An novel frequent probability pattern mining algorithm based on circuit simulation method in uncertain biological networks

PubMed Central

2014-01-01

Background Motif mining has always been a hot research topic in bioinformatics. Most of current research on biological networks focuses on exact motif mining. However, due to the inevitable experimental error and noisy data, biological network data represented as the probability model could better reflect the authenticity and biological significance, therefore, it is more biological meaningful to discover probability motif in uncertain biological networks. One of the key steps in probability motif mining is frequent pattern discovery which is usually based on the possible world model having a relatively high computational complexity. Methods In this paper, we present a novel method for detecting frequent probability patterns based on circuit simulation in the uncertain biological networks. First, the partition based efficient search is applied to the non-tree like subgraph mining where the probability of occurrence in random networks is small. Then, an algorithm of probability isomorphic based on circuit simulation is proposed. The probability isomorphic combines the analysis of circuit topology structure with related physical properties of voltage in order to evaluate the probability isomorphism between probability subgraphs. The circuit simulation based probability isomorphic can avoid using traditional possible world model. Finally, based on the algorithm of probability subgraph isomorphism, two-step hierarchical clustering method is used to cluster subgraphs, and discover frequent probability patterns from the clusters. Results The experiment results on data sets of the Protein-Protein Interaction (PPI) networks and the transcriptional regulatory networks of E. coli and S. cerevisiae show that the proposed method can efficiently discover the frequent probability subgraphs. The discovered subgraphs in our study contain all probability motifs reported in the experiments published in other related papers. Conclusions The algorithm of probability graph isomorphism evaluation based on circuit simulation method excludes most of subgraphs which are not probability isomorphism and reduces the search space of the probability isomorphism subgraphs using the mismatch values in the node voltage set. It is an innovative way to find the frequent probability patterns, which can be efficiently applied to probability motif discovery problems in the further studies. PMID:25350277

An novel frequent probability pattern mining algorithm based on circuit simulation method in uncertain biological networks.

PubMed

He, Jieyue; Wang, Chunyan; Qiu, Kunpu; Zhong, Wei

2014-01-01

Motif mining has always been a hot research topic in bioinformatics. Most of current research on biological networks focuses on exact motif mining. However, due to the inevitable experimental error and noisy data, biological network data represented as the probability model could better reflect the authenticity and biological significance, therefore, it is more biological meaningful to discover probability motif in uncertain biological networks. One of the key steps in probability motif mining is frequent pattern discovery which is usually based on the possible world model having a relatively high computational complexity. In this paper, we present a novel method for detecting frequent probability patterns based on circuit simulation in the uncertain biological networks. First, the partition based efficient search is applied to the non-tree like subgraph mining where the probability of occurrence in random networks is small. Then, an algorithm of probability isomorphic based on circuit simulation is proposed. The probability isomorphic combines the analysis of circuit topology structure with related physical properties of voltage in order to evaluate the probability isomorphism between probability subgraphs. The circuit simulation based probability isomorphic can avoid using traditional possible world model. Finally, based on the algorithm of probability subgraph isomorphism, two-step hierarchical clustering method is used to cluster subgraphs, and discover frequent probability patterns from the clusters. The experiment results on data sets of the Protein-Protein Interaction (PPI) networks and the transcriptional regulatory networks of E. coli and S. cerevisiae show that the proposed method can efficiently discover the frequent probability subgraphs. The discovered subgraphs in our study contain all probability motifs reported in the experiments published in other related papers. The algorithm of probability graph isomorphism evaluation based on circuit simulation method excludes most of subgraphs which are not probability isomorphism and reduces the search space of the probability isomorphism subgraphs using the mismatch values in the node voltage set. It is an innovative way to find the frequent probability patterns, which can be efficiently applied to probability motif discovery problems in the further studies.

Optimizing Probability of Detection Point Estimate Demonstration

NASA Technical Reports Server (NTRS)

Koshti, Ajay M.

2017-01-01

Probability of detection (POD) analysis is used in assessing reliably detectable flaw size in nondestructive evaluation (NDE). MIL-HDBK-18231and associated mh18232POD software gives most common methods of POD analysis. Real flaws such as cracks and crack-like flaws are desired to be detected using these NDE methods. A reliably detectable crack size is required for safe life analysis of fracture critical parts. The paper provides discussion on optimizing probability of detection (POD) demonstration experiments using Point Estimate Method. POD Point estimate method is used by NASA for qualifying special NDE procedures. The point estimate method uses binomial distribution for probability density. Normally, a set of 29 flaws of same size within some tolerance are used in the demonstration. The optimization is performed to provide acceptable value for probability of passing demonstration (PPD) and achieving acceptable value for probability of false (POF) calls while keeping the flaw sizes in the set as small as possible.

Why does Japan use the probability method to set design flood?

NASA Astrophysics Data System (ADS)

Nakamura, S.; Oki, T.

2015-12-01

Design flood is hypothetical flood to make flood prevention plan. In Japan, a probability method based on precipitation data is used to define the scale of design flood: Tone River, the biggest river in Japan, is 1 in 200 years, Shinano River is 1 in 150 years, and so on. It is one of important socio-hydrological issue how to set reasonable and acceptable design flood in a changing world. The method to set design flood vary among countries. Although the probability method is also used in Netherland, but the base data is water level or discharge data and the probability is 1 in 1250 years (in fresh water section). On the other side, USA and China apply the maximum flood method which set the design flood based on the historical or probable maximum flood. This cases can leads a question: "what is the reason why the method vary among countries?" or "why does Japan use the probability method?" The purpose of this study is to clarify the historical process which the probability method was developed in Japan based on the literature. In the late 19the century, the concept of "discharge" and modern river engineering were imported by Dutch engineers, and modern flood prevention plans were developed in Japan. In these plans, the design floods were set based on the historical maximum method. Although the historical maximum method had been used until World War 2, however, the method was changed to the probability method after the war because of limitations of historical maximum method under the specific socio-economic situations: (1) the budget limitation due to the war and the GHQ occupation, (2) the historical floods: Makurazaki typhoon in 1945, Kathleen typhoon in 1947, Ione typhoon in 1948, and so on, attacked Japan and broke the record of historical maximum discharge in main rivers and the flood disasters made the flood prevention projects difficult to complete. Then, Japanese hydrologists imported the hydrological probability statistics from the West to take account of socio-economic situation in design flood, and they applied to Japanese rivers in 1958. The probability method was applied Japan to adapt the specific socio-economic and natural situation during the confusion after the war.

A discussion on the origin of quantum probabilities

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

Holik, Federico, E-mail: olentiev2@gmail.com; Departamento de Matemática - Ciclo Básico Común, Universidad de Buenos Aires - Pabellón III, Ciudad Universitaria, Buenos Aires; Sáenz, Manuel

We study the origin of quantum probabilities as arising from non-Boolean propositional-operational structures. We apply the method developed by Cox to non distributive lattices and develop an alternative formulation of non-Kolmogorovian probability measures for quantum mechanics. By generalizing the method presented in previous works, we outline a general framework for the deduction of probabilities in general propositional structures represented by lattices (including the non-distributive case). -- Highlights: •Several recent works use a derivation similar to that of R.T. Cox to obtain quantum probabilities. •We apply Cox’s method to the lattice of subspaces of the Hilbert space. •We obtain a derivationmore » of quantum probabilities which includes mixed states. •The method presented in this work is susceptible to generalization. •It includes quantum mechanics and classical mechanics as particular cases.« less

Calibrating random forests for probability estimation.

PubMed

Dankowski, Theresa; Ziegler, Andreas

2016-09-30

Probabilities can be consistently estimated using random forests. It is, however, unclear how random forests should be updated to make predictions for other centers or at different time points. In this work, we present two approaches for updating random forests for probability estimation. The first method has been proposed by Elkan and may be used for updating any machine learning approach yielding consistent probabilities, so-called probability machines. The second approach is a new strategy specifically developed for random forests. Using the terminal nodes, which represent conditional probabilities, the random forest is first translated to logistic regression models. These are, in turn, used for re-calibration. The two updating strategies were compared in a simulation study and are illustrated with data from the German Stroke Study Collaboration. In most simulation scenarios, both methods led to similar improvements. In the simulation scenario in which the stricter assumptions of Elkan's method were not met, the logistic regression-based re-calibration approach for random forests outperformed Elkan's method. It also performed better on the stroke data than Elkan's method. The strength of Elkan's method is its general applicability to any probability machine. However, if the strict assumptions underlying this approach are not met, the logistic regression-based approach is preferable for updating random forests for probability estimation. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

Specifying the Probability Characteristics of Funnel Plot Control Limits: An Investigation of Three Approaches

PubMed Central

Manktelow, Bradley N.; Seaton, Sarah E.

2012-01-01

Background Emphasis is increasingly being placed on the monitoring and comparison of clinical outcomes between healthcare providers. Funnel plots have become a standard graphical methodology to identify outliers and comprise plotting an outcome summary statistic from each provider against a specified ‘target’ together with upper and lower control limits. With discrete probability distributions it is not possible to specify the exact probability that an observation from an ‘in-control’ provider will fall outside the control limits. However, general probability characteristics can be set and specified using interpolation methods. Guidelines recommend that providers falling outside such control limits should be investigated, potentially with significant consequences, so it is important that the properties of the limits are understood. Methods Control limits for funnel plots for the Standardised Mortality Ratio (SMR) based on the Poisson distribution were calculated using three proposed interpolation methods and the probability calculated of an ‘in-control’ provider falling outside of the limits. Examples using published data were shown to demonstrate the potential differences in the identification of outliers. Results The first interpolation method ensured that the probability of an observation of an ‘in control’ provider falling outside either limit was always less than a specified nominal probability (p). The second method resulted in such an observation falling outside either limit with a probability that could be either greater or less than p, depending on the expected number of events. The third method led to a probability that was always greater than, or equal to, p. Conclusion The use of different interpolation methods can lead to differences in the identification of outliers. This is particularly important when the expected number of events is small. We recommend that users of these methods be aware of the differences, and specify which interpolation method is to be used prior to any analysis. PMID:23029202

Advanced reliability methods for structural evaluation

NASA Technical Reports Server (NTRS)

Wirsching, P. H.; Wu, Y.-T.

1985-01-01

Fast probability integration (FPI) methods, which can yield approximate solutions to such general structural reliability problems as the computation of the probabilities of complicated functions of random variables, are known to require one-tenth the computer time of Monte Carlo methods for a probability level of 0.001; lower probabilities yield even more dramatic differences. A strategy is presented in which a computer routine is run k times with selected perturbed values of the variables to obtain k solutions for a response variable Y. An approximating polynomial is fit to the k 'data' sets, and FPI methods are employed for this explicit form.

Probability Elicitation Under Severe Time Pressure: A Rank-Based Method.

PubMed

Jaspersen, Johannes G; Montibeller, Gilberto

2015-07-01

Probability elicitation protocols are used to assess and incorporate subjective probabilities in risk and decision analysis. While most of these protocols use methods that have focused on the precision of the elicited probabilities, the speed of the elicitation process has often been neglected. However, speed is also important, particularly when experts need to examine a large number of events on a recurrent basis. Furthermore, most existing elicitation methods are numerical in nature, but there are various reasons why an expert would refuse to give such precise ratio-scale estimates, even if highly numerate. This may occur, for instance, when there is lack of sufficient hard evidence, when assessing very uncertain events (such as emergent threats), or when dealing with politicized topics (such as terrorism or disease outbreaks). In this article, we adopt an ordinal ranking approach from multicriteria decision analysis to provide a fast and nonnumerical probability elicitation process. Probabilities are subsequently approximated from the ranking by an algorithm based on the principle of maximum entropy, a rule compatible with the ordinal information provided by the expert. The method can elicit probabilities for a wide range of different event types, including new ways of eliciting probabilities for stochastically independent events and low-probability events. We use a Monte Carlo simulation to test the accuracy of the approximated probabilities and try the method in practice, applying it to a real-world risk analysis recently conducted for DEFRA (the U.K. Department for the Environment, Farming and Rural Affairs): the prioritization of animal health threats. © 2015 Society for Risk Analysis.

Probability Quantization for Multiplication-Free Binary Arithmetic Coding

NASA Technical Reports Server (NTRS)

Cheung, K. -M.

1995-01-01

A method has been developed to improve on Witten's binary arithmetic coding procedure of tracking a high value and a low value. The new method approximates the probability of the less probable symbol, which improves the worst-case coding efficiency.

Probability techniques for reliability analysis of composite materials

NASA Technical Reports Server (NTRS)

Wetherhold, Robert C.; Ucci, Anthony M.

1994-01-01

Traditional design approaches for composite materials have employed deterministic criteria for failure analysis. New approaches are required to predict the reliability of composite structures since strengths and stresses may be random variables. This report will examine and compare methods used to evaluate the reliability of composite laminae. The two types of methods that will be evaluated are fast probability integration (FPI) methods and Monte Carlo methods. In these methods, reliability is formulated as the probability that an explicit function of random variables is less than a given constant. Using failure criteria developed for composite materials, a function of design variables can be generated which defines a 'failure surface' in probability space. A number of methods are available to evaluate the integration over the probability space bounded by this surface; this integration delivers the required reliability. The methods which will be evaluated are: the first order, second moment FPI methods; second order, second moment FPI methods; the simple Monte Carlo; and an advanced Monte Carlo technique which utilizes importance sampling. The methods are compared for accuracy, efficiency, and for the conservativism of the reliability estimation. The methodology involved in determining the sensitivity of the reliability estimate to the design variables (strength distributions) and importance factors is also presented.

Intervals for posttest probabilities: a comparison of 5 methods.

PubMed

Mossman, D; Berger, J O

2001-01-01

Several medical articles discuss methods of constructing confidence intervals for single proportions and the likelihood ratio, but scant attention has been given to the systematic study of intervals for the posterior odds, or the positive predictive value, of a test. The authors describe 5 methods of constructing confidence intervals for posttest probabilities when estimates of sensitivity, specificity, and the pretest probability of a disorder are derived from empirical data. They then evaluate each method to determine how well the intervals' coverage properties correspond to their nominal value. When the estimates of pretest probabilities, sensitivity, and specificity are derived from more than 80 subjects and are not close to 0 or 1, all methods generate intervals with appropriate coverage properties. When these conditions are not met, however, the best-performing method is an objective Bayesian approach implemented by a simple simulation using a spreadsheet. Physicians and investigators can generate accurate confidence intervals for posttest probabilities in small-sample situations using the objective Bayesian approach.

Probability estimation with machine learning methods for dichotomous and multicategory outcome: theory.

PubMed

Kruppa, Jochen; Liu, Yufeng; Biau, Gérard; Kohler, Michael; König, Inke R; Malley, James D; Ziegler, Andreas

2014-07-01

Probability estimation for binary and multicategory outcome using logistic and multinomial logistic regression has a long-standing tradition in biostatistics. However, biases may occur if the model is misspecified. In contrast, outcome probabilities for individuals can be estimated consistently with machine learning approaches, including k-nearest neighbors (k-NN), bagged nearest neighbors (b-NN), random forests (RF), and support vector machines (SVM). Because machine learning methods are rarely used by applied biostatisticians, the primary goal of this paper is to explain the concept of probability estimation with these methods and to summarize recent theoretical findings. Probability estimation in k-NN, b-NN, and RF can be embedded into the class of nonparametric regression learning machines; therefore, we start with the construction of nonparametric regression estimates and review results on consistency and rates of convergence. In SVMs, outcome probabilities for individuals are estimated consistently by repeatedly solving classification problems. For SVMs we review classification problem and then dichotomous probability estimation. Next we extend the algorithms for estimating probabilities using k-NN, b-NN, and RF to multicategory outcomes and discuss approaches for the multicategory probability estimation problem using SVM. In simulation studies for dichotomous and multicategory dependent variables we demonstrate the general validity of the machine learning methods and compare it with logistic regression. However, each method fails in at least one simulation scenario. We conclude with a discussion of the failures and give recommendations for selecting and tuning the methods. Applications to real data and example code are provided in a companion article (doi:10.1002/bimj.201300077). © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Method of self-consistent evaluation of absolute emission probabilities of particles and gamma rays

NASA Astrophysics Data System (ADS)

Badikov, Sergei; Chechev, Valery

2017-09-01

In assumption of well installed decay scheme the method provides a) exact balance relationships, b) lower (compared to the traditional techniques) uncertainties of recommended absolute emission probabilities of particles and gamma rays, c) evaluation of correlations between the recommended emission probabilities (for the same and different decay modes). Application of the method for the decay data evaluation for even curium isotopes led to paradoxical results. The multidimensional confidence regions for the probabilities of the most intensive alpha transitions constructed on the basis of present and the ENDF/B-VII.1, JEFF-3.1, DDEP evaluations are inconsistent whereas the confidence intervals for the evaluated probabilities of single transitions agree with each other.

A probability space for quantum models

NASA Astrophysics Data System (ADS)

Lemmens, L. F.

2017-06-01

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

Sequential Probability Ratio Test for Collision Avoidance Maneuver Decisions

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell; Markley, F. Landis

2010-01-01

When facing a conjunction between space objects, decision makers must chose whether to maneuver for collision avoidance or not. We apply a well-known decision procedure, the sequential probability ratio test, to this problem. We propose two approaches to the problem solution, one based on a frequentist method, and the other on a Bayesian method. The frequentist method does not require any prior knowledge concerning the conjunction, while the Bayesian method assumes knowledge of prior probability densities. Our results show that both methods achieve desired missed detection rates, but the frequentist method's false alarm performance is inferior to the Bayesian method's

Transition probabilities for general birth-death processes with applications in ecology, genetics, and evolution

PubMed Central

Crawford, Forrest W.; Suchard, Marc A.

