prognostic models either with standard or random intercept logistic regression. External validity of these models was assessed in new patients from other anesthesiologists. We supported our results with simulation studies using intra-class correlation coefficients (ICC) of 5%, 15%, or 30%. Standard performance measures and measures adapted for the clustered data structure were estimated. Results The model developed with random effect analysis showed better discrimination than the standard approach, if the cluster effects were used for risk prediction (standard c-index of 0.69 versus 0.66). In the external validation set, both models showed similar discrimination (standard c-index 0.68 versus 0.67). The simulation study confirmed these results. For datasets with a high ICC (≥15%), model calibration was only adequate in external subjects, if the used performance measure assumed the same data structure as the model development method: standard calibration measures showed good calibration for the standard developed model, calibration measures adapting the clustered data structure showed good calibration for the prediction model with random intercept. Conclusion The models with random intercept discriminate better than the standard model only if the cluster effect is used for predictions. The prediction model with random intercept had good calibration within clusters. PMID:23414436

Prediction models for clustered data: comparison of a random intercept and standard regression model.

PubMed

Bouwmeester, Walter; Twisk, Jos W R; Kappen, Teus H; van Klei, Wilton A; Moons, Karel G M; Vergouwe, Yvonne

2013-02-15

When study data are clustered, standard regression analysis is considered inappropriate and analytical techniques for clustered data need to be used. For prediction research in which the interest of predictor effects is on the patient level, random effect regression models are probably preferred over standard regression analysis. It is well known that the random effect parameter estimates and the standard logistic regression parameter estimates are different. Here, we compared random effect and standard logistic regression models for their ability to provide accurate predictions. Using an empirical study on 1642 surgical patients at risk of postoperative nausea and vomiting, who were treated by one of 19 anesthesiologists (clusters), we developed prognostic models either with standard or random intercept logistic regression. External validity of these models was assessed in new patients from other anesthesiologists. We supported our results with simulation studies using intra-class correlation coefficients (ICC) of 5%, 15%, or 30%. Standard performance measures and measures adapted for the clustered data structure were estimated. The model developed with random effect analysis showed better discrimination than the standard approach, if the cluster effects were used for risk prediction (standard c-index of 0.69 versus 0.66). In the external validation set, both models showed similar discrimination (standard c-index 0.68 versus 0.67). The simulation study confirmed these results. For datasets with a high ICC (≥15%), model calibration was only adequate in external subjects, if the used performance measure assumed the same data structure as the model development method: standard calibration measures showed good calibration for the standard developed model, calibration measures adapting the clustered data structure showed good calibration for the prediction model with random intercept. The models with random intercept discriminate better than the standard model only if the cluster effect is used for predictions. The prediction model with random intercept had good calibration within clusters.

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

PubMed

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

2003-11-01

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

Spatiotemporal and random parameter panel data models of traffic crash fatalities in Vietnam.

PubMed

Truong, Long T; Kieu, Le-Minh; Vu, Tuan A

2016-09-01

This paper investigates factors associated with traffic crash fatalities in 63 provinces of Vietnam during the period from 2012 to 2014. Random effect negative binomial (RENB) and random parameter negative binomial (RPNB) panel data models are adopted to consider spatial heterogeneity across provinces. In addition, a spatiotemporal model with conditional autoregressive priors (ST-CAR) is utilised to account for spatiotemporal autocorrelation in the data. The statistical comparison indicates the ST-CAR model outperforms the RENB and RPNB models. Estimation results provide several significant findings. For example, traffic crash fatalities tend to be higher in provinces with greater numbers of level crossings. Passenger distance travelled and road lengths are also positively associated with fatalities. However, hospital densities are negatively associated with fatalities. The safety impact of the national highway 1A, the main transport corridor of the country, is also highlighted. Copyright © 2016 Elsevier Ltd. All rights reserved.

Sunspot random walk and 22-year variation

USGS Publications Warehouse

Love, Jeffrey J.; Rigler, E. Joshua

2012-01-01

We examine two stochastic models for consistency with observed long-term secular trends in sunspot number and a faint, but semi-persistent, 22-yr signal: (1) a null hypothesis, a simple one-parameter random-walk model of sunspot-number cycle-to-cycle change, and, (2) an alternative hypothesis, a two-parameter random-walk model with an imposed 22-yr alternating amplitude. The observed secular trend in sunspots, seen from solar cycle 5 to 23, would not be an unlikely result of the accumulation of multiple random-walk steps. Statistical tests show that a 22-yr signal can be resolved in historical sunspot data; that is, the probability is low that it would be realized from random data. On the other hand, the 22-yr signal has a small amplitude compared to random variation, and so it has a relatively small effect on sunspot predictions. Many published predictions for cycle 24 sunspots fall within the dispersion of previous cycle-to-cycle sunspot differences. The probability is low that the Sun will, with the accumulation of random steps over the next few cycles, walk down to a Dalton-like minimum. Our models support published interpretations of sunspot secular variation and 22-yr variation resulting from cycle-to-cycle accumulation of dynamo-generated magnetic energy.

Study on Nonlinear Vibration Analysis of Gear System with Random Parameters

NASA Astrophysics Data System (ADS)

Tong, Cao; Liu, Xiaoyuan; Fan, Li

2018-03-01

In order to study the dynamic characteristics of gear nonlinear vibration system and the influence of random parameters, firstly, a nonlinear stochastic vibration analysis model of gear 3-DOF is established based on Newton’s Law. And the random response of gear vibration is simulated by stepwise integration method. Secondly, the influence of stochastic parameters such as meshing damping, tooth side gap and excitation frequency on the dynamic response of gear nonlinear system is analyzed by using the stability analysis method such as bifurcation diagram and Lyapunov exponent method. The analysis shows that the stochastic process can not be neglected, which can cause the random bifurcation and chaos of the system response. This study will provide important reference value for vibration engineering designers.

Spatio-temporal modelling of wind speed variations and extremes in the Caribbean and the Gulf of Mexico

NASA Astrophysics Data System (ADS)

Rychlik, Igor; Mao, Wengang

2018-02-01

The wind speed variability in the North Atlantic has been successfully modelled using a spatio-temporal transformed Gaussian field. However, this type of model does not correctly describe the extreme wind speeds attributed to tropical storms and hurricanes. In this study, the transformed Gaussian model is further developed to include the occurrence of severe storms. In this new model, random components are added to the transformed Gaussian field to model rare events with extreme wind speeds. The resulting random field is locally stationary and homogeneous. The localized dependence structure is described by time- and space-dependent parameters. The parameters have a natural physical interpretation. To exemplify its application, the model is fitted to the ECMWF ERA-Interim reanalysis data set. The model is applied to compute long-term wind speed distributions and return values, e.g., 100- or 1000-year extreme wind speeds, and to simulate random wind speed time series at a fixed location or spatio-temporal wind fields around that location.

Cure fraction model with random effects for regional variation in cancer survival.

PubMed

Seppä, Karri; Hakulinen, Timo; Kim, Hyon-Jung; Läärä, Esa

2010-11-30

Assessing regional differences in the survival of cancer patients is important but difficult when separate regions are small or sparsely populated. In this paper, we apply a mixture cure fraction model with random effects to cause-specific survival data of female breast cancer patients collected by the population-based Finnish Cancer Registry. Two sets of random effects were used to capture the regional variation in the cure fraction and in the survival of the non-cured patients, respectively. This hierarchical model was implemented in a Bayesian framework using a Metropolis-within-Gibbs algorithm. To avoid poor mixing of the Markov chain, when the variance of either set of random effects was close to zero, posterior simulations were based on a parameter-expanded model with tailor-made proposal distributions in Metropolis steps. The random effects allowed the fitting of the cure fraction model to the sparse regional data and the estimation of the regional variation in 10-year cause-specific breast cancer survival with a parsimonious number of parameters. Before 1986, the capital of Finland clearly stood out from the rest, but since then all the 21 hospital districts have achieved approximately the same level of survival. Copyright © 2010 John Wiley & Sons, Ltd.

Oscillations and chaos in neural networks: an exactly solvable model.

PubMed Central

Wang, L P; Pichler, E E; Ross, J

1990-01-01

We consider a randomly diluted higher-order network with noise, consisting of McCulloch-Pitts neurons that interact by Hebbian-type connections. For this model, exact dynamical equations are derived and solved for both parallel and random sequential updating algorithms. For parallel dynamics, we find a rich spectrum of different behaviors including static retrieving and oscillatory and chaotic phenomena in different parts of the parameter space. The bifurcation parameters include first- and second-order neuronal interaction coefficients and a rescaled noise level, which represents the combined effects of the random synaptic dilution, interference between stored patterns, and additional background noise. We show that a marked difference in terms of the occurrence of oscillations or chaos exists between neural networks with parallel and random sequential dynamics. Images PMID:2251287

Random diffusion and leverage effect in financial markets.

PubMed

Perelló, Josep; Masoliver, Jaume

2003-03-01

We prove that Brownian market models with random diffusion coefficients provide an exact measure of the leverage effect [J-P. Bouchaud et al., Phys. Rev. Lett. 87, 228701 (2001)]. This empirical fact asserts that past returns are anticorrelated with future diffusion coefficient. Several models with random diffusion have been suggested but without a quantitative study of the leverage effect. Our analysis lets us to fully estimate all parameters involved and allows a deeper study of correlated random diffusion models that may have practical implications for many aspects of financial markets.

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.

Uncertainty Analysis in 3D Equilibrium Reconstruction

DOE PAGES

Cianciosa, Mark R.; Hanson, James D.; Maurer, David A.

2018-02-21

Reconstruction is an inverse process where a parameter space is searched to locate a set of parameters with the highest probability of describing experimental observations. Due to systematic errors and uncertainty in experimental measurements, this optimal set of parameters will contain some associated uncertainty. This uncertainty in the optimal parameters leads to uncertainty in models derived using those parameters. V3FIT is a three-dimensional (3D) equilibrium reconstruction code that propagates uncertainty from the input signals, to the reconstructed parameters, and to the final model. Here in this paper, we describe the methods used to propagate uncertainty in V3FIT. Using the resultsmore » of whole shot 3D equilibrium reconstruction of the Compact Toroidal Hybrid, this propagated uncertainty is validated against the random variation in the resulting parameters. Two different model parameterizations demonstrate how the uncertainty propagation can indicate the quality of a reconstruction. As a proxy for random sampling, the whole shot reconstruction results in a time interval that will be used to validate the propagated uncertainty from a single time slice.« less

Uncertainty Analysis in 3D Equilibrium Reconstruction

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

Cianciosa, Mark R.; Hanson, James D.; Maurer, David A.

Reconstruction is an inverse process where a parameter space is searched to locate a set of parameters with the highest probability of describing experimental observations. Due to systematic errors and uncertainty in experimental measurements, this optimal set of parameters will contain some associated uncertainty. This uncertainty in the optimal parameters leads to uncertainty in models derived using those parameters. V3FIT is a three-dimensional (3D) equilibrium reconstruction code that propagates uncertainty from the input signals, to the reconstructed parameters, and to the final model. Here in this paper, we describe the methods used to propagate uncertainty in V3FIT. Using the resultsmore » of whole shot 3D equilibrium reconstruction of the Compact Toroidal Hybrid, this propagated uncertainty is validated against the random variation in the resulting parameters. Two different model parameterizations demonstrate how the uncertainty propagation can indicate the quality of a reconstruction. As a proxy for random sampling, the whole shot reconstruction results in a time interval that will be used to validate the propagated uncertainty from a single time slice.« less

Diagnostics of Robust Growth Curve Modeling Using Student's "t" Distribution

ERIC Educational Resources Information Center

Tong, Xin; Zhang, Zhiyong

2012-01-01

Growth curve models with different types of distributions of random effects and of intraindividual measurement errors for robust analysis are compared. After demonstrating the influence of distribution specification on parameter estimation, 3 methods for diagnosing the distributions for both random effects and intraindividual measurement errors…

Comparison of Random Forest and Parametric Imputation Models for Imputing Missing Data Using MICE: A CALIBER Study

PubMed Central

Shah, Anoop D.; Bartlett, Jonathan W.; Carpenter, James; Nicholas, Owen; Hemingway, Harry

2014-01-01

Multivariate imputation by chained equations (MICE) is commonly used for imputing missing data in epidemiologic research. The “true” imputation model may contain nonlinearities which are not included in default imputation models. Random forest imputation is a machine learning technique which can accommodate nonlinearities and interactions and does not require a particular regression model to be specified. We compared parametric MICE with a random forest-based MICE algorithm in 2 simulation studies. The first study used 1,000 random samples of 2,000 persons drawn from the 10,128 stable angina patients in the CALIBER database (Cardiovascular Disease Research using Linked Bespoke Studies and Electronic Records; 2001–2010) with complete data on all covariates. Variables were artificially made “missing at random,” and the bias and efficiency of parameter estimates obtained using different imputation methods were compared. Both MICE methods produced unbiased estimates of (log) hazard ratios, but random forest was more efficient and produced narrower confidence intervals. The second study used simulated data in which the partially observed variable depended on the fully observed variables in a nonlinear way. Parameter estimates were less biased using random forest MICE, and confidence interval coverage was better. This suggests that random forest imputation may be useful for imputing complex epidemiologic data sets in which some patients have missing data. PMID:24589914

Comparison of random forest and parametric imputation models for imputing missing data using MICE: a CALIBER study.

PubMed

Shah, Anoop D; Bartlett, Jonathan W; Carpenter, James; Nicholas, Owen; Hemingway, Harry

2014-03-15

Multivariate imputation by chained equations (MICE) is commonly used for imputing missing data in epidemiologic research. The "true" imputation model may contain nonlinearities which are not included in default imputation models. Random forest imputation is a machine learning technique which can accommodate nonlinearities and interactions and does not require a particular regression model to be specified. We compared parametric MICE with a random forest-based MICE algorithm in 2 simulation studies. The first study used 1,000 random samples of 2,000 persons drawn from the 10,128 stable angina patients in the CALIBER database (Cardiovascular Disease Research using Linked Bespoke Studies and Electronic Records; 2001-2010) with complete data on all covariates. Variables were artificially made "missing at random," and the bias and efficiency of parameter estimates obtained using different imputation methods were compared. Both MICE methods produced unbiased estimates of (log) hazard ratios, but random forest was more efficient and produced narrower confidence intervals. The second study used simulated data in which the partially observed variable depended on the fully observed variables in a nonlinear way. Parameter estimates were less biased using random forest MICE, and confidence interval coverage was better. This suggests that random forest imputation may be useful for imputing complex epidemiologic data sets in which some patients have missing data.

Bridges for Pedestrians with Random Parameters using the Stochastic Finite Elements Analysis

NASA Astrophysics Data System (ADS)

Szafran, J.; Kamiński, M.

2017-02-01

The main aim of this paper is to present a Stochastic Finite Element Method analysis with reference to principal design parameters of bridges for pedestrians: eigenfrequency and deflection of bridge span. They are considered with respect to random thickness of plates in boxed-section bridge platform, Young modulus of structural steel and static load resulting from crowd of pedestrians. The influence of the quality of the numerical model in the context of traditional FEM is shown also on the example of a simple steel shield. Steel structures with random parameters are discretized in exactly the same way as for the needs of traditional Finite Element Method. Its probabilistic version is provided thanks to the Response Function Method, where several numerical tests with random parameter values varying around its mean value enable the determination of the structural response and, thanks to the Least Squares Method, its final probabilistic moments.

Effect of cinnamon on glucose control and lipid parameters.

PubMed

Baker, William L; Gutierrez-Williams, Gabriela; White, C Michael; Kluger, Jeffrey; Coleman, Craig I

2008-01-01

To perform a meta-analysis of randomized controlled trials of cinnamon to better characterize its impact on glucose and plasma lipids. A systematic literature search through July 2007 was conducted to identify randomized placebo-controlled trials of cinnamon that reported data on A1C, fasting blood glucose (FBG), or lipid parameters. The mean change in each study end point from baseline was treated as a continuous variable, and the weighted mean difference was calculated as the difference between the mean value in the treatment and control groups. A random-effects model was used. Five prospective randomized controlled trials (n = 282) were identified. Upon meta-analysis, the use of cinnamon did not significantly alter A1C, FBG, or lipid parameters. Subgroup and sensitivity analyses did not significantly change the results. Cinnamon does not appear to improve A1C, FBG, or lipid parameters in patients with type 1 or type 2 diabetes.

Critical space-time networks and geometric phase transitions from frustrated edge antiferromagnetism

NASA Astrophysics Data System (ADS)

Trugenberger, Carlo A.

2015-12-01

Recently I proposed a simple dynamical network model for discrete space-time that self-organizes as a graph with Hausdorff dimension dH=4 . The model has a geometric quantum phase transition with disorder parameter (dH-ds) , where ds is the spectral dimension of the dynamical graph. Self-organization in this network model is based on a competition between a ferromagnetic Ising model for vertices and an antiferromagnetic Ising model for edges. In this paper I solve a toy version of this model defined on a bipartite graph in the mean-field approximation. I show that the geometric phase transition corresponds exactly to the antiferromagnetic transition for edges, the dimensional disorder parameter of the former being mapped to the staggered magnetization order parameter of the latter. The model has a critical point with long-range correlations between edges, where a continuum random geometry can be defined, exactly as in Kazakov's famed 2D random lattice Ising model but now in any number of dimensions.

Box-Cox Mixed Logit Model for Travel Behavior Analysis

NASA Astrophysics Data System (ADS)

Orro, Alfonso; Novales, Margarita; Benitez, Francisco G.

2010-09-01

To represent the behavior of travelers when they are deciding how they are going to get to their destination, discrete choice models, based on the random utility theory, have become one of the most widely used tools. The field in which these models were developed was halfway between econometrics and transport engineering, although the latter now constitutes one of their principal areas of application. In the transport field, they have mainly been applied to mode choice, but also to the selection of destination, route, and other important decisions such as the vehicle ownership. In usual practice, the most frequently employed discrete choice models implement a fixed coefficient utility function that is linear in the parameters. The principal aim of this paper is to present the viability of specifying utility functions with random coefficients that are nonlinear in the parameters, in applications of discrete choice models to transport. Nonlinear specifications in the parameters were present in discrete choice theory at its outset, although they have seldom been used in practice until recently. The specification of random coefficients, however, began with the probit and the hedonic models in the 1970s, and, after a period of apparent little practical interest, has burgeoned into a field of intense activity in recent years with the new generation of mixed logit models. In this communication, we present a Box-Cox mixed logit model, original of the authors. It includes the estimation of the Box-Cox exponents in addition to the parameters of the random coefficients distribution. Probability of choose an alternative is an integral that will be calculated by simulation. The estimation of the model is carried out by maximizing the simulated log-likelihood of a sample of observed individual choices between alternatives. The differences between the predictions yielded by models that are inconsistent with real behavior have been studied with simulation experiments.

Mixed models approaches for joint modeling of different types of responses.

PubMed

Ivanova, Anna; Molenberghs, Geert; Verbeke, Geert

2016-01-01

In many biomedical studies, one jointly collects longitudinal continuous, binary, and survival outcomes, possibly with some observations missing. Random-effects models, sometimes called shared-parameter models or frailty models, received a lot of attention. In such models, the corresponding variance components can be employed to capture the association between the various sequences. In some cases, random effects are considered common to various sequences, perhaps up to a scaling factor; in others, there are different but correlated random effects. Even though a variety of data types has been considered in the literature, less attention has been devoted to ordinal data. For univariate longitudinal or hierarchical data, the proportional odds mixed model (POMM) is an instance of the generalized linear mixed model (GLMM; Breslow and Clayton, 1993). Ordinal data are conveniently replaced by a parsimonious set of dummies, which in the longitudinal setting leads to a repeated set of dummies. When ordinal longitudinal data are part of a joint model, the complexity increases further. This is the setting considered in this paper. We formulate a random-effects based model that, in addition, allows for overdispersion. Using two case studies, it is shown that the combination of random effects to capture association with further correction for overdispersion can improve the model's fit considerably and that the resulting models allow to answer research questions that could not be addressed otherwise. Parameters can be estimated in a fairly straightforward way, using the SAS procedure NLMIXED.

Random regression analyses using B-splines functions to model growth from birth to adult age in Canchim cattle.

PubMed

Baldi, F; Alencar, M M; Albuquerque, L G

2010-12-01

The objective of this work was to estimate covariance functions using random regression models on B-splines functions of animal age, for weights from birth to adult age in Canchim cattle. Data comprised 49,011 records on 2435 females. The model of analysis included fixed effects of contemporary groups, age of dam as quadratic covariable and the population mean trend taken into account by a cubic regression on orthogonal polynomials of animal age. Residual variances were modelled through a step function with four classes. The direct and maternal additive genetic effects, and animal and maternal permanent environmental effects were included as random effects in the model. A total of seventeen analyses, considering linear, quadratic and cubic B-splines functions and up to seven knots, were carried out. B-spline functions of the same order were considered for all random effects. Random regression models on B-splines functions were compared to a random regression model on Legendre polynomials and with a multitrait model. Results from different models of analyses were compared using the REML form of the Akaike Information criterion and Schwarz' Bayesian Information criterion. In addition, the variance components and genetic parameters estimated for each random regression model were also used as criteria to choose the most adequate model to describe the covariance structure of the data. A model fitting quadratic B-splines, with four knots or three segments for direct additive genetic effect and animal permanent environmental effect and two knots for maternal additive genetic effect and maternal permanent environmental effect, was the most adequate to describe the covariance structure of the data. Random regression models using B-spline functions as base functions fitted the data better than Legendre polynomials, especially at mature ages, but higher number of parameters need to be estimated with B-splines functions. © 2010 Blackwell Verlag GmbH.

Using a Shared Parameter Mixture Model to Estimate Change during Treatment when Termination is Related to Recovery Speed

PubMed Central

Gottfredson, Nisha C.; Bauer, Daniel J.; Baldwin, Scott A.; Okiishi, John C.

2014-01-01

Objective This study demonstrates how to use a shared parameter mixture model (SPMM) in longitudinal psychotherapy studies to accommodate missing that are due to a correlation between rate of improvement and termination of therapy. Traditional growth models assume that such a relationship does not exist (i.e., assume that data are missing at random) and will produce biased results if this assumption is incorrect. Method We use longitudinal data from 4,676 patients enrolled in a naturalistic study of psychotherapy to compare results from a latent growth model and a shared parameter mixture model (SPMM). Results In this dataset, estimates of the rate of improvement during therapy differ by 6.50 – 6.66% across the two models, indicating that participants with steeper trajectories left psychotherapy earliest, thereby potentially biasing inference for the slope in the latent growth model. Conclusion We conclude that reported estimates of change during therapy may be underestimated in naturalistic studies of therapy in which participants and their therapists determine the end of treatment. Because non-randomly missing data can also occur in randomized controlled trials or in observational studies of development, the utility of the SPMM extends beyond naturalistic psychotherapy data. PMID:24274626

A stylistic classification of Russian-language texts based on the random walk model

NASA Astrophysics Data System (ADS)

Kramarenko, A. A.; Nekrasov, K. A.; Filimonov, V. V.; Zhivoderov, A. A.; Amieva, A. A.

2017-09-01

A formal approach to text analysis is suggested that is based on the random walk model. The frequencies and reciprocal positions of the vowel letters are matched up by a process of quasi-particle migration. Statistically significant difference in the migration parameters for the texts of different functional styles is found. Thus, a possibility of classification of texts using the suggested method is demonstrated. Five groups of the texts are singled out that can be distinguished from one another by the parameters of the quasi-particle migration process.

Adapted random sampling patterns for accelerated MRI.

PubMed

Knoll, Florian; Clason, Christian; Diwoky, Clemens; Stollberger, Rudolf

2011-02-01

Variable density random sampling patterns have recently become increasingly popular for accelerated imaging strategies, as they lead to incoherent aliasing artifacts. However, the design of these sampling patterns is still an open problem. Current strategies use model assumptions like polynomials of different order to generate a probability density function that is then used to generate the sampling pattern. This approach relies on the optimization of design parameters which is very time consuming and therefore impractical for daily clinical use. This work presents a new approach that generates sampling patterns by making use of power spectra of existing reference data sets and hence requires neither parameter tuning nor an a priori mathematical model of the density of sampling points. The approach is validated with downsampling experiments, as well as with accelerated in vivo measurements. The proposed approach is compared with established sampling patterns, and the generalization potential is tested by using a range of reference images. Quantitative evaluation is performed for the downsampling experiments using RMS differences to the original, fully sampled data set. Our results demonstrate that the image quality of the method presented in this paper is comparable to that of an established model-based strategy when optimization of the model parameter is carried out and yields superior results to non-optimized model parameters. However, no random sampling pattern showed superior performance when compared to conventional Cartesian subsampling for the considered reconstruction strategy.

Effects of random initial conditions on the dynamical scaling behaviors of a fixed-energy Manna sandpile model in one dimension

NASA Astrophysics Data System (ADS)

Kwon, Sungchul; Kim, Jin Min

2015-01-01

For a fixed-energy (FE) Manna sandpile model in one dimension, we investigate the effects of random initial conditions on the dynamical scaling behavior of an order parameter. In the FE Manna model, the density ρ of total particles is conserved, and an absorbing phase transition occurs at ρc as ρ varies. In this work, we show that, for a given ρ , random initial distributions of particles lead to the domain structure in which domains with particle densities higher and lower than ρc alternate with each other. In the domain structure, the dominant length scale is the average domain length, which increases via the coalescence of adjacent domains. At ρc, the domain structure slows down the decay of an order parameter and also causes anomalous finite-size effects, i.e., power-law decay followed by an exponential one before the quasisteady state. As a result, the interplay of particle conservation and random initial conditions causes the domain structure, which is the origin of the anomalous dynamical scaling behaviors for random initial conditions.

Numerical simulation of asphalt mixtures fracture using continuum models

NASA Astrophysics Data System (ADS)

Szydłowski, Cezary; Górski, Jarosław; Stienss, Marcin; Smakosz, Łukasz

2018-01-01

The paper considers numerical models of fracture processes of semi-circular asphalt mixture specimens subjected to three-point bending. Parameter calibration of the asphalt mixture constitutive models requires advanced, complex experimental test procedures. The highly non-homogeneous material is numerically modelled by a quasi-continuum model. The computational parameters are averaged data of the components, i.e. asphalt, aggregate and the air voids composing the material. The model directly captures random nature of material parameters and aggregate distribution in specimens. Initial results of the analysis are presented here.

Hot-spot model for accretion disc variability as random process. II. Mathematics of the power-spectrum break frequency

NASA Astrophysics Data System (ADS)

Pecháček, T.; Goosmann, R. W.; Karas, V.; Czerny, B.; Dovčiak, M.

2013-08-01

Context. We study some general properties of accretion disc variability in the context of stationary random processes. In particular, we are interested in mathematical constraints that can be imposed on the functional form of the Fourier power-spectrum density (PSD) that exhibits a multiply broken shape and several local maxima. Aims: We develop a methodology for determining the regions of the model parameter space that can in principle reproduce a PSD shape with a given number and position of local peaks and breaks of the PSD slope. Given the vast space of possible parameters, it is an important requirement that the method is fast in estimating the PSD shape for a given parameter set of the model. Methods: We generated and discuss the theoretical PSD profiles of a shot-noise-type random process with exponentially decaying flares. Then we determined conditions under which one, two, or more breaks or local maxima occur in the PSD. We calculated positions of these features and determined the changing slope of the model PSD. Furthermore, we considered the influence of the modulation by the orbital motion for a variability pattern assumed to result from an orbiting-spot model. Results: We suggest that our general methodology can be useful for describing non-monotonic PSD profiles (such as the trend seen, on different scales, in exemplary cases of the high-mass X-ray binary Cygnus X-1 and the narrow-line Seyfert galaxy Ark 564). We adopt a model where these power spectra are reproduced as a superposition of several Lorentzians with varying amplitudes in the X-ray-band light curve. Our general approach can help in constraining the model parameters and in determining which parts of the parameter space are accessible under various circumstances.

Multi-level Bayesian safety analysis with unprocessed Automatic Vehicle Identification data for an urban expressway.

PubMed

Shi, Qi; Abdel-Aty, Mohamed; Yu, Rongjie

2016-03-01

In traffic safety studies, crash frequency modeling of total crashes is the cornerstone before proceeding to more detailed safety evaluation. The relationship between crash occurrence and factors such as traffic flow and roadway geometric characteristics has been extensively explored for a better understanding of crash mechanisms. In this study, a multi-level Bayesian framework has been developed in an effort to identify the crash contributing factors on an urban expressway in the Central Florida area. Two types of traffic data from the Automatic Vehicle Identification system, which are the processed data capped at speed limit and the unprocessed data retaining the original speed were incorporated in the analysis along with road geometric information. The model framework was proposed to account for the hierarchical data structure and the heterogeneity among the traffic and roadway geometric data. Multi-level and random parameters models were constructed and compared with the Negative Binomial model under the Bayesian inference framework. Results showed that the unprocessed traffic data was superior. Both multi-level models and random parameters models outperformed the Negative Binomial model and the models with random parameters achieved the best model fitting. The contributing factors identified imply that on the urban expressway lower speed and higher speed variation could significantly increase the crash likelihood. Other geometric factors were significant including auxiliary lanes and horizontal curvature. Copyright © 2015 Elsevier Ltd. All rights reserved.

Heritability estimations for inner muscular fat in Hereford cattle using random regressions

USDA-ARS?s Scientific Manuscript database

Random regressions make possible to make genetic predictions and parameters estimation across a gradient of environments, allowing a more accurate and beneficial use of animals as breeders in specific environments. The objective of this study was to use random regression models to estimate heritabil...

Aspen succession in the Intermountain West: A deterministic model

Treesearch

Dale L. Bartos; Frederick R. Ward; George S. Innis

1983-01-01

A deterministic model of succession in aspen forests was developed using existing data and intuition. The degree of uncertainty, which was determined by allowing the parameter values to vary at random within limits, was larger than desired. This report presents results of an analysis of model sensitivity to changes in parameter values. These results have indicated...

Influence of Choice of Null Network on Small-World Parameters of Structural Correlation Networks

PubMed Central

Hosseini, S. M. Hadi; Kesler, Shelli R.

2013-01-01

In recent years, coordinated variations in brain morphology (e.g., volume, thickness) have been employed as a measure of structural association between brain regions to infer large-scale structural correlation networks. Recent evidence suggests that brain networks constructed in this manner are inherently more clustered than random networks of the same size and degree. Thus, null networks constructed by randomizing topology are not a good choice for benchmarking small-world parameters of these networks. In the present report, we investigated the influence of choice of null networks on small-world parameters of gray matter correlation networks in healthy individuals and survivors of acute lymphoblastic leukemia. Three types of null networks were studied: 1) networks constructed by topology randomization (TOP), 2) networks matched to the distributional properties of the observed covariance matrix (HQS), and 3) networks generated from correlation of randomized input data (COR). The results revealed that the choice of null network not only influences the estimated small-world parameters, it also influences the results of between-group differences in small-world parameters. In addition, at higher network densities, the choice of null network influences the direction of group differences in network measures. Our data suggest that the choice of null network is quite crucial for interpretation of group differences in small-world parameters of structural correlation networks. We argue that none of the available null models is perfect for estimation of small-world parameters for correlation networks and the relative strengths and weaknesses of the selected model should be carefully considered with respect to obtained network measures. PMID:23840672

Parameter estimation of multivariate multiple regression model using bayesian with non-informative Jeffreys’ prior distribution

NASA Astrophysics Data System (ADS)

Saputro, D. R. S.; Amalia, F.; Widyaningsih, P.; Affan, R. C.

2018-05-01

Bayesian method is a method that can be used to estimate the parameters of multivariate multiple regression model. Bayesian method has two distributions, there are prior and posterior distributions. Posterior distribution is influenced by the selection of prior distribution. Jeffreys’ prior distribution is a kind of Non-informative prior distribution. This prior is used when the information about parameter not available. Non-informative Jeffreys’ prior distribution is combined with the sample information resulting the posterior distribution. Posterior distribution is used to estimate the parameter. The purposes of this research is to estimate the parameters of multivariate regression model using Bayesian method with Non-informative Jeffreys’ prior distribution. Based on the results and discussion, parameter estimation of β and Σ which were obtained from expected value of random variable of marginal posterior distribution function. The marginal posterior distributions for β and Σ are multivariate normal and inverse Wishart. However, in calculation of the expected value involving integral of a function which difficult to determine the value. Therefore, approach is needed by generating of random samples according to the posterior distribution characteristics of each parameter using Markov chain Monte Carlo (MCMC) Gibbs sampling algorithm.

Mapping an operator's perception of a parameter space

NASA Technical Reports Server (NTRS)

Pew, R. W.; Jagacinski, R. J.

1972-01-01

Operators monitored the output of two versions of the crossover model having a common random input. Their task was to make discrete, real-time adjustments of the parameters k and tau of one of the models to make its output time history converge to that of the other, fixed model. A plot was obtained of the direction of parameter change as a function of position in the (tau, k) parameter space relative to the nominal value. The plot has a great deal of structure and serves as one form of representation of the operator's perception of the parameter space.

Influences of system uncertainties on the numerical transfer path analysis of engine systems

NASA Astrophysics Data System (ADS)

Acri, A.; Nijman, E.; Acri, A.; Offner, G.

2017-10-01

Practical mechanical systems operate with some degree of uncertainty. In numerical models uncertainties can result from poorly known or variable parameters, from geometrical approximation, from discretization or numerical errors, from uncertain inputs or from rapidly changing forcing that can be best described in a stochastic framework. Recently, random matrix theory was introduced to take parameter uncertainties into account in numerical modeling problems. In particular in this paper, Wishart random matrix theory is applied on a multi-body dynamic system to generate random variations of the properties of system components. Multi-body dynamics is a powerful numerical tool largely implemented during the design of new engines. In this paper the influence of model parameter variability on the results obtained from the multi-body simulation of engine dynamics is investigated. The aim is to define a methodology to properly assess and rank system sources when dealing with uncertainties. Particular attention is paid to the influence of these uncertainties on the analysis and the assessment of the different engine vibration sources. Examples of the effects of different levels of uncertainties are illustrated by means of examples using a representative numerical powertrain model. A numerical transfer path analysis, based on system dynamic substructuring, is used to derive and assess the internal engine vibration sources. The results obtained from this analysis are used to derive correlations between parameter uncertainties and statistical distribution of results. The derived statistical information can be used to advance the knowledge of the multi-body analysis and the assessment of system sources when uncertainties in model parameters are considered.

Estimation of Random Medium Parameters from 2D Post-Stack Seismic Data and Its Application in Seismic Inversion

NASA Astrophysics Data System (ADS)

Yang, X.; Zhu, P.; Gu, Y.; Xu, Z.

2015-12-01

Small scale heterogeneities of subsurface medium can be characterized conveniently and effectively using a few simple random medium parameters (RMP), such as autocorrelation length, angle and roughness factor, etc. The estimation of these parameters is significant in both oil reservoir prediction and metallic mine exploration. Poor accuracy and low stability existed in current estimation approaches limit the application of random medium theory in seismic exploration. This study focuses on improving the accuracy and stability of RMP estimation from post-stacked seismic data and its application in the seismic inversion. Experiment and theory analysis indicate that, although the autocorrelation of random medium is related to those of corresponding post-stacked seismic data, the relationship is obviously affected by the seismic dominant frequency, the autocorrelation length, roughness factor and so on. Also the error of calculation of autocorrelation in the case of finite and discrete model decreases the accuracy. In order to improve the precision of estimation of RMP, we design two improved approaches. Firstly, we apply region growing algorithm, which often used in image processing, to reduce the influence of noise in the autocorrelation calculated by the power spectrum method. Secondly, the orientation of autocorrelation is used as a new constraint in the estimation algorithm. The numerical experiments proved that it is feasible. In addition, in post-stack seismic inversion of random medium, the estimated RMP may be used to constrain inverse procedure and to construct the initial model. The experiment results indicate that taking inversed model as random medium and using relatively accurate estimated RMP to construct initial model can get better inversion result, which contained more details conformed to the actual underground medium.

Stochastic models for atomic clocks

NASA Technical Reports Server (NTRS)

Barnes, J. A.; Jones, R. H.; Tryon, P. V.; Allan, D. W.

1983-01-01

For the atomic clocks used in the National Bureau of Standards Time Scales, an adequate model is the superposition of white FM, random walk FM, and linear frequency drift for times longer than about one minute. The model was tested on several clocks using maximum likelihood techniques for parameter estimation and the residuals were acceptably random. Conventional diagnostics indicate that additional model elements contribute no significant improvement to the model even at the expense of the added model complexity.

Identifying differentially expressed genes in cancer patients using a non-parameter Ising model.

PubMed

Li, Xumeng; Feltus, Frank A; Sun, Xiaoqian; Wang, James Z; Luo, Feng

2011-10-01

Identification of genes and pathways involved in diseases and physiological conditions is a major task in systems biology. In this study, we developed a novel non-parameter Ising model to integrate protein-protein interaction network and microarray data for identifying differentially expressed (DE) genes. We also proposed a simulated annealing algorithm to find the optimal configuration of the Ising model. The Ising model was applied to two breast cancer microarray data sets. The results showed that more cancer-related DE sub-networks and genes were identified by the Ising model than those by the Markov random field model. Furthermore, cross-validation experiments showed that DE genes identified by Ising model can improve classification performance compared with DE genes identified by Markov random field model. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Parameter identification using a creeping-random-search algorithm

NASA Technical Reports Server (NTRS)

Parrish, R. V.

1971-01-01

A creeping-random-search algorithm is applied to different types of problems in the field of parameter identification. The studies are intended to demonstrate that a random-search algorithm can be applied successfully to these various problems, which often cannot be handled by conventional deterministic methods, and, also, to introduce methods that speed convergence to an extremal of the problem under investigation. Six two-parameter identification problems with analytic solutions are solved, and two application problems are discussed in some detail. Results of the study show that a modified version of the basic creeping-random-search algorithm chosen does speed convergence in comparison with the unmodified version. The results also show that the algorithm can successfully solve problems that contain limits on state or control variables, inequality constraints (both independent and dependent, and linear and nonlinear), or stochastic models.

The effects of the one-step replica symmetry breaking on the Sherrington-Kirkpatrick spin glass model in the presence of random field with a joint Gaussian probability density function for the exchange interactions and random fields

NASA Astrophysics Data System (ADS)

Hadjiagapiou, Ioannis A.; Velonakis, Ioannis N.

2018-07-01

The Sherrington-Kirkpatrick Ising spin glass model, in the presence of a random magnetic field, is investigated within the framework of the one-step replica symmetry breaking. The two random variables (exchange integral interaction Jij and random magnetic field hi) are drawn from a joint Gaussian probability density function characterized by a correlation coefficient ρ, assuming positive and negative values. The thermodynamic properties, the three different phase diagrams and system's parameters are computed with respect to the natural parameters of the joint Gaussian probability density function at non-zero and zero temperatures. The low temperature negative entropy controversy, a result of the replica symmetry approach, has been partly remedied in the current study, leading to a less negative result. In addition, the present system possesses two successive spin glass phase transitions with characteristic temperatures.

Logistic random effects regression models: a comparison of statistical packages for binary and ordinal outcomes.

PubMed

Li, Baoyue; Lingsma, Hester F; Steyerberg, Ewout W; Lesaffre, Emmanuel

2011-05-23

Logistic random effects models are a popular tool to analyze multilevel also called hierarchical data with a binary or ordinal outcome. Here, we aim to compare different statistical software implementations of these models. We used individual patient data from 8509 patients in 231 centers with moderate and severe Traumatic Brain Injury (TBI) enrolled in eight Randomized Controlled Trials (RCTs) and three observational studies. We fitted logistic random effects regression models with the 5-point Glasgow Outcome Scale (GOS) as outcome, both dichotomized as well as ordinal, with center and/or trial as random effects, and as covariates age, motor score, pupil reactivity or trial. We then compared the implementations of frequentist and Bayesian methods to estimate the fixed and random effects. Frequentist approaches included R (lme4), Stata (GLLAMM), SAS (GLIMMIX and NLMIXED), MLwiN ([R]IGLS) and MIXOR, Bayesian approaches included WinBUGS, MLwiN (MCMC), R package MCMCglmm and SAS experimental procedure MCMC.Three data sets (the full data set and two sub-datasets) were analysed using basically two logistic random effects models with either one random effect for the center or two random effects for center and trial. For the ordinal outcome in the full data set also a proportional odds model with a random center effect was fitted. The packages gave similar parameter estimates for both the fixed and random effects and for the binary (and ordinal) models for the main study and when based on a relatively large number of level-1 (patient level) data compared to the number of level-2 (hospital level) data. However, when based on relatively sparse data set, i.e. when the numbers of level-1 and level-2 data units were about the same, the frequentist and Bayesian approaches showed somewhat different results. The software implementations differ considerably in flexibility, computation time, and usability. There are also differences in the availability of additional tools for model evaluation, such as diagnostic plots. The experimental SAS (version 9.2) procedure MCMC appeared to be inefficient. On relatively large data sets, the different software implementations of logistic random effects regression models produced similar results. Thus, for a large data set there seems to be no explicit preference (of course if there is no preference from a philosophical point of view) for either a frequentist or Bayesian approach (if based on vague priors). The choice for a particular implementation may largely depend on the desired flexibility, and the usability of the package. For small data sets the random effects variances are difficult to estimate. In the frequentist approaches the MLE of this variance was often estimated zero with a standard error that is either zero or could not be determined, while for Bayesian methods the estimates could depend on the chosen "non-informative" prior of the variance parameter. The starting value for the variance parameter may be also critical for the convergence of the Markov chain.

Finite-range Coulomb gas models of banded random matrices and quantum kicked rotors

NASA Astrophysics Data System (ADS)

Pandey, Akhilesh; Kumar, Avanish; Puri, Sanjay

2017-11-01

Dyson demonstrated an equivalence between infinite-range Coulomb gas models and classical random matrix ensembles for the study of eigenvalue statistics. We introduce finite-range Coulomb gas (FRCG) models via a Brownian matrix process, and study them analytically and by Monte Carlo simulations. These models yield new universality classes, and provide a theoretical framework for the study of banded random matrices (BRMs) and quantum kicked rotors (QKRs). We demonstrate that, for a BRM of bandwidth b and a QKR of chaos parameter α , the appropriate FRCG model has the effective range d =b2/N =α2/N , for large N matrix dimensionality. As d increases, there is a transition from Poisson to classical random matrix statistics.

Finite-range Coulomb gas models of banded random matrices and quantum kicked rotors.

PubMed

Pandey, Akhilesh; Kumar, Avanish; Puri, Sanjay

2017-11-01

Dyson demonstrated an equivalence between infinite-range Coulomb gas models and classical random matrix ensembles for the study of eigenvalue statistics. We introduce finite-range Coulomb gas (FRCG) models via a Brownian matrix process, and study them analytically and by Monte Carlo simulations. These models yield new universality classes, and provide a theoretical framework for the study of banded random matrices (BRMs) and quantum kicked rotors (QKRs). We demonstrate that, for a BRM of bandwidth b and a QKR of chaos parameter α, the appropriate FRCG model has the effective range d=b^{2}/N=α^{2}/N, for large N matrix dimensionality. As d increases, there is a transition from Poisson to classical random matrix statistics.

Nested generalized linear mixed model with ordinal response: Simulation and application on poverty data in Java Island

NASA Astrophysics Data System (ADS)

Widyaningsih, Yekti; Saefuddin, Asep; Notodiputro, Khairil A.; Wigena, Aji H.

2012-05-01

The objective of this research is to build a nested generalized linear mixed model using an ordinal response variable with some covariates. There are three main jobs in this paper, i.e. parameters estimation procedure, simulation, and implementation of the model for the real data. At the part of parameters estimation procedure, concepts of threshold, nested random effect, and computational algorithm are described. The simulations data are built for 3 conditions to know the effect of different parameter values of random effect distributions. The last job is the implementation of the model for the data about poverty in 9 districts of Java Island. The districts are Kuningan, Karawang, and Majalengka chose randomly in West Java; Temanggung, Boyolali, and Cilacap from Central Java; and Blitar, Ngawi, and Jember from East Java. The covariates in this model are province, number of bad nutrition cases, number of farmer families, and number of health personnel. In this modeling, all covariates are grouped as ordinal scale. Unit observation in this research is sub-district (kecamatan) nested in district, and districts (kabupaten) are nested in province. For the result of simulation, ARB (Absolute Relative Bias) and RRMSE (Relative Root of mean square errors) scale is used. They show that prov parameters have the highest bias, but more stable RRMSE in all conditions. The simulation design needs to be improved by adding other condition, such as higher correlation between covariates. Furthermore, as the result of the model implementation for the data, only number of farmer family and number of medical personnel have significant contributions to the level of poverty in Central Java and East Java province, and only district 2 (Karawang) of province 1 (West Java) has different random effect from the others. The source of the data is PODES (Potensi Desa) 2008 from BPS (Badan Pusat Statistik).

Stochastic analysis of uncertain thermal parameters for random thermal regime of frozen soil around a single freezing pipe

NASA Astrophysics Data System (ADS)

Wang, Tao; Zhou, Guoqing; Wang, Jianzhou; Zhou, Lei

2018-03-01

The artificial ground freezing method (AGF) is widely used in civil and mining engineering, and the thermal regime of frozen soil around the freezing pipe affects the safety of design and construction. The thermal parameters can be truly random due to heterogeneity of the soil properties, which lead to the randomness of thermal regime of frozen soil around the freezing pipe. The purpose of this paper is to study the one-dimensional (1D) random thermal regime problem on the basis of a stochastic analysis model and the Monte Carlo (MC) method. Considering the uncertain thermal parameters of frozen soil as random variables, stochastic processes and random fields, the corresponding stochastic thermal regime of frozen soil around a single freezing pipe are obtained and analyzed. Taking the variability of each stochastic parameter into account individually, the influences of each stochastic thermal parameter on stochastic thermal regime are investigated. The results show that the mean temperatures of frozen soil around the single freezing pipe with three analogy method are the same while the standard deviations are different. The distributions of standard deviation have a great difference at different radial coordinate location and the larger standard deviations are mainly at the phase change area. The computed data with random variable method and stochastic process method have a great difference from the measured data while the computed data with random field method well agree with the measured data. Each uncertain thermal parameter has a different effect on the standard deviation of frozen soil temperature around the single freezing pipe. These results can provide a theoretical basis for the design and construction of AGF.

The Evaluation of Bias of the Weighted Random Effects Model Estimators. Research Report. ETS RR-11-13

ERIC Educational Resources Information Center

Jia, Yue; Stokes, Lynne; Harris, Ian; Wang, Yan

2011-01-01

Estimation of parameters of random effects models from samples collected via complex multistage designs is considered. One way to reduce estimation bias due to unequal probabilities of selection is to incorporate sampling weights. Many researchers have been proposed various weighting methods (Korn, & Graubard, 2003; Pfeffermann, Skinner,…

Optimization Of Mean-Semivariance-Skewness Portfolio Selection Model In Fuzzy Random Environment

NASA Astrophysics Data System (ADS)

Chatterjee, Amitava; Bhattacharyya, Rupak; Mukherjee, Supratim; Kar, Samarjit

2010-10-01

The purpose of the paper is to construct a mean-semivariance-skewness portfolio selection model in fuzzy random environment. The objective is to maximize the skewness with predefined maximum risk tolerance and minimum expected return. Here the security returns in the objectives and constraints are assumed to be fuzzy random variables in nature and then the vagueness of the fuzzy random variables in the objectives and constraints are transformed into fuzzy variables which are similar to trapezoidal numbers. The newly formed fuzzy model is then converted into a deterministic optimization model. The feasibility and effectiveness of the proposed method is verified by numerical example extracted from Bombay Stock Exchange (BSE). The exact parameters of fuzzy membership function and probability density function are obtained through fuzzy random simulating the past dates.

Estimation of pharmacokinetic parameters from non-compartmental variables using Microsoft Excel.

PubMed

Dansirikul, Chantaratsamon; Choi, Malcolm; Duffull, Stephen B

2005-06-01

This study was conducted to develop a method, termed 'back analysis (BA)', for converting non-compartmental variables to compartment model dependent pharmacokinetic parameters for both one- and two-compartment models. A Microsoft Excel spreadsheet was implemented with the use of Solver and visual basic functions. The performance of the BA method in estimating pharmacokinetic parameter values was evaluated by comparing the parameter values obtained to a standard modelling software program, NONMEM, using simulated data. The results show that the BA method was reasonably precise and provided low bias in estimating fixed and random effect parameters for both one- and two-compartment models. The pharmacokinetic parameters estimated from the BA method were similar to those of NONMEM estimation.

Reference-free error estimation for multiple measurement methods.

PubMed

Madan, Hennadii; Pernuš, Franjo; Špiclin, Žiga

2018-01-01

We present a computational framework to select the most accurate and precise method of measurement of a certain quantity, when there is no access to the true value of the measurand. A typical use case is when several image analysis methods are applied to measure the value of a particular quantitative imaging biomarker from the same images. The accuracy of each measurement method is characterized by systematic error (bias), which is modeled as a polynomial in true values of measurand, and the precision as random error modeled with a Gaussian random variable. In contrast to previous works, the random errors are modeled jointly across all methods, thereby enabling the framework to analyze measurement methods based on similar principles, which may have correlated random errors. Furthermore, the posterior distribution of the error model parameters is estimated from samples obtained by Markov chain Monte-Carlo and analyzed to estimate the parameter values and the unknown true values of the measurand. The framework was validated on six synthetic and one clinical dataset containing measurements of total lesion load, a biomarker of neurodegenerative diseases, which was obtained with four automatic methods by analyzing brain magnetic resonance images. The estimates of bias and random error were in a good agreement with the corresponding least squares regression estimates against a reference.

Interpolating between random walks and optimal transportation routes: Flow with multiple sources and targets

NASA Astrophysics Data System (ADS)

Guex, Guillaume

2016-05-01

In recent articles about graphs, different models proposed a formalism to find a type of path between two nodes, the source and the target, at crossroads between the shortest-path and the random-walk path. These models include a freely adjustable parameter, allowing to tune the behavior of the path toward randomized movements or direct routes. This article presents a natural generalization of these models, namely a model with multiple sources and targets. In this context, source nodes can be viewed as locations with a supply of a certain good (e.g. people, money, information) and target nodes as locations with a demand of the same good. An algorithm is constructed to display the flow of goods in the network between sources and targets. With again a freely adjustable parameter, this flow can be tuned to follow routes of minimum cost, thus displaying the flow in the context of the optimal transportation problem or, by contrast, a random flow, known to be similar to the electrical current flow if the random-walk is reversible. Moreover, a source-targetcoupling can be retrieved from this flow, offering an optimal assignment to the transportation problem. This algorithm is described in the first part of this article and then illustrated with case studies.

Bayesian Hierarchical Random Intercept Model Based on Three Parameter Gamma Distribution

NASA Astrophysics Data System (ADS)

Wirawati, Ika; Iriawan, Nur; Irhamah

2017-06-01

Hierarchical data structures are common throughout many areas of research. Beforehand, the existence of this type of data was less noticed in the analysis. The appropriate statistical analysis to handle this type of data is the hierarchical linear model (HLM). This article will focus only on random intercept model (RIM), as a subclass of HLM. This model assumes that the intercept of models in the lowest level are varied among those models, and their slopes are fixed. The differences of intercepts were suspected affected by some variables in the upper level. These intercepts, therefore, are regressed against those upper level variables as predictors. The purpose of this paper would demonstrate a proven work of the proposed two level RIM of the modeling on per capita household expenditure in Maluku Utara, which has five characteristics in the first level and three characteristics of districts/cities in the second level. The per capita household expenditure data in the first level were captured by the three parameters Gamma distribution. The model, therefore, would be more complex due to interaction of many parameters for representing the hierarchical structure and distribution pattern of the data. To simplify the estimation processes of parameters, the computational Bayesian method couple with Markov Chain Monte Carlo (MCMC) algorithm and its Gibbs Sampling are employed.

Machine Learning Predictions of a Multiresolution Climate Model Ensemble

NASA Astrophysics Data System (ADS)

Anderson, Gemma J.; Lucas, Donald D.

2018-05-01

Statistical models of high-resolution climate models are useful for many purposes, including sensitivity and uncertainty analyses, but building them can be computationally prohibitive. We generated a unique multiresolution perturbed parameter ensemble of a global climate model. We use a novel application of a machine learning technique known as random forests to train a statistical model on the ensemble to make high-resolution model predictions of two important quantities: global mean top-of-atmosphere energy flux and precipitation. The random forests leverage cheaper low-resolution simulations, greatly reducing the number of high-resolution simulations required to train the statistical model. We demonstrate that high-resolution predictions of these quantities can be obtained by training on an ensemble that includes only a small number of high-resolution simulations. We also find that global annually averaged precipitation is more sensitive to resolution changes than to any of the model parameters considered.

Modelling Biophysical Parameters of Maize Using Landsat 8 Time Series

NASA Astrophysics Data System (ADS)

Dahms, Thorsten; Seissiger, Sylvia; Conrad, Christopher; Borg, Erik

2016-06-01

Open and free access to multi-frequent high-resolution data (e.g. Sentinel - 2) will fortify agricultural applications based on satellite data. The temporal and spatial resolution of these remote sensing datasets directly affects the applicability of remote sensing methods, for instance a robust retrieving of biophysical parameters over the entire growing season with very high geometric resolution. In this study we use machine learning methods to predict biophysical parameters, namely the fraction of absorbed photosynthetic radiation (FPAR), the leaf area index (LAI) and the chlorophyll content, from high resolution remote sensing. 30 Landsat 8 OLI scenes were available in our study region in Mecklenburg-Western Pomerania, Germany. In-situ data were weekly to bi-weekly collected on 18 maize plots throughout the summer season 2015. The study aims at an optimized prediction of biophysical parameters and the identification of the best explaining spectral bands and vegetation indices. For this purpose, we used the entire in-situ dataset from 24.03.2015 to 15.10.2015. Random forest and conditional inference forests were used because of their explicit strong exploratory and predictive character. Variable importance measures allowed for analysing the relation between the biophysical parameters with respect to the spectral response, and the performance of the two approaches over the plant stock evolvement. Classical random forest regression outreached the performance of conditional inference forests, in particular when modelling the biophysical parameters over the entire growing period. For example, modelling biophysical parameters of maize for the entire vegetation period using random forests yielded: FPAR: R² = 0.85; RMSE = 0.11; LAI: R² = 0.64; RMSE = 0.9 and chlorophyll content (SPAD): R² = 0.80; RMSE=4.9. Our results demonstrate the great potential in using machine-learning methods for the interpretation of long-term multi-frequent remote sensing datasets to model biophysical parameters.

Auxiliary Parameter MCMC for Exponential Random Graph Models

NASA Astrophysics Data System (ADS)

Byshkin, Maksym; Stivala, Alex; Mira, Antonietta; Krause, Rolf; Robins, Garry; Lomi, Alessandro

2016-11-01

Exponential random graph models (ERGMs) are a well-established family of statistical models for analyzing social networks. Computational complexity has so far limited the appeal of ERGMs for the analysis of large social networks. Efficient computational methods are highly desirable in order to extend the empirical scope of ERGMs. In this paper we report results of a research project on the development of snowball sampling methods for ERGMs. We propose an auxiliary parameter Markov chain Monte Carlo (MCMC) algorithm for sampling from the relevant probability distributions. The method is designed to decrease the number of allowed network states without worsening the mixing of the Markov chains, and suggests a new approach for the developments of MCMC samplers for ERGMs. We demonstrate the method on both simulated and actual (empirical) network data and show that it reduces CPU time for parameter estimation by an order of magnitude compared to current MCMC methods.

Computation of restoration of ligand response in the random kinetics of a prostate cancer cell signaling pathway.

PubMed

Dana, Saswati; Nakakuki, Takashi; Hatakeyama, Mariko; Kimura, Shuhei; Raha, Soumyendu

2011-01-01

Mutation and/or dysfunction of signaling proteins in the mitogen activated protein kinase (MAPK) signal transduction pathway are frequently observed in various kinds of human cancer. Consistent with this fact, in the present study, we experimentally observe that the epidermal growth factor (EGF) induced activation profile of MAP kinase signaling is not straightforward dose-dependent in the PC3 prostate cancer cells. To find out what parameters and reactions in the pathway are involved in this departure from the normal dose-dependency, a model-based pathway analysis is performed. The pathway is mathematically modeled with 28 rate equations yielding those many ordinary differential equations (ODE) with kinetic rate constants that have been reported to take random values in the existing literature. This has led to us treating the ODE model of the pathways kinetics as a random differential equations (RDE) system in which the parameters are random variables. We show that our RDE model captures the uncertainty in the kinetic rate constants as seen in the behavior of the experimental data and more importantly, upon simulation, exhibits the abnormal EGF dose-dependency of the activation profile of MAP kinase signaling in PC3 prostate cancer cells. The most likely set of values of the kinetic rate constants obtained from fitting the RDE model into the experimental data is then used in a direct transcription based dynamic optimization method for computing the changes needed in these kinetic rate constant values for the restoration of the normal EGF dose response. The last computation identifies the parameters, i.e., the kinetic rate constants in the RDE model, that are the most sensitive to the change in the EGF dose response behavior in the PC3 prostate cancer cells. The reactions in which these most sensitive parameters participate emerge as candidate drug targets on the signaling pathway. 2011 Elsevier Ireland Ltd. All rights reserved.

Estimating Model Prediction Error: Should You Treat Predictions as Fixed or Random?

NASA Technical Reports Server (NTRS)

Wallach, Daniel; Thorburn, Peter; Asseng, Senthold; Challinor, Andrew J.; Ewert, Frank; Jones, James W.; Rotter, Reimund; Ruane, Alexander

2016-01-01

Crop models are important tools for impact assessment of climate change, as well as for exploring management options under current climate. It is essential to evaluate the uncertainty associated with predictions of these models. We compare two criteria of prediction error; MSEP fixed, which evaluates mean squared error of prediction for a model with fixed structure, parameters and inputs, and MSEP uncertain( X), which evaluates mean squared error averaged over the distributions of model structure, inputs and parameters. Comparison of model outputs with data can be used to estimate the former. The latter has a squared bias term, which can be estimated using hindcasts, and a model variance term, which can be estimated from a simulation experiment. The separate contributions to MSEP uncertain (X) can be estimated using a random effects ANOVA. It is argued that MSEP uncertain (X) is the more informative uncertainty criterion, because it is specific to each prediction situation.

Spectral statistics of random geometric graphs

NASA Astrophysics Data System (ADS)

Dettmann, C. P.; Georgiou, O.; Knight, G.

2017-04-01

We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short-range correlations in the level spacings of the spectrum via the nearest-neighbour and next-nearest-neighbour spacing distribution and long-range correlations via the spectral rigidity Δ3 statistic. These correlations in the level spacings give information about localisation of eigenvectors, level of community structure and the level of randomness within the networks. We find a parameter-dependent transition between Poisson and Gaussian orthogonal ensemble statistics. That is the spectral statistics of spatial random geometric graphs fits the universality of random matrix theory found in other models such as Erdős-Rényi, Barabási-Albert and Watts-Strogatz random graphs.

Estimation of hysteretic damping of structures by stochastic subspace identification

NASA Astrophysics Data System (ADS)

Bajrić, Anela; Høgsberg, Jan

2018-05-01

Output-only system identification techniques can estimate modal parameters of structures represented by linear time-invariant systems. However, the extension of the techniques to structures exhibiting non-linear behavior has not received much attention. This paper presents an output-only system identification method suitable for random response of dynamic systems with hysteretic damping. The method applies the concept of Stochastic Subspace Identification (SSI) to estimate the model parameters of a dynamic system with hysteretic damping. The restoring force is represented by the Bouc-Wen model, for which an equivalent linear relaxation model is derived. Hysteretic properties can be encountered in engineering structures exposed to severe cyclic environmental loads, as well as in vibration mitigation devices, such as Magneto-Rheological (MR) dampers. The identification technique incorporates the equivalent linear damper model in the estimation procedure. Synthetic data, representing the random vibrations of systems with hysteresis, validate the estimated system parameters by the presented identification method at low and high-levels of excitation amplitudes.

A computationally efficient parallel Levenberg-Marquardt algorithm for highly parameterized inverse model analyses

NASA Astrophysics Data System (ADS)

Lin, Youzuo; O'Malley, Daniel; Vesselinov, Velimir V.

2016-09-01

Inverse modeling seeks model parameters given a set of observations. However, for practical problems because the number of measurements is often large and the model parameters are also numerous, conventional methods for inverse modeling can be computationally expensive. We have developed a new, computationally efficient parallel Levenberg-Marquardt method for solving inverse modeling problems with a highly parameterized model space. Levenberg-Marquardt methods require the solution of a linear system of equations which can be prohibitively expensive to compute for moderate to large-scale problems. Our novel method projects the original linear problem down to a Krylov subspace such that the dimensionality of the problem can be significantly reduced. Furthermore, we store the Krylov subspace computed when using the first damping parameter and recycle the subspace for the subsequent damping parameters. The efficiency of our new inverse modeling algorithm is significantly improved using these computational techniques. We apply this new inverse modeling method to invert for random transmissivity fields in 2-D and a random hydraulic conductivity field in 3-D. Our algorithm is fast enough to solve for the distributed model parameters (transmissivity) in the model domain. The algorithm is coded in Julia and implemented in the MADS computational framework (http://mads.lanl.gov). By comparing with Levenberg-Marquardt methods using standard linear inversion techniques such as QR or SVD methods, our Levenberg-Marquardt method yields a speed-up ratio on the order of ˜101 to ˜102 in a multicore computational environment. Therefore, our new inverse modeling method is a powerful tool for characterizing subsurface heterogeneity for moderate to large-scale problems.