2011-01-01

A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with n current particles, a new particle is born with instantaneous rate λn and a particle dies with instantaneous rate μn. Currently no robust and efficient method exists to evaluate the finite-time transition probabilities in a general birth-death process with arbitrary birth and death rates. In this paper, we first revisit the theory of continued fractions to obtain expressions for the Laplace transforms of these transition probabilities and make explicit an important derivation connecting transition probabilities and continued fractions. We then develop an efficient algorithm for computing these probabilities that analyzes the error associated with approximations in the method. We demonstrate that this error-controlled method agrees with known solutions and outperforms previous approaches to computing these probabilities. Finally, we apply our novel method to several important problems in ecology, evolution, and genetics. PMID:21984359

Multiclass Posterior Probability Twin SVM for Motor Imagery EEG Classification.

PubMed

She, Qingshan; Ma, Yuliang; Meng, Ming; Luo, Zhizeng

2015-01-01

Motor imagery electroencephalography is widely used in the brain-computer interface systems. Due to inherent characteristics of electroencephalography signals, accurate and real-time multiclass classification is always challenging. In order to solve this problem, a multiclass posterior probability solution for twin SVM is proposed by the ranking continuous output and pairwise coupling in this paper. First, two-class posterior probability model is constructed to approximate the posterior probability by the ranking continuous output techniques and Platt's estimating method. Secondly, a solution of multiclass probabilistic outputs for twin SVM is provided by combining every pair of class probabilities according to the method of pairwise coupling. Finally, the proposed method is compared with multiclass SVM and twin SVM via voting, and multiclass posterior probability SVM using different coupling approaches. The efficacy on the classification accuracy and time complexity of the proposed method has been demonstrated by both the UCI benchmark datasets and real world EEG data from BCI Competition IV Dataset 2a, respectively.

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

NASA Astrophysics Data System (ADS)

Zhang, Jiaxin; Shields, Michael D.

2018-01-01

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

Predictive probability methods for interim monitoring in clinical trials with longitudinal outcomes.

PubMed

Zhou, Ming; Tang, Qi; Lang, Lixin; Xing, Jun; Tatsuoka, Kay

2018-04-17

In clinical research and development, interim monitoring is critical for better decision-making and minimizing the risk of exposing patients to possible ineffective therapies. For interim futility or efficacy monitoring, predictive probability methods are widely adopted in practice. Those methods have been well studied for univariate variables. However, for longitudinal studies, predictive probability methods using univariate information from only completers may not be most efficient, and data from on-going subjects can be utilized to improve efficiency. On the other hand, leveraging information from on-going subjects could allow an interim analysis to be potentially conducted once a sufficient number of subjects reach an earlier time point. For longitudinal outcomes, we derive closed-form formulas for predictive probabilities, including Bayesian predictive probability, predictive power, and conditional power and also give closed-form solutions for predictive probability of success in a future trial and the predictive probability of success of the best dose. When predictive probabilities are used for interim monitoring, we study their distributions and discuss their analytical cutoff values or stopping boundaries that have desired operating characteristics. We show that predictive probabilities utilizing all longitudinal information are more efficient for interim monitoring than that using information from completers only. To illustrate their practical application for longitudinal data, we analyze 2 real data examples from clinical trials. Copyright © 2018 John Wiley & Sons, Ltd.

Topological and Orthomodular Modeling of Context in Behavioral Science

NASA Astrophysics Data System (ADS)

Narens, Louis

2017-02-01

Two non-boolean methods are discussed for modeling context in behavioral data and theory. The first is based on intuitionistic logic, which is similar to classical logic except that not every event has a complement. Its probability theory is also similar to classical probability theory except that the definition of probability function needs to be generalized to unions of events instead of applying only to unions of disjoint events. The generalization is needed, because intuitionistic event spaces may not contain enough disjoint events for the classical definition to be effective. The second method develops a version of quantum logic for its underlying probability theory. It differs from Hilbert space logic used in quantum mechanics as a foundation for quantum probability theory in variety of ways. John von Neumann and others have commented about the lack of a relative frequency approach and a rational foundation for this probability theory. This article argues that its version of quantum probability theory does not have such issues. The method based on intuitionistic logic is useful for modeling cognitive interpretations that vary with context, for example, the mood of the decision maker, the context produced by the influence of other items in a choice experiment, etc. The method based on this article's quantum logic is useful for modeling probabilities across contexts, for example, how probabilities of events from different experiments are related.

Imprecise Probability Methods for Weapons UQ

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

Picard, Richard Roy; Vander Wiel, Scott Alan

Building on recent work in uncertainty quanti cation, we examine the use of imprecise probability methods to better characterize expert knowledge and to improve on misleading aspects of Bayesian analysis with informative prior distributions. Quantitative approaches to incorporate uncertainties in weapons certi cation are subject to rigorous external peer review, and in this regard, certain imprecise probability methods are well established in the literature and attractive. These methods are illustrated using experimental data from LANL detonator impact testing.

The estimation of tree posterior probabilities using conditional clade probability distributions.

PubMed

Larget, Bret

2013-07-01

In this article I introduce the idea of conditional independence of separated subtrees as a principle by which to estimate the posterior probability of trees using conditional clade probability distributions rather than simple sample relative frequencies. I describe an algorithm for these calculations and software which implements these ideas. I show that these alternative calculations are very similar to simple sample relative frequencies for high probability trees but are substantially more accurate for relatively low probability trees. The method allows the posterior probability of unsampled trees to be calculated when these trees contain only clades that are in other sampled trees. Furthermore, the method can be used to estimate the total probability of the set of sampled trees which provides a measure of the thoroughness of a posterior sample.

Methods, apparatus and system for notification of predictable memory failure

DOEpatents

Cher, Chen-Yong; Andrade Costa, Carlos H.; Park, Yoonho; Rosenburg, Bryan S.; Ryu, Kyung D.

2017-01-03

A method for providing notification of a predictable memory failure includes the steps of: obtaining information regarding at least one condition associated with a memory; calculating a memory failure probability as a function of the obtained information; calculating a failure probability threshold; and generating a signal when the memory failure probability exceeds the failure probability threshold, the signal being indicative of a predicted future memory failure.

Reliability analysis of redundant systems. [a method to compute transition probabilities

NASA Technical Reports Server (NTRS)

Yeh, H. Y.

1974-01-01

A method is proposed to compute the transition probability (the probability of partial or total failure) of parallel redundant system. The effect of geometry of the system, the direction of load, and the degree of redundancy on the probability of complete survival of parachute-like system are also studied. The results show that the probability of complete survival of three-member parachute-like system is very sensitive to the variation of horizontal angle of the load. However, it becomes very insignificant as the degree of redundancy increases.

The Estimation of Tree Posterior Probabilities Using Conditional Clade Probability Distributions

PubMed Central

Larget, Bret

2013-01-01

In this article I introduce the idea of conditional independence of separated subtrees as a principle by which to estimate the posterior probability of trees using conditional clade probability distributions rather than simple sample relative frequencies. I describe an algorithm for these calculations and software which implements these ideas. I show that these alternative calculations are very similar to simple sample relative frequencies for high probability trees but are substantially more accurate for relatively low probability trees. The method allows the posterior probability of unsampled trees to be calculated when these trees contain only clades that are in other sampled trees. Furthermore, the method can be used to estimate the total probability of the set of sampled trees which provides a measure of the thoroughness of a posterior sample. [Bayesian phylogenetics; conditional clade distributions; improved accuracy; posterior probabilities of trees.] PMID:23479066

A Tomographic Method for the Reconstruction of Local Probability Density Functions

NASA Technical Reports Server (NTRS)

Sivathanu, Y. R.; Gore, J. P.

1993-01-01

A method of obtaining the probability density function (PDF) of local properties from path integrated measurements is described. The approach uses a discrete probability function (DPF) method to infer the PDF of the local extinction coefficient from measurements of the PDFs of the path integrated transmittance. The local PDFs obtained using the method are compared with those obtained from direct intrusive measurements in propylene/air and ethylene/air diffusion flames. The results of this comparison are good.

Digital simulation of two-dimensional random fields with arbitrary power spectra and non-Gaussian probability distribution functions.

PubMed

Yura, Harold T; Hanson, Steen G

2012-04-01

Methods for simulation of two-dimensional signals with arbitrary power spectral densities and signal amplitude probability density functions are disclosed. The method relies on initially transforming a white noise sample set of random Gaussian distributed numbers into a corresponding set with the desired spectral distribution, after which this colored Gaussian probability distribution is transformed via an inverse transform into the desired probability distribution. In most cases the method provides satisfactory results and can thus be considered an engineering approach. Several illustrative examples with relevance for optics are given.

A Most Probable Point-Based Method for Reliability Analysis, Sensitivity Analysis and Design Optimization

NASA Technical Reports Server (NTRS)

Hou, Gene J.-W; Newman, Perry A. (Technical Monitor)

2004-01-01

A major step in a most probable point (MPP)-based method for reliability analysis is to determine the MPP. This is usually accomplished by using an optimization search algorithm. The minimum distance associated with the MPP provides a measurement of safety probability, which can be obtained by approximate probability integration methods such as FORM or SORM. The reliability sensitivity equations are derived first in this paper, based on the derivatives of the optimal solution. Examples are provided later to demonstrate the use of these derivatives for better reliability analysis and reliability-based design optimization (RBDO).

A probability-based multi-cycle sorting method for 4D-MRI: A simulation study.

PubMed

Liang, Xiao; Yin, Fang-Fang; Liu, Yilin; Cai, Jing

2016-12-01

To develop a novel probability-based sorting method capable of generating multiple breathing cycles of 4D-MRI images and to evaluate performance of this new method by comparing with conventional phase-based methods in terms of image quality and tumor motion measurement. Based on previous findings that breathing motion probability density function (PDF) of a single breathing cycle is dramatically different from true stabilized PDF that resulted from many breathing cycles, it is expected that a probability-based sorting method capable of generating multiple breathing cycles of 4D images may capture breathing variation information missing from conventional single-cycle sorting methods. The overall idea is to identify a few main breathing cycles (and their corresponding weightings) that can best represent the main breathing patterns of the patient and then reconstruct a set of 4D images for each of the identified main breathing cycles. This method is implemented in three steps: (1) The breathing signal is decomposed into individual breathing cycles, characterized by amplitude, and period; (2) individual breathing cycles are grouped based on amplitude and period to determine the main breathing cycles. If a group contains more than 10% of all breathing cycles in a breathing signal, it is determined as a main breathing pattern group and is represented by the average of individual breathing cycles in the group; (3) for each main breathing cycle, a set of 4D images is reconstructed using a result-driven sorting method adapted from our previous study. The probability-based sorting method was first tested on 26 patients' breathing signals to evaluate its feasibility of improving target motion PDF. The new method was subsequently tested for a sequential image acquisition scheme on the 4D digital extended cardiac torso (XCAT) phantom. Performance of the probability-based and conventional sorting methods was evaluated in terms of target volume precision and accuracy as measured by the 4D images, and also the accuracy of average intensity projection (AIP) of 4D images. Probability-based sorting showed improved similarity of breathing motion PDF from 4D images to reference PDF compared to single cycle sorting, indicated by the significant increase in Dice similarity coefficient (DSC) (probability-based sorting, DSC = 0.89 ± 0.03, and single cycle sorting, DSC = 0.83 ± 0.05, p-value <0.001). Based on the simulation study on XCAT, the probability-based method outperforms the conventional phase-based methods in qualitative evaluation on motion artifacts and quantitative evaluation on tumor volume precision and accuracy and accuracy of AIP of the 4D images. In this paper the authors demonstrated the feasibility of a novel probability-based multicycle 4D image sorting method. The authors' preliminary results showed that the new method can improve the accuracy of tumor motion PDF and the AIP of 4D images, presenting potential advantages over the conventional phase-based sorting method for radiation therapy motion management.

Multinomial mixture model with heterogeneous classification probabilities

USGS Publications Warehouse

Holland, M.D.; Gray, B.R.

2011-01-01

Royle and Link (Ecology 86(9):2505-2512, 2005) proposed an analytical method that allowed estimation of multinomial distribution parameters and classification probabilities from categorical data measured with error. While useful, we demonstrate algebraically and by simulations that this method yields biased multinomial parameter estimates when the probabilities of correct category classifications vary among sampling units. We address this shortcoming by treating these probabilities as logit-normal random variables within a Bayesian framework. We use Markov chain Monte Carlo to compute Bayes estimates from a simulated sample from the posterior distribution. Based on simulations, this elaborated Royle-Link model yields nearly unbiased estimates of multinomial and correct classification probability estimates when classification probabilities are allowed to vary according to the normal distribution on the logit scale or according to the Beta distribution. The method is illustrated using categorical submersed aquatic vegetation data. ?? 2010 Springer Science+Business Media, LLC.

Bootstrap imputation with a disease probability model minimized bias from misclassification due to administrative database codes.

PubMed

van Walraven, Carl

2017-04-01

Diagnostic codes used in administrative databases cause bias due to misclassification of patient disease status. It is unclear which methods minimize this bias. Serum creatinine measures were used to determine severe renal failure status in 50,074 hospitalized patients. The true prevalence of severe renal failure and its association with covariates were measured. These were compared to results for which renal failure status was determined using surrogate measures including the following: (1) diagnostic codes; (2) categorization of probability estimates of renal failure determined from a previously validated model; or (3) bootstrap methods imputation of disease status using model-derived probability estimates. Bias in estimates of severe renal failure prevalence and its association with covariates were minimal when bootstrap methods were used to impute renal failure status from model-based probability estimates. In contrast, biases were extensive when renal failure status was determined using codes or methods in which model-based condition probability was categorized. Bias due to misclassification from inaccurate diagnostic codes can be minimized using bootstrap methods to impute condition status using multivariable model-derived probability estimates. Copyright © 2017 Elsevier Inc. All rights reserved.

Relative Contributions of Three Descriptive Methods: Implications for Behavioral Assessment

ERIC Educational Resources Information Center

Pence, Sacha T.; Roscoe, Eileen M.; Bourret, Jason C.; Ahearn, William H.

2009-01-01

This study compared the outcomes of three descriptive analysis methods--the ABC method, the conditional probability method, and the conditional and background probability method--to each other and to the results obtained from functional analyses. Six individuals who had been diagnosed with developmental delays and exhibited problem behavior…

Computing Earthquake Probabilities on Global Scales

NASA Astrophysics Data System (ADS)

Holliday, James R.; Graves, William R.; Rundle, John B.; Turcotte, Donald L.

2016-03-01

Large devastating events in systems such as earthquakes, typhoons, market crashes, electricity grid blackouts, floods, droughts, wars and conflicts, and landslides can be unexpected and devastating. Events in many of these systems display frequency-size statistics that are power laws. Previously, we presented a new method for calculating probabilities for large events in systems such as these. This method counts the number of small events since the last large event and then converts this count into a probability by using a Weibull probability law. We applied this method to the calculation of large earthquake probabilities in California-Nevada, USA. In that study, we considered a fixed geographic region and assumed that all earthquakes within that region, large magnitudes as well as small, were perfectly correlated. In the present article, we extend this model to systems in which the events have a finite correlation length. We modify our previous results by employing the correlation function for near mean field systems having long-range interactions, an example of which is earthquakes and elastic interactions. We then construct an application of the method and show examples of computed earthquake probabilities.

Estimating parameters for probabilistic linkage of privacy-preserved datasets.

PubMed

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

2017-07-10

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

Complete Numerical Solution of the Diffusion Equation of Random Genetic Drift

PubMed Central

Zhao, Lei; Yue, Xingye; Waxman, David

2013-01-01

A numerical method is presented to solve the diffusion equation for the random genetic drift that occurs at a single unlinked locus with two alleles. The method was designed to conserve probability, and the resulting numerical solution represents a probability distribution whose total probability is unity. We describe solutions of the diffusion equation whose total probability is unity as complete. Thus the numerical method introduced in this work produces complete solutions, and such solutions have the property that whenever fixation and loss can occur, they are automatically included within the solution. This feature demonstrates that the diffusion approximation can describe not only internal allele frequencies, but also the boundary frequencies zero and one. The numerical approach presented here constitutes a single inclusive framework from which to perform calculations for random genetic drift. It has a straightforward implementation, allowing it to be applied to a wide variety of problems, including those with time-dependent parameters, such as changing population sizes. As tests and illustrations of the numerical method, it is used to determine: (i) the probability density and time-dependent probability of fixation for a neutral locus in a population of constant size; (ii) the probability of fixation in the presence of selection; and (iii) the probability of fixation in the presence of selection and demographic change, the latter in the form of a changing population size. PMID:23749318

A probability-based multi-cycle sorting method for 4D-MRI: A simulation study

PubMed Central

Liang, Xiao; Yin, Fang-Fang; Liu, Yilin; Cai, Jing

2016-01-01

Purpose: To develop a novel probability-based sorting method capable of generating multiple breathing cycles of 4D-MRI images and to evaluate performance of this new method by comparing with conventional phase-based methods in terms of image quality and tumor motion measurement. Methods: Based on previous findings that breathing motion probability density function (PDF) of a single breathing cycle is dramatically different from true stabilized PDF that resulted from many breathing cycles, it is expected that a probability-based sorting method capable of generating multiple breathing cycles of 4D images may capture breathing variation information missing from conventional single-cycle sorting methods. The overall idea is to identify a few main breathing cycles (and their corresponding weightings) that can best represent the main breathing patterns of the patient and then reconstruct a set of 4D images for each of the identified main breathing cycles. This method is implemented in three steps: (1) The breathing signal is decomposed into individual breathing cycles, characterized by amplitude, and period; (2) individual breathing cycles are grouped based on amplitude and period to determine the main breathing cycles. If a group contains more than 10% of all breathing cycles in a breathing signal, it is determined as a main breathing pattern group and is represented by the average of individual breathing cycles in the group; (3) for each main breathing cycle, a set of 4D images is reconstructed using a result-driven sorting method adapted from our previous study. The probability-based sorting method was first tested on 26 patients’ breathing signals to evaluate its feasibility of improving target motion PDF. The new method was subsequently tested for a sequential image acquisition scheme on the 4D digital extended cardiac torso (XCAT) phantom. Performance of the probability-based and conventional sorting methods was evaluated in terms of target volume precision and accuracy as measured by the 4D images, and also the accuracy of average intensity projection (AIP) of 4D images. Results: Probability-based sorting showed improved similarity of breathing motion PDF from 4D images to reference PDF compared to single cycle sorting, indicated by the significant increase in Dice similarity coefficient (DSC) (probability-based sorting, DSC = 0.89 ± 0.03, and single cycle sorting, DSC = 0.83 ± 0.05, p-value <0.001). Based on the simulation study on XCAT, the probability-based method outperforms the conventional phase-based methods in qualitative evaluation on motion artifacts and quantitative evaluation on tumor volume precision and accuracy and accuracy of AIP of the 4D images. Conclusions: In this paper the authors demonstrated the feasibility of a novel probability-based multicycle 4D image sorting method. The authors’ preliminary results showed that the new method can improve the accuracy of tumor motion PDF and the AIP of 4D images, presenting potential advantages over the conventional phase-based sorting method for radiation therapy motion management. PMID:27908178

An efficient multi-objective optimization method for water quality sensor placement within water distribution systems considering contamination probability variations.

PubMed

He, Guilin; Zhang, Tuqiao; Zheng, Feifei; Zhang, Qingzhou

2018-06-20

Water quality security within water distribution systems (WDSs) has been an important issue due to their inherent vulnerability associated with contamination intrusion. This motivates intensive studies to identify optimal water quality sensor placement (WQSP) strategies, aimed to timely/effectively detect (un)intentional intrusion events. However, these available WQSP optimization methods have consistently presumed that each WDS node has an equal contamination probability. While being simple in implementation, this assumption may do not conform to the fact that the nodal contamination probability may be significantly regionally varied owing to variations in population density and user properties. Furthermore, the low computational efficiency is another important factor that has seriously hampered the practical applications of the currently available WQSP optimization approaches. To address these two issues, this paper proposes an efficient multi-objective WQSP optimization method to explicitly account for contamination probability variations. Four different contamination probability functions (CPFs) are proposed to represent the potential variations of nodal contamination probabilities within the WDS. Two real-world WDSs are used to demonstrate the utility of the proposed method. Results show that WQSP strategies can be significantly affected by the choice of the CPF. For example, when the proposed method is applied to the large case study with the CPF accounting for user properties, the event detection probabilities of the resultant solutions are approximately 65%, while these values are around 25% for the traditional approach, and such design solutions are achieved approximately 10,000 times faster than the traditional method. This paper provides an alternative method to identify optimal WQSP solutions for the WDS, and also builds knowledge regarding the impacts of different CPFs on sensor deployments. Copyright © 2018 Elsevier Ltd. All rights reserved.

The relationship between species detection probability and local extinction probability

USGS Publications Warehouse

Alpizar-Jara, R.; Nichols, J.D.; Hines, J.E.; Sauer, J.R.; Pollock, K.H.; Rosenberry, C.S.

2004-01-01

In community-level ecological studies, generally not all species present in sampled areas are detected. Many authors have proposed the use of estimation methods that allow detection probabilities that are < 1 and that are heterogeneous among species. These methods can also be used to estimate community-dynamic parameters such as species local extinction probability and turnover rates (Nichols et al. Ecol Appl 8:1213-1225; Conserv Biol 12:1390-1398). Here, we present an ad hoc approach to estimating community-level vital rates in the presence of joint heterogeneity of detection probabilities and vital rates. The method consists of partitioning the number of species into two groups using the detection frequencies and then estimating vital rates (e.g., local extinction probabilities) for each group. Estimators from each group are combined in a weighted estimator of vital rates that accounts for the effect of heterogeneity. Using data from the North American Breeding Bird Survey, we computed such estimates and tested the hypothesis that detection probabilities and local extinction probabilities were negatively related. Our analyses support the hypothesis that species detection probability covaries negatively with local probability of extinction and turnover rates. A simulation study was conducted to assess the performance of vital parameter estimators as well as other estimators relevant to questions about heterogeneity, such as coefficient of variation of detection probabilities and proportion of species in each group. Both the weighted estimator suggested in this paper and the original unweighted estimator for local extinction probability performed fairly well and provided no basis for preferring one to the other.

Cluster membership probability: polarimetric approach

NASA Astrophysics Data System (ADS)

Medhi, Biman J.; Tamura, Motohide

2013-04-01

Interstellar polarimetric data of the six open clusters Hogg 15, NGC 6611, NGC 5606, NGC 6231, NGC 5749 and NGC 6250 have been used to estimate the membership probability for the stars within them. For proper-motion member stars, the membership probability estimated using the polarimetric data is in good agreement with the proper-motion cluster membership probability. However, for proper-motion non-member stars, the membership probability estimated by the polarimetric method is in total disagreement with the proper-motion cluster membership probability. The inconsistencies in the determined memberships may be because of the fundamental differences between the two methods of determination: one is based on stellar proper motion in space and the other is based on selective extinction of the stellar output by the asymmetric aligned dust grains present in the interstellar medium. The results and analysis suggest that the scatter of the Stokes vectors q (per cent) and u (per cent) for the proper-motion member stars depends on the interstellar and intracluster differential reddening in the open cluster. It is found that this method could be used to estimate the cluster membership probability if we have additional polarimetric and photometric information for a star to identify it as a probable member/non-member of a particular cluster, such as the maximum wavelength value (λmax), the unit weight error of the fit (σ1), the dispersion in the polarimetric position angles (overline{ɛ }), reddening (E(B - V)) or the differential intracluster reddening (ΔE(B - V)). This method could also be used to estimate the membership probability of known member stars having no membership probability as well as to resolve disagreements about membership among different proper-motion surveys.

A Comparison of EPI Sampling, Probability Sampling, and Compact Segment Sampling Methods for Micro and Small Enterprises

PubMed Central

Chao, Li-Wei; Szrek, Helena; Peltzer, Karl; Ramlagan, Shandir; Fleming, Peter; Leite, Rui; Magerman, Jesswill; Ngwenya, Godfrey B.; Pereira, Nuno Sousa; Behrman, Jere

2011-01-01

Finding an efficient method for sampling micro- and small-enterprises (MSEs) for research and statistical reporting purposes is a challenge in developing countries, where registries of MSEs are often nonexistent or outdated. This lack of a sampling frame creates an obstacle in finding a representative sample of MSEs. This study uses computer simulations to draw samples from a census of businesses and non-businesses in the Tshwane Municipality of South Africa, using three different sampling methods: the traditional probability sampling method, the compact segment sampling method, and the World Health Organization’s Expanded Programme on Immunization (EPI) sampling method. Three mechanisms by which the methods could differ are tested, the proximity selection of respondents, the at-home selection of respondents, and the use of inaccurate probability weights. The results highlight the importance of revisits and accurate probability weights, but the lesser effect of proximity selection on the samples’ statistical properties. PMID:22582004

A Semi-Analytical Method for the PDFs of A Ship Rolling in Random Oblique Waves

NASA Astrophysics Data System (ADS)

Liu, Li-qin; Liu, Ya-liu; Xu, Wan-hai; Li, Yan; Tang, You-gang

2018-03-01

The PDFs (probability density functions) and probability of a ship rolling under the random parametric and forced excitations were studied by a semi-analytical method. The rolling motion equation of the ship in random oblique waves was established. The righting arm obtained by the numerical simulation was approximately fitted by an analytical function. The irregular waves were decomposed into two Gauss stationary random processes, and the CARMA (2, 1) model was used to fit the spectral density function of parametric and forced excitations. The stochastic energy envelope averaging method was used to solve the PDFs and the probability. The validity of the semi-analytical method was verified by the Monte Carlo method. The C11 ship was taken as an example, and the influences of the system parameters on the PDFs and probability were analyzed. The results show that the probability of ship rolling is affected by the characteristic wave height, wave length, and the heading angle. In order to provide proper advice for the ship's manoeuvring, the parametric excitations should be considered appropriately when the ship navigates in the oblique seas.

Improved first-order uncertainty method for water-quality modeling

USGS Publications Warehouse

Melching, C.S.; Anmangandla, S.

1992-01-01

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

Nonprobability and probability-based sampling strategies in sexual science.

PubMed

Catania, Joseph A; Dolcini, M Margaret; Orellana, Roberto; Narayanan, Vasudah

2015-01-01

With few exceptions, much of sexual science builds upon data from opportunistic nonprobability samples of limited generalizability. Although probability-based studies are considered the gold standard in terms of generalizability, they are costly to apply to many of the hard-to-reach populations of interest to sexologists. The present article discusses recent conclusions by sampling experts that have relevance to sexual science that advocates for nonprobability methods. In this regard, we provide an overview of Internet sampling as a useful, cost-efficient, nonprobability sampling method of value to sex researchers conducting modeling work or clinical trials. We also argue that probability-based sampling methods may be more readily applied in sex research with hard-to-reach populations than is typically thought. In this context, we provide three case studies that utilize qualitative and quantitative techniques directed at reducing limitations in applying probability-based sampling to hard-to-reach populations: indigenous Peruvians, African American youth, and urban men who have sex with men (MSM). Recommendations are made with regard to presampling studies, adaptive and disproportionate sampling methods, and strategies that may be utilized in evaluating nonprobability and probability-based sampling methods.

Fuzzy forecasting based on two-factors second-order fuzzy-trend logical relationship groups and the probabilities of trends of fuzzy logical relationships.

PubMed

Chen, Shyi-Ming; Chen, Shen-Wen

2015-03-01

In this paper, we present a new method for fuzzy forecasting based on two-factors second-order fuzzy-trend logical relationship groups and the probabilities of trends of fuzzy-trend logical relationships. Firstly, the proposed method fuzzifies the historical training data of the main factor and the secondary factor into fuzzy sets, respectively, to form two-factors second-order fuzzy logical relationships. Then, it groups the obtained two-factors second-order fuzzy logical relationships into two-factors second-order fuzzy-trend logical relationship groups. Then, it calculates the probability of the "down-trend," the probability of the "equal-trend" and the probability of the "up-trend" of the two-factors second-order fuzzy-trend logical relationships in each two-factors second-order fuzzy-trend logical relationship group, respectively. Finally, it performs the forecasting based on the probabilities of the down-trend, the equal-trend, and the up-trend of the two-factors second-order fuzzy-trend logical relationships in each two-factors second-order fuzzy-trend logical relationship group. We also apply the proposed method to forecast the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) and the NTD/USD exchange rates. The experimental results show that the proposed method outperforms the existing methods.

Multi-scale occupancy estimation and modelling using multiple detection methods

USGS Publications Warehouse

Nichols, James D.; Bailey, Larissa L.; O'Connell, Allan F.; Talancy, Neil W.; Grant, Evan H. Campbell; Gilbert, Andrew T.; Annand, Elizabeth M.; Husband, Thomas P.; Hines, James E.

2008-01-01

Occupancy estimation and modelling based on detection–nondetection data provide an effective way of exploring change in a species’ distribution across time and space in cases where the species is not always detected with certainty. Today, many monitoring programmes target multiple species, or life stages within a species, requiring the use of multiple detection methods. When multiple methods or devices are used at the same sample sites, animals can be detected by more than one method.We develop occupancy models for multiple detection methods that permit simultaneous use of data from all methods for inference about method-specific detection probabilities. Moreover, the approach permits estimation of occupancy at two spatial scales: the larger scale corresponds to species’ use of a sample unit, whereas the smaller scale corresponds to presence of the species at the local sample station or site.We apply the models to data collected on two different vertebrate species: striped skunks Mephitis mephitis and red salamanders Pseudotriton ruber. For striped skunks, large-scale occupancy estimates were consistent between two sampling seasons. Small-scale occupancy probabilities were slightly lower in the late winter/spring when skunks tend to conserve energy, and movements are limited to males in search of females for breeding. There was strong evidence of method-specific detection probabilities for skunks. As anticipated, large- and small-scale occupancy areas completely overlapped for red salamanders. The analyses provided weak evidence of method-specific detection probabilities for this species.Synthesis and applications. Increasingly, many studies are utilizing multiple detection methods at sampling locations. The modelling approach presented here makes efficient use of detections from multiple methods to estimate occupancy probabilities at two spatial scales and to compare detection probabilities associated with different detection methods. The models can be viewed as another variation of Pollock's robust design and may be applicable to a wide variety of scenarios where species occur in an area but are not always near the sampled locations. The estimation approach is likely to be especially useful in multispecies conservation programmes by providing efficient estimates using multiple detection devices and by providing device-specific detection probability estimates for use in survey design.

Nonlinear Demodulation and Channel Coding in EBPSK Scheme

PubMed Central

Chen, Xianqing; Wu, Lenan

2012-01-01

The extended binary phase shift keying (EBPSK) is an efficient modulation technique, and a special impacting filter (SIF) is used in its demodulator to improve the bit error rate (BER) performance. However, the conventional threshold decision cannot achieve the optimum performance, and the SIF brings more difficulty in obtaining the posterior probability for LDPC decoding. In this paper, we concentrate not only on reducing the BER of demodulation, but also on providing accurate posterior probability estimates (PPEs). A new approach for the nonlinear demodulation based on the support vector machine (SVM) classifier is introduced. The SVM method which selects only a few sampling points from the filter output was used for getting PPEs. The simulation results show that the accurate posterior probability can be obtained with this method and the BER performance can be improved significantly by applying LDPC codes. Moreover, we analyzed the effect of getting the posterior probability with different methods and different sampling rates. We show that there are more advantages of the SVM method under bad condition and it is less sensitive to the sampling rate than other methods. Thus, SVM is an effective method for EBPSK demodulation and getting posterior probability for LDPC decoding. PMID:23213281

Nonlinear demodulation and channel coding in EBPSK scheme.

PubMed

Chen, Xianqing; Wu, Lenan

2012-01-01

The extended binary phase shift keying (EBPSK) is an efficient modulation technique, and a special impacting filter (SIF) is used in its demodulator to improve the bit error rate (BER) performance. However, the conventional threshold decision cannot achieve the optimum performance, and the SIF brings more difficulty in obtaining the posterior probability for LDPC decoding. In this paper, we concentrate not only on reducing the BER of demodulation, but also on providing accurate posterior probability estimates (PPEs). A new approach for the nonlinear demodulation based on the support vector machine (SVM) classifier is introduced. The SVM method which selects only a few sampling points from the filter output was used for getting PPEs. The simulation results show that the accurate posterior probability can be obtained with this method and the BER performance can be improved significantly by applying LDPC codes. Moreover, we analyzed the effect of getting the posterior probability with different methods and different sampling rates. We show that there are more advantages of the SVM method under bad condition and it is less sensitive to the sampling rate than other methods. Thus, SVM is an effective method for EBPSK demodulation and getting posterior probability for LDPC decoding.

[Implication of inverse-probability weighting method in the evaluation of diagnostic test with verification bias].

PubMed

Kang, Leni; Zhang, Shaokai; Zhao, Fanghui; Qiao, Youlin

2014-03-01

To evaluate and adjust the verification bias existed in the screening or diagnostic tests. Inverse-probability weighting method was used to adjust the sensitivity and specificity of the diagnostic tests, with an example of cervical cancer screening used to introduce the Compare Tests package in R software which could be implemented. Sensitivity and specificity calculated from the traditional method and maximum likelihood estimation method were compared to the results from Inverse-probability weighting method in the random-sampled example. The true sensitivity and specificity of the HPV self-sampling test were 83.53% (95%CI:74.23-89.93)and 85.86% (95%CI: 84.23-87.36). In the analysis of data with randomly missing verification by gold standard, the sensitivity and specificity calculated by traditional method were 90.48% (95%CI:80.74-95.56)and 71.96% (95%CI:68.71-75.00), respectively. The adjusted sensitivity and specificity under the use of Inverse-probability weighting method were 82.25% (95% CI:63.11-92.62) and 85.80% (95% CI: 85.09-86.47), respectively, whereas they were 80.13% (95%CI:66.81-93.46)and 85.80% (95%CI: 84.20-87.41) under the maximum likelihood estimation method. The inverse-probability weighting method could effectively adjust the sensitivity and specificity of a diagnostic test when verification bias existed, especially when complex sampling appeared.

Estimation of the four-wave mixing noise probability-density function by the multicanonical Monte Carlo method.

PubMed

Neokosmidis, Ioannis; Kamalakis, Thomas; Chipouras, Aristides; Sphicopoulos, Thomas

2005-01-01

The performance of high-powered wavelength-division multiplexed (WDM) optical networks can be severely degraded by four-wave-mixing- (FWM-) induced distortion. The multicanonical Monte Carlo method (MCMC) is used to calculate the probability-density function (PDF) of the decision variable of a receiver, limited by FWM noise. Compared with the conventional Monte Carlo method previously used to estimate this PDF, the MCMC method is much faster and can accurately estimate smaller error probabilities. The method takes into account the correlation between the components of the FWM noise, unlike the Gaussian model, which is shown not to provide accurate results.

Maximum parsimony, substitution model, and probability phylogenetic trees.

PubMed

Weng, J F; Thomas, D A; Mareels, I

2011-01-01

The problem of inferring phylogenies (phylogenetic trees) is one of the main problems in computational biology. There are three main methods for inferring phylogenies-Maximum Parsimony (MP), Distance Matrix (DM) and Maximum Likelihood (ML), of which the MP method is the most well-studied and popular method. In the MP method the optimization criterion is the number of substitutions of the nucleotides computed by the differences in the investigated nucleotide sequences. However, the MP method is often criticized as it only counts the substitutions observable at the current time and all the unobservable substitutions that really occur in the evolutionary history are omitted. In order to take into account the unobservable substitutions, some substitution models have been established and they are now widely used in the DM and ML methods but these substitution models cannot be used within the classical MP method. Recently the authors proposed a probability representation model for phylogenetic trees and the reconstructed trees in this model are called probability phylogenetic trees. One of the advantages of the probability representation model is that it can include a substitution model to infer phylogenetic trees based on the MP principle. In this paper we explain how to use a substitution model in the reconstruction of probability phylogenetic trees and show the advantage of this approach with examples.