Random vs. Combinatorial Methods for Discrete Event Simulation of a Grid Computer Network

NASA Technical Reports Server (NTRS)

Kuhn, D. Richard; Kacker, Raghu; Lei, Yu

2010-01-01

This study compared random and t-way combinatorial inputs of a network simulator, to determine if these two approaches produce significantly different deadlock detection for varying network configurations. Modeling deadlock detection is important for analyzing configuration changes that could inadvertently degrade network operations, or to determine modifications that could be made by attackers to deliberately induce deadlock. Discrete event simulation of a network may be conducted using random generation, of inputs. In this study, we compare random with combinatorial generation of inputs. Combinatorial (or t-way) testing requires every combination of any t parameter values to be covered by at least one test. Combinatorial methods can be highly effective because empirical data suggest that nearly all failures involve the interaction of a small number of parameters (1 to 6). Thus, for example, if all deadlocks involve at most 5-way interactions between n parameters, then exhaustive testing of all n-way interactions adds no additional information that would not be obtained by testing all 5-way interactions. While the maximum degree of interaction between parameters involved in the deadlocks clearly cannot be known in advance, covering all t-way interactions may be more efficient than using random generation of inputs. In this study we tested this hypothesis for t = 2, 3, and 4 for deadlock detection in a network simulation. Achieving the same degree of coverage provided by 4-way tests would have required approximately 3.2 times as many random tests; thus combinatorial methods were more efficient for detecting deadlocks involving a higher degree of interactions. The paper reviews explanations for these results and implications for modeling and simulation.

Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks

PubMed Central

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-01-01

Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org. PMID:26063822

Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks.

PubMed

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-07-06

Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org.

Sustainability of transport structures - some aspects of the nonlinear reliability assessment

NASA Astrophysics Data System (ADS)

Pukl, Radomír; Sajdlová, Tereza; Strauss, Alfred; Lehký, David; Novák, Drahomír

2017-09-01

Efficient techniques for both nonlinear numerical analysis of concrete structures and advanced stochastic simulation methods have been combined in order to offer an advanced tool for assessment of realistic behaviour, failure and safety assessment of transport structures. The utilized approach is based on randomization of the non-linear finite element analysis of the structural models. Degradation aspects such as carbonation of concrete can be accounted in order predict durability of the investigated structure and its sustainability. Results can serve as a rational basis for the performance and sustainability assessment based on advanced nonlinear computer analysis of the structures of transport infrastructure such as bridges or tunnels. In the stochastic simulation the input material parameters obtained from material tests including their randomness and uncertainty are represented as random variables or fields. Appropriate identification of material parameters is crucial for the virtual failure modelling of structures and structural elements. Inverse analysis using artificial neural networks and virtual stochastic simulations approach is applied to determine the fracture mechanical parameters of the structural material and its numerical model. Structural response, reliability and sustainability have been investigated on different types of transport structures made from various materials using the above mentioned methodology and tools.

About influence of input rate random part of nonstationary queue system on statistical estimates of its macroscopic indicators

NASA Astrophysics Data System (ADS)

Korelin, Ivan A.; Porshnev, Sergey V.

2018-05-01

A model of the non-stationary queuing system (NQS) is described. The input of this model receives a flow of requests with input rate λ = λdet (t) + λrnd (t), where λdet (t) is a deterministic function depending on time; λrnd (t) is a random function. The parameters of functions λdet (t), λrnd (t) were identified on the basis of statistical information on visitor flows collected from various Russian football stadiums. The statistical modeling of NQS is carried out and the average statistical dependences are obtained: the length of the queue of requests waiting for service, the average wait time for the service, the number of visitors entered to the stadium on the time. It is shown that these dependencies can be characterized by the following parameters: the number of visitors who entered at the time of the match; time required to service all incoming visitors; the maximum value; the argument value when the studied dependence reaches its maximum value. The dependences of these parameters on the energy ratio of the deterministic and random component of the input rate are investigated.

Logistic random effects regression models: a comparison of statistical packages for binary and ordinal outcomes

PubMed Central

2011-01-01

Background Logistic random effects models are a popular tool to analyze multilevel also called hierarchical data with a binary or ordinal outcome. Here, we aim to compare different statistical software implementations of these models. Methods We used individual patient data from 8509 patients in 231 centers with moderate and severe Traumatic Brain Injury (TBI) enrolled in eight Randomized Controlled Trials (RCTs) and three observational studies. We fitted logistic random effects regression models with the 5-point Glasgow Outcome Scale (GOS) as outcome, both dichotomized as well as ordinal, with center and/or trial as random effects, and as covariates age, motor score, pupil reactivity or trial. We then compared the implementations of frequentist and Bayesian methods to estimate the fixed and random effects. Frequentist approaches included R (lme4), Stata (GLLAMM), SAS (GLIMMIX and NLMIXED), MLwiN ([R]IGLS) and MIXOR, Bayesian approaches included WinBUGS, MLwiN (MCMC), R package MCMCglmm and SAS experimental procedure MCMC. Three data sets (the full data set and two sub-datasets) were analysed using basically two logistic random effects models with either one random effect for the center or two random effects for center and trial. For the ordinal outcome in the full data set also a proportional odds model with a random center effect was fitted. Results The packages gave similar parameter estimates for both the fixed and random effects and for the binary (and ordinal) models for the main study and when based on a relatively large number of level-1 (patient level) data compared to the number of level-2 (hospital level) data. However, when based on relatively sparse data set, i.e. when the numbers of level-1 and level-2 data units were about the same, the frequentist and Bayesian approaches showed somewhat different results. The software implementations differ considerably in flexibility, computation time, and usability. There are also differences in the availability of additional tools for model evaluation, such as diagnostic plots. The experimental SAS (version 9.2) procedure MCMC appeared to be inefficient. Conclusions On relatively large data sets, the different software implementations of logistic random effects regression models produced similar results. Thus, for a large data set there seems to be no explicit preference (of course if there is no preference from a philosophical point of view) for either a frequentist or Bayesian approach (if based on vague priors). The choice for a particular implementation may largely depend on the desired flexibility, and the usability of the package. For small data sets the random effects variances are difficult to estimate. In the frequentist approaches the MLE of this variance was often estimated zero with a standard error that is either zero or could not be determined, while for Bayesian methods the estimates could depend on the chosen "non-informative" prior of the variance parameter. The starting value for the variance parameter may be also critical for the convergence of the Markov chain. PMID:21605357

Modeling and Bayesian parameter estimation for shape memory alloy bending actuators

NASA Astrophysics Data System (ADS)

Crews, John H.; Smith, Ralph C.

2012-04-01

In this paper, we employ a homogenized energy model (HEM) for shape memory alloy (SMA) bending actuators. Additionally, we utilize a Bayesian method for quantifying parameter uncertainty. The system consists of a SMA wire attached to a flexible beam. As the actuator is heated, the beam bends, providing endoscopic motion. The model parameters are fit to experimental data using an ordinary least-squares approach. The uncertainty in the fit model parameters is then quantified using Markov Chain Monte Carlo (MCMC) methods. The MCMC algorithm provides bounds on the parameters, which will ultimately be used in robust control algorithms. One purpose of the paper is to test the feasibility of the Random Walk Metropolis algorithm, the MCMC method used here.

A comparison of random draw and locally neutral models for the avifauna of an English woodland.

PubMed

Dolman, Andrew M; Blackburn, Tim M

2004-06-03

Explanations for patterns observed in the structure of local assemblages are frequently sought with reference to interactions between species, and between species and their local environment. However, analyses of null models, where non-interactive local communities are assembled from regional species pools, have demonstrated that much of the structure of local assemblages remains in simulated assemblages where local interactions have been excluded. Here we compare the ability of two null models to reproduce the breeding bird community of Eastern Wood, a 16-hectare woodland in England, UK. A random draw model, in which there is complete annual replacement of the community by immigrants from the regional pool, is compared to a locally neutral community model, in which there are two additional parameters describing the proportion of the community replaced annually (per capita death rate) and the proportion of individuals recruited locally rather than as immigrants from the regional pool. Both the random draw and locally neutral model are capable of reproducing with significant accuracy several features of the observed structure of the annual Eastern Wood breeding bird community, including species relative abundances, species richness and species composition. The two additional parameters present in the neutral model result in a qualitatively more realistic representation of the Eastern Wood breeding bird community, particularly of its dynamics through time. The fact that these parameters can be varied, allows for a close quantitative fit between model and observed communities to be achieved, particularly with respect to annual species richness and species accumulation through time. The presence of additional free parameters does not detract from the qualitative improvement in the model and the neutral model remains a model of local community structure that is null with respect to species differences at the local scale. The ability of this locally neutral model to describe a larger number of woodland bird communities with either little variation in its parameters or with variation explained by features local to the woods themselves (such as the area and isolation of a wood) will be a key subsequent test of its relevance.

A mixed-effects regression model for longitudinal multivariate ordinal data.

PubMed

Liu, Li C; Hedeker, Donald

2006-03-01

A mixed-effects item response theory model that allows for three-level multivariate ordinal outcomes and accommodates multiple random subject effects is proposed for analysis of multivariate ordinal outcomes in longitudinal studies. This model allows for the estimation of different item factor loadings (item discrimination parameters) for the multiple outcomes. The covariates in the model do not have to follow the proportional odds assumption and can be at any level. Assuming either a probit or logistic response function, maximum marginal likelihood estimation is proposed utilizing multidimensional Gauss-Hermite quadrature for integration of the random effects. An iterative Fisher scoring solution, which provides standard errors for all model parameters, is used. An analysis of a longitudinal substance use data set, where four items of substance use behavior (cigarette use, alcohol use, marijuana use, and getting drunk or high) are repeatedly measured over time, is used to illustrate application of the proposed model.

Modeling and predicting the Spanish Bachillerato academic results over the next few years using a random network model

NASA Astrophysics Data System (ADS)

Cortés, J.-C.; Colmenar, J.-M.; Hidalgo, J.-I.; Sánchez-Sánchez, A.; Santonja, F.-J.; Villanueva, R.-J.

2016-01-01

Academic performance is a concern of paramount importance in Spain, where around of 30 % of the students in the last two courses in high school, before to access to the labor market or to the university, do not achieve the minimum knowledge required according to the Spanish educational law in force. In order to analyze this problem, we propose a random network model to study the dynamics of the academic performance in Spain. Our approach is based on the idea that both, good and bad study habits, are a mixture of personal decisions and influence of classmates. Moreover, in order to consider the uncertainty in the estimation of model parameters, we perform a lot of simulations taking as the model parameters the ones that best fit data returned by the Differential Evolution algorithm. This technique permits to forecast model trends in the next few years using confidence intervals.

Stochastic mechanical model of vocal folds for producing jitter and for identifying pathologies through real voices.

PubMed

Cataldo, E; Soize, C

2018-06-06

Jitter, in voice production applications, is a random phenomenon characterized by the deviation of the glottal cycle length with respect to a mean value. Its study can help in identifying pathologies related to the vocal folds according to the values obtained through the different ways to measure it. This paper aims to propose a stochastic model, considering three control parameters, to generate jitter based on a deterministic one-mass model for the dynamics of the vocal folds and to identify parameters from the stochastic model taking into account real voice signals experimentally obtained. To solve the corresponding stochastic inverse problem, the cost function used is based on the distance between probability density functions of the random variables associated with the fundamental frequencies obtained by the experimental voices and the simulated ones, and also on the distance between features extracted from the voice signals, simulated and experimental, to calculate jitter. The results obtained show that the model proposed is valid and some samples of voices are synthesized considering the identified parameters for normal and pathological cases. The strategy adopted is also a novelty and mainly because a solution was obtained. In addition to the use of three parameters to construct the model of jitter, it is the discussion of a parameter related to the bandwidth of the power spectral density function of the stochastic process to measure the quality of the signal generated. A study about the influence of all the main parameters is also performed. The identification of the parameters of the model considering pathological cases is maybe of all novelties introduced by the paper the most interesting. Copyright © 2018 Elsevier Ltd. All rights reserved.

Logistic regression of family data from retrospective study designs.

PubMed

Whittemore, Alice S; Halpern, Jerry

2003-11-01

We wish to study the effects of genetic and environmental factors on disease risk, using data from families ascertained because they contain multiple cases of the disease. To do so, we must account for the way participants were ascertained, and for within-family correlations in both disease occurrences and covariates. We model the joint probability distribution of the covariates of ascertained family members, given family disease occurrence and pedigree structure. We describe two such covariate models: the random effects model and the marginal model. Both models assume a logistic form for the distribution of one person's covariates that involves a vector beta of regression parameters. The components of beta in the two models have different interpretations, and they differ in magnitude when the covariates are correlated within families. We describe ascertainment assumptions needed to estimate consistently the parameters beta(RE) in the random effects model and the parameters beta(M) in the marginal model. Under the ascertainment assumptions for the random effects model, we show that conditional logistic regression (CLR) of matched family data gives a consistent estimate beta(RE) for beta(RE) and a consistent estimate for the covariance matrix of beta(RE). Under the ascertainment assumptions for the marginal model, we show that unconditional logistic regression (ULR) gives a consistent estimate for beta(M), and we give a consistent estimator for its covariance matrix. The random effects/CLR approach is simple to use and to interpret, but it can use data only from families containing both affected and unaffected members. The marginal/ULR approach uses data from all individuals, but its variance estimates require special computations. A C program to compute these variance estimates is available at http://www.stanford.edu/dept/HRP/epidemiology. We illustrate these pros and cons by application to data on the effects of parity on ovarian cancer risk in mother/daughter pairs, and use simulations to study the performance of the estimates. Copyright 2003 Wiley-Liss, Inc.

Random forests and stochastic gradient boosting for predicting tree canopy cover: Comparing tuning processes and model performance

Treesearch

E. Freeman; G. Moisen; J. Coulston; B. Wilson

2014-01-01

Random forests (RF) and stochastic gradient boosting (SGB), both involving an ensemble of classification and regression trees, are compared for modeling tree canopy cover for the 2011 National Land Cover Database (NLCD). The objectives of this study were twofold. First, sensitivity of RF and SGB to choices in tuning parameters was explored. Second, performance of the...

Nonlinear consolidation in randomly heterogeneous highly compressible aquitards

NASA Astrophysics Data System (ADS)

Zapata-Norberto, Berenice; Morales-Casique, Eric; Herrera, Graciela S.

2018-05-01

Severe land subsidence due to groundwater extraction may occur in multiaquifer systems where highly compressible aquitards are present. The highly compressible nature of the aquitards leads to nonlinear consolidation where the groundwater flow parameters are stress-dependent. The case is further complicated by the heterogeneity of the hydrogeologic and geotechnical properties of the aquitards. The effect of realistic vertical heterogeneity of hydrogeologic and geotechnical parameters on the consolidation of highly compressible aquitards is investigated by means of one-dimensional Monte Carlo numerical simulations where the lower boundary represents the effect of an instant drop in hydraulic head due to groundwater pumping. Two thousand realizations are generated for each of the following parameters: hydraulic conductivity ( K), compression index ( C c), void ratio ( e) and m (an empirical parameter relating hydraulic conductivity and void ratio). The correlation structure, the mean and the variance for each parameter were obtained from a literature review about field studies in the lacustrine sediments of Mexico City. The results indicate that among the parameters considered, random K has the largest effect on the ensemble average behavior of the system when compared to a nonlinear consolidation model with deterministic initial parameters. The deterministic solution underestimates the ensemble average of total settlement when initial K is random. In addition, random K leads to the largest variance (and therefore largest uncertainty) of total settlement, groundwater flux and time to reach steady-state conditions.

Random regression models using Legendre orthogonal polynomials to evaluate the milk production of Alpine goats.

PubMed

Silva, F G; Torres, R A; Brito, L F; Euclydes, R F; Melo, A L P; Souza, N O; Ribeiro, J I; Rodrigues, M T

2013-12-11

The objective of this study was to identify the best random regression model using Legendre orthogonal polynomials to evaluate Alpine goats genetically and to estimate the parameters for test day milk yield. On the test day, we analyzed 20,710 records of milk yield of 667 goats from the Goat Sector of the Universidade Federal de Viçosa. The evaluated models had combinations of distinct fitting orders for polynomials (2-5), random genetic (1-7), and permanent environmental (1-7) fixed curves and a number of classes for residual variance (2, 4, 5, and 6). WOMBAT software was used for all genetic analyses. A random regression model using the best Legendre orthogonal polynomial for genetic evaluation of milk yield on the test day of Alpine goats considered a fixed curve of order 4, curve of genetic additive effects of order 2, curve of permanent environmental effects of order 7, and a minimum of 5 classes of residual variance because it was the most economical model among those that were equivalent to the complete model by the likelihood ratio test. Phenotypic variance and heritability were higher at the end of the lactation period, indicating that the length of lactation has more genetic components in relation to the production peak and persistence. It is very important that the evaluation utilizes the best combination of fixed, genetic additive and permanent environmental regressions, and number of classes of heterogeneous residual variance for genetic evaluation using random regression models, thereby enhancing the precision and accuracy of the estimates of parameters and prediction of genetic values.

Random Wiring, Ganglion Cell Mosaics, and the Functional Architecture of the Visual Cortex

PubMed Central

Coppola, David; White, Leonard E.; Wolf, Fred

2015-01-01

The architecture of iso-orientation domains in the primary visual cortex (V1) of placental carnivores and primates apparently follows species invariant quantitative laws. Dynamical optimization models assuming that neurons coordinate their stimulus preferences throughout cortical circuits linking millions of cells specifically predict these invariants. This might indicate that V1’s intrinsic connectome and its functional architecture adhere to a single optimization principle with high precision and robustness. To validate this hypothesis, it is critical to closely examine the quantitative predictions of alternative candidate theories. Random feedforward wiring within the retino-cortical pathway represents a conceptually appealing alternative to dynamical circuit optimization because random dimension-expanding projections are believed to generically exhibit computationally favorable properties for stimulus representations. Here, we ask whether the quantitative invariants of V1 architecture can be explained as a generic emergent property of random wiring. We generalize and examine the stochastic wiring model proposed by Ringach and coworkers, in which iso-orientation domains in the visual cortex arise through random feedforward connections between semi-regular mosaics of retinal ganglion cells (RGCs) and visual cortical neurons. We derive closed-form expressions for cortical receptive fields and domain layouts predicted by the model for perfectly hexagonal RGC mosaics. Including spatial disorder in the RGC positions considerably changes the domain layout properties as a function of disorder parameters such as position scatter and its correlations across the retina. However, independent of parameter choice, we find that the model predictions substantially deviate from the layout laws of iso-orientation domains observed experimentally. Considering random wiring with the currently most realistic model of RGC mosaic layouts, a pairwise interacting point process, the predicted layouts remain distinct from experimental observations and resemble Gaussian random fields. We conclude that V1 layout invariants are specific quantitative signatures of visual cortical optimization, which cannot be explained by generic random feedforward-wiring models. PMID:26575467

Joint inversion of marine seismic AVA and CSEM data using statistical rock-physics models and Markov random fields: Stochastic inversion of AVA and CSEM data

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

Chen, J.; Hoversten, G.M.

2011-09-15

Joint inversion of seismic AVA and CSEM data requires rock-physics relationships to link seismic attributes to electrical properties. Ideally, we can connect them through reservoir parameters (e.g., porosity and water saturation) by developing physical-based models, such as Gassmann’s equations and Archie’s law, using nearby borehole logs. This could be difficult in the exploration stage because information available is typically insufficient for choosing suitable rock-physics models and for subsequently obtaining reliable estimates of the associated parameters. The use of improper rock-physics models and the inaccuracy of the estimates of model parameters may cause misleading inversion results. Conversely, it is easy tomore » derive statistical relationships among seismic and electrical attributes and reservoir parameters from distant borehole logs. In this study, we develop a Bayesian model to jointly invert seismic AVA and CSEM data for reservoir parameter estimation using statistical rock-physics models; the spatial dependence of geophysical and reservoir parameters are carried out by lithotypes through Markov random fields. We apply the developed model to a synthetic case, which simulates a CO{sub 2} monitoring application. We derive statistical rock-physics relations from borehole logs at one location and estimate seismic P- and S-wave velocity ratio, acoustic impedance, density, electrical resistivity, lithotypes, porosity, and water saturation at three different locations by conditioning to seismic AVA and CSEM data. Comparison of the inversion results with their corresponding true values shows that the correlation-based statistical rock-physics models provide significant information for improving the joint inversion results.« less

Parametric correlation functions to model the structure of permanent environmental (co)variances in milk yield random regression models.

PubMed

Bignardi, A B; El Faro, L; Cardoso, V L; Machado, P F; Albuquerque, L G

2009-09-01

The objective of the present study was to estimate milk yield genetic parameters applying random regression models and parametric correlation functions combined with a variance function to model animal permanent environmental effects. A total of 152,145 test-day milk yields from 7,317 first lactations of Holstein cows belonging to herds located in the southeastern region of Brazil were analyzed. Test-day milk yields were divided into 44 weekly classes of days in milk. Contemporary groups were defined by herd-test-day comprising a total of 2,539 classes. The model included direct additive genetic, permanent environmental, and residual random effects. The following fixed effects were considered: contemporary group, age of cow at calving (linear and quadratic regressions), and the population average lactation curve modeled by fourth-order orthogonal Legendre polynomial. Additive genetic effects were modeled by random regression on orthogonal Legendre polynomials of days in milk, whereas permanent environmental effects were estimated using a stationary or nonstationary parametric correlation function combined with a variance function of different orders. The structure of residual variances was modeled using a step function containing 6 variance classes. The genetic parameter estimates obtained with the model using a stationary correlation function associated with a variance function to model permanent environmental effects were similar to those obtained with models employing orthogonal Legendre polynomials for the same effect. A model using a sixth-order polynomial for additive effects and a stationary parametric correlation function associated with a seventh-order variance function to model permanent environmental effects would be sufficient for data fitting.

Random-effects linear modeling and sample size tables for two special crossover designs of average bioequivalence studies: the four-period, two-sequence, two-formulation and six-period, three-sequence, three-formulation designs.

PubMed

Diaz, Francisco J; Berg, Michel J; Krebill, Ron; Welty, Timothy; Gidal, Barry E; Alloway, Rita; Privitera, Michael

2013-12-01

Due to concern and debate in the epilepsy medical community and to the current interest of the US Food and Drug Administration (FDA) in revising approaches to the approval of generic drugs, the FDA is currently supporting ongoing bioequivalence studies of antiepileptic drugs, the EQUIGEN studies. During the design of these crossover studies, the researchers could not find commercial or non-commercial statistical software that quickly allowed computation of sample sizes for their designs, particularly software implementing the FDA requirement of using random-effects linear models for the analyses of bioequivalence studies. This article presents tables for sample-size evaluations of average bioequivalence studies based on the two crossover designs used in the EQUIGEN studies: the four-period, two-sequence, two-formulation design, and the six-period, three-sequence, three-formulation design. Sample-size computations assume that random-effects linear models are used in bioequivalence analyses with crossover designs. Random-effects linear models have been traditionally viewed by many pharmacologists and clinical researchers as just mathematical devices to analyze repeated-measures data. In contrast, a modern view of these models attributes an important mathematical role in theoretical formulations in personalized medicine to them, because these models not only have parameters that represent average patients, but also have parameters that represent individual patients. Moreover, the notation and language of random-effects linear models have evolved over the years. Thus, another goal of this article is to provide a presentation of the statistical modeling of data from bioequivalence studies that highlights the modern view of these models, with special emphasis on power analyses and sample-size computations.

Modal identification of structures from the responses and random decrement signatures

NASA Technical Reports Server (NTRS)

Brahim, S. R.; Goglia, G. L.

1977-01-01

The theory and application of a method which utilizes the free response of a structure to determine its vibration parameters is described. The time-domain free response is digitized and used in a digital computer program to determine the number of modes excited, the natural frequencies, the damping factors, and the modal vectors. The technique is applied to a complex generalized payload model previously tested using sine sweep method and analyzed by NASTRAN. Ten modes of the payload model are identified. In case free decay response is not readily available, an algorithm is developed to obtain the free responses of a structure from its random responses, due to some unknown or known random input or inputs, using the random decrement technique without changing time correlation between signals. The algorithm is tested using random responses from a generalized payload model and from the space shuttle model.

Reducing bias in survival under non-random temporary emigration

USGS Publications Warehouse

Peñaloza, Claudia L.; Kendall, William L.; Langtimm, Catherine Ann

2014-01-01

Despite intensive monitoring, temporary emigration from the sampling area can induce bias severe enough for managers to discard life-history parameter estimates toward the terminus of the times series (terminal bias). Under random temporary emigration unbiased parameters can be estimated with CJS models. However, unmodeled Markovian temporary emigration causes bias in parameter estimates and an unobservable state is required to model this type of emigration. The robust design is most flexible when modeling temporary emigration, and partial solutions to mitigate bias have been identified, nonetheless there are conditions were terminal bias prevails. Long-lived species with high adult survival and highly variable non-random temporary emigration present terminal bias in survival estimates, despite being modeled with the robust design and suggested constraints. Because this bias is due to uncertainty about the fate of individuals that are undetected toward the end of the time series, solutions should involve using additional information on survival status or location of these individuals at that time. Using simulation, we evaluated the performance of models that jointly analyze robust design data and an additional source of ancillary data (predictive covariate on temporary emigration, telemetry, dead recovery, or auxiliary resightings) in reducing terminal bias in survival estimates. The auxiliary resighting and predictive covariate models reduced terminal bias the most. Additional telemetry data was effective at reducing terminal bias only when individuals were tracked for a minimum of two years. High adult survival of long-lived species made the joint model with recovery data ineffective at reducing terminal bias because of small-sample bias. The naïve constraint model (last and penultimate temporary emigration parameters made equal), was the least efficient, though still able to reduce terminal bias when compared to an unconstrained model. Joint analysis of several sources of data improved parameter estimates and reduced terminal bias. Efforts to incorporate or acquire such data should be considered by researchers and wildlife managers, especially in the years leading up to status assessments of species of interest. Simulation modeling is a very cost effective method to explore the potential impacts of using different sources of data to produce high quality demographic data to inform management.

Using a shared parameter mixture model to estimate change during treatment when termination is related to recovery speed.

PubMed

Gottfredson, Nisha C; Bauer, Daniel J; Baldwin, Scott A; Okiishi, John C

2014-10-01

This study demonstrates how to use a shared parameter mixture model (SPMM) in longitudinal psychotherapy studies to accommodate missingness that is due to a correlation between rate of improvement and termination of therapy. Traditional growth models assume that such a relationship does not exist (i.e., assume that data are missing at random) and produce biased results if this assumption is incorrect. We used longitudinal data from 4,676 patients enrolled in a naturalistic study of psychotherapy to compare results from a latent growth model and an SPMM. In this data set, estimates of the rate of improvement during therapy differed by 6.50%-6.66% across the two models, indicating that participants with steeper trajectories left psychotherapy earliest, thereby potentially biasing inference for the slope in the latent growth model. We conclude that reported estimates of change during therapy may be underestimated in naturalistic studies of therapy in which participants and their therapists determine the end of treatment. Because non-randomly missing data can also occur in randomized controlled trials or in observational studies of development, the utility of the SPMM extends beyond naturalistic psychotherapy data. PsycINFO Database Record (c) 2014 APA, all rights reserved.

A new test statistic for climate models that includes field and spatial dependencies using Gaussian Markov random fields

DOE PAGES

Nosedal-Sanchez, Alvaro; Jackson, Charles S.; Huerta, Gabriel

2016-07-20

A new test statistic for climate model evaluation has been developed that potentially mitigates some of the limitations that exist for observing and representing field and space dependencies of climate phenomena. Traditionally such dependencies have been ignored when climate models have been evaluated against observational data, which makes it difficult to assess whether any given model is simulating observed climate for the right reasons. The new statistic uses Gaussian Markov random fields for estimating field and space dependencies within a first-order grid point neighborhood structure. We illustrate the ability of Gaussian Markov random fields to represent empirical estimates of fieldmore » and space covariances using "witch hat" graphs. We further use the new statistic to evaluate the tropical response of a climate model (CAM3.1) to changes in two parameters important to its representation of cloud and precipitation physics. Overall, the inclusion of dependency information did not alter significantly the recognition of those regions of parameter space that best approximated observations. However, there were some qualitative differences in the shape of the response surface that suggest how such a measure could affect estimates of model uncertainty.« less

A new test statistic for climate models that includes field and spatial dependencies using Gaussian Markov random fields

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

Nosedal-Sanchez, Alvaro; Jackson, Charles S.; Huerta, Gabriel

A new test statistic for climate model evaluation has been developed that potentially mitigates some of the limitations that exist for observing and representing field and space dependencies of climate phenomena. Traditionally such dependencies have been ignored when climate models have been evaluated against observational data, which makes it difficult to assess whether any given model is simulating observed climate for the right reasons. The new statistic uses Gaussian Markov random fields for estimating field and space dependencies within a first-order grid point neighborhood structure. We illustrate the ability of Gaussian Markov random fields to represent empirical estimates of fieldmore » and space covariances using "witch hat" graphs. We further use the new statistic to evaluate the tropical response of a climate model (CAM3.1) to changes in two parameters important to its representation of cloud and precipitation physics. Overall, the inclusion of dependency information did not alter significantly the recognition of those regions of parameter space that best approximated observations. However, there were some qualitative differences in the shape of the response surface that suggest how such a measure could affect estimates of model uncertainty.« less

A model study of aggregates composed of spherical soot monomers with an acentric carbon shell

NASA Astrophysics Data System (ADS)

Luo, Jie; Zhang, Yongming; Zhang, Qixing

2018-01-01

Influences of morphology on the optical properties of soot particles have gained increasing attentions. However, studies on the effect of the way primary particles are coated on the optical properties is few. Aimed to understand how the primary particles are coated affect the optical properties of soot particles, the coated soot particle was simulated using the acentric core-shell monomers model (ACM), which was generated by randomly moving the cores of concentric core-shell monomers (CCM) model. Single scattering properties of the CCM model with identical fractal parameters were calculated 50 times at first to evaluate the optical diversities of different realizations of fractal aggregates with identical parameters. The results show that optical diversities of different realizations for fractal aggregates with identical parameters cannot be eliminated by averaging over ten random realizations. To preserve the fractal characteristics, 10 realizations of each model were generated based on the identical 10 parent fractal aggregates, and then the results were averaged over each 10 realizations, respectively. The single scattering properties of all models were calculated using the numerically exact multiple-sphere T-matrix (MSTM) method. It is found that the single scattering properties of randomly coated soot particles calculated using the ACM model are extremely close to those using CCM model and homogeneous aggregate (HA) model using Maxwell-Garnett effective medium theory. Our results are different from previous studies. The reason may be that the differences in previous studies were caused by fractal characteristics but not models. Our findings indicate that how the individual primary particles are coated has little effect on the single scattering properties of soot particles with acentric core-shell monomers. This work provides a suggestion for scattering model simplification and model selection.

Marginal and Random Intercepts Models for Longitudinal Binary Data With Examples From Criminology.

PubMed

Long, Jeffrey D; Loeber, Rolf; Farrington, David P

2009-01-01

Two models for the analysis of longitudinal binary data are discussed: the marginal model and the random intercepts model. In contrast to the linear mixed model (LMM), the two models for binary data are not subsumed under a single hierarchical model. The marginal model provides group-level information whereas the random intercepts model provides individual-level information including information about heterogeneity of growth. It is shown how a type of numerical averaging can be used with the random intercepts model to obtain group-level information, thus approximating individual and marginal aspects of the LMM. The types of inferences associated with each model are illustrated with longitudinal criminal offending data based on N = 506 males followed over a 22-year period. Violent offending indexed by official records and self-report were analyzed, with the marginal model estimated using generalized estimating equations and the random intercepts model estimated using maximum likelihood. The results show that the numerical averaging based on the random intercepts can produce prediction curves almost identical to those obtained directly from the marginal model parameter estimates. The results provide a basis for contrasting the models and the estimation procedures and key features are discussed to aid in selecting a method for empirical analysis.

Estimating overall exposure effects for the clustered and censored outcome using random effect Tobit regression models.

PubMed

Wang, Wei; Griswold, Michael E

2016-11-30

The random effect Tobit model is a regression model that accommodates both left- and/or right-censoring and within-cluster dependence of the outcome variable. Regression coefficients of random effect Tobit models have conditional interpretations on a constructed latent dependent variable and do not provide inference of overall exposure effects on the original outcome scale. Marginalized random effects model (MREM) permits likelihood-based estimation of marginal mean parameters for the clustered data. For random effect Tobit models, we extend the MREM to marginalize over both the random effects and the normal space and boundary components of the censored response to estimate overall exposure effects at population level. We also extend the 'Average Predicted Value' method to estimate the model-predicted marginal means for each person under different exposure status in a designated reference group by integrating over the random effects and then use the calculated difference to assess the overall exposure effect. The maximum likelihood estimation is proposed utilizing a quasi-Newton optimization algorithm with Gauss-Hermite quadrature to approximate the integration of the random effects. We use these methods to carefully analyze two real datasets. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

A computationally efficient parallel Levenberg-Marquardt algorithm for highly parameterized inverse model analyses

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

Lin, Youzuo; O'Malley, Daniel; Vesselinov, Velimir V.

Inverse modeling seeks model parameters given a set of observations. However, for practical problems because the number of measurements is often large and the model parameters are also numerous, conventional methods for inverse modeling can be computationally expensive. We have developed a new, computationally-efficient parallel Levenberg-Marquardt method for solving inverse modeling problems with a highly parameterized model space. Levenberg-Marquardt methods require the solution of a linear system of equations which can be prohibitively expensive to compute for moderate to large-scale problems. Our novel method projects the original linear problem down to a Krylov subspace, such that the dimensionality of themore » problem can be significantly reduced. Furthermore, we store the Krylov subspace computed when using the first damping parameter and recycle the subspace for the subsequent damping parameters. The efficiency of our new inverse modeling algorithm is significantly improved using these computational techniques. We apply this new inverse modeling method to invert for random transmissivity fields in 2D and a random hydraulic conductivity field in 3D. Our algorithm is fast enough to solve for the distributed model parameters (transmissivity) in the model domain. The algorithm is coded in Julia and implemented in the MADS computational framework (http://mads.lanl.gov). By comparing with Levenberg-Marquardt methods using standard linear inversion techniques such as QR or SVD methods, our Levenberg-Marquardt method yields a speed-up ratio on the order of ~10 1 to ~10 2 in a multi-core computational environment. Furthermore, our new inverse modeling method is a powerful tool for characterizing subsurface heterogeneity for moderate- to large-scale problems.« less

A computationally efficient parallel Levenberg-Marquardt algorithm for highly parameterized inverse model analyses

DOE PAGES

Lin, Youzuo; O'Malley, Daniel; Vesselinov, Velimir V.

2016-09-01

Inverse modeling seeks model parameters given a set of observations. However, for practical problems because the number of measurements is often large and the model parameters are also numerous, conventional methods for inverse modeling can be computationally expensive. We have developed a new, computationally-efficient parallel Levenberg-Marquardt method for solving inverse modeling problems with a highly parameterized model space. Levenberg-Marquardt methods require the solution of a linear system of equations which can be prohibitively expensive to compute for moderate to large-scale problems. Our novel method projects the original linear problem down to a Krylov subspace, such that the dimensionality of themore » problem can be significantly reduced. Furthermore, we store the Krylov subspace computed when using the first damping parameter and recycle the subspace for the subsequent damping parameters. The efficiency of our new inverse modeling algorithm is significantly improved using these computational techniques. We apply this new inverse modeling method to invert for random transmissivity fields in 2D and a random hydraulic conductivity field in 3D. Our algorithm is fast enough to solve for the distributed model parameters (transmissivity) in the model domain. The algorithm is coded in Julia and implemented in the MADS computational framework (http://mads.lanl.gov). By comparing with Levenberg-Marquardt methods using standard linear inversion techniques such as QR or SVD methods, our Levenberg-Marquardt method yields a speed-up ratio on the order of ~10 1 to ~10 2 in a multi-core computational environment. Furthermore, our new inverse modeling method is a powerful tool for characterizing subsurface heterogeneity for moderate- to large-scale problems.« less

Random Forest as an Imputation Method for Education and Psychology Research: Its Impact on Item Fit and Difficulty of the Rasch Model

ERIC Educational Resources Information Center

Golino, Hudson F.; Gomes, Cristiano M. A.

2016-01-01

This paper presents a non-parametric imputation technique, named random forest, from the machine learning field. The random forest procedure has two main tuning parameters: the number of trees grown in the prediction and the number of predictors used. Fifty experimental conditions were created in the imputation procedure, with different…

Set statistics in conductive bridge random access memory device with Cu/HfO{sub 2}/Pt structure

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

Zhang, Meiyun; Long, Shibing, E-mail: longshibing@ime.ac.cn; Wang, Guoming

2014-11-10

The switching parameter variation of resistive switching memory is one of the most important challenges in its application. In this letter, we have studied the set statistics of conductive bridge random access memory with a Cu/HfO{sub 2}/Pt structure. The experimental distributions of the set parameters in several off resistance ranges are shown to nicely fit a Weibull model. The Weibull slopes of the set voltage and current increase and decrease logarithmically with off resistance, respectively. This experimental behavior is perfectly captured by a Monte Carlo simulator based on the cell-based set voltage statistics model and the Quantum Point Contact electronmore » transport model. Our work provides indications for the improvement of the switching uniformity.« less

Quantifying networks complexity from information geometry viewpoint

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

Felice, Domenico, E-mail: domenico.felice@unicam.it; Mancini, Stefano; INFN-Sezione di Perugia, Via A. Pascoli, I-06123 Perugia

We consider a Gaussian statistical model whose parameter space is given by the variances of random variables. Underlying this model we identify networks by interpreting random variables as sitting on vertices and their correlations as weighted edges among vertices. We then associate to the parameter space a statistical manifold endowed with a Riemannian metric structure (that of Fisher-Rao). Going on, in analogy with the microcanonical definition of entropy in Statistical Mechanics, we introduce an entropic measure of networks complexity. We prove that it is invariant under networks isomorphism. Above all, considering networks as simplicial complexes, we evaluate this entropy onmore » simplexes and find that it monotonically increases with their dimension.« less

Accuracy of Reaction Cross Section for Exotic Nuclei in Glauber Model Based on MCMC Diagnostics

NASA Astrophysics Data System (ADS)

Rueter, Keiti; Novikov, Ivan

2017-01-01

Parameters of a nuclear density distribution for an exotic nuclei with halo or skin structures can be determined from the experimentally measured reaction cross-section. In the presented work, to extract parameters such as nuclear size information for a halo and core, we compare experimental data on reaction cross-sections with values obtained using expressions of the Glauber Model. These calculations are performed using a Markov Chain Monte Carlo algorithm. We discuss the accuracy of the Monte Carlo approach and its dependence on k*, the power law turnover point in the discreet power spectrum of the random number sequence and on the lag-1 autocorrelation time of the random number sequence.

Random walks exhibiting anomalous diffusion: elephants, urns and the limits of normality

NASA Astrophysics Data System (ADS)

Kearney, Michael J.; Martin, Richard J.

2018-01-01

A random walk model is presented which exhibits a transition from standard to anomalous diffusion as a parameter is varied. The model is a variant on the elephant random walk and differs in respect of the treatment of the initial state, which in the present work consists of a given number N of fixed steps. This also links the elephant random walk to other types of history dependent random walk. As well as being amenable to direct analysis, the model is shown to be asymptotically equivalent to a non-linear urn process. This provides fresh insights into the limiting form of the distribution of the walker’s position at large times. Although the distribution is intrinsically non-Gaussian in the anomalous diffusion regime, it gradually reverts to normal form when N is large under quite general conditions.

Multivariate generalized hidden Markov regression models with random covariates: Physical exercise in an elderly population.

PubMed

Punzo, Antonio; Ingrassia, Salvatore; Maruotti, Antonello

2018-04-22

A time-varying latent variable model is proposed to jointly analyze multivariate mixed-support longitudinal data. The proposal can be viewed as an extension of hidden Markov regression models with fixed covariates (HMRMFCs), which is the state of the art for modelling longitudinal data, with a special focus on the underlying clustering structure. HMRMFCs are inadequate for applications in which a clustering structure can be identified in the distribution of the covariates, as the clustering is independent from the covariates distribution. Here, hidden Markov regression models with random covariates are introduced by explicitly specifying state-specific distributions for the covariates, with the aim of improving the recovering of the clusters in the data with respect to a fixed covariates paradigm. The hidden Markov regression models with random covariates class is defined focusing on the exponential family, in a generalized linear model framework. Model identifiability conditions are sketched, an expectation-maximization algorithm is outlined for parameter estimation, and various implementation and operational issues are discussed. Properties of the estimators of the regression coefficients, as well as of the hidden path parameters, are evaluated through simulation experiments and compared with those of HMRMFCs. The method is applied to physical activity data. Copyright © 2018 John Wiley & Sons, Ltd.

QCD-inspired spectra from Blue's functions

NASA Astrophysics Data System (ADS)

Nowak, Maciej A.; Papp, Gábor; Zahed, Ismail

1996-02-01

We use the law of addition in random matrix theory to analyze the spectral distributions of a variety of chiral random matrix models as inspired from QCD whether through symmetries or models. In terms of the Blue's functions recently discussed by Zee, we show that most of the spectral distributions in the macroscopic limit and the quenched approximation, follow algebraically from the discontinuity of a pertinent solution to a cubic (Cardano) or a quartic (Ferrari) equation. We use the end-point equation of the energy spectra in chiral random matrix models to argue for novel phase structures, in which the Dirac density of states plays the role of an order parameter.

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

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

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

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

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

DOE PAGES

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

2012-05-01

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

Using an EM Covariance Matrix to Estimate Structural Equation Models with Missing Data: Choosing an Adjusted Sample Size to Improve the Accuracy of Inferences

ERIC Educational Resources Information Center

Enders, Craig K.; Peugh, James L.

2004-01-01

Two methods, direct maximum likelihood (ML) and the expectation maximization (EM) algorithm, can be used to obtain ML parameter estimates for structural equation models with missing data (MD). Although the 2 methods frequently produce identical parameter estimates, it may be easier to satisfy missing at random assumptions using EM. However, no…

Bayesian methods for characterizing unknown parameters of material models

DOE PAGES

Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.

2016-02-04

A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less

Bayesian methods for characterizing unknown parameters of material models

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

Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.

A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less

Effects of behavioral patterns and network topology structures on Parrondo’s paradox

PubMed Central

Ye, Ye; Cheong, Kang Hao; Cen, Yu-wan; Xie, Neng-gang

2016-01-01

A multi-agent Parrondo’s model based on complex networks is used in the current study. For Parrondo’s game A, the individual interaction can be categorized into five types of behavioral patterns: the Matthew effect, harmony, cooperation, poor-competition-rich-cooperation and a random mode. The parameter space of Parrondo’s paradox pertaining to each behavioral pattern, and the gradual change of the parameter space from a two-dimensional lattice to a random network and from a random network to a scale-free network was analyzed. The simulation results suggest that the size of the region of the parameter space that elicits Parrondo’s paradox is positively correlated with the heterogeneity of the degree distribution of the network. For two distinct sets of probability parameters, the microcosmic reasons underlying the occurrence of the paradox under the scale-free network are elaborated. Common interaction mechanisms of the asymmetric structure of game B, behavioral patterns and network topology are also revealed. PMID:27845430

Effects of behavioral patterns and network topology structures on Parrondo’s paradox

NASA Astrophysics Data System (ADS)

Ye, Ye; Cheong, Kang Hao; Cen, Yu-Wan; Xie, Neng-Gang

2016-11-01

A multi-agent Parrondo’s model based on complex networks is used in the current study. For Parrondo’s game A, the individual interaction can be categorized into five types of behavioral patterns: the Matthew effect, harmony, cooperation, poor-competition-rich-cooperation and a random mode. The parameter space of Parrondo’s paradox pertaining to each behavioral pattern, and the gradual change of the parameter space from a two-dimensional lattice to a random network and from a random network to a scale-free network was analyzed. The simulation results suggest that the size of the region of the parameter space that elicits Parrondo’s paradox is positively correlated with the heterogeneity of the degree distribution of the network. For two distinct sets of probability parameters, the microcosmic reasons underlying the occurrence of the paradox under the scale-free network are elaborated. Common interaction mechanisms of the asymmetric structure of game B, behavioral patterns and network topology are also revealed.

Understanding agent-based models of financial markets: A bottom-up approach based on order parameters and phase diagrams

NASA Astrophysics Data System (ADS)

Lye, Ribin; Tan, James Peng Lung; Cheong, Siew Ann

2012-11-01

We describe a bottom-up framework, based on the identification of appropriate order parameters and determination of phase diagrams, for understanding progressively refined agent-based models and simulations of financial markets. We illustrate this framework by starting with a deterministic toy model, whereby N independent traders buy and sell M stocks through an order book that acts as a clearing house. The price of a stock increases whenever it is bought and decreases whenever it is sold. Price changes are updated by the order book before the next transaction takes place. In this deterministic model, all traders based their buy decisions on a call utility function, and all their sell decisions on a put utility function. We then make the agent-based model more realistic, by either having a fraction fb of traders buy a random stock on offer, or a fraction fs of traders sell a random stock in their portfolio. Based on our simulations, we find that it is possible to identify useful order parameters from the steady-state price distributions of all three models. Using these order parameters as a guide, we find three phases: (i) the dead market; (ii) the boom market; and (iii) the jammed market in the phase diagram of the deterministic model. Comparing the phase diagrams of the stochastic models against that of the deterministic model, we realize that the primary effect of stochasticity is to eliminate the dead market phase.

Extrapolation of the dna fragment-size distribution after high-dose irradiation to predict effects at low doses

NASA Technical Reports Server (NTRS)

Ponomarev, A. L.; Cucinotta, F. A.; Sachs, R. K.; Brenner, D. J.; Peterson, L. E.

2001-01-01

The patterns of DSBs induced in the genome are different for sparsely and densely ionizing radiations: In the former case, the patterns are well described by a random-breakage model; in the latter, a more sophisticated tool is needed. We used a Monte Carlo algorithm with a random-walk geometry of chromatin, and a track structure defined by the radial distribution of energy deposition from an incident ion, to fit the PFGE data for fragment-size distribution after high-dose irradiation. These fits determined the unknown parameters of the model, enabling the extrapolation of data for high-dose irradiation to the low doses that are relevant for NASA space radiation research. The randomly-located-clusters formalism was used to speed the simulations. It was shown that only one adjustable parameter, Q, the track efficiency parameter, was necessary to predict DNA fragment sizes for wide ranges of doses. This parameter was determined for a variety of radiations and LETs and was used to predict the DSB patterns at the HPRT locus of the human X chromosome after low-dose irradiation. It was found that high-LET radiation would be more likely than low-LET radiation to induce additional DSBs within the HPRT gene if this gene already contained one DSB.

Bayesian analysis of longitudinal dyadic data with informative missing data using a dyadic shared-parameter model.

PubMed

Ahn, Jaeil; Morita, Satoshi; Wang, Wenyi; Yuan, Ying

2017-01-01

Analyzing longitudinal dyadic data is a challenging task due to the complicated correlations from repeated measurements and within-dyad interdependence, as well as potentially informative (or non-ignorable) missing data. We propose a dyadic shared-parameter model to analyze longitudinal dyadic data with ordinal outcomes and informative intermittent missing data and dropouts. We model the longitudinal measurement process using a proportional odds model, which accommodates the within-dyad interdependence using the concept of the actor-partner interdependence effects, as well as dyad-specific random effects. We model informative dropouts and intermittent missing data using a transition model, which shares the same set of random effects as the longitudinal measurement model. We evaluate the performance of the proposed method through extensive simulation studies. As our approach relies on some untestable assumptions on the missing data mechanism, we perform sensitivity analyses to evaluate how the analysis results change when the missing data mechanism is misspecified. We demonstrate our method using a longitudinal dyadic study of metastatic breast cancer.

Bayesian dynamic modeling of time series of dengue disease case counts.

PubMed

Martínez-Bello, Daniel Adyro; López-Quílez, Antonio; Torres-Prieto, Alexander

2017-07-01

The aim of this study is to model the association between weekly time series of dengue case counts and meteorological variables, in a high-incidence city of Colombia, applying Bayesian hierarchical dynamic generalized linear models over the period January 2008 to August 2015. Additionally, we evaluate the model's short-term performance for predicting dengue cases. The methodology shows dynamic Poisson log link models including constant or time-varying coefficients for the meteorological variables. Calendar effects were modeled using constant or first- or second-order random walk time-varying coefficients. The meteorological variables were modeled using constant coefficients and first-order random walk time-varying coefficients. We applied Markov Chain Monte Carlo simulations for parameter estimation, and deviance information criterion statistic (DIC) for model selection. We assessed the short-term predictive performance of the selected final model, at several time points within the study period using the mean absolute percentage error. The results showed the best model including first-order random walk time-varying coefficients for calendar trend and first-order random walk time-varying coefficients for the meteorological variables. Besides the computational challenges, interpreting the results implies a complete analysis of the time series of dengue with respect to the parameter estimates of the meteorological effects. We found small values of the mean absolute percentage errors at one or two weeks out-of-sample predictions for most prediction points, associated with low volatility periods in the dengue counts. We discuss the advantages and limitations of the dynamic Poisson models for studying the association between time series of dengue disease and meteorological variables. The key conclusion of the study is that dynamic Poisson models account for the dynamic nature of the variables involved in the modeling of time series of dengue disease, producing useful models for decision-making in public health.

Multilevel Modeling with Correlated Effects

ERIC Educational Resources Information Center

Kim, Jee-Seon; Frees, Edward W.

2007-01-01

When there exist omitted effects, measurement error, and/or simultaneity in multilevel models, explanatory variables may be correlated with random components, and standard estimation methods do not provide consistent estimates of model parameters. This paper introduces estimators that are consistent under such conditions. By employing generalized…

The Multigroup Multilevel Categorical Latent Growth Curve Models

ERIC Educational Resources Information Center

Hung, Lai-Fa

2010-01-01

Longitudinal data describe developmental patterns and enable predictions of individual changes beyond sampled time points. Major methodological issues in longitudinal data include modeling random effects, subject effects, growth curve parameters, and autoregressive residuals. This study embedded the longitudinal model within a multigroup…

Bayesian informative dropout model for longitudinal binary data with random effects using conditional and joint modeling approaches.

PubMed

Chan, Jennifer S K

2016-05-01

Dropouts are common in longitudinal study. If the dropout probability depends on the missing observations at or after dropout, this type of dropout is called informative (or nonignorable) dropout (ID). Failure to accommodate such dropout mechanism into the model will bias the parameter estimates. We propose a conditional autoregressive model for longitudinal binary data with an ID model such that the probabilities of positive outcomes as well as the drop-out indicator in each occasion are logit linear in some covariates and outcomes. This model adopting a marginal model for outcomes and a conditional model for dropouts is called a selection model. To allow for the heterogeneity and clustering effects, the outcome model is extended to incorporate mixture and random effects. Lastly, the model is further extended to a novel model that models the outcome and dropout jointly such that their dependency is formulated through an odds ratio function. Parameters are estimated by a Bayesian approach implemented using the user-friendly Bayesian software WinBUGS. A methadone clinic dataset is analyzed to illustrate the proposed models. Result shows that the treatment time effect is still significant but weaker after allowing for an ID process in the data. Finally the effect of drop-out on parameter estimates is evaluated through simulation studies. © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Solvable continuous-time random walk model of the motion of tracer particles through porous media.

PubMed

Fouxon, Itzhak; Holzner, Markus

2016-08-01

We consider the continuous-time random walk (CTRW) model of tracer motion in porous medium flows based on the experimentally determined distributions of pore velocity and pore size reported by Holzner et al. [M. Holzner et al., Phys. Rev. E 92, 013015 (2015)PLEEE81539-375510.1103/PhysRevE.92.013015]. The particle's passing through one channel is modeled as one step of the walk. The step (channel) length is random and the walker's velocity at consecutive steps of the walk is conserved with finite probability, mimicking that at the turning point there could be no abrupt change of velocity. We provide the Laplace transform of the characteristic function of the walker's position and reductions for different cases of independence of the CTRW's step duration τ, length l, and velocity v. We solve our model with independent l and v. The model incorporates different forms of the tail of the probability density of small velocities that vary with the model parameter α. Depending on that parameter, all types of anomalous diffusion can hold, from super- to subdiffusion. In a finite interval of α, ballistic behavior with logarithmic corrections holds, which was observed in a previously introduced CTRW model with independent l and τ. Universality of tracer diffusion in the porous medium is considered.

A Multilevel AR(1) Model: Allowing for Inter-Individual Differences in Trait-Scores, Inertia, and Innovation Variance.

PubMed

Jongerling, Joran; Laurenceau, Jean-Philippe; Hamaker, Ellen L

2015-01-01

In this article we consider a multilevel first-order autoregressive [AR(1)] model with random intercepts, random autoregression, and random innovation variance (i.e., the level 1 residual variance). Including random innovation variance is an important extension of the multilevel AR(1) model for two reasons. First, between-person differences in innovation variance are important from a substantive point of view, in that they capture differences in sensitivity and/or exposure to unmeasured internal and external factors that influence the process. Second, using simulation methods we show that modeling the innovation variance as fixed across individuals, when it should be modeled as a random effect, leads to biased parameter estimates. Additionally, we use simulation methods to compare maximum likelihood estimation to Bayesian estimation of the multilevel AR(1) model and investigate the trade-off between the number of individuals and the number of time points. We provide an empirical illustration by applying the extended multilevel AR(1) model to daily positive affect ratings from 89 married women over the course of 42 consecutive days.

Time series analysis of collective motions in proteins

NASA Astrophysics Data System (ADS)

Alakent, Burak; Doruker, Pemra; ćamurdan, Mehmet C.

2004-01-01

The dynamics of α-amylase inhibitor tendamistat around its native state is investigated using time series analysis of the principal components of the Cα atomic displacements obtained from molecular dynamics trajectories. Collective motion along a principal component is modeled as a homogeneous nonstationary process, which is the result of the damped oscillations in local minima superimposed on a random walk. The motion in local minima is described by a stationary autoregressive moving average model, consisting of the frequency, damping factor, moving average parameters and random shock terms. Frequencies for the first 50 principal components are found to be in the 3-25 cm-1 range, which are well correlated with the principal component indices and also with atomistic normal mode analysis results. Damping factors, though their correlation is less pronounced, decrease as principal component indices increase, indicating that low frequency motions are less affected by friction. The existence of a positive moving average parameter indicates that the stochastic force term is likely to disturb the mode in opposite directions for two successive sampling times, showing the modes tendency to stay close to minimum. All these four parameters affect the mean square fluctuations of a principal mode within a single minimum. The inter-minima transitions are described by a random walk model, which is driven by a random shock term considerably smaller than that for the intra-minimum motion. The principal modes are classified into three subspaces based on their dynamics: essential, semiconstrained, and constrained, at least in partial consistency with previous studies. The Gaussian-type distributions of the intermediate modes, called "semiconstrained" modes, are explained by asserting that this random walk behavior is not completely free but between energy barriers.

Fluctuations of the partition function in the generalized random energy model with external field

NASA Astrophysics Data System (ADS)

Bovier, Anton; Klimovsky, Anton

2008-12-01

We study Derrida's generalized random energy model (GREM) in the presence of uniform external field. We compute the fluctuations of the ground state and of the partition function in the thermodynamic limit for all admissible values of parameters. We find that the fluctuations are described by a hierarchical structure which is obtained by a certain coarse graining of the initial hierarchical structure of the GREM with external field. We provide an explicit formula for the free energy of the model. We also derive some large deviation results providing an expression for the free energy in a class of models with Gaussian Hamiltonians and external field. Finally, we prove that the coarse-grained parts of the system emerging in the thermodynamic limit tend to have a certain optimal magnetization, as prescribed by the strength of the external field and by parameters of the GREM.

Random blebbing motion: A simple model linking cell structural properties to migration characteristics.

PubMed

Woolley, Thomas E; Gaffney, Eamonn A; Goriely, Alain

2017-07-01

If the plasma membrane of a cell is able to delaminate locally from its actin cortex, a cellular bleb can be produced. Blebs are pressure-driven protrusions, which are noteworthy for their ability to produce cellular motion. Starting from a general continuum mechanics description, we restrict ourselves to considering cell and bleb shapes that maintain approximately spherical forms. From this assumption, we obtain a tractable algebraic system for bleb formation. By including cell-substrate adhesions, we can model blebbing cell motility. Further, by considering mechanically isolated blebbing events, which are randomly distributed over the cell, we can derive equations linking the macroscopic migration characteristics to the microscopic structural parameters of the cell. This multiscale modeling framework is then used to provide parameter estimates, which are in agreement with current experimental data. In summary, the construction of the mathematical model provides testable relationships between the bleb size and cell motility.

Validation of Slosh Model Parameters and Anti-Slosh Baffle Designs of Propellant Tanks by Using Lateral Slosh Testing

NASA Technical Reports Server (NTRS)

Perez, Jose G.; Parks, Russel, A.; Lazor, Daniel R.

2012-01-01

The slosh dynamics of propellant tanks can be represented by an equivalent mass-pendulum-dashpot mechanical model. The parameters of this equivalent model, identified as slosh mechanical model parameters, are slosh frequency, slosh mass, and pendulum hinge point location. They can be obtained by both analysis and testing for discrete fill levels. Anti-slosh baffles are usually needed in propellant tanks to control the movement of the fluid inside the tank. Lateral slosh testing, involving both random excitation testing and free-decay testing, are performed to validate the slosh mechanical model parameters and the damping added to the fluid by the anti-slosh baffles. Traditional modal analysis procedures were used to extract the parameters from the experimental data. Test setup of sub-scale tanks will be described. A comparison between experimental results and analysis will be presented.

Validation of Slosh Model Parameters and Anti-Slosh Baffle Designs of Propellant Tanks by Using Lateral Slosh Testing

NASA Technical Reports Server (NTRS)

Perez, Jose G.; Parks, Russel A.; Lazor, Daniel R.

2012-01-01

The slosh dynamics of propellant tanks can be represented by an equivalent pendulum-mass mechanical model. The parameters of this equivalent model, identified as slosh model parameters, are slosh mass, slosh mass center of gravity, slosh frequency, and smooth-wall damping. They can be obtained by both analysis and testing for discrete fill heights. Anti-slosh baffles are usually needed in propellant tanks to control the movement of the fluid inside the tank. Lateral slosh testing, involving both random testing and free-decay testing, are performed to validate the slosh model parameters and the damping added to the fluid by the anti-slosh baffles. Traditional modal analysis procedures are used to extract the parameters from the experimental data. Test setup of sub-scale test articles of cylindrical and spherical shapes will be described. A comparison between experimental results and analysis will be presented.

Matching experimental and three dimensional numerical models for structural vibration problems with uncertainties

NASA Astrophysics Data System (ADS)

Langer, P.; Sepahvand, K.; Guist, C.; Bär, J.; Peplow, A.; Marburg, S.

2018-03-01

The simulation model which examines the dynamic behavior of real structures needs to address the impact of uncertainty in both geometry and material parameters. This article investigates three-dimensional finite element models for structural dynamics problems with respect to both model and parameter uncertainties. The parameter uncertainties are determined via laboratory measurements on several beam-like samples. The parameters are then considered as random variables to the finite element model for exploring the uncertainty effects on the quality of the model outputs, i.e. natural frequencies. The accuracy of the output predictions from the model is compared with the experimental results. To this end, the non-contact experimental modal analysis is conducted to identify the natural frequency of the samples. The results show a good agreement compared with experimental data. Furthermore, it is demonstrated that geometrical uncertainties have more influence on the natural frequencies compared to material parameters and material uncertainties are about two times higher than geometrical uncertainties. This gives valuable insights for improving the finite element model due to various parameter ranges required in a modeling process involving uncertainty.

Parameter optimization of a hydrologic model in a snow-dominated basin using a modular Python framework

NASA Astrophysics Data System (ADS)

Volk, J. M.; Turner, M. A.; Huntington, J. L.; Gardner, M.; Tyler, S.; Sheneman, L.

2016-12-01

Many distributed models that simulate watershed hydrologic processes require a collection of multi-dimensional parameters as input, some of which need to be calibrated before the model can be applied. The Precipitation Runoff Modeling System (PRMS) is a physically-based and spatially distributed hydrologic model that contains a considerable number of parameters that often need to be calibrated. Modelers can also benefit from uncertainty analysis of these parameters. To meet these needs, we developed a modular framework in Python to conduct PRMS parameter optimization, uncertainty analysis, interactive visual inspection of parameters and outputs, and other common modeling tasks. Here we present results for multi-step calibration of sensitive parameters controlling solar radiation, potential evapo-transpiration, and streamflow in a PRMS model that we applied to the snow-dominated Dry Creek watershed in Idaho. We also demonstrate how our modular approach enables the user to use a variety of parameter optimization and uncertainty methods or easily define their own, such as Monte Carlo random sampling, uniform sampling, or even optimization methods such as the downhill simplex method or its commonly used, more robust counterpart, shuffled complex evolution.

[Simulation and data analysis of stereological modeling based on virtual slices].