Data Analysis Techniques for Physical Scientists

NASA Astrophysics Data System (ADS)

Pruneau, Claude A.

2017-10-01

Preface; How to read this book; 1. The scientific method; Part I. Foundation in Probability and Statistics: 2. Probability; 3. Probability models; 4. Classical inference I: estimators; 5. Classical inference II: optimization; 6. Classical inference III: confidence intervals and statistical tests; 7. Bayesian inference; Part II. Measurement Techniques: 8. Basic measurements; 9. Event reconstruction; 10. Correlation functions; 11. The multiple facets of correlation functions; 12. Data correction methods; Part III. Simulation Techniques: 13. Monte Carlo methods; 14. Collision and detector modeling; List of references; Index.

A method to deconvolve stellar rotational velocities II. The probability distribution function via Tikhonov regularization

NASA Astrophysics Data System (ADS)

Christen, Alejandra; Escarate, Pedro; Curé, Michel; Rial, Diego F.; Cassetti, Julia

2016-10-01

Aims: Knowing the distribution of stellar rotational velocities is essential for understanding stellar evolution. Because we measure the projected rotational speed v sin I, we need to solve an ill-posed problem given by a Fredholm integral of the first kind to recover the "true" rotational velocity distribution. Methods: After discretization of the Fredholm integral we apply the Tikhonov regularization method to obtain directly the probability distribution function for stellar rotational velocities. We propose a simple and straightforward procedure to determine the Tikhonov parameter. We applied Monte Carlo simulations to prove that the Tikhonov method is a consistent estimator and asymptotically unbiased. Results: This method is applied to a sample of cluster stars. We obtain confidence intervals using a bootstrap method. Our results are in close agreement with those obtained using the Lucy method for recovering the probability density distribution of rotational velocities. Furthermore, Lucy estimation lies inside our confidence interval. Conclusions: Tikhonov regularization is a highly robust method that deconvolves the rotational velocity probability density function from a sample of v sin I data directly without the need for any convergence criteria.

Location Prediction Based on Transition Probability Matrices Constructing from Sequential Rules for Spatial-Temporal K-Anonymity Dataset

PubMed Central

Liu, Zhao; Zhu, Yunhong; Wu, Chenxue

2016-01-01

Spatial-temporal k-anonymity has become a mainstream approach among techniques for protection of users’ privacy in location-based services (LBS) applications, and has been applied to several variants such as LBS snapshot queries and continuous queries. Analyzing large-scale spatial-temporal anonymity sets may benefit several LBS applications. In this paper, we propose two location prediction methods based on transition probability matrices constructing from sequential rules for spatial-temporal k-anonymity dataset. First, we define single-step sequential rules mined from sequential spatial-temporal k-anonymity datasets generated from continuous LBS queries for multiple users. We then construct transition probability matrices from mined single-step sequential rules, and normalize the transition probabilities in the transition matrices. Next, we regard a mobility model for an LBS requester as a stationary stochastic process and compute the n-step transition probability matrices by raising the normalized transition probability matrices to the power n. Furthermore, we propose two location prediction methods: rough prediction and accurate prediction. The former achieves the probabilities of arriving at target locations along simple paths those include only current locations, target locations and transition steps. By iteratively combining the probabilities for simple paths with n steps and the probabilities for detailed paths with n-1 steps, the latter method calculates transition probabilities for detailed paths with n steps from current locations to target locations. Finally, we conduct extensive experiments, and correctness and flexibility of our proposed algorithm have been verified. PMID:27508502

A study of two statistical methods as applied to shuttle solid rocket booster expenditures

NASA Technical Reports Server (NTRS)

Perlmutter, M.; Huang, Y.; Graves, M.

1974-01-01

The state probability technique and the Monte Carlo technique are applied to finding shuttle solid rocket booster expenditure statistics. For a given attrition rate per launch, the probable number of boosters needed for a given mission of 440 launches is calculated. Several cases are considered, including the elimination of the booster after a maximum of 20 consecutive launches. Also considered is the case where the booster is composed of replaceable components with independent attrition rates. A simple cost analysis is carried out to indicate the number of boosters to build initially, depending on booster costs. Two statistical methods were applied in the analysis: (1) state probability method which consists of defining an appropriate state space for the outcome of the random trials, and (2) model simulation method or the Monte Carlo technique. It was found that the model simulation method was easier to formulate while the state probability method required less computing time and was more accurate.

Convergence of Transition Probability Matrix in CLVMarkov Models

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Predicting longitudinal trajectories of health probabilities with random-effects multinomial logit regression.

PubMed

Liu, Xian; Engel, Charles C

2012-12-20

Researchers often encounter longitudinal health data characterized with three or more ordinal or nominal categories. Random-effects multinomial logit models are generally applied to account for potential lack of independence inherent in such clustered data. When parameter estimates are used to describe longitudinal processes, however, random effects, both between and within individuals, need to be retransformed for correctly predicting outcome probabilities. This study attempts to go beyond existing work by developing a retransformation method that derives longitudinal growth trajectories of unbiased health probabilities. We estimated variances of the predicted probabilities by using the delta method. Additionally, we transformed the covariates' regression coefficients on the multinomial logit function, not substantively meaningful, to the conditional effects on the predicted probabilities. The empirical illustration uses the longitudinal data from the Asset and Health Dynamics among the Oldest Old. Our analysis compared three sets of the predicted probabilities of three health states at six time points, obtained from, respectively, the retransformation method, the best linear unbiased prediction, and the fixed-effects approach. The results demonstrate that neglect of retransforming random errors in the random-effects multinomial logit model results in severely biased longitudinal trajectories of health probabilities as well as overestimated effects of covariates on the probabilities. Copyright © 2012 John Wiley & Sons, Ltd.

Approved Methods and Algorithms for DoD Risk-Based Explosives Siting

DTIC Science & Technology

2007-02-02

glass. Pgha Probability of a person being in the glass hazard area Phit Probability of hit Phit (f) Probability of hit for fatality Phit (maji...Probability of hit for major injury Phit (mini) Probability of hit for minor injury Pi Debris probability densities at the ES PMaj (pair) Individual...combined high-angle and combined low-angle tables. A unique probability of hit is calculated for the three consequences of fatality, Phit (f), major injury

MO-FG-CAMPUS-TeP2-04: Optimizing for a Specified Target Coverage Probability

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

Fredriksson, A

2016-06-15

Purpose: The purpose of this work is to develop a method for inverse planning of radiation therapy margins. When using this method the user specifies a desired target coverage probability and the system optimizes to meet the demand without any explicit specification of margins to handle setup uncertainty. Methods: The method determines which voxels to include in an optimization function promoting target coverage in order to achieve a specified target coverage probability. Voxels are selected in a way that retains the correlation between them: The target is displaced according to the setup errors and the voxels to include are selectedmore » as the union of the displaced target regions under the x% best scenarios according to some quality measure. The quality measure could depend on the dose to the considered structure alone or could depend on the dose to multiple structures in order to take into account correlation between structures. Results: A target coverage function was applied to the CTV of a prostate case with prescription 78 Gy and compared to conventional planning using a DVH function on the PTV. Planning was performed to achieve 90% probability of CTV coverage. The plan optimized using the coverage probability function had P(D98 > 77.95 Gy) = 0.97 for the CTV. The PTV plan using a constraint on minimum DVH 78 Gy at 90% had P(D98 > 77.95) = 0.44 for the CTV. To match the coverage probability optimization, the DVH volume parameter had to be increased to 97% which resulted in 0.5 Gy higher average dose to the rectum. Conclusion: Optimizing a target coverage probability is an easily used method to find a margin that achieves the desired coverage probability. It can lead to reduced OAR doses at the same coverage probability compared to planning with margins and DVH functions.« less

Applications of Some Artificial Intelligence Methods to Satellite Soundings

NASA Technical Reports Server (NTRS)

Munteanu, M. J.; Jakubowicz, O.

1985-01-01

Hard clustering of temperature profiles and regression temperature retrievals were used to refine the method using the probabilities of membership of each pattern vector in each of the clusters derived with discriminant analysis. In hard clustering the maximum probability is taken and the corresponding cluster as the correct cluster are considered discarding the rest of the probabilities. In fuzzy partitioned clustering these probabilities are kept and the final regression retrieval is a weighted regression retrieval of several clusters. This method was used in the clustering of brightness temperatures where the purpose was to predict tropopause height. A further refinement is the division of temperature profiles into three major regions for classification purposes. The results are summarized in the tables total r.m.s. errors are displayed. An approach based on fuzzy logic which is intimately related to artificial intelligence methods is recommended.

Inference Control Mechanism for Statistical Database: Frequency-Imposed Data Distortions.

ERIC Educational Resources Information Center

Liew, Chong K.; And Others

1985-01-01

Introduces two data distortion methods (Frequency-Imposed Distortion, Frequency-Imposed Probability Distortion) and uses a Monte Carlo study to compare their performance with that of other distortion methods (Point Distortion, Probability Distortion). Indications that data generated by these two methods produce accurate statistics and protect…

Surveillance system and method having an adaptive sequential probability fault detection test

NASA Technical Reports Server (NTRS)

Herzog, James P. (Inventor); Bickford, Randall L. (Inventor)

2005-01-01

System and method providing surveillance of an asset such as a process and/or apparatus by providing training and surveillance procedures that numerically fit a probability density function to an observed residual error signal distribution that is correlative to normal asset operation and then utilizes the fitted probability density function in a dynamic statistical hypothesis test for providing improved asset surveillance.

Surveillance system and method having an adaptive sequential probability fault detection test

NASA Technical Reports Server (NTRS)

Bickford, Randall L. (Inventor); Herzog, James P. (Inventor)

2006-01-01

System and method providing surveillance of an asset such as a process and/or apparatus by providing training and surveillance procedures that numerically fit a probability density function to an observed residual error signal distribution that is correlative to normal asset operation and then utilizes the fitted probability density function in a dynamic statistical hypothesis test for providing improved asset surveillance.

Surveillance System and Method having an Adaptive Sequential Probability Fault Detection Test

NASA Technical Reports Server (NTRS)

Bickford, Randall L. (Inventor); Herzog, James P. (Inventor)

2008-01-01

System and method providing surveillance of an asset such as a process and/or apparatus by providing training and surveillance procedures that numerically fit a probability density function to an observed residual error signal distribution that is correlative to normal asset operation and then utilizes the fitted probability density function in a dynamic statistical hypothesis test for providing improved asset surveillance.

Optimized Vertex Method and Hybrid Reliability

NASA Technical Reports Server (NTRS)

Smith, Steven A.; Krishnamurthy, T.; Mason, B. H.

2002-01-01

A method of calculating the fuzzy response of a system is presented. This method, called the Optimized Vertex Method (OVM), is based upon the vertex method but requires considerably fewer function evaluations. The method is demonstrated by calculating the response membership function of strain-energy release rate for a bonded joint with a crack. The possibility of failure of the bonded joint was determined over a range of loads. After completing the possibilistic analysis, the possibilistic (fuzzy) membership functions were transformed to probability density functions and the probability of failure of the bonded joint was calculated. This approach is called a possibility-based hybrid reliability assessment. The possibility and probability of failure are presented and compared to a Monte Carlo Simulation (MCS) of the bonded joint.

Reader reaction to "a robust method for estimating optimal treatment regimes" by Zhang et al. (2012).

PubMed

Taylor, Jeremy M G; Cheng, Wenting; Foster, Jared C

2015-03-01

A recent article (Zhang et al., 2012, Biometrics 168, 1010-1018) compares regression based and inverse probability based methods of estimating an optimal treatment regime and shows for a small number of covariates that inverse probability weighted methods are more robust to model misspecification than regression methods. We demonstrate that using models that fit the data better reduces the concern about non-robustness for the regression methods. We extend the simulation study of Zhang et al. (2012, Biometrics 168, 1010-1018), also considering the situation of a larger number of covariates, and show that incorporating random forests into both regression and inverse probability weighted based methods improves their properties. © 2014, The International Biometric Society.

Methodology Series Module 5: Sampling Strategies.

PubMed

Setia, Maninder Singh

2016-01-01

Once the research question and the research design have been finalised, it is important to select the appropriate sample for the study. The method by which the researcher selects the sample is the ' Sampling Method'. There are essentially two types of sampling methods: 1) probability sampling - based on chance events (such as random numbers, flipping a coin etc.); and 2) non-probability sampling - based on researcher's choice, population that accessible & available. Some of the non-probability sampling methods are: purposive sampling, convenience sampling, or quota sampling. Random sampling method (such as simple random sample or stratified random sample) is a form of probability sampling. It is important to understand the different sampling methods used in clinical studies and mention this method clearly in the manuscript. The researcher should not misrepresent the sampling method in the manuscript (such as using the term ' random sample' when the researcher has used convenience sample). The sampling method will depend on the research question. For instance, the researcher may want to understand an issue in greater detail for one particular population rather than worry about the ' generalizability' of these results. In such a scenario, the researcher may want to use ' purposive sampling' for the study.

Methods and results of peak-flow frequency analyses for streamgages in and bordering Minnesota, through water year 2011

USGS Publications Warehouse

Kessler, Erich W.; Lorenz, David L.; Sanocki, Christopher A.

2013-01-01

Peak-flow frequency analyses were completed for 409 streamgages in and bordering Minnesota having at least 10 systematic peak flows through water year 2011. Selected annual exceedance probabilities were determined by fitting a log-Pearson type III probability distribution to the recorded annual peak flows. A detailed explanation of the methods that were used to determine the annual exceedance probabilities, the historical period, acceptable low outliers, and analysis method for each streamgage are presented. The final results of the analyses are presented.

On estimating probability of presence from use-availability or presence-background data.

PubMed

Phillips, Steven J; Elith, Jane

2013-06-01

A fundamental ecological modeling task is to estimate the probability that a species is present in (or uses) a site, conditional on environmental variables. For many species, available data consist of "presence" data (locations where the species [or evidence of it] has been observed), together with "background" data, a random sample of available environmental conditions. Recently published papers disagree on whether probability of presence is identifiable from such presence-background data alone. This paper aims to resolve the disagreement, demonstrating that additional information is required. We defined seven simulated species representing various simple shapes of response to environmental variables (constant, linear, convex, unimodal, S-shaped) and ran five logistic model-fitting methods using 1000 presence samples and 10 000 background samples; the simulations were repeated 100 times. The experiment revealed a stark contrast between two groups of methods: those based on a strong assumption that species' true probability of presence exactly matches a given parametric form had highly variable predictions and much larger RMS error than methods that take population prevalence (the fraction of sites in which the species is present) as an additional parameter. For six species, the former group grossly under- or overestimated probability of presence. The cause was not model structure or choice of link function, because all methods were logistic with linear and, where necessary, quadratic terms. Rather, the experiment demonstrates that an estimate of prevalence is not just helpful, but is necessary (except in special cases) for identifying probability of presence. We therefore advise against use of methods that rely on the strong assumption, due to Lele and Keim (recently advocated by Royle et al.) and Lancaster and Imbens. The methods are fragile, and their strong assumption is unlikely to be true in practice. We emphasize, however, that we are not arguing against standard statistical methods such as logistic regression, generalized linear models, and so forth, none of which requires the strong assumption. If probability of presence is required for a given application, there is no panacea for lack of data. Presence-background data must be augmented with an additional datum, e.g., species' prevalence, to reliably estimate absolute (rather than relative) probability of presence.

A method of classification for multisource data in remote sensing based on interval-valued probabilities

NASA Technical Reports Server (NTRS)

Kim, Hakil; Swain, Philip H.

1990-01-01

An axiomatic approach to intervalued (IV) probabilities is presented, where the IV probability is defined by a pair of set-theoretic functions which satisfy some pre-specified axioms. On the basis of this approach representation of statistical evidence and combination of multiple bodies of evidence are emphasized. Although IV probabilities provide an innovative means for the representation and combination of evidential information, they make the decision process rather complicated. It entails more intelligent strategies for making decisions. The development of decision rules over IV probabilities is discussed from the viewpoint of statistical pattern recognition. The proposed method, so called evidential reasoning method, is applied to the ground-cover classification of a multisource data set consisting of Multispectral Scanner (MSS) data, Synthetic Aperture Radar (SAR) data, and digital terrain data such as elevation, slope, and aspect. By treating the data sources separately, the method is able to capture both parametric and nonparametric information and to combine them. Then the method is applied to two separate cases of classifying multiband data obtained by a single sensor. In each case a set of multiple sources is obtained by dividing the dimensionally huge data into smaller and more manageable pieces based on the global statistical correlation information. By a divide-and-combine process, the method is able to utilize more features than the conventional maximum likelihood method.

Rapid extraction of image texture by co-occurrence using a hybrid data structure

NASA Astrophysics Data System (ADS)

Clausi, David A.; Zhao, Yongping

2002-07-01

Calculation of co-occurrence probabilities is a popular method for determining texture features within remotely sensed digital imagery. Typically, the co-occurrence features are calculated by using a grey level co-occurrence matrix (GLCM) to store the co-occurring probabilities. Statistics are applied to the probabilities in the GLCM to generate the texture features. This method is computationally intensive since the matrix is usually sparse leading to many unnecessary calculations involving zero probabilities when applying the statistics. An improvement on the GLCM method is to utilize a grey level co-occurrence linked list (GLCLL) to store only the non-zero co-occurring probabilities. The GLCLL suffers since, to achieve preferred computational speeds, the list should be sorted. An improvement on the GLCLL is to utilize a grey level co-occurrence hybrid structure (GLCHS) based on an integrated hash table and linked list approach. Texture features obtained using this technique are identical to those obtained using the GLCM and GLCLL. The GLCHS method is implemented using the C language in a Unix environment. Based on a Brodatz test image, the GLCHS method is demonstrated to be a superior technique when compared across various window sizes and grey level quantizations. The GLCHS method required, on average, 33.4% ( σ=3.08%) of the computational time required by the GLCLL. Significant computational gains are made using the GLCHS method.