PubMed

Wang, Hao; Shen, Hong; Bai, Xiao-yan

2008-05-01

To establish a computer-assisted stereological model for simulating the process of slice section and evaluate the relationship between section surface and estimated three-dimensional structure. The model was designed by mathematic method as a win32 software based on the MFC using Microsoft visual studio as IDE for simulating the infinite process of sections and analysis of the data derived from the model. The linearity of the fitting of the model was evaluated by comparison with the traditional formula. The win32 software based on this algorithm allowed random sectioning of the particles distributed randomly in an ideal virtual cube. The stereological parameters showed very high throughput (>94.5% and 92%) in homogeneity and independence tests. The data of density, shape and size of the section were tested to conform to normal distribution. The output of the model and that from the image analysis system showed statistical correlation and consistency. The algorithm we described can be used for evaluating the stereologic parameters of the structure of tissue slices.

Migration of lymphocytes on fibronectin-coated surfaces: temporal evolution of migratory parameters

NASA Technical Reports Server (NTRS)

Bergman, A. J.; Zygourakis, K.; McIntire, L. V. (Principal Investigator)

1999-01-01

Lymphocytes typically interact with implanted biomaterials through adsorbed exogenous proteins. To provide a more complete characterization of these interactions, analysis of lymphocyte migration on adsorbed extracellular matrix proteins must accompany the commonly performed adhesion studies. We report here a comparison of the migratory and adhesion behavior of Jurkat cells (a T lymphoblastoid cell line) on tissue culture treated and untreated polystyrene surfaces coated with various concentrations of fibronectin. The average speed of cell locomotion showed a biphasic response to substrate adhesiveness for cells migrating on untreated polystyrene and a monotonic decrease for cells migrating on tissue culture-treated polystyrene. A modified approach to the persistent random walk model was implemented to determine the time dependence of cell migration parameters. The random motility coefficient showed significant increases with time when cells migrated on tissue culture-treated polystyrene surfaces, while it remained relatively constant for experiments with untreated polystyrene plates. Finally, a cell migration computer model was developed to verify our modified persistent random walk analysis. Simulation results suggest that our experimental data were consistent with temporally increasing random motility coefficients.

Buses of Cuernavaca—an agent-based model for universal random matrix behavior minimizing mutual information

NASA Astrophysics Data System (ADS)

Warchoł, Piotr

2018-06-01

The public transportation system of Cuernavaca, Mexico, exhibits random matrix theory statistics. In particular, the fluctuation of times between the arrival of buses on a given bus stop, follows the Wigner surmise for the Gaussian unitary ensemble. To model this, we propose an agent-based approach in which each bus driver tries to optimize his arrival time to the next stop with respect to an estimated arrival time of his predecessor. We choose a particular form of the associated utility function and recover the appropriate distribution in numerical experiments for a certain value of the only parameter of the model. We then investigate whether this value of the parameter is otherwise distinguished within an information theoretic approach and give numerical evidence that indeed it is associated with a minimum of averaged pairwise mutual information.

Quantifying model-structure- and parameter-driven uncertainties in spring wheat phenology prediction with Bayesian analysis

DOE PAGES

Alderman, Phillip D.; Stanfill, Bryan

2016-10-06

Recent international efforts have brought renewed emphasis on the comparison of different agricultural systems models. Thus far, analysis of model-ensemble simulated results has not clearly differentiated between ensemble prediction uncertainties due to model structural differences per se and those due to parameter value uncertainties. Additionally, despite increasing use of Bayesian parameter estimation approaches with field-scale crop models, inadequate attention has been given to the full posterior distributions for estimated parameters. The objectives of this study were to quantify the impact of parameter value uncertainty on prediction uncertainty for modeling spring wheat phenology using Bayesian analysis and to assess the relativemore » contributions of model-structure-driven and parameter-value-driven uncertainty to overall prediction uncertainty. This study used a random walk Metropolis algorithm to estimate parameters for 30 spring wheat genotypes using nine phenology models based on multi-location trial data for days to heading and days to maturity. Across all cases, parameter-driven uncertainty accounted for between 19 and 52% of predictive uncertainty, while model-structure-driven uncertainty accounted for between 12 and 64%. Here, this study demonstrated the importance of quantifying both model-structure- and parameter-value-driven uncertainty when assessing overall prediction uncertainty in modeling spring wheat phenology. More generally, Bayesian parameter estimation provided a useful framework for quantifying and analyzing sources of prediction uncertainty.« less

Random Predictor Models for Rigorous Uncertainty Quantification: Part 2

NASA Technical Reports Server (NTRS)

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

2015-01-01

This and a companion paper propose techniques for constructing parametric mathematical models describing key features of the distribution of an output variable given input-output data. By contrast to standard models, which yield a single output value at each value of the input, Random Predictors Models (RPMs) yield a random variable at each value of the input. Optimization-based strategies for calculating RPMs having a polynomial dependency on the input and a linear dependency on the parameters are proposed. These formulations yield RPMs having various levels of fidelity in which the mean, the variance, and the range of the model's parameter, thus of the output, are prescribed. As such they encompass all RPMs conforming to these prescriptions. The RPMs are optimal in the sense that they yield the tightest predictions for which all (or, depending on the formulation, most) of the observations are less than a fixed number of standard deviations from the mean prediction. When the data satisfies mild stochastic assumptions, and the optimization problem(s) used to calculate the RPM is convex (or, when its solution coincides with the solution to an auxiliary convex problem), the model's reliability, which is the probability that a future observation would be within the predicted ranges, is bounded rigorously.

Random Predictor Models for Rigorous Uncertainty Quantification: Part 1

NASA Technical Reports Server (NTRS)

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

2015-01-01

This and a companion paper propose techniques for constructing parametric mathematical models describing key features of the distribution of an output variable given input-output data. By contrast to standard models, which yield a single output value at each value of the input, Random Predictors Models (RPMs) yield a random variable at each value of the input. Optimization-based strategies for calculating RPMs having a polynomial dependency on the input and a linear dependency on the parameters are proposed. These formulations yield RPMs having various levels of fidelity in which the mean and the variance of the model's parameters, thus of the predicted output, are prescribed. As such they encompass all RPMs conforming to these prescriptions. The RPMs are optimal in the sense that they yield the tightest predictions for which all (or, depending on the formulation, most) of the observations are less than a fixed number of standard deviations from the mean prediction. When the data satisfies mild stochastic assumptions, and the optimization problem(s) used to calculate the RPM is convex (or, when its solution coincides with the solution to an auxiliary convex problem), the model's reliability, which is the probability that a future observation would be within the predicted ranges, can be bounded tightly and rigorously.

Tunneling Conductivity and Piezoresistivity of Composites Containing Randomly Dispersed Conductive Nano-Platelets

PubMed Central

Oskouyi, Amirhossein Biabangard; Sundararaj, Uttandaraman; Mertiny, Pierre

2014-01-01

In this study, a three-dimensional continuum percolation model was developed based on a Monte Carlo simulation approach to investigate the percolation behavior of an electrically insulating matrix reinforced with conductive nano-platelet fillers. The conductivity behavior of composites rendered conductive by randomly dispersed conductive platelets was modeled by developing a three-dimensional finite element resistor network. Parameters related to the percolation threshold and a power-low describing the conductivity behavior were determined. The piezoresistivity behavior of conductive composites was studied employing a reoriented resistor network emulating a conductive composite subjected to mechanical strain. The effects of the governing parameters, i.e., electron tunneling distance, conductive particle aspect ratio and size effects on conductivity behavior were examined. PMID:28788580

Many-body localization in a long range XXZ model with random-field

NASA Astrophysics Data System (ADS)

Li, Bo

2016-12-01

Many-body localization (MBL) in a long range interaction XXZ model with random field are investigated. Using the exact diagonal method, the MBL phase diagram with different tuning parameters and interaction range is obtained. It is found that the phase diagram of finite size results supplies strong evidence to confirm that the threshold interaction exponent α = 2. The tuning parameter Δ can efficiently change the MBL edge in high energy density stats, thus the system can be controlled to transfer from thermal phase to MBL phase by changing Δ. The energy level statistics data are consistent with result of the MBL phase diagram. However energy level statistics data cannot detect the thermal phase correctly in extreme long range case.

A simple method for assessing occupational exposure via the one-way random effects model.

PubMed

Krishnamoorthy, K; Mathew, Thomas; Peng, Jie

2016-11-01

A one-way random effects model is postulated for the log-transformed shift-long personal exposure measurements, where the random effect in the model represents an effect due to the worker. Simple closed-form confidence intervals are proposed for the relevant parameters of interest using the method of variance estimates recovery (MOVER). The performance of the confidence bounds is evaluated and compared with those based on the generalized confidence interval approach. Comparison studies indicate that the proposed MOVER confidence bounds are better than the generalized confidence bounds for the overall mean exposure and an upper percentile of the exposure distribution. The proposed methods are illustrated using a few examples involving industrial hygiene data.

A comparative injury severity analysis of motorcycle at-fault crashes on rural and urban roadways in Alabama.

PubMed

Islam, Samantha; Brown, Joshua

2017-11-01

The research described in this paper explored the factors contributing to the injury severity resulting from the motorcycle at-fault accidents in rural and urban areas in Alabama. Given the occurrence of a motorcycle at-fault crash, random parameter logit models of injury severity (with possible outcomes of fatal, major, minor, and possible or no injury) were estimated. The estimated models identified a variety of statistically significant factors influencing the injury severities resulting from motorcycle at-fault crashes. According to these models, some variables were found to be significant only in one model (rural or urban) but not in the other one. For example, variables such as clear weather, young motorcyclists, and roadway without light were found significant only in the rural model. On the other hand, variables such as older female motorcyclists, horizontal curve and at intersection were found significant only in the urban model. In addition, some variables (such as, motorcyclists under influence of alcohol, non-usage of helmet, high speed roadways, etc.) were found significant in both models. Also, estimation findings showed that two parameters (clear weather and roadway without light) in the rural model and one parameter (on weekend) in the urban model could be modeled as random parameters indicating their varying influences on the injury severity due to unobserved effects. Based on the results obtained, this paper discusses the effects of different variables on injury severities resulting from rural and urban motorcycle at-fault crashes and their possible explanations. Copyright © 2017 Elsevier Ltd. All rights reserved.

Event ambiguity fuels the effective spread of rumors

NASA Astrophysics Data System (ADS)

Xu, Jiuping; Zhang, Yi

2015-08-01

In this paper, a new rumor spreading model which quantifies a specific rumor spreading feature is proposed. The specific feature focused on is the important role the event ambiguity plays in the rumor spreading process. To study the impact of this event ambiguity on the spread of rumors, the probability p(t) that an individual becomes a rumor spreader from an initially unaware person at time t is built. p(t) reflects the extent of event ambiguity, and a parameter c of p(t) is used to measure the speed at which the event moves from ambiguity to confirmation. At the same time, a principle is given to decide on the correct value for parameter c A rumor spreading model is then developed with this function added as a parameter to the traditional model. Then, several rumor spreading model simulations are conducted with different values for c on both regular networks and ER random networks. The simulation results indicate that a rumor spreads faster and more broadly when c is smaller. This shows that if events are ambiguous over a longer time, rumor spreading appears to be more effective, and is influenced more significantly by parameter c in a random network than in a regular network. We then determine parameters of this model through data fitting of the missing Malaysian plane, and apply this model to an analysis of the missing Malaysian plane. The simulation results demonstrate that the most critical time for authorities to control rumor spreading is in the early stages of a critical event.

Estimation of genetic parameters related to eggshell strength using random regression models.

PubMed

Guo, J; Ma, M; Qu, L; Shen, M; Dou, T; Wang, K

2015-01-01

This study examined the changes in eggshell strength and the genetic parameters related to this trait throughout a hen's laying life using random regression. The data were collected from a crossbred population between 2011 and 2014, where the eggshell strength was determined repeatedly for 2260 hens. Using random regression models (RRMs), several Legendre polynomials were employed to estimate the fixed, direct genetic and permanent environment effects. The residual effects were treated as independently distributed with heterogeneous variance for each test week. The direct genetic variance was included with second-order Legendre polynomials and the permanent environment with third-order Legendre polynomials. The heritability of eggshell strength ranged from 0.26 to 0.43, the repeatability ranged between 0.47 and 0.69, and the estimated genetic correlations between test weeks was high at > 0.67. The first eigenvalue of the genetic covariance matrix accounted for about 97% of the sum of all the eigenvalues. The flexibility and statistical power of RRM suggest that this model could be an effective method to improve eggshell quality and to reduce losses due to cracked eggs in a breeding plan.

Failure and recovery in dynamical networks.

PubMed

Böttcher, L; Luković, M; Nagler, J; Havlin, S; Herrmann, H J

2017-02-03

Failure, damage spread and recovery crucially underlie many spatially embedded networked systems ranging from transportation structures to the human body. Here we study the interplay between spontaneous damage, induced failure and recovery in both embedded and non-embedded networks. In our model the network's components follow three realistic processes that capture these features: (i) spontaneous failure of a component independent of the neighborhood (internal failure), (ii) failure induced by failed neighboring nodes (external failure) and (iii) spontaneous recovery of a component. We identify a metastable domain in the global network phase diagram spanned by the model's control parameters where dramatic hysteresis effects and random switching between two coexisting states are observed. This dynamics depends on the characteristic link length of the embedded system. For the Euclidean lattice in particular, hysteresis and switching only occur in an extremely narrow region of the parameter space compared to random networks. We develop a unifying theory which links the dynamics of our model to contact processes. Our unifying framework may help to better understand controllability in spatially embedded and random networks where spontaneous recovery of components can mitigate spontaneous failure and damage spread in dynamical networks.

On the Use of the Beta Distribution in Probabilistic Resource Assessments

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

Olea, Ricardo A., E-mail: olea@usgs.gov

2011-12-15

The triangular distribution is a popular choice when it comes to modeling bounded continuous random variables. Its wide acceptance derives mostly from its simple analytic properties and the ease with which modelers can specify its three parameters through the extremes and the mode. On the negative side, hardly any real process follows a triangular distribution, which from the outset puts at a disadvantage any model employing triangular distributions. At a time when numerical techniques such as the Monte Carlo method are displacing analytic approaches in stochastic resource assessments, easy specification remains the most attractive characteristic of the triangular distribution. Themore » beta distribution is another continuous distribution defined within a finite interval offering wider flexibility in style of variation, thus allowing consideration of models in which the random variables closely follow the observed or expected styles of variation. Despite its more complex definition, generation of values following a beta distribution is as straightforward as generating values following a triangular distribution, leaving the selection of parameters as the main impediment to practically considering beta distributions. This contribution intends to promote the acceptance of the beta distribution by explaining its properties and offering several suggestions to facilitate the specification of its two shape parameters. In general, given the same distributional parameters, use of the beta distributions in stochastic modeling may yield significantly different results, yet better estimates, than the triangular distribution.« less

Random regression models using different functions to model test-day milk yield of Brazilian Holstein cows.

PubMed

Bignardi, A B; El Faro, L; Torres Júnior, R A A; Cardoso, V L; Machado, P F; Albuquerque, L G

2011-10-31

We analyzed 152,145 test-day records from 7317 first lactations of Holstein cows recorded from 1995 to 2003. Our objective was to model variations in test-day milk yield during the first lactation of Holstein cows by random regression model (RRM), using various functions in order to obtain adequate and parsimonious models for the estimation of genetic parameters. Test-day milk yields were grouped into weekly classes of days in milk, ranging from 1 to 44 weeks. The contemporary groups were defined as herd-test-day. The analyses were performed using a single-trait RRM, including the direct additive, permanent environmental and residual random effects. In addition, contemporary group and linear and quadratic effects of the age of cow at calving were included as fixed effects. The mean trend of milk yield was modeled with a fourth-order orthogonal Legendre polynomial. The additive genetic and permanent environmental covariance functions were estimated by random regression on two parametric functions, Ali and Schaeffer and Wilmink, and on B-spline functions of days in milk. The covariance components and the genetic parameters were estimated by the restricted maximum likelihood method. Results from RRM parametric and B-spline functions were compared to RRM on Legendre polynomials and with a multi-trait analysis, using the same data set. Heritability estimates presented similar trends during mid-lactation (13 to 31 weeks) and between week 37 and the end of lactation, for all RRM. Heritabilities obtained by multi-trait analysis were of a lower magnitude than those estimated by RRM. The RRMs with a higher number of parameters were more useful to describe the genetic variation of test-day milk yield throughout the lactation. RRM using B-spline and Legendre polynomials as base functions appears to be the most adequate to describe the covariance structure of the data.

Designing management strategies for carbon dioxide storage and utilization under uncertainty using inexact modelling

NASA Astrophysics Data System (ADS)

Wang, Yu; Fan, Jie; Xu, Ye; Sun, Wei; Chen, Dong

2017-06-01

Effective application of carbon capture, utilization and storage (CCUS) systems could help to alleviate the influence of climate change by reducing carbon dioxide (CO2) emissions. The research objective of this study is to develop an equilibrium chance-constrained programming model with bi-random variables (ECCP model) for supporting the CCUS management system under random circumstances. The major advantage of the ECCP model is that it tackles random variables as bi-random variables with a normal distribution, where the mean values follow a normal distribution. This could avoid irrational assumptions and oversimplifications in the process of parameter design and enrich the theory of stochastic optimization. The ECCP model is solved by an equilibrium change-constrained programming algorithm, which provides convenience for decision makers to rank the solution set using the natural order of real numbers. The ECCP model is applied to a CCUS management problem, and the solutions could be useful in helping managers to design and generate rational CO2-allocation patterns under complexities and uncertainties.

Assessment of wear dependence parameters in complex model of cutting tool wear

NASA Astrophysics Data System (ADS)

Antsev, A. V.; Pasko, N. I.; Antseva, N. V.

2018-03-01

This paper addresses wear dependence of the generic efficient life period of cutting tools taken as an aggregate of the law of tool wear rate distribution and dependence of parameters of this law's on the cutting mode, factoring in the random factor as exemplified by the complex model of wear. The complex model of wear takes into account the variance of cutting properties within one batch of tools, variance in machinability within one batch of workpieces, and the stochastic nature of the wear process itself. A technique of assessment of wear dependence parameters in a complex model of cutting tool wear is provided. The technique is supported by a numerical example.

Optimum systems design with random input and output applied to solar water heating

NASA Astrophysics Data System (ADS)

Abdel-Malek, L. L.

1980-03-01

Solar water heating systems are evaluated. Models were developed to estimate the percentage of energy supplied from the Sun to a household. Since solar water heating systems have random input and output queueing theory, birth and death processes were the major tools in developing the models of evaluation. Microeconomics methods help in determining the optimum size of the solar water heating system design parameters, i.e., the water tank volume and the collector area.

Random Regression Models Using Legendre Polynomials to Estimate Genetic Parameters for Test-day Milk Protein Yields in Iranian Holstein Dairy Cattle.

PubMed

Naserkheil, Masoumeh; Miraie-Ashtiani, Seyed Reza; Nejati-Javaremi, Ardeshir; Son, Jihyun; Lee, Deukhwan

2016-12-01

The objective of this study was to estimate the genetic parameters of milk protein yields in Iranian Holstein dairy cattle. A total of 1,112,082 test-day milk protein yield records of 167,269 first lactation Holstein cows, calved from 1990 to 2010, were analyzed. Estimates of the variance components, heritability, and genetic correlations for milk protein yields were obtained using a random regression test-day model. Milking times, herd, age of recording, year, and month of recording were included as fixed effects in the model. Additive genetic and permanent environmental random effects for the lactation curve were taken into account by applying orthogonal Legendre polynomials of the fourth order in the model. The lowest and highest additive genetic variances were estimated at the beginning and end of lactation, respectively. Permanent environmental variance was higher at both extremes. Residual variance was lowest at the middle of the lactation and contrarily, heritability increased during this period. Maximum heritability was found during the 12th lactation stage (0.213±0.007). Genetic, permanent, and phenotypic correlations among test-days decreased as the interval between consecutive test-days increased. A relatively large data set was used in this study; therefore, the estimated (co)variance components for random regression coefficients could be used for national genetic evaluation of dairy cattle in Iran.

Random Regression Models Using Legendre Polynomials to Estimate Genetic Parameters for Test-day Milk Protein Yields in Iranian Holstein Dairy Cattle

PubMed Central

Naserkheil, Masoumeh; Miraie-Ashtiani, Seyed Reza; Nejati-Javaremi, Ardeshir; Son, Jihyun; Lee, Deukhwan

2016-01-01

The objective of this study was to estimate the genetic parameters of milk protein yields in Iranian Holstein dairy cattle. A total of 1,112,082 test-day milk protein yield records of 167,269 first lactation Holstein cows, calved from 1990 to 2010, were analyzed. Estimates of the variance components, heritability, and genetic correlations for milk protein yields were obtained using a random regression test-day model. Milking times, herd, age of recording, year, and month of recording were included as fixed effects in the model. Additive genetic and permanent environmental random effects for the lactation curve were taken into account by applying orthogonal Legendre polynomials of the fourth order in the model. The lowest and highest additive genetic variances were estimated at the beginning and end of lactation, respectively. Permanent environmental variance was higher at both extremes. Residual variance was lowest at the middle of the lactation and contrarily, heritability increased during this period. Maximum heritability was found during the 12th lactation stage (0.213±0.007). Genetic, permanent, and phenotypic correlations among test-days decreased as the interval between consecutive test-days increased. A relatively large data set was used in this study; therefore, the estimated (co)variance components for random regression coefficients could be used for national genetic evaluation of dairy cattle in Iran. PMID:26954192

Application of randomly oriented spheroids for retrieval of dust particle parameters from multiwavelength lidar measurements

NASA Astrophysics Data System (ADS)

Veselovskii, I.; Dubovik, O.; Kolgotin, A.; Lapyonok, T.; di Girolamo, P.; Summa, D.; Whiteman, D. N.; Mishchenko, M.; Tanré, D.

2010-11-01

Multiwavelength (MW) Raman lidars have demonstrated their potential to profile particle parameters; however, until now, the physical models used in retrieval algorithms for processing MW lidar data have been predominantly based on the Mie theory. This approach is applicable to the modeling of light scattering by spherically symmetric particles only and does not adequately reproduce the scattering by generally nonspherical desert dust particles. Here we present an algorithm based on a model of randomly oriented spheroids for the inversion of multiwavelength lidar data. The aerosols are modeled as a mixture of two aerosol components: one composed only of spherical and the second composed of nonspherical particles. The nonspherical component is an ensemble of randomly oriented spheroids with size-independent shape distribution. This approach has been integrated into an algorithm retrieving aerosol properties from the observations with a Raman lidar based on a tripled Nd:YAG laser. Such a lidar provides three backscattering coefficients, two extinction coefficients, and the particle depolarization ratio at a single or multiple wavelengths. Simulations were performed for a bimodal particle size distribution typical of desert dust particles. The uncertainty of the retrieved particle surface, volume concentration, and effective radius for 10% measurement errors is estimated to be below 30%. We show that if the effect of particle nonsphericity is not accounted for, the errors in the retrieved aerosol parameters increase notably. The algorithm was tested with experimental data from a Saharan dust outbreak episode, measured with the BASIL multiwavelength Raman lidar in August 2007. The vertical profiles of particle parameters as well as the particle size distributions at different heights were retrieved. It was shown that the algorithm developed provided substantially reasonable results consistent with the available independent information about the observed aerosol event.

A Two-Stage Estimation Method for Random Coefficient Differential Equation Models with Application to Longitudinal HIV Dynamic Data.

PubMed

Fang, Yun; Wu, Hulin; Zhu, Li-Xing

2011-07-01

We propose a two-stage estimation method for random coefficient ordinary differential equation (ODE) models. A maximum pseudo-likelihood estimator (MPLE) is derived based on a mixed-effects modeling approach and its asymptotic properties for population parameters are established. The proposed method does not require repeatedly solving ODEs, and is computationally efficient although it does pay a price with the loss of some estimation efficiency. However, the method does offer an alternative approach when the exact likelihood approach fails due to model complexity and high-dimensional parameter space, and it can also serve as a method to obtain the starting estimates for more accurate estimation methods. In addition, the proposed method does not need to specify the initial values of state variables and preserves all the advantages of the mixed-effects modeling approach. The finite sample properties of the proposed estimator are studied via Monte Carlo simulations and the methodology is also illustrated with application to an AIDS clinical data set.

Experimental design and efficient parameter estimation in preclinical pharmacokinetic studies.

PubMed

Ette, E I; Howie, C A; Kelman, A W; Whiting, B

1995-05-01

Monte Carlo simulation technique used to evaluate the effect of the arrangement of concentrations on the efficiency of estimation of population pharmacokinetic parameters in the preclinical setting is described. Although the simulations were restricted to the one compartment model with intravenous bolus input, they provide the basis of discussing some structural aspects involved in designing a destructive ("quantic") preclinical population pharmacokinetic study with a fixed sample size as is usually the case in such studies. The efficiency of parameter estimation obtained with sampling strategies based on the three and four time point designs were evaluated in terms of the percent prediction error, design number, individual and joint confidence intervals coverage for parameter estimates approaches, and correlation analysis. The data sets contained random terms for both inter- and residual intra-animal variability. The results showed that the typical population parameter estimates for clearance and volume were efficiently (accurately and precisely) estimated for both designs, while interanimal variability (the only random effect parameter that could be estimated) was inefficiently (inaccurately and imprecisely) estimated with most sampling schedules of the two designs. The exact location of the third and fourth time point for the three and four time point designs, respectively, was not critical to the efficiency of overall estimation of all population parameters of the model. However, some individual population pharmacokinetic parameters were sensitive to the location of these times.

Combined Parameter and State Estimation Problem in a Complex Domain: RF Hyperthermia Treatment Using Nanoparticles

NASA Astrophysics Data System (ADS)

Bermeo Varon, L. A.; Orlande, H. R. B.; Eliçabe, G. E.

2016-09-01

The particle filter methods have been widely used to solve inverse problems with sequential Bayesian inference in dynamic models, simultaneously estimating sequential state variables and fixed model parameters. This methods are an approximation of sequences of probability distributions of interest, that using a large set of random samples, with presence uncertainties in the model, measurements and parameters. In this paper the main focus is the solution combined parameters and state estimation in the radiofrequency hyperthermia with nanoparticles in a complex domain. This domain contains different tissues like muscle, pancreas, lungs, small intestine and a tumor which is loaded iron oxide nanoparticles. The results indicated that excellent agreements between estimated and exact value are obtained.

A Bayesian Nonparametric Meta-Analysis Model

ERIC Educational Resources Information Center

Karabatsos, George; Talbott, Elizabeth; Walker, Stephen G.

2015-01-01

In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal effect-size population distribution, conditionally on parameters and covariates. For estimating the mean overall…

Computational problems in autoregressive moving average (ARMA) models

NASA Technical Reports Server (NTRS)

Agarwal, G. C.; Goodarzi, S. M.; Oneill, W. D.; Gottlieb, G. L.

1981-01-01

The choice of the sampling interval and the selection of the order of the model in time series analysis are considered. Band limited (up to 15 Hz) random torque perturbations are applied to the human ankle joint. The applied torque input, the angular rotation output, and the electromyographic activity using surface electrodes from the extensor and flexor muscles of the ankle joint are recorded. Autoregressive moving average models are developed. A parameter constraining technique is applied to develop more reliable models. The asymptotic behavior of the system must be taken into account during parameter optimization to develop predictive models.

Proceedings of the Annual Precise Time and Time Interval (PTTI) applications and Planning Meeting (20th) Held in Vienna, Virginia on 29 November-1 December 1988

DTIC Science & Technology

1988-12-01

PERFORMANCE IN REAL TIME* Dr. James A. Barnes Austron Boulder, Co. Abstract Kalman filters and ARIMA models provide optimum control and evaluation tech...estimates of the model parameters (e.g., the phi’s and theta’s for an ARIMA model ). These model parameters are often evaluated in a batch mode on a...random walk FM, and linear frequency drift. In ARIMA models , this is equivalent to an ARIMA (0,2,2) with a non-zero average sec- ond difference. Using

Two-Component Structure in the Entanglement Spectrum of Highly Excited States

NASA Astrophysics Data System (ADS)

Yang, Zhi-Cheng; Chamon, Claudio; Hamma, Alioscia; Mucciolo, Eduardo R.

2015-12-01

We study the entanglement spectrum of highly excited eigenstates of two known models that exhibit a many-body localization transition, namely the one-dimensional random-field Heisenberg model and the quantum random energy model. Our results indicate that the entanglement spectrum shows a "two-component" structure: a universal part that is associated with random matrix theory, and a nonuniversal part that is model dependent. The nonuniversal part manifests the deviation of the highly excited eigenstate from a true random state even in the thermalized phase where the eigenstate thermalization hypothesis holds. The fraction of the spectrum containing the universal part decreases as one approaches the critical point and vanishes in the localized phase in the thermodynamic limit. We use the universal part fraction to construct an order parameter for measuring the degree of randomness of a generic highly excited state, which is also a promising candidate for studying the many-body localization transition. Two toy models based on Rokhsar-Kivelson type wave functions are constructed and their entanglement spectra are shown to exhibit the same structure.

Unifying model for random matrix theory in arbitrary space dimensions

NASA Astrophysics Data System (ADS)

Cicuta, Giovanni M.; Krausser, Johannes; Milkus, Rico; Zaccone, Alessio

2018-03-01

A sparse random block matrix model suggested by the Hessian matrix used in the study of elastic vibrational modes of amorphous solids is presented and analyzed. By evaluating some moments, benchmarked against numerics, differences in the eigenvalue spectrum of this model in different limits of space dimension d , and for arbitrary values of the lattice coordination number Z , are shown and discussed. As a function of these two parameters (and their ratio Z /d ), the most studied models in random matrix theory (Erdos-Renyi graphs, effective medium, and replicas) can be reproduced in the various limits of block dimensionality d . Remarkably, the Marchenko-Pastur spectral density (which is recovered by replica calculations for the Laplacian matrix) is reproduced exactly in the limit of infinite size of the blocks, or d →∞ , which clarifies the physical meaning of space dimension in these models. We feel that the approximate results for d =3 provided by our method may have many potential applications in the future, from the vibrational spectrum of glasses and elastic networks to wave localization, disordered conductors, random resistor networks, and random walks.

LiDAR based prediction of forest biomass using hierarchical models with spatially varying coefficients

USGS Publications Warehouse

Babcock, Chad; Finley, Andrew O.; Bradford, John B.; Kolka, Randall K.; Birdsey, Richard A.; Ryan, Michael G.

2015-01-01

Many studies and production inventory systems have shown the utility of coupling covariates derived from Light Detection and Ranging (LiDAR) data with forest variables measured on georeferenced inventory plots through regression models. The objective of this study was to propose and assess the use of a Bayesian hierarchical modeling framework that accommodates both residual spatial dependence and non-stationarity of model covariates through the introduction of spatial random effects. We explored this objective using four forest inventory datasets that are part of the North American Carbon Program, each comprising point-referenced measures of above-ground forest biomass and discrete LiDAR. For each dataset, we considered at least five regression model specifications of varying complexity. Models were assessed based on goodness of fit criteria and predictive performance using a 10-fold cross-validation procedure. Results showed that the addition of spatial random effects to the regression model intercept improved fit and predictive performance in the presence of substantial residual spatial dependence. Additionally, in some cases, allowing either some or all regression slope parameters to vary spatially, via the addition of spatial random effects, further improved model fit and predictive performance. In other instances, models showed improved fit but decreased predictive performance—indicating over-fitting and underscoring the need for cross-validation to assess predictive ability. The proposed Bayesian modeling framework provided access to pixel-level posterior predictive distributions that were useful for uncertainty mapping, diagnosing spatial extrapolation issues, revealing missing model covariates, and discovering locally significant parameters.

Automatic Estimation of Osteoporotic Fracture Cases by Using Ensemble Learning Approaches.

PubMed

Kilic, Niyazi; Hosgormez, Erkan

2016-03-01

Ensemble learning methods are one of the most powerful tools for the pattern classification problems. In this paper, the effects of ensemble learning methods and some physical bone densitometry parameters on osteoporotic fracture detection were investigated. Six feature set models were constructed including different physical parameters and they fed into the ensemble classifiers as input features. As ensemble learning techniques, bagging, gradient boosting and random subspace (RSM) were used. Instance based learning (IBk) and random forest (RF) classifiers applied to six feature set models. The patients were classified into three groups such as osteoporosis, osteopenia and control (healthy), using ensemble classifiers. Total classification accuracy and f-measure were also used to evaluate diagnostic performance of the proposed ensemble classification system. The classification accuracy has reached to 98.85 % by the combination of model 6 (five BMD + five T-score values) using RSM-RF classifier. The findings of this paper suggest that the patients will be able to be warned before a bone fracture occurred, by just examining some physical parameters that can easily be measured without invasive operations.

Revisiting crash spatial heterogeneity: A Bayesian spatially varying coefficients approach.

PubMed

Xu, Pengpeng; Huang, Helai; Dong, Ni; Wong, S C

2017-01-01

This study was performed to investigate the spatially varying relationships between crash frequency and related risk factors. A Bayesian spatially varying coefficients model was elaborately introduced as a methodological alternative to simultaneously account for the unstructured and spatially structured heterogeneity of the regression coefficients in predicting crash frequencies. The proposed method was appealing in that the parameters were modeled via a conditional autoregressive prior distribution, which involved a single set of random effects and a spatial correlation parameter with extreme values corresponding to pure unstructured or pure spatially correlated random effects. A case study using a three-year crash dataset from the Hillsborough County, Florida, was conducted to illustrate the proposed model. Empirical analysis confirmed the presence of both unstructured and spatially correlated variations in the effects of contributory factors on severe crash occurrences. The findings also suggested that ignoring spatially structured heterogeneity may result in biased parameter estimates and incorrect inferences, while assuming the regression coefficients to be spatially clustered only is probably subject to the issue of over-smoothness. Copyright © 2016 Elsevier Ltd. All rights reserved.

A dynamic programming-based particle swarm optimization algorithm for an inventory management problem under uncertainty

NASA Astrophysics Data System (ADS)

Xu, Jiuping; Zeng, Ziqiang; Han, Bernard; Lei, Xiao

2013-07-01

This article presents a dynamic programming-based particle swarm optimization (DP-based PSO) algorithm for solving an inventory management problem for large-scale construction projects under a fuzzy random environment. By taking into account the purchasing behaviour and strategy under rules of international bidding, a multi-objective fuzzy random dynamic programming model is constructed. To deal with the uncertainties, a hybrid crisp approach is used to transform fuzzy random parameters into fuzzy variables that are subsequently defuzzified by using an expected value operator with optimistic-pessimistic index. The iterative nature of the authors' model motivates them to develop a DP-based PSO algorithm. More specifically, their approach treats the state variables as hidden parameters. This in turn eliminates many redundant feasibility checks during initialization and particle updates at each iteration. Results and sensitivity analysis are presented to highlight the performance of the authors' optimization method, which is very effective as compared to the standard PSO algorithm.

Using fixed-parameter and random-parameter ordered regression models to identify significant factors that affect the severity of drivers' injuries in vehicle-train collisions.

PubMed

Dabbour, Essam; Easa, Said; Haider, Murtaza

2017-10-01

This study attempts to identify significant factors that affect the severity of drivers' injuries when colliding with trains at railroad-grade crossings by analyzing the individual-specific heterogeneity related to those factors over a period of 15 years. Both fixed-parameter and random-parameter ordered regression models were used to analyze records of all vehicle-train collisions that occurred in the United States from January 1, 2001 to December 31, 2015. For fixed-parameter ordered models, both probit and negative log-log link functions were used. The latter function accounts for the fact that lower injury severity levels are more probable than higher ones. Separate models were developed for heavy and light-duty vehicles. Higher train and vehicle speeds, female, and young drivers (below the age of 21 years) were found to be consistently associated with higher severity of drivers' injuries for both heavy and light-duty vehicles. Furthermore, favorable weather, light-duty trucks (including pickup trucks, panel trucks, mini-vans, vans, and sports-utility vehicles), and senior drivers (above the age of 65 years) were found be consistently associated with higher severity of drivers' injuries for light-duty vehicles only. All other factors (e.g. air temperature, the type of warning devices, darkness conditions, and highway pavement type) were found to be temporally unstable, which may explain the conflicting findings of previous studies related to those factors. Copyright © 2017 Elsevier Ltd. All rights reserved.

Bayesian exponential random graph modelling of interhospital patient referral networks.

PubMed

Caimo, Alberto; Pallotti, Francesca; Lomi, Alessandro

2017-08-15

Using original data that we have collected on referral relations between 110 hospitals serving a large regional community, we show how recently derived Bayesian exponential random graph models may be adopted to illuminate core empirical issues in research on relational coordination among healthcare organisations. We show how a rigorous Bayesian computation approach supports a fully probabilistic analytical framework that alleviates well-known problems in the estimation of model parameters of exponential random graph models. We also show how the main structural features of interhospital patient referral networks that prior studies have described can be reproduced with accuracy by specifying the system of local dependencies that produce - but at the same time are induced by - decentralised collaborative arrangements between hospitals. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Model parameter estimation approach based on incremental analysis for lithium-ion batteries without using open circuit voltage

NASA Astrophysics Data System (ADS)

Wu, Hongjie; Yuan, Shifei; Zhang, Xi; Yin, Chengliang; Ma, Xuerui

2015-08-01

To improve the suitability of lithium-ion battery model under varying scenarios, such as fluctuating temperature and SoC variation, dynamic model with parameters updated realtime should be developed. In this paper, an incremental analysis-based auto regressive exogenous (I-ARX) modeling method is proposed to eliminate the modeling error caused by the OCV effect and improve the accuracy of parameter estimation. Then, its numerical stability, modeling error, and parametric sensitivity are analyzed at different sampling rates (0.02, 0.1, 0.5 and 1 s). To identify the model parameters recursively, a bias-correction recursive least squares (CRLS) algorithm is applied. Finally, the pseudo random binary sequence (PRBS) and urban dynamic driving sequences (UDDSs) profiles are performed to verify the realtime performance and robustness of the newly proposed model and algorithm. Different sampling rates (1 Hz and 10 Hz) and multiple temperature points (5, 25, and 45 °C) are covered in our experiments. The experimental and simulation results indicate that the proposed I-ARX model can present high accuracy and suitability for parameter identification without using open circuit voltage.

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.

Genetic parameters for growth characteristics of free-range chickens under univariate random regression models.

PubMed

Rovadoscki, Gregori A; Petrini, Juliana; Ramirez-Diaz, Johanna; Pertile, Simone F N; Pertille, Fábio; Salvian, Mayara; Iung, Laiza H S; Rodriguez, Mary Ana P; Zampar, Aline; Gaya, Leila G; Carvalho, Rachel S B; Coelho, Antonio A D; Savino, Vicente J M; Coutinho, Luiz L; Mourão, Gerson B

2016-09-01

Repeated measures from the same individual have been analyzed by using repeatability and finite dimension models under univariate or multivariate analyses. However, in the last decade, the use of random regression models for genetic studies with longitudinal data have become more common. Thus, the aim of this research was to estimate genetic parameters for body weight of four experimental chicken lines by using univariate random regression models. Body weight data from hatching to 84 days of age (n = 34,730) from four experimental free-range chicken lines (7P, Caipirão da ESALQ, Caipirinha da ESALQ and Carijó Barbado) were used. The analysis model included the fixed effects of contemporary group (gender and rearing system), fixed regression coefficients for age at measurement, and random regression coefficients for permanent environmental effects and additive genetic effects. Heterogeneous variances for residual effects were considered, and one residual variance was assigned for each of six subclasses of age at measurement. Random regression curves were modeled by using Legendre polynomials of the second and third orders, with the best model chosen based on the Akaike Information Criterion, Bayesian Information Criterion, and restricted maximum likelihood. Multivariate analyses under the same animal mixed model were also performed for the validation of the random regression models. The Legendre polynomials of second order were better for describing the growth curves of the lines studied. Moderate to high heritabilities (h(2) = 0.15 to 0.98) were estimated for body weight between one and 84 days of age, suggesting that selection for body weight at all ages can be used as a selection criteria. Genetic correlations among body weight records obtained through multivariate analyses ranged from 0.18 to 0.96, 0.12 to 0.89, 0.06 to 0.96, and 0.28 to 0.96 in 7P, Caipirão da ESALQ, Caipirinha da ESALQ, and Carijó Barbado chicken lines, respectively. Results indicate that genetic gain for body weight can be achieved by selection. Also, selection for body weight at 42 days of age can be maintained as a selection criterion. © 2016 Poultry Science Association Inc.

Turbulent mixing of a critical fluid: The non-perturbative renormalization

NASA Astrophysics Data System (ADS)

Hnatič, M.; Kalagov, G.; Nalimov, M.

2018-01-01

Non-perturbative Renormalization Group (NPRG) technique is applied to a stochastical model of a non-conserved scalar order parameter near its critical point, subject to turbulent advection. The compressible advecting flow is modeled by a random Gaussian velocity field with zero mean and correlation function 〈υjυi 〉 ∼ (Pji⊥ + αPji∥) /k d + ζ. Depending on the relations between the parameters ζ, α and the space dimensionality d, the model reveals several types of scaling regimes. Some of them are well known (model A of equilibrium critical dynamics and linear passive scalar field advected by a random turbulent flow), but there is a new nonequilibrium regime (universality class) associated with new nontrivial fixed points of the renormalization group equations. We have obtained the phase diagram (d, ζ) of possible scaling regimes in the system. The physical point d = 3, ζ = 4 / 3 corresponding to three-dimensional fully developed Kolmogorov's turbulence, where critical fluctuations are irrelevant, is stable for α ≲ 2.26. Otherwise, in the case of "strong compressibility" α ≳ 2.26, the critical fluctuations of the order parameter become relevant for three-dimensional turbulence. Estimations of critical exponents for each scaling regime are presented.

Influence of Averaging Preprocessing on Image Analysis with a Markov Random Field Model

NASA Astrophysics Data System (ADS)

Sakamoto, Hirotaka; Nakanishi-Ohno, Yoshinori; Okada, Masato

2018-02-01

This paper describes our investigations into the influence of averaging preprocessing on the performance of image analysis. Averaging preprocessing involves a trade-off: image averaging is often undertaken to reduce noise while the number of image data available for image analysis is decreased. We formulated a process of generating image data by using a Markov random field (MRF) model to achieve image analysis tasks such as image restoration and hyper-parameter estimation by a Bayesian approach. According to the notions of Bayesian inference, posterior distributions were analyzed to evaluate the influence of averaging. There are three main results. First, we found that the performance of image restoration with a predetermined value for hyper-parameters is invariant regardless of whether averaging is conducted. We then found that the performance of hyper-parameter estimation deteriorates due to averaging. Our analysis of the negative logarithm of the posterior probability, which is called the free energy based on an analogy with statistical mechanics, indicated that the confidence of hyper-parameter estimation remains higher without averaging. Finally, we found that when the hyper-parameters are estimated from the data, the performance of image restoration worsens as averaging is undertaken. We conclude that averaging adversely influences the performance of image analysis through hyper-parameter estimation.

Optimal positions and parameters of translational and rotational mass dampers in beams subjected to random excitation

NASA Astrophysics Data System (ADS)

Łatas, Waldemar

2018-01-01

The problem of vibrations of the beam with the attached system of translational and rotational dynamic mass dampers subjected to random excitations with peaked power spectral densities, is presented in the hereby paper. The Euler-Bernoulli beam model is applied, while for solving the equation of motion the Galerkin method and the Laplace time transform are used. The obtained transfer functions allow to determine power spectral densities of the beam deflection and other dependent variables. Numerical examples present simple optimization problems of mass dampers parameters for local and global objective functions.

Synchronised firing patterns in a random network of adaptive exponential integrate-and-fire neuron model.

PubMed

Borges, F S; Protachevicz, P R; Lameu, E L; Bonetti, R C; Iarosz, K C; Caldas, I L; Baptista, M S; Batista, A M

2017-06-01

We have studied neuronal synchronisation in a random network of adaptive exponential integrate-and-fire neurons. We study how spiking or bursting synchronous behaviour appears as a function of the coupling strength and the probability of connections, by constructing parameter spaces that identify these synchronous behaviours from measurements of the inter-spike interval and the calculation of the order parameter. Moreover, we verify the robustness of synchronisation by applying an external perturbation to each neuron. The simulations show that bursting synchronisation is more robust than spike synchronisation. Copyright © 2017 Elsevier Ltd. All rights reserved.

Fisher information at the edge of chaos in random Boolean networks.

PubMed

Wang, X Rosalind; Lizier, Joseph T; Prokopenko, Mikhail

2011-01-01

We study the order-chaos phase transition in random Boolean networks (RBNs), which have been used as models of gene regulatory networks. In particular we seek to characterize the phase diagram in information-theoretic terms, focusing on the effect of the control parameters (activity level and connectivity). Fisher information, which measures how much system dynamics can reveal about the control parameters, offers a natural interpretation of the phase diagram in RBNs. We report that this measure is maximized near the order-chaos phase transitions in RBNs, since this is the region where the system is most sensitive to its parameters. Furthermore, we use this study of RBNs to clarify the relationship between Shannon and Fisher information measures.

Optimal strategy analysis based on robust predictive control for inventory system with random demand

NASA Astrophysics Data System (ADS)

Saputra, Aditya; Widowati, Sutrisno

2017-12-01

In this paper, the optimal strategy for a single product single supplier inventory system with random demand is analyzed by using robust predictive control with additive random parameter. We formulate the dynamical system of this system as a linear state space with additive random parameter. To determine and analyze the optimal strategy for the given inventory system, we use robust predictive control approach which gives the optimal strategy i.e. the optimal product volume that should be purchased from the supplier for each time period so that the expected cost is minimal. A numerical simulation is performed with some generated random inventory data. We simulate in MATLAB software where the inventory level must be controlled as close as possible to a set point decided by us. From the results, robust predictive control model provides the optimal strategy i.e. the optimal product volume that should be purchased and the inventory level was followed the given set point.

Advances in nonmarket valuation econometrics: Spatial heterogeneity in hedonic pricing models and preference heterogeneity in stated preference models

NASA Astrophysics Data System (ADS)

Yoo, Jin Woo

In my 1st essay, the study explores Pennsylvania residents. willingness to pay for development of renewable energy technologies such as solar power, wind power, biomass electricity, and other renewable energy using a choice experiment method. Principle component analysis identified 3 independent attitude components that affect the variation of preference, a desire for renewable energy and environmental quality and concern over cost. The results show that urban residents have a higher desire for environmental quality and concern less about cost than rural residents and consequently have a higher willingness to pay to increase renewable energy production. The results of sub-sample analysis show that a representative respondent in rural (urban) Pennsylvania is willing to pay 3.8(5.9) and 4.1(5.7)/month for increasing the share of Pennsylvania electricity generated from wind power and other renewable energy by 1 percent point, respectively. Mean WTP for solar and biomass electricity was not significantly different from zero. In my second essay, heterogeneity of individual WTP for various renewable energy technologies is investigated using several different variants of the multinomial logit model: a simple MNL with interaction terms, a latent class choice model, a random parameter mixed logit choice model, and a random parameter-latent class choice model. The results of all models consistently show that respondents. preference for individual renewable technology is heterogeneous, but the degree of heterogeneity differs for different renewable technologies. In general, the random parameter logit model with interactions and a hybrid random parameter logit-latent class model fit better than other models and better capture respondents. heterogeneity of preference for renewable energy. The impact of the land under agricultural conservation easement (ACE) contract on the values of nearby residential properties is investigated using housing sales data in two Pennsylvania Counties. The spatial-lag (SLM), the spatial error (SEM) and the spatial error component (SEC) models were compared. A geographically weighted regression (GWR) model is estimated to study the spatial heterogeneity of the marginal implicit prices of ACE impact within each county. New hybrid spatial hedonic models, the GWR-SEC and a modified GWR-SEM, are estimated such that both spatial autocorrelation and heterogeneity are accounted. The results show that the coefficient of land under easement contract varies spatially within one county, but not within the other county studied. Also, ACE's are found to have both positive and negative impacts on the values of nearby residential properties. Among global spatial models, the SEM fit better than the SLM and the SEC. Statistical goodness of fit measures showed that the GWR-SEC model fit better than the GWR or the GWR-SEC model. Finally, the GWR-SEC showed spatial autocorrelation is stronger in one county than in the other county.

Two-component Structure in the Entanglement Spectrum of Highly Excited States

NASA Astrophysics Data System (ADS)

Yang, Zhi-Cheng; Chamon, Claudio; Hamma, Alioscia; Mucciolo, Eduardo

We study the entanglement spectrum of highly excited eigenstates of two known models which exhibit a many-body localization transition, namely the one-dimensional random-field Heisenberg model and the quantum random energy model. Our results indicate that the entanglement spectrum shows a ``two-component'' structure: a universal part that is associated to Random Matrix Theory, and a non-universal part that is model dependent. The non-universal part manifests the deviation of the highly excited eigenstate from a true random state even in the thermalized phase where the Eigenstate Thermalization Hypothesis holds. The fraction of the spectrum containing the universal part decreases continuously as one approaches the critical point and vanishes in the localized phase in the thermodynamic limit. We use the universal part fraction to construct a new order parameter for the many-body delocalized-to-localized transition. Two toy models based on Rokhsar-Kivelson type wavefunctions are constructed and their entanglement spectra are shown to exhibit the same structure.

Optimizing Constrained Single Period Problem under Random Fuzzy Demand

NASA Astrophysics Data System (ADS)

Taleizadeh, Ata Allah; Shavandi, Hassan; Riazi, Afshin

2008-09-01

In this paper, we consider the multi-product multi-constraint newsboy problem with random fuzzy demands and total discount. The demand of the products is often stochastic in the real word but the estimation of the parameters of distribution function may be done by fuzzy manner. So an appropriate option to modeling the demand of products is using the random fuzzy variable. The objective function of proposed model is to maximize the expected profit of newsboy. We consider the constraints such as warehouse space and restriction on quantity order for products, and restriction on budget. We also consider the batch size for products order. Finally we introduce a random fuzzy multi-product multi-constraint newsboy problem (RFM-PM-CNP) and it is changed to a multi-objective mixed integer nonlinear programming model. Furthermore, a hybrid intelligent algorithm based on genetic algorithm, Pareto and TOPSIS is presented for the developed model. Finally an illustrative example is presented to show the performance of the developed model and algorithm.

Incorporation of prior information on parameters into nonlinear regression groundwater flow models: 1. Theory

USGS Publications Warehouse

Cooley, Richard L.

1982-01-01

Prior information on the parameters of a groundwater flow model can be used to improve parameter estimates obtained from nonlinear regression solution of a modeling problem. Two scales of prior information can be available: (1) prior information having known reliability (that is, bias and random error structure) and (2) prior information consisting of best available estimates of unknown reliability. A regression method that incorporates the second scale of prior information assumes the prior information to be fixed for any particular analysis to produce improved, although biased, parameter estimates. Approximate optimization of two auxiliary parameters of the formulation is used to help minimize the bias, which is almost always much smaller than that resulting from standard ridge regression. It is shown that if both scales of prior information are available, then a combined regression analysis may be made.

Structure of a randomly grown 2-d network.

PubMed

Ajazi, Fioralba; Napolitano, George M; Turova, Tatyana; Zaurbek, Izbassar

2015-10-01

We introduce a growing random network on a plane as a model of a growing neuronal network. The properties of the structure of the induced graph are derived. We compare our results with available data. In particular, it is shown that depending on the parameters of the model the system undergoes in time different phases of the structure. We conclude with a possible explanation of some empirical data on the connections between neurons. Copyright © 2015 Elsevier Ireland Ltd. All rights reserved.

Random glucose is useful for individual prediction of type 2 diabetes: results of the Study of Health in Pomerania (SHIP).

PubMed

Kowall, Bernd; Rathmann, Wolfgang; Giani, Guido; Schipf, Sabine; Baumeister, Sebastian; Wallaschofski, Henri; Nauck, Matthias; Völzke, Henry

2013-04-01

Random glucose is widely used in routine clinical practice. We investigated whether this non-standardized glycemic measure is useful for individual diabetes prediction. The Study of Health in Pomerania (SHIP), a population-based cohort study in north-east Germany, included 3107 diabetes-free persons aged 31-81 years at baseline in 1997-2001. 2475 persons participated at 5-year follow-up and gave self-reports of incident diabetes. For the total sample and for subjects aged ≥50 years, statistical properties of prediction models with and without random glucose were compared. A basic model (including age, sex, diabetes of parents, hypertension and waist circumference) and a comprehensive model (additionally including various lifestyle variables and blood parameters, but not HbA1c) performed statistically significantly better after adding random glucose (e.g., the area under the receiver-operating curve (AROC) increased from 0.824 to 0.856 after adding random glucose to the comprehensive model in the total sample). Likewise, adding random glucose to prediction models which included HbA1c led to significant improvements of predictive ability (e.g., for subjects ≥50 years, AROC increased from 0.824 to 0.849 after adding random glucose to the comprehensive model+HbA1c). Random glucose is useful for individual diabetes prediction, and improves prediction models including HbA1c. Copyright © 2012 Primary Care Diabetes Europe. Published by Elsevier Ltd. All rights reserved.

Population density approach for discrete mRNA distributions in generalized switching models for stochastic gene expression.

PubMed

Stinchcombe, Adam R; Peskin, Charles S; Tranchina, Daniel

2012-06-01

We present a generalization of a population density approach for modeling and analysis of stochastic gene expression. In the model, the gene of interest fluctuates stochastically between an inactive state, in which transcription cannot occur, and an active state, in which discrete transcription events occur; and the individual mRNA molecules are degraded stochastically in an independent manner. This sort of model in simplest form with exponential dwell times has been used to explain experimental estimates of the discrete distribution of random mRNA copy number. In our generalization, the random dwell times in the inactive and active states, T_{0} and T_{1}, respectively, are independent random variables drawn from any specified distributions. Consequently, the probability per unit time of switching out of a state depends on the time since entering that state. Our method exploits a connection between the fully discrete random process and a related continuous process. We present numerical methods for computing steady-state mRNA distributions and an analytical derivation of the mRNA autocovariance function. We find that empirical estimates of the steady-state mRNA probability mass function from Monte Carlo simulations of laboratory data do not allow one to distinguish between underlying models with exponential and nonexponential dwell times in some relevant parameter regimes. However, in these parameter regimes and where the autocovariance function has negative lobes, the autocovariance function disambiguates the two types of models. Our results strongly suggest that temporal data beyond the autocovariance function is required in general to characterize gene switching.

Personalized Risk Prediction in Clinical Oncology Research: Applications and Practical Issues Using Survival Trees and Random Forests.

PubMed

Hu, Chen; Steingrimsson, Jon Arni

2018-01-01

A crucial component of making individualized treatment decisions is to accurately predict each patient's disease risk. In clinical oncology, disease risks are often measured through time-to-event data, such as overall survival and progression/recurrence-free survival, and are often subject to censoring. Risk prediction models based on recursive partitioning methods are becoming increasingly popular largely due to their ability to handle nonlinear relationships, higher-order interactions, and/or high-dimensional covariates. The most popular recursive partitioning methods are versions of the Classification and Regression Tree (CART) algorithm, which builds a simple interpretable tree structured model. With the aim of increasing prediction accuracy, the random forest algorithm averages multiple CART trees, creating a flexible risk prediction model. Risk prediction models used in clinical oncology commonly use both traditional demographic and tumor pathological factors as well as high-dimensional genetic markers and treatment parameters from multimodality treatments. In this article, we describe the most commonly used extensions of the CART and random forest algorithms to right-censored outcomes. We focus on how they differ from the methods for noncensored outcomes, and how the different splitting rules and methods for cost-complexity pruning impact these algorithms. We demonstrate these algorithms by analyzing a randomized Phase III clinical trial of breast cancer. We also conduct Monte Carlo simulations to compare the prediction accuracy of survival forests with more commonly used regression models under various scenarios. These simulation studies aim to evaluate how sensitive the prediction accuracy is to the underlying model specifications, the choice of tuning parameters, and the degrees of missing covariates.

Transcription, intercellular variability and correlated random walk.

PubMed

Müller, Johannes; Kuttler, Christina; Hense, Burkhard A; Zeiser, Stefan; Liebscher, Volkmar

2008-11-01

We develop a simple model for the random distribution of a gene product. It is assumed that the only source of variance is due to switching transcription on and off by a random process. Under the condition that the transition rates between on and off are constant we find that the amount of mRNA follows a scaled Beta distribution. Additionally, a simple positive feedback loop is considered. The simplicity of the model allows for an explicit solution also in this setting. These findings in turn allow, e.g., for easy parameter scans. We find that bistable behavior translates into bimodal distributions. These theoretical findings are in line with experimental results.

Social aggregation in pea aphids: experiment and random walk modeling.

PubMed

Nilsen, Christa; Paige, John; Warner, Olivia; Mayhew, Benjamin; Sutley, Ryan; Lam, Matthew; Bernoff, Andrew J; Topaz, Chad M

2013-01-01

From bird flocks to fish schools and ungulate herds to insect swarms, social biological aggregations are found across the natural world. An ongoing challenge in the mathematical modeling of aggregations is to strengthen the connection between models and biological data by quantifying the rules that individuals follow. We model aggregation of the pea aphid, Acyrthosiphon pisum. Specifically, we conduct experiments to track the motion of aphids walking in a featureless circular arena in order to deduce individual-level rules. We observe that each aphid transitions stochastically between a moving and a stationary state. Moving aphids follow a correlated random walk. The probabilities of motion state transitions, as well as the random walk parameters, depend strongly on distance to an aphid's nearest neighbor. For large nearest neighbor distances, when an aphid is essentially isolated, its motion is ballistic with aphids moving faster, turning less, and being less likely to stop. In contrast, for short nearest neighbor distances, aphids move more slowly, turn more, and are more likely to become stationary; this behavior constitutes an aggregation mechanism. From the experimental data, we estimate the state transition probabilities and correlated random walk parameters as a function of nearest neighbor distance. With the individual-level model established, we assess whether it reproduces the macroscopic patterns of movement at the group level. To do so, we consider three distributions, namely distance to nearest neighbor, angle to nearest neighbor, and percentage of population moving at any given time. For each of these three distributions, we compare our experimental data to the output of numerical simulations of our nearest neighbor model, and of a control model in which aphids do not interact socially. Our stochastic, social nearest neighbor model reproduces salient features of the experimental data that are not captured by the control.

Reduction of low frequency vibration of truck driver and seating system through system parameter identification, sensitivity analysis and active control

NASA Astrophysics Data System (ADS)

Wang, Xu; Bi, Fengrong; Du, Haiping

2018-05-01

This paper aims to develop an 5-degree-of-freedom driver and seating system model for optimal vibration control. A new method for identification of the driver seating system parameters from experimental vibration measurement has been developed. The parameter sensitivity analysis has been conducted considering the random excitation frequency and system parameter uncertainty. The most and least sensitive system parameters for the transmissibility ratio have been identified. The optimised PID controllers have been developed to reduce the driver's body vibration.

On the predictivity of pore-scale simulations: Estimating uncertainties with multilevel Monte Carlo

NASA Astrophysics Data System (ADS)

Icardi, Matteo; Boccardo, Gianluca; Tempone, Raúl

2016-09-01

A fast method with tunable accuracy is proposed to estimate errors and uncertainties in pore-scale and Digital Rock Physics (DRP) problems. The overall predictivity of these studies can be, in fact, hindered by many factors including sample heterogeneity, computational and imaging limitations, model inadequacy and not perfectly known physical parameters. The typical objective of pore-scale studies is the estimation of macroscopic effective parameters such as permeability, effective diffusivity and hydrodynamic dispersion. However, these are often non-deterministic quantities (i.e., results obtained for specific pore-scale sample and setup are not totally reproducible by another ;equivalent; sample and setup). The stochastic nature can arise due to the multi-scale heterogeneity, the computational and experimental limitations in considering large samples, and the complexity of the physical models. These approximations, in fact, introduce an error that, being dependent on a large number of complex factors, can be modeled as random. We propose a general simulation tool, based on multilevel Monte Carlo, that can reduce drastically the computational cost needed for computing accurate statistics of effective parameters and other quantities of interest, under any of these random errors. This is, to our knowledge, the first attempt to include Uncertainty Quantification (UQ) in pore-scale physics and simulation. The method can also provide estimates of the discretization error and it is tested on three-dimensional transport problems in heterogeneous materials, where the sampling procedure is done by generation algorithms able to reproduce realistic consolidated and unconsolidated random sphere and ellipsoid packings and arrangements. A totally automatic workflow is developed in an open-source code [1], that include rigid body physics and random packing algorithms, unstructured mesh discretization, finite volume solvers, extrapolation and post-processing techniques. The proposed method can be efficiently used in many porous media applications for problems such as stochastic homogenization/upscaling, propagation of uncertainty from microscopic fluid and rock properties to macro-scale parameters, robust estimation of Representative Elementary Volume size for arbitrary physics.

Modeling and Compensation of Random Drift of MEMS Gyroscopes Based on Least Squares Support Vector Machine Optimized by Chaotic Particle Swarm Optimization.

PubMed

Xing, Haifeng; Hou, Bo; Lin, Zhihui; Guo, Meifeng

2017-10-13

MEMS (Micro Electro Mechanical System) gyroscopes have been widely applied to various fields, but MEMS gyroscope random drift has nonlinear and non-stationary characteristics. It has attracted much attention to model and compensate the random drift because it can improve the precision of inertial devices. This paper has proposed to use wavelet filtering to reduce noise in the original data of MEMS gyroscopes, then reconstruct the random drift data with PSR (phase space reconstruction), and establish the model for the reconstructed data by LSSVM (least squares support vector machine), of which the parameters were optimized using CPSO (chaotic particle swarm optimization). Comparing the effect of modeling the MEMS gyroscope random drift with BP-ANN (back propagation artificial neural network) and the proposed method, the results showed that the latter had a better prediction accuracy. Using the compensation of three groups of MEMS gyroscope random drift data, the standard deviation of three groups of experimental data dropped from 0.00354°/s, 0.00412°/s, and 0.00328°/s to 0.00065°/s, 0.00072°/s and 0.00061°/s, respectively, which demonstrated that the proposed method can reduce the influence of MEMS gyroscope random drift and verified the effectiveness of this method for modeling MEMS gyroscope random drift.

Assessing the accuracy of subject-specific, muscle-model parameters determined by optimizing to match isometric strength.

PubMed

DeSmitt, Holly J; Domire, Zachary J

2016-12-01

Biomechanical models are sensitive to the choice of model parameters. Therefore, determination of accurate subject specific model parameters is important. One approach to generate these parameters is to optimize the values such that the model output will match experimentally measured strength curves. This approach is attractive as it is inexpensive and should provide an excellent match to experimentally measured strength. However, given the problem of muscle redundancy, it is not clear that this approach generates accurate individual muscle forces. The purpose of this investigation is to evaluate this approach using simulated data to enable a direct comparison. It is hypothesized that the optimization approach will be able to recreate accurate muscle model parameters when information from measurable parameters is given. A model of isometric knee extension was developed to simulate a strength curve across a range of knee angles. In order to realistically recreate experimentally measured strength, random noise was added to the modeled strength. Parameters were solved for using a genetic search algorithm. When noise was added to the measurements the strength curve was reasonably recreated. However, the individual muscle model parameters and force curves were far less accurate. Based upon this examination, it is clear that very different sets of model parameters can recreate similar strength curves. Therefore, experimental variation in strength measurements has a significant influence on the results. Given the difficulty in accurately recreating individual muscle parameters, it may be more appropriate to perform simulations with lumped actuators representing similar muscles.

Bayesian inference for OPC modeling

NASA Astrophysics Data System (ADS)

Burbine, Andrew; Sturtevant, John; Fryer, David; Smith, Bruce W.

2016-03-01

The use of optical proximity correction (OPC) demands increasingly accurate models of the photolithographic process. Model building and inference techniques in the data science community have seen great strides in the past two decades which make better use of available information. This paper aims to demonstrate the predictive power of Bayesian inference as a method for parameter selection in lithographic models by quantifying the uncertainty associated with model inputs and wafer data. Specifically, the method combines the model builder's prior information about each modelling assumption with the maximization of each observation's likelihood as a Student's t-distributed random variable. Through the use of a Markov chain Monte Carlo (MCMC) algorithm, a model's parameter space is explored to find the most credible parameter values. During parameter exploration, the parameters' posterior distributions are generated by applying Bayes' rule, using a likelihood function and the a priori knowledge supplied. The MCMC algorithm used, an affine invariant ensemble sampler (AIES), is implemented by initializing many walkers which semiindependently explore the space. The convergence of these walkers to global maxima of the likelihood volume determine the parameter values' highest density intervals (HDI) to reveal champion models. We show that this method of parameter selection provides insights into the data that traditional methods do not and outline continued experiments to vet the method.

A syringe-sharing model for the spread of HIV: application to Omsk, Western Siberia.

PubMed

Artzrouni, Marc; Leonenko, Vasiliy N; Mara, Thierry A

2017-03-01

A system of two differential equations is used to model the transmission dynamics of human immunodeficiency virus between 'persons who inject drugs' (PWIDs) and their syringes. Our vector-borne disease model hinges on a metaphorical urn from which PWIDs draw syringes at random which may or may not be infected and may or may not result in one of the two agents becoming infected. The model's parameters are estimated with data mostly from the city of Omsk in Western Siberia. A linear trend in PWID prevalence in Omsk could only be fitted by considering a time-dependent version of the model captured through a secular decrease in the probability that PWIDs decide to share a syringe. A global sensitivity analysis is performed with 14 parameters considered random variables in order to assess their impact on average numbers infected over a 50-year projection. With obvious intervention implications the drug injection rate and the probability of syringe-cleansing are the only parameters whose coefficients of correlations with numbers of infected PWIDs and infected syringes have an absolute value close to or larger than 0.40. © The authors 2015. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

An Analytic Model for the Success Rate of a Robotic Actuator System in Hitting Random Targets.

PubMed

Bradley, Stuart

2015-11-20

Autonomous robotic systems are increasingly being used in a wide range of applications such as precision agriculture, medicine, and the military. These systems have common features which often includes an action by an "actuator" interacting with a target. While simulations and measurements exist for the success rate of hitting targets by some systems, there is a dearth of analytic models which can give insight into, and guidance on optimization, of new robotic systems. The present paper develops a simple model for estimation of the success rate for hitting random targets from a moving platform. The model has two main dimensionless parameters: the ratio of actuator spacing to target diameter; and the ratio of platform distance moved (between actuator "firings") to the target diameter. It is found that regions of parameter space having specified high success are described by simple equations, providing guidance on design. The role of a "cost function" is introduced which, when minimized, provides optimization of design, operating, and risk mitigation costs.

Multivariate Longitudinal Analysis with Bivariate Correlation Test.

PubMed

Adjakossa, Eric Houngla; Sadissou, Ibrahim; Hounkonnou, Mahouton Norbert; Nuel, Gregory

2016-01-01

In the context of multivariate multilevel data analysis, this paper focuses on the multivariate linear mixed-effects model, including all the correlations between the random effects when the dimensional residual terms are assumed uncorrelated. Using the EM algorithm, we suggest more general expressions of the model's parameters estimators. These estimators can be used in the framework of the multivariate longitudinal data analysis as well as in the more general context of the analysis of multivariate multilevel data. By using a likelihood ratio test, we test the significance of the correlations between the random effects of two dependent variables of the model, in order to investigate whether or not it is useful to model these dependent variables jointly. Simulation studies are done to assess both the parameter recovery performance of the EM estimators and the power of the test. Using two empirical data sets which are of longitudinal multivariate type and multivariate multilevel type, respectively, the usefulness of the test is illustrated.

Error sensitivity analysis in 10-30-day extended range forecasting by using a nonlinear cross-prediction error model

NASA Astrophysics Data System (ADS)

Xia, Zhiye; Xu, Lisheng; Chen, Hongbin; Wang, Yongqian; Liu, Jinbao; Feng, Wenlan

2017-06-01

Extended range forecasting of 10-30 days, which lies between medium-term and climate prediction in terms of timescale, plays a significant role in decision-making processes for the prevention and mitigation of disastrous meteorological events. The sensitivity of initial error, model parameter error, and random error in a nonlinear crossprediction error (NCPE) model, and their stability in the prediction validity period in 10-30-day extended range forecasting, are analyzed quantitatively. The associated sensitivity of precipitable water, temperature, and geopotential height during cases of heavy rain and hurricane is also discussed. The results are summarized as follows. First, the initial error and random error interact. When the ratio of random error to initial error is small (10-6-10-2), minor variation in random error cannot significantly change the dynamic features of a chaotic system, and therefore random error has minimal effect on the prediction. When the ratio is in the range of 10-1-2 (i.e., random error dominates), attention should be paid to the random error instead of only the initial error. When the ratio is around 10-2-10-1, both influences must be considered. Their mutual effects may bring considerable uncertainty to extended range forecasting, and de-noising is therefore necessary. Second, in terms of model parameter error, the embedding dimension m should be determined by the factual nonlinear time series. The dynamic features of a chaotic system cannot be depicted because of the incomplete structure of the attractor when m is small. When m is large, prediction indicators can vanish because of the scarcity of phase points in phase space. A method for overcoming the cut-off effect ( m > 4) is proposed. Third, for heavy rains, precipitable water is more sensitive to the prediction validity period than temperature or geopotential height; however, for hurricanes, geopotential height is most sensitive, followed by precipitable water.

Testing statistical self-similarity in the topology of river networks

USGS Publications Warehouse

Troutman, Brent M.; Mantilla, Ricardo; Gupta, Vijay K.

2010-01-01

Recent work has demonstrated that the topological properties of real river networks deviate significantly from predictions of Shreve's random model. At the same time the property of mean self-similarity postulated by Tokunaga's model is well supported by data. Recently, a new class of network model called random self-similar networks (RSN) that combines self-similarity and randomness has been introduced to replicate important topological features observed in real river networks. We investigate if the hypothesis of statistical self-similarity in the RSN model is supported by data on a set of 30 basins located across the continental United States that encompass a wide range of hydroclimatic variability. We demonstrate that the generators of the RSN model obey a geometric distribution, and self-similarity holds in a statistical sense in 26 of these 30 basins. The parameters describing the distribution of interior and exterior generators are tested to be statistically different and the difference is shown to produce the well-known Hack's law. The inter-basin variability of RSN parameters is found to be statistically significant. We also test generator dependence on two climatic indices, mean annual precipitation and radiative index of dryness. Some indication of climatic influence on the generators is detected, but this influence is not statistically significant with the sample size available. Finally, two key applications of the RSN model to hydrology and geomorphology are briefly discussed.

Predicting network modules of cell cycle regulators using relative protein abundance statistics.

PubMed

Oguz, Cihan; Watson, Layne T; Baumann, William T; Tyson, John J

2017-02-28

Parameter estimation in systems biology is typically done by enforcing experimental observations through an objective function as the parameter space of a model is explored by numerical simulations. Past studies have shown that one usually finds a set of "feasible" parameter vectors that fit the available experimental data equally well, and that these alternative vectors can make different predictions under novel experimental conditions. In this study, we characterize the feasible region of a complex model of the budding yeast cell cycle under a large set of discrete experimental constraints in order to test whether the statistical features of relative protein abundance predictions are influenced by the topology of the cell cycle regulatory network. Using differential evolution, we generate an ensemble of feasible parameter vectors that reproduce the phenotypes (viable or inviable) of wild-type yeast cells and 110 mutant strains. We use this ensemble to predict the phenotypes of 129 mutant strains for which experimental data is not available. We identify 86 novel mutants that are predicted to be viable and then rank the cell cycle proteins in terms of their contributions to cumulative variability of relative protein abundance predictions. Proteins involved in "regulation of cell size" and "regulation of G1/S transition" contribute most to predictive variability, whereas proteins involved in "positive regulation of transcription involved in exit from mitosis," "mitotic spindle assembly checkpoint" and "negative regulation of cyclin-dependent protein kinase by cyclin degradation" contribute the least. These results suggest that the statistics of these predictions may be generating patterns specific to individual network modules (START, S/G2/M, and EXIT). To test this hypothesis, we develop random forest models for predicting the network modules of cell cycle regulators using relative abundance statistics as model inputs. Predictive performance is assessed by the areas under receiver operating characteristics curves (AUC). Our models generate an AUC range of 0.83-0.87 as opposed to randomized models with AUC values around 0.50. By using differential evolution and random forest modeling, we show that the model prediction statistics generate distinct network module-specific patterns within the cell cycle network.

A model for incomplete longitudinal multivariate ordinal data.

PubMed

Liu, Li C

2008-12-30

In studies where multiple outcome items are repeatedly measured over time, missing data often occur. A longitudinal item response theory model is proposed for analysis of multivariate ordinal outcomes that are repeatedly measured. Under the MAR assumption, this model accommodates missing data at any level (missing item at any time point and/or missing time point). It allows for multiple random subject effects and the estimation of item discrimination parameters for the multiple outcome items. The covariates in the model can be at any level. Assuming either a probit or logistic response function, maximum marginal likelihood estimation is described utilizing multidimensional Gauss-Hermite quadrature for integration of the random effects. An iterative Fisher-scoring solution, which provides standard errors for all model parameters, is used. A data set from a longitudinal prevention study is used to motivate the application of the proposed model. In this study, multiple ordinal items of health behavior are repeatedly measured over time. Because of a planned missing design, subjects answered only two-third of all items at a given point. Copyright 2008 John Wiley & Sons, Ltd.

Variability in Parameter Estimates and Model Fit across Repeated Allocations of Items to Parcels

ERIC Educational Resources Information Center

Sterba, Sonya K.; MacCallum, Robert C.

2010-01-01

Different random or purposive allocations of items to parcels within a single sample are thought not to alter structural parameter estimates as long as items are unidimensional and congeneric. If, additionally, numbers of items per parcel and parcels per factor are held fixed across allocations, different allocations of items to parcels within a…

The Prediction of Item Parameters Based on Classical Test Theory and Latent Trait Theory

ERIC Educational Resources Information Center

Anil, Duygu

2008-01-01

In this study, the prediction power of the item characteristics based on the experts' predictions on conditions try-out practices cannot be applied was examined for item characteristics computed depending on classical test theory and two-parameters logistic model of latent trait theory. The study was carried out on 9914 randomly selected students…

On the Use of the Beta Distribution in Probabilistic Resource Assessments

USGS Publications Warehouse

Olea, R.A.

2011-01-01

The triangular distribution is a popular choice when it comes to modeling bounded continuous random variables. Its wide acceptance derives mostly from its simple analytic properties and the ease with which modelers can specify its three parameters through the extremes and the mode. On the negative side, hardly any real process follows a triangular distribution, which from the outset puts at a disadvantage any model employing triangular distributions. At a time when numerical techniques such as the Monte Carlo method are displacing analytic approaches in stochastic resource assessments, easy specification remains the most attractive characteristic of the triangular distribution. The beta distribution is another continuous distribution defined within a finite interval offering wider flexibility in style of variation, thus allowing consideration of models in which the random variables closely follow the observed or expected styles of variation. Despite its more complex definition, generation of values following a beta distribution is as straightforward as generating values following a triangular distribution, leaving the selection of parameters as the main impediment to practically considering beta distributions. This contribution intends to promote the acceptance of the beta distribution by explaining its properties and offering several suggestions to facilitate the specification of its two shape parameters. In general, given the same distributional parameters, use of the beta distributions in stochastic modeling may yield significantly different results, yet better estimates, than the triangular distribution. ?? 2011 International Association for Mathematical Geology (outside the USA).

Extracting Tree Height from Repeat-Pass PolInSAR Data : Experiments with JPL and ESA Airborne Systems

NASA Technical Reports Server (NTRS)

Lavalle, Marco; Ahmed, Razi; Neumann, Maxim; Hensley, Scott

2013-01-01

In this paper we present our latest developments and experiments with the random-motion-over-ground (RMoG) model used to extract canopy height and other important forest parameters from repeat-pass polarimetricinterferometric SAR (Pol-InSAR) data. More specifically, we summarize the key features of the RMoG model in contrast with the random-volume-over-ground (RVoG) model, describe in detail a possible inversion scheme for the RMoG model and illustrate the results of the RMoG inversion using airborne data collected by the Jet Propulsion Laboratory (JPL) and the European Space Agency (ESA).

Scattering Models and Basic Experiments in the Microwave Regime

NASA Technical Reports Server (NTRS)

Fung, A. K.; Blanchard, A. J. (Principal Investigator)

1985-01-01

The objectives of research over the next three years are: (1) to develop a randomly rough surface scattering model which is applicable over the entire frequency band; (2) to develop a computer simulation method and algorithm to simulate scattering from known randomly rough surfaces, Z(x,y); (3) to design and perform laboratory experiments to study geometric and physical target parameters of an inhomogeneous layer; (4) to develop scattering models for an inhomogeneous layer which accounts for near field interaction and multiple scattering in both the coherent and the incoherent scattering components; and (5) a comparison between theoretical models and measurements or numerical simulation.

Prediction of broadband ground-motion time histories: Hybrid low/high-frequency method with correlated random source parameters

USGS Publications Warehouse

Liu, P.; Archuleta, R.J.; Hartzell, S.H.

2006-01-01

We present a new method for calculating broadband time histories of ground motion based on a hybrid low-frequency/high-frequency approach with correlated source parameters. Using a finite-difference method we calculate low- frequency synthetics (< ∼1 Hz) in a 3D velocity structure. We also compute broadband synthetics in a 1D velocity model using a frequency-wavenumber method. The low frequencies from the 3D calculation are combined with the high frequencies from the 1D calculation by using matched filtering at a crossover frequency of 1 Hz. The source description, common to both the 1D and 3D synthetics, is based on correlated random distributions for the slip amplitude, rupture velocity, and rise time on the fault. This source description allows for the specification of source parameters independent of any a priori inversion results. In our broadband modeling we include correlation between slip amplitude, rupture velocity, and rise time, as suggested by dynamic fault modeling. The method of using correlated random source parameters is flexible and can be easily modified to adjust to our changing understanding of earthquake ruptures. A realistic attenuation model is common to both the 3D and 1D calculations that form the low- and high-frequency components of the broadband synthetics. The value of Q is a function of the local shear-wave velocity. To produce more accurate high-frequency amplitudes and durations, the 1D synthetics are corrected with a randomized, frequency-dependent radiation pattern. The 1D synthetics are further corrected for local site and nonlinear soil effects by using a 1D nonlinear propagation code and generic velocity structure appropriate for the site’s National Earthquake Hazards Reduction Program (NEHRP) site classification. The entire procedure is validated by comparison with the 1994 Northridge, California, strong ground motion data set. The bias and error found here for response spectral acceleration are similar to the best results that have been published by others for the Northridge rupture.

Bayesian dynamic modeling of time series of dengue disease case counts

PubMed Central

López-Quílez, Antonio; Torres-Prieto, Alexander

2017-01-01

The aim of this study is to model the association between weekly time series of dengue case counts and meteorological variables, in a high-incidence city of Colombia, applying Bayesian hierarchical dynamic generalized linear models over the period January 2008 to August 2015. Additionally, we evaluate the model’s short-term performance for predicting dengue cases. The methodology shows dynamic Poisson log link models including constant or time-varying coefficients for the meteorological variables. Calendar effects were modeled using constant or first- or second-order random walk time-varying coefficients. The meteorological variables were modeled using constant coefficients and first-order random walk time-varying coefficients. We applied Markov Chain Monte Carlo simulations for parameter estimation, and deviance information criterion statistic (DIC) for model selection. We assessed the short-term predictive performance of the selected final model, at several time points within the study period using the mean absolute percentage error. The results showed the best model including first-order random walk time-varying coefficients for calendar trend and first-order random walk time-varying coefficients for the meteorological variables. Besides the computational challenges, interpreting the results implies a complete analysis of the time series of dengue with respect to the parameter estimates of the meteorological effects. We found small values of the mean absolute percentage errors at one or two weeks out-of-sample predictions for most prediction points, associated with low volatility periods in the dengue counts. We discuss the advantages and limitations of the dynamic Poisson models for studying the association between time series of dengue disease and meteorological variables. The key conclusion of the study is that dynamic Poisson models account for the dynamic nature of the variables involved in the modeling of time series of dengue disease, producing useful models for decision-making in public health. PMID:28671941

Multilevel covariance regression with correlated random effects in the mean and variance structure.

PubMed

Quintero, Adrian; Lesaffre, Emmanuel

2017-09-01

Multivariate regression methods generally assume a constant covariance matrix for the observations. In case a heteroscedastic model is needed, the parametric and nonparametric covariance regression approaches can be restrictive in the literature. We propose a multilevel regression model for the mean and covariance structure, including random intercepts in both components and allowing for correlation between them. The implied conditional covariance function can be different across clusters as a result of the random effect in the variance structure. In addition, allowing for correlation between the random intercepts in the mean and covariance makes the model convenient for skewedly distributed responses. Furthermore, it permits us to analyse directly the relation between the mean response level and the variability in each cluster. Parameter estimation is carried out via Gibbs sampling. We compare the performance of our model to other covariance modelling approaches in a simulation study. Finally, the proposed model is applied to the RN4CAST dataset to identify the variables that impact burnout of nurses in Belgium. © 2017 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Studies in astronomical time series analysis. IV - Modeling chaotic and random processes with linear filters

NASA Technical Reports Server (NTRS)

Scargle, Jeffrey D.

1990-01-01

While chaos arises only in nonlinear systems, standard linear time series models are nevertheless useful for analyzing data from chaotic processes. This paper introduces such a model, the chaotic moving average. This time-domain model is based on the theorem that any chaotic process can be represented as the convolution of a linear filter with an uncorrelated process called the chaotic innovation. A technique, minimum phase-volume deconvolution, is introduced to estimate the filter and innovation. The algorithm measures the quality of a model using the volume covered by the phase-portrait of the innovation process. Experiments on synthetic data demonstrate that the algorithm accurately recovers the parameters of simple chaotic processes. Though tailored for chaos, the algorithm can detect both chaos and randomness, distinguish them from each other, and separate them if both are present. It can also recover nonminimum-delay pulse shapes in non-Gaussian processes, both random and chaotic.

Short-Time Dynamics of the Random n-Vector Model

NASA Astrophysics Data System (ADS)

Chen, Yuan; Li, Zhi-Bing; Fang, Hai; He, Shun-Shan; Situ, Shu-Ping

2001-11-01

Short-time critical behavior of the random n-vector model is studied by the theoretic renormalization-group approach. Asymptotic scaling laws are studied in a frame of the expansion in ɛ=4-d for n≠1 and {√ɛ} for n=1 respectively. In d<4, the initial slip exponents θ‧ for the order parameter and θ for the response function are calculated up to the second order in ɛ=4-d for n≠1 and {√ɛ} for n=1 at the random fixed point respectively. Our results show that the random impurities exert a strong influence on the short-time dynamics for d<4 and n

Effects of Uncertainties in Hydrological Modelling. A Case Study of a Mountainous Catchment in Southern Norway

NASA Astrophysics Data System (ADS)

Engeland, Kolbjorn; Steinsland, Ingelin

2016-04-01

The aim of this study is to investigate how the inclusion of uncertainties in inputs and observed streamflow influence the parameter estimation, streamflow predictions and model evaluation. In particular we wanted to answer the following research questions: • What is the effect of including a random error in the precipitation and temperature inputs? • What is the effect of decreased information about precipitation by excluding the nearest precipitation station? • What is the effect of the uncertainty in streamflow observations? • What is the effect of reduced information about the true streamflow by using a rating curve where the measurement of the highest and lowest streamflow is excluded when estimating the rating curve? To answer these questions, we designed a set of calibration experiments and evaluation strategies. We used the elevation distributed HBV model operating on daily time steps combined with a Bayesian formulation and the MCMC routine Dream for parameter inference. The uncertainties in inputs was represented by creating ensembles of precipitation and temperature. The precipitation ensemble were created using a meta-gaussian random field approach. The temperature ensembles were created using a 3D Bayesian kriging with random sampling of the temperature laps rate. The streamflow ensembles were generated by a Bayesian multi-segment rating curve model. Precipitation and temperatures were randomly sampled for every day, whereas the streamflow ensembles were generated from rating curve ensembles, and the same rating curve was always used for the whole time series in a calibration or evaluation run. We chose a catchment with a meteorological station measuring precipitation and temperature, and a rating curve of relatively high quality. This allowed us to investigate and further test the effect of having less information on precipitation and streamflow during model calibration, predictions and evaluation. The results showed that including uncertainty in the precipitation and temperature input has a negligible effect on the posterior distribution of parameters and for the Nash-Sutcliffe (NS) efficiency for the predicted flows, while the reliability and the continuous rank probability score (CRPS) improves. Reduced information in precipitation input resulted in a and a shift in the water balance parameter Pcorr, a model producing smoother streamflow predictions giving poorer NS and CRPS, but higher reliability. The effect of calibrating the hydrological model using wrong rating curves is mainly seen as variability in the water balance parameter Pcorr. When evaluating predictions obtained using a wrong rating curve, the evaluation scores varies depending on the true rating curve. Generally, the best evaluation scores were not achieved for the rating curve used for calibration, but for a rating curves giving low variance in streamflow observations. Reduced information in streamflow influenced the water balance parameter Pcorr, and increased the spread in evaluation scores giving both better and worse scores. This case study shows that estimating the water balance is challenging since both precipitation inputs and streamflow observations have pronounced systematic component in their uncertainties.

A Novel Statistical Analysis and Interpretation of Flow Cytometry Data

DTIC Science & Technology

2013-03-31

the resulting residuals appear random. In the work that follows, I∗ = 200. The values of B and b̂j are known from the experiment. Notice that the...conjunction with the model parameter vector in a two- stage process. Unfortunately two- stage estimation may cause some parameters of the mathematical model to...information theoretic criteria such as Akaike’s Information Criterion (AIC). From (4.3), it follows that the scaled residuals rjk = λjI[n̂](tj , zk; ~q

Estimation of genetic parameters for milk yield in Murrah buffaloes by Bayesian inference.

PubMed

Breda, F C; Albuquerque, L G; Euclydes, R F; Bignardi, A B; Baldi, F; Torres, R A; Barbosa, L; Tonhati, H

2010-02-01

Random regression models were used to estimate genetic parameters for test-day milk yield in Murrah buffaloes using Bayesian inference. Data comprised 17,935 test-day milk records from 1,433 buffaloes. Twelve models were tested using different combinations of third-, fourth-, fifth-, sixth-, and seventh-order orthogonal polynomials of weeks of lactation for additive genetic and permanent environmental effects. All models included the fixed effects of contemporary group, number of daily milkings and age of cow at calving as covariate (linear and quadratic effect). In addition, residual variances were considered to be heterogeneous with 6 classes of variance. Models were selected based on the residual mean square error, weighted average of residual variance estimates, and estimates of variance components, heritabilities, correlations, eigenvalues, and eigenfunctions. Results indicated that changes in the order of fit for additive genetic and permanent environmental random effects influenced the estimation of genetic parameters. Heritability estimates ranged from 0.19 to 0.31. Genetic correlation estimates were close to unity between adjacent test-day records, but decreased gradually as the interval between test-days increased. Results from mean squared error and weighted averages of residual variance estimates suggested that a model considering sixth- and seventh-order Legendre polynomials for additive and permanent environmental effects, respectively, and 6 classes for residual variances, provided the best fit. Nevertheless, this model presented the largest degree of complexity. A more parsimonious model, with fourth- and sixth-order polynomials, respectively, for these same effects, yielded very similar genetic parameter estimates. Therefore, this last model is recommended for routine applications. Copyright 2010 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

Sample Invariance of the Structural Equation Model and the Item Response Model: A Case Study.

ERIC Educational Resources Information Center

Breithaupt, Krista; Zumbo, Bruno D.

2002-01-01

Evaluated the sample invariance of item discrimination statistics in a case study using real data, responses of 10 random samples of 500 people to a depression scale. Results lend some support to the hypothesized superiority of a two-parameter item response model over the common form of structural equation modeling, at least when responses are…

Suppression of thermal frequency noise in erbium-doped fiber random lasers.

PubMed

Saxena, Bhavaye; Bao, Xiaoyi; Chen, Liang

2014-02-15

Frequency and intensity noise are characterized for erbium-doped fiber (EDF) random lasers based on Rayleigh distributed feedback mechanism. We propose a theoretical model for the frequency noise of such random lasers using the property of random phase modulations from multiple scattering points in ultralong fibers. We find that the Rayleigh feedback suppresses the noise at higher frequencies by introducing a Lorentzian envelope over the thermal frequency noise of a long fiber cavity. The theoretical model and measured frequency noise agree quantitatively with two fitting parameters. The random laser exhibits a noise level of 6  Hz²/Hz at 2 kHz, which is lower than what is found in conventional narrow-linewidth EDF fiber lasers and nonplanar ring laser oscillators (NPROs) by a factor of 166 and 2, respectively. The frequency noise has a minimum value for an optimum length of the Rayleigh scattering fiber.

A random effects meta-analysis model with Box-Cox transformation.

PubMed

Yamaguchi, Yusuke; Maruo, Kazushi; Partlett, Christopher; Riley, Richard D

2017-07-19

In a random effects meta-analysis model, true treatment effects for each study are routinely assumed to follow a normal distribution. However, normality is a restrictive assumption and the misspecification of the random effects distribution may result in a misleading estimate of overall mean for the treatment effect, an inappropriate quantification of heterogeneity across studies and a wrongly symmetric prediction interval. We focus on problems caused by an inappropriate normality assumption of the random effects distribution, and propose a novel random effects meta-analysis model where a Box-Cox transformation is applied to the observed treatment effect estimates. The proposed model aims to normalise an overall distribution of observed treatment effect estimates, which is sum of the within-study sampling distributions and the random effects distribution. When sampling distributions are approximately normal, non-normality in the overall distribution will be mainly due to the random effects distribution, especially when the between-study variation is large relative to the within-study variation. The Box-Cox transformation addresses this flexibly according to the observed departure from normality. We use a Bayesian approach for estimating parameters in the proposed model, and suggest summarising the meta-analysis results by an overall median, an interquartile range and a prediction interval. The model can be applied for any kind of variables once the treatment effect estimate is defined from the variable. A simulation study suggested that when the overall distribution of treatment effect estimates are skewed, the overall mean and conventional I 2 from the normal random effects model could be inappropriate summaries, and the proposed model helped reduce this issue. We illustrated the proposed model using two examples, which revealed some important differences on summary results, heterogeneity measures and prediction intervals from the normal random effects model. The random effects meta-analysis with the Box-Cox transformation may be an important tool for examining robustness of traditional meta-analysis results against skewness on the observed treatment effect estimates. Further critical evaluation of the method is needed.

Explanation of power law behavior of autoregressive conditional duration processes based on the random multiplicative process

NASA Astrophysics Data System (ADS)

Sato, Aki-Hiro

2004-04-01

Autoregressive conditional duration (ACD) processes, which have the potential to be applied to power law distributions of complex systems found in natural science, life science, and social science, are analyzed both numerically and theoretically. An ACD(1) process exhibits the singular second order moment, which suggests that its probability density function (PDF) has a power law tail. It is verified that the PDF of the ACD(1) has a power law tail with an arbitrary exponent depending on a model parameter. On the basis of theory of the random multiplicative process a relation between the model parameter and the power law exponent is theoretically derived. It is confirmed that the relation is valid from numerical simulations. An application of the ACD(1) to intervals between two successive transactions in a foreign currency market is shown.

An Optimization-based Framework to Learn Conditional Random Fields for Multi-label Classification

PubMed Central

Naeini, Mahdi Pakdaman; Batal, Iyad; Liu, Zitao; Hong, CharmGil; Hauskrecht, Milos

2015-01-01

This paper studies multi-label classification problem in which data instances are associated with multiple, possibly high-dimensional, label vectors. This problem is especially challenging when labels are dependent and one cannot decompose the problem into a set of independent classification problems. To address the problem and properly represent label dependencies we propose and study a pairwise conditional random Field (CRF) model. We develop a new approach for learning the structure and parameters of the CRF from data. The approach maximizes the pseudo likelihood of observed labels and relies on the fast proximal gradient descend for learning the structure and limited memory BFGS for learning the parameters of the model. Empirical results on several datasets show that our approach outperforms several multi-label classification baselines, including recently published state-of-the-art methods. PMID:25927015

Explanation of power law behavior of autoregressive conditional duration processes based on the random multiplicative process.

PubMed

Sato, Aki-Hiro

2004-04-01

Autoregressive conditional duration (ACD) processes, which have the potential to be applied to power law distributions of complex systems found in natural science, life science, and social science, are analyzed both numerically and theoretically. An ACD(1) process exhibits the singular second order moment, which suggests that its probability density function (PDF) has a power law tail. It is verified that the PDF of the ACD(1) has a power law tail with an arbitrary exponent depending on a model parameter. On the basis of theory of the random multiplicative process a relation between the model parameter and the power law exponent is theoretically derived. It is confirmed that the relation is valid from numerical simulations. An application of the ACD(1) to intervals between two successive transactions in a foreign currency market is shown.

NIMROD: a program for inference via a normal approximation of the posterior in models with random effects based on ordinary differential equations.

PubMed

Prague, Mélanie; Commenges, Daniel; Guedj, Jérémie; Drylewicz, Julia; Thiébaut, Rodolphe

2013-08-01

Models based on ordinary differential equations (ODE) are widespread tools for describing dynamical systems. In biomedical sciences, data from each subject can be sparse making difficult to precisely estimate individual parameters by standard non-linear regression but information can often be gained from between-subjects variability. This makes natural the use of mixed-effects models to estimate population parameters. Although the maximum likelihood approach is a valuable option, identifiability issues favour Bayesian approaches which can incorporate prior knowledge in a flexible way. However, the combination of difficulties coming from the ODE system and from the presence of random effects raises a major numerical challenge. Computations can be simplified by making a normal approximation of the posterior to find the maximum of the posterior distribution (MAP). Here we present the NIMROD program (normal approximation inference in models with random effects based on ordinary differential equations) devoted to the MAP estimation in ODE models. We describe the specific implemented features such as convergence criteria and an approximation of the leave-one-out cross-validation to assess the model quality of fit. In pharmacokinetics models, first, we evaluate the properties of this algorithm and compare it with FOCE and MCMC algorithms in simulations. Then, we illustrate NIMROD use on Amprenavir pharmacokinetics data from the PUZZLE clinical trial in HIV infected patients. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

How happy is your web browsing? A model to quantify satisfaction of an Internet user searching for desired information

NASA Astrophysics Data System (ADS)

Banerji, Anirban; Magarkar, Aniket

2012-09-01

We feel happy when web browsing operations provide us with necessary information; otherwise, we feel bitter. How to measure this happiness (or bitterness)? How does the profile of happiness grow and decay during the course of web browsing? We propose a probabilistic framework that models the evolution of user satisfaction, on top of his/her continuous frustration at not finding the required information. It is found that the cumulative satisfaction profile of a web-searching individual can be modeled effectively as the sum of a random number of random terms, where each term is a mutually independent random variable, originating from ‘memoryless’ Poisson flow. Evolution of satisfaction over the entire time interval of a user’s browsing was modeled using auto-correlation analysis. A utilitarian marker, a magnitude of greater than unity of which describes happy web-searching operations, and an empirical limit that connects user’s satisfaction with his frustration level-are proposed too. The presence of pertinent information in the very first page of a website and magnitude of the decay parameter of user satisfaction (frustration, irritation etc.) are found to be two key aspects that dominate the web user’s psychology. The proposed model employed different combinations of decay parameter, searching time and number of helpful websites. The obtained results are found to match the results from three real-life case studies.

Stochastic Car-Following Model for Explaining Nonlinear Traffic Phenomena

NASA Astrophysics Data System (ADS)

Meng, Jianping; Song, Tao; Dong, Liyun; Dai, Shiqiang

There is a common time parameter for representing the sensitivity or the lag (response) time of drivers in many car-following models. In the viewpoint of traffic psychology, this parameter could be considered as the perception-response time (PRT). Generally, this parameter is set to be a constant in previous models. However, PRT is actually not a constant but a random variable described by the lognormal distribution. Thus the probability can be naturally introduced into car-following models by recovering the probability of PRT. For demonstrating this idea, a specific stochastic model is constructed based on the optimal velocity model. By conducting simulations under periodic boundary conditions, it is found that some important traffic phenomena, such as the hysteresis and phantom traffic jams phenomena, can be reproduced more realistically. Especially, an interesting experimental feature of traffic jams, i.e., two moving jams propagating in parallel with constant speed stably and sustainably, is successfully captured by the present model.

Opinion formation and distribution in a bounded-confidence model on various networks

NASA Astrophysics Data System (ADS)

Meng, X. Flora; Van Gorder, Robert A.; Porter, Mason A.

2018-02-01

In the social, behavioral, and economic sciences, it is important to predict which individual opinions eventually dominate in a large population, whether there will be a consensus, and how long it takes for a consensus to form. Such ideas have been studied heavily both in physics and in other disciplines, and the answers depend strongly both on how one models opinions and on the network structure on which opinions evolve. One model that was created to study consensus formation quantitatively is the Deffuant model, in which the opinion distribution of a population evolves via sequential random pairwise encounters. To consider heterogeneity of interactions in a population along with social influence, we study the Deffuant model on various network structures (deterministic synthetic networks, random synthetic networks, and social networks constructed from Facebook data). We numerically simulate the Deffuant model and conduct regression analyses to investigate the dependence of the time to reach steady states on various model parameters, including a confidence bound for opinion updates, the number of participating entities, and their willingness to compromise. We find that network structure and parameter values both have important effects on the convergence time and the number of steady-state opinion groups. For some network architectures, we observe that the relationship between the convergence time and model parameters undergoes a transition at a critical value of the confidence bound. For some networks, the steady-state opinion distribution also changes from consensus to multiple opinion groups at this critical value.

Uncertainty in eddy covariance measurements and its application to physiological models

Treesearch

D.Y. Hollinger; A.D. Richardson; A.D. Richardson

2005-01-01

Flux data are noisy, and this uncertainty is largely due to random measurement error. Knowledge of uncertainty is essential for the statistical evaluation of modeled andmeasured fluxes, for comparison of parameters derived by fitting models to measured fluxes and in formal data-assimilation efforts. We used the difference between simultaneous measurements from two...

Taper models for commercial tree species in the northeastern United States

Treesearch

James A. Westfall; Charles T. Scott

2010-01-01

A new taper model was developed based on the switching taper model of Valentine and Gregoire; the most substantial changes were reformulation to incorporate estimated join points and modification of a switching function. Random-effects parameters were included that account for within-tree correlations and allow for customized calibration to each individual tree. The...

Parallelization of a spatial random field characterization process using the Method of Anchored Distributions and the HTCondor high throughput computing system

NASA Astrophysics Data System (ADS)

Osorio-Murillo, C. A.; Over, M. W.; Frystacky, H.; Ames, D. P.; Rubin, Y.

2013-12-01

A new software application called MAD# has been coupled with the HTCondor high throughput computing system to aid scientists and educators with the characterization of spatial random fields and enable understanding the spatial distribution of parameters used in hydrogeologic and related modeling. MAD# is an open source desktop software application used to characterize spatial random fields using direct and indirect information through Bayesian inverse modeling technique called the Method of Anchored Distributions (MAD). MAD relates indirect information with a target spatial random field via a forward simulation model. MAD# executes inverse process running the forward model multiple times to transfer information from indirect information to the target variable. MAD# uses two parallelization profiles according to computational resources available: one computer with multiple cores and multiple computers - multiple cores through HTCondor. HTCondor is a system that manages a cluster of desktop computers for submits serial or parallel jobs using scheduling policies, resources monitoring, job queuing mechanism. This poster will show how MAD# reduces the time execution of the characterization of random fields using these two parallel approaches in different case studies. A test of the approach was conducted using 1D problem with 400 cells to characterize saturated conductivity, residual water content, and shape parameters of the Mualem-van Genuchten model in four materials via the HYDRUS model. The number of simulations evaluated in the inversion was 10 million. Using the one computer approach (eight cores) were evaluated 100,000 simulations in 12 hours (10 million - 1200 hours approximately). In the evaluation on HTCondor, 32 desktop computers (132 cores) were used, with a processing time of 60 hours non-continuous in five days. HTCondor reduced the processing time for uncertainty characterization by a factor of 20 (1200 hours reduced to 60 hours.)

Multiple-trait random regression models for the estimation of genetic parameters for milk, fat, and protein yield in buffaloes.

PubMed

Borquis, Rusbel Raul Aspilcueta; Neto, Francisco Ribeiro de Araujo; Baldi, Fernando; Hurtado-Lugo, Naudin; de Camargo, Gregório M F; Muñoz-Berrocal, Milthon; Tonhati, Humberto

2013-09-01

In this study, genetic parameters for test-day milk, fat, and protein yield were estimated for the first lactation. The data analyzed consisted of 1,433 first lactations of Murrah buffaloes, daughters of 113 sires from 12 herds in the state of São Paulo, Brazil, with calvings from 1985 to 2007. Ten-month classes of lactation days were considered for the test-day yields. The (co)variance components for the 3 traits were estimated using the regression analyses by Bayesian inference applying an animal model by Gibbs sampling. The contemporary groups were defined as herd-year-month of the test day. In the model, the random effects were additive genetic, permanent environment, and residual. The fixed effects were contemporary group and number of milkings (1 or 2), the linear and quadratic effects of the covariable age of the buffalo at calving, as well as the mean lactation curve of the population, which was modeled by orthogonal Legendre polynomials of fourth order. The random effects for the traits studied were modeled by Legendre polynomials of third and fourth order for additive genetic and permanent environment, respectively, the residual variances were modeled considering 4 residual classes. The heritability estimates for the traits were moderate (from 0.21-0.38), with higher estimates in the intermediate lactation phase. The genetic correlation estimates within and among the traits varied from 0.05 to 0.99. The results indicate that the selection for any trait test day will result in an indirect genetic gain for milk, fat, and protein yield in all periods of the lactation curve. The accuracy associated with estimated breeding values obtained using multi-trait random regression was slightly higher (around 8%) compared with single-trait random regression. This difference may be because to the greater amount of information available per animal. Copyright © 2013 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

Correction of confounding bias in non-randomized studies by appropriate weighting.

PubMed

Schmoor, Claudia; Gall, Christine; Stampf, Susanne; Graf, Erika

2011-03-01

In non-randomized studies, the assessment of a causal effect of treatment or exposure on outcome is hampered by possible confounding. Applying multiple regression models including the effects of treatment and covariates on outcome is the well-known classical approach to adjust for confounding. In recent years other approaches have been promoted. One of them is based on the propensity score and considers the effect of possible confounders on treatment as a relevant criterion for adjustment. Another proposal is based on using an instrumental variable. Here inference relies on a factor, the instrument, which affects treatment but is thought to be otherwise unrelated to outcome, so that it mimics randomization. Each of these approaches can basically be interpreted as a simple reweighting scheme, designed to address confounding. The procedures will be compared with respect to their fundamental properties, namely, which bias they aim to eliminate, which effect they aim to estimate, and which parameter is modelled. We will expand our overview of methods for analysis of non-randomized studies to methods for analysis of randomized controlled trials and show that analyses of both study types may target different effects and different parameters. The considerations will be illustrated using a breast cancer study with a so-called Comprehensive Cohort Study design, including a randomized controlled trial and a non-randomized study in the same patient population as sub-cohorts. This design offers ideal opportunities to discuss and illustrate the properties of the different approaches. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

CONSISTENCY UNDER SAMPLING OF EXPONENTIAL RANDOM GRAPH MODELS.

PubMed

Shalizi, Cosma Rohilla; Rinaldo, Alessandro

2013-04-01

The growing availability of network data and of scientific interest in distributed systems has led to the rapid development of statistical models of network structure. Typically, however, these are models for the entire network, while the data consists only of a sampled sub-network. Parameters for the whole network, which is what is of interest, are estimated by applying the model to the sub-network. This assumes that the model is consistent under sampling , or, in terms of the theory of stochastic processes, that it defines a projective family. Focusing on the popular class of exponential random graph models (ERGMs), we show that this apparently trivial condition is in fact violated by many popular and scientifically appealing models, and that satisfying it drastically limits ERGM's expressive power. These results are actually special cases of more general results about exponential families of dependent random variables, which we also prove. Using such results, we offer easily checked conditions for the consistency of maximum likelihood estimation in ERGMs, and discuss some possible constructive responses.

CONSISTENCY UNDER SAMPLING OF EXPONENTIAL RANDOM GRAPH MODELS

PubMed Central

Shalizi, Cosma Rohilla; Rinaldo, Alessandro

2015-01-01

The growing availability of network data and of scientific interest in distributed systems has led to the rapid development of statistical models of network structure. Typically, however, these are models for the entire network, while the data consists only of a sampled sub-network. Parameters for the whole network, which is what is of interest, are estimated by applying the model to the sub-network. This assumes that the model is consistent under sampling, or, in terms of the theory of stochastic processes, that it defines a projective family. Focusing on the popular class of exponential random graph models (ERGMs), we show that this apparently trivial condition is in fact violated by many popular and scientifically appealing models, and that satisfying it drastically limits ERGM’s expressive power. These results are actually special cases of more general results about exponential families of dependent random variables, which we also prove. Using such results, we offer easily checked conditions for the consistency of maximum likelihood estimation in ERGMs, and discuss some possible constructive responses. PMID:26166910

Estimation of real-time runway surface contamination using flight data recorder parameters

NASA Astrophysics Data System (ADS)

Curry, Donovan

Within this research effort, the development of an analytic process for friction coefficient estimation is presented. Under static equilibrium, the sum of forces and moments acting on the aircraft, in the aircraft body coordinate system, while on the ground at any instant is equal to zero. Under this premise the longitudinal, lateral and normal forces due to landing are calculated along with the individual deceleration components existent when an aircraft comes to a rest during ground roll. In order to validate this hypothesis a six degree of freedom aircraft model had to be created and landing tests had to be simulated on different surfaces. The simulated aircraft model includes a high fidelity aerodynamic model, thrust model, landing gear model, friction model and antiskid model. Three main surfaces were defined in the friction model; dry, wet and snow/ice. Only the parameters recorded by an FDR are used directly from the aircraft model all others are estimated or known a priori. The estimation of unknown parameters is also presented in the research effort. With all needed parameters a comparison and validation with simulated and estimated data, under different runway conditions, is performed. Finally, this report presents results of a sensitivity analysis in order to provide a measure of reliability of the analytic estimation process. Linear and non-linear sensitivity analysis has been performed in order to quantify the level of uncertainty implicit in modeling estimated parameters and how they can affect the calculation of the instantaneous coefficient of friction. Using the approach of force and moment equilibrium about the CG at landing to reconstruct the instantaneous coefficient of friction appears to be a reasonably accurate estimate when compared to the simulated friction coefficient. This is also true when the FDR and estimated parameters are introduced to white noise and when crosswind is introduced to the simulation. After the linear analysis the results show the minimum frequency at which the algorithm still provides moderately accurate data is at 2Hz. In addition, the linear analysis shows that with estimated parameters increased and decreased up to 25% at random, high priority parameters have to be accurate to within at least +/-5% to have an effect of less than 1% change in the average coefficient of friction. Non-linear analysis results show that the algorithm can be considered reasonably accurate for all simulated cases when inaccuracies in the estimated parameters vary randomly and simultaneously up to +/-27%. At worst-case the maximum percentage change in average coefficient of friction is less than 10% for all surfaces.

Genetic structured antedependence and random regression models applied to the longitudinal feed conversion ratio in growing Large White pigs.

PubMed

Huynh-Tran, V H; Gilbert, H; David, I

2017-11-01

The objective of the present study was to compare a random regression model, usually used in genetic analyses of longitudinal data, with the structured antedependence (SAD) model to study the longitudinal feed conversion ratio (FCR) in growing Large White pigs and to propose criteria for animal selection when used for genetic evaluation. The study was based on data from 11,790 weekly FCR measures collected on 1,186 Large White male growing pigs. Random regression (RR) using orthogonal polynomial Legendre and SAD models was used to estimate genetic parameters and predict FCR-based EBV for each of the 10 wk of the test. The results demonstrated that the best SAD model (1 order of antedependence of degree 2 and a polynomial of degree 2 for the innovation variance for the genetic and permanent environmental effects, i.e., 12 parameters) provided a better fit for the data than RR with a quadratic function for the genetic and permanent environmental effects (13 parameters), with Bayesian information criteria values of -10,060 and -9,838, respectively. Heritabilities with the SAD model were higher than those of RR over the first 7 wk of the test. Genetic correlations between weeks were higher than 0.68 for short intervals between weeks and decreased to 0.08 for the SAD model and -0.39 for RR for the longest intervals. These differences in genetic parameters showed that, contrary to the RR approach, the SAD model does not suffer from border effect problems and can handle genetic correlations that tend to 0. Summarized breeding values were proposed for each approach as linear combinations of the individual weekly EBV weighted by the coefficients of the first or second eigenvector computed from the genetic covariance matrix of the additive genetic effects. These summarized breeding values isolated EBV trajectories over time, capturing either the average general value or the slope of the trajectory. Finally, applying the SAD model over a reduced period of time suggested that similar selection choices would result from the use of the records from the first 8 wk of the test. To conclude, the SAD model performed well for the genetic evaluation of longitudinal phenotypes.

Demonstration of Numerical Equivalence of Ensemble and Spectral Averaging in Electromagnetic Scattering by Random Particulate Media

NASA Technical Reports Server (NTRS)

Mishchenko, Michael I.; Dlugach, Janna M.; Zakharova, Nadezhda T.

2016-01-01

The numerically exact superposition T-matrix method is used to model far-field electromagnetic scattering by two types of particulate object. Object 1 is a fixed configuration which consists of N identical spherical particles (with N 200 or 400) quasi-randomly populating a spherical volume V having a median size parameter of 50. Object 2 is a true discrete random medium (DRM) comprising the same number N of particles randomly moving throughout V. The median particle size parameter is fixed at 4. We show that if Object 1 is illuminated by a quasi-monochromatic parallel beam then it generates a typical speckle pattern having no resemblance to the scattering pattern generated by Object 2. However, if Object 1 is illuminated by a parallel polychromatic beam with a 10 bandwidth then it generates a scattering pattern that is largely devoid of speckles and closely reproduces the quasi-monochromatic pattern generated by Object 2. This result serves to illustrate the capacity of the concept of electromagnetic scattering by a DRM to encompass fixed quasi-random particulate samples provided that they are illuminated by polychromatic light.

Fluid Physics in a Fluctuating Acceleration Environment

NASA Technical Reports Server (NTRS)

Thomson, J. Ross; Drolet, Francois; Vinals, Jorge

1996-01-01

We summarize several aspects of an ongoing investigation of the effects that stochastic residual accelerations (g-jitter) onboard spacecraft can have on experiments conducted in a microgravity environment. The residual acceleration field is modeled as a narrow band noise, characterized by three independent parameters: intensity (g(exp 2)), dominant angular frequency Omega, and characteristic correlation time tau. Realistic values for these parameters are obtained from an analysis of acceleration data corresponding to the SL-J mission, as recorded by the SAMS instruments. We then use the model to address the random motion of a solid particle suspended in an incompressible fluid subjected to such random accelerations. As an extension, the effect of jitter on coarsening of a solid-liquid mixture is briefly discussed, and corrections to diffusion controlled coarsening evaluated. We conclude that jitter will not be significant in the experiment 'Coarsening of solid-liquid mixtures' to be conducted in microgravity. Finally, modifications to the location of onset of instability in systems driven by a random force are discussed by extending the standard reduction to the center manifold to the stochastic case. Results pertaining to time-modulated oscillatory convection are briefly discussed.

Surface morphology of a modified ballistic deposition model.

PubMed

Banerjee, Kasturi; Shamanna, J; Ray, Subhankar

2014-08-01

The surface and bulk properties of a modified ballistic deposition model are investigated. The deposition rule interpolates between nearest- and next-nearest-neighbor ballistic deposition and the random deposition models. The stickiness of the depositing particle is controlled by a parameter and the type of interparticle force. Two such forces are considered: Coulomb and van der Waals type. The interface width shows three distinct growth regions before eventual saturation. The rate of growth depends more strongly on the stickiness parameter than on the type of interparticle force. However, the porosity of the deposits is strongly influenced by the interparticle force.

Two-lane rural highways safety performance functions.

DOT National Transportation Integrated Search

2016-05-01

This report documents findings from a comprehensive set of safety performance functions developed for the entire : state two-lane rural highway system in Washington. The findings indicate that random parameter models and : heterogeneous negative bino...

Size-dependent piezoelectric energy-harvesting analysis of micro/nano bridges subjected to random ambient excitations

NASA Astrophysics Data System (ADS)

Radgolchin, Moeen; Moeenfard, Hamid

2018-02-01

The construction of self-powered micro-electro-mechanical units by converting the mechanical energy of the systems into electrical power has attracted much attention in recent years. While power harvesting from deterministic external excitations is state of the art, it has been much more difficult to derive mathematical models for scavenging electrical energy from ambient random vibrations, due to the stochastic nature of the excitations. The current research concerns analytical modeling of micro-bridge energy harvesters based on random vibration theory. Since classical elasticity fails to accurately predict the mechanical behavior of micro-structures, strain gradient theory is employed as a powerful tool to increase the accuracy of the random vibration modeling of the micro-harvester. Equations of motion of the system in the time domain are derived using the Lagrange approach. These are then utilized to determine the frequency and impulse responses of the structure. Assuming the energy harvester to be subjected to a combination of broadband and limited-band random support motion and transverse loading, closed-form expressions for mean, mean square, correlation and spectral density of the output power are derived. The suggested formulation is further exploited to investigate the effect of the different design parameters, including the geometric properties of the structure as well as the properties of the electrical circuit on the resulting power. Furthermore, the effect of length scale parameters on the harvested energy is investigated in detail. It is observed that the predictions of classical and even simple size-dependent theories (such as couple stress) appreciably differ from the findings of strain gradient theory on the basis of random vibration. This study presents a first-time modeling of micro-scale harvesters under stochastic excitations using a size-dependent approach and can be considered as a reliable foundation for future research in the field of micro/nano harvesters subjected to non-deterministic loads.

Accurate Modeling Method for Cu Interconnect

NASA Astrophysics Data System (ADS)

Yamada, Kenta; Kitahara, Hiroshi; Asai, Yoshihiko; Sakamoto, Hideo; Okada, Norio; Yasuda, Makoto; Oda, Noriaki; Sakurai, Michio; Hiroi, Masayuki; Takewaki, Toshiyuki; Ohnishi, Sadayuki; Iguchi, Manabu; Minda, Hiroyasu; Suzuki, Mieko

This paper proposes an accurate modeling method of the copper interconnect cross-section in which the width and thickness dependence on layout patterns and density caused by processes (CMP, etching, sputtering, lithography, and so on) are fully, incorporated and universally expressed. In addition, we have developed specific test patterns for the model parameters extraction, and an efficient extraction flow. We have extracted the model parameters for 0.15μm CMOS using this method and confirmed that 10%τpd error normally observed with conventional LPE (Layout Parameters Extraction) was completely dissolved. Moreover, it is verified that the model can be applied to more advanced technologies (90nm, 65nm and 55nm CMOS). Since the interconnect delay variations due to the processes constitute a significant part of what have conventionally been treated as random variations, use of the proposed model could enable one to greatly narrow the guardbands required to guarantee a desired yield, thereby facilitating design closure.

When human walking becomes random walking: fractal analysis and modeling of gait rhythm fluctuations

NASA Astrophysics Data System (ADS)

Hausdorff, Jeffrey M.; Ashkenazy, Yosef; Peng, Chang-K.; Ivanov, Plamen Ch.; Stanley, H. Eugene; Goldberger, Ary L.

2001-12-01

We present a random walk, fractal analysis of the stride-to-stride fluctuations in the human gait rhythm. The gait of healthy young adults is scale-free with long-range correlations extending over hundreds of strides. This fractal scaling changes characteristically with maturation in children and older adults and becomes almost completely uncorrelated with certain neurologic diseases. Stochastic modeling of the gait rhythm dynamics, based on transitions between different “neural centers”, reproduces distinctive statistical properties of the gait pattern. By tuning one model parameter, the hopping (transition) range, the model can describe alterations in gait dynamics from childhood to adulthood - including a decrease in the correlation and volatility exponents with maturation.

Logistic regression for dichotomized counts.

PubMed

Preisser, John S; Das, Kalyan; Benecha, Habtamu; Stamm, John W

2016-12-01

Sometimes there is interest in a dichotomized outcome indicating whether a count variable is positive or zero. Under this scenario, the application of ordinary logistic regression may result in efficiency loss, which is quantifiable under an assumed model for the counts. In such situations, a shared-parameter hurdle model is investigated for more efficient estimation of regression parameters relating to overall effects of covariates on the dichotomous outcome, while handling count data with many zeroes. One model part provides a logistic regression containing marginal log odds ratio effects of primary interest, while an ancillary model part describes the mean count of a Poisson or negative binomial process in terms of nuisance regression parameters. Asymptotic efficiency of the logistic model parameter estimators of the two-part models is evaluated with respect to ordinary logistic regression. Simulations are used to assess the properties of the models with respect to power and Type I error, the latter investigated under both misspecified and correctly specified models. The methods are applied to data from a randomized clinical trial of three toothpaste formulations to prevent incident dental caries in a large population of Scottish schoolchildren. © The Author(s) 2014.

Approaches for modeling within subject variability in pharmacometric count data analysis: dynamic inter-occasion variability and stochastic differential equations.

PubMed

Deng, Chenhui; Plan, Elodie L; Karlsson, Mats O

2016-06-01

Parameter variation in pharmacometric analysis studies can be characterized as within subject parameter variability (WSV) in pharmacometric models. WSV has previously been successfully modeled using inter-occasion variability (IOV), but also stochastic differential equations (SDEs). In this study, two approaches, dynamic inter-occasion variability (dIOV) and adapted stochastic differential equations, were proposed to investigate WSV in pharmacometric count data analysis. These approaches were applied to published count models for seizure counts and Likert pain scores. Both approaches improved the model fits significantly. In addition, stochastic simulation and estimation were used to explore further the capability of the two approaches to diagnose and improve models where existing WSV is not recognized. The results of simulations confirmed the gain in introducing WSV as dIOV and SDEs when parameters vary randomly over time. Further, the approaches were also informative as diagnostics of model misspecification, when parameters changed systematically over time but this was not recognized in the structural model. The proposed approaches in this study offer strategies to characterize WSV and are not restricted to count data.

A Numerical Study of New Logistic Map

NASA Astrophysics Data System (ADS)

Khmou, Youssef

In this paper, we propose a new logistic map based on the relation of the information entropy, we study the bifurcation diagram comparatively to the standard logistic map. In the first part, we compare the obtained diagram, by numerical simulations, with that of the standard logistic map. It is found that the structures of both diagrams are similar where the range of the growth parameter is restricted to the interval [0,e]. In the second part, we present an application of the proposed map in traffic flow using macroscopic model. It is found that the bifurcation diagram is an exact model of the Greenberg’s model of traffic flow where the growth parameter corresponds to the optimal velocity and the random sequence corresponds to the density. In the last part, we present a second possible application of the proposed map which consists of random number generation. The results of the analysis show that the excluded initial values of the sequences are (0,1).

Multivariate Longitudinal Analysis with Bivariate Correlation Test

PubMed Central

Adjakossa, Eric Houngla; Sadissou, Ibrahim; Hounkonnou, Mahouton Norbert; Nuel, Gregory

2016-01-01

In the context of multivariate multilevel data analysis, this paper focuses on the multivariate linear mixed-effects model, including all the correlations between the random effects when the dimensional residual terms are assumed uncorrelated. Using the EM algorithm, we suggest more general expressions of the model’s parameters estimators. These estimators can be used in the framework of the multivariate longitudinal data analysis as well as in the more general context of the analysis of multivariate multilevel data. By using a likelihood ratio test, we test the significance of the correlations between the random effects of two dependent variables of the model, in order to investigate whether or not it is useful to model these dependent variables jointly. Simulation studies are done to assess both the parameter recovery performance of the EM estimators and the power of the test. Using two empirical data sets which are of longitudinal multivariate type and multivariate multilevel type, respectively, the usefulness of the test is illustrated. PMID:27537692

Information processing in dendrites I. Input pattern generalisation.

PubMed

Gurney, K N

2001-10-01

In this paper and its companion, we address the question as to whether there are any general principles underlying information processing in the dendritic trees of biological neurons. In order to address this question, we make two assumptions. First, the key architectural feature of dendrites responsible for many of their information processing abilities is the existence of independent sub-units performing local non-linear processing. Second, any general functional principles operate at a level of abstraction in which neurons are modelled by Boolean functions. To accommodate these assumptions, we therefore define a Boolean model neuron-the multi-cube unit (MCU)-which instantiates the notion of the discrete functional sub-unit. We then use this model unit to explore two aspects of neural functionality: generalisation (in this paper) and processing complexity (in its companion). Generalisation is dealt with from a geometric viewpoint and is quantified using a new metric-the set of order parameters. These parameters are computed for threshold logic units (TLUs), a class of random Boolean functions, and MCUs. Our interpretation of the order parameters is consistent with our knowledge of generalisation in TLUs and with the lack of generalisation in randomly chosen functions. Crucially, the order parameters for MCUs imply that these functions possess a range of generalisation behaviour. We argue that this supports the general thesis that dendrites facilitate input pattern generalisation despite any local non-linear processing within functionally isolated sub-units.

Fractional Brownian motion and multivariate-t models for longitudinal biomedical data, with application to CD4 counts in HIV-positive patients.

PubMed

Stirrup, Oliver T; Babiker, Abdel G; Carpenter, James R; Copas, Andrew J

2016-04-30

Longitudinal data are widely analysed using linear mixed models, with 'random slopes' models particularly common. However, when modelling, for example, longitudinal pre-treatment CD4 cell counts in HIV-positive patients, the incorporation of non-stationary stochastic processes such as Brownian motion has been shown to lead to a more biologically plausible model and a substantial improvement in model fit. In this article, we propose two further extensions. Firstly, we propose the addition of a fractional Brownian motion component, and secondly, we generalise the model to follow a multivariate-t distribution. These extensions are biologically plausible, and each demonstrated substantially improved fit on application to example data from the Concerted Action on SeroConversion to AIDS and Death in Europe study. We also propose novel procedures for residual diagnostic plots that allow such models to be assessed. Cohorts of patients were simulated from the previously reported and newly developed models in order to evaluate differences in predictions made for the timing of treatment initiation under different clinical management strategies. A further simulation study was performed to demonstrate the substantial biases in parameter estimates of the mean slope of CD4 decline with time that can occur when random slopes models are applied in the presence of censoring because of treatment initiation, with the degree of bias found to depend strongly on the treatment initiation rule applied. Our findings indicate that researchers should consider more complex and flexible models for the analysis of longitudinal biomarker data, particularly when there are substantial missing data, and that the parameter estimates from random slopes models must be interpreted with caution. © 2015 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

[On the extinction of populations with several types in a random environment].