Simple Physical Model for the Probability of a Subduction- Zone Earthquake Following Slow Slip Events and Earthquakes: Application to the Hikurangi Megathrust, New Zealand

NASA Astrophysics Data System (ADS)

Kaneko, Yoshihiro; Wallace, Laura M.; Hamling, Ian J.; Gerstenberger, Matthew C.

2018-05-01

Slow slip events (SSEs) have been documented in subduction zones worldwide, yet their implications for future earthquake occurrence are not well understood. Here we develop a relatively simple, simulation-based method for estimating the probability of megathrust earthquakes following tectonic events that induce any transient stress perturbations. This method has been applied to the locked Hikurangi megathrust (New Zealand) surrounded on all sides by the 2016 Kaikoura earthquake and SSEs. Our models indicate the annual probability of a M≥7.8 earthquake over 1 year after the Kaikoura earthquake increases by 1.3-18 times relative to the pre-Kaikoura probability, and the absolute probability is in the range of 0.6-7%. We find that probabilities of a large earthquake are mainly controlled by the ratio of the total stressing rate induced by all nearby tectonic sources to the mean stress drop of earthquakes. Our method can be applied to evaluate the potential for triggering a megathrust earthquake following SSEs in other subduction zones.

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

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

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

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

A new exact method for line radiative transfer

NASA Astrophysics Data System (ADS)

Elitzur, Moshe; Asensio Ramos, Andrés

2006-01-01

We present a new method, the coupled escape probability (CEP), for exact calculation of line emission from multi-level systems, solving only algebraic equations for the level populations. The CEP formulation of the classical two-level problem is a set of linear equations, and we uncover an exact analytic expression for the emission from two-level optically thick sources that holds as long as they are in the `effectively thin' regime. In a comparative study of a number of standard problems, the CEP method outperformed the leading line transfer methods by substantial margins. The algebraic equations employed by our new method are already incorporated in numerous codes based on the escape probability approximation. All that is required for an exact solution with these existing codes is to augment the expression for the escape probability with simple zone-coupling terms. As an application, we find that standard escape probability calculations generally produce the correct cooling emission by the CII 158-μm line but not by the 3P lines of OI.

Methodology Series Module 5: Sampling Strategies

PubMed Central

Setia, Maninder Singh

2016-01-01

Once the research question and the research design have been finalised, it is important to select the appropriate sample for the study. The method by which the researcher selects the sample is the ‘ Sampling Method’. There are essentially two types of sampling methods: 1) probability sampling – based on chance events (such as random numbers, flipping a coin etc.); and 2) non-probability sampling – based on researcher's choice, population that accessible & available. Some of the non-probability sampling methods are: purposive sampling, convenience sampling, or quota sampling. Random sampling method (such as simple random sample or stratified random sample) is a form of probability sampling. It is important to understand the different sampling methods used in clinical studies and mention this method clearly in the manuscript. The researcher should not misrepresent the sampling method in the manuscript (such as using the term ‘ random sample’ when the researcher has used convenience sample). The sampling method will depend on the research question. For instance, the researcher may want to understand an issue in greater detail for one particular population rather than worry about the ‘ generalizability’ of these results. In such a scenario, the researcher may want to use ‘ purposive sampling’ for the study. PMID:27688438

Lognormal Approximations of Fault Tree Uncertainty Distributions.

PubMed

El-Shanawany, Ashraf Ben; Ardron, Keith H; Walker, Simon P

2018-01-26

Fault trees are used in reliability modeling to create logical models of fault combinations that can lead to undesirable events. The output of a fault tree analysis (the top event probability) is expressed in terms of the failure probabilities of basic events that are input to the model. Typically, the basic event probabilities are not known exactly, but are modeled as probability distributions: therefore, the top event probability is also represented as an uncertainty distribution. Monte Carlo methods are generally used for evaluating the uncertainty distribution, but such calculations are computationally intensive and do not readily reveal the dominant contributors to the uncertainty. In this article, a closed-form approximation for the fault tree top event uncertainty distribution is developed, which is applicable when the uncertainties in the basic events of the model are lognormally distributed. The results of the approximate method are compared with results from two sampling-based methods: namely, the Monte Carlo method and the Wilks method based on order statistics. It is shown that the closed-form expression can provide a reasonable approximation to results obtained by Monte Carlo sampling, without incurring the computational expense. The Wilks method is found to be a useful means of providing an upper bound for the percentiles of the uncertainty distribution while being computationally inexpensive compared with full Monte Carlo sampling. The lognormal approximation method and Wilks's method appear attractive, practical alternatives for the evaluation of uncertainty in the output of fault trees and similar multilinear models. © 2018 Society for Risk Analysis.

Probability machines: consistent probability estimation using nonparametric learning machines.

PubMed

Malley, J D; Kruppa, J; Dasgupta, A; Malley, K G; Ziegler, A

2012-01-01

Most machine learning approaches only provide a classification for binary responses. However, probabilities are required for risk estimation using individual patient characteristics. It has been shown recently that every statistical learning machine known to be consistent for a nonparametric regression problem is a probability machine that is provably consistent for this estimation problem. The aim of this paper is to show how random forests and nearest neighbors can be used for consistent estimation of individual probabilities. Two random forest algorithms and two nearest neighbor algorithms are described in detail for estimation of individual probabilities. We discuss the consistency of random forests, nearest neighbors and other learning machines in detail. We conduct a simulation study to illustrate the validity of the methods. We exemplify the algorithms by analyzing two well-known data sets on the diagnosis of appendicitis and the diagnosis of diabetes in Pima Indians. Simulations demonstrate the validity of the method. With the real data application, we show the accuracy and practicality of this approach. We provide sample code from R packages in which the probability estimation is already available. This means that all calculations can be performed using existing software. Random forest algorithms as well as nearest neighbor approaches are valid machine learning methods for estimating individual probabilities for binary responses. Freely available implementations are available in R and may be used for applications.

Predicting critical transitions in dynamical systems from time series using nonstationary probability density modeling.

PubMed

Kwasniok, Frank

2013-11-01

A time series analysis method for predicting the probability density of a dynamical system is proposed. A nonstationary parametric model of the probability density is estimated from data within a maximum likelihood framework and then extrapolated to forecast the future probability density and explore the system for critical transitions or tipping points. A full systematic account of parameter uncertainty is taken. The technique is generic, independent of the underlying dynamics of the system. The method is verified on simulated data and then applied to prediction of Arctic sea-ice extent.

Hydrogeologic unit flow characterization using transition probability geostatistics.

PubMed

Jones, Norman L; Walker, Justin R; Carle, Steven F

2005-01-01

This paper describes a technique for applying the transition probability geostatistics method for stochastic simulation to a MODFLOW model. Transition probability geostatistics has some advantages over traditional indicator kriging methods including a simpler and more intuitive framework for interpreting geologic relationships and the ability to simulate juxtapositional tendencies such as fining upward sequences. The indicator arrays generated by the transition probability simulation are converted to layer elevation and thickness arrays for use with the new Hydrogeologic Unit Flow package in MODFLOW 2000. This makes it possible to preserve complex heterogeneity while using reasonably sized grids and/or grids with nonuniform cell thicknesses.

The Probability of a Gene Tree Topology within a Phylogenetic Network with Applications to Hybridization Detection

PubMed Central

Yu, Yun; Degnan, James H.; Nakhleh, Luay

2012-01-01

Gene tree topologies have proven a powerful data source for various tasks, including species tree inference and species delimitation. Consequently, methods for computing probabilities of gene trees within species trees have been developed and widely used in probabilistic inference frameworks. All these methods assume an underlying multispecies coalescent model. However, when reticulate evolutionary events such as hybridization occur, these methods are inadequate, as they do not account for such events. Methods that account for both hybridization and deep coalescence in computing the probability of a gene tree topology currently exist for very limited cases. However, no such methods exist for general cases, owing primarily to the fact that it is currently unknown how to compute the probability of a gene tree topology within the branches of a phylogenetic network. Here we present a novel method for computing the probability of gene tree topologies on phylogenetic networks and demonstrate its application to the inference of hybridization in the presence of incomplete lineage sorting. We reanalyze a Saccharomyces species data set for which multiple analyses had converged on a species tree candidate. Using our method, though, we show that an evolutionary hypothesis involving hybridization in this group has better support than one of strict divergence. A similar reanalysis on a group of three Drosophila species shows that the data is consistent with hybridization. Further, using extensive simulation studies, we demonstrate the power of gene tree topologies at obtaining accurate estimates of branch lengths and hybridization probabilities of a given phylogenetic network. Finally, we discuss identifiability issues with detecting hybridization, particularly in cases that involve extinction or incomplete sampling of taxa. PMID:22536161

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

PubMed

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

2014-03-01

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

Spatial probability of soil water repellency in an abandoned agricultural field in Lithuania

NASA Astrophysics Data System (ADS)

Pereira, Paulo; Misiūnė, Ieva

2015-04-01

Water repellency is a natural soil property with implications on infiltration, erosion and plant growth. It depends on soil texture, type and amount of organic matter, fungi, microorganisms, and vegetation cover (Doerr et al., 2000). Human activities as agriculture can have implications on soil water repellency (SWR) due tillage and addition of organic compounds and fertilizers (Blanco-Canqui and Lal, 2009; Gonzalez-Penaloza et al., 2012). It is also assumed that SWR has a high small-scale variability (Doerr et al., 2000). The aim of this work is to study the spatial probability of SWR in an abandoned field testing several geostatistical methods, Organic Kriging (OK), Simple Kriging (SK), Indicator Kriging (IK), Probability Kriging (PK) and Disjunctive Kriging (DK). The study area it is located near Vilnius urban area at (54 49' N, 25 22', 104 masl) in Lithuania (Pereira and Oliva, 2013). It was designed a experimental plot with 21 m2 (07x03 m). Inside this area it was measured SWR was measured every 50 cm using the water drop penetration time (WDPT) (Wessel, 1998). A total of 105 points were measured. The probability of SWR was classified in 0 (No probability) to 1 (High probability). The methods accuracy was assessed with the cross validation method. The best interpolation method was the one with the lowest Root Mean Square Error (RMSE). The results showed that the most accurate probability method was SK (RMSE=0.436), followed by DK (RMSE=0.437), IK (RMSE=0.448), PK (RMSE=0.452) and OK (RMSE=0.537). Significant differences were identified among probability tests (Kruskal-Wallis test =199.7597 p<0.001). On average the probability of SWR was high with the OK (0.58±0.08) followed by PK (0.49±0.18), SK (0.32±0.16), DK (0.32±0.15) and IK (0.31±0.16). The most accurate probability methods predicted a lower probability of SWR in the studied plot. The spatial distribution of SWR was different according to the tested technique. Simple Kriging, DK, IK and PK methods identified the high SWR probabilities in the northeast and central part of the plot, while OK observed mainly in the south-western part of the plot. In conclusion, before predict the spatial probability of SWR it is important to test several methods in order to identify the most accurate. Acknowledgments COST action ES1306 (Connecting European connectivity research). References Blanco-Canqui, H., Lal, R. (2009) Extend of water repellency under long-term no-till soils. Geoderma, 149, 171-180. Doerr, S.H., Shakesby, R.A., Walsh, R.P.D. (2000) Soil water repellency: Its causes, characteristics and hydro-geomorphological significance. Earth-Science Reviews, 51, 33-65. Gonzalez-Penaloza, F.A., Cerda, A., Zavala, L.M., Jordan, A., Gimenez-Morera, A., Arcenegui, V. (2012) Do conservative agriculture practices increase soil water repellency? A case study in citrus-croped soils. Soil and Tillage Research, 124, 233-239. Pereira, P., Oliva, M. (2013) Modelling soil water repellency in an abandoned agricultural field, Visnyk Geology, Visnyk Geology 4, 77-80. Wessel, A.T. (1988) On using the effective contact angle and the water drop penetration time for classification of water repellency in dune soils. Earth Surface Process and Landforms, 13, 555-265.

Probability Forecasting Using Monte Carlo Simulation

NASA Astrophysics Data System (ADS)

Duncan, M.; Frisbee, J.; Wysack, J.

2014-09-01

Space Situational Awareness (SSA) is defined as the knowledge and characterization of all aspects of space. SSA is now a fundamental and critical component of space operations. Increased dependence on our space assets has in turn lead to a greater need for accurate, near real-time knowledge of all space activities. With the growth of the orbital debris population, satellite operators are performing collision avoidance maneuvers more frequently. Frequent maneuver execution expends fuel and reduces the operational lifetime of the spacecraft. Thus the need for new, more sophisticated collision threat characterization methods must be implemented. The collision probability metric is used operationally to quantify the collision risk. The collision probability is typically calculated days into the future, so that high risk and potential high risk conjunction events are identified early enough to develop an appropriate course of action. As the time horizon to the conjunction event is reduced, the collision probability changes. A significant change in the collision probability will change the satellite mission stakeholder's course of action. So constructing a method for estimating how the collision probability will evolve improves operations by providing satellite operators with a new piece of information, namely an estimate or 'forecast' of how the risk will change as time to the event is reduced. Collision probability forecasting is a predictive process where the future risk of a conjunction event is estimated. The method utilizes a Monte Carlo simulation that produces a likelihood distribution for a given collision threshold. Using known state and state uncertainty information, the simulation generates a set possible trajectories for a given space object pair. Each new trajectory produces a unique event geometry at the time of close approach. Given state uncertainty information for both objects, a collision probability value can be computed for every trail. This yields a collision probability distribution given known, predicted uncertainty. This paper presents the details of the collision probability forecasting method. We examine various conjunction event scenarios and numerically demonstrate the utility of this approach in typical event scenarios. We explore the utility of a probability-based track scenario simulation that models expected tracking data frequency as the tasking levels are increased. The resulting orbital uncertainty is subsequently used in the forecasting algorithm.

Introduction to Probability, Part 1 - Basic Concepts. Student Text. Revised Edition.

ERIC Educational Resources Information Center

Blakeslee, David W.; And Others

This book is designed to introduce the reader to some fundamental ideas about probability. The mathematical theory of probability plays an increasingly important role in science, government, industry, business, and economics. An understanding of the basic concepts of probability is essential for the study of statistical methods that are widely…

Method- and species-specific detection probabilities of fish occupancy in Arctic lakes: Implications for design and management

USGS Publications Warehouse

Haynes, Trevor B.; Rosenberger, Amanda E.; Lindberg, Mark S.; Whitman, Matthew; Schmutz, Joel A.

2013-01-01

Studies examining species occurrence often fail to account for false absences in field sampling. We investigate detection probabilities of five gear types for six fish species in a sample of lakes on the North Slope, Alaska. We used an occupancy modeling approach to provide estimates of detection probabilities for each method. Variation in gear- and species-specific detection probability was considerable. For example, detection probabilities for the fyke net ranged from 0.82 (SE = 0.05) for least cisco (Coregonus sardinella) to 0.04 (SE = 0.01) for slimy sculpin (Cottus cognatus). Detection probabilities were also affected by site-specific variables such as depth of the lake, year, day of sampling, and lake connection to a stream. With the exception of the dip net and shore minnow traps, each gear type provided the highest detection probability of at least one species. Results suggest that a multimethod approach may be most effective when attempting to sample the entire fish community of Arctic lakes. Detection probability estimates will be useful for designing optimal fish sampling and monitoring protocols in Arctic lakes.

A New Method for Generating Probability Tables in the Unresolved Resonance Region

DOE PAGES

Holcomb, Andrew M.; Leal, Luiz C.; Rahnema, Farzad; ...

2017-04-18

One new method for constructing probability tables in the unresolved resonance region (URR) has been developed. This new methodology is an extensive modification of the single-level Breit-Wigner (SLBW) pseudo-resonance pair sequence method commonly used to generate probability tables in the URR. The new method uses a Monte Carlo process to generate many pseudo-resonance sequences by first sampling the average resonance parameter data in the URR and then converting the sampled resonance parameters to the more robust R-matrix limited (RML) format. Furthermore, for each sampled set of pseudo-resonance sequences, the temperature-dependent cross sections are reconstructed on a small grid around themore » energy of reference using the Reich-Moore formalism and the Leal-Hwang Doppler broadening methodology. We then use the effective cross sections calculated at the energies of reference to construct probability tables in the URR. The RML cross-section reconstruction algorithm has been rigorously tested for a variety of isotopes, including 16O, 19F, 35Cl, 56Fe, 63Cu, and 65Cu. The new URR method also produced normalized cross-section factor probability tables for 238U that were found to be in agreement with current standards. The modified 238U probability tables were shown to produce results in excellent agreement with several standard benchmarks, including the IEU-MET-FAST-007 (BIG TEN), IEU-MET-FAST-003, and IEU-COMP-FAST-004 benchmarks.« less

Convective Weather Forecast Quality Metrics for Air Traffic Management Decision-Making

NASA Technical Reports Server (NTRS)

Chatterji, Gano B.; Gyarfas, Brett; Chan, William N.; Meyn, Larry A.