PubMed

Bacaër, Nicolas

2018-03-01

This study focuses on the extinction rate of a population that follows a continuous-time multi-type branching process in a random environment. Numerical computations in a particular example inspired by an epidemic model suggest an explicit formula for this extinction rate, but only for certain parameter values. Copyright © 2018 Académie des sciences. Published by Elsevier Masson SAS. All rights reserved.

A Rigorous Temperature-Dependent Stochastic Modelling and Testing for MEMS-Based Inertial Sensor Errors.

PubMed

El-Diasty, Mohammed; Pagiatakis, Spiros

2009-01-01

In this paper, we examine the effect of changing the temperature points on MEMS-based inertial sensor random error. We collect static data under different temperature points using a MEMS-based inertial sensor mounted inside a thermal chamber. Rigorous stochastic models, namely Autoregressive-based Gauss-Markov (AR-based GM) models are developed to describe the random error behaviour. The proposed AR-based GM model is initially applied to short stationary inertial data to develop the stochastic model parameters (correlation times). It is shown that the stochastic model parameters of a MEMS-based inertial unit, namely the ADIS16364, are temperature dependent. In addition, field kinematic test data collected at about 17 °C are used to test the performance of the stochastic models at different temperature points in the filtering stage using Unscented Kalman Filter (UKF). It is shown that the stochastic model developed at 20 °C provides a more accurate inertial navigation solution than the ones obtained from the stochastic models developed at -40 °C, -20 °C, 0 °C, +40 °C, and +60 °C. The temperature dependence of the stochastic model is significant and should be considered at all times to obtain optimal navigation solution for MEMS-based INS/GPS integration.

Influence of material uncertainties on the RLC parameters of wound inductors modeled using the finite element method

NASA Astrophysics Data System (ADS)

Lossa, Geoffrey; Deblecker, Olivier; Grève, Zacharie De

2018-05-01

In this work, we highlight the influence of the material uncertainties (magnetic permeability, electric conductivity of a Mn-Zn ferrite core, and electric permittivity of wire insulation) on the RLC parameters of a wound inductor extracted from the finite element method. To that end, the finite element method is embedded in a Monte Carlo simulation. We show that considering mentioned different material properties as real random variables, leads to significant variations in the distributions of the RLC parameters.

Random regression models on Legendre polynomials to estimate genetic parameters for weights from birth to adult age in Canchim cattle.

PubMed

Baldi, F; Albuquerque, L G; Alencar, M M

2010-08-01

The objective of this work was to estimate covariance functions for direct and maternal genetic effects, animal and maternal permanent environmental effects, and subsequently, to derive relevant genetic parameters for growth traits in Canchim cattle. Data comprised 49,011 weight records on 2435 females from birth to adult age. The model of analysis included fixed effects of contemporary groups (year and month of birth and at weighing) and age of dam as quadratic covariable. Mean trends were taken into account by a cubic regression on orthogonal polynomials of animal age. Residual variances were allowed to vary and were modelled by a step function with 1, 4 or 11 classes based on animal's age. The model fitting four classes of residual variances was the best. A total of 12 random regression models from second to seventh order were used to model direct and maternal genetic effects, animal and maternal permanent environmental effects. The model with direct and maternal genetic effects, animal and maternal permanent environmental effects fitted by quadric, cubic, quintic and linear Legendre polynomials, respectively, was the most adequate to describe the covariance structure of the data. Estimates of direct and maternal heritability obtained by multi-trait (seven traits) and random regression models were very similar. Selection for higher weight at any age, especially after weaning, will produce an increase in mature cow weight. The possibility to modify the growth curve in Canchim cattle to obtain animals with rapid growth at early ages and moderate to low mature cow weight is limited.

Probabilistic Modeling of Settlement Risk at Land Disposal Facilities - 12304

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

Foye, Kevin C.; Soong, Te-Yang

2012-07-01

The long-term reliability of land disposal facility final cover systems - and therefore the overall waste containment - depends on the distortions imposed on these systems by differential settlement/subsidence. The evaluation of differential settlement is challenging because of the heterogeneity of the waste mass (caused by inconsistent compaction, void space distribution, debris-soil mix ratio, waste material stiffness, time-dependent primary compression of the fine-grained soil matrix, long-term creep settlement of the soil matrix and the debris, etc.) at most land disposal facilities. Deterministic approaches to long-term final cover settlement prediction are not able to capture the spatial variability in the wastemore » mass and sub-grade properties which control differential settlement. An alternative, probabilistic solution is to use random fields to model the waste and sub-grade properties. The modeling effort informs the design, construction, operation, and maintenance of land disposal facilities. A probabilistic method to establish design criteria for waste placement and compaction is introduced using the model. Random fields are ideally suited to problems of differential settlement modeling of highly heterogeneous foundations, such as waste. Random fields model the seemingly random spatial distribution of a design parameter, such as compressibility. When used for design, the use of these models prompts the need for probabilistic design criteria. It also allows for a statistical approach to waste placement acceptance criteria. An example design evaluation was performed, illustrating the use of the probabilistic differential settlement simulation methodology to assemble a design guidance chart. The purpose of this design evaluation is to enable the designer to select optimal initial combinations of design slopes and quality control acceptance criteria that yield an acceptable proportion of post-settlement slopes meeting some design minimum. For this specific example, relative density, which can be determined through field measurements, was selected as the field quality control parameter for waste placement. This technique can be extended to include a rigorous performance-based methodology using other parameters (void space criteria, debris-soil mix ratio, pre-loading, etc.). As shown in this example, each parameter range, or sets of parameter ranges can be selected such that they can result in an acceptable, long-term differential settlement according to the probabilistic model. The methodology can also be used to re-evaluate the long-term differential settlement behavior at closed land disposal facilities to identify, if any, problematic facilities so that remedial action (e.g., reinforcement of upper and intermediate waste layers) can be implemented. Considering the inherent spatial variability in waste and earth materials and the need for engineers to apply sound quantitative practices to engineering analysis, it is important to apply the available probabilistic techniques to problems of differential settlement. One such method to implement probability-based differential settlement analyses for the design of landfill final covers has been presented. The design evaluation technique presented is one tool to bridge the gap from deterministic practice to probabilistic practice. (authors)« less

A system identification technique based on the random decrement signatures. Part 2: Experimental results

NASA Technical Reports Server (NTRS)

Bedewi, Nabih E.; Yang, Jackson C. S.

1987-01-01

Identification of the system parameters of a randomly excited structure may be treated using a variety of statistical techniques. Of all these techniques, the Random Decrement is unique in that it provides the homogeneous component of the system response. Using this quality, a system identification technique was developed based on a least-squares fit of the signatures to estimate the mass, damping, and stiffness matrices of a linear randomly excited system. The results of an experiment conducted on an offshore platform scale model to verify the validity of the technique and to demonstrate its application in damage detection are presented.

The role of different sampling methods in improving biological activity prediction using deep belief network.

PubMed

Ghasemi, Fahimeh; Fassihi, Afshin; Pérez-Sánchez, Horacio; Mehri Dehnavi, Alireza

2017-02-05

Thousands of molecules and descriptors are available for a medicinal chemist thanks to the technological advancements in different branches of chemistry. This fact as well as the correlation between them has raised new problems in quantitative structure activity relationship studies. Proper parameter initialization in statistical modeling has merged as another challenge in recent years. Random selection of parameters leads to poor performance of deep neural network (DNN). In this research, deep belief network (DBN) was applied to initialize DNNs. DBN is composed of some stacks of restricted Boltzmann machine, an energy-based method that requires computing log likelihood gradient for all samples. Three different sampling approaches were suggested to solve this gradient. In this respect, the impact of DBN was applied based on the different sampling approaches mentioned above to initialize the DNN architecture in predicting biological activity of all fifteen Kaggle targets that contain more than 70k molecules. The same as other fields of processing research, the outputs of these models demonstrated significant superiority to that of DNN with random parameters. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.

Multidisciplinary Biomarkers of Early Mammary Carcinogenesis

DTIC Science & Technology

2009-04-01

ABSTRACT The purpose of the proposed research is to develop novel optical technologies to identify high-risk premalignant changes in the breast ...Our proposed research will first test specific optical parameters in breast cancer cell lines and models of early mammary carcinogenesis, and then...develop methods to test the optical parameters in random periareolar fine needle aspirate (RPFNA) samples from women at high-risk for developing breast

Time Domain Estimation of Arterial Parameters using the Windkessel Model and the Monte Carlo Method

NASA Astrophysics Data System (ADS)

Gostuski, Vladimir; Pastore, Ignacio; Rodriguez Palacios, Gaspar; Vaca Diez, Gustavo; Moscoso-Vasquez, H. Marcela; Risk, Marcelo

2016-04-01

Numerous parameter estimation techniques exist for characterizing the arterial system using electrical circuit analogs. However, they are often limited by their requirements and usually high computational burdain. Therefore, a new method for estimating arterial parameters based on Monte Carlo simulation is proposed. A three element Windkessel model was used to represent the arterial system. The approach was to reduce the error between the calculated and physiological aortic pressure by randomly generating arterial parameter values, while keeping constant the arterial resistance. This last value was obtained for each subject using the arterial flow, and was a necessary consideration in order to obtain a unique set of values for the arterial compliance and peripheral resistance. The estimation technique was applied to in vivo data containing steady beats in mongrel dogs, and it reliably estimated Windkessel arterial parameters. Further, this method appears to be computationally efficient for on-line time-domain estimation of these parameters.

Assessment of type II diabetes mellitus using irregularly sampled measurements with missing data.

PubMed

Barazandegan, Melissa; Ekram, Fatemeh; Kwok, Ezra; Gopaluni, Bhushan; Tulsyan, Aditya

2015-04-01

Diabetes mellitus is one of the leading diseases in the developed world. In order to better regulate blood glucose in a diabetic patient, improved modelling of insulin-glucose dynamics is a key factor in the treatment of diabetes mellitus. In the current work, the insulin-glucose dynamics in type II diabetes mellitus can be modelled by using a stochastic nonlinear state-space model. Estimating the parameters of such a model is difficult as only a few blood glucose and insulin measurements per day are available in a non-clinical setting. Therefore, developing a predictive model of the blood glucose of a person with type II diabetes mellitus is important when the glucose and insulin concentrations are only available at irregular intervals. To overcome these difficulties, we resort to online sequential Monte Carlo (SMC) estimation of states and parameters of the state-space model for type II diabetic patients under various levels of randomly missing clinical data. Our results show that this method is efficient in monitoring and estimating the dynamics of the peripheral glucose, insulin and incretins concentration when 10, 25 and 50% of the simulated clinical data were randomly removed.

Long-time predictability in disordered spin systems following a deep quench

NASA Astrophysics Data System (ADS)

Ye, J.; Gheissari, R.; Machta, J.; Newman, C. M.; Stein, D. L.

2017-04-01

We study the problem of predictability, or "nature vs nurture," in several disordered Ising spin systems evolving at zero temperature from a random initial state: How much does the final state depend on the information contained in the initial state, and how much depends on the detailed history of the system? Our numerical studies of the "dynamical order parameter" in Edwards-Anderson Ising spin glasses and random ferromagnets indicate that the influence of the initial state decays as dimension increases. Similarly, this same order parameter for the Sherrington-Kirkpatrick infinite-range spin glass indicates that this information decays as the number of spins increases. Based on these results, we conjecture that the influence of the initial state on the final state decays to zero in finite-dimensional random-bond spin systems as dimension goes to infinity, regardless of the presence of frustration. We also study the rate at which spins "freeze out" to a final state as a function of dimensionality and number of spins; here the results indicate that the number of "active" spins at long times increases with dimension (for short-range systems) or number of spins (for infinite-range systems). We provide theoretical arguments to support these conjectures, and also study analytically several mean-field models: the random energy model, the uniform Curie-Weiss ferromagnet, and the disordered Curie-Weiss ferromagnet. We find that for these models, the information contained in the initial state does not decay in the thermodynamic limit—in fact, it fully determines the final state. Unlike in short-range models, the presence of frustration in mean-field models dramatically alters the dynamical behavior with respect to the issue of predictability.

Long-time predictability in disordered spin systems following a deep quench.

PubMed

Ye, J; Gheissari, R; Machta, J; Newman, C M; Stein, D L

2017-04-01

We study the problem of predictability, or "nature vs nurture," in several disordered Ising spin systems evolving at zero temperature from a random initial state: How much does the final state depend on the information contained in the initial state, and how much depends on the detailed history of the system? Our numerical studies of the "dynamical order parameter" in Edwards-Anderson Ising spin glasses and random ferromagnets indicate that the influence of the initial state decays as dimension increases. Similarly, this same order parameter for the Sherrington-Kirkpatrick infinite-range spin glass indicates that this information decays as the number of spins increases. Based on these results, we conjecture that the influence of the initial state on the final state decays to zero in finite-dimensional random-bond spin systems as dimension goes to infinity, regardless of the presence of frustration. We also study the rate at which spins "freeze out" to a final state as a function of dimensionality and number of spins; here the results indicate that the number of "active" spins at long times increases with dimension (for short-range systems) or number of spins (for infinite-range systems). We provide theoretical arguments to support these conjectures, and also study analytically several mean-field models: the random energy model, the uniform Curie-Weiss ferromagnet, and the disordered Curie-Weiss ferromagnet. We find that for these models, the information contained in the initial state does not decay in the thermodynamic limit-in fact, it fully determines the final state. Unlike in short-range models, the presence of frustration in mean-field models dramatically alters the dynamical behavior with respect to the issue of predictability.

Evaluation of seasonal and spatial variations of lumped water balance model sensitivity to precipitation data errors

NASA Astrophysics Data System (ADS)

Xu, Chong-yu; Tunemar, Liselotte; Chen, Yongqin David; Singh, V. P.

2006-06-01

Sensitivity of hydrological models to input data errors have been reported in the literature for particular models on a single or a few catchments. A more important issue, i.e. how model's response to input data error changes as the catchment conditions change has not been addressed previously. This study investigates the seasonal and spatial effects of precipitation data errors on the performance of conceptual hydrological models. For this study, a monthly conceptual water balance model, NOPEX-6, was applied to 26 catchments in the Mälaren basin in Central Sweden. Both systematic and random errors were considered. For the systematic errors, 5-15% of mean monthly precipitation values were added to the original precipitation to form the corrupted input scenarios. Random values were generated by Monte Carlo simulation and were assumed to be (1) independent between months, and (2) distributed according to a Gaussian law of zero mean and constant standard deviation that were taken as 5, 10, 15, 20, and 25% of the mean monthly standard deviation of precipitation. The results show that the response of the model parameters and model performance depends, among others, on the type of the error, the magnitude of the error, physical characteristics of the catchment, and the season of the year. In particular, the model appears less sensitive to the random error than to the systematic error. The catchments with smaller values of runoff coefficients were more influenced by input data errors than were the catchments with higher values. Dry months were more sensitive to precipitation errors than were wet months. Recalibration of the model with erroneous data compensated in part for the data errors by altering the model parameters.

Deducing Electronic Unit Internal Response During a Vibration Test Using a Lumped Parameter Modeling Approach

NASA Technical Reports Server (NTRS)

Van Dyke, Michael B.

2014-01-01

During random vibration testing of electronic boxes there is often a desire to know the dynamic response of certain internal printed wiring boards (PWBs) for the purpose of monitoring the response of sensitive hardware or for post-test forensic analysis in support of anomaly investigation. Due to restrictions on internally mounted accelerometers for most flight hardware there is usually no means to empirically observe the internal dynamics of the unit, so one must resort to crude and highly uncertain approximations. One common practice is to apply Miles Equation, which does not account for the coupled response of the board in the chassis, resulting in significant over- or under-prediction. This paper explores the application of simple multiple-degree-of-freedom lumped parameter modeling to predict the coupled random vibration response of the PWBs in their fundamental modes of vibration. A simple tool using this approach could be used during or following a random vibration test to interpret vibration test data from a single external chassis measurement to deduce internal board dynamics by means of a rapid correlation analysis. Such a tool might also be useful in early design stages as a supplemental analysis to a more detailed finite element analysis to quickly prototype and analyze the dynamics of various design iterations. After developing the theoretical basis, a lumped parameter modeling approach is applied to an electronic unit for which both external and internal test vibration response measurements are available for direct comparison. Reasonable correlation of the results demonstrates the potential viability of such an approach. Further development of the preliminary approach presented in this paper will involve correlation with detailed finite element models and additional relevant test data.

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

NASA Technical Reports Server (NTRS)

Holland, Frederic A., Jr.

2004-01-01

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

Quantifying Adventitious Error in a Covariance Structure as a Random Effect

PubMed Central

Wu, Hao; Browne, Michael W.

2017-01-01

We present an approach to quantifying errors in covariance structures in which adventitious error, identified as the process underlying the discrepancy between the population and the structured model, is explicitly modeled as a random effect with a distribution, and the dispersion parameter of this distribution to be estimated gives a measure of misspecification. Analytical properties of the resultant procedure are investigated and the measure of misspecification is found to be related to the RMSEA. An algorithm is developed for numerical implementation of the procedure. The consistency and asymptotic sampling distributions of the estimators are established under a new asymptotic paradigm and an assumption weaker than the standard Pitman drift assumption. Simulations validate the asymptotic sampling distributions and demonstrate the importance of accounting for the variations in the parameter estimates due to adventitious error. Two examples are also given as illustrations. PMID:25813463

Analysis on Vertical Scattering Signatures in Forestry with PolInSAR

NASA Astrophysics Data System (ADS)

Guo, Shenglong; Li, Yang; Zhang, Jingjing; Hong, Wen

2014-11-01

We apply accurate topographic phase to the Freeman-Durden decomposition for polarimetric SAR interferometry (PolInSAR) data. The cross correlation matrix obtained from PolInSAR observations can be decomposed into three scattering mechanisms matrices accounting for the odd-bounce, double-bounce and volume scattering. We estimate the phase based on the Random volume over Ground (RVoG) model, and as the initial input parameter of the numerical method which is used to solve the parameters of decomposition. In addition, the modified volume scattering model introduced by Y. Yamaguchi is applied to the PolInSAR target decomposition in forest areas rather than the pure random volume scattering as proposed by Freeman-Durden to make best fit to the actual measured data. This method can accurately retrieve the magnitude associated with each mechanism and their vertical location along the vertical dimension. We test the algorithms with L- and P- band simulated data.

On the Complexity of Item Response Theory Models.

PubMed

Bonifay, Wes; Cai, Li

2017-01-01

Complexity in item response theory (IRT) has traditionally been quantified by simply counting the number of freely estimated parameters in the model. However, complexity is also contingent upon the functional form of the model. We examined four popular IRT models-exploratory factor analytic, bifactor, DINA, and DINO-with different functional forms but the same number of free parameters. In comparison, a simpler (unidimensional 3PL) model was specified such that it had 1 more parameter than the previous models. All models were then evaluated according to the minimum description length principle. Specifically, each model was fit to 1,000 data sets that were randomly and uniformly sampled from the complete data space and then assessed using global and item-level fit and diagnostic measures. The findings revealed that the factor analytic and bifactor models possess a strong tendency to fit any possible data. The unidimensional 3PL model displayed minimal fitting propensity, despite the fact that it included an additional free parameter. The DINA and DINO models did not demonstrate a proclivity to fit any possible data, but they did fit well to distinct data patterns. Applied researchers and psychometricians should therefore consider functional form-and not goodness-of-fit alone-when selecting an IRT model.

A dissipative random velocity field for fully developed fluid turbulence

NASA Astrophysics Data System (ADS)

Chevillard, Laurent; Pereira, Rodrigo; Garban, Christophe

2016-11-01

We investigate the statistical properties, based on numerical simulations and analytical calculations, of a recently proposed stochastic model for the velocity field of an incompressible, homogeneous, isotropic and fully developed turbulent flow. A key step in the construction of this model is the introduction of some aspects of the vorticity stretching mechanism that governs the dynamics of fluid particles along their trajectory. An additional further phenomenological step aimed at including the long range correlated nature of turbulence makes this model depending on a single free parameter that can be estimated from experimental measurements. We confirm the realism of the model regarding the geometry of the velocity gradient tensor, the power-law behaviour of the moments of velocity increments, including the intermittent corrections, and the existence of energy transfers across scales. We quantify the dependence of these basic properties of turbulent flows on the free parameter and derive analytically the spectrum of exponents of the structure functions in a simplified non dissipative case. A perturbative expansion shows that energy transfers indeed take place, justifying the dissipative nature of this random field.

Application of Fractal theory for crash rate prediction: Insights from random parameters and latent class tobit models.

PubMed

Chand, Sai; Dixit, Vinayak V

2018-03-01

The repercussions from congestion and accidents on major highways can have significant negative impacts on the economy and environment. It is a primary objective of transport authorities to minimize the likelihood of these phenomena taking place, to improve safety and overall network performance. In this study, we use the Hurst Exponent metric from Fractal Theory, as a congestion indicator for crash-rate modeling. We analyze one month of traffic speed data at several monitor sites along the M4 motorway in Sydney, Australia and assess congestion patterns with the Hurst Exponent of speed (H speed ). Random Parameters and Latent Class Tobit models were estimated, to examine the effect of congestion on historical crash rates, while accounting for unobserved heterogeneity. Using a latent class modeling approach, the motorway sections were probabilistically classified into two segments, based on the presence of entry and exit ramps. This will allow transportation agencies to implement appropriate safety/traffic countermeasures when addressing accident hotspots or inadequately managed sections of motorway. Copyright © 2017 Elsevier Ltd. All rights reserved.

Using an ensemble smoother to evaluate parameter uncertainty of an integrated hydrological model of Yanqi basin

NASA Astrophysics Data System (ADS)

Li, Ning; McLaughlin, Dennis; Kinzelbach, Wolfgang; Li, WenPeng; Dong, XinGuang

2015-10-01

Model uncertainty needs to be quantified to provide objective assessments of the reliability of model predictions and of the risk associated with management decisions that rely on these predictions. This is particularly true in water resource studies that depend on model-based assessments of alternative management strategies. In recent decades, Bayesian data assimilation methods have been widely used in hydrology to assess uncertain model parameters and predictions. In this case study, a particular data assimilation algorithm, the Ensemble Smoother with Multiple Data Assimilation (ESMDA) (Emerick and Reynolds, 2012), is used to derive posterior samples of uncertain model parameters and forecasts for a distributed hydrological model of Yanqi basin, China. This model is constructed using MIKESHE/MIKE11software, which provides for coupling between surface and subsurface processes (DHI, 2011a-d). The random samples in the posterior parameter ensemble are obtained by using measurements to update 50 prior parameter samples generated with a Latin Hypercube Sampling (LHS) procedure. The posterior forecast samples are obtained from model runs that use the corresponding posterior parameter samples. Two iterative sample update methods are considered: one based on an a perturbed observation Kalman filter update and one based on a square root Kalman filter update. These alternatives give nearly the same results and converge in only two iterations. The uncertain parameters considered include hydraulic conductivities, drainage and river leakage factors, van Genuchten soil property parameters, and dispersion coefficients. The results show that the uncertainty in many of the parameters is reduced during the smoother updating process, reflecting information obtained from the observations. Some of the parameters are insensitive and do not benefit from measurement information. The correlation coefficients among certain parameters increase in each iteration, although they generally stay below 0.50.

Genetic analysis of milk production traits of Tunisian Holsteins using random regression test-day model with Legendre polynomials

PubMed Central

2018-01-01

Objective The objective of this study was to estimate genetic parameters of milk, fat, and protein yields within and across lactations in Tunisian Holsteins using a random regression test-day (TD) model. Methods A random regression multiple trait multiple lactation TD model was used to estimate genetic parameters in the Tunisian dairy cattle population. Data were TD yields of milk, fat, and protein from the first three lactations. Random regressions were modeled with third-order Legendre polynomials for the additive genetic, and permanent environment effects. Heritabilities, and genetic correlations were estimated by Bayesian techniques using the Gibbs sampler. Results All variance components tended to be high in the beginning and the end of lactations. Additive genetic variances for milk, fat, and protein yields were the lowest and were the least variable compared to permanent variances. Heritability values tended to increase with parity. Estimates of heritabilities for 305-d yield-traits were low to moderate, 0.14 to 0.2, 0.12 to 0.17, and 0.13 to 0.18 for milk, fat, and protein yields, respectively. Within-parity, genetic correlations among traits were up to 0.74. Genetic correlations among lactations for the yield traits were relatively high and ranged from 0.78±0.01 to 0.82±0.03, between the first and second parities, from 0.73±0.03 to 0.8±0.04 between the first and third parities, and from 0.82±0.02 to 0.84±0.04 between the second and third parities. Conclusion These results are comparable to previously reported estimates on the same population, indicating that the adoption of a random regression TD model as the official genetic evaluation for production traits in Tunisia, as developed by most Interbull countries, is possible in the Tunisian Holsteins. PMID:28823122

Genetic analysis of milk production traits of Tunisian Holsteins using random regression test-day model with Legendre polynomials.

PubMed

Ben Zaabza, Hafedh; Ben Gara, Abderrahmen; Rekik, Boulbaba

2018-05-01

The objective of this study was to estimate genetic parameters of milk, fat, and protein yields within and across lactations in Tunisian Holsteins using a random regression test-day (TD) model. A random regression multiple trait multiple lactation TD model was used to estimate genetic parameters in the Tunisian dairy cattle population. Data were TD yields of milk, fat, and protein from the first three lactations. Random regressions were modeled with third-order Legendre polynomials for the additive genetic, and permanent environment effects. Heritabilities, and genetic correlations were estimated by Bayesian techniques using the Gibbs sampler. All variance components tended to be high in the beginning and the end of lactations. Additive genetic variances for milk, fat, and protein yields were the lowest and were the least variable compared to permanent variances. Heritability values tended to increase with parity. Estimates of heritabilities for 305-d yield-traits were low to moderate, 0.14 to 0.2, 0.12 to 0.17, and 0.13 to 0.18 for milk, fat, and protein yields, respectively. Within-parity, genetic correlations among traits were up to 0.74. Genetic correlations among lactations for the yield traits were relatively high and ranged from 0.78±0.01 to 0.82±0.03, between the first and second parities, from 0.73±0.03 to 0.8±0.04 between the first and third parities, and from 0.82±0.02 to 0.84±0.04 between the second and third parities. These results are comparable to previously reported estimates on the same population, indicating that the adoption of a random regression TD model as the official genetic evaluation for production traits in Tunisia, as developed by most Interbull countries, is possible in the Tunisian Holsteins.

Extended q -Gaussian and q -exponential distributions from gamma random variables

NASA Astrophysics Data System (ADS)

Budini, Adrián A.

2015-05-01

The family of q -Gaussian and q -exponential probability densities fit the statistical behavior of diverse complex self-similar nonequilibrium systems. These distributions, independently of the underlying dynamics, can rigorously be obtained by maximizing Tsallis "nonextensive" entropy under appropriate constraints, as well as from superstatistical models. In this paper we provide an alternative and complementary scheme for deriving these objects. We show that q -Gaussian and q -exponential random variables can always be expressed as a function of two statistically independent gamma random variables with the same scale parameter. Their shape index determines the complexity q parameter. This result also allows us to define an extended family of asymmetric q -Gaussian and modified q -exponential densities, which reduce to the standard ones when the shape parameters are the same. Furthermore, we demonstrate that a simple change of variables always allows relating any of these distributions with a beta stochastic variable. The extended distributions are applied in the statistical description of different complex dynamics such as log-return signals in financial markets and motion of point defects in a fluid flow.

Measurement and modelling of the y-direction apparent mass of sitting human body-cushioned seat system

NASA Astrophysics Data System (ADS)

Stein, George Juraj; Múčka, Peter; Hinz, Barbara; Blüthner, Ralph

2009-04-01

Laboratory tests were conducted using 13 male subjects seated on a cushioned commercial vehicle driver's seat. The hands gripped a mock-up steering wheel and the subjects were in contact with the lumbar region of the backrest. The accelerations and forces in the y-direction were measured during random lateral whole-body vibration with a frequency range between 0.25 and 30 Hz, vibration magnitudes 0.30, 0.98, and 1.92 m s -2 (unweighted root mean square (rms)). Based on these laboratory measurements, a linear multi-degree-of-freedom (mdof) model of the seated human body and cushioned seat in the lateral direction ( y-axis) was developed. Model parameters were identified from averaged measured apparent mass values (modulus and phase) for the three excitation magnitudes mentioned. A preferred model structure was selected from four 3-dof models analysed. The mean subject parameters were identified. In addition, identification of each subject's apparent mass model parameters was performed. The results are compared with previous studies. The developed model structure and the identified parameters can be used for further biodynamical research in seating dynamics.

Does an uneven sample size distribution across settings matter in cross-classified multilevel modeling? Results of a simulation study.

PubMed

Milliren, Carly E; Evans, Clare R; Richmond, Tracy K; Dunn, Erin C

2018-06-06

Recent advances in multilevel modeling allow for modeling non-hierarchical levels (e.g., youth in non-nested schools and neighborhoods) using cross-classified multilevel models (CCMM). Current practice is to cluster samples from one context (e.g., schools) and utilize the observations however they are distributed from the second context (e.g., neighborhoods). However, it is unknown whether an uneven distribution of sample size across these contexts leads to incorrect estimates of random effects in CCMMs. Using the school and neighborhood data structure in Add Health, we examined the effect of neighborhood sample size imbalance on the estimation of variance parameters in models predicting BMI. We differentially assigned students from a given school to neighborhoods within that school's catchment area using three scenarios of (im)balance. 1000 random datasets were simulated for each of five combinations of school- and neighborhood-level variance and imbalance scenarios, for a total of 15,000 simulated data sets. For each simulation, we calculated 95% CIs for the variance parameters to determine whether the true simulated variance fell within the interval. Across all simulations, the "true" school and neighborhood variance parameters were estimated 93-96% of the time. Only 5% of models failed to capture neighborhood variance; 6% failed to capture school variance. These results suggest that there is no systematic bias in the ability of CCMM to capture the true variance parameters regardless of the distribution of students across neighborhoods. Ongoing efforts to use CCMM are warranted and can proceed without concern for the sample imbalance across contexts. Copyright © 2018 Elsevier Ltd. All rights reserved.

Latent Subgroup Analysis of a Randomized Clinical Trial Through a Semiparametric Accelerated Failure Time Mixture Model

PubMed Central

Altstein, L.; Li, G.

2012-01-01

Summary This paper studies a semiparametric accelerated failure time mixture model for estimation of a biological treatment effect on a latent subgroup of interest with a time-to-event outcome in randomized clinical trials. Latency is induced because membership is observable in one arm of the trial and unidentified in the other. This method is useful in randomized clinical trials with all-or-none noncompliance when patients in the control arm have no access to active treatment and in, for example, oncology trials when a biopsy used to identify the latent subgroup is performed only on subjects randomized to active treatment. We derive a computational method to estimate model parameters by iterating between an expectation step and a weighted Buckley-James optimization step. The bootstrap method is used for variance estimation, and the performance of our method is corroborated in simulation. We illustrate our method through an analysis of a multicenter selective lymphadenectomy trial for melanoma. PMID:23383608

A Bayesian model for time-to-event data with informative censoring

PubMed Central

Kaciroti, Niko A.; Raghunathan, Trivellore E.; Taylor, Jeremy M. G.; Julius, Stevo

2012-01-01

Randomized trials with dropouts or censored data and discrete time-to-event type outcomes are frequently analyzed using the Kaplan–Meier or product limit (PL) estimation method. However, the PL method assumes that the censoring mechanism is noninformative and when this assumption is violated, the inferences may not be valid. We propose an expanded PL method using a Bayesian framework to incorporate informative censoring mechanism and perform sensitivity analysis on estimates of the cumulative incidence curves. The expanded method uses a model, which can be viewed as a pattern mixture model, where odds for having an event during the follow-up interval (tk−1,tk], conditional on being at risk at tk−1, differ across the patterns of missing data. The sensitivity parameters relate the odds of an event, between subjects from a missing-data pattern with the observed subjects for each interval. The large number of the sensitivity parameters is reduced by considering them as random and assumed to follow a log-normal distribution with prespecified mean and variance. Then we vary the mean and variance to explore sensitivity of inferences. The missing at random (MAR) mechanism is a special case of the expanded model, thus allowing exploration of the sensitivity to inferences as departures from the inferences under the MAR assumption. The proposed approach is applied to data from the TRial Of Preventing HYpertension. PMID:22223746

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.

Parameter-induced uncertainty quantification of crop yields, soil N2O and CO2 emission for 8 arable sites across Europe using the LandscapeDNDC model

NASA Astrophysics Data System (ADS)

Santabarbara, Ignacio; Haas, Edwin; Kraus, David; Herrera, Saul; Klatt, Steffen; Kiese, Ralf

2014-05-01

When using biogeochemical models to estimate greenhouse gas emissions at site to regional/national levels, the assessment and quantification of the uncertainties of simulation results are of significant importance. The uncertainties in simulation results of process-based ecosystem models may result from uncertainties of the process parameters that describe the processes of the model, model structure inadequacy as well as uncertainties in the observations. Data for development and testing of uncertainty analisys were corp yield observations, measurements of soil fluxes of nitrous oxide (N2O) and carbon dioxide (CO2) from 8 arable sites across Europe. Using the process-based biogeochemical model LandscapeDNDC for simulating crop yields, N2O and CO2 emissions, our aim is to assess the simulation uncertainty by setting up a Bayesian framework based on Metropolis-Hastings algorithm. Using Gelman statistics convergence criteria and parallel computing techniques, enable multi Markov Chains to run independently in parallel and create a random walk to estimate the joint model parameter distribution. Through means distribution we limit the parameter space, get probabilities of parameter values and find the complex dependencies among them. With this parameter distribution that determines soil-atmosphere C and N exchange, we are able to obtain the parameter-induced uncertainty of simulation results and compare them with the measurements data.

Seismic activity prediction using computational intelligence techniques in northern Pakistan

NASA Astrophysics Data System (ADS)

Asim, Khawaja M.; Awais, Muhammad; Martínez-Álvarez, F.; Iqbal, Talat

2017-10-01

Earthquake prediction study is carried out for the region of northern Pakistan. The prediction methodology includes interdisciplinary interaction of seismology and computational intelligence. Eight seismic parameters are computed based upon the past earthquakes. Predictive ability of these eight seismic parameters is evaluated in terms of information gain, which leads to the selection of six parameters to be used in prediction. Multiple computationally intelligent models have been developed for earthquake prediction using selected seismic parameters. These models include feed-forward neural network, recurrent neural network, random forest, multi layer perceptron, radial basis neural network, and support vector machine. The performance of every prediction model is evaluated and McNemar's statistical test is applied to observe the statistical significance of computational methodologies. Feed-forward neural network shows statistically significant predictions along with accuracy of 75% and positive predictive value of 78% in context of northern Pakistan.

Effect of Fault Parameter Uncertainties on PSHA explored by Monte Carlo Simulations: A case study for southern Apennines, Italy

NASA Astrophysics Data System (ADS)

Akinci, A.; Pace, B.

2017-12-01

In this study, we discuss the seismic hazard variability of peak ground acceleration (PGA) at 475 years return period in the Southern Apennines of Italy. The uncertainty and parametric sensitivity are presented to quantify the impact of the several fault parameters on ground motion predictions for 10% exceedance in 50-year hazard. A time-independent PSHA model is constructed based on the long-term recurrence behavior of seismogenic faults adopting the characteristic earthquake model for those sources capable of rupturing the entire fault segment with a single maximum magnitude. The fault-based source model uses the dimensions and slip rates of mapped fault to develop magnitude-frequency estimates for characteristic earthquakes. Variability of the selected fault parameter is given with a truncated normal random variable distribution presented by standard deviation about a mean value. A Monte Carlo approach, based on the random balanced sampling by logic tree, is used in order to capture the uncertainty in seismic hazard calculations. For generating both uncertainty and sensitivity maps, we perform 200 simulations for each of the fault parameters. The results are synthesized both in frequency-magnitude distribution of modeled faults as well as the different maps: the overall uncertainty maps provide a confidence interval for the PGA values and the parameter uncertainty maps determine the sensitivity of hazard assessment to variability of every logic tree branch. These branches of logic tree, analyzed through the Monte Carlo approach, are maximum magnitudes, fault length, fault width, fault dip and slip rates. The overall variability of these parameters is determined by varying them simultaneously in the hazard calculations while the sensitivity of each parameter to overall variability is determined varying each of the fault parameters while fixing others. However, in this study we do not investigate the sensitivity of mean hazard results to the consideration of different GMPEs. Distribution of possible seismic hazard results is illustrated by 95% confidence factor map, which indicates the dispersion about mean value, and coefficient of variation map, which shows percent variability. The results of our study clearly illustrate the influence of active fault parameters to probabilistic seismic hazard maps.

Transmission parameters estimated for Salmonella typhimurium in swine using susceptible-infectious-resistant models and a Bayesian approach

PubMed Central

2014-01-01

Background Transmission models can aid understanding of disease dynamics and are useful in testing the efficiency of control measures. The aim of this study was to formulate an appropriate stochastic Susceptible-Infectious-Resistant/Carrier (SIR) model for Salmonella Typhimurium in pigs and thus estimate the transmission parameters between states. Results The transmission parameters were estimated using data from a longitudinal study of three Danish farrow-to-finish pig herds known to be infected. A Bayesian model framework was proposed, which comprised Binomial components for the transition from susceptible to infectious and from infectious to carrier; and a Poisson component for carrier to infectious. Cohort random effects were incorporated into these models to allow for unobserved cohort-specific variables as well as unobserved sources of transmission, thus enabling a more realistic estimation of the transmission parameters. In the case of the transition from susceptible to infectious, the cohort random effects were also time varying. The number of infectious pigs not detected by the parallel testing was treated as unknown, and the probability of non-detection was estimated using information about the sensitivity and specificity of the bacteriological and serological tests. The estimate of the transmission rate from susceptible to infectious was 0.33 [0.06, 1.52], from infectious to carrier was 0.18 [0.14, 0.23] and from carrier to infectious was 0.01 [0.0001, 0.04]. The estimate for the basic reproduction ration (R 0 ) was 1.91 [0.78, 5.24]. The probability of non-detection was estimated to be 0.18 [0.12, 0.25]. Conclusions The proposed framework for stochastic SIR models was successfully implemented to estimate transmission rate parameters for Salmonella Typhimurium in swine field data. R 0 was 1.91, implying that there was dissemination of the infection within pigs of the same cohort. There was significant temporal-cohort variability, especially at the susceptible to infectious stage. The model adequately fitted the data, allowing for both observed and unobserved sources of uncertainty (cohort effects, diagnostic test sensitivity), so leading to more reliable estimates of transmission parameters. PMID:24774444

Population pharmacokinetics of valnemulin in swine.

PubMed

Zhao, D H; Zhang, Z; Zhang, C Y; Liu, Z C; Deng, H; Yu, J J; Guo, J P; Liu, Y H

2014-02-01

This study was carried out in 121 pigs to develop a population pharmacokinetic (PPK) model by oral (p.o.) administration of valnemulin at a single dose of 10 mg/kg. Serum biochemistry parameters of each pig were determined prior to drug administration. Three to five blood samples were collected at random time points, but uniformly distributed in the absorption, distribution, and elimination phases of drug disposition. Plasma concentrations of valnemulin were determined by high-performance liquid chromatography-tandem mass spectrometry (HPLC-MS/MS). The concentration-time data were fitted to PPK models using nonlinear mixed effect modeling (NONMEM) with G77 FORTRAN compiler. NONMEM runs were executed using Wings for NONMEM. Fixed effects of weight, age, sex as well as biochemistry parameters, which may influence the PK of valnemulin, were investigated. The drug concentration-time data were adequately described by a one-compartmental model with first-order absorption. A random effect model of valnemulin revealed a pattern of log-normal distribution, and it satisfactorily characterized the observed interindividual variability. The distribution of random residual errors, however, suggested an additive model for the initial phase (<12 h) followed by a combined model that consists of both proportional and additive features (≥ 12 h), so that the intra-individual variability could be sufficiently characterized. Covariate analysis indicated that body weight had a conspicuous effect on valnemulin clearance (CL/F). The featured population PK values of Ka , V/F and CL/F were 0.292/h, 63.0 L and 41.3 L/h, respectively. © 2013 John Wiley & Sons Ltd.

Effects of data structure on the estimation of covariance functions to describe genotype by environment interactions in a reaction norm model

PubMed Central

Calus, Mario PL; Bijma, Piter; Veerkamp, Roel F

2004-01-01

Covariance functions have been proposed to predict breeding values and genetic (co)variances as a function of phenotypic within herd-year averages (environmental parameters) to include genotype by environment interaction. The objective of this paper was to investigate the influence of definition of environmental parameters and non-random use of sires on expected breeding values and estimated genetic variances across environments. Breeding values were simulated as a linear function of simulated herd effects. The definition of environmental parameters hardly influenced the results. In situations with random use of sires, estimated genetic correlations between the trait expressed in different environments were 0.93, 0.93 and 0.97 while simulated at 0.89 and estimated genetic variances deviated up to 30% from the simulated values. Non random use of sires, poor genetic connectedness and small herd size had a large impact on the estimated covariance functions, expected breeding values and calculated environmental parameters. Estimated genetic correlations between a trait expressed in different environments were biased upwards and breeding values were more biased when genetic connectedness became poorer and herd composition more diverse. The best possible solution at this stage is to use environmental parameters combining large numbers of animals per herd, while losing some information on genotype by environment interaction in the data. PMID:15339629

The Impact of Model and Rainfall Forcing Errors on Characterizing Soil Moisture Uncertainty in Land Surface Modeling

NASA Technical Reports Server (NTRS)

Maggioni, V.; Anagnostou, E. N.; Reichle, R. H.

2013-01-01

The contribution of rainfall forcing errors relative to model (structural and parameter) uncertainty in the prediction of soil moisture is investigated by integrating the NASA Catchment Land Surface Model (CLSM), forced with hydro-meteorological data, in the Oklahoma region. Rainfall-forcing uncertainty is introduced using a stochastic error model that generates ensemble rainfall fields from satellite rainfall products. The ensemble satellite rain fields are propagated through CLSM to produce soil moisture ensembles. Errors in CLSM are modeled with two different approaches: either by perturbing model parameters (representing model parameter uncertainty) or by adding randomly generated noise (representing model structure and parameter uncertainty) to the model prognostic variables. Our findings highlight that the method currently used in the NASA GEOS-5 Land Data Assimilation System to perturb CLSM variables poorly describes the uncertainty in the predicted soil moisture, even when combined with rainfall model perturbations. On the other hand, by adding model parameter perturbations to rainfall forcing perturbations, a better characterization of uncertainty in soil moisture simulations is observed. Specifically, an analysis of the rank histograms shows that the most consistent ensemble of soil moisture is obtained by combining rainfall and model parameter perturbations. When rainfall forcing and model prognostic perturbations are added, the rank histogram shows a U-shape at the domain average scale, which corresponds to a lack of variability in the forecast ensemble. The more accurate estimation of the soil moisture prediction uncertainty obtained by combining rainfall and parameter perturbations is encouraging for the application of this approach in ensemble data assimilation systems.

Modeling association among demographic parameters in analysis of open population capture-recapture data.

PubMed

Link, William A; Barker, Richard J

2005-03-01

We present a hierarchical extension of the Cormack-Jolly-Seber (CJS) model for open population capture-recapture data. In addition to recaptures of marked animals, we model first captures of animals and losses on capture. The parameter set includes capture probabilities, survival rates, and birth rates. The survival rates and birth rates are treated as a random sample from a bivariate distribution, thus the model explicitly incorporates correlation in these demographic rates. A key feature of the model is that the likelihood function, which includes a CJS model factor, is expressed entirely in terms of identifiable parameters; losses on capture can be factored out of the model. Since the computational complexity of classical likelihood methods is prohibitive, we use Markov chain Monte Carlo in a Bayesian analysis. We describe an efficient candidate-generation scheme for Metropolis-Hastings sampling of CJS models and extensions. The procedure is illustrated using mark-recapture data for the moth Gonodontis bidentata.

The Light Side of Dark Matter

NASA Astrophysics Data System (ADS)

Cisneros, Sophia

2013-04-01

We present a new, heuristic, two-parameter model for predicting the rotation curves of disc galaxies. The model is tested on (22) randomly chosen galaxies, represented in 35 data sets. This Lorentz Convolution [LC] model is derived from a non-linear, relativistic solution of a Kerr-type wave equation, where small changes in the photon's frequencies, resulting from the curved space time, are convolved into a sequence of Lorentz transformations. The LC model is parametrized with only the diffuse, luminous stellar and gaseous masses reported with each data set of observations used. The LC model predicts observed rotation curves across a wide range of disk galaxies. The LC model was constructed to occupy the same place in the explanation of rotation curves that Dark Matter does, so that a simple investigation of the relation between luminous and dark matter might be made, via by a parameter (a). We find the parameter (a) to demonstrate interesting structure. We compare the new model prediction to both the NFW model and MOND fits when available.

Modeling association among demographic parameters in analysis of open population capture-recapture data

USGS Publications Warehouse

Link, William A.; Barker, Richard J.

2005-01-01

We present a hierarchical extension of the Cormack–Jolly–Seber (CJS) model for open population capture–recapture data. In addition to recaptures of marked animals, we model first captures of animals and losses on capture. The parameter set includes capture probabilities, survival rates, and birth rates. The survival rates and birth rates are treated as a random sample from a bivariate distribution, thus the model explicitly incorporates correlation in these demographic rates. A key feature of the model is that the likelihood function, which includes a CJS model factor, is expressed entirely in terms of identifiable parameters; losses on capture can be factored out of the model. Since the computational complexity of classical likelihood methods is prohibitive, we use Markov chain Monte Carlo in a Bayesian analysis. We describe an efficient candidate-generation scheme for Metropolis–Hastings sampling of CJS models and extensions. The procedure is illustrated using mark-recapture data for the moth Gonodontis bidentata.

Modern control concepts in hydrology. [parameter identification in adaptive stochastic control approach

NASA Technical Reports Server (NTRS)

Duong, N.; Winn, C. B.; Johnson, G. R.

1975-01-01

Two approaches to an identification problem in hydrology are presented, based upon concepts from modern control and estimation theory. The first approach treats the identification of unknown parameters in a hydrologic system subject to noisy inputs as an adaptive linear stochastic control problem; the second approach alters the model equation to account for the random part in the inputs, and then uses a nonlinear estimation scheme to estimate the unknown parameters. Both approaches use state-space concepts. The identification schemes are sequential and adaptive and can handle either time-invariant or time-dependent parameters. They are used to identify parameters in the Prasad model of rainfall-runoff. The results obtained are encouraging and confirm the results from two previous studies; the first using numerical integration of the model equation along with a trial-and-error procedure, and the second using a quasi-linearization technique. The proposed approaches offer a systematic way of analyzing the rainfall-runoff process when the input data are imbedded in noise.

Exploring Replica-Exchange Wang-Landau sampling in higher-dimensional parameter space

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

Valentim, Alexandra; Rocha, Julio C. S.; Tsai, Shan-Ho

We considered a higher-dimensional extension for the replica-exchange Wang-Landau algorithm to perform a random walk in the energy and magnetization space of the two-dimensional Ising model. This hybrid scheme combines the advantages of Wang-Landau and Replica-Exchange algorithms, and the one-dimensional version of this approach has been shown to be very efficient and to scale well, up to several thousands of computing cores. This approach allows us to split the parameter space of the system to be simulated into several pieces and still perform a random walk over the entire parameter range, ensuring the ergodicity of the simulation. Previous work, inmore » which a similar scheme of parallel simulation was implemented without using replica exchange and with a different way to combine the result from the pieces, led to discontinuities in the final density of states over the entire range of parameters. From our simulations, it appears that the replica-exchange Wang-Landau algorithm is able to overcome this diculty, allowing exploration of higher parameter phase space by keeping track of the joint density of states.« less

Mixed-mode oscillations and interspike interval statistics in the stochastic FitzHugh-Nagumo model

NASA Astrophysics Data System (ADS)

Berglund, Nils; Landon, Damien

2012-08-01

We study the stochastic FitzHugh-Nagumo equations, modelling the dynamics of neuronal action potentials in parameter regimes characterized by mixed-mode oscillations. The interspike time interval is related to the random number of small-amplitude oscillations separating consecutive spikes. We prove that this number has an asymptotically geometric distribution, whose parameter is related to the principal eigenvalue of a substochastic Markov chain. We provide rigorous bounds on this eigenvalue in the small-noise regime and derive an approximation of its dependence on the system's parameters for a large range of noise intensities. This yields a precise description of the probability distribution of observed mixed-mode patterns and interspike intervals.

Fractal attractors in economic growth models with random pollution externalities

NASA Astrophysics Data System (ADS)

La Torre, Davide; Marsiglio, Simone; Privileggi, Fabio

2018-05-01

We analyze a discrete time two-sector economic growth model where the production technologies in the final and human capital sectors are affected by random shocks both directly (via productivity and factor shares) and indirectly (via a pollution externality). We determine the optimal dynamics in the decentralized economy and show how these dynamics can be described in terms of a two-dimensional affine iterated function system with probability. This allows us to identify a suitable parameter configuration capable of generating exactly the classical Barnsley's fern as the attractor of the log-linearized optimal dynamical system.

Fractal attractors and singular invariant measures in two-sector growth models with random factor shares

NASA Astrophysics Data System (ADS)

La Torre, Davide; Marsiglio, Simone; Mendivil, Franklin; Privileggi, Fabio

2018-05-01

We analyze a multi-sector growth model subject to random shocks affecting the two sector-specific production functions twofold: the evolution of both productivity and factor shares is the result of such exogenous shocks. We determine the optimal dynamics via Euler-Lagrange equations, and show how these dynamics can be described in terms of an iterated function system with probability. We also provide conditions that imply the singularity of the invariant measure associated with the fractal attractor. Numerical examples show how specific parameter configurations might generate distorted copies of the Barnsley's fern attractor.

Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs

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

Liao, Qifeng, E-mail: liaoqf@shanghaitech.edu.cn; Lin, Guang, E-mail: guanglin@purdue.edu

2016-07-15

In this paper we present a reduced basis ANOVA approach for partial deferential equations (PDEs) with random inputs. The ANOVA method combined with stochastic collocation methods provides model reduction in high-dimensional parameter space through decomposing high-dimensional inputs into unions of low-dimensional inputs. In this work, to further reduce the computational cost, we investigate spatial low-rank structures in the ANOVA-collocation method, and develop efficient spatial model reduction techniques using hierarchically generated reduced bases. We present a general mathematical framework of the methodology, validate its accuracy and demonstrate its efficiency with numerical experiments.

SENSITIVITY OF STRUCTURAL RESPONSE TO GROUND MOTION SOURCE AND SITE PARAMETERS.

USGS Publications Warehouse

Safak, Erdal; Brebbia, C.A.; Cakmak, A.S.; Abdel Ghaffar, A.M.

1985-01-01

Designing structures to withstand earthquakes requires an accurate estimation of the expected ground motion. While engineers use the peak ground acceleration (PGA) to model the strong ground motion, seismologists use physical characteristics of the source and the rupture mechanism, such as fault length, stress drop, shear wave velocity, seismic moment, distance, and attenuation. This study presents a method for calculating response spectra from seismological models using random vibration theory. It then investigates the effect of various source and site parameters on peak response. Calculations are based on a nonstationary stochastic ground motion model, which can incorporate all the parameters both in frequency and time domains. The estimation of the peak response accounts for the effects of the non-stationarity, bandwidth and peak correlations of the response.

Comparison Between Two Methods for Estimating the Vertical Scale of Fluctuation for Modeling Random Geotechnical Problems

NASA Astrophysics Data System (ADS)

Pieczyńska-Kozłowska, Joanna M.

2015-12-01

The design process in geotechnical engineering requires the most accurate mapping of soil. The difficulty lies in the spatial variability of soil parameters, which has been a site of investigation of many researches for many years. This study analyses the soil-modeling problem by suggesting two effective methods of acquiring information for modeling that consists of variability from cone penetration test (CPT). The first method has been used in geotechnical engineering, but the second one has not been associated with geotechnics so far. Both methods are applied to a case study in which the parameters of changes are estimated. The knowledge of the variability of parameters allows in a long term more effective estimation, for example, bearing capacity probability of failure.

Time evolution of strategic and non-strategic 2-party competitions

NASA Astrophysics Data System (ADS)

Shanahan, Linda Lee

The study of the nature of conflict and competition and its many manifestations---military, social, environmental, biological---has enjoyed a long history and garnered the attention of researchers in many disciplines. It will no doubt continue to do so. That the topic is of interest to some in the physics community has to do with the critical role physicists have shouldered in furthering knowledge in every sphere with reference to behavior observed in nature. The techniques, in the case of this research, have been rooted in statistical physics and the science of probability. Our tools include the use of cellular automata and random number generators in an agent-based modeling approach. In this work, we first examine a type of "conflict" model where two parties vye for the same resources with no apparent strategy or intelligence, their interactions devolving to random encounters. Analytical results for the time evolution of the model are presented with multiple examples. What at first encounter seems a trivial formulation is found to be a model with rich possibilities for adaptation to far more interesting and potentially relevant scenarios. An example of one such possibility---random events punctuated by correlated non-random ones---is included. We then turn our attention to a different conflict scenario, one in which one party acts with no strategy and in a random manner while the other receives intelligence, makes decisions, and acts with a specific purpose. We develop a set of parameters and examine several examples for insight into the model behavior in different regions of the parameter space, finding both intuitive and non-intuitive results. Of particular interest is the role of the so-called "intelligence" in determining the outcome of a conflict. We consider two applications for which specific conditions are imposed on the parameters. First, can an invader beginning in a single cell or site and utilizing a search and deploy strategy gain territory in an environment defined by constant exposure to random attacks? What magnitude of defense is sufficient to eliminate or contain such growth, and what role does the quantity and quality of available information play? Second, we build on the idea of a single intruder to include a look at a scenario where a single intruder or a small group of intruders invades or attacks a space which may have significant restrictions (such as walls or other inaccessible spaces). The importance of information and strategy emerges in keeping with intuitive expectations. Additional derivations are provided in the appendix, along with the MATLAB codes for the models. References are relegated to the end of the thesis.

Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Moroz, I.; Palmer, T.

2015-12-01

It is now acknowledged that representing model uncertainty in atmospheric simulators is essential for the production of reliable probabilistic ensemble forecasts, and a number of different techniques have been proposed for this purpose. Stochastic convection parameterization schemes use random numbers to represent the difference between a deterministic parameterization scheme and the true atmosphere, accounting for the unresolved sub grid-scale variability associated with convective clouds. An alternative approach varies the values of poorly constrained physical parameters in the model to represent the uncertainty in these parameters. This study presents new perturbed parameter schemes for use in the European Centre for Medium Range Weather Forecasts (ECMWF) convection scheme. Two types of scheme are developed and implemented. Both schemes represent the joint uncertainty in four of the parameters in the convection parametrisation scheme, which was estimated using the Ensemble Prediction and Parameter Estimation System (EPPES). The first scheme developed is a fixed perturbed parameter scheme, where the values of uncertain parameters are changed between ensemble members, but held constant over the duration of the forecast. The second is a stochastically varying perturbed parameter scheme. The performance of these schemes was compared to the ECMWF operational stochastic scheme, Stochastically Perturbed Parametrisation Tendencies (SPPT), and to a model which does not represent uncertainty in convection. The skill of probabilistic forecasts made using the different models was evaluated. While the perturbed parameter schemes improve on the stochastic parametrisation in some regards, the SPPT scheme outperforms the perturbed parameter approaches when considering forecast variables that are particularly sensitive to convection. Overall, SPPT schemes are the most skilful representations of model uncertainty due to convection parametrisation. Reference: H. M. Christensen, I. M. Moroz, and T. N. Palmer, 2015: Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization. J. Atmos. Sci., 72, 2525-2544.

Toward negative Poisson's ratio composites: Investigation of the auxetic behavior of fibrous networks

NASA Astrophysics Data System (ADS)

Tatlier, Mehmet Seha

Random fibrous can be found among natural and synthetic materials. Some of these random fibrous networks possess negative Poisson's ratio and they are extensively called auxetic materials. The governing mechanisms behind this counter intuitive property in random networks are yet to be understood and this kind of auxetic material remains widely under-explored. However, most of synthetic auxetic materials suffer from their low strength. This shortcoming can be rectified by developing high strength auxetic composites. The process of embedding auxetic random fibrous networks in a polymer matrix is an attractive alternate route to the manufacture of auxetic composites, however before such an approach can be developed, a methodology for designing fibrous networks with the desired negative Poisson's ratios must first be established. This requires an understanding of the factors which bring about negative Poisson's ratios in these materials. In this study, a numerical model is presented in order to investigate the auxetic behavior in compressed random fiber networks. Finite element analyses of three-dimensional stochastic fiber networks were performed to gain insight into the effects of parameters such as network anisotropy, network density, and degree of network compression on the out-of-plane Poisson's ratio and Young's modulus. The simulation results suggest that the compression is the critical parameter that gives rise to negative Poisson's ratio while anisotropy significantly promotes the auxetic behavior. This model can be utilized to design fibrous auxetic materials and to evaluate feasibility of developing auxetic composites by using auxetic fibrous networks as the reinforcing layer.

Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media

NASA Astrophysics Data System (ADS)

Crevillén-García, D.; Power, H.

2017-08-01

In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porous media. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen-Loéve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error.

Noise-Induced Synchronization among Sub-RF CMOS Analog Oscillators for Skew-Free Clock Distribution

NASA Astrophysics Data System (ADS)

Utagawa, Akira; Asai, Tetsuya; Hirose, Tetsuya; Amemiya, Yoshihito

We present on-chip oscillator arrays synchronized by random noises, aiming at skew-free clock distribution on synchronous digital systems. Nakao et al. recently reported that independent neural oscillators can be synchronized by applying temporal random impulses to the oscillators [1], [2]. We regard neural oscillators as independent clock sources on LSIs; i. e., clock sources are distributed on LSIs, and they are forced to synchronize through the use of random noises. We designed neuron-based clock generators operating at sub-RF region (<1GHz) by modifying the original neuron model to a new model that is suitable for CMOS implementation with 0.25-μm CMOS parameters. Through circuit simulations, we demonstrate that i) the clock generators are certainly synchronized by pseudo-random noises and ii) clock generators exhibited phase-locked oscillations even if they had small device mismatches.

Experimental and numerical analysis of the constitutive equation of rubber composites reinforced with random ceramic particle

NASA Astrophysics Data System (ADS)

Luo, D. M.; Xie, Y.; Su, X. R.; Zhou, Y. L.

2018-01-01

Based on the four classical models of Mooney-Rivlin (M-R), Yeoh, Ogden and Neo-Hookean (N-H) model, a strain energy constitutive equation with large deformation for rubber composites reinforced with random ceramic particles is proposed from the angle of continuum mechanics theory in this paper. By decoupling the interaction between matrix and random particles, the strain energy of each phase is obtained to derive the explicit constitutive equation for rubber composites. The tests results of uni-axial tensile, pure shear and equal bi-axial tensile are simulated by the non-linear finite element method on the ANSYS platform. The results from finite element method are compared with those from experiment, and the material parameters are determined by fitting the results from different test conditions, and the influence of radius of random ceramic particles on the effective mechanical properties are analyzed.

Connectivity ranking of heterogeneous random conductivity models

NASA Astrophysics Data System (ADS)

Rizzo, C. B.; de Barros, F.

2017-12-01

To overcome the challenges associated with hydrogeological data scarcity, the hydraulic conductivity (K) field is often represented by a spatial random process. The state-of-the-art provides several methods to generate 2D or 3D random K-fields, such as the classic multi-Gaussian fields or non-Gaussian fields, training image-based fields and object-based fields. We provide a systematic comparison of these models based on their connectivity. We use the minimum hydraulic resistance as a connectivity measure, which it has been found to be strictly correlated with early time arrival of dissolved contaminants. A computationally efficient graph-based algorithm is employed, allowing a stochastic treatment of the minimum hydraulic resistance through a Monte-Carlo approach and therefore enabling the computation of its uncertainty. The results show the impact of geostatistical parameters on the connectivity for each group of random fields, being able to rank the fields according to their minimum hydraulic resistance.

Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media.

PubMed

Crevillén-García, D; Power, H

2017-08-01

In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porous media. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen-Loéve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error.

Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media

PubMed Central

Power, H.

2017-01-01

In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porous media. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen–Loéve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error. PMID:28878974

Joint min-max distribution and Edwards-Anderson's order parameter of the circular 1/f-noise model

NASA Astrophysics Data System (ADS)

Cao, Xiangyu; Le Doussal, Pierre

2016-05-01

We calculate the joint min-max distribution and the Edwards-Anderson's order parameter for the circular model of 1/f-noise. Both quantities, as well as generalisations, are obtained exactly by combining the freezing-duality conjecture and Jack-polynomial techniques. Numerical checks come with significantly improved control of finite-size effects in the glassy phase, and the results convincingly validate the freezing-duality conjecture. Application to diffusive dynamics is discussed. We also provide a formula for the pre-factor ratio of the joint/marginal Carpentier-Le Doussal tail for minimum/maximum which applies to any logarithmic random energy model.

Statistical estimation of ultrasonic propagation path parameters for aberration correction.