2006-01-01

Since numerical weather prediction models are unable to accurately forecast the severity and the location of the storm cells several hours into the future when compared with observation data, there has been a growing interest in probabilistic description of convective weather. The classical approach for generating uncertainty bounds consists of integrating the state equations and covariance propagation equations forward in time. This step is readily recognized as the process update step of the Kalman Filter algorithm. The second well known method, known as the Monte Carlo method, consists of generating output samples by driving the forecast algorithm with input samples selected from distributions. The statistical properties of the distributions of the output samples are then used for defining the uncertainty bounds of the output variables. This method is computationally expensive for a complex model compared to the covariance propagation method. The main advantage of the Monte Carlo method is that a complex non-linear model can be easily handled. Recently, a few different methods for probabilistic forecasting have appeared in the literature. A method for computing probability of convection in a region using forecast data is described in Ref. 5. Probability at a grid location is computed as the fraction of grid points, within a box of specified dimensions around the grid location, with forecast convection precipitation exceeding a specified threshold. The main limitation of this method is that the results are dependent on the chosen dimensions of the box. The examples presented Ref. 5 show that this process is equivalent to low-pass filtering of the forecast data with a finite support spatial filter. References 6 and 7 describe the technique for computing percentage coverage within a 92 x 92 square-kilometer box and assigning the value to the center 4 x 4 square-kilometer box. This technique is same as that described in Ref. 5. Characterizing the forecast, following the process described in Refs. 5 through 7, in terms of percentage coverage or confidence level is notionally sound compared to characterizing in terms of probabilities because the probability of the forecast being correct can only be determined using actual observations. References 5 through 7 only use the forecast data and not the observations. The method for computing the probability of detection, false alarm ratio and several forecast quality metrics (Skill Scores) using both the forecast and observation data are given in Ref. 2. This paper extends the statistical verification method in Ref. 2 to determine co-occurrence probabilities. The method consists of computing the probability that a severe weather cell (grid location) is detected in the observation data in the neighborhood of the severe weather cell in the forecast data. Probabilities of occurrence at the grid location and in its neighborhood with higher severity, and with lower severity in the observation data compared to that in the forecast data are examined. The method proposed in Refs. 5 through 7 is used for computing the probability that a certain number of cells in the neighborhood of severe weather cells in the forecast data are seen as severe weather cells in the observation data. Finally, the probability of existence of gaps in the observation data in the neighborhood of severe weather cells in forecast data is computed. Gaps are defined as openings between severe weather cells through which an aircraft can safely fly to its intended destination. The rest of the paper is organized as follows. Section II summarizes the statistical verification method described in Ref. 2. The extension of this method for computing the co-occurrence probabilities in discussed in Section HI. Numerical examples using NCWF forecast data and NCWD observation data are presented in Section III to elucidate the characteristics of the co-occurrence probabilities. This section also discusses the procedure for computing throbabilities that the severity of convection in the observation data will be higher or lower in the neighborhood of grid locations compared to that indicated at the grid locations in the forecast data. The probability of coverage of neighborhood grid cells is also described via examples in this section. Section IV discusses the gap detection algorithm and presents a numerical example to illustrate the method. The locations of the detected gaps in the observation data are used along with the locations of convective weather cells in the forecast data to determine the probability of existence of gaps in the neighborhood of these cells. Finally, the paper is concluded in Section V.

Time-dependent landslide probability mapping

USGS Publications Warehouse

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

1993-01-01

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

Generalized Wishart Mixtures for Unsupervised Classification of PolSAR Data

NASA Astrophysics Data System (ADS)

Li, Lan; Chen, Erxue; Li, Zengyuan

2013-01-01

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

Monte Carlo methods to calculate impact probabilities

NASA Astrophysics Data System (ADS)

Rickman, H.; Wiśniowski, T.; Wajer, P.; Gabryszewski, R.; Valsecchi, G. B.

2014-09-01

Context. Unraveling the events that took place in the solar system during the period known as the late heavy bombardment requires the interpretation of the cratered surfaces of the Moon and terrestrial planets. This, in turn, requires good estimates of the statistical impact probabilities for different source populations of projectiles, a subject that has received relatively little attention, since the works of Öpik (1951, Proc. R. Irish Acad. Sect. A, 54, 165) and Wetherill (1967, J. Geophys. Res., 72, 2429). Aims: We aim to work around the limitations of the Öpik and Wetherill formulae, which are caused by singularities due to zero denominators under special circumstances. Using modern computers, it is possible to make good estimates of impact probabilities by means of Monte Carlo simulations, and in this work, we explore the available options. Methods: We describe three basic methods to derive the average impact probability for a projectile with a given semi-major axis, eccentricity, and inclination with respect to a target planet on an elliptic orbit. One is a numerical averaging of the Wetherill formula; the next is a Monte Carlo super-sizing method using the target's Hill sphere. The third uses extensive minimum orbit intersection distance (MOID) calculations for a Monte Carlo sampling of potentially impacting orbits, along with calculations of the relevant interval for the timing of the encounter allowing collision. Numerical experiments are carried out for an intercomparison of the methods and to scrutinize their behavior near the singularities (zero relative inclination and equal perihelion distances). Results: We find an excellent agreement between all methods in the general case, while there appear large differences in the immediate vicinity of the singularities. With respect to the MOID method, which is the only one that does not involve simplifying assumptions and approximations, the Wetherill averaging impact probability departs by diverging toward infinity, while the Hill sphere method results in a severely underestimated probability. We provide a discussion of the reasons for these differences, and we finally present the results of the MOID method in the form of probability maps for the Earth and Mars on their current orbits. These maps show a relatively flat probability distribution, except for the occurrence of two ridges found at small inclinations and for coinciding projectile/target perihelion distances. Conclusions: Our results verify the standard formulae in the general case, away from the singularities. In fact, severe shortcomings are limited to the immediate vicinity of those extreme orbits. On the other hand, the new Monte Carlo methods can be used without excessive consumption of computer time, and the MOID method avoids the problems associated with the other methods. Appendices are available in electronic form at http://www.aanda.org

Contraceptive failure in the United States

PubMed Central

Trussell, James

2013-01-01

This review provides an update of previous estimates of first-year probabilities of contraceptive failure for all methods of contraception available in the United States. Estimates are provided of probabilities of failure during typical use (which includes both incorrect and inconsistent use) and during perfect use (correct and consistent use). The difference between these two probabilities reveals the consequences of imperfect use; it depends both on how unforgiving of imperfect use a method is and on how hard it is to use that method perfectly. These revisions reflect new research on contraceptive failure both during perfect use and during typical use. PMID:21477680

Optimizing probability of detection point estimate demonstration

NASA Astrophysics Data System (ADS)

Koshti, Ajay M.

2017-04-01

The paper provides discussion on optimizing probability of detection (POD) demonstration experiments using point estimate method. The optimization is performed to provide acceptable value for probability of passing demonstration (PPD) and achieving acceptable value for probability of false (POF) calls while keeping the flaw sizes in the set as small as possible. POD Point estimate method is used by NASA for qualifying special NDE procedures. The point estimate method uses binomial distribution for probability density. Normally, a set of 29 flaws of same size within some tolerance are used in the demonstration. Traditionally largest flaw size in the set is considered to be a conservative estimate of the flaw size with minimum 90% probability and 95% confidence. The flaw size is denoted as α90/95PE. The paper investigates relationship between range of flaw sizes in relation to α90, i.e. 90% probability flaw size, to provide a desired PPD. The range of flaw sizes is expressed as a proportion of the standard deviation of the probability density distribution. Difference between median or average of the 29 flaws and α90 is also expressed as a proportion of standard deviation of the probability density distribution. In general, it is concluded that, if probability of detection increases with flaw size, average of 29 flaw sizes would always be larger than or equal to α90 and is an acceptable measure of α90/95PE. If NDE technique has sufficient sensitivity and signal-to-noise ratio, then the 29 flaw-set can be optimized to meet requirements of minimum required PPD, maximum allowable POF, requirements on flaw size tolerance about mean flaw size and flaw size detectability requirements. The paper provides procedure for optimizing flaw sizes in the point estimate demonstration flaw-set.

Frequency analysis of uncertain structures using imprecise probability

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

Modares, Mehdi; Bergerson, Joshua

2015-01-01

Two new methods for finite element based frequency analysis of a structure with uncertainty are developed. An imprecise probability formulation based on enveloping p-boxes is used to quantify the uncertainty present in the mechanical characteristics of the structure. For each element, independent variations are considered. Using the two developed methods, P-box Frequency Analysis (PFA) and Interval Monte-Carlo Frequency Analysis (IMFA), sharp bounds on natural circular frequencies at different probability levels are obtained. These methods establish a framework for handling incomplete information in structural dynamics. Numerical example problems are presented that illustrate the capabilities of the new methods along with discussionsmore » on their computational efficiency.« less

Reliability computation using fault tree analysis

NASA Technical Reports Server (NTRS)

Chelson, P. O.

1971-01-01

A method is presented for calculating event probabilities from an arbitrary fault tree. The method includes an analytical derivation of the system equation and is not a simulation program. The method can handle systems that incorporate standby redundancy and it uses conditional probabilities for computing fault trees where the same basic failure appears in more than one fault path.

Assessing the Probability that a Finding Is Genuine for Large-Scale Genetic Association Studies

PubMed Central

Kuo, Chia-Ling; Vsevolozhskaya, Olga A.; Zaykin, Dmitri V.

2015-01-01

Genetic association studies routinely involve massive numbers of statistical tests accompanied by P-values. Whole genome sequencing technologies increased the potential number of tested variants to tens of millions. The more tests are performed, the smaller P-value is required to be deemed significant. However, a small P-value is not equivalent to small chances of a spurious finding and significance thresholds may fail to serve as efficient filters against false results. While the Bayesian approach can provide a direct assessment of the probability that a finding is spurious, its adoption in association studies has been slow, due in part to the ubiquity of P-values and the automated way they are, as a rule, produced by software packages. Attempts to design simple ways to convert an association P-value into the probability that a finding is spurious have been met with difficulties. The False Positive Report Probability (FPRP) method has gained increasing popularity. However, FPRP is not designed to estimate the probability for a particular finding, because it is defined for an entire region of hypothetical findings with P-values at least as small as the one observed for that finding. Here we propose a method that lets researchers extract probability that a finding is spurious directly from a P-value. Considering the counterpart of that probability, we term this method POFIG: the Probability that a Finding is Genuine. Our approach shares FPRP's simplicity, but gives a valid probability that a finding is spurious given a P-value. In addition to straightforward interpretation, POFIG has desirable statistical properties. The POFIG average across a set of tentative associations provides an estimated proportion of false discoveries in that set. POFIGs are easily combined across studies and are immune to multiple testing and selection bias. We illustrate an application of POFIG method via analysis of GWAS associations with Crohn's disease. PMID:25955023

Assessing the Probability that a Finding Is Genuine for Large-Scale Genetic Association Studies.

PubMed

Kuo, Chia-Ling; Vsevolozhskaya, Olga A; Zaykin, Dmitri V

2015-01-01

Genetic association studies routinely involve massive numbers of statistical tests accompanied by P-values. Whole genome sequencing technologies increased the potential number of tested variants to tens of millions. The more tests are performed, the smaller P-value is required to be deemed significant. However, a small P-value is not equivalent to small chances of a spurious finding and significance thresholds may fail to serve as efficient filters against false results. While the Bayesian approach can provide a direct assessment of the probability that a finding is spurious, its adoption in association studies has been slow, due in part to the ubiquity of P-values and the automated way they are, as a rule, produced by software packages. Attempts to design simple ways to convert an association P-value into the probability that a finding is spurious have been met with difficulties. The False Positive Report Probability (FPRP) method has gained increasing popularity. However, FPRP is not designed to estimate the probability for a particular finding, because it is defined for an entire region of hypothetical findings with P-values at least as small as the one observed for that finding. Here we propose a method that lets researchers extract probability that a finding is spurious directly from a P-value. Considering the counterpart of that probability, we term this method POFIG: the Probability that a Finding is Genuine. Our approach shares FPRP's simplicity, but gives a valid probability that a finding is spurious given a P-value. In addition to straightforward interpretation, POFIG has desirable statistical properties. The POFIG average across a set of tentative associations provides an estimated proportion of false discoveries in that set. POFIGs are easily combined across studies and are immune to multiple testing and selection bias. We illustrate an application of POFIG method via analysis of GWAS associations with Crohn's disease.

An Alternative Teaching Method of Conditional Probabilities and Bayes' Rule: An Application of the Truth Table

ERIC Educational Resources Information Center

Satake, Eiki; Vashlishan Murray, Amy

2015-01-01

This paper presents a comparison of three approaches to the teaching of probability to demonstrate how the truth table of elementary mathematical logic can be used to teach the calculations of conditional probabilities. Students are typically introduced to the topic of conditional probabilities--especially the ones that involve Bayes' rule--with…

Count data, detection probabilities, and the demography, dynamics, distribution, and decline of amphibians.

PubMed

Schmidt, Benedikt R

2003-08-01

The evidence for amphibian population declines is based on count data that were not adjusted for detection probabilities. Such data are not reliable even when collected using standard methods. The formula C = Np (where C is a count, N the true parameter value, and p is a detection probability) relates count data to demography, population size, or distributions. With unadjusted count data, one assumes a linear relationship between C and N and that p is constant. These assumptions are unlikely to be met in studies of amphibian populations. Amphibian population data should be based on methods that account for detection probabilities.

Normal tissue complication probability modelling of tissue fibrosis following breast radiotherapy

NASA Astrophysics Data System (ADS)

Alexander, M. A. R.; Brooks, W. A.; Blake, S. W.

2007-04-01

Cosmetic late effects of radiotherapy such as tissue fibrosis are increasingly regarded as being of importance. It is generally considered that the complication probability of a radiotherapy plan is dependent on the dose uniformity, and can be reduced by using better compensation to remove dose hotspots. This work aimed to model the effects of improved dose homogeneity on complication probability. The Lyman and relative seriality NTCP models were fitted to clinical fibrosis data for the breast collated from the literature. Breast outlines were obtained from a commercially available Rando phantom using the Osiris system. Multislice breast treatment plans were produced using a variety of compensation methods. Dose-volume histograms (DVHs) obtained for each treatment plan were reduced to simple numerical parameters using the equivalent uniform dose and effective volume DVH reduction methods. These parameters were input into the models to obtain complication probability predictions. The fitted model parameters were consistent with a parallel tissue architecture. Conventional clinical plans generally showed reducing complication probabilities with increasing compensation sophistication. Extremely homogenous plans representing idealized IMRT treatments showed increased complication probabilities compared to conventional planning methods, as a result of increased dose to areas receiving sub-prescription doses using conventional techniques.

Continuous-Time Classical and Quantum Random Walk on Direct Product of Cayley Graphs

NASA Astrophysics Data System (ADS)

Salimi, S.; Jafarizadeh, M. A.

2009-06-01

In this paper we define direct product of graphs and give a recipe for obtaining probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability of observing particle on direct product of graph is obtained by multiplication of probability on the corresponding to sub-graphs, where this method is useful to determining probability of walk on complicated graphs. Using this method, we calculate the probability of continuous-time classical and quantum random walks on many of finite direct product Cayley graphs (complete cycle, complete Kn, charter and n-cube). Also, we inquire that the classical state the stationary uniform distribution is reached as t → ∞ but for quantum state is not always satisfied.

Sampling Methods in Cardiovascular Nursing Research: An Overview.

PubMed

Kandola, Damanpreet; Banner, Davina; O'Keefe-McCarthy, Sheila; Jassal, Debbie

2014-01-01

Cardiovascular nursing research covers a wide array of topics from health services to psychosocial patient experiences. The selection of specific participant samples is an important part of the research design and process. The sampling strategy employed is of utmost importance to ensure that a representative sample of participants is chosen. There are two main categories of sampling methods: probability and non-probability. Probability sampling is the random selection of elements from the population, where each element of the population has an equal and independent chance of being included in the sample. There are five main types of probability sampling including simple random sampling, systematic sampling, stratified sampling, cluster sampling, and multi-stage sampling. Non-probability sampling methods are those in which elements are chosen through non-random methods for inclusion into the research study and include convenience sampling, purposive sampling, and snowball sampling. Each approach offers distinct advantages and disadvantages and must be considered critically. In this research column, we provide an introduction to these key sampling techniques and draw on examples from the cardiovascular research. Understanding the differences in sampling techniques may aid nurses in effective appraisal of research literature and provide a reference pointfor nurses who engage in cardiovascular research.

Quantifying Safety Margin Using the Risk-Informed Safety Margin Characterization (RISMC)

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

Grabaskas, David; Bucknor, Matthew; Brunett, Acacia

2015-04-26

The Risk-Informed Safety Margin Characterization (RISMC), developed by Idaho National Laboratory as part of the Light-Water Reactor Sustainability Project, utilizes a probabilistic safety margin comparison between a load and capacity distribution, rather than a deterministic comparison between two values, as is usually done in best-estimate plus uncertainty analyses. The goal is to determine the failure probability, or in other words, the probability of the system load equaling or exceeding the system capacity. While this method has been used in pilot studies, there has been little work conducted investigating the statistical significance of the resulting failure probability. In particular, it ismore » difficult to determine how many simulations are necessary to properly characterize the failure probability. This work uses classical (frequentist) statistics and confidence intervals to examine the impact in statistical accuracy when the number of simulations is varied. Two methods are proposed to establish confidence intervals related to the failure probability established using a RISMC analysis. The confidence interval provides information about the statistical accuracy of the method utilized to explore the uncertainty space, and offers a quantitative method to gauge the increase in statistical accuracy due to performing additional simulations.« less

Syndrome diagnosis: human intuition or machine intelligence?

PubMed

Braaten, Oivind; Friestad, Johannes

2008-01-01

The aim of this study was to investigate whether artificial intelligence methods can represent objective methods that are essential in syndrome diagnosis. Most syndromes have no external criterion standard of diagnosis. The predictive value of a clinical sign used in diagnosis is dependent on the prior probability of the syndrome diagnosis. Clinicians often misjudge the probabilities involved. Syndromology needs objective methods to ensure diagnostic consistency, and take prior probabilities into account. We applied two basic artificial intelligence methods to a database of machine-generated patients - a 'vector method' and a set method. As reference methods we ran an ID3 algorithm, a cluster analysis and a naive Bayes' calculation on the same patient series. The overall diagnostic error rate for the the vector algorithm was 0.93%, and for the ID3 0.97%. For the clinical signs found by the set method, the predictive values varied between 0.71 and 1.0. The artificial intelligence methods that we used, proved simple, robust and powerful, and represent objective diagnostic methods.

Application of random match probability calculations to mixed STR profiles.

PubMed

Bille, Todd; Bright, Jo-Anne; Buckleton, John

2013-03-01

Mixed DNA profiles are being encountered more frequently as laboratories analyze increasing amounts of touch evidence. If it is determined that an individual could be a possible contributor to the mixture, it is necessary to perform a statistical analysis to allow an assignment of weight to the evidence. Currently, the combined probability of inclusion (CPI) and the likelihood ratio (LR) are the most commonly used methods to perform the statistical analysis. A third method, random match probability (RMP), is available. This article compares the advantages and disadvantages of the CPI and LR methods to the RMP method. We demonstrate that although the LR method is still considered the most powerful of the binary methods, the RMP and LR methods make similar use of the observed data such as peak height, assumed number of contributors, and known contributors where the CPI calculation tends to waste information and be less informative. © 2013 American Academy of Forensic Sciences.

a Probability-Based Statistical Method to Extract Water Body of TM Images with Missing Information

NASA Astrophysics Data System (ADS)

Lian, Shizhong; Chen, Jiangping; Luo, Minghai

2016-06-01

Water information cannot be accurately extracted using TM images because true information is lost in some images because of blocking clouds and missing data stripes, thereby water information cannot be accurately extracted. Water is continuously distributed in natural conditions; thus, this paper proposed a new method of water body extraction based on probability statistics to improve the accuracy of water information extraction of TM images with missing information. Different disturbing information of clouds and missing data stripes are simulated. Water information is extracted using global histogram matching, local histogram matching, and the probability-based statistical method in the simulated images. Experiments show that smaller Areal Error and higher Boundary Recall can be obtained using this method compared with the conventional methods.

Estimating site occupancy and detection probability parameters for meso- and large mammals in a coastal eosystem

USGS Publications Warehouse

O'Connell, Allan F.; Talancy, Neil W.; Bailey, Larissa L.; Sauer, John R.; Cook, Robert; Gilbert, Andrew T.

2006-01-01

Large-scale, multispecies monitoring programs are widely used to assess changes in wildlife populations but they often assume constant detectability when documenting species occurrence. This assumption is rarely met in practice because animal populations vary across time and space. As a result, detectability of a species can be influenced by a number of physical, biological, or anthropogenic factors (e.g., weather, seasonality, topography, biological rhythms, sampling methods). To evaluate some of these influences, we estimated site occupancy rates using species-specific detection probabilities for meso- and large terrestrial mammal species on Cape Cod, Massachusetts, USA. We used model selection to assess the influence of different sampling methods and major environmental factors on our ability to detect individual species. Remote cameras detected the most species (9), followed by cubby boxes (7) and hair traps (4) over a 13-month period. Estimated site occupancy rates were similar among sampling methods for most species when detection probabilities exceeded 0.15, but we question estimates obtained from methods with detection probabilities between 0.05 and 0.15, and we consider methods with lower probabilities unacceptable for occupancy estimation and inference. Estimated detection probabilities can be used to accommodate variation in sampling methods, which allows for comparison of monitoring programs using different protocols. Vegetation and seasonality produced species-specific differences in detectability and occupancy, but differences were not consistent within or among species, which suggests that our results should be considered in the context of local habitat features and life history traits for the target species. We believe that site occupancy is a useful state variable and suggest that monitoring programs for mammals using occupancy data consider detectability prior to making inferences about species distributions or population change.

A robust method using propensity score stratification for correcting verification bias for binary tests

PubMed Central

He, Hua; McDermott, Michael P.

2012-01-01

Sensitivity and specificity are common measures of the accuracy of a diagnostic test. The usual estimators of these quantities are unbiased if data on the diagnostic test result and the true disease status are obtained from all subjects in an appropriately selected sample. In some studies, verification of the true disease status is performed only for a subset of subjects, possibly depending on the result of the diagnostic test and other characteristics of the subjects. Estimators of sensitivity and specificity based on this subset of subjects are typically biased; this is known as verification bias. Methods have been proposed to correct verification bias under the assumption that the missing data on disease status are missing at random (MAR), that is, the probability of missingness depends on the true (missing) disease status only through the test result and observed covariate information. When some of the covariates are continuous, or the number of covariates is relatively large, the existing methods require parametric models for the probability of disease or the probability of verification (given the test result and covariates), and hence are subject to model misspecification. We propose a new method for correcting verification bias based on the propensity score, defined as the predicted probability of verification given the test result and observed covariates. This is estimated separately for those with positive and negative test results. The new method classifies the verified sample into several subsamples that have homogeneous propensity scores and allows correction for verification bias. Simulation studies demonstrate that the new estimators are more robust to model misspecification than existing methods, but still perform well when the models for the probability of disease and probability of verification are correctly specified. PMID:21856650

Probabilistic methods for rotordynamics analysis

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

Syndrome Diagnosis: Human Intuition or Machine Intelligence?

PubMed Central

Braaten, Øivind; Friestad, Johannes

2008-01-01

The aim of this study was to investigate whether artificial intelligence methods can represent objective methods that are essential in syndrome diagnosis. Most syndromes have no external criterion standard of diagnosis. The predictive value of a clinical sign used in diagnosis is dependent on the prior probability of the syndrome diagnosis. Clinicians often misjudge the probabilities involved. Syndromology needs objective methods to ensure diagnostic consistency, and take prior probabilities into account. We applied two basic artificial intelligence methods to a database of machine-generated patients - a ‘vector method’ and a set method. As reference methods we ran an ID3 algorithm, a cluster analysis and a naive Bayes’ calculation on the same patient series. The overall diagnostic error rate for the the vector algorithm was 0.93%, and for the ID3 0.97%. For the clinical signs found by the set method, the predictive values varied between 0.71 and 1.0. The artificial intelligence methods that we used, proved simple, robust and powerful, and represent objective diagnostic methods. PMID:19415142

A method of decision analysis quantifying the effects of age and comorbidities on the probability of deriving significant benefit from medical treatments

PubMed Central

Bean, Nigel G.; Ruberu, Ravi P.

2017-01-01

Background The external validity, or generalizability, of trials and guidelines has been considered poor in the context of multiple morbidity. How multiple morbidity might affect the magnitude of benefit of a given treatment, and thereby external validity, has had little study. Objective To provide a method of decision analysis to quantify the effects of age and comorbidity on the probability of deriving a given magnitude of treatment benefit. Design We developed a method to calculate probabilistically the effect of all of a patient’s comorbidities on their underlying utility, or well-being, at a future time point. From this, we derived a distribution of possible magnitudes of treatment benefit at that future time point. We then expressed this distribution as the probability of deriving at least a given magnitude of treatment benefit. To demonstrate the applicability of this method of decision analysis, we applied it to the treatment of hypercholesterolaemia in a geriatric population of 50 individuals. We highlighted the results of four of these individuals. Results This method of analysis provided individualized quantifications of the effect of age and comorbidity on the probability of treatment benefit. The average probability of deriving a benefit, of at least 50% of the magnitude of benefit available to an individual without comorbidity, was only 0.8%. Conclusion The effects of age and comorbidity on the probability of deriving significant treatment benefits can be quantified for any individual. Even without consideration of other factors affecting external validity, these effects may be sufficient to guide decision-making. PMID:29090189

Insights from triangulation of two purchase choice elicitation methods to predict social decision making in healthcare.

PubMed

Whitty, Jennifer A; Rundle-Thiele, Sharyn R; Scuffham, Paul A

2012-03-01

Discrete choice experiments (DCEs) and the Juster scale are accepted methods for the prediction of individual purchase probabilities. Nevertheless, these methods have seldom been applied to a social decision-making context. To gain an overview of social decisions for a decision-making population through data triangulation, these two methods were used to understand purchase probability in a social decision-making context. We report an exploratory social decision-making study of pharmaceutical subsidy in Australia. A DCE and selected Juster scale profiles were presented to current and past members of the Australian Pharmaceutical Benefits Advisory Committee and its Economic Subcommittee. Across 66 observations derived from 11 respondents for 6 different pharmaceutical profiles, there was a small overall median difference of 0.024 in the predicted probability of public subsidy (p = 0.003), with the Juster scale predicting the higher likelihood. While consistency was observed at the extremes of the probability scale, the funding probability differed over the mid-range of profiles. There was larger variability in the DCE than Juster predictions within each individual respondent, suggesting the DCE is better able to discriminate between profiles. However, large variation was observed between individuals in the Juster scale but not DCE predictions. It is important to use multiple methods to obtain a complete picture of the probability of purchase or public subsidy in a social decision-making context until further research can elaborate on our findings. This exploratory analysis supports the suggestion that the mixed logit model, which was used for the DCE analysis, may fail to adequately account for preference heterogeneity in some contexts.

Probability Issues in without Replacement Sampling

ERIC Educational Resources Information Center

Joarder, A. H.; Al-Sabah, W. S.

2007-01-01

Sampling without replacement is an important aspect in teaching conditional probabilities in elementary statistics courses. Different methods proposed in different texts for calculating probabilities of events in this context are reviewed and their relative merits and limitations in applications are pinpointed. An alternative representation of…

Predicting the probability of slip in gait: methodology and distribution study.

PubMed

Gragg, Jared; Yang, James

2016-01-01

The likelihood of a slip is related to the available and required friction for a certain activity, here gait. Classical slip and fall analysis presumed that a walking surface was safe if the difference between the mean available and required friction coefficients exceeded a certain threshold. Previous research was dedicated to reformulating the classical slip and fall theory to include the stochastic variation of the available and required friction when predicting the probability of slip in gait. However, when predicting the probability of a slip, previous researchers have either ignored the variation in the required friction or assumed the available and required friction to be normally distributed. Also, there are no published results that actually give the probability of slip for various combinations of required and available frictions. This study proposes a modification to the equation for predicting the probability of slip, reducing the previous equation from a double-integral to a more convenient single-integral form. Also, a simple numerical integration technique is provided to predict the probability of slip in gait: the trapezoidal method. The effect of the random variable distributions on the probability of slip is also studied. It is shown that both the required and available friction distributions cannot automatically be assumed as being normally distributed. The proposed methods allow for any combination of distributions for the available and required friction, and numerical results are compared to analytical solutions for an error analysis. The trapezoidal method is shown to be highly accurate and efficient. The probability of slip is also shown to be sensitive to the input distributions of the required and available friction. Lastly, a critical value for the probability of slip is proposed based on the number of steps taken by an average person in a single day.

Inverse modeling methods for indoor airborne pollutant tracking: literature review and fundamentals.

PubMed

Liu, X; Zhai, Z

2007-12-01

Reduction in indoor environment quality calls for effective control and improvement measures. Accurate and prompt identification of contaminant sources ensures that they can be quickly removed and contaminated spaces isolated and cleaned. This paper discusses the use of inverse modeling to identify potential indoor pollutant sources with limited pollutant sensor data. The study reviews various inverse modeling methods for advection-dispersion problems and summarizes the methods into three major categories: forward, backward, and probability inverse modeling methods. The adjoint probability inverse modeling method is indicated as an appropriate model for indoor air pollutant tracking because it can quickly find source location, strength and release time without prior information. The paper introduces the principles of the adjoint probability method and establishes the corresponding adjoint equations for both multi-zone airflow models and computational fluid dynamics (CFD) models. The study proposes a two-stage inverse modeling approach integrating both multi-zone and CFD models, which can provide a rapid estimate of indoor pollution status and history for a whole building. Preliminary case study results indicate that the adjoint probability method is feasible for indoor pollutant inverse modeling. The proposed method can help identify contaminant source characteristics (location and release time) with limited sensor outputs. This will ensure an effective and prompt execution of building management strategies and thus achieve a healthy and safe indoor environment. The method can also help design optimal sensor networks.

Habitat suitability criteria via parametric distributions: estimation, model selection and uncertainty

USGS Publications Warehouse

Som, Nicholas A.; Goodman, Damon H.; Perry, Russell W.; Hardy, Thomas B.

2016-01-01

Previous methods for constructing univariate habitat suitability criteria (HSC) curves have ranged from professional judgement to kernel-smoothed density functions or combinations thereof. We present a new method of generating HSC curves that applies probability density functions as the mathematical representation of the curves. Compared with previous approaches, benefits of our method include (1) estimation of probability density function parameters directly from raw data, (2) quantitative methods for selecting among several candidate probability density functions, and (3) concise methods for expressing estimation uncertainty in the HSC curves. We demonstrate our method with a thorough example using data collected on the depth of water used by juvenile Chinook salmon (Oncorhynchus tschawytscha) in the Klamath River of northern California and southern Oregon. All R code needed to implement our example is provided in the appendix. Published 2015. This article is a U.S. Government work and is in the public domain in the USA.

Using effort information with change-in-ratio data for population estimation

USGS Publications Warehouse

Udevitz, Mark S.; Pollock, Kenneth H.

1995-01-01

Most change-in-ratio (CIR) methods for estimating fish and wildlife population sizes have been based only on assumptions about how encounter probabilities vary among population subclasses. When information on sampling effort is available, it is also possible to derive CIR estimators based on assumptions about how encounter probabilities vary over time. This paper presents a generalization of previous CIR models that allows explicit consideration of a range of assumptions about the variation of encounter probabilities among subclasses and over time. Explicit estimators are derived under this model for specific sets of assumptions about the encounter probabilities. Numerical methods are presented for obtaining estimators under the full range of possible assumptions. Likelihood ratio tests for these assumptions are described. Emphasis is on obtaining estimators based on assumptions about variation of encounter probabilities over time.

Birth/birth-death processes and their computable transition probabilities with biological applications.

PubMed

Ho, Lam Si Tung; Xu, Jason; Crawford, Forrest W; Minin, Vladimir N; Suchard, Marc A

2018-03-01

Birth-death processes track the size of a univariate population, but many biological systems involve interaction between populations, necessitating models for two or more populations simultaneously. A lack of efficient methods for evaluating finite-time transition probabilities of bivariate processes, however, has restricted statistical inference in these models. Researchers rely on computationally expensive methods such as matrix exponentiation or Monte Carlo approximation, restricting likelihood-based inference to small systems, or indirect methods such as approximate Bayesian computation. In this paper, we introduce the birth/birth-death process, a tractable bivariate extension of the birth-death process, where rates are allowed to be nonlinear. We develop an efficient algorithm to calculate its transition probabilities using a continued fraction representation of their Laplace transforms. Next, we identify several exemplary models arising in molecular epidemiology, macro-parasite evolution, and infectious disease modeling that fall within this class, and demonstrate advantages of our proposed method over existing approaches to inference in these models. Notably, the ubiquitous stochastic susceptible-infectious-removed (SIR) model falls within this class, and we emphasize that computable transition probabilities newly enable direct inference of parameters in the SIR model. We also propose a very fast method for approximating the transition probabilities under the SIR model via a novel branching process simplification, and compare it to the continued fraction representation method with application to the 17th century plague in Eyam. Although the two methods produce similar maximum a posteriori estimates, the branching process approximation fails to capture the correlation structure in the joint posterior distribution.

Fuzzy-logic detection and probability of hail exploiting short-range X-band weather radar

NASA Astrophysics Data System (ADS)

Capozzi, Vincenzo; Picciotti, Errico; Mazzarella, Vincenzo; Marzano, Frank Silvio; Budillon, Giorgio

2018-03-01

This work proposes a new method for hail precipitation detection and probability, based on single-polarization X-band radar measurements. Using a dataset consisting of reflectivity volumes, ground truth observations and atmospheric sounding data, a probability of hail index, which provides a simple estimate of the hail potential, has been trained and adapted within Naples metropolitan environment study area. The probability of hail has been calculated starting by four different hail detection methods. The first two, based on (1) reflectivity data and temperature measurements and (2) on vertically-integrated liquid density product, respectively, have been selected from the available literature. The other two techniques are based on combined criteria of the above mentioned methods: the first one (3) is based on the linear discriminant analysis, whereas the other one (4) relies on the fuzzy-logic approach. The latter is an innovative criterion based on a fuzzyfication step performed through ramp membership functions. The performances of the four methods have been tested using an independent dataset: the results highlight that the fuzzy-oriented combined method performs slightly better in terms of false alarm ratio, critical success index and area under the relative operating characteristic. An example of application of the proposed hail detection and probability products is also presented for a relevant hail event, occurred on 21 July 2014.

A discrimination method for the detection of pneumonia using chest radiograph.

PubMed

Noor, Norliza Mohd; Rijal, Omar Mohd; Yunus, Ashari; Abu-Bakar, S A R

2010-03-01

This paper presents a statistical method for the detection of lobar pneumonia when using digitized chest X-ray films. Each region of interest was represented by a vector of wavelet texture measures which is then multiplied by the orthogonal matrix Q(2). The first two elements of the transformed vectors were shown to have a bivariate normal distribution. Misclassification probabilities were estimated using probability ellipsoids and discriminant functions. The result of this study recommends the detection of pneumonia by constructing probability ellipsoids or discriminant function using maximum energy and maximum column sum energy texture measures where misclassification probabilities were less than 0.15. 2009 Elsevier Ltd. All rights reserved.

Probability theory versus simulation of petroleum potential in play analysis

USGS Publications Warehouse

Crovelli, R.A.

1987-01-01

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

Quantifying prognosis with risk predictions.