PubMed

Waag, Robert C; Astheimer, Jeffrey P

2005-05-01

Parameters in a linear filter model for ultrasonic propagation are found using statistical estimation. The model uses an inhomogeneous-medium Green's function that is decomposed into a homogeneous-transmission term and a path-dependent aberration term. Power and cross-power spectra of random-medium scattering are estimated over the frequency band of the transmit-receive system by using closely situated scattering volumes. The frequency-domain magnitude of the aberration is obtained from a normalization of the power spectrum. The corresponding phase is reconstructed from cross-power spectra of subaperture signals at adjacent receive positions by a recursion. The subapertures constrain the receive sensitivity pattern to eliminate measurement system phase contributions. The recursion uses a Laplacian-based algorithm to obtain phase from phase differences. Pulse-echo waveforms were acquired from a point reflector and a tissue-like scattering phantom through a tissue-mimicking aberration path from neighboring volumes having essentially the same aberration path. Propagation path aberration parameters calculated from the measurements of random scattering through the aberration phantom agree with corresponding parameters calculated for the same aberrator and array position by using echoes from the point reflector. The results indicate the approach describes, in addition to time shifts, waveform amplitude and shape changes produced by propagation through distributed aberration under realistic conditions.

Global sensitivity analysis in stochastic simulators of uncertain reaction networks.

PubMed

Navarro Jimenez, M; Le Maître, O P; Knio, O M

2016-12-28

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol's decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

Genetic parameters for test day milk yields of first lactation Holstein cows by random regression models.

PubMed

de Melo, C M R; Packer, I U; Costa, C N; Machado, P F

2007-03-01

Covariance components for test day milk yield using 263 390 first lactation records of 32 448 Holstein cows were estimated using random regression animal models by restricted maximum likelihood. Three functions were used to adjust the lactation curve: the five-parameter logarithmic Ali and Schaeffer function (AS), the three-parameter exponential Wilmink function in its standard form (W) and in a modified form (W*), by reducing the range of covariate, and the combination of Legendre polynomial and W (LEG+W). Heterogeneous residual variance (RV) for different classes (4 and 29) of days in milk was considered in adjusting the functions. Estimates of RV were quite similar, rating from 4.15 to 5.29 kg2. Heritability estimates for AS (0.29 to 0.42), LEG+W (0.28 to 0.42) and W* (0.33 to 0.40) were similar, but heritability estimates used W (0.25 to 0.65) were highest than those estimated by the other functions, particularly at the end of lactation. Genetic correlations between milk yield on consecutive test days were close to unity, but decreased as the interval between test days increased. The AS function with homogeneous RV model had the best fit among those evaluated.

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

DOE PAGES

Navarro Jimenez, M.; Le Maître, O. P.; Knio, O. M.

2016-12-23

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol’s decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes thatmore » the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. Here, a sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.« less

Stochastic analysis of particle movement over a dune bed

USGS Publications Warehouse

Lee, Baum K.; Jobson, Harvey E.

1977-01-01

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

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

NASA Astrophysics Data System (ADS)

Navarro Jimenez, M.; Le Maître, O. P.; Knio, O. M.

2016-12-01

Stochastic models of chemical systems are often subjected to uncertainties in kinetic parameters in addition to the inherent random nature of their dynamics. Uncertainty quantification in such systems is generally achieved by means of sensitivity analyses in which one characterizes the variability with the uncertain kinetic parameters of the first statistical moments of model predictions. In this work, we propose an original global sensitivity analysis method where the parametric and inherent variability sources are both treated through Sobol's decomposition of the variance into contributions from arbitrary subset of uncertain parameters and stochastic reaction channels. The conceptual development only assumes that the inherent and parametric sources are independent, and considers the Poisson processes in the random-time-change representation of the state dynamics as the fundamental objects governing the inherent stochasticity. A sampling algorithm is proposed to perform the global sensitivity analysis, and to estimate the partial variances and sensitivity indices characterizing the importance of the various sources of variability and their interactions. The birth-death and Schlögl models are used to illustrate both the implementation of the algorithm and the richness of the proposed analysis method. The output of the proposed sensitivity analysis is also contrasted with a local derivative-based sensitivity analysis method classically used for this type of systems.

A Real-time Breakdown Prediction Method for Urban Expressway On-ramp Bottlenecks

NASA Astrophysics Data System (ADS)

Ye, Yingjun; Qin, Guoyang; Sun, Jian; Liu, Qiyuan

2018-01-01

Breakdown occurrence on expressway is considered to relate with various factors. Therefore, to investigate the association between breakdowns and these factors, a Bayesian network (BN) model is adopted in this paper. Based on the breakdown events identified at 10 urban expressways on-ramp in Shanghai, China, 23 parameters before breakdowns are extracted, including dynamic environment conditions aggregated with 5-minutes and static geometry features. Different time periods data are used to predict breakdown. Results indicate that the models using 5-10 min data prior to breakdown performs the best prediction, with the prediction accuracies higher than 73%. Moreover, one unified model for all bottlenecks is also built and shows reasonably good prediction performance with the classification accuracy of breakdowns about 75%, at best. Additionally, to simplify the model parameter input, the random forests (RF) model is adopted to identify the key variables. Modeling with the selected 7 parameters, the refined BN model can predict breakdown with adequate accuracy.

Modeling methodology for MLS range navigation system errors using flight test data

NASA Technical Reports Server (NTRS)

Karmali, M. S.; Phatak, A. V.

1982-01-01

Flight test data was used to develop a methodology for modeling MLS range navigation system errors. The data used corresponded to the constant velocity and glideslope approach segment of a helicopter landing trajectory. The MLS range measurement was assumed to consist of low frequency and random high frequency components. The random high frequency component was extracted from the MLS range measurements. This was done by appropriate filtering of the range residual generated from a linearization of the range profile for the final approach segment. This range navigation system error was then modeled as an autoregressive moving average (ARMA) process. Maximum likelihood techniques were used to identify the parameters of the ARMA process.

The Development of a Stochastic Model of the Atmosphere Between 30 and 90 Km to Be Used in Determining the Effect of Atmospheric Variability on Space Shuttle Entry Parameters. Ph.D. Thesis - Virginia Polytechnic Inst. and State Univ.

NASA Technical Reports Server (NTRS)

Campbell, J. W.

1973-01-01

A stochasitc model of the atmosphere between 30 and 90 km was developed for use in Monte Carlo space shuttle entry studies. The model is actually a family of models, one for each latitude-season category as defined in the 1966 U.S. Standard Atmosphere Supplements. Each latitude-season model generates a pseudo-random temperature profile whose mean is the appropriate temperature profile from the Standard Atmosphere Supplements. The standard deviation of temperature at each altitude for a given latitude-season model was estimated from sounding-rocket data. Departures from the mean temperature at each altitude were produced by assuming a linear regression of temperature on the solar heating rate of ozone. A profile of random ozone concentrations was first generated using an auxiliary stochastic ozone model, also developed as part of this study, and then solar heating rates were computed for the random ozone concentrations.

Logistic Regression with Multiple Random Effects: A Simulation Study of Estimation Methods and Statistical Packages.

PubMed

Kim, Yoonsang; Choi, Young-Ku; Emery, Sherry

2013-08-01

Several statistical packages are capable of estimating generalized linear mixed models and these packages provide one or more of three estimation methods: penalized quasi-likelihood, Laplace, and Gauss-Hermite. Many studies have investigated these methods' performance for the mixed-effects logistic regression model. However, the authors focused on models with one or two random effects and assumed a simple covariance structure between them, which may not be realistic. When there are multiple correlated random effects in a model, the computation becomes intensive, and often an algorithm fails to converge. Moreover, in our analysis of smoking status and exposure to anti-tobacco advertisements, we have observed that when a model included multiple random effects, parameter estimates varied considerably from one statistical package to another even when using the same estimation method. This article presents a comprehensive review of the advantages and disadvantages of each estimation method. In addition, we compare the performances of the three methods across statistical packages via simulation, which involves two- and three-level logistic regression models with at least three correlated random effects. We apply our findings to a real dataset. Our results suggest that two packages-SAS GLIMMIX Laplace and SuperMix Gaussian quadrature-perform well in terms of accuracy, precision, convergence rates, and computing speed. We also discuss the strengths and weaknesses of the two packages in regard to sample sizes.

Logistic Regression with Multiple Random Effects: A Simulation Study of Estimation Methods and Statistical Packages

PubMed Central

Kim, Yoonsang; Emery, Sherry

2013-01-01

Several statistical packages are capable of estimating generalized linear mixed models and these packages provide one or more of three estimation methods: penalized quasi-likelihood, Laplace, and Gauss-Hermite. Many studies have investigated these methods’ performance for the mixed-effects logistic regression model. However, the authors focused on models with one or two random effects and assumed a simple covariance structure between them, which may not be realistic. When there are multiple correlated random effects in a model, the computation becomes intensive, and often an algorithm fails to converge. Moreover, in our analysis of smoking status and exposure to anti-tobacco advertisements, we have observed that when a model included multiple random effects, parameter estimates varied considerably from one statistical package to another even when using the same estimation method. This article presents a comprehensive review of the advantages and disadvantages of each estimation method. In addition, we compare the performances of the three methods across statistical packages via simulation, which involves two- and three-level logistic regression models with at least three correlated random effects. We apply our findings to a real dataset. Our results suggest that two packages—SAS GLIMMIX Laplace and SuperMix Gaussian quadrature—perform well in terms of accuracy, precision, convergence rates, and computing speed. We also discuss the strengths and weaknesses of the two packages in regard to sample sizes. PMID:24288415

Narrow log-periodic modulations in non-Markovian random walks

NASA Astrophysics Data System (ADS)

Diniz, R. M. B.; Cressoni, J. C.; da Silva, M. A. A.; Mariz, A. M.; de Araújo, J. M.

2017-12-01

What are the necessary ingredients for log-periodicity to appear in the dynamics of a random walk model? Can they be subtle enough to be overlooked? Previous studies suggest that long-range damaged memory and negative feedback together are necessary conditions for the emergence of log-periodic oscillations. The role of negative feedback would then be crucial, forcing the system to change direction. In this paper we show that small-amplitude log-periodic oscillations can emerge when the system is driven by positive feedback. Due to their very small amplitude, these oscillations can easily be mistaken for numerical finite-size effects. The models we use consist of discrete-time random walks with strong memory correlations where the decision process is taken from memory profiles based either on a binomial distribution or on a delta distribution. Anomalous superdiffusive behavior and log-periodic modulations are shown to arise in the large time limit for convenient choices of the models parameters.

Elephant random walks and their connection to Pólya-type urns

NASA Astrophysics Data System (ADS)

Baur, Erich; Bertoin, Jean

2016-11-01

In this paper, we explain the connection between the elephant random walk (ERW) and an urn model à la Pólya and derive functional limit theorems for the former. The ERW model was introduced in [Phys. Rev. E 70, 045101 (2004), 10.1103/PhysRevE.70.045101] to study memory effects in a highly non-Markovian setting. More specifically, the ERW is a one-dimensional discrete-time random walk with a complete memory of its past. The influence of the memory is measured in terms of a memory parameter p between zero and one. In the past years, a considerable effort has been undertaken to understand the large-scale behavior of the ERW, depending on the choice of p . Here, we use known results on urns to explicitly solve the ERW in all memory regimes. The method works as well for ERWs in higher dimensions and is widely applicable to related models.

Microscopic Spin Model for the STOCK Market with Attractor Bubbling on Regular and Small-World Lattices

NASA Astrophysics Data System (ADS)

Krawiecki, A.

A multi-agent spin model for changes of prices in the stock market based on the Ising-like cellular automaton with interactions between traders randomly varying in time is investigated by means of Monte Carlo simulations. The structure of interactions has topology of a small-world network obtained from regular two-dimensional square lattices with various coordination numbers by randomly cutting and rewiring edges. Simulations of the model on regular lattices do not yield time series of logarithmic price returns with statistical properties comparable with the empirical ones. In contrast, in the case of networks with a certain degree of randomness for a wide range of parameters the time series of the logarithmic price returns exhibit intermittent bursting typical of volatility clustering. Also the tails of distributions of returns obey a power scaling law with exponents comparable to those obtained from the empirical data.

Classification of toxicity effects of biotransformed hepatic drugs using whale optimized support vector machines.

PubMed

Tharwat, Alaa; Moemen, Yasmine S; Hassanien, Aboul Ella

2017-04-01

Measuring toxicity is an important step in drug development. Nevertheless, the current experimental methods used to estimate the drug toxicity are expensive and time-consuming, indicating that they are not suitable for large-scale evaluation of drug toxicity in the early stage of drug development. Hence, there is a high demand to develop computational models that can predict the drug toxicity risks. In this study, we used a dataset that consists of 553 drugs that biotransformed in liver. The toxic effects were calculated for the current data, namely, mutagenic, tumorigenic, irritant and reproductive effect. Each drug is represented by 31 chemical descriptors (features). The proposed model consists of three phases. In the first phase, the most discriminative subset of features is selected using rough set-based methods to reduce the classification time while improving the classification performance. In the second phase, different sampling methods such as Random Under-Sampling, Random Over-Sampling and Synthetic Minority Oversampling Technique (SMOTE), BorderLine SMOTE and Safe Level SMOTE are used to solve the problem of imbalanced dataset. In the third phase, the Support Vector Machines (SVM) classifier is used to classify an unknown drug into toxic or non-toxic. SVM parameters such as the penalty parameter and kernel parameter have a great impact on the classification accuracy of the model. In this paper, Whale Optimization Algorithm (WOA) has been proposed to optimize the parameters of SVM, so that the classification error can be reduced. The experimental results proved that the proposed model achieved high sensitivity to all toxic effects. Overall, the high sensitivity of the WOA+SVM model indicates that it could be used for the prediction of drug toxicity in the early stage of drug development. Copyright © 2017 Elsevier Inc. All rights reserved.

Simulation of random road microprofile based on specified correlation function

NASA Astrophysics Data System (ADS)

Rykov, S. P.; Rykova, O. A.; Koval, V. S.; Vlasov, V. G.; Fedotov, K. V.

2018-03-01

The paper aims to develop a numerical simulation method and an algorithm for a random microprofile of special roads based on the specified correlation function. The paper used methods of correlation, spectrum and numerical analysis. It proves that the transfer function of the generating filter for known expressions of spectrum input and output filter characteristics can be calculated using a theorem on nonnegative and fractional rational factorization and integral transformation. The model of the random function equivalent of the real road surface microprofile enables us to assess springing system parameters and identify ranges of variations.

The need for control of magnetic parameters for energy efficient performance of magnetic tunnel junctions

NASA Astrophysics Data System (ADS)

Farhat, I. A. H.; Gale, E.; Alpha, C.; Isakovic, A. F.

2017-07-01

Optimizing energy performance of Magnetic Tunnel Junctions (MTJs) is the key for embedding Spin Transfer Torque-Random Access Memory (STT-RAM) in low power circuits. Due to the complex interdependencies of the parameters and variables of the device operating energy, it is important to analyse parameters with most effective control of MTJ power. The impact of threshold current density, Jco , on the energy and the impact of HK on Jco are studied analytically, following the expressions that stem from Landau-Lifshitz-Gilbert-Slonczewski (LLGS-STT) model. In addition, the impact of other magnetic material parameters, such as Ms , and geometric parameters such as tfree and λ is discussed. Device modelling study was conducted to analyse the impact at the circuit level. Nano-magnetism simulation based on NMAGTM package was conducted to analyse the impact of controlling HK on the switching dynamics of the film.

A modified Leslie-Gower predator-prey interaction model and parameter identifiability

NASA Astrophysics Data System (ADS)

Tripathi, Jai Prakash; Meghwani, Suraj S.; Thakur, Manoj; Abbas, Syed

2018-01-01

In this work, bifurcation and a systematic approach for estimation of identifiable parameters of a modified Leslie-Gower predator-prey system with Crowley-Martin functional response and prey refuge is discussed. Global asymptotic stability is discussed by applying fluctuation lemma. The system undergoes into Hopf bifurcation with respect to parameters intrinsic growth rate of predators (s) and prey reserve (m). The stability of Hopf bifurcation is also discussed by calculating Lyapunov number. The sensitivity analysis of the considered model system with respect to all variables is performed which also supports our theoretical study. To estimate the unknown parameter from the data, an optimization procedure (pseudo-random search algorithm) is adopted. System responses and phase plots for estimated parameters are also compared with true noise free data. It is found that the system dynamics with true set of parametric values is similar to the estimated parametric values. Numerical simulations are presented to substantiate the analytical findings.

Anterior inferior plating versus superior plating for clavicle fracture: a meta-analysis.

PubMed

Ai, Jie; Kan, Shun-Li; Li, Hai-Liang; Xu, Hong; Liu, Yang; Ning, Guang-Zhi; Feng, Shi-Qing

2017-04-18

The position of plate fixation for clavicle fracture remains controversial. Our objective was to perform a comprehensive review of the literature and quantify the surgical parameters and clinical indexes between the anterior inferior plating and superior plating for clavicle fracture. PubMed, EMBASE, and the Cochrane Library were searched for randomized and non-randomized studies that compared the anterior inferior plating with the superior plating for clavicle fracture. The relative risk or standardized mean difference with 95% confidence interval was calculated using either a fixed- or random-effects model. Four randomized controlled trials and eight observational studies were identified to compare the surgical parameters and clinical indexes. For the surgical parameters, the anterior inferior plating group was better than the superior plating group in operation time and blood loss (P < 0.05). Furthermore, in terms of clinical indexes, the anterior inferior plating was superior to the superior plating in reducing the union time, and the two kinds of plate fixation methods were comparable in constant score, and the rate of infection, nonunion, and complications (P > 0.05). Based on the current evidence, the anterior inferior plating may reduce the blood loss, the operation and union time, but no differences were observed in constant score, and the rate of infection, nonunion, and complications between the two groups. Given that some of the studies have low quality, more randomized controlled trails with high quality should be conduct to further verify the findings.

Enhancement of the efficiency of the automatic control system to control the thermal load of steam boilers fired with fuels of several types

NASA Astrophysics Data System (ADS)

Ismatkhodzhaev, S. K.; Kuzishchin, V. F.

2017-05-01

An automatic control system to control the thermal load (ACS) in a drum-type boiler under random fluctuations in the blast-furnace and coke-oven gas consumption rates and to control action on the natural gas consumption is considered. The system provides for use of a compensator by the basic disturbance, the blast-furnace gas consumption rate. To enhance the performance of the system, it is proposed to use more accurate mathematical second-order delay models of the channels of the object under control in combination with calculation by frequency methods of the controller parameters as well as determination of the structure and parameters of the compensator considering the statistical characteristics of the disturbances and using simulation. The statistical characteristics of the random blast-furnace gas consumption signal based on experimental data are provided. The random signal is presented in the form of the low-frequency (LF) and high-frequency (HF) components. The models of the correlation functions and spectral densities are developed. The article presents the results of calculating the optimal settings of the control loop with the controlled variable in the form of the "heat" signal with the restricted frequency variation index using three variants of the control performance criteria, viz., the linear and quadratic integral indices under step disturbance and the control error variance under random disturbance by the blastfurnace gas consumption rate. It is recommended to select a compensator designed in the form of series connection of two parts, one of which corresponds to the operator inverse to the transfer function of the PI controller, i.e., in the form of a really differentiating element. This facilitates the realization of the second part of the compensator by the invariance condition similar to transmitting the compensating signal to the object input. The results of simulation under random disturbance by the blast-furnace gas consumption are reported. Recommendations are made on the structure and parameters of the shaping filters for modeling the LF and HF components of the random signal. The results of the research may find applications in the systems to control the thermal processes with compensation of basic disturbances, in particular, in boilers for combustion of accompanying gases.

Building on crossvalidation for increasing the quality of geostatistical modeling

USGS Publications Warehouse

Olea, R.A.

2012-01-01

The random function is a mathematical model commonly used in the assessment of uncertainty associated with a spatially correlated attribute that has been partially sampled. There are multiple algorithms for modeling such random functions, all sharing the requirement of specifying various parameters that have critical influence on the results. The importance of finding ways to compare the methods and setting parameters to obtain results that better model uncertainty has increased as these algorithms have grown in number and complexity. Crossvalidation has been used in spatial statistics, mostly in kriging, for the analysis of mean square errors. An appeal of this approach is its ability to work with the same empirical sample available for running the algorithms. This paper goes beyond checking estimates by formulating a function sensitive to conditional bias. Under ideal conditions, such function turns into a straight line, which can be used as a reference for preparing measures of performance. Applied to kriging, deviations from the ideal line provide sensitivity to the semivariogram lacking in crossvalidation of kriging errors and are more sensitive to conditional bias than analyses of errors. In terms of stochastic simulation, in addition to finding better parameters, the deviations allow comparison of the realizations resulting from the applications of different methods. Examples show improvements of about 30% in the deviations and approximately 10% in the square root of mean square errors between reasonable starting modelling and the solutions according to the new criteria. ?? 2011 US Government.

Generalised filtering and stochastic DCM for fMRI.

PubMed

Li, Baojuan; Daunizeau, Jean; Stephan, Klaas E; Penny, Will; Hu, Dewen; Friston, Karl

2011-09-15

This paper is about the fitting or inversion of dynamic causal models (DCMs) of fMRI time series. It tries to establish the validity of stochastic DCMs that accommodate random fluctuations in hidden neuronal and physiological states. We compare and contrast deterministic and stochastic DCMs, which do and do not ignore random fluctuations or noise on hidden states. We then compare stochastic DCMs, which do and do not ignore conditional dependence between hidden states and model parameters (generalised filtering and dynamic expectation maximisation, respectively). We first characterise state-noise by comparing the log evidence of models with different a priori assumptions about its amplitude, form and smoothness. Face validity of the inversion scheme is then established using data simulated with and without state-noise to ensure that DCM can identify the parameters and model that generated the data. Finally, we address construct validity using real data from an fMRI study of internet addiction. Our analyses suggest the following. (i) The inversion of stochastic causal models is feasible, given typical fMRI data. (ii) State-noise has nontrivial amplitude and smoothness. (iii) Stochastic DCM has face validity, in the sense that Bayesian model comparison can distinguish between data that have been generated with high and low levels of physiological noise and model inversion provides veridical estimates of effective connectivity. (iv) Relaxing conditional independence assumptions can have greater construct validity, in terms of revealing group differences not disclosed by variational schemes. Finally, we note that the ability to model endogenous or random fluctuations on hidden neuronal (and physiological) states provides a new and possibly more plausible perspective on how regionally specific signals in fMRI are generated. Copyright © 2011. Published by Elsevier Inc.

Attacker-defender game from a network science perspective

NASA Astrophysics Data System (ADS)

Li, Ya-Peng; Tan, Suo-Yi; Deng, Ye; Wu, Jun

2018-05-01

Dealing with the protection of critical infrastructures, many game-theoretic methods have been developed to study the strategic interactions between defenders and attackers. However, most game models ignore the interrelationship between different components within a certain system. In this paper, we propose a simultaneous-move attacker-defender game model, which is a two-player zero-sum static game with complete information. The strategies and payoffs of this game are defined on the basis of the topology structure of the infrastructure system, which is represented by a complex network. Due to the complexity of strategies, the attack and defense strategies are confined by two typical strategies, namely, targeted strategy and random strategy. The simulation results indicate that in a scale-free network, the attacker virtually always attacks randomly in the Nash equilibrium. With a small cost-sensitive parameter, representing the degree to which costs increase with the importance of a target, the defender protects the hub targets with large degrees preferentially. When the cost-sensitive parameter exceeds a threshold, the defender switches to protecting nodes randomly. Our work provides a new theoretical framework to analyze the confrontations between the attacker and the defender on critical infrastructures and deserves further study.

Bayesian random-effect model for predicting outcome fraught with heterogeneity--an illustration with episodes of 44 patients with intractable epilepsy.

PubMed

Yen, A M-F; Liou, H-H; Lin, H-L; Chen, T H-H

2006-01-01

The study aimed to develop a predictive model to deal with data fraught with heterogeneity that cannot be explained by sampling variation or measured covariates. The random-effect Poisson regression model was first proposed to deal with over-dispersion for data fraught with heterogeneity after making allowance for measured covariates. Bayesian acyclic graphic model in conjunction with Markov Chain Monte Carlo (MCMC) technique was then applied to estimate the parameters of both relevant covariates and random effect. Predictive distribution was then generated to compare the predicted with the observed for the Bayesian model with and without random effect. Data from repeated measurement of episodes among 44 patients with intractable epilepsy were used as an illustration. The application of Poisson regression without taking heterogeneity into account to epilepsy data yielded a large value of heterogeneity (heterogeneity factor = 17.90, deviance = 1485, degree of freedom (df) = 83). After taking the random effect into account, the value of heterogeneity factor was greatly reduced (heterogeneity factor = 0.52, deviance = 42.5, df = 81). The Pearson chi2 for the comparison between the expected seizure frequencies and the observed ones at two and three months of the model with and without random effect were 34.27 (p = 1.00) and 1799.90 (p < 0.0001), respectively. The Bayesian acyclic model using the MCMC method was demonstrated to have great potential for disease prediction while data show over-dispersion attributed either to correlated property or to subject-to-subject variability.

Derivation of Hunt equation for suspension distribution using Shannon entropy theory

NASA Astrophysics Data System (ADS)

Kundu, Snehasis

2017-12-01

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

Folding and stability of helical bundle proteins from coarse-grained models.

PubMed

Kapoor, Abhijeet; Travesset, Alex

2013-07-01

We develop a coarse-grained model where solvent is considered implicitly, electrostatics are included as short-range interactions, and side-chains are coarse-grained to a single bead. The model depends on three main parameters: hydrophobic, electrostatic, and side-chain hydrogen bond strength. The parameters are determined by considering three level of approximations and characterizing the folding for three selected proteins (training set). Nine additional proteins (containing up to 126 residues) as well as mutated versions (test set) are folded with the given parameters. In all folding simulations, the initial state is a random coil configuration. Besides the native state, some proteins fold into an additional state differing in the topology (structure of the helical bundle). We discuss the stability of the native states, and compare the dynamics of our model to all atom molecular dynamics simulations as well as some general properties on the interactions governing folding dynamics. Copyright © 2013 Wiley Periodicals, Inc.

Han's model parameters for microalgae grown under intermittent illumination: Determined using particle swarm optimization.

PubMed

Pozzobon, Victor; Perre, Patrick

2018-01-21

This work provides a model and the associated set of parameters allowing for microalgae population growth computation under intermittent lightning. Han's model is coupled with a simple microalgae growth model to yield a relationship between illumination and population growth. The model parameters were obtained by fitting a dataset available in literature using Particle Swarm Optimization method. In their work, authors grew microalgae in excess of nutrients under flashing conditions. Light/dark cycles used for these experimentations are quite close to those found in photobioreactor, i.e. ranging from several seconds to one minute. In this work, in addition to producing the set of parameters, Particle Swarm Optimization robustness was assessed. To do so, two different swarm initialization techniques were used, i.e. uniform and random distribution throughout the search-space. Both yielded the same results. In addition, swarm distribution analysis reveals that the swarm converges to a unique minimum. Thus, the produced set of parameters can be trustfully used to link light intensity to population growth rate. Furthermore, the set is capable to describe photodamages effects on population growth. Hence, accounting for light overexposure effect on algal growth. Copyright © 2017 Elsevier Ltd. All rights reserved.

Non-ignorable missingness item response theory models for choice effects in examinee-selected items.

PubMed

Liu, Chen-Wei; Wang, Wen-Chung

2017-11-01

Examinee-selected item (ESI) design, in which examinees are required to respond to a fixed number of items in a given set, always yields incomplete data (i.e., when only the selected items are answered, data are missing for the others) that are likely non-ignorable in likelihood inference. Standard item response theory (IRT) models become infeasible when ESI data are missing not at random (MNAR). To solve this problem, the authors propose a two-dimensional IRT model that posits one unidimensional IRT model for observed data and another for nominal selection patterns. The two latent variables are assumed to follow a bivariate normal distribution. In this study, the mirt freeware package was adopted to estimate parameters. The authors conduct an experiment to demonstrate that ESI data are often non-ignorable and to determine how to apply the new model to the data collected. Two follow-up simulation studies are conducted to assess the parameter recovery of the new model and the consequences for parameter estimation of ignoring MNAR data. The results of the two simulation studies indicate good parameter recovery of the new model and poor parameter recovery when non-ignorable missing data were mistakenly treated as ignorable. © 2017 The British Psychological Society.

Effect of Random Circuit Fabrication Errors on Small Signal Gain and Phase in Helix Traveling Wave Tubes

NASA Astrophysics Data System (ADS)

Pengvanich, P.; Chernin, D. P.; Lau, Y. Y.; Luginsland, J. W.; Gilgenbach, R. M.

2007-11-01

Motivated by the current interest in mm-wave and THz sources, which use miniature, difficult-to-fabricate circuit components, we evaluate the statistical effects of random fabrication errors on a helix traveling wave tube amplifier's small signal characteristics. The small signal theory is treated in a continuum model in which the electron beam is assumed to be monoenergetic, and axially symmetric about the helix axis. Perturbations that vary randomly along the beam axis are introduced in the dimensionless Pierce parameters b, the beam-wave velocity mismatch, C, the gain parameter, and d, the cold tube circuit loss. Our study shows, as expected, that perturbation in b dominates the other two. The extensive numerical data have been confirmed by our analytic theory. They show in particular that the standard deviation of the output phase is linearly proportional to standard deviation of the individual perturbations in b, C, and d. Simple formulas have been derived which yield the output phase variations in terms of the statistical random manufacturing errors. This work was supported by AFOSR and by ONR.

Listening to the Noise: Random Fluctuations Reveal Gene Network Parameters

NASA Astrophysics Data System (ADS)

Munsky, Brian; Trinh, Brooke; Khammash, Mustafa

2010-03-01

The cellular environment is abuzz with noise originating from the inherent random motion of reacting molecules in the living cell. In this noisy environment, clonal cell populations exhibit cell-to-cell variability that can manifest significant prototypical differences. Noise induced stochastic fluctuations in cellular constituents can be measured and their statistics quantified using flow cytometry, single molecule fluorescence in situ hybridization, time lapse fluorescence microscopy and other single cell and single molecule measurement techniques. We show that these random fluctuations carry within them valuable information about the underlying genetic network. Far from being a nuisance, the ever-present cellular noise acts as a rich source of excitation that, when processed through a gene network, carries its distinctive fingerprint that encodes a wealth of information about that network. We demonstrate that in some cases the analysis of these random fluctuations enables the full identification of network parameters, including those that may otherwise be difficult to measure. We use theoretical investigations to establish experimental guidelines for the identification of gene regulatory networks, and we apply these guideline to experimentally identify predictive models for different regulatory mechanisms in bacteria and yeast.

Genetic analyses of stillbirth in relation to litter size using random regression models.

PubMed

Chen, C Y; Misztal, I; Tsuruta, S; Herring, W O; Holl, J; Culbertson, M

2010-12-01

Estimates of genetic parameters for number of stillborns (NSB) in relation to litter size (LS) were obtained with random regression models (RRM). Data were collected from 4 purebred Duroc nucleus farms between 2004 and 2008. Two data sets with 6,575 litters for the first parity (P1) and 6,259 litters for the second to fifth parity (P2-5) with a total of 8,217 and 5,066 animals in the pedigree were analyzed separately. Number of stillborns was studied as a trait on sow level. Fixed effects were contemporary groups (farm-year-season) and fixed cubic regression coefficients on LS with Legendre polynomials. Models for P2-5 included the fixed effect of parity. Random effects were additive genetic effects for both data sets with permanent environmental effects included for P2-5. Random effects modeled with Legendre polynomials (RRM-L), linear splines (RRM-S), and degree 0 B-splines (RRM-BS) with regressions on LS were used. For P1, the order of polynomial, the number of knots, and the number of intervals used for respective models were quadratic, 3, and 3, respectively. For P2-5, the same parameters were linear, 2, and 2, respectively. Heterogeneous residual variances were considered in the models. For P1, estimates of heritability were 12 to 15%, 5 to 6%, and 6 to 7% in LS 5, 9, and 13, respectively. For P2-5, estimates were 15 to 17%, 4 to 5%, and 4 to 6% in LS 6, 9, and 12, respectively. For P1, average estimates of genetic correlations between LS 5 to 9, 5 to 13, and 9 to 13 were 0.53, -0.29, and 0.65, respectively. For P2-5, same estimates averaged for RRM-L and RRM-S were 0.75, -0.21, and 0.50, respectively. For RRM-BS with 2 intervals, the correlation was 0.66 between LS 5 to 7 and 8 to 13. Parameters obtained by 3 RRM revealed the nonlinear relationship between additive genetic effect of NSB and the environmental deviation of LS. The negative correlations between the 2 extreme LS might possibly indicate different genetic bases on incidence of stillbirth.

Model-based Bayesian inference for ROC data analysis

NASA Astrophysics Data System (ADS)

Lei, Tianhu; Bae, K. Ty

2013-03-01

This paper presents a study of model-based Bayesian inference to Receiver Operating Characteristics (ROC) data. The model is a simple version of general non-linear regression model. Different from Dorfman model, it uses a probit link function with a covariate variable having zero-one two values to express binormal distributions in a single formula. Model also includes a scale parameter. Bayesian inference is implemented by Markov Chain Monte Carlo (MCMC) method carried out by Bayesian analysis Using Gibbs Sampling (BUGS). Contrast to the classical statistical theory, Bayesian approach considers model parameters as random variables characterized by prior distributions. With substantial amount of simulated samples generated by sampling algorithm, posterior distributions of parameters as well as parameters themselves can be accurately estimated. MCMC-based BUGS adopts Adaptive Rejection Sampling (ARS) protocol which requires the probability density function (pdf) which samples are drawing from be log concave with respect to the targeted parameters. Our study corrects a common misconception and proves that pdf of this regression model is log concave with respect to its scale parameter. Therefore, ARS's requirement is satisfied and a Gaussian prior which is conjugate and possesses many analytic and computational advantages is assigned to the scale parameter. A cohort of 20 simulated data sets and 20 simulations from each data set are used in our study. Output analysis and convergence diagnostics for MCMC method are assessed by CODA package. Models and methods by using continuous Gaussian prior and discrete categorical prior are compared. Intensive simulations and performance measures are given to illustrate our practice in the framework of model-based Bayesian inference using MCMC method.

Noise reduction of a composite cylinder subjected to random acoustic excitation

NASA Technical Reports Server (NTRS)

Grosveld, Ferdinand W.; Beyer, T.

1989-01-01

Interior and exterior noise measurements were conducted on a stiffened composite floor-equipped cylinder, with and without an interior trim installed. Noise reduction was obtained for the case of random acoustic excitation in a diffuse field; the frequency range of interest was 100-800-Hz one-third octave bands. The measured data were compared with noise reduction predictions from the Propeller Aircraft Interior Noise (PAIN) program and from a statistical energy analysis. Structural model parameters were not predicted well by the PAIN program for the given input parameters; this resulted in incorrect noise reduction predictions for the lower one-third octave bands where the power flow into the interior of the cylinder was predicted on a mode-per-mode basis.

Fatigue failure of materials under broad band random vibrations

NASA Technical Reports Server (NTRS)

Huang, T. C.; Lanz, R. W.

1971-01-01

The fatigue life of material under multifactor influence of broad band random excitations has been investigated. Parameters which affect the fatigue life are postulated to be peak stress, variance of stress and the natural frequency of the system. Experimental data were processed by the hybrid computer. Based on the experimental results and regression analysis a best predicting model has been found. All values of the experimental fatigue lives are within the 95% confidence intervals of the predicting equation.

Models for Estimating Genetic Parameters of Milk Production Traits Using Random Regression Models in Korean Holstein Cattle

PubMed Central

Cho, C. I.; Alam, M.; Choi, T. J.; Choy, Y. H.; Choi, J. G.; Lee, S. S.; Cho, K. H.

2016-01-01

The objectives of the study were to estimate genetic parameters for milk production traits of Holstein cattle using random regression models (RRMs), and to compare the goodness of fit of various RRMs with homogeneous and heterogeneous residual variances. A total of 126,980 test-day milk production records of the first parity Holstein cows between 2007 and 2014 from the Dairy Cattle Improvement Center of National Agricultural Cooperative Federation in South Korea were used. These records included milk yield (MILK), fat yield (FAT), protein yield (PROT), and solids-not-fat yield (SNF). The statistical models included random effects of genetic and permanent environments using Legendre polynomials (LP) of the third to fifth order (L3–L5), fixed effects of herd-test day, year-season at calving, and a fixed regression for the test-day record (third to fifth order). The residual variances in the models were either homogeneous (HOM) or heterogeneous (15 classes, HET15; 60 classes, HET60). A total of nine models (3 orders of polynomials×3 types of residual variance) including L3-HOM, L3-HET15, L3-HET60, L4-HOM, L4-HET15, L4-HET60, L5-HOM, L5-HET15, and L5-HET60 were compared using Akaike information criteria (AIC) and/or Schwarz Bayesian information criteria (BIC) statistics to identify the model(s) of best fit for their respective traits. The lowest BIC value was observed for the models L5-HET15 (MILK; PROT; SNF) and L4-HET15 (FAT), which fit the best. In general, the BIC values of HET15 models for a particular polynomial order was lower than that of the HET60 model in most cases. This implies that the orders of LP and types of residual variances affect the goodness of models. Also, the heterogeneity of residual variances should be considered for the test-day analysis. The heritability estimates of from the best fitted models ranged from 0.08 to 0.15 for MILK, 0.06 to 0.14 for FAT, 0.08 to 0.12 for PROT, and 0.07 to 0.13 for SNF according to days in milk of first lactation. Genetic variances for studied traits tended to decrease during the earlier stages of lactation, which were followed by increases in the middle and decreases further at the end of lactation. With regards to the fitness of the models and the differential genetic parameters across the lactation stages, we could estimate genetic parameters more accurately from RRMs than from lactation models. Therefore, we suggest using RRMs in place of lactation models to make national dairy cattle genetic evaluations for milk production traits in Korea. PMID:26954184

Models for Estimating Genetic Parameters of Milk Production Traits Using Random Regression Models in Korean Holstein Cattle.

PubMed

Cho, C I; Alam, M; Choi, T J; Choy, Y H; Choi, J G; Lee, S S; Cho, K H

2016-05-01

The objectives of the study were to estimate genetic parameters for milk production traits of Holstein cattle using random regression models (RRMs), and to compare the goodness of fit of various RRMs with homogeneous and heterogeneous residual variances. A total of 126,980 test-day milk production records of the first parity Holstein cows between 2007 and 2014 from the Dairy Cattle Improvement Center of National Agricultural Cooperative Federation in South Korea were used. These records included milk yield (MILK), fat yield (FAT), protein yield (PROT), and solids-not-fat yield (SNF). The statistical models included random effects of genetic and permanent environments using Legendre polynomials (LP) of the third to fifth order (L3-L5), fixed effects of herd-test day, year-season at calving, and a fixed regression for the test-day record (third to fifth order). The residual variances in the models were either homogeneous (HOM) or heterogeneous (15 classes, HET15; 60 classes, HET60). A total of nine models (3 orders of polynomials×3 types of residual variance) including L3-HOM, L3-HET15, L3-HET60, L4-HOM, L4-HET15, L4-HET60, L5-HOM, L5-HET15, and L5-HET60 were compared using Akaike information criteria (AIC) and/or Schwarz Bayesian information criteria (BIC) statistics to identify the model(s) of best fit for their respective traits. The lowest BIC value was observed for the models L5-HET15 (MILK; PROT; SNF) and L4-HET15 (FAT), which fit the best. In general, the BIC values of HET15 models for a particular polynomial order was lower than that of the HET60 model in most cases. This implies that the orders of LP and types of residual variances affect the goodness of models. Also, the heterogeneity of residual variances should be considered for the test-day analysis. The heritability estimates of from the best fitted models ranged from 0.08 to 0.15 for MILK, 0.06 to 0.14 for FAT, 0.08 to 0.12 for PROT, and 0.07 to 0.13 for SNF according to days in milk of first lactation. Genetic variances for studied traits tended to decrease during the earlier stages of lactation, which were followed by increases in the middle and decreases further at the end of lactation. With regards to the fitness of the models and the differential genetic parameters across the lactation stages, we could estimate genetic parameters more accurately from RRMs than from lactation models. Therefore, we suggest using RRMs in place of lactation models to make national dairy cattle genetic evaluations for milk production traits in Korea.

Self-Avoiding Walks on the Random Lattice and the Random Hopping Model on a Cayley Tree

NASA Astrophysics Data System (ADS)

Kim, Yup

Using a field theoretic method based on the replica trick, it is proved that the three-parameter renormalization group for an n-vector model with quenched randomness reduces to a two-parameter one in the limit n (--->) 0 which corresponds to self-avoiding walks (SAWs). This is also shown by the explicit calculation of the renormalization group recursion relations to second order in (epsilon). From this reduction we find that SAWs on the random lattice are in the same universality class as SAWs on the regular lattice. By analogy with the case of the n-vector model with cubic anisotropy in the limit n (--->) 1, the fixed-point structure of the n-vector model with randomness is analyzed in the SAW limit, so that a physical interpretation of the unphysical fixed point is given. Corrections of the values of critical exponents of the unphysical fixed point published previously is also given. Next we formulate an integral equation and recursion relations for the configurationally averaged one particle Green's function of the random hopping model on a Cayley tree of coordination number ((sigma) + 1). This formalism is tested by applying it successfully to the nonrandom model. Using this scheme for 1 << (sigma) < (INFIN) we calculate the density of states of this model with a Gaussian distribution of hopping matrix elements in the range of energy E('2) > E(,c)('2), where E(,c) is a critical energy described below. The singularity in the Green's function which occurs at energy E(,1)('(0)) for (sigma) = (INFIN) is shifted to complex energy E(,1) (on the unphysical sheet of energy E) for small (sigma)('-1). This calculation shows that the density of states is smooth function of energy E around the critical energy E(,c) = Re E(,1) in accord with Wegner's theorem. In this formulation the density of states has no sharp phase transition on the real axis of E because E(,1) has developed an imaginary part. Using the Lifschitz argument, we calculate the density of states near the band edge for the model when the hopping matrix elements are governed by a bounded probability distribution. It is also shown within the dynamical system language that the density of states of the model with a bounded distribution never vanishes inside the band and we suggest a theoretical mechanism for the formation of energy bands.

Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations.

PubMed

Tornøe, Christoffer W; Overgaard, Rune V; Agersø, Henrik; Nielsen, Henrik A; Madsen, Henrik; Jonsson, E Niclas

2005-08-01

The objective of the present analysis was to explore the use of stochastic differential equations (SDEs) in population pharmacokinetic/pharmacodynamic (PK/PD) modeling. The intra-individual variability in nonlinear mixed-effects models based on SDEs is decomposed into two types of noise: a measurement and a system noise term. The measurement noise represents uncorrelated error due to, for example, assay error while the system noise accounts for structural misspecifications, approximations of the dynamical model, and true random physiological fluctuations. Since the system noise accounts for model misspecifications, the SDEs provide a diagnostic tool for model appropriateness. The focus of the article is on the implementation of the Extended Kalman Filter (EKF) in NONMEM for parameter estimation in SDE models. Various applications of SDEs in population PK/PD modeling are illustrated through a systematic model development example using clinical PK data of the gonadotropin releasing hormone (GnRH) antagonist degarelix. The dynamic noise estimates were used to track variations in model parameters and systematically build an absorption model for subcutaneously administered degarelix. The EKF-based algorithm was successfully implemented in NONMEM for parameter estimation in population PK/PD models described by systems of SDEs. The example indicated that it was possible to pinpoint structural model deficiencies, and that valuable information may be obtained by tracking unexplained variations in parameters.

Monte Carlo based toy model for fission process

NASA Astrophysics Data System (ADS)

Kurniadi, R.; Waris, A.; Viridi, S.

2014-09-01

There are many models and calculation techniques to obtain visible image of fission yield process. In particular, fission yield can be calculated by using two calculations approach, namely macroscopic approach and microscopic approach. This work proposes another calculation approach in which the nucleus is treated as a toy model. Hence, the fission process does not represent real fission process in nature completely. The toy model is formed by Gaussian distribution of random number that randomizes distance likesthe distance between particle and central point. The scission process is started by smashing compound nucleus central point into two parts that are left central and right central points. These three points have different Gaussian distribution parameters such as mean (μCN, μL, μR), and standard deviation (σCN, σL, σR). By overlaying of three distributions, the number of particles (NL, NR) that are trapped by central points can be obtained. This process is iterated until (NL, NR) become constant numbers. Smashing process is repeated by changing σL and σR, randomly.

Modeling and complexity of stochastic interacting Lévy type financial price dynamics

NASA Astrophysics Data System (ADS)

Wang, Yiduan; Zheng, Shenzhou; Zhang, Wei; Wang, Jun; Wang, Guochao

2018-06-01

In attempt to reproduce and investigate nonlinear dynamics of security markets, a novel nonlinear random interacting price dynamics, which is considered as a Lévy type process, is developed and investigated by the combination of lattice oriented percolation and Potts dynamics, which concerns with the instinctive random fluctuation and the fluctuation caused by the spread of the investors' trading attitudes, respectively. To better understand the fluctuation complexity properties of the proposed model, the complexity analyses of random logarithmic price return and corresponding volatility series are preformed, including power-law distribution, Lempel-Ziv complexity and fractional sample entropy. In order to verify the rationality of the proposed model, the corresponding studies of actual security market datasets are also implemented for comparison. The empirical results reveal that this financial price model can reproduce some important complexity features of actual security markets to some extent. The complexity of returns decreases with the increase of parameters γ1 and β respectively, furthermore, the volatility series exhibit lower complexity than the return series

Fitting parametric random effects models in very large data sets with application to VHA national data

PubMed Central

2012-01-01

Background With the current focus on personalized medicine, patient/subject level inference is often of key interest in translational research. As a result, random effects models (REM) are becoming popular for patient level inference. However, for very large data sets that are characterized by large sample size, it can be difficult to fit REM using commonly available statistical software such as SAS since they require inordinate amounts of computer time and memory allocations beyond what are available preventing model convergence. For example, in a retrospective cohort study of over 800,000 Veterans with type 2 diabetes with longitudinal data over 5 years, fitting REM via generalized linear mixed modeling using currently available standard procedures in SAS (e.g. PROC GLIMMIX) was very difficult and same problems exist in Stata’s gllamm or R’s lme packages. Thus, this study proposes and assesses the performance of a meta regression approach and makes comparison with methods based on sampling of the full data. Data We use both simulated and real data from a national cohort of Veterans with type 2 diabetes (n=890,394) which was created by linking multiple patient and administrative files resulting in a cohort with longitudinal data collected over 5 years. Methods and results The outcome of interest was mean annual HbA1c measured over a 5 years period. Using this outcome, we compared parameter estimates from the proposed random effects meta regression (REMR) with estimates based on simple random sampling and VISN (Veterans Integrated Service Networks) based stratified sampling of the full data. Our results indicate that REMR provides parameter estimates that are less likely to be biased with tighter confidence intervals when the VISN level estimates are homogenous. Conclusion When the interest is to fit REM in repeated measures data with very large sample size, REMR can be used as a good alternative. It leads to reasonable inference for both Gaussian and non-Gaussian responses if parameter estimates are homogeneous across VISNs. PMID:23095325

Inference of directional selection and mutation parameters assuming equilibrium.

PubMed

Vogl, Claus; Bergman, Juraj

2015-12-01

In a classical study, Wright (1931) proposed a model for the evolution of a biallelic locus under the influence of mutation, directional selection and drift. He derived the equilibrium distribution of the allelic proportion conditional on the scaled mutation rate, the mutation bias and the scaled strength of directional selection. The equilibrium distribution can be used for inference of these parameters with genome-wide datasets of "site frequency spectra" (SFS). Assuming that the scaled mutation rate is low, Wright's model can be approximated by a boundary-mutation model, where mutations are introduced into the population exclusively from sites fixed for the preferred or unpreferred allelic states. With the boundary-mutation model, inference can be partitioned: (i) the shape of the SFS distribution within the polymorphic region is determined by random drift and directional selection, but not by the mutation parameters, such that inference of the selection parameter relies exclusively on the polymorphic sites in the SFS; (ii) the mutation parameters can be inferred from the amount of polymorphic and monomorphic preferred and unpreferred alleles, conditional on the selection parameter. Herein, we derive maximum likelihood estimators for the mutation and selection parameters in equilibrium and apply the method to simulated SFS data as well as empirical data from a Madagascar population of Drosophila simulans. Copyright © 2015 Elsevier Inc. All rights reserved.

A fully-stochasticized, age-structured population model for population viability analysis of fish: Lower Missouri River endangered pallid sturgeon example

USGS Publications Warehouse

Wildhaber, Mark L.; Albers, Janice; Green, Nicholas; Moran, Edward H.

2017-01-01

We develop a fully-stochasticized, age-structured population model suitable for population viability analysis (PVA) of fish and demonstrate its use with the endangered pallid sturgeon (Scaphirhynchus albus) of the Lower Missouri River as an example. The model incorporates three levels of variance: parameter variance (uncertainty about the value of a parameter itself) applied at the iteration level, temporal variance (uncertainty caused by random environmental fluctuations over time) applied at the time-step level, and implicit individual variance (uncertainty caused by differences between individuals) applied within the time-step level. We found that population dynamics were most sensitive to survival rates, particularly age-2+ survival, and to fecundity-at-length. The inclusion of variance (unpartitioned or partitioned), stocking, or both generally decreased the influence of individual parameters on population growth rate. The partitioning of variance into parameter and temporal components had a strong influence on the importance of individual parameters, uncertainty of model predictions, and quasiextinction risk (i.e., pallid sturgeon population size falling below 50 age-1+ individuals). Our findings show that appropriately applying variance in PVA is important when evaluating the relative importance of parameters, and reinforce the need for better and more precise estimates of crucial life-history parameters for pallid sturgeon.

Models of epidemics: when contact repetition and clustering should be included

PubMed Central

Smieszek, Timo; Fiebig, Lena; Scholz, Roland W

2009-01-01

Background The spread of infectious disease is determined by biological factors, e.g. the duration of the infectious period, and social factors, e.g. the arrangement of potentially contagious contacts. Repetitiveness and clustering of contacts are known to be relevant factors influencing the transmission of droplet or contact transmitted diseases. However, we do not yet completely know under what conditions repetitiveness and clustering should be included for realistically modelling disease spread. Methods We compare two different types of individual-based models: One assumes random mixing without repetition of contacts, whereas the other assumes that the same contacts repeat day-by-day. The latter exists in two variants, with and without clustering. We systematically test and compare how the total size of an outbreak differs between these model types depending on the key parameters transmission probability, number of contacts per day, duration of the infectious period, different levels of clustering and varying proportions of repetitive contacts. Results The simulation runs under different parameter constellations provide the following results: The difference between both model types is highest for low numbers of contacts per day and low transmission probabilities. The number of contacts and the transmission probability have a higher influence on this difference than the duration of the infectious period. Even when only minor parts of the daily contacts are repetitive and clustered can there be relevant differences compared to a purely random mixing model. Conclusion We show that random mixing models provide acceptable estimates of the total outbreak size if the number of contacts per day is high or if the per-contact transmission probability is high, as seen in typical childhood diseases such as measles. In the case of very short infectious periods, for instance, as in Norovirus, models assuming repeating contacts will also behave similarly as random mixing models. If the number of daily contacts or the transmission probability is low, as assumed for MRSA or Ebola, particular consideration should be given to the actual structure of potentially contagious contacts when designing the model. PMID:19563624

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

NASA Technical Reports Server (NTRS)

1973-01-01

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

Kinematic Methods of Designing Free Form Shells

NASA Astrophysics Data System (ADS)

Korotkiy, V. A.; Khmarova, L. I.

2017-11-01

The geometrical shell model is formed in light of the set requirements expressed through surface parameters. The shell is modelled using the kinematic method according to which the shell is formed as a continuous one-parameter set of curves. The authors offer a kinematic method based on the use of second-order curves with a variable eccentricity as a form-making element. Additional guiding ruled surfaces are used to control the designed surface form. The authors made a software application enabling to plot a second-order curve specified by a random set of five coplanar points and tangents.

Interpretation of the results of statistical measurements. [search for basic probability model

NASA Technical Reports Server (NTRS)

Olshevskiy, V. V.

1973-01-01

For random processes, the calculated probability characteristic, and the measured statistical estimate are used in a quality functional, which defines the difference between the two functions. Based on the assumption that the statistical measurement procedure is organized so that the parameters for a selected model are optimized, it is shown that the interpretation of experimental research is a search for a basic probability model.

Bayesian estimation of dynamic matching function for U-V analysis in Japan

NASA Astrophysics Data System (ADS)

Kyo, Koki; Noda, Hideo; Kitagawa, Genshiro

2012-05-01

In this paper we propose a Bayesian method for analyzing unemployment dynamics. We derive a Beveridge curve for unemployment and vacancy (U-V) analysis from a Bayesian model based on a labor market matching function. In our framework, the efficiency of matching and the elasticities of new hiring with respect to unemployment and vacancy are regarded as time varying parameters. To construct a flexible model and obtain reasonable estimates in an underdetermined estimation problem, we treat the time varying parameters as random variables and introduce smoothness priors. The model is then described in a state space representation, enabling the parameter estimation to be carried out using Kalman filter and fixed interval smoothing. In such a representation, dynamic features of the cyclic unemployment rate and the structural-frictional unemployment rate can be accurately captured.

Sampling ARG of multiple populations under complex configurations of subdivision and admixture.

PubMed

Carrieri, Anna Paola; Utro, Filippo; Parida, Laxmi

2016-04-01

Simulating complex evolution scenarios of multiple populations is an important task for answering many basic questions relating to population genomics. Apart from the population samples, the underlying Ancestral Recombinations Graph (ARG) is an additional important means in hypothesis checking and reconstruction studies. Furthermore, complex simulations require a plethora of interdependent parameters making even the scenario-specification highly non-trivial. We present an algorithm SimRA that simulates generic multiple population evolution model with admixture. It is based on random graphs that improve dramatically in time and space requirements of the classical algorithm of single populations.Using the underlying random graphs model, we also derive closed forms of expected values of the ARG characteristics i.e., height of the graph, number of recombinations, number of mutations and population diversity in terms of its defining parameters. This is crucial in aiding the user to specify meaningful parameters for the complex scenario simulations, not through trial-and-error based on raw compute power but intelligent parameter estimation. To the best of our knowledge this is the first time closed form expressions have been computed for the ARG properties. We show that the expected values closely match the empirical values through simulations.Finally, we demonstrate that SimRA produces the ARG in compact forms without compromising any accuracy. We demonstrate the compactness and accuracy through extensive experiments. SimRA (Simulation based on Random graph Algorithms) source, executable, user manual and sample input-output sets are available for downloading at: https://github.com/ComputationalGenomics/SimRA CONTACT: : parida@us.ibm.com Supplementary data are available at Bioinformatics online. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Calibration of Discrete Random Walk (DRW) Model via G.I Taylor's Dispersion Theory

NASA Astrophysics Data System (ADS)

Javaherchi, Teymour; Aliseda, Alberto

2012-11-01

Prediction of particle dispersion in turbulent flows is still an important challenge with many applications to environmental, as well as industrial, fluid mechanics. Several models of dispersion have been developed to predict particle trajectories and their relative velocities, in combination with a RANS-based simulation of the background flow. The interaction of the particles with the velocity fluctuations at different turbulent scales represents a significant difficulty in generalizing the models to the wide range of flows where they are used. We focus our attention on the Discrete Random Walk (DRW) model applied to flow in a channel, particularly to the selection of eddies lifetimes as realizations of a Poisson distribution with a mean value proportional to κ / ɛ . We present a general method to determine the constant of this proportionality by matching the DRW model dispersion predictions for fluid element and particle dispersion to G.I Taylor's classical dispersion theory. This model parameter is critical to the magnitude of predicted dispersion. A case study of its influence on sedimentation of suspended particles in a tidal channel with an array of Marine Hydrokinetic (MHK) turbines highlights the dependency of results on this time scale parameter. Support from US DOE through the Northwest National Marine Renewable Energy Center, a UW-OSU partnership.

Stimulus-Dependent State Transition between Synchronized Oscillation and Randomly Repetitive Burst in a Model Cerebellar Granular Layer

PubMed Central

Tanaka, Shigeru; Nagao, Soichi; Nishino, Tetsuro

2011-01-01

Information processing of the cerebellar granular layer composed of granule and Golgi cells is regarded as an important first step toward the cerebellar computation. Our previous theoretical studies have shown that granule cells can exhibit random alternation between burst and silent modes, which provides a basis of population representation of the passage-of-time (POT) from the onset of external input stimuli. On the other hand, another computational study has reported that granule cells can exhibit synchronized oscillation of activity, as consistent with observed oscillation in local field potential recorded from the granular layer while animals keep still. Here we have a question of whether an identical network model can explain these distinct dynamics. In the present study, we carried out computer simulations based on a spiking network model of the granular layer varying two parameters: the strength of a current injected to granule cells and the concentration of Mg2+ which controls the conductance of NMDA channels assumed on the Golgi cell dendrites. The simulations showed that cells in the granular layer can switch activity states between synchronized oscillation and random burst-silent alternation depending on the two parameters. For higher Mg2+ concentration and a weaker injected current, granule and Golgi cells elicited spikes synchronously (synchronized oscillation state). In contrast, for lower Mg2+ concentration and a stronger injected current, those cells showed the random burst-silent alternation (POT-representing state). It is suggested that NMDA channels on the Golgi cell dendrites play an important role for determining how the granular layer works in response to external input. PMID:21779155

Multivariate analysis and extraction of parameters in resistive RAMs using the Quantum Point Contact model

NASA Astrophysics Data System (ADS)

Roldán, J. B.; Miranda, E.; González-Cordero, G.; García-Fernández, P.; Romero-Zaliz, R.; González-Rodelas, P.; Aguilera, A. M.; González, M. B.; Jiménez-Molinos, F.

2018-01-01

A multivariate analysis of the parameters that characterize the reset process in Resistive Random Access Memory (RRAM) has been performed. The different correlations obtained can help to shed light on the current components that contribute in the Low Resistance State (LRS) of the technology considered. In addition, a screening method for the Quantum Point Contact (QPC) current component is presented. For this purpose, the second derivative of the current has been obtained using a novel numerical method which allows determining the QPC model parameters. Once the procedure is completed, a whole Resistive Switching (RS) series of thousands of curves is studied by means of a genetic algorithm. The extracted QPC parameter distributions are characterized in depth to get information about the filamentary pathways associated with LRS in the low voltage conduction regime.

Estimating Tree Height-Diameter Models with the Bayesian Method

PubMed Central

Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei

2014-01-01

Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the “best” model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2. PMID:24711733

Estimating tree height-diameter models with the Bayesian method.

PubMed

Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei

2014-01-01

Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the "best" model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2.

Supervised machine learning for analysing spectra of exoplanetary atmospheres

NASA Astrophysics Data System (ADS)

Márquez-Neila, Pablo; Fisher, Chloe; Sznitman, Raphael; Heng, Kevin

2018-06-01

The use of machine learning is becoming ubiquitous in astronomy1-3, but remains rare in the study of the atmospheres of exoplanets. Given the spectrum of an exoplanetary atmosphere, a multi-parameter space is swept through in real time to find the best-fit model4-6. Known as atmospheric retrieval, this technique originates in the Earth and planetary sciences7. Such methods are very time-consuming, and by necessity there is a compromise between physical and chemical realism and computational feasibility. Machine learning has previously been used to determine which molecules to include in the model, but the retrieval itself was still performed using standard methods8. Here, we report an adaptation of the `random forest' method of supervised machine learning9,10, trained on a precomputed grid of atmospheric models, which retrieves full posterior distributions of the abundances of molecules and the cloud opacity. The use of a precomputed grid allows a large part of the computational burden to be shifted offline. We demonstrate our technique on a transmission spectrum of the hot gas-giant exoplanet WASP-12b using a five-parameter model (temperature, a constant cloud opacity and the volume mixing ratios or relative abundances of molecules of water, ammonia and hydrogen cyanide)11. We obtain results consistent with the standard nested-sampling retrieval method. We also estimate the sensitivity of the measured spectrum to the model parameters, and we are able to quantify the information content of the spectrum. Our method can be straightforwardly applied using more sophisticated atmospheric models to interpret an ensemble of spectra without having to retrain the random forest.

Genetic parameters of legendre polynomials for first parity lactation curves.

PubMed

Pool, M H; Janss, L L; Meuwissen, T H

2000-11-01

Variance components of the covariance function coefficients in a random regression test-day model were estimated by Legendre polynomials up to a fifth order for first-parity records of Dutch dairy cows using Gibbs sampling. Two Legendre polynomials of equal order were used to model the random part of the lactation curve, one for the genetic component and one for permanent environment. Test-day records from cows registered between 1990 to 1996 and collected by regular milk recording were available. For the data set, 23,700 complete lactations were selected from 475 herds sired by 262 sires. Because the application of a random regression model is limited by computing capacity, we investigated the minimum order needed to fit the variance structure in the data sufficiently. Predictions of genetic and permanent environmental variance structures were compared with bivariate estimates on 30-d intervals. A third-order or higher polynomial modeled the shape of variance curves over DIM with sufficient accuracy for the genetic and permanent environment part. Also, the genetic correlation structure was fitted with sufficient accuracy by a third-order polynomial, but, for the permanent environmental component, a fourth order was needed. Because equal orders are suggested in the literature, a fourth-order Legendre polynomial is recommended in this study. However, a rank of three for the genetic covariance matrix and of four for permanent environment allows a simpler covariance function with a reduced number of parameters based on the eigenvalues and eigenvectors.

Randomly iterated search and statistical competency as powerful inversion tools for deformation source modeling: Application to volcano interferometric synthetic aperture radar data

NASA Astrophysics Data System (ADS)

Shirzaei, M.; Walter, T. R.

2009-10-01

Modern geodetic techniques provide valuable and near real-time observations of volcanic activity. Characterizing the source of deformation based on these observations has become of major importance in related monitoring efforts. We investigate two random search approaches, simulated annealing (SA) and genetic algorithm (GA), and utilize them in an iterated manner. The iterated approach helps to prevent GA in general and SA in particular from getting trapped in local minima, and it also increases redundancy for exploring the search space. We apply a statistical competency test for estimating the confidence interval of the inversion source parameters, considering their internal interaction through the model, the effect of the model deficiency, and the observational error. Here, we present and test this new randomly iterated search and statistical competency (RISC) optimization method together with GA and SA for the modeling of data associated with volcanic deformations. Following synthetic and sensitivity tests, we apply the improved inversion techniques to two episodes of activity in the Campi Flegrei volcanic region in Italy, observed by the interferometric synthetic aperture radar technique. Inversion of these data allows derivation of deformation source parameters and their associated quality so that we can compare the two inversion methods. The RISC approach was found to be an efficient method in terms of computation time and search results and may be applied to other optimization problems in volcanic and tectonic environments.

Recognition and characterization of hierarchical interstellar structure. II - Structure tree statistics

NASA Technical Reports Server (NTRS)

Houlahan, Padraig; Scalo, John

1992-01-01

A new method of image analysis is described, in which images partitioned into 'clouds' are represented by simplified skeleton images, called structure trees, that preserve the spatial relations of the component clouds while disregarding information concerning their sizes and shapes. The method can be used to discriminate between images of projected hierarchical (multiply nested) and random three-dimensional simulated collections of clouds constructed on the basis of observed interstellar properties, and even intermediate systems formed by combining random and hierarchical simulations. For a given structure type, the method can distinguish between different subclasses of models with different parameters and reliably estimate their hierarchical parameters: average number of children per parent, scale reduction factor per level of hierarchy, density contrast, and number of resolved levels. An application to a column density image of the Taurus complex constructed from IRAS data is given. Moderately strong evidence for a hierarchical structural component is found, and parameters of the hierarchy, as well as the average volume filling factor and mass efficiency of fragmentation per level of hierarchy, are estimated. The existence of nested structure contradicts models in which large molecular clouds are supposed to fragment, in a single stage, into roughly stellar-mass cores.

Interrogating the topological robustness of gene regulatory circuits by randomization

PubMed Central

Levine, Herbert; Onuchic, Jose N.

2017-01-01

One of the most important roles of cells is performing their cellular tasks properly for survival. Cells usually achieve robust functionality, for example, cell-fate decision-making and signal transduction, through multiple layers of regulation involving many genes. Despite the combinatorial complexity of gene regulation, its quantitative behavior has been typically studied on the basis of experimentally verified core gene regulatory circuitry, composed of a small set of important elements. It is still unclear how such a core circuit operates in the presence of many other regulatory molecules and in a crowded and noisy cellular environment. Here we report a new computational method, named random circuit perturbation (RACIPE), for interrogating the robust dynamical behavior of a gene regulatory circuit even without accurate measurements of circuit kinetic parameters. RACIPE generates an ensemble of random kinetic models corresponding to a fixed circuit topology, and utilizes statistical tools to identify generic properties of the circuit. By applying RACIPE to simple toggle-switch-like motifs, we observed that the stable states of all models converge to experimentally observed gene state clusters even when the parameters are strongly perturbed. RACIPE was further applied to a proposed 22-gene network of the Epithelial-to-Mesenchymal Transition (EMT), from which we identified four experimentally observed gene states, including the states that are associated with two different types of hybrid Epithelial/Mesenchymal phenotypes. Our results suggest that dynamics of a gene circuit is mainly determined by its topology, not by detailed circuit parameters. Our work provides a theoretical foundation for circuit-based systems biology modeling. We anticipate RACIPE to be a powerful tool to predict and decode circuit design principles in an unbiased manner, and to quantitatively evaluate the robustness and heterogeneity of gene expression. PMID:28362798

Design of Experiments for the Thermal Characterization of Metallic Foam

NASA Technical Reports Server (NTRS)

Crittenden, Paul E.; Cole, Kevin D.

2003-01-01

Metallic foams are being investigated for possible use in the thermal protection systems of reusable launch vehicles. As a result, the performance of these materials needs to be characterized over a wide range of temperatures and pressures. In this paper a radiation/conduction model is presented for heat transfer in metallic foams. Candidates for the optimal transient experiment to determine the intrinsic properties of the model are found by two methods. First, an optimality criterion is used to find an experiment to find all of the parameters using one heating event. Second, a pair of heating events is used to determine the parameters in which one heating event is optimal for finding the parameters related to conduction, while the other heating event is optimal for finding the parameters associated with radiation. Simulated data containing random noise was analyzed to determine the parameters using both methods. In all cases the parameter estimates could be improved by analyzing a larger data record than suggested by the optimality criterion.

A Self-Organizing Maps approach to assess the wave climate of the Adriatic Sea

NASA Astrophysics Data System (ADS)

Barbariol, Francesco; Marcello Falcieri, Francesco; Scotton, Carlotta; Benetazzo, Alvise; Bergamasco, Andrea; Bergamasco, Filippo; Bonaldo, Davide; Carniel, Sandro; Sclavo, Mauro

2015-04-01

The assessment of wave conditions at sea is fruitful for many research fields in marine and atmospheric sciences and for the human activities in the marine environment. To this end, in the last decades the observational network, that mostly relies on buoys, satellites and other probes from fixed platforms, has been integrated with numerical models outputs, which allow to compute the parameters of sea states (e.g. the significant wave height, the mean and peak wave periods, the mean and peak wave directions) over wider regions. Apart from the collection of wave parameters observed at specific sites or modeled on arbitrary domains, the data processing performed to infer the wave climate at those sites is a crucial step in order to provide high quality data and information to the community. In this context, several statistical techniques has been used to model the randomness of wave parameters. While univariate and bivariate probability distribution functions (pdf) are routinely used, multivariate pdfs that model the probability structure of more than two wave parameters are hardly managed. Recently, the Self-Organizing Maps (SOM) technique has been successfully applied to represent the multivariate random wave climate at sites around the Iberian peninsula and the South America continent. Indeed, the visualization properties offered by this technique allow to get the dependencies between the different parameters by visual inspection. In this study, carried out in the frame of the Italian National Flagship Project "RITMARE", we take advantage of the SOM technique to assess the multivariate wave climate over the Adriatic Sea, a semi-enclosed basin in the north-eastern Mediterranean Sea, where winds from North-East (called "Bora") and South-East (called "Sirocco") mainly blow causing sea storms. By means of the SOM techniques we can observe the multivariate character of the typical Bora and Sirocco wave features in the Adriatic Sea. To this end, we used both observed and modeled wave parameters. The "Acqua Alta" oceanographic tower in the northern Adriatic Sea (ISMAR-CNR) and the Italian Data Buoy Network (RON, managed by ISPRA) off the western Adriatic coasts furnished the wave parameters at specific sites of interest. Widespread wave parameters were obtained by means of a numerical SWAN wave model that was implemented on the whole Adriatic Sea with a 6x6 km2 resolution and forced by the high resolution COSMO-I7 atmospheric model for the period 2007-2013.

On-Orbit System Identification

NASA Technical Reports Server (NTRS)

Mettler, E.; Milman, M. H.; Bayard, D.; Eldred, D. B.

1987-01-01

Information derived from accelerometer readings benefits important engineering and control functions. Report discusses methodology for detection, identification, and analysis of motions within space station. Techniques of vibration and rotation analyses, control theory, statistics, filter theory, and transform methods integrated to form system for generating models and model parameters that characterize total motion of complicated space station, with respect to both control-induced and random mechanical disturbances.

Choosing a Transformation in Analyses of Insect Counts from Contagious Distributions with Low Means

Treesearch

W.D. Pepper; S.J. Zarnoch; G.L. DeBarr; P. de Groot; C.D. Tangren

1997-01-01

Guidelines based on computer simulation are suggested for choosing a transformation of insect counts from negative binomial distributions with low mean counts and high levels of contagion. Typical values and ranges of negative binomial model parameters were determined by fitting the model to data from 19 entomological field studies. Random sampling of negative binomial...

The human as a detector of changes in variance and bandwidth

NASA Technical Reports Server (NTRS)

Curry, R. E.; Govindaraj, T.

1977-01-01

The detection of changes in random process variance and bandwidth was studied. Psychophysical thresholds for these two parameters were determined using an adaptive staircase technique for second order random processes at two nominal periods (1 and 3 seconds) and damping ratios (0.2 and 0.707). Thresholds for bandwidth changes were approximately 9% of nominal except for the (3sec,0.2) process which yielded thresholds of 12%. Variance thresholds averaged 17% of nominal except for the (3sec,0.2) process in which they were 32%. Detection times for suprathreshold changes in the parameters may be roughly described by the changes in RMS velocity of the process. A more complex model is presented which consists of a Kalman filter designed for the nominal process using velocity as the input, and a modified Wald sequential test for changes in the variance of the residual. The model predictions agree moderately well with the experimental data. Models using heuristics, e.g. level crossing counters, were also examined and are found to be descriptive but do not afford the unification of the Kalman filter/sequential test model used for changes in mean.

Flexible embedding of networks

NASA Astrophysics Data System (ADS)

Fernandez-Gracia, Juan; Buckee, Caroline; Onnela, Jukka-Pekka

We introduce a model for embedding one network into another, focusing on the case where network A is much bigger than network B. Nodes from network A are assigned to the nodes in network B using an algorithm where we control the extent of localization of node placement in network B using a single parameter. Starting from an unassigned node in network A, called the source node, we first map this node to a randomly chosen node in network B, called the target node. We then assign the neighbors of the source node to the neighborhood of the target node using a random walk based approach. To assign each neighbor of the source node to one of the nodes in network B, we perform a random walk starting from the target node with stopping probability α. We repeat this process until all nodes in network A have been mapped to the nodes of network B. The simplicity of the model allows us to calculate key quantities of interest in closed form. By varying the parameter α, we are able to produce embeddings from very local (α = 1) to very global (α --> 0). We show how our calculations fit the simulated results, and we apply the model to study how social networks are embedded in geography and how the neurons of C. Elegans are embedded in the surrounding volume.

Clustering of time-course gene expression profiles using normal mixture models with autoregressive random effects

PubMed Central

2012-01-01

Background Time-course gene expression data such as yeast cell cycle data may be periodically expressed. To cluster such data, currently used Fourier series approximations of periodic gene expressions have been found not to be sufficiently adequate to model the complexity of the time-course data, partly due to their ignoring the dependence between the expression measurements over time and the correlation among gene expression profiles. We further investigate the advantages and limitations of available models in the literature and propose a new mixture model with autoregressive random effects of the first order for the clustering of time-course gene-expression profiles. Some simulations and real examples are given to demonstrate the usefulness of the proposed models. Results We illustrate the applicability of our new model using synthetic and real time-course datasets. We show that our model outperforms existing models to provide more reliable and robust clustering of time-course data. Our model provides superior results when genetic profiles are correlated. It also gives comparable results when the correlation between the gene profiles is weak. In the applications to real time-course data, relevant clusters of coregulated genes are obtained, which are supported by gene-function annotation databases. Conclusions Our new model under our extension of the EMMIX-WIRE procedure is more reliable and robust for clustering time-course data because it adopts a random effects model that allows for the correlation among observations at different time points. It postulates gene-specific random effects with an autocorrelation variance structure that models coregulation within the clusters. The developed R package is flexible in its specification of the random effects through user-input parameters that enables improved modelling and consequent clustering of time-course data. PMID:23151154

Sensitivity Analysis of Multiple Informant Models When Data are Not Missing at Random

PubMed Central

Blozis, Shelley A.; Ge, Xiaojia; Xu, Shu; Natsuaki, Misaki N.; Shaw, Daniel S.; Neiderhiser, Jenae; Scaramella, Laura; Leve, Leslie; Reiss, David

2014-01-01

Missing data are common in studies that rely on multiple informant data to evaluate relationships among variables for distinguishable individuals clustered within groups. Estimation of structural equation models using raw data allows for incomplete data, and so all groups may be retained even if only one member of a group contributes data. Statistical inference is based on the assumption that data are missing completely at random or missing at random. Importantly, whether or not data are missing is assumed to be independent of the missing data. A saturated correlates model that incorporates correlates of the missingness or the missing data into an analysis and multiple imputation that may also use such correlates offer advantages over the standard implementation of SEM when data are not missing at random because these approaches may result in a data analysis problem for which the missingness is ignorable. This paper considers these approaches in an analysis of family data to assess the sensitivity of parameter estimates to assumptions about missing data, a strategy that may be easily implemented using SEM software. PMID:25221420

Hierarchical Bayesian Modeling of Fluid-Induced Seismicity

NASA Astrophysics Data System (ADS)

Broccardo, M.; Mignan, A.; Wiemer, S.; Stojadinovic, B.; Giardini, D.

2017-11-01

In this study, we present a Bayesian hierarchical framework to model fluid-induced seismicity. The framework is based on a nonhomogeneous Poisson process with a fluid-induced seismicity rate proportional to the rate of injected fluid. The fluid-induced seismicity rate model depends upon a set of physically meaningful parameters and has been validated for six fluid-induced case studies. In line with the vision of hierarchical Bayesian modeling, the rate parameters are considered as random variables. We develop both the Bayesian inference and updating rules, which are used to develop a probabilistic forecasting model. We tested the Basel 2006 fluid-induced seismic case study to prove that the hierarchical Bayesian model offers a suitable framework to coherently encode both epistemic uncertainty and aleatory variability. Moreover, it provides a robust and consistent short-term seismic forecasting model suitable for online risk quantification and mitigation.

Safety assessment of a shallow foundation using the random finite element method

NASA Astrophysics Data System (ADS)

Zaskórski, Łukasz; Puła, Wojciech

2015-04-01

A complex structure of soil and its random character are reasons why soil modeling is a cumbersome task. Heterogeneity of soil has to be considered even within a homogenous layer of soil. Therefore an estimation of shear strength parameters of soil for the purposes of a geotechnical analysis causes many problems. In applicable standards (Eurocode 7) there is not presented any explicit method of an evaluation of characteristic values of soil parameters. Only general guidelines can be found how these values should be estimated. Hence many approaches of an assessment of characteristic values of soil parameters are presented in literature and can be applied in practice. In this paper, the reliability assessment of a shallow strip footing was conducted using a reliability index β. Therefore some approaches of an estimation of characteristic values of soil properties were compared by evaluating values of reliability index β which can be achieved by applying each of them. Method of Orr and Breysse, Duncan's method, Schneider's method, Schneider's method concerning influence of fluctuation scales and method included in Eurocode 7 were examined. Design values of the bearing capacity based on these approaches were referred to the stochastic bearing capacity estimated by the random finite element method (RFEM). Design values of the bearing capacity were conducted for various widths and depths of a foundation in conjunction with design approaches DA defined in Eurocode. RFEM was presented by Griffiths and Fenton (1993). It combines deterministic finite element method, random field theory and Monte Carlo simulations. Random field theory allows to consider a random character of soil parameters within a homogenous layer of soil. For this purpose a soil property is considered as a separate random variable in every element of a mesh in the finite element method with proper correlation structure between points of given area. RFEM was applied to estimate which theoretical probability distribution fits the empirical probability distribution of bearing capacity basing on 3000 realizations. Assessed probability distribution was applied to compute design values of the bearing capacity and related reliability indices β. Conducted analysis were carried out for a cohesion soil. Hence a friction angle and a cohesion were defined as a random parameters and characterized by two dimensional random fields. A friction angle was described by a bounded distribution as it differs within limited range. While a lognormal distribution was applied in case of a cohesion. Other properties - Young's modulus, Poisson's ratio and unit weight were assumed as deterministic values because they have negligible influence on the stochastic bearing capacity. Griffiths D. V., & Fenton G. A. (1993). Seepage beneath water retaining structures founded on spatially random soil. Géotechnique, 43(6), 577-587.

Complex networks: Effect of subtle changes in nature of randomness

NASA Astrophysics Data System (ADS)

Goswami, Sanchari; Biswas, Soham; Sen, Parongama

2011-03-01

In two different classes of network models, namely, the Watts Strogatz type and the Euclidean type, subtle changes have been introduced in the randomness. In the Watts Strogatz type network, rewiring has been done in different ways and although the qualitative results remain the same, finite differences in the exponents are observed. In the Euclidean type networks, where at least one finite phase transition occurs, two models differing in a similar way have been considered. The results show a possible shift in one of the phase transition points but no change in the values of the exponents. The WS and Euclidean type models are equivalent for extreme values of the parameters; we compare their behaviour for intermediate values.

Remote sensing of earth terrain

NASA Technical Reports Server (NTRS)

Kong, J. A.

1988-01-01

Two monographs and 85 journal and conference papers on remote sensing of earth terrain have been published, sponsored by NASA Contract NAG5-270. A multivariate K-distribution is proposed to model the statistics of fully polarimetric data from earth terrain with polarizations HH, HV, VH, and VV. In this approach, correlated polarizations of radar signals, as characterized by a covariance matrix, are treated as the sum of N n-dimensional random vectors; N obeys the negative binomial distribution with a parameter alpha and mean bar N. Subsequently, and n-dimensional K-distribution, with either zero or non-zero mean, is developed in the limit of infinite bar N or illuminated area. The probability density function (PDF) of the K-distributed vector normalized by its Euclidean norm is independent of the parameter alpha and is the same as that derived from a zero-mean Gaussian-distributed random vector. The above model is well supported by experimental data provided by MIT Lincoln Laboratory and the Jet Propulsion Laboratory in the form of polarimetric measurements.

Quantifying uncertainty in NDSHA estimates due to earthquake catalogue

NASA Astrophysics Data System (ADS)

Magrin, Andrea; Peresan, Antonella; Vaccari, Franco; Panza, Giuliano

2014-05-01

The procedure for the neo-deterministic seismic zoning, NDSHA, is based on the calculation of synthetic seismograms by the modal summation technique. This approach makes use of information about the space distribution of large magnitude earthquakes, which can be defined based on seismic history and seismotectonics, as well as incorporating information from a wide set of geological and geophysical data (e.g., morphostructural features and ongoing deformation processes identified by earth observations). Hence the method does not make use of attenuation models (GMPE), which may be unable to account for the complexity of the product between seismic source tensor and medium Green function and are often poorly constrained by the available observations. NDSHA defines the hazard from the envelope of the values of ground motion parameters determined considering a wide set of scenario earthquakes; accordingly, the simplest outcome of this method is a map where the maximum of a given seismic parameter is associated to each site. In NDSHA uncertainties are not statistically treated as in PSHA, where aleatory uncertainty is traditionally handled with probability density functions (e.g., for magnitude and distance random variables) and epistemic uncertainty is considered by applying logic trees that allow the use of alternative models and alternative parameter values of each model, but the treatment of uncertainties is performed by sensitivity analyses for key modelling parameters. To fix the uncertainty related to a particular input parameter is an important component of the procedure. The input parameters must account for the uncertainty in the prediction of fault radiation and in the use of Green functions for a given medium. A key parameter is the magnitude of sources used in the simulation that is based on catalogue informations, seismogenic zones and seismogenic nodes. Because the largest part of the existing catalogues is based on macroseismic intensity, a rough estimate of ground motion error can therefore be the factor of 2, intrinsic in MCS scale. We tested this hypothesis by the analysis of uncertainty in ground motion maps due to the catalogue random errors in magnitude and localization.

WE-D-BRE-07: Variance-Based Sensitivity Analysis to Quantify the Impact of Biological Uncertainties in Particle Therapy

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

Kamp, F.; Brueningk, S.C.; Wilkens, J.J.

Purpose: In particle therapy, treatment planning and evaluation are frequently based on biological models to estimate the relative biological effectiveness (RBE) or the equivalent dose in 2 Gy fractions (EQD2). In the context of the linear-quadratic model, these quantities depend on biological parameters (α, β) for ions as well as for the reference radiation and on the dose per fraction. The needed biological parameters as well as their dependency on ion species and ion energy typically are subject to large (relative) uncertainties of up to 20–40% or even more. Therefore it is necessary to estimate the resulting uncertainties in e.g.more » RBE or EQD2 caused by the uncertainties of the relevant input parameters. Methods: We use a variance-based sensitivity analysis (SA) approach, in which uncertainties in input parameters are modeled by random number distributions. The evaluated function is executed 10{sup 4} to 10{sup 6} times, each run with a different set of input parameters, randomly varied according to their assigned distribution. The sensitivity S is a variance-based ranking (from S = 0, no impact, to S = 1, only influential part) of the impact of input uncertainties. The SA approach is implemented for carbon ion treatment plans on 3D patient data, providing information about variations (and their origin) in RBE and EQD2. Results: The quantification enables 3D sensitivity maps, showing dependencies of RBE and EQD2 on different input uncertainties. The high number of runs allows displaying the interplay between different input uncertainties. The SA identifies input parameter combinations which result in extreme deviations of the result and the input parameter for which an uncertainty reduction is the most rewarding. Conclusion: The presented variance-based SA provides advantageous properties in terms of visualization and quantification of (biological) uncertainties and their impact. The method is very flexible, model independent, and enables a broad assessment of uncertainties. Supported by DFG grant WI 3745/1-1 and DFG cluster of excellence: Munich-Centre for Advanced Photonics.« less

Bayes Factor Covariance Testing in Item Response Models.

PubMed

Fox, Jean-Paul; Mulder, Joris; Sinharay, Sandip

2017-12-01

Two marginal one-parameter item response theory models are introduced, by integrating out the latent variable or random item parameter. It is shown that both marginal response models are multivariate (probit) models with a compound symmetry covariance structure. Several common hypotheses concerning the underlying covariance structure are evaluated using (fractional) Bayes factor tests. The support for a unidimensional factor (i.e., assumption of local independence) and differential item functioning are evaluated by testing the covariance components. The posterior distribution of common covariance components is obtained in closed form by transforming latent responses with an orthogonal (Helmert) matrix. This posterior distribution is defined as a shifted-inverse-gamma, thereby introducing a default prior and a balanced prior distribution. Based on that, an MCMC algorithm is described to estimate all model parameters and to compute (fractional) Bayes factor tests. Simulation studies are used to show that the (fractional) Bayes factor tests have good properties for testing the underlying covariance structure of binary response data. The method is illustrated with two real data studies.

The timbre model

NASA Astrophysics Data System (ADS)

Jensen, Kristoffer

2002-11-01

A timbre model is proposed for use in multiple applications. This model, which encompasses all voiced isolated musical instruments, has an intuitive parameter set, fixed size, and separates the sounds in dimensions akin to the timbre dimensions as proposed in timbre research. The analysis of the model parameters is fully documented, and it proposes, in particular, a method for the estimation of the difficult decay/release split-point. The main parameters of the model are the spectral envelope, the attack/release durations and relative amplitudes, and the inharmonicity and the shimmer and jitter (which provide both for the slow random variations of the frequencies and amplitudes, and also for additive noises). Some of the applications include synthesis, where a real-time application is being developed with an intuitive gui, classification, and search of sounds based on the content of the sounds, and a further understanding of acoustic musical instrument behavior. In order to present the background of the model, this presentation will start with sinusoidal A/S, some timbre perception research, then present the timbre model, show the validity for individual music instrument sounds, and finally introduce some expression additions to the model.

Modern control concepts in hydrology

NASA Technical Reports Server (NTRS)

Duong, N.; Johnson, G. R.; Winn, C. B.

1974-01-01

Two approaches to an identification problem in hydrology are presented based upon concepts from modern control and estimation theory. The first approach treats the identification of unknown parameters in a hydrologic system subject to noisy inputs as an adaptive linear stochastic control problem; the second approach alters the model equation to account for the random part in the inputs, and then uses a nonlinear estimation scheme to estimate the unknown parameters. Both approaches use state-space concepts. The identification schemes are sequential and adaptive and can handle either time invariant or time dependent parameters. They are used to identify parameters in the Prasad model of rainfall-runoff. The results obtained are encouraging and conform with results from two previous studies; the first using numerical integration of the model equation along with a trial-and-error procedure, and the second, by using a quasi-linearization technique. The proposed approaches offer a systematic way of analyzing the rainfall-runoff process when the input data are imbedded in noise.

Generation of random microstructures and prediction of sound velocity and absorption for open foams with spherical pores.

PubMed

Zieliński, Tomasz G

2015-04-01

This paper proposes and discusses an approach for the design and quality inspection of the morphology dedicated for sound absorbing foams, using a relatively simple technique for a random generation of periodic microstructures representative for open-cell foams with spherical pores. The design is controlled by a few parameters, namely, the total open porosity and the average pore size, as well as the standard deviation of pore size. These design parameters are set up exactly and independently, however, the setting of the standard deviation of pore sizes requires some number of pores in the representative volume element (RVE); this number is a procedure parameter. Another pore structure parameter which may be indirectly affected is the average size of windows linking the pores, however, it is in fact weakly controlled by the maximal pore-penetration factor, and moreover, it depends on the porosity and pore size. The proposed methodology for testing microstructure-designs of sound absorbing porous media applies the multi-scale modeling where some important transport parameters-responsible for sound propagation in a porous medium-are calculated from microstructure using the generated RVE, in order to estimate the sound velocity and absorption of such a designed material.

Assessing the limitations of the Banister model in monitoring training

PubMed Central

Hellard, Philippe; Avalos, Marta; Lacoste, Lucien; Barale, Frédéric; Chatard, Jean-Claude; Millet, Grégoire P.

2006-01-01

The aim of this study was to carry out a statistical analysis of the Banister model to verify how useful it is in monitoring the training programmes of elite swimmers. The accuracy, the ill-conditioning and the stability of this model were thus investigated. Training loads of nine elite swimmers, measured over one season, were related to performances with the Banister model. Firstly, to assess accuracy, the 95% bootstrap confidence interval (95% CI) of parameter estimates and modelled performances were calculated. Secondly, to study ill-conditioning, the correlation matrix of parameter estimates was computed. Finally, to analyse stability, iterative computation was performed with the same data but minus one performance, chosen randomly. Performances were significantly related to training loads in all subjects (R2= 0.79 ± 0.13, P < 0.05) and the estimation procedure seemed to be stable. Nevertheless, the 95% CI of the most useful parameters for monitoring training were wide τa =38 (17, 59), τf =19 (6, 32), tn =19 (7, 35), tg =43 (25, 61). Furthermore, some parameters were highly correlated making their interpretation worthless. The study suggested possible ways to deal with these problems and reviewed alternative methods to model the training-performance relationships. PMID:16608765

Seabed roughness parameters from joint backscatter and reflection inversion at the Malta Plateau.

PubMed

Steininger, Gavin; Holland, Charles W; Dosso, Stan E; Dettmer, Jan

2013-09-01

This paper presents estimates of seabed roughness and geoacoustic parameters and uncertainties on the Malta Plateau, Mediterranean Sea, by joint Bayesian inversion of mono-static backscatter and spherical wave reflection-coefficient data. The data are modeled using homogeneous fluid sediment layers overlying an elastic basement. The scattering model assumes a randomly rough water-sediment interface with a von Karman roughness power spectrum. Scattering and reflection data are inverted simultaneously using a population of interacting Markov chains to sample roughness and geoacoustic parameters as well as residual error parameters. Trans-dimensional sampling is applied to treat the number of sediment layers and the order (zeroth or first) of an autoregressive error model (to represent potential residual correlation) as unknowns. Results are considered in terms of marginal posterior probability profiles and distributions, which quantify the effective data information content to resolve scattering/geoacoustic structure. Results indicate well-defined scattering (roughness) parameters in good agreement with existing measurements, and a multi-layer sediment profile over a high-speed (elastic) basement, consistent with independent knowledge of sand layers over limestone.

Progressive sampling-based Bayesian optimization for efficient and automatic machine learning model selection.

PubMed

Zeng, Xueqiang; Luo, Gang

2017-12-01

Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting algorithms and hyper-parameter values requires advanced machine learning knowledge and many labor-intensive manual iterations. To lower the bar to machine learning, miscellaneous automatic selection methods for algorithms and/or hyper-parameter values have been proposed. Existing automatic selection methods are inefficient on large data sets. This poses a challenge for using machine learning in the clinical big data era. To address the challenge, this paper presents progressive sampling-based Bayesian optimization, an efficient and automatic selection method for both algorithms and hyper-parameter values. We report an implementation of the method. We show that compared to a state of the art automatic selection method, our method can significantly reduce search time, classification error rate, and standard deviation of error rate due to randomization. This is major progress towards enabling fast turnaround in identifying high-quality solutions required by many machine learning-based clinical data analysis tasks.

Interactive Reliability Model for Whisker-toughened Ceramics

NASA Technical Reports Server (NTRS)

Palko, Joseph L.

1993-01-01

Wider use of ceramic matrix composites (CMC) will require the development of advanced structural analysis technologies. The use of an interactive model to predict the time-independent reliability of a component subjected to multiaxial loads is discussed. The deterministic, three-parameter Willam-Warnke failure criterion serves as the theoretical basis for the reliability model. The strength parameters defining the model are assumed to be random variables, thereby transforming the deterministic failure criterion into a probabilistic criterion. The ability of the model to account for multiaxial stress states with the same unified theory is an improvement over existing models. The new model was coupled with a public-domain finite element program through an integrated design program. This allows a design engineer to predict the probability of failure of a component. A simple structural problem is analyzed using the new model, and the results are compared to existing models.

Magnetic localization and orientation of the capsule endoscope based on a random complex algorithm.

PubMed

He, Xiaoqi; Zheng, Zizhao; Hu, Chao

2015-01-01

The development of the capsule endoscope has made possible the examination of the whole gastrointestinal tract without much pain. However, there are still some important problems to be solved, among which, one important problem is the localization of the capsule. Currently, magnetic positioning technology is a suitable method for capsule localization, and this depends on a reliable system and algorithm. In this paper, based on the magnetic dipole model as well as magnetic sensor array, we propose nonlinear optimization algorithms using a random complex algorithm, applied to the optimization calculation for the nonlinear function of the dipole, to determine the three-dimensional position parameters and two-dimensional direction parameters. The stability and the antinoise ability of the algorithm is compared with the Levenberg-Marquart algorithm. The simulation and experiment results show that in terms of the error level of the initial guess of magnet location, the random complex algorithm is more accurate, more stable, and has a higher "denoise" capacity, with a larger range for initial guess values.

Exploring unobserved heterogeneity in bicyclists' red-light running behaviors at different crossing facilities.

PubMed

Guo, Yanyong; Li, Zhibin; Wu, Yao; Xu, Chengcheng

2018-06-01

Bicyclists running the red light at crossing facilities increase the potential of colliding with motor vehicles. Exploring the contributing factors could improve the prediction of running red-light probability and develop countermeasures to reduce such behaviors. However, individuals could have unobserved heterogeneities in running a red light, which make the accurate prediction more challenging. Traditional models assume that factor parameters are fixed and cannot capture the varying impacts on red-light running behaviors. In this study, we employed the full Bayesian random parameters logistic regression approach to account for the unobserved heterogeneous effects. Two types of crossing facilities were considered which were the signalized intersection crosswalks and the road segment crosswalks. Electric and conventional bikes were distinguished in the modeling. Data were collected from 16 crosswalks in urban area of Nanjing, China. Factors such as individual characteristics, road geometric design, environmental features, and traffic variables were examined. Model comparison indicates that the full Bayesian random parameters logistic regression approach is statistically superior to the standard logistic regression model. More red-light runners are predicted at signalized intersection crosswalks than at road segment crosswalks. Factors affecting red-light running behaviors are gender, age, bike type, road width, presence of raised median, separation width, signal type, green ratio, bike and vehicle volume, and average vehicle speed. Factors associated with the unobserved heterogeneity are gender, bike type, signal type, separation width, and bike volume. Copyright © 2018 Elsevier Ltd. All rights reserved.

Examining driver behavior at the onset of yellow in a traffic simulator environment: Comparisons between random parameters and latent class logit models.

PubMed

Savolainen, Peter T

2016-11-01

This study involves an examination of driver behavior at the onset of a yellow signal indication. Behavioral data were obtained from a driving simulator study that was conducted through the National Advanced Driving Simulator (NADS) laboratory at the University of Iowa. These data were drawn from a series of events during which study participants drove through a series of intersections where the traffic signals changed from the green to yellow phase. The resulting dataset provides potential insights into how driver behavior is affected by distracted driving through an experimental design that alternated handheld, headset, and hands-free cell phone use with "normal" baseline driving events. The results of the study show that male drivers ages 18-45 were more likely to stop. Participants were also more likely to stop as they became more familiar with the simulator environment. Cell phone use was found to some influence on driver behavior in this setting, though the effects varied significantly across individuals. The study also demonstrates two methodological approaches for dealing with unobserved heterogeneity across drivers. These include random parameters and latent class logit models, each of which analyze the data as a panel. The results show each method to provide significantly better fit than a pooled, fixed parameter model. Differences in terms of the context of these two approaches are discussed, providing important insights as to the differences between these modeling frameworks. Copyright © 2016 Elsevier Ltd. All rights reserved.

Improving phylogenetic analyses by incorporating additional information from genetic sequence databases.

PubMed

Liang, Li-Jung; Weiss, Robert E; Redelings, Benjamin; Suchard, Marc A

2009-10-01

Statistical analyses of phylogenetic data culminate in uncertain estimates of underlying model parameters. Lack of additional data hinders the ability to reduce this uncertainty, as the original phylogenetic dataset is often complete, containing the entire gene or genome information available for the given set of taxa. Informative priors in a Bayesian analysis can reduce posterior uncertainty; however, publicly available phylogenetic software specifies vague priors for model parameters by default. We build objective and informative priors using hierarchical random effect models that combine additional datasets whose parameters are not of direct interest but are similar to the analysis of interest. We propose principled statistical methods that permit more precise parameter estimates in phylogenetic analyses by creating informative priors for parameters of interest. Using additional sequence datasets from our lab or public databases, we construct a fully Bayesian semiparametric hierarchical model to combine datasets. A dynamic iteratively reweighted Markov chain Monte Carlo algorithm conveniently recycles posterior samples from the individual analyses. We demonstrate the value of our approach by examining the insertion-deletion (indel) process in the enolase gene across the Tree of Life using the phylogenetic software BALI-PHY; we incorporate prior information about indels from 82 curated alignments downloaded from the BAliBASE database.

Recharge characteristics of an unconfined aquifer from the rainfall-water table relationship

NASA Astrophysics Data System (ADS)

Viswanathan, M. N.

1984-02-01

The determination of recharge levels of unconfined aquifers, recharged entirely by rainfall, is done by developing a model for the aquifer that estimates the water-table levels from the history of rainfall observations and past water-table levels. In the present analysis, the model parameters that influence the recharge were not only assumed to be time dependent but also to have varying dependence rates for various parameters. Such a model is solved by the use of a recursive least-squares method. The variable-rate parameter variation is incorporated using a random walk model. From the field tests conducted at Tomago Sandbeds, Newcastle, Australia, it was observed that the assumption of variable rates of time dependency of recharge parameters produced better estimates of water-table levels compared to that with constant-recharge parameters. It was observed that considerable recharge due to rainfall occurred on the very same day of rainfall. The increase in water-table level was insignificant for subsequent days of rainfall. The level of recharge very much depends upon the intensity and history of rainfall. Isolated rainfalls, even of the order of 25 mm day -1, had no significant effect on the water-table levels.

Effects of various boundary conditions on the response of Poisson-Nernst-Planck impedance spectroscopy analysis models and comparison with a continuous-time random-walk model.

PubMed

Macdonald, J Ross

2011-11-24

Various electrode reaction rate boundary conditions suitable for mean-field Poisson-Nernst-Planck (PNP) mobile charge frequency response continuum models are defined and incorporated in the resulting Chang-Jaffe (CJ) CJPNP model, the ohmic OHPNP one, and a simplified GPNP one in order to generalize from full to partial blocking of mobile charges at the two plane parallel electrodes. Model responses using exact synthetic PNP data involving only mobile negative charges are discussed and compared for a wide range of CJ dimensionless reaction rate values. The CJPNP and OHPNP ones are shown to be fully equivalent, except possibly for the analysis of nanomaterial structures. The dielectric strengths associated with the CJPNP diffuse double layers at the electrodes were found to decrease toward 0 as the reaction rate increased, consistent with fewer blocked charges and more reacting ones. Parameter estimates from GPNP fits of CJPNP data were shown to lead to accurate calculated values of the CJ reaction rate and of some other CJPNP parameters. Best fits of CaCu(3)Ti(4)O(12) (CCTO) single-crystal data, an electronic conductor, at 80 and 140 K, required the anomalous diffusion model, CJPNPA, and led to medium-size rate estimates of about 0.12 and 0.03, respectively, as well as good estimates of the values of other important CJPNPA parameters such as the independently verified concentration of neutral dissociable centers. These continuum-fit results were found to be only somewhat comparable to those obtained from a composite continuous-time random-walk hopping/trapping semiuniversal UN model.

Quantum Glass of Interacting Bosons with Off-Diagonal Disorder

NASA Astrophysics Data System (ADS)

Piekarska, A. M.; Kopeć, T. K.

2018-04-01

We study disordered interacting bosons described by the Bose-Hubbard model with Gaussian-distributed random tunneling amplitudes. It is shown that the off-diagonal disorder induces a spin-glass-like ground state, characterized by randomly frozen quantum-mechanical U(1) phases of bosons. To access criticality, we employ the "n -replica trick," as in the spin-glass theory, and the Trotter-Suzuki method for decomposition of the statistical density operator, along with numerical calculations. The interplay between disorder, quantum, and thermal fluctuations leads to phase diagrams exhibiting a glassy state of bosons, which are studied as a function of model parameters. The considered system may be relevant for quantum simulators of optical-lattice bosons, where the randomness can be introduced in a controlled way. The latter is supported by a proposition of experimental realization of the system in question.

Statistical parameters of random heterogeneity estimated by analysing coda waves based on finite difference method

NASA Astrophysics Data System (ADS)

Emoto, K.; Saito, T.; Shiomi, K.

2017-12-01

Short-period (<1 s) seismograms are strongly affected by small-scale (<10 km) heterogeneities in the lithosphere. In general, short-period seismograms are analysed based on the statistical method by considering the interaction between seismic waves and randomly distributed small-scale heterogeneities. Statistical properties of the random heterogeneities have been estimated by analysing short-period seismograms. However, generally, the small-scale random heterogeneity is not taken into account for the modelling of long-period (>2 s) seismograms. We found that the energy of the coda of long-period seismograms shows a spatially flat distribution. This phenomenon is well known in short-period seismograms and results from the scattering by small-scale heterogeneities. We estimate the statistical parameters that characterize the small-scale random heterogeneity by modelling the spatiotemporal energy distribution of long-period seismograms. We analyse three moderate-size earthquakes that occurred in southwest Japan. We calculate the spatial distribution of the energy density recorded by a dense seismograph network in Japan at the period bands of 8-16 s, 4-8 s and 2-4 s and model them by using 3-D finite difference (FD) simulations. Compared to conventional methods based on statistical theories, we can calculate more realistic synthetics by using the FD simulation. It is not necessary to assume a uniform background velocity, body or surface waves and scattering properties considered in general scattering theories. By taking the ratio of the energy of the coda area to that of the entire area, we can separately estimate the scattering and the intrinsic absorption effects. Our result reveals the spectrum of the random inhomogeneity in a wide wavenumber range including the intensity around the corner wavenumber as P(m) = 8πε2a3/(1 + a2m2)2, where ε = 0.05 and a = 3.1 km, even though past studies analysing higher-frequency records could not detect the corner. Finally, we estimate the intrinsic attenuation by modelling the decay rate of the energy. The method proposed in this study is suitable for quantifying the statistical properties of long-wavelength subsurface random inhomogeneity, which leads the way to characterizing a wider wavenumber range of spectra, including the corner wavenumber.

Use of random regression to estimate genetic parameters of temperament across an age continuum in a crossbred cattle population.

PubMed

Littlejohn, B P; Riley, D G; Welsh, T H; Randel, R D; Willard, S T; Vann, R C

2018-05-12

The objective was to estimate genetic parameters of temperament in beef cattle across an age continuum. The population consisted predominantly of Brahman-British crossbred cattle. Temperament was quantified by: 1) pen score (PS), the reaction of a calf to a single experienced evaluator on a scale of 1 to 5 (1 = calm, 5 = excitable); 2) exit velocity (EV), the rate (m/sec) at which a calf traveled 1.83 m upon exiting a squeeze chute; and 3) temperament score (TS), the numerical average of PS and EV. Covariates included days of age and proportion of Bos indicus in the calf and dam. Random regression models included the fixed effects determined from the repeated measures models, except for calf age. Likelihood ratio tests were used to determine the most appropriate random structures. In repeated measures models, the proportion of Bos indicus in the calf was positively related with each calf temperament trait (0.41 ± 0.20, 0.85 ± 0.21, and 0.57 ± 0.18 for PS, EV, and TS, respectively; P < 0.01). There was an effect of contemporary group (combinations of season, year of birth, and management group) and dam age (P < 0.001) in all models. From repeated records analyses, estimates of heritability (h2) were 0.34 ± 0.04, 0.31 ± 0.04, and 0.39 ± 0.04, while estimates of permanent environmental variance as a proportion of the phenotypic variance (c2) were 0.30 ± 0.04, 0.31 ± 0.03, and 0.34 ± 0.04 for PS, EV, and TS, respectively. Quadratic additive genetic random regressions on Legendre polynomials of age were significant for all traits. Quadratic permanent environmental random regressions were significant for PS and TS, but linear permanent environmental random regressions were significant for EV. Random regression results suggested that these components change across the age dimension of these data. There appeared to be an increasing influence of permanent environmental effects and decreasing influence of additive genetic effects corresponding to increasing calf age for EV, and to a lesser extent for TS. Inherited temperament may be overcome by accumulating environmental stimuli with increases in age, especially after weaning.

Road simulation for four-wheel vehicle whole input power spectral density

NASA Astrophysics Data System (ADS)

Wang, Jiangbo; Qiang, Baomin

2017-05-01

As the vibration of running vehicle mainly comes from road and influence vehicle ride performance. So the road roughness power spectral density simulation has great significance to analyze automobile suspension vibration system parameters and evaluate ride comfort. Firstly, this paper based on the mathematical model of road roughness power spectral density, established the integral white noise road random method. Then in the MATLAB/Simulink environment, according to the research method of automobile suspension frame from simple two degree of freedom single-wheel vehicle model to complex multiple degrees of freedom vehicle model, this paper built the simple single incentive input simulation model. Finally the spectrum matrix was used to build whole vehicle incentive input simulation model. This simulation method based on reliable and accurate mathematical theory and can be applied to the random road simulation of any specified spectral which provides pavement incentive model and foundation to vehicle ride performance research and vibration simulation.

A Deep Stochastic Model for Detecting Community in Complex Networks

NASA Astrophysics Data System (ADS)

Fu, Jingcheng; Wu, Jianliang

2017-01-01

Discovering community structures is an important step to understanding the structure and dynamics of real-world networks in social science, biology and technology. In this paper, we develop a deep stochastic model based on non-negative matrix factorization to identify communities, in which there are two sets of parameters. One is the community membership matrix, of which the elements in a row correspond to the probabilities of the given node belongs to each of the given number of communities in our model, another is the community-community connection matrix, of which the element in the i-th row and j-th column represents the probability of there being an edge between a randomly chosen node from the i-th community and a randomly chosen node from the j-th community. The parameters can be evaluated by an efficient updating rule, and its convergence can be guaranteed. The community-community connection matrix in our model is more precise than the community-community connection matrix in traditional non-negative matrix factorization methods. Furthermore, the method called symmetric nonnegative matrix factorization, is a special case of our model. Finally, based on the experiments on both synthetic and real-world networks data, it can be demonstrated that our algorithm is highly effective in detecting communities.

Link-topic model for biomedical abbreviation disambiguation.

PubMed

Kim, Seonho; Yoon, Juntae

2015-02-01

The ambiguity of biomedical abbreviations is one of the challenges in biomedical text mining systems. In particular, the handling of term variants and abbreviations without nearby definitions is a critical issue. In this study, we adopt the concepts of topic of document and word link to disambiguate biomedical abbreviations. We newly suggest the link topic model inspired by the latent Dirichlet allocation model, in which each document is perceived as a random mixture of topics, where each topic is characterized by a distribution over words. Thus, the most probable expansions with respect to abbreviations of a given abstract are determined by word-topic, document-topic, and word-link distributions estimated from a document collection through the link topic model. The model allows two distinct modes of word generation to incorporate semantic dependencies among words, particularly long form words of abbreviations and their sentential co-occurring words; a word can be generated either dependently on the long form of the abbreviation or independently. The semantic dependency between two words is defined as a link and a new random parameter for the link is assigned to each word as well as a topic parameter. Because the link status indicates whether the word constitutes a link with a given specific long form, it has the effect of determining whether a word forms a unigram or a skipping/consecutive bigram with respect to the long form. Furthermore, we place a constraint on the model so that a word has the same topic as a specific long form if it is generated in reference to the long form. Consequently, documents are generated from the two hidden parameters, i.e. topic and link, and the most probable expansion of a specific abbreviation is estimated from the parameters. Our model relaxes the bag-of-words assumption of the standard topic model in which the word order is neglected, and it captures a richer structure of text than does the standard topic model by considering unigrams and semantically associated bigrams simultaneously. The addition of semantic links improves the disambiguation accuracy without removing irrelevant contextual words and reduces the parameter space of massive skipping or consecutive bigrams. The link topic model achieves 98.42% disambiguation accuracy on 73,505 MEDLINE abstracts with respect to 21 three letter abbreviations and their 139 distinct long forms. Copyright © 2014 Elsevier Inc. All rights reserved.

Mixture Rasch model for guessing group identification

NASA Astrophysics Data System (ADS)

Siow, Hoo Leong; Mahdi, Rasidah; Siew, Eng Ling

2013-04-01

Several alternative dichotomous Item Response Theory (IRT) models have been introduced to account for guessing effect in multiple-choice assessment. The guessing effect in these models has been considered to be itemrelated. In the most classic case, pseudo-guessing in the three-parameter logistic IRT model is modeled to be the same for all the subjects but may vary across items. This is not realistic because subjects can guess worse or better than the pseudo-guessing. Derivation from the three-parameter logistic IRT model improves the situation by incorporating ability in guessing. However, it does not model non-monotone function. This paper proposes to study guessing from a subject-related aspect which is guessing test-taking behavior. Mixture Rasch model is employed to detect latent groups. A hybrid of mixture Rasch and 3-parameter logistic IRT model is proposed to model the behavior based guessing from the subjects' ways of responding the items. The subjects are assumed to simply choose a response at random. An information criterion is proposed to identify the behavior based guessing group. Results show that the proposed model selection criterion provides a promising method to identify the guessing group modeled by the hybrid model.

Entanglement transitions induced by large deviations

NASA Astrophysics Data System (ADS)

Bhosale, Udaysinh T.

2017-12-01

The probability of large deviations of the smallest Schmidt eigenvalue for random pure states of bipartite systems, denoted as A and B , is computed analytically using a Coulomb gas method. It is shown that this probability, for large N , goes as exp[-β N2Φ (ζ ) ] , where the parameter β is the Dyson index of the ensemble, ζ is the large deviation parameter, while the rate function Φ (ζ ) is calculated exactly. Corresponding equilibrium Coulomb charge density is derived for its large deviations. Effects of the large deviations of the extreme (largest and smallest) Schmidt eigenvalues on the bipartite entanglement are studied using the von Neumann entropy. Effect of these deviations is also studied on the entanglement between subsystems 1 and 2, obtained by further partitioning the subsystem A , using the properties of the density matrix's partial transpose ρ12Γ. The density of states of ρ12Γ is found to be close to the Wigner's semicircle law with these large deviations. The entanglement properties are captured very well by a simple random matrix model for the partial transpose. The model predicts the entanglement transition across a critical large deviation parameter ζ . Log negativity is used to quantify the entanglement between subsystems 1 and 2. Analytical formulas for it are derived using the simple model. Numerical simulations are in excellent agreement with the analytical results.

Entanglement transitions induced by large deviations.

PubMed

Bhosale, Udaysinh T

2017-12-01

The probability of large deviations of the smallest Schmidt eigenvalue for random pure states of bipartite systems, denoted as A and B, is computed analytically using a Coulomb gas method. It is shown that this probability, for large N, goes as exp[-βN^{2}Φ(ζ)], where the parameter β is the Dyson index of the ensemble, ζ is the large deviation parameter, while the rate function Φ(ζ) is calculated exactly. Corresponding equilibrium Coulomb charge density is derived for its large deviations. Effects of the large deviations of the extreme (largest and smallest) Schmidt eigenvalues on the bipartite entanglement are studied using the von Neumann entropy. Effect of these deviations is also studied on the entanglement between subsystems 1 and 2, obtained by further partitioning the subsystem A, using the properties of the density matrix's partial transpose ρ_{12}^{Γ}. The density of states of ρ_{12}^{Γ} is found to be close to the Wigner's semicircle law with these large deviations. The entanglement properties are captured very well by a simple random matrix model for the partial transpose. The model predicts the entanglement transition across a critical large deviation parameter ζ. Log negativity is used to quantify the entanglement between subsystems 1 and 2. Analytical formulas for it are derived using the simple model. Numerical simulations are in excellent agreement with the analytical results.

Stochastic modelling of a single ion channel: an alternating renewal approach with application to limited time resolution.

PubMed

Milne, R K; Yeo, G F; Edeson, R O; Madsen, B W

1988-04-22

Stochastic models of ion channels have been based largely on Markov theory where individual states and transition rates must be specified, and sojourn-time densities for each state are constrained to be exponential. This study presents an approach based on random-sum methods and alternating-renewal theory, allowing individual states to be grouped into classes provided the successive sojourn times in a given class are independent and identically distributed. Under these conditions Markov models form a special case. The utility of the approach is illustrated by considering the effects of limited time resolution (modelled by using a discrete detection limit, xi) on the properties of observable events, with emphasis on the observed open-time (xi-open-time). The cumulants and Laplace transform for a xi-open-time are derived for a range of Markov and non-Markov models; several useful approximations to the xi-open-time density function are presented. Numerical studies show that the effects of limited time resolution can be extreme, and also highlight the relative importance of the various model parameters. The theory could form a basis for future inferential studies in which parameter estimation takes account of limited time resolution in single channel records. Appendixes include relevant results concerning random sums and a discussion of the role of exponential distributions in Markov models.

Random field assessment of nanoscopic inhomogeneity of bone

PubMed Central

Dong, X. Neil; Luo, Qing; Sparkman, Daniel M.; Millwater, Harry R.; Wang, Xiaodu

2010-01-01

Bone quality is significantly correlated with the inhomogeneous distribution of material and ultrastructural properties (e.g., modulus and mineralization) of the tissue. Current techniques for quantifying inhomogeneity consist of descriptive statistics such as mean, standard deviation and coefficient of variation. However, these parameters do not describe the spatial variations of bone properties. The objective of this study was to develop a novel statistical method to characterize and quantitatively describe the spatial variation of bone properties at ultrastructural levels. To do so, a random field defined by an exponential covariance function was used to present the spatial uncertainty of elastic modulus by delineating the correlation of the modulus at different locations in bone lamellae. The correlation length, a characteristic parameter of the covariance function, was employed to estimate the fluctuation of the elastic modulus in the random field. Using this approach, two distribution maps of the elastic modulus within bone lamellae were generated using simulation and compared with those obtained experimentally by a combination of atomic force microscopy and nanoindentation techniques. The simulation-generated maps of elastic modulus were in close agreement with the experimental ones, thus validating the random field approach in defining the inhomogeneity of elastic modulus in lamellae of bone. Indeed, generation of such random fields will facilitate multi-scale modeling of bone in more pragmatic details. PMID:20817128

The Variance of Intraclass Correlations in Three- and Four-Level Models

ERIC Educational Resources Information Center

Hedges, Larry V.; Hedberg, E. C.; Kuyper, Arend M.

2012-01-01

Intraclass correlations are used to summarize the variance decomposition in populations with multilevel hierarchical structure. There has recently been considerable interest in estimating intraclass correlations from surveys or designed experiments to provide design parameters for planning future large-scale randomized experiments. The large…

Elucidating fluctuating diffusivity in center-of-mass motion of polymer models with time-averaged mean-square-displacement tensor

NASA Astrophysics Data System (ADS)

Miyaguchi, Tomoshige

2017-10-01

There have been increasing reports that the diffusion coefficient of macromolecules depends on time and fluctuates randomly. Here a method is developed to elucidate this fluctuating diffusivity from trajectory data. Time-averaged mean-square displacement (MSD), a common tool in single-particle-tracking (SPT) experiments, is generalized to a second-order tensor with which both magnitude and orientation fluctuations of the diffusivity can be clearly detected. This method is used to analyze the center-of-mass motion of four fundamental polymer models: the Rouse model, the Zimm model, a reptation model, and a rigid rodlike polymer. It is found that these models exhibit distinctly different types of magnitude and orientation fluctuations of diffusivity. This is an advantage of the present method over previous ones, such as the ergodicity-breaking parameter and a non-Gaussian parameter, because with either of these parameters it is difficult to distinguish the dynamics of the four polymer models. Also, the present method of a time-averaged MSD tensor could be used to analyze trajectory data obtained in SPT experiments.

Effective Perron-Frobenius eigenvalue for a correlated random map

NASA Astrophysics Data System (ADS)

Pool, Roman R.; Cáceres, Manuel O.

2010-09-01

We investigate the evolution of random positive linear maps with various type of disorder by analytic perturbation and direct simulation. Our theoretical result indicates that the statistics of a random linear map can be successfully described for long time by the mean-value vector state. The growth rate can be characterized by an effective Perron-Frobenius eigenvalue that strongly depends on the type of correlation between the elements of the projection matrix. We apply this approach to an age-structured population dynamics model. We show that the asymptotic mean-value vector state characterizes the population growth rate when the age-structured model has random vital parameters. In this case our approach reveals the nontrivial dependence of the effective growth rate with cross correlations. The problem was reduced to the calculation of the smallest positive root of a secular polynomial, which can be obtained by perturbations in terms of Green’s function diagrammatic technique built with noncommutative cumulants for arbitrary n -point correlations.

Aggregation-fragmentation-diffusion model for trail dynamics

DOE PAGES

Kawagoe, Kyle; Huber, Greg; Pradas, Marc; ...

2017-07-21

We investigate statistical properties of trails formed by a random process incorporating aggregation, fragmentation, and diffusion. In this stochastic process, which takes place in one spatial dimension, two neighboring trails may combine to form a larger one, and also one trail may split into two. In addition, trails move diffusively. The model is defined by two parameters which quantify the fragmentation rate and the fragment size. In the long-time limit, the system reaches a steady state, and our focus is the limiting distribution of trail weights. We find that the density of trail weight has power-law tail P(w)~w –γ formore » small weight w. We obtain the exponent γ analytically and find that it varies continuously with the two model parameters. In conclusion, the exponent γ can be positive or negative, so that in one range of parameters small-weight trails are abundant and in the complementary range they are rare.« less

Characterization and Physics-Based Modeling of Electrochemical Memristors

DTIC Science & Technology

2015-11-16

conducting films that result from electrical or optical stress. Model parameters and electrical characteristics were obtained from and validated...x- ray scattering, Conductive Bridge Random Access Memory 16. SECURITY CLASSIFICATION OF: 17. LIMITATION OF ABSTRACT 18. NUMBER OF PAGES 19a. NAME...Calculated DOS for GeSe2 in valence band and (b) conduction band .................. 43  Figure 45. DFT band structure for crystalline GeSe2

Estimating Forest Vertical Structure from Multialtitude, Fixed-Baseline Radar Interferometric and Polarimetric Data

NASA Technical Reports Server (NTRS)

Treuhaft, Robert N.; Law, Beverly E.; Siqueira, Paul R.

2000-01-01

Parameters describing the vertical structure of forests, for example tree height, height-to-base-of-live-crown, underlying topography, and leaf area density, bear on land-surface, biogeochemical, and climate modeling efforts. Single, fixed-baseline interferometric synthetic aperture radar (INSAR) normalized cross-correlations constitute two observations from which to estimate forest vertical structure parameters: Cross-correlation amplitude and phase. Multialtitude INSAR observations increase the effective number of baselines potentially enabling the estimation of a larger set of vertical-structure parameters. Polarimetry and polarimetric interferometry can further extend the observation set. This paper describes the first acquisition of multialtitude INSAR for the purpose of estimating the parameters describing a vegetated land surface. These data were collected over ponderosa pine in central Oregon near longitude and latitude -121 37 25 and 44 29 56. The JPL interferometric TOPSAR system was flown at the standard 8-km altitude, and also at 4-km and 2-km altitudes, in a race track. A reference line including the above coordinates was maintained at 35 deg for both the north-east heading and the return southwest heading, at all altitudes. In addition to the three altitudes for interferometry, one line was flown with full zero-baseline polarimetry at the 8-km altitude. A preliminary analysis of part of the data collected suggests that they are consistent with one of two physical models describing the vegetation: 1) a single-layer, randomly oriented forest volume with a very strong ground return or 2) a multilayered randomly oriented volume; a homogeneous, single-layer model with no ground return cannot account for the multialtitude correlation amplitudes. Below the inconsistency of the data with a single-layer model is followed by analysis scenarios which include either the ground or a layered structure. The ground returns suggested by this preliminary analysis seem too strong to be plausible, but parameters describing a two-layer compare reasonably well to a field-measured probability distribution of tree heights in the area.

Soil variability in engineering applications

NASA Astrophysics Data System (ADS)

Vessia, Giovanna

2014-05-01

Natural geomaterials, as soils and rocks, show spatial variability and heterogeneity of physical and mechanical properties. They can be measured by in field and laboratory testing. The heterogeneity concerns different values of litho-technical parameters pertaining similar lithological units placed close to each other. On the contrary, the variability is inherent to the formation and evolution processes experienced by each geological units (homogeneous geomaterials on average) and captured as a spatial structure of fluctuation of physical property values about their mean trend, e.g. the unit weight, the hydraulic permeability, the friction angle, the cohesion, among others. The preceding spatial variations shall be managed by engineering models to accomplish reliable designing of structures and infrastructures. Materon (1962) introduced the Geostatistics as the most comprehensive tool to manage spatial correlation of parameter measures used in a wide range of earth science applications. In the field of the engineering geology, Vanmarcke (1977) developed the first pioneering attempts to describe and manage the inherent variability in geomaterials although Terzaghi (1943) already highlighted that spatial fluctuations of physical and mechanical parameters used in geotechnical designing cannot be neglected. A few years later, Mandelbrot (1983) and Turcotte (1986) interpreted the internal arrangement of geomaterial according to Fractal Theory. In the same years, Vanmarcke (1983) proposed the Random Field Theory providing mathematical tools to deal with inherent variability of each geological units or stratigraphic succession that can be resembled as one material. In this approach, measurement fluctuations of physical parameters are interpreted through the spatial variability structure consisting in the correlation function and the scale of fluctuation. Fenton and Griffiths (1992) combined random field simulation with the finite element method to produce the Random Finite Element Method (RFEM). This method has been used to investigate the random behavior of soils in the context of a variety of classical geotechnical problems. Afterward, some following studies collected the worldwide variability values of many technical parameters of soils (Phoon and Kulhawy 1999a) and their spatial correlation functions (Phoon and Kulhawy 1999b). In Italy, Cherubini et al. (2007) calculated the spatial variability structure of sandy and clayey soils from the standard cone penetration test readings. The large extent of the worldwide measured spatial variability of soils and rocks heavily affects the reliability of geotechnical designing as well as other uncertainties introduced by testing devices and engineering models. So far, several methods have been provided to deal with the preceding sources of uncertainties in engineering designing models (e.g. First Order Reliability Method, Second Order Reliability Method, Response Surface Method, High Dimensional Model Representation, etc.). Nowadays, the efforts in this field have been focusing on (1) measuring spatial variability of different rocks and soils and (2) developing numerical models that take into account the spatial variability as additional physical variable. References Cherubini C., Vessia G. and Pula W. 2007. Statistical soil characterization of Italian sites for reliability analyses. Proc. 2nd Int. Workshop. on Characterization and Engineering Properties of Natural Soils, 3-4: 2681-2706. Griffiths D.V. and Fenton G.A. 1993. Seepage beneath water retaining structures founded on spatially random soil, Géotechnique, 43(6): 577-587. Mandelbrot B.B. 1983. The Fractal Geometry of Nature. San Francisco: W H Freeman. Matheron G. 1962. Traité de Géostatistique appliquée. Tome 1, Editions Technip, Paris, 334 p. Phoon K.K. and Kulhawy F.H. 1999a. Characterization of geotechnical variability. Can Geotech J, 36(4): 612-624. Phoon K.K. and Kulhawy F.H. 1999b. Evaluation of geotechnical property variability. Can Geotech J, 36(4): 625-639. Terzaghi K. 1943. Theoretical Soil Mechanics. New York: John Wiley and Sons. Turcotte D.L. 1986. Fractals and fragmentation. J Geophys Res, 91: 1921-1926. Vanmarcke E.H. 1977. Probabilistic modeling of soil profiles. J Geotech Eng Div, ASCE, 103: 1227-1246. Vanmarcke E.H. 1983. Random fields: analysis and synthesis. MIT Press, Cambridge.

Population genetics of polymorphism and divergence for diploid selection models with arbitrary dominance.

PubMed

Williamson, Scott; Fledel-Alon, Adi; Bustamante, Carlos D

2004-09-01

We develop a Poisson random-field model of polymorphism and divergence that allows arbitrary dominance relations in a diploid context. This model provides a maximum-likelihood framework for estimating both selection and dominance parameters of new mutations using information on the frequency spectrum of sequence polymorphisms. This is the first DNA sequence-based estimator of the dominance parameter. Our model also leads to a likelihood-ratio test for distinguishing nongenic from genic selection; simulations indicate that this test is quite powerful when a large number of segregating sites are available. We also use simulations to explore the bias in selection parameter estimates caused by unacknowledged dominance relations. When inference is based on the frequency spectrum of polymorphisms, genic selection estimates of the selection parameter can be very strongly biased even for minor deviations from the genic selection model. Surprisingly, however, when inference is based on polymorphism and divergence (McDonald-Kreitman) data, genic selection estimates of the selection parameter are nearly unbiased, even for completely dominant or recessive mutations. Further, we find that weak overdominant selection can increase, rather than decrease, the substitution rate relative to levels of polymorphism. This nonintuitive result has major implications for the interpretation of several popular tests of neutrality.

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

New constraints on modelling the random magnetic field of the MW

NASA Astrophysics Data System (ADS)

Beck, Marcus C.; Beck, Alexander M.; Beck, Rainer; Dolag, Klaus; Strong, Andrew W.; Nielaba, Peter

2016-05-01

We extend the description of the isotropic and anisotropic random component of the small-scale magnetic field within the existing magnetic field model of the Milky Way from Jansson & Farrar, by including random realizations of the small-scale component. Using a magnetic-field power spectrum with Gaussian random fields, the NE2001 model for the thermal electrons and the Galactic cosmic-ray electron distribution from the current GALPROP model we derive full-sky maps for the total and polarized synchrotron intensity as well as the Faraday rotation-measure distribution. While previous work assumed that small-scale fluctuations average out along the line-of-sight or which only computed ensemble averages of random fields, we show that these fluctuations need to be carefully taken into account. Comparing with observational data we obtain not only good agreement with 408 MHz total and WMAP7 22 GHz polarized intensity emission maps, but also an improved agreement with Galactic foreground rotation-measure maps and power spectra, whose amplitude and shape strongly depend on the parameters of the random field. We demonstrate that a correlation length of 0≈22 pc (05 pc being a 5σ lower limit) is needed to match the slope of the observed power spectrum of Galactic foreground rotation-measure maps. Using multiple realizations allows us also to infer errors on individual observables. We find that previously-used amplitudes for random and anisotropic random magnetic field components need to be rescaled by factors of ≈0.3 and 0.6 to account for the new small-scale contributions. Our model predicts a rotation measure of -2.8±7.1 rad/m2 and 04.4±11. rad/m2 for the north and south Galactic poles respectively, in good agreement with observations. Applying our model to deflections of ultra-high-energy cosmic rays we infer a mean deflection of ≈3.5±1.1 degree for 60 EeV protons arriving from CenA.

An internet graph model based on trade-off optimization

NASA Astrophysics Data System (ADS)

Alvarez-Hamelin, J. I.; Schabanel, N.

2004-03-01

This paper presents a new model for the Internet graph (AS graph) based on the concept of heuristic trade-off optimization, introduced by Fabrikant, Koutsoupias and Papadimitriou in[CITE] to grow a random tree with a heavily tailed degree distribution. We propose here a generalization of this approach to generate a general graph, as a candidate for modeling the Internet. We present the results of our simulations and an analysis of the standard parameters measured in our model, compared with measurements from the physical Internet graph.

Effect of gastric emptying and entero-hepatic circulation on bioequivalence assessment of ranitidine.

PubMed

Chrenova, J; Durisova, M; Mircioiu, C; Dedik, L

2010-01-01

The aim of study was to compare the bioavailability of ranitidine obtained from either Ranitidine (300 mg tablet; LPH® S.C. LaborMed Pharma S.A. Romania: the test formulation) and Zantac® (300 mg tablet; GlaxoSmithKline, Austria: the reference formulation). Twelve, Romanian, healthy volunteers were enrolled in the study. An open-label, two-period, crossover, randomized design was used. Plasma levels of ranitidine were determined using the validated, high-pressure liquid chromatography (HPLC) method. The physiologically motivated time-delayed model was used for the data evaluation and a paired Student's t-test and Schuirmann's two one-sided tests were carried out to compare parameters. Nonmodeling parameters (AUC(t), AUC, C(max), T(max)) were tested by the paired Student's t-test and the 90 confidence intervals of the geometric mean ratios were determined by Schuirmann's tests. Paired Student's t-test showed no significant differences between nonmodeling and modeling parameters. The results of the Schuirmann's tests however indicated significant statistical differences with reference to AUC(t), AUC, C(max), T(max) and other modeling parameters, especially MT(c) and τ(c). Schuirmann's tests revealed significant bioequivalence between ranitidine formulations using the modeling parameters MRT and n. The presented model can be useful as an additional tool to assess drug bioequivalence, by screening for disruptive parameters. Copyright 2010 Prous Science, S.A.U. or its licensors. All rights reserved.

Parameter optimization in biased decoy-state quantum key distribution with both source errors and statistical fluctuations

NASA Astrophysics Data System (ADS)

Zhu, Jian-Rong; Li, Jian; Zhang, Chun-Mei; Wang, Qin

2017-10-01

The decoy-state method has been widely used in commercial quantum key distribution (QKD) systems. In view of the practical decoy-state QKD with both source errors and statistical fluctuations, we propose a universal model of full parameter optimization in biased decoy-state QKD with phase-randomized sources. Besides, we adopt this model to carry out simulations of two widely used sources: weak coherent source (WCS) and heralded single-photon source (HSPS). Results show that full parameter optimization can significantly improve not only the secure transmission distance but also the final key generation rate. And when taking source errors and statistical fluctuations into account, the performance of decoy-state QKD using HSPS suffered less than that of decoy-state QKD using WCS.

Automated parameterization of intermolecular pair potentials using global optimization techniques

NASA Astrophysics Data System (ADS)

Krämer, Andreas; Hülsmann, Marco; Köddermann, Thorsten; Reith, Dirk

2014-12-01

In this work, different global optimization techniques are assessed for the automated development of molecular force fields, as used in molecular dynamics and Monte Carlo simulations. The quest of finding suitable force field parameters is treated as a mathematical minimization problem. Intricate problem characteristics such as extremely costly and even abortive simulations, noisy simulation results, and especially multiple local minima naturally lead to the use of sophisticated global optimization algorithms. Five diverse algorithms (pure random search, recursive random search, CMA-ES, differential evolution, and taboo search) are compared to our own tailor-made solution named CoSMoS. CoSMoS is an automated workflow. It models the parameters' influence on the simulation observables to detect a globally optimal set of parameters. It is shown how and why this approach is superior to other algorithms. Applied to suitable test functions and simulations for phosgene, CoSMoS effectively reduces the number of required simulations and real time for the optimization task.

Performance comparison of first-order conditional estimation with interaction and Bayesian estimation methods for estimating the population parameters and its distribution from data sets with a low number of subjects.

PubMed

Pradhan, Sudeep; Song, Byungjeong; Lee, Jaeyeon; Chae, Jung-Woo; Kim, Kyung Im; Back, Hyun-Moon; Han, Nayoung; Kwon, Kwang-Il; Yun, Hwi-Yeol

2017-12-01

Exploratory preclinical, as well as clinical trials, may involve a small number of patients, making it difficult to calculate and analyze the pharmacokinetic (PK) parameters, especially if the PK parameters show very high inter-individual variability (IIV). In this study, the performance of a classical first-order conditional estimation with interaction (FOCE-I) and expectation maximization (EM)-based Markov chain Monte Carlo Bayesian (BAYES) estimation methods were compared for estimating the population parameters and its distribution from data sets having a low number of subjects. In this study, 100 data sets were simulated with eight sampling points for each subject and with six different levels of IIV (5%, 10%, 20%, 30%, 50%, and 80%) in their PK parameter distribution. A stochastic simulation and estimation (SSE) study was performed to simultaneously simulate data sets and estimate the parameters using four different methods: FOCE-I only, BAYES(C) (FOCE-I and BAYES composite method), BAYES(F) (BAYES with all true initial parameters and fixed ω 2 ), and BAYES only. Relative root mean squared error (rRMSE) and relative estimation error (REE) were used to analyze the differences between true and estimated values. A case study was performed with a clinical data of theophylline available in NONMEM distribution media. NONMEM software assisted by Pirana, PsN, and Xpose was used to estimate population PK parameters, and R program was used to analyze and plot the results. The rRMSE and REE values of all parameter (fixed effect and random effect) estimates showed that all four methods performed equally at the lower IIV levels, while the FOCE-I method performed better than other EM-based methods at higher IIV levels (greater than 30%). In general, estimates of random-effect parameters showed significant bias and imprecision, irrespective of the estimation method used and the level of IIV. Similar performance of the estimation methods was observed with theophylline dataset. The classical FOCE-I method appeared to estimate the PK parameters more reliably than the BAYES method when using a simple model and data containing only a few subjects. EM-based estimation methods can be considered for adapting to the specific needs of a modeling project at later steps of modeling.

Exchangeability, extreme returns and Value-at-Risk forecasts

NASA Astrophysics Data System (ADS)

Huang, Chun-Kai; North, Delia; Zewotir, Temesgen

2017-07-01

In this paper, we propose a new approach to extreme value modelling for the forecasting of Value-at-Risk (VaR). In particular, the block maxima and the peaks-over-threshold methods are generalised to exchangeable random sequences. This caters for the dependencies, such as serial autocorrelation, of financial returns observed empirically. In addition, this approach allows for parameter variations within each VaR estimation window. Empirical prior distributions of the extreme value parameters are attained by using resampling procedures. We compare the results of our VaR forecasts to that of the unconditional extreme value theory (EVT) approach and the conditional GARCH-EVT model for robust conclusions.

Sectoral transitions - modeling the development from agrarian to service economies

NASA Astrophysics Data System (ADS)

Lutz, Raphael; Spies, Michael; Reusser, Dominik E.; Kropp, Jürgen P.; Rybski, Diego

2013-04-01

We consider the sectoral composition of a country's GDP, i.e the partitioning into agrarian, industrial, and service sectors. Exploring a simple system of differential equations we characterise the transfer of GDP shares between the sectors in the course of economic development. The model fits for the majority of countries providing 4 country-specific parameters. Relating the agrarian with the industrial sector, a data collapse over all countries and all years supports the applicability of our approach. Depending on the parameter ranges, country development exhibits different transfer properties. Most countries follow 3 of 8 characteristic paths. The types are not random but show distinct geographic and development patterns.

3D statistical shape models incorporating 3D random forest regression voting for robust CT liver segmentation

NASA Astrophysics Data System (ADS)

Norajitra, Tobias; Meinzer, Hans-Peter; Maier-Hein, Klaus H.

2015-03-01

During image segmentation, 3D Statistical Shape Models (SSM) usually conduct a limited search for target landmarks within one-dimensional search profiles perpendicular to the model surface. In addition, landmark appearance is modeled only locally based on linear profiles and weak learners, altogether leading to segmentation errors from landmark ambiguities and limited search coverage. We present a new method for 3D SSM segmentation based on 3D Random Forest Regression Voting. For each surface landmark, a Random Regression Forest is trained that learns a 3D spatial displacement function between the according reference landmark and a set of surrounding sample points, based on an infinite set of non-local randomized 3D Haar-like features. Landmark search is then conducted omni-directionally within 3D search spaces, where voxelwise forest predictions on landmark position contribute to a common voting map which reflects the overall position estimate. Segmentation experiments were conducted on a set of 45 CT volumes of the human liver, of which 40 images were randomly chosen for training and 5 for testing. Without parameter optimization, using a simple candidate selection and a single resolution approach, excellent results were achieved, while faster convergence and better concavity segmentation were observed, altogether underlining the potential of our approach in terms of increased robustness from distinct landmark detection and from better search coverage.

Multimode resource-constrained multiple project scheduling problem under fuzzy random environment and its application to a large scale hydropower construction project.

PubMed

Xu, Jiuping; Feng, Cuiying

2014-01-01

This paper presents an extension of the multimode resource-constrained project scheduling problem for a large scale construction project where multiple parallel projects and a fuzzy random environment are considered. By taking into account the most typical goals in project management, a cost/weighted makespan/quality trade-off optimization model is constructed. To deal with the uncertainties, a hybrid crisp approach is used to transform the fuzzy random parameters into fuzzy variables that are subsequently defuzzified using an expected value operator with an optimistic-pessimistic index. Then a combinatorial-priority-based hybrid particle swarm optimization algorithm is developed to solve the proposed model, where the combinatorial particle swarm optimization and priority-based particle swarm optimization are designed to assign modes to activities and to schedule activities, respectively. Finally, the results and analysis of a practical example at a large scale hydropower construction project are presented to demonstrate the practicality and efficiency of the proposed model and optimization method.

New distributed fusion filtering algorithm based on covariances over sensor networks with random packet dropouts

NASA Astrophysics Data System (ADS)

Caballero-Águila, R.; Hermoso-Carazo, A.; Linares-Pérez, J.

2017-07-01

This paper studies the distributed fusion estimation problem from multisensor measured outputs perturbed by correlated noises and uncertainties modelled by random parameter matrices. Each sensor transmits its outputs to a local processor over a packet-erasure channel and, consequently, random losses may occur during transmission. Different white sequences of Bernoulli variables are introduced to model the transmission losses. For the estimation, each lost output is replaced by its estimator based on the information received previously, and only the covariances of the processes involved are used, without requiring the signal evolution model. First, a recursive algorithm for the local least-squares filters is derived by using an innovation approach. Then, the cross-correlation matrices between any two local filters is obtained. Finally, the distributed fusion filter weighted by matrices is obtained from the local filters by applying the least-squares criterion. The performance of the estimators and the influence of both sensor uncertainties and transmission losses on the estimation accuracy are analysed in a numerical example.

Multimode Resource-Constrained Multiple Project Scheduling Problem under Fuzzy Random Environment and Its Application to a Large Scale Hydropower Construction Project

PubMed Central

Xu, Jiuping

2014-01-01

This paper presents an extension of the multimode resource-constrained project scheduling problem for a large scale construction project where multiple parallel projects and a fuzzy random environment are considered. By taking into account the most typical goals in project management, a cost/weighted makespan/quality trade-off optimization model is constructed. To deal with the uncertainties, a hybrid crisp approach is used to transform the fuzzy random parameters into fuzzy variables that are subsequently defuzzified using an expected value operator with an optimistic-pessimistic index. Then a combinatorial-priority-based hybrid particle swarm optimization algorithm is developed to solve the proposed model, where the combinatorial particle swarm optimization and priority-based particle swarm optimization are designed to assign modes to activities and to schedule activities, respectively. Finally, the results and analysis of a practical example at a large scale hydropower construction project are presented to demonstrate the practicality and efficiency of the proposed model and optimization method. PMID:24550708

Error analysis in inverse scatterometry. I. Modeling.

PubMed

Al-Assaad, Rayan M; Byrne, Dale M

2007-02-01

Scatterometry is an optical technique that has been studied and tested in recent years in semiconductor fabrication metrology for critical dimensions. Previous work presented an iterative linearized method to retrieve surface-relief profile parameters from reflectance measurements upon diffraction. With the iterative linear solution model in this work, rigorous models are developed to represent the random and deterministic or offset errors in scatterometric measurements. The propagation of different types of error from the measurement data to the profile parameter estimates is then presented. The improvement in solution accuracies is then demonstrated with theoretical and experimental data by adjusting for the offset errors. In a companion paper (in process) an improved optimization method is presented to account for unknown offset errors in the measurements based on the offset error model.

End-of-Discharge and End-of-Life Prediction in Lithium-Ion Batteries with Electrochemistry-Based Aging Models

NASA Technical Reports Server (NTRS)

Daigle, Matthew; Kulkarni, Chetan S.

2016-01-01

As batteries become increasingly prevalent in complex systems such as aircraft and electric cars, monitoring and predicting battery state of charge and state of health becomes critical. In order to accurately predict the remaining battery power to support system operations for informed operational decision-making, age-dependent changes in dynamics must be accounted for. Using an electrochemistry-based model, we investigate how key parameters of the battery change as aging occurs, and develop models to describe aging through these key parameters. Using these models, we demonstrate how we can (i) accurately predict end-of-discharge for aged batteries, and (ii) predict the end-of-life of a battery as a function of anticipated usage. The approach is validated through an experimental set of randomized discharge profiles.

The Statistical Power of the Cluster Randomized Block Design with Matched Pairs--A Simulation Study

ERIC Educational Resources Information Center

Dong, Nianbo; Lipsey, Mark

2010-01-01

This study uses simulation techniques to examine the statistical power of the group- randomized design and the matched-pair (MP) randomized block design under various parameter combinations. Both nearest neighbor matching and random matching are used for the MP design. The power of each design for any parameter combination was calculated from…

Operations research investigations of satellite power stations

NASA Technical Reports Server (NTRS)

Cole, J. W.; Ballard, J. L.

1976-01-01

A systems model reflecting the design concepts of Satellite Power Stations (SPS) was developed. The model is of sufficient scope to include the interrelationships of the following major design parameters: the transportation to and between orbits; assembly of the SPS; and maintenance of the SPS. The systems model is composed of a set of equations that are nonlinear with respect to the system parameters and decision variables. The model determines a figure of merit from which alternative concepts concerning transportation, assembly, and maintenance of satellite power stations are studied. A hybrid optimization model was developed to optimize the system's decision variables. The optimization model consists of a random search procedure and the optimal-steepest descent method. A FORTRAN computer program was developed to enable the user to optimize nonlinear functions using the model. Specifically, the computer program was used to optimize Satellite Power Station system components.

Numerical Error Estimation with UQ

NASA Astrophysics Data System (ADS)

Ackmann, Jan; Korn, Peter; Marotzke, Jochem

2014-05-01

Ocean models are still in need of means to quantify model errors, which are inevitably made when running numerical experiments. The total model error can formally be decomposed into two parts, the formulation error and the discretization error. The formulation error arises from the continuous formulation of the model not fully describing the studied physical process. The discretization error arises from having to solve a discretized model instead of the continuously formulated model. Our work on error estimation is concerned with the discretization error. Given a solution of a discretized model, our general problem statement is to find a way to quantify the uncertainties due to discretization in physical quantities of interest (diagnostics), which are frequently used in Geophysical Fluid Dynamics. The approach we use to tackle this problem is called the "Goal Error Ensemble method". The basic idea of the Goal Error Ensemble method is that errors in diagnostics can be translated into a weighted sum of local model errors, which makes it conceptually based on the Dual Weighted Residual method from Computational Fluid Dynamics. In contrast to the Dual Weighted Residual method these local model errors are not considered deterministically but interpreted as local model uncertainty and described stochastically by a random process. The parameters for the random process are tuned with high-resolution near-initial model information. However, the original Goal Error Ensemble method, introduced in [1], was successfully evaluated only in the case of inviscid flows without lateral boundaries in a shallow-water framework and is hence only of limited use in a numerical ocean model. Our work consists in extending the method to bounded, viscous flows in a shallow-water framework. As our numerical model, we use the ICON-Shallow-Water model. In viscous flows our high-resolution information is dependent on the viscosity parameter, making our uncertainty measures viscosity-dependent. We will show that we can choose a sensible parameter by using the Reynolds-number as a criteria. Another topic, we will discuss is the choice of the underlying distribution of the random process. This is especially of importance in the scope of lateral boundaries. We will present resulting error estimates for different height- and velocity-based diagnostics applied to the Munk gyre experiment. References [1] F. RAUSER: Error Estimation in Geophysical Fluid Dynamics through Learning; PhD Thesis, IMPRS-ESM, Hamburg, 2010 [2] F. RAUSER, J. MAROTZKE, P. KORN: Ensemble-type numerical uncertainty quantification from single model integrations; SIAM/ASA Journal on Uncertainty Quantification, submitted

Probabilistic inference of ecohydrological parameters using observations from point to satellite scales

NASA Astrophysics Data System (ADS)

Bassiouni, Maoya; Higgins, Chad W.; Still, Christopher J.; Good, Stephen P.

2018-06-01

Vegetation controls on soil moisture dynamics are challenging to measure and translate into scale- and site-specific ecohydrological parameters for simple soil water balance models. We hypothesize that empirical probability density functions (pdfs) of relative soil moisture or soil saturation encode sufficient information to determine these ecohydrological parameters. Further, these parameters can be estimated through inverse modeling of the analytical equation for soil saturation pdfs, derived from the commonly used stochastic soil water balance framework. We developed a generalizable Bayesian inference framework to estimate ecohydrological parameters consistent with empirical soil saturation pdfs derived from observations at point, footprint, and satellite scales. We applied the inference method to four sites with different land cover and climate assuming (i) an annual rainfall pattern and (ii) a wet season rainfall pattern with a dry season of negligible rainfall. The Nash-Sutcliffe efficiencies of the analytical model's fit to soil observations ranged from 0.89 to 0.99. The coefficient of variation of posterior parameter distributions ranged from < 1 to 15 %. The parameter identifiability was not significantly improved in the more complex seasonal model; however, small differences in parameter values indicate that the annual model may have absorbed dry season dynamics. Parameter estimates were most constrained for scales and locations at which soil water dynamics are more sensitive to the fitted ecohydrological parameters of interest. In these cases, model inversion converged more slowly but ultimately provided better goodness of fit and lower uncertainty. Results were robust using as few as 100 daily observations randomly sampled from the full records, demonstrating the advantage of analyzing soil saturation pdfs instead of time series to estimate ecohydrological parameters from sparse records. Our work combines modeling and empirical approaches in ecohydrology and provides a simple framework to obtain scale- and site-specific analytical descriptions of soil moisture dynamics consistent with soil moisture observations.

Force Limited Vibration Testing: Computation C2 for Real Load and Probabilistic Source

NASA Astrophysics Data System (ADS)

Wijker, J. J.; de Boer, A.; Ellenbroek, M. H. M.

2014-06-01

To prevent over-testing of the test-item during random vibration testing Scharton proposed and discussed the force limited random vibration testing (FLVT) in a number of publications, in which the factor C2 is besides the random vibration specification, the total mass and the turnover frequency of the load(test item), a very important parameter. A number of computational methods to estimate C2 are described in the literature, i.e. the simple and the complex two degrees of freedom system, STDFS and CTDFS, respectively. Both the STDFS and the CTDFS describe in a very reduced (simplified) manner the load and the source (adjacent structure to test item transferring the excitation forces, i.e. spacecraft supporting an instrument).The motivation of this work is to establish a method for the computation of a realistic value of C2 to perform a representative random vibration test based on force limitation, when the adjacent structure (source) description is more or less unknown. Marchand formulated a conservative estimation of C2 based on maximum modal effective mass and damping of the test item (load) , when no description of the supporting structure (source) is available [13].Marchand discussed the formal description of getting C 2 , using the maximum PSD of the acceleration and maximum PSD of the force, both at the interface between load and source, in combination with the apparent mass and total mass of the the load. This method is very convenient to compute the factor C 2 . However, finite element models are needed to compute the spectra of the PSD of both the acceleration and force at the interface between load and source.Stevens presented the coupled systems modal approach (CSMA), where simplified asparagus patch models (parallel-oscillator representation) of load and source are connected, consisting of modal effective masses and the spring stiffnesses associated with the natural frequencies. When the random acceleration vibration specification is given the CMSA method is suitable to compute the valueof the parameter C 2 .When no mathematical model of the source can be made available, estimations of the value C2 can be find in literature.In this paper a probabilistic mathematical representation of the unknown source is proposed, such that the asparagus patch model of the source can be approximated. The computation of the value C2 can be done in conjunction with the CMSA method, knowing the apparent mass of the load and the random acceleration specification at the interface between load and source, respectively.Strength & stiffness design rules for spacecraft, instrumentation, units, etc. will be practiced, as mentioned in ECSS Standards and Handbooks, Launch Vehicle User's manuals, papers, books , etc. A probabilistic description of the design parameters is foreseen.As an example a simple experiment has been worked out.

The model of drugs distribution dynamics in biological tissue

NASA Astrophysics Data System (ADS)

Ginevskij, D. A.; Izhevskij, P. V.; Sheino, I. N.

2017-09-01

The dose distribution by Neutron Capture Therapy follows the distribution of 10B in the tissue. The modern models of pharmacokinetics of drugs describe the processes occurring in conditioned "chambers" (blood-organ-tumor), but fail to describe the spatial distribution of the drug in the tumor and in normal tissue. The mathematical model of the spatial distribution dynamics of drugs in the tissue, depending on the concentration of the drug in the blood, was developed. The modeling method is the representation of the biological structure in the form of a randomly inhomogeneous medium in which the 10B distribution occurs. The parameters of the model, which cannot be determined rigorously in the experiment, are taken as the quantities subject to the laws of the unconnected random processes. The estimates of 10B distribution preparations in the tumor and healthy tissue, inside/outside the cells, are obtained.

Random Weighting, Strong Tracking, and Unscented Kalman Filter for Soft Tissue Characterization.

PubMed

Shin, Jaehyun; Zhong, Yongmin; Oetomo, Denny; Gu, Chengfan

2018-05-21

This paper presents a new nonlinear filtering method based on the Hunt-Crossley model for online nonlinear soft tissue characterization. This method overcomes the problem of performance degradation in the unscented Kalman filter due to contact model error. It adopts the concept of Mahalanobis distance to identify contact model error, and further incorporates a scaling factor in predicted state covariance to compensate identified model error. This scaling factor is determined according to the principle of innovation orthogonality to avoid the cumbersome computation of Jacobian matrix, where the random weighting concept is adopted to improve the estimation accuracy of innovation covariance. A master-slave robotic indentation system is developed to validate the performance of the proposed method. Simulation and experimental results as well as comparison analyses demonstrate that the efficacy of the proposed method for online characterization of soft tissue parameters in the presence of contact model error.

Bayesian inference for multivariate meta-analysis Box-Cox transformation models for individual patient data with applications to evaluation of cholesterol lowering drugs

PubMed Central

Kim, Sungduk; Chen, Ming-Hui; Ibrahim, Joseph G.; Shah, Arvind K.; Lin, Jianxin

2013-01-01

In this paper, we propose a class of Box-Cox transformation regression models with multidimensional random effects for analyzing multivariate responses for individual patient data (IPD) in meta-analysis. Our modeling formulation uses a multivariate normal response meta-analysis model with multivariate random effects, in which each response is allowed to have its own Box-Cox transformation. Prior distributions are specified for the Box-Cox transformation parameters as well as the regression coefficients in this complex model, and the Deviance Information Criterion (DIC) is used to select the best transformation model. Since the model is quite complex, a novel Monte Carlo Markov chain (MCMC) sampling scheme is developed to sample from the joint posterior of the parameters. This model is motivated by a very rich dataset comprising 26 clinical trials involving cholesterol lowering drugs where the goal is to jointly model the three dimensional response consisting of Low Density Lipoprotein Cholesterol (LDL-C), High Density Lipoprotein Cholesterol (HDL-C), and Triglycerides (TG) (LDL-C, HDL-C, TG). Since the joint distribution of (LDL-C, HDL-C, TG) is not multivariate normal and in fact quite skewed, a Box-Cox transformation is needed to achieve normality. In the clinical literature, these three variables are usually analyzed univariately: however, a multivariate approach would be more appropriate since these variables are correlated with each other. A detailed analysis of these data is carried out using the proposed methodology. PMID:23580436

Bayesian inference for multivariate meta-analysis Box-Cox transformation models for individual patient data with applications to evaluation of cholesterol-lowering drugs.

PubMed

Kim, Sungduk; Chen, Ming-Hui; Ibrahim, Joseph G; Shah, Arvind K; Lin, Jianxin

2013-10-15

In this paper, we propose a class of Box-Cox transformation regression models with multidimensional random effects for analyzing multivariate responses for individual patient data in meta-analysis. Our modeling formulation uses a multivariate normal response meta-analysis model with multivariate random effects, in which each response is allowed to have its own Box-Cox transformation. Prior distributions are specified for the Box-Cox transformation parameters as well as the regression coefficients in this complex model, and the deviance information criterion is used to select the best transformation model. Because the model is quite complex, we develop a novel Monte Carlo Markov chain sampling scheme to sample from the joint posterior of the parameters. This model is motivated by a very rich dataset comprising 26 clinical trials involving cholesterol-lowering drugs where the goal is to jointly model the three-dimensional response consisting of low density lipoprotein cholesterol (LDL-C), high density lipoprotein cholesterol (HDL-C), and triglycerides (TG) (LDL-C, HDL-C, TG). Because the joint distribution of (LDL-C, HDL-C, TG) is not multivariate normal and in fact quite skewed, a Box-Cox transformation is needed to achieve normality. In the clinical literature, these three variables are usually analyzed univariately; however, a multivariate approach would be more appropriate because these variables are correlated with each other. We carry out a detailed analysis of these data by using the proposed methodology. Copyright © 2013 John Wiley & Sons, Ltd.

Predicting acidification recovery at the Hubbard Brook Experimental Forest, New Hampshire: evaluation of four models.

PubMed

Tominaga, Koji; Aherne, Julian; Watmough, Shaun A; Alveteg, Mattias; Cosby, Bernard J; Driscoll, Charles T; Posch, Maximilian; Pourmokhtarian, Afshin

2010-12-01

The performance and prediction uncertainty (owing to parameter and structural uncertainties) of four dynamic watershed acidification models (MAGIC, PnET-BGC, SAFE, and VSD) were assessed by systematically applying them to data from the Hubbard Brook Experimental Forest (HBEF), New Hampshire, where long-term records of precipitation and stream chemistry were available. In order to facilitate systematic evaluation, Monte Carlo simulation was used to randomly generate common model input data sets (n = 10,000) from parameter distributions; input data were subsequently translated among models to retain consistency. The model simulations were objectively calibrated against observed data (streamwater: 1963-2004, soil: 1983). The ensemble of calibrated models was used to assess future response of soil and stream chemistry to reduced sulfur deposition at the HBEF. Although both hindcast (1850-1962) and forecast (2005-2100) predictions were qualitatively similar across the four models, the temporal pattern of key indicators of acidification recovery (stream acid neutralizing capacity and soil base saturation) differed substantially. The range in predictions resulted from differences in model structure and their associated posterior parameter distributions. These differences can be accommodated by employing multiple models (ensemble analysis) but have implications for individual model applications.

Using sobol sequences for planning computer experiments

NASA Astrophysics Data System (ADS)

Statnikov, I. N.; Firsov, G. I.

2017-12-01

Discusses the use for research of problems of multicriteria synthesis of dynamic systems method of Planning LP-search (PLP-search), which not only allows on the basis of the simulation model experiments to revise the parameter space within specified ranges of their change, but also through special randomized nature of the planning of these experiments is to apply a quantitative statistical evaluation of influence of change of varied parameters and their pairwise combinations to analyze properties of the dynamic system.Start your abstract here...

Multi-scale quantum point contact model for filamentary conduction in resistive random access memories devices

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

Lian, Xiaojuan, E-mail: xjlian2005@gmail.com; Cartoixà, Xavier; Miranda, Enrique

2014-06-28

We depart from first-principle simulations of electron transport along paths of oxygen vacancies in HfO{sub 2} to reformulate the Quantum Point Contact (QPC) model in terms of a bundle of such vacancy paths. By doing this, the number of model parameters is reduced and a much clearer link between the microscopic structure of the conductive filament (CF) and its electrical properties can be provided. The new multi-scale QPC model is applied to two different HfO{sub 2}-based devices operated in the unipolar and bipolar resistive switching (RS) modes. Extraction of the QPC model parameters from a statistically significant number of CFsmore » allows revealing significant structural differences in the CF of these two types of devices and RS modes.« less

Quasar microlensing models with constraints on the Quasar light curves

NASA Astrophysics Data System (ADS)

Tie, S. S.; Kochanek, C. S.

2018-01-01

Quasar microlensing analyses implicitly generate a model of the variability of the source quasar. The implied source variability may be unrealistic yet its likelihood is generally not evaluated. We used the damped random walk (DRW) model for quasar variability to evaluate the likelihood of the source variability and applied the revized algorithm to a microlensing analysis of the lensed quasar RX J1131-1231. We compared estimates of the size of the quasar disc and the average stellar mass of the lens galaxy with and without applying the DRW likelihoods for the source variability model and found no significant effect on the estimated physical parameters. The most likely explanation is that unreliastic source light-curve models are generally associated with poor microlensing fits that already make a negligible contribution to the probability distributions of the derived parameters.

An Approach to Addressing Selection Bias in Survival Analysis

PubMed Central

Carlin, Caroline S.; Solid, Craig A.

2014-01-01

This work proposes a frailty model that accounts for non-random treatment assignment in survival analysis. Using Monte Carlo simulation, we found that estimated treatment parameters from our proposed endogenous selection survival model (esSurv) closely parallel the consistent two-stage residual inclusion (2SRI) results, while offering computational and interpretive advantages. The esSurv method greatly enhances computational speed relative to 2SRI by eliminating the need for bootstrapped standard errors, and generally results in smaller standard errors than those estimated by 2SRI. In addition, esSurv explicitly estimates the correlation of unobservable factors contributing to both treatment assignment and the outcome of interest, providing an interpretive advantage over the residual parameter estimate in the 2SRI method. Comparisons with commonly used propensity score methods and with a model that does not account for non-random treatment assignment show clear bias in these methods that is not mitigated by increased sample size. We illustrate using actual dialysis patient data comparing mortality of patients with mature arteriovenous grafts for venous access to mortality of patients with grafts placed but not yet ready for use at the initiation of dialysis. We find strong evidence of endogeneity (with estimate of correlation in unobserved factors ρ̂ = 0.55), and estimate a mature-graft hazard ratio of 0.197 in our proposed method, with a similar 0.173 hazard ratio using 2SRI. The 0.630 hazard ratio from a frailty model without a correction for the non-random nature of treatment assignment illustrates the importance of accounting for endogeneity. PMID:24845211

Device-scale CFD modeling of gas-liquid multiphase flow and amine absorption for CO 2 capture: Original Research Article: Device-scale CFD modeling of gas-liquid multiphase flow and amine absorption for CO 2 capture

DOE PAGES

Pan, Wenxiao; Galvin, Janine; Huang, Wei Ling; ...

2018-03-25

In this paper we aim to develop a validated device-scale CFD model that can predict quantitatively both hydrodynamics and CO 2 capture efficiency for an amine-based solvent absorber column with random Pall ring packing. A Eulerian porous-media approach and a two-fluid model were employed, in which the momentum and mass transfer equations were closed by literature-based empirical closure models. We proposed a hierarchical approach for calibrating the parameters in the closure models to make them accurate for the packed column. Specifically, a parameter for momentum transfer in the closure was first calibrated based on data from a single experiment. Withmore » this calibrated parameter, a parameter in the closure for mass transfer was next calibrated under a single operating condition. Last, the closure of the wetting area was calibrated for each gas velocity at three different liquid flow rates. For each calibration, cross validations were pursued using the experimental data under operating conditions different from those used for calibrations. This hierarchical approach can be generally applied to develop validated device-scale CFD models for different absorption columns.« less

Analyzing chromatographic data using multilevel modeling.

PubMed

Wiczling, Paweł

2018-06-01

It is relatively easy to collect chromatographic measurements for a large number of analytes, especially with gradient chromatographic methods coupled with mass spectrometry detection. Such data often have a hierarchical or clustered structure. For example, analytes with similar hydrophobicity and dissociation constant tend to be more alike in their retention than a randomly chosen set of analytes. Multilevel models recognize the existence of such data structures by assigning a model for each parameter, with its parameters also estimated from data. In this work, a multilevel model is proposed to describe retention time data obtained from a series of wide linear organic modifier gradients of different gradient duration and different mobile phase pH for a large set of acids and bases. The multilevel model consists of (1) the same deterministic equation describing the relationship between retention time and analyte-specific and instrument-specific parameters, (2) covariance relationships relating various physicochemical properties of the analyte to chromatographically specific parameters through quantitative structure-retention relationship based equations, and (3) stochastic components of intra-analyte and interanalyte variability. The model was implemented in Stan, which provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods. Graphical abstract Relationships between log k and MeOH content for acidic, basic, and neutral compounds with different log P. CI credible interval, PSA polar surface area.

Compressed Sensing for Metrics Development

NASA Astrophysics Data System (ADS)

McGraw, R. L.; Giangrande, S. E.; Liu, Y.

2012-12-01

Models by their very nature tend to be sparse in the sense that they are designed, with a few optimally selected key parameters, to provide simple yet faithful representations of a complex observational dataset or computer simulation output. This paper seeks to apply methods from compressed sensing (CS), a new area of applied mathematics currently undergoing a very rapid development (see for example Candes et al., 2006), to FASTER needs for new approaches to model evaluation and metrics development. The CS approach will be illustrated for a time series generated using a few-parameter (i.e. sparse) model. A seemingly incomplete set of measurements, taken at a just few random sampling times, is then used to recover the hidden model parameters. Remarkably there is a sharp transition in the number of required measurements, beyond which both the model parameters and time series are recovered exactly. Applications to data compression, data sampling/collection strategies, and to the development of metrics for model evaluation by comparison with observation (e.g. evaluation of model predictions of cloud fraction using cloud radar observations) are presented and discussed in context of the CS approach. Cited reference: Candes, E. J., Romberg, J., and Tao, T. (2006), Robust uncertainty principles: Exact signal reconstruction from highly incomplete frequency information, IEEE Transactions on Information Theory, 52, 489-509.

Device-scale CFD modeling of gas-liquid multiphase flow and amine absorption for CO 2 capture: Original Research Article: Device-scale CFD modeling of gas-liquid multiphase flow and amine absorption for CO 2 capture

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

Pan, Wenxiao; Galvin, Janine; Huang, Wei Ling

In this paper we aim to develop a validated device-scale CFD model that can predict quantitatively both hydrodynamics and CO 2 capture efficiency for an amine-based solvent absorber column with random Pall ring packing. A Eulerian porous-media approach and a two-fluid model were employed, in which the momentum and mass transfer equations were closed by literature-based empirical closure models. We proposed a hierarchical approach for calibrating the parameters in the closure models to make them accurate for the packed column. Specifically, a parameter for momentum transfer in the closure was first calibrated based on data from a single experiment. Withmore » this calibrated parameter, a parameter in the closure for mass transfer was next calibrated under a single operating condition. Last, the closure of the wetting area was calibrated for each gas velocity at three different liquid flow rates. For each calibration, cross validations were pursued using the experimental data under operating conditions different from those used for calibrations. This hierarchical approach can be generally applied to develop validated device-scale CFD models for different absorption columns.« less

Free variable selection QSPR study to predict 19F chemical shifts of some fluorinated organic compounds using Random Forest and RBF-PLS methods

NASA Astrophysics Data System (ADS)

Goudarzi, Nasser

2016-04-01

In this work, two new and powerful chemometrics methods are applied for the modeling and prediction of the 19F chemical shift values of some fluorinated organic compounds. The radial basis function-partial least square (RBF-PLS) and random forest (RF) are employed to construct the models to predict the 19F chemical shifts. In this study, we didn't used from any variable selection method and RF method can be used as variable selection and modeling technique. Effects of the important parameters affecting the ability of the RF prediction power such as the number of trees (nt) and the number of randomly selected variables to split each node (m) were investigated. The root-mean-square errors of prediction (RMSEP) for the training set and the prediction set for the RBF-PLS and RF models were 44.70, 23.86, 29.77, and 23.69, respectively. Also, the correlation coefficients of the prediction set for the RBF-PLS and RF models were 0.8684 and 0.9313, respectively. The results obtained reveal that the RF model can be used as a powerful chemometrics tool for the quantitative structure-property relationship (QSPR) studies.

Efficient Numerical Methods for Nonlinear-Facilitated Transport and Exchange in a Blood-Tissue Exchange Unit

PubMed Central

Poulain, Christophe A.; Finlayson, Bruce A.; Bassingthwaighte, James B.

2010-01-01

The analysis of experimental data obtained by the multiple-indicator method requires complex mathematical models for which capillary blood-tissue exchange (BTEX) units are the building blocks. This study presents a new, nonlinear, two-region, axially distributed, single capillary, BTEX model. A facilitated transporter model is used to describe mass transfer between plasma and intracellular spaces. To provide fast and accurate solutions, numerical techniques suited to nonlinear convection-dominated problems are implemented. These techniques are the random choice method, an explicit Euler-Lagrange scheme, and the MacCormack method with and without flux correction. The accuracy of the numerical techniques is demonstrated, and their efficiencies are compared. The random choice, Euler-Lagrange and plain MacCormack method are the best numerical techniques for BTEX modeling. However, the random choice and Euler-Lagrange methods are preferred over the MacCormack method because they allow for the derivation of a heuristic criterion that makes the numerical methods stable without degrading their efficiency. Numerical solutions are also used to illustrate some nonlinear behaviors of the model and to show how the new BTEX model can be used to estimate parameters from experimental data. PMID:9146808

A family of small-world network models built by complete graph and iteration-function

NASA Astrophysics Data System (ADS)

Ma, Fei; Yao, Bing

2018-02-01

Small-world networks are popular in real-life complex systems. In the past few decades, researchers presented amounts of small-world models, in which some are stochastic and the rest are deterministic. In comparison with random models, it is not only convenient but also interesting to study the topological properties of deterministic models in some fields, such as graph theory, theorem computer sciences and so on. As another concerned darling in current researches, community structure (modular topology) is referred to as an useful statistical parameter to uncover the operating functions of network. So, building and studying such models with community structure and small-world character will be a demanded task. Hence, in this article, we build a family of sparse network space N(t) which is different from those previous deterministic models. Even though, our models are established in the same way as them, iterative generation. By randomly connecting manner in each time step, every resulting member in N(t) has no absolutely self-similar feature widely shared in a large number of previous models. This makes our insight not into discussing a class certain model, but into investigating a group various ones spanning a network space. Somewhat surprisingly, our results prove all members of N(t) to possess some similar characters: (a) sparsity, (b) exponential-scale feature P(k) ∼α-k, and (c) small-world property. Here, we must stress a very screming, but intriguing, phenomenon that the difference of average path length (APL) between any two members in N(t) is quite small, which indicates this random connecting way among members has no great effect on APL. At the end of this article, as a new topological parameter correlated to reliability, synchronization capability and diffusion properties of networks, the number of spanning trees on a representative member NB(t) of N(t) is studied in detail, then an exact analytical solution for its spanning trees entropy is also obtained.

Kernel-Based Approximate Dynamic Programming Using Bellman Residual Elimination

DTIC Science & Technology

2010-02-01

framework is the ability to utilize stochastic system models, thereby allowing the system to make sound decisions even if there is randomness in the system ...approximate policy when a system model is unavailable. We present theoretical analysis of all BRE algorithms proving convergence to the optimal policy in...policies based on MDPs is that there may be parameters of the system model that are poorly known and/or vary with time as the system operates. System

Application of stochastic processes in random growth and evolutionary dynamics

NASA Astrophysics Data System (ADS)

Oikonomou, Panagiotis

We study the effect of power-law distributed randomness on the dynamical behavior of processes such as stochastic growth patterns and evolution. First, we examine the geometrical properties of random shapes produced by a generalized stochastic Loewner Evolution driven by a superposition of a Brownian motion and a stable Levy process. The situation is defined by the usual stochastic Loewner Evolution parameter, kappa, as well as alpha which defines the power-law tail of the stable Levy distribution. We show that the properties of these patterns change qualitatively and singularly at critical values of kappa and alpha. It is reasonable to call such changes "phase transitions". These transitions occur as kappa passes through four and as alpha passes through one. Numerical simulations are used to explore the global scaling behavior of these patterns in each "phase". We show both analytically and numerically that the growth continues indefinitely in the vertical direction for alpha greater than 1, goes as logarithmically with time for alpha equals to 1, and saturates for alpha smaller than 1. The probability density has two different scales corresponding to directions along and perpendicular to the boundary. Scaling functions for the probability density are given for various limiting cases. Second, we study the effect of the architecture of biological networks on their evolutionary dynamics. In recent years, studies of the architecture of large networks have unveiled a common topology, called scale-free, in which a majority of the elements are poorly connected except for a small fraction of highly connected components. We ask how networks with distinct topologies can evolve towards a pre-established target phenotype through a process of random mutations and selection. We use networks of Boolean components as a framework to model a large class of phenotypes. Within this approach, we find that homogeneous random networks and scale-free networks exhibit drastically different evolutionary paths. While homogeneous random networks accumulate neutral mutations and evolve by sparse punctuated steps, scale-free networks evolve rapidly and continuously towards the target phenotype. Moreover, we show that scale-free networks always evolve faster than homogeneous random networks; remarkably, this property does not depend on the precise value of the topological parameter. By contrast, homogeneous random networks require a specific tuning of their topological parameter in order to optimize their fitness. This model suggests that the evolutionary paths of biological networks, punctuated or continuous, may solely be determined by the network topology.

Numerical investigation of compaction of deformable particles with bonded-particle model

NASA Astrophysics Data System (ADS)

Dosta, Maksym; Costa, Clara; Al-Qureshi, Hazim

2017-06-01

In this contribution, a novel approach developed for the microscale modelling of particles which undergo large deformations is presented. The proposed method is based on the bonded-particle model (BPM) and multi-stage strategy to adjust material and model parameters. By the BPM, modelled objects are represented as agglomerates which consist of smaller ideally spherical particles and are connected with cylindrical solid bonds. Each bond is considered as a separate object and in each time step the forces and moments acting in them are calculated. The developed approach has been applied to simulate the compaction of elastomeric rubber particles as single particles or in a random packing. To describe the complex mechanical behaviour of the particles, the solid bonds were modelled as ideally elastic beams. The functional parameters of solid bonds as well as material parameters of bonds and primary particles were estimated based on the experimental data for rubber spheres. Obtained results for acting force and for particle deformations during uniaxial compression are in good agreement with experimental data at higher strains.

Genetic evaluation of weekly body weight in Japanese quail using random regression models.

PubMed

Karami, K; Zerehdaran, S; Tahmoorespur, M; Barzanooni, B; Lotfi, E

2017-02-01

1. A total of 11 826 records from 2489 quails, hatched between 2012 and 2013, were used to estimate genetic parameters for BW (body weight) of Japanese quail using random regression models. Weekly BW was measured from hatch until 49 d of age. WOMBAT software (University of New England, Australia) was used for estimating genetic and phenotypic parameters. 2. Nineteen models were evaluated to identify the best orders of Legendre polynomials. A model with Legendre polynomial of order 3 for additive genetic effect, order 3 for permanent environmental effects and order 1 for maternal permanent environmental effects was chosen as the best model. 3. According to the best model, phenotypic and genetic variances were higher at the end of the rearing period. Although direct heritability for BW reduced from 0.18 at hatch to 0.12 at 7 d of age, it gradually increased to 0.42 at 49 d of age. It indicates that BW at older ages is more controlled by genetic components in Japanese quail. 4. Phenotypic and genetic correlations between adjacent periods except hatching weight were more closely correlated than remote periods. The present results suggested that BW at earlier ages, especially at hatch, are different traits compared to BW at older ages. Therefore, BW at earlier ages could not be used as a selection criterion for improving BW at slaughter age.

Unified underpinning of human mobility in the real world and cyberspace

NASA Astrophysics Data System (ADS)

Zhao, Yi-Ming; Zeng, An; Yan, Xiao-Yong; Wang, Wen-Xu; Lai, Ying-Cheng

2016-05-01

Human movements in the real world and in cyberspace affect not only dynamical processes such as epidemic spreading and information diffusion but also social and economical activities such as urban planning and personalized recommendation in online shopping. Despite recent efforts in characterizing and modeling human behaviors in both the real and cyber worlds, the fundamental dynamics underlying human mobility have not been well understood. We develop a minimal, memory-based random walk model in limited space for reproducing, with a single parameter, the key statistical behaviors characterizing human movements in both cases. The model is validated using relatively big data from mobile phone and online commerce, suggesting memory-based random walk dynamics as the unified underpinning for human mobility, regardless of whether it occurs in the real world or in cyberspace.

A reliability-based cost effective fail-safe design procedure

NASA Technical Reports Server (NTRS)

Hanagud, S.; Uppaluri, B.

1976-01-01

The authors have developed a methodology for cost-effective fatigue design of structures subject to random fatigue loading. A stochastic model for fatigue crack propagation under random loading has been discussed. Fracture mechanics is then used to estimate the parameters of the model and the residual strength of structures with cracks. The stochastic model and residual strength variations have been used to develop procedures for estimating the probability of failure and its changes with inspection frequency. This information on reliability is then used to construct an objective function in terms of either a total weight function or cost function. A procedure for selecting the design variables, subject to constraints, by optimizing the objective function has been illustrated by examples. In particular, optimum design of stiffened panel has been discussed.

Using Predictive Uncertainty Analysis to Assess Hydrologic Model Performance for a Watershed in Oregon

NASA Astrophysics Data System (ADS)

Brannan, K. M.; Somor, A.

2016-12-01

A variety of statistics are used to assess watershed model performance but these statistics do not directly answer the question: what is the uncertainty of my prediction. Understanding predictive uncertainty is important when using a watershed model to develop a Total Maximum Daily Load (TMDL). TMDLs are a key component of the US Clean Water Act and specify the amount of a pollutant that can enter a waterbody when the waterbody meets water quality criteria. TMDL developers use watershed models to estimate pollutant loads from nonpoint sources of pollution. We are developing a TMDL for bacteria impairments in a watershed in the Coastal Range of Oregon. We setup an HSPF model of the watershed and used the calibration software PEST to estimate HSPF hydrologic parameters and then perform predictive uncertainty analysis of stream flow. We used Monte-Carlo simulation to run the model with 1,000 different parameter sets and assess predictive uncertainty. In order to reduce the chance of specious parameter sets, we accounted for the relationships among parameter values by using mathematically-based regularization techniques and an estimate of the parameter covariance when generating random parameter sets. We used a novel approach to select flow data for predictive uncertainty analysis. We set aside flow data that occurred on days that bacteria samples were collected. We did not use these flows in the estimation of the model parameters. We calculated a percent uncertainty for each flow observation based 1,000 model runs. We also used several methods to visualize results with an emphasis on making the data accessible to both technical and general audiences. We will use the predictive uncertainty estimates in the next phase of our work, simulating bacteria fate and transport in the watershed.

A comparison of two experimental design approaches in applying conjoint analysis in patient-centered outcomes research: a randomized trial.

PubMed

Kinter, Elizabeth T; Prior, Thomas J; Carswell, Christopher I; Bridges, John F P

2012-01-01

While the application of conjoint analysis and discrete-choice experiments in health are now widely accepted, a healthy debate exists around competing approaches to experimental design. There remains, however, a paucity of experimental evidence comparing competing design approaches and their impact on the application of these methods in patient-centered outcomes research. Our objectives were to directly compare the choice-model parameters and predictions of an orthogonal and a D-efficient experimental design using a randomized trial (i.e., an experiment on experiments) within an application of conjoint analysis studying patient-centered outcomes among outpatients diagnosed with schizophrenia in Germany. Outpatients diagnosed with schizophrenia were surveyed and randomized to receive choice tasks developed using either an orthogonal or a D-efficient experimental design. The choice tasks elicited judgments from the respondents as to which of two patient profiles (varying across seven outcomes and process attributes) was preferable from their own perspective. The results from the two survey designs were analyzed using the multinomial logit model, and the resulting parameter estimates and their robust standard errors were compared across the two arms of the study (i.e., the orthogonal and D-efficient designs). The predictive performances of the two resulting models were also compared by computing their percentage of survey responses classified correctly, and the potential for variation in scale between the two designs of the experiments was tested statistically and explored graphically. The results of the two models were statistically identical. No difference was found using an overall chi-squared test of equality for the seven parameters (p = 0.69) or via uncorrected pairwise comparisons of the parameter estimates (p-values ranged from 0.30 to 0.98). The D-efficient design resulted in directionally smaller standard errors for six of the seven parameters, of which only two were statistically significant, and no differences were found in the observed D-efficiencies of their standard errors (p = 0.62). The D-efficient design resulted in poorer predictive performance, but this was not significant (p = 0.73); there was some evidence that the parameters of the D-efficient design were biased marginally towards the null. While no statistical difference in scale was detected between the two designs (p = 0.74), the D-efficient design had a higher relative scale (1.06). This could be observed when the parameters were explored graphically, as the D-efficient parameters were lower. Our results indicate that orthogonal and D-efficient experimental designs have produced results that are statistically equivalent. This said, we have identified several qualitative findings that speak to the potential differences in these results that may have been statistically identified in a larger sample. While more comparative studies focused on the statistical efficiency of competing design strategies are needed, a more pressing research problem is to document the impact the experimental design has on respondent efficiency.

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

Study on Multi-stage Logistics System Design Problem with Inventory Considering Demand Change by Hybrid Genetic Algorithm

NASA Astrophysics Data System (ADS)

Inoue, Hisaki; Gen, Mitsuo

The logistics model used in this study is 3-stage model employed by an automobile company, which aims to solve traffic problems at a total minimum cost. Recently, research on the metaheuristics method has advanced as an approximate means for solving optimization problems like this model. These problems can be solved using various methods such as the genetic algorithm (GA), simulated annealing, and tabu search. GA is superior in robustness and adjustability toward a change in the structure of these problems. However, GA has a disadvantage in that it has a slightly inefficient search performance because it carries out a multi-point search. A hybrid GA that combines another method is attracting considerable attention since it can compensate for a fault to a partial solution that early convergence gives a bad influence on a result. In this study, we propose a novel hybrid random key-based GA(h-rkGA) that combines local search and parameter tuning of crossover rate and mutation rate; h-rkGA is an improved version of the random key-based GA (rk-GA). We attempted comparative experiments with spanning tree-based GA, priority based GA and random key-based GA. Further, we attempted comparative experiments with “h-GA by only local search” and “h-GA by only parameter tuning”. We reported the effectiveness of the proposed method on the basis of the results of these experiments.

Hybrid intelligent methodology to design translation invariant morphological operators for Brazilian stock market prediction.

PubMed

Araújo, Ricardo de A

2010-12-01

This paper presents a hybrid intelligent methodology to design increasing translation invariant morphological operators applied to Brazilian stock market prediction (overcoming the random walk dilemma). The proposed Translation Invariant Morphological Robust Automatic phase-Adjustment (TIMRAA) method consists of a hybrid intelligent model composed of a Modular Morphological Neural Network (MMNN) with a Quantum-Inspired Evolutionary Algorithm (QIEA), which searches for the best time lags to reconstruct the phase space of the time series generator phenomenon and determines the initial (sub-optimal) parameters of the MMNN. Each individual of the QIEA population is further trained by the Back Propagation (BP) algorithm to improve the MMNN parameters supplied by the QIEA. Also, for each prediction model generated, it uses a behavioral statistical test and a phase fix procedure to adjust time phase distortions observed in stock market time series. Furthermore, an experimental analysis is conducted with the proposed method through four Brazilian stock market time series, and the achieved results are discussed and compared to results found with random walk models and the previously introduced Time-delay Added Evolutionary Forecasting (TAEF) and Morphological-Rank-Linear Time-lag Added Evolutionary Forecasting (MRLTAEF) methods. Copyright © 2010 Elsevier Ltd. All rights reserved.

Quenched bond randomness: Superfluidity in porous media and the strong violation of universality

NASA Astrophysics Data System (ADS)

Falicov, Alexis; Berker, A. Nihat

1997-04-01

The effects of quenched bond randomness are most readily studied with superfluidity immersed in a porous medium. A lattice model for3He-4He mixtures and incomplete4He fillings in aerogel yields the signature effect of bond randomness, namely the conversion of symmetry-breaking first-order phase transitions into second-order phase transitions, the λ-line reaching zero temperature, and the elimination of non-symmetry-breaking first-order phase transitions. The model recognizes the importance of the connected nature of aerogel randomness and thereby yields superfluidity at very low4He concentrations, a phase separation entirely within the superfluid phase, and the order-parameter contrast between mixtures and incomplete fillings, all in agreement with experiments. The special properties of the helium mixture/aerogel system are distinctly linked to the aerogel properties of connectivity, randomness, and tenuousness, via the additional study of a regularized “jungle-gym” aerogel. Renormalization-group calculations indicate that a strong violation of the empirical universality principle of critical phenomena occurs under quenched bond randomness. It is argued that helium/aerogel critical properties reflect this violation and further experiments are suggested. Renormalization-group analysis also shows that, adjoiningly to the strong universality violation (which hinges on the occurrence or non-occurrence of asymptotic strong coupling—strong randomness under rescaling), there is a new “hyperuniversality” at phase transitions with asymptotic strong coupling—strong randomness behavior, for example assigning the same critical exponents to random- bond tricriticality and random- field criticality.

Detonation initiation in a model of explosive: Comparative atomistic and hydrodynamics simulations

NASA Astrophysics Data System (ADS)

Murzov, S. A.; Sergeev, O. V.; Dyachkov, S. A.; Egorova, M. S.; Parshikov, A. N.; Zhakhovsky, V. V.

2016-11-01

Here we extend consistent simulations to reactive materials by the example of AB model explosive. The kinetic model of chemical reactions observed in a molecular dynamics (MD) simulation of self-sustained detonation wave can be used in hydrodynamic simulation of detonation initiation. Kinetic coefficients are obtained by minimization of difference between profiles of species calculated from the kinetic model and observed in MD simulations of isochoric thermal decomposition with a help of downhill simplex method combined with random walk in multidimensional space of fitting kinetic model parameters.

Nonpoint Source Solute Transport Normal to Aquifer Bedding in Heterogeneous, Markov Chain Random Fields

NASA Astrophysics Data System (ADS)

Zhang, H.; Harter, T.; Sivakumar, B.

2005-12-01

Facies-based geostatistical models have become important tools for the stochastic analysis of flow and transport processes in heterogeneous aquifers. However, little is known about the dependency of these processes on the parameters of facies- based geostatistical models. This study examines the nonpoint source solute transport normal to the major bedding plane in the presence of interconnected high conductivity (coarse- textured) facies in the aquifer medium and the dependence of the transport behavior upon the parameters of the constitutive facies model. A facies-based Markov chain geostatistical model is used to quantify the spatial variability of the aquifer system hydrostratigraphy. It is integrated with a groundwater flow model and a random walk particle transport model to estimate the solute travel time probability distribution functions (pdfs) for solute flux from the water table to the bottom boundary (production horizon) of the aquifer. The cases examined include, two-, three-, and four-facies models with horizontal to vertical facies mean length anisotropy ratios, ek, from 25:1 to 300:1, and with a wide range of facies volume proportions (e.g, from 5% to 95% coarse textured facies). Predictions of travel time pdfs are found to be significantly affected by the number of hydrostratigraphic facies identified in the aquifer, the proportions of coarse-textured sediments, the mean length of the facies (particularly the ratio of length to thickness of coarse materials), and - to a lesser degree - the juxtapositional preference among the hydrostratigraphic facies. In transport normal to the sedimentary bedding plane, travel time pdfs are not log- normally distributed as is often assumed. Also, macrodispersive behavior (variance of the travel time pdf) was found to not be a unique function of the conductivity variance. The skewness of the travel time pdf varied from negatively skewed to strongly positively skewed within the parameter range examined. We also show that the Markov chain approach may give significantly different travel time pdfs when compared to the more commonly used Gaussian random field approach even though the first and second order moments in the geostatistical distribution of the lnK field are identical. The choice of the appropriate geostatistical model is therefore critical in the assessment of nonpoint source transport.

Nonpoint source solute transport normal to aquifer bedding in heterogeneous, Markov chain random fields

NASA Astrophysics Data System (ADS)

Zhang, Hua; Harter, Thomas; Sivakumar, Bellie

2006-06-01

Facies-based geostatistical models have become important tools for analyzing flow and mass transport processes in heterogeneous aquifers. Yet little is known about the relationship between these latter processes and the parameters of facies-based geostatistical models. In this study, we examine the transport of a nonpoint source solute normal (perpendicular) to the major bedding plane of an alluvial aquifer medium that contains multiple geologic facies, including interconnected, high-conductivity (coarse textured) facies. We also evaluate the dependence of the transport behavior on the parameters of the constitutive facies model. A facies-based Markov chain geostatistical model is used to quantify the spatial variability of the aquifer system's hydrostratigraphy. It is integrated with a groundwater flow model and a random walk particle transport model to estimate the solute traveltime probability density function (pdf) for solute flux from the water table to the bottom boundary (the production horizon) of the aquifer. The cases examined include two-, three-, and four-facies models, with mean length anisotropy ratios for horizontal to vertical facies, ek, from 25:1 to 300:1 and with a wide range of facies volume proportions (e.g., from 5 to 95% coarse-textured facies). Predictions of traveltime pdfs are found to be significantly affected by the number of hydrostratigraphic facies identified in the aquifer. Those predictions of traveltime pdfs also are affected by the proportions of coarse-textured sediments, the mean length of the facies (particularly the ratio of length to thickness of coarse materials), and, to a lesser degree, the juxtapositional preference among the hydrostratigraphic facies. In transport normal to the sedimentary bedding plane, traveltime is not lognormally distributed as is often assumed. Also, macrodispersive behavior (variance of the traveltime) is found not to be a unique function of the conductivity variance. For the parameter range examined, the third moment of the traveltime pdf varies from negatively skewed to strongly positively skewed. We also show that the Markov chain approach may give significantly different traveltime distributions when compared to the more commonly used Gaussian random field approach, even when the first- and second-order moments in the geostatistical distribution of the lnK field are identical. The choice of the appropriate geostatistical model is therefore critical in the assessment of nonpoint source transport, and uncertainty about that choice must be considered in evaluating the results.