PubMed

Pace, Nathan L; Eberhart, Leopold H J; Kranke, Peter R

2012-01-01

Prognosis is a forecast, based on present observations in a patient, of their probable outcome from disease, surgery and so on. Research methods for the development of risk probabilities may not be familiar to some anaesthesiologists. We briefly describe methods for identifying risk factors and risk scores. A probability prediction rule assigns a risk probability to a patient for the occurrence of a specific event. Probability reflects the continuum between absolute certainty (Pi = 1) and certified impossibility (Pi = 0). Biomarkers and clinical covariates that modify risk are known as risk factors. The Pi as modified by risk factors can be estimated by identifying the risk factors and their weighting; these are usually obtained by stepwise logistic regression. The accuracy of probabilistic predictors can be separated into the concepts of 'overall performance', 'discrimination' and 'calibration'. Overall performance is the mathematical distance between predictions and outcomes. Discrimination is the ability of the predictor to rank order observations with different outcomes. Calibration is the correctness of prediction probabilities on an absolute scale. Statistical methods include the Brier score, coefficient of determination (Nagelkerke R2), C-statistic and regression calibration. External validation is the comparison of the actual outcomes to the predicted outcomes in a new and independent patient sample. External validation uses the statistical methods of overall performance, discrimination and calibration and is uniformly recommended before acceptance of the prediction model. Evidence from randomised controlled clinical trials should be obtained to show the effectiveness of risk scores for altering patient management and patient outcomes.

Methods, systems, and computer program products for network firewall policy optimization

DOEpatents

Fulp, Errin W [Winston-Salem, NC; Tarsa, Stephen J [Duxbury, MA

2011-10-18

Methods, systems, and computer program products for firewall policy optimization are disclosed. According to one method, a firewall policy including an ordered list of firewall rules is defined. For each rule, a probability indicating a likelihood of receiving a packet matching the rule is determined. The rules are sorted in order of non-increasing probability in a manner that preserves the firewall policy.

Comparison of methods for estimating density of forest songbirds from point counts

Treesearch

Jennifer L. Reidy; Frank R. Thompson; J. Wesley. Bailey

2011-01-01

New analytical methods have been promoted for estimating the probability of detection and density of birds from count data but few studies have compared these methods using real data. We compared estimates of detection probability and density from distance and time-removal models and survey protocols based on 5- or 10-min counts and outer radii of 50 or 100 m. We...

Statistical approaches to the analysis of point count data: A little extra information can go a long way

USGS Publications Warehouse

Farnsworth, G.L.; Nichols, J.D.; Sauer, J.R.; Fancy, S.G.; Pollock, K.H.; Shriner, S.A.; Simons, T.R.; Ralph, C. John; Rich, Terrell D.

2005-01-01

Point counts are a standard sampling procedure for many bird species, but lingering concerns still exist about the quality of information produced from the method. It is well known that variation in observer ability and environmental conditions can influence the detection probability of birds in point counts, but many biologists have been reluctant to abandon point counts in favor of more intensive approaches to counting. However, over the past few years a variety of statistical and methodological developments have begun to provide practical ways of overcoming some of the problems with point counts. We describe some of these approaches, and show how they can be integrated into standard point count protocols to greatly enhance the quality of the information. Several tools now exist for estimation of detection probability of birds during counts, including distance sampling, double observer methods, time-depletion (removal) methods, and hybrid methods that combine these approaches. Many counts are conducted in habitats that make auditory detection of birds much more likely than visual detection. As a framework for understanding detection probability during such counts, we propose separating two components of the probability a bird is detected during a count into (1) the probability a bird vocalizes during the count and (2) the probability this vocalization is detected by an observer. In addition, we propose that some measure of the area sampled during a count is necessary for valid inferences about bird populations. This can be done by employing fixed-radius counts or more sophisticated distance-sampling models. We recommend any studies employing point counts be designed to estimate detection probability and to include a measure of the area sampled.

Confidence intervals for the between-study variance in random-effects meta-analysis using generalised heterogeneity statistics: should we use unequal tails?

PubMed

Jackson, Dan; Bowden, Jack

2016-09-07

Confidence intervals for the between study variance are useful in random-effects meta-analyses because they quantify the uncertainty in the corresponding point estimates. Methods for calculating these confidence intervals have been developed that are based on inverting hypothesis tests using generalised heterogeneity statistics. Whilst, under the random effects model, these new methods furnish confidence intervals with the correct coverage, the resulting intervals are usually very wide, making them uninformative. We discuss a simple strategy for obtaining 95 % confidence intervals for the between-study variance with a markedly reduced width, whilst retaining the nominal coverage probability. Specifically, we consider the possibility of using methods based on generalised heterogeneity statistics with unequal tail probabilities, where the tail probability used to compute the upper bound is greater than 2.5 %. This idea is assessed using four real examples and a variety of simulation studies. Supporting analytical results are also obtained. Our results provide evidence that using unequal tail probabilities can result in shorter 95 % confidence intervals for the between-study variance. We also show some further results for a real example that illustrates how shorter confidence intervals for the between-study variance can be useful when performing sensitivity analyses for the average effect, which is usually the parameter of primary interest. We conclude that using unequal tail probabilities when computing 95 % confidence intervals for the between-study variance, when using methods based on generalised heterogeneity statistics, can result in shorter confidence intervals. We suggest that those who find the case for using unequal tail probabilities convincing should use the '1-4 % split', where greater tail probability is allocated to the upper confidence bound. The 'width-optimal' interval that we present deserves further investigation.

Moments of the Particle Phase-Space Density at Freeze-out and Coincidence Probabilities

NASA Astrophysics Data System (ADS)

Bialas, A.; Czyż, W.; Zalewski, K.

2005-10-01

It is pointed out that the moments of phase-space particle density at freeze-out can be determined from the coincidence probabilities of the events observed in multiparticle production. A method to measure the coincidence probabilities is described and its validity examined.

Structural Reliability Analysis and Optimization: Use of Approximations

NASA Technical Reports Server (NTRS)

Grandhi, Ramana V.; Wang, Liping

1999-01-01

This report is intended for the demonstration of function approximation concepts and their applicability in reliability analysis and design. Particularly, approximations in the calculation of the safety index, failure probability and structural optimization (modification of design variables) are developed. With this scope in mind, extensive details on probability theory are avoided. Definitions relevant to the stated objectives have been taken from standard text books. The idea of function approximations is to minimize the repetitive use of computationally intensive calculations by replacing them with simpler closed-form equations, which could be nonlinear. Typically, the approximations provide good accuracy around the points where they are constructed, and they need to be periodically updated to extend their utility. There are approximations in calculating the failure probability of a limit state function. The first one, which is most commonly discussed, is how the limit state is approximated at the design point. Most of the time this could be a first-order Taylor series expansion, also known as the First Order Reliability Method (FORM), or a second-order Taylor series expansion (paraboloid), also known as the Second Order Reliability Method (SORM). From the computational procedure point of view, this step comes after the design point identification; however, the order of approximation for the probability of failure calculation is discussed first, and it is denoted by either FORM or SORM. The other approximation of interest is how the design point, or the most probable failure point (MPP), is identified. For iteratively finding this point, again the limit state is approximated. The accuracy and efficiency of the approximations make the search process quite practical for analysis intensive approaches such as the finite element methods; therefore, the crux of this research is to develop excellent approximations for MPP identification and also different approximations including the higher-order reliability methods (HORM) for representing the failure surface. This report is divided into several parts to emphasize different segments of the structural reliability analysis and design. Broadly, it consists of mathematical foundations, methods and applications. Chapter I discusses the fundamental definitions of the probability theory, which are mostly available in standard text books. Probability density function descriptions relevant to this work are addressed. In Chapter 2, the concept and utility of function approximation are discussed for a general application in engineering analysis. Various forms of function representations and the latest developments in nonlinear adaptive approximations are presented with comparison studies. Research work accomplished in reliability analysis is presented in Chapter 3. First, the definition of safety index and most probable point of failure are introduced. Efficient ways of computing the safety index with a fewer number of iterations is emphasized. In chapter 4, the probability of failure prediction is presented using first-order, second-order and higher-order methods. System reliability methods are discussed in chapter 5. Chapter 6 presents optimization techniques for the modification and redistribution of structural sizes for improving the structural reliability. The report also contains several appendices on probability parameters.

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

PubMed

Thorndahl, S; Willems, P

2008-01-01

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

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

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

Bacvarov, D.C.

1981-01-01

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

Evaluation of the photoionization probability of H2+ by the trajectory semiclassical method

NASA Astrophysics Data System (ADS)

Arkhipov, D. N.; Astashkevich, S. A.; Mityureva, A. A.; Smirnov, V. V.

2018-07-01

The trajectory-based method for calculating the probabilities of transitions in the quantum system developed in our previous works and tested for atoms is applied to calculating the photoionization probability for the simplest molecule - hydrogen molecular ion. In a weak field it is established a good agreement between our photoionization cross section and the data obtained by other theoretical methods for photon energy in the range from one-photon ionization threshold up to 25 a.u. Photoionization cross section in the range 25 < ω ≤ 100 a.u. was calculated for the first time judging by the literature known to us. It is also confirmed that the trajectory method works in a wide range of the field magnitudes including superatomic values up to relativistic intensity.

Detection of Orbital Debris Collision Risks for the Automated Transfer Vehicle

NASA Technical Reports Server (NTRS)

Peret, L.; Legendre, P.; Delavault, S.; Martin, T.

2007-01-01

In this paper, we present a general collision risk assessment method, which has been applied through numerical simulations to the Automated Transfer Vehicle (ATV) case. During ATV ascent towards the International Space Station, close approaches between the ATV and objects of the USSTRACOM catalog will be monitored through collision rosk assessment. Usually, collision risk assessment relies on an exclusion volume or a probability threshold method. Probability methods are more effective than exclusion volumes but require accurate covariance data. In this work, we propose to use a criterion defined by an adaptive exclusion area. This criterion does not require any probability calculation but is more effective than exclusion volume methods as demonstrated by our numerical experiments. The results of these studies, when confirmed and finalized, will be used for the ATV operations.

Consistency of extreme flood estimation approaches

NASA Astrophysics Data System (ADS)

Felder, Guido; Paquet, Emmanuel; Penot, David; Zischg, Andreas; Weingartner, Rolf

2017-04-01

Estimations of low-probability flood events are frequently used for the planning of infrastructure as well as for determining the dimensions of flood protection measures. There are several well-established methodical procedures to estimate low-probability floods. However, a global assessment of the consistency of these methods is difficult to achieve, the "true value" of an extreme flood being not observable. Anyway, a detailed comparison performed on a given case study brings useful information about the statistical and hydrological processes involved in different methods. In this study, the following three different approaches for estimating low-probability floods are compared: a purely statistical approach (ordinary extreme value statistics), a statistical approach based on stochastic rainfall-runoff simulation (SCHADEX method), and a deterministic approach (physically based PMF estimation). These methods are tested for two different Swiss catchments. The results and some intermediate variables are used for assessing potential strengths and weaknesses of each method, as well as for evaluating the consistency of these methods.

Does a better model yield a better argument? An info-gap analysis

NASA Astrophysics Data System (ADS)

Ben-Haim, Yakov

2017-04-01

Theories, models and computations underlie reasoned argumentation in many areas. The possibility of error in these arguments, though of low probability, may be highly significant when the argument is used in predicting the probability of rare high-consequence events. This implies that the choice of a theory, model or computational method for predicting rare high-consequence events must account for the probability of error in these components. However, error may result from lack of knowledge or surprises of various sorts, and predicting the probability of error is highly uncertain. We show that the putatively best, most innovative and sophisticated argument may not actually have the lowest probability of error. Innovative arguments may entail greater uncertainty than more standard but less sophisticated methods, creating an innovation dilemma in formulating the argument. We employ info-gap decision theory to characterize and support the resolution of this problem and present several examples.

Estimation of the lower and upper bounds on the probability of failure using subset simulation and random set theory

NASA Astrophysics Data System (ADS)

Alvarez, Diego A.; Uribe, Felipe; Hurtado, Jorge E.

2018-02-01

Random set theory is a general framework which comprises uncertainty in the form of probability boxes, possibility distributions, cumulative distribution functions, Dempster-Shafer structures or intervals; in addition, the dependence between the input variables can be expressed using copulas. In this paper, the lower and upper bounds on the probability of failure are calculated by means of random set theory. In order to accelerate the calculation, a well-known and efficient probability-based reliability method known as subset simulation is employed. This method is especially useful for finding small failure probabilities in both low- and high-dimensional spaces, disjoint failure domains and nonlinear limit state functions. The proposed methodology represents a drastic reduction of the computational labor implied by plain Monte Carlo simulation for problems defined with a mixture of representations for the input variables, while delivering similar results. Numerical examples illustrate the efficiency of the proposed approach.

Cross Check of NOvA Oscillation Probabilities

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

Parke, Stephen J.; Messier, Mark D.

2018-01-12

In this note we perform a cross check of the programs used by NOvA to calculate the 3-flavor oscillation probabilities with a independent program using a different method. The comparison is performed at 6 significant figures and the agreement,more » $$|\\Delta P|/P$$ is better than $$10^{-5}$$, as good as can be expected with 6 significant figures. In addition, a simple and accurate alternative method to calculate the oscillation probabilities is outlined and compared in the L/E range and matter density relevant for the NOvA experiment.« less

What subject matter questions motivate the use of machine learning approaches compared to statistical models for probability prediction?

PubMed

Binder, Harald

2014-07-01

This is a discussion of the following papers: "Probability estimation with machine learning methods for dichotomous and multicategory outcome: Theory" by Jochen Kruppa, Yufeng Liu, Gérard Biau, Michael Kohler, Inke R. König, James D. Malley, and Andreas Ziegler; and "Probability estimation with machine learning methods for dichotomous and multicategory outcome: Applications" by Jochen Kruppa, Yufeng Liu, Hans-Christian Diener, Theresa Holste, Christian Weimar, Inke R. König, and Andreas Ziegler. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Use and interpretation of logistic regression in habitat-selection studies

USGS Publications Warehouse

Keating, Kim A.; Cherry, Steve

2004-01-01

 Logistic regression is an important tool for wildlife habitat-selection studies, but the method frequently has been misapplied due to an inadequate understanding of the logistic model, its interpretation, and the influence of sampling design. To promote better use of this method, we review its application and interpretation under 3 sampling designs: random, case-control, and use-availability. Logistic regression is appropriate for habitat use-nonuse studies employing random sampling and can be used to directly model the conditional probability of use in such cases. Logistic regression also is appropriate for studies employing case-control sampling designs, but careful attention is required to interpret results correctly. Unless bias can be estimated or probability of use is small for all habitats, results of case-control studies should be interpreted as odds ratios, rather than probability of use or relative probability of use. When data are gathered under a use-availability design, logistic regression can be used to estimate approximate odds ratios if probability of use is small, at least on average. More generally, however, logistic regression is inappropriate for modeling habitat selection in use-availability studies. In particular, using logistic regression to fit the exponential model of Manly et al. (2002:100) does not guarantee maximum-likelihood estimates, valid probabilities, or valid likelihoods. We show that the resource selection function (RSF) commonly used for the exponential model is proportional to a logistic discriminant function. Thus, it may be used to rank habitats with respect to probability of use and to identify important habitat characteristics or their surrogates, but it is not guaranteed to be proportional to probability of use. Other problems associated with the exponential model also are discussed. We describe an alternative model based on Lancaster and Imbens (1996) that offers a method for estimating conditional probability of use in use-availability studies. Although promising, this model fails to converge to a unique solution in some important situations. Further work is needed to obtain a robust method that is broadly applicable to use-availability studies.

Obtaining Accurate Probabilities Using Classifier Calibration

ERIC Educational Resources Information Center

Pakdaman Naeini, Mahdi

2016-01-01

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

Study on conditional probability of surface rupture: effect of fault dip and width of seismogenic layer

NASA Astrophysics Data System (ADS)

Inoue, N.

2017-12-01

The conditional probability of surface ruptures is affected by various factors, such as shallow material properties, process of earthquakes, ground motions and so on. Toda (2013) pointed out difference of the conditional probability of strike and reverse fault by considering the fault dip and width of seismogenic layer. This study evaluated conditional probability of surface rupture based on following procedures. Fault geometry was determined from the randomly generated magnitude based on The Headquarters for Earthquake Research Promotion (2017) method. If the defined fault plane was not saturated in the assumed width of the seismogenic layer, the fault plane depth was randomly provided within the seismogenic layer. The logistic analysis was performed to two data sets: surface displacement calculated by dislocation methods (Wang et al., 2003) from the defined source fault, the depth of top of the defined source fault. The estimated conditional probability from surface displacement indicated higher probability of reverse faults than that of strike faults, and this result coincides to previous similar studies (i.e. Kagawa et al., 2004; Kataoka and Kusakabe, 2005). On the contrary, the probability estimated from the depth of the source fault indicated higher probability of thrust faults than that of strike and reverse faults, and this trend is similar to the conditional probability of PFDHA results (Youngs et al., 2003; Moss and Ross, 2011). The probability of combined simulated results of thrust and reverse also shows low probability. The worldwide compiled reverse fault data include low fault dip angle earthquake. On the other hand, in the case of Japanese reverse fault, there is possibility that the conditional probability of reverse faults with less low dip angle earthquake shows low probability and indicates similar probability of strike fault (i.e. Takao et al., 2013). In the future, numerical simulation by considering failure condition of surface by the source fault would be performed in order to examine the amount of the displacement and conditional probability quantitatively.

Combined statistical analysis of landslide release and propagation

NASA Astrophysics Data System (ADS)

Mergili, Martin; Rohmaneo, Mohammad; Chu, Hone-Jay

2016-04-01

Statistical methods - often coupled with stochastic concepts - are commonly employed to relate areas affected by landslides with environmental layers, and to estimate spatial landslide probabilities by applying these relationships. However, such methods only concern the release of landslides, disregarding their motion. Conceptual models for mass flow routing are used for estimating landslide travel distances and possible impact areas. Automated approaches combining release and impact probabilities are rare. The present work attempts to fill this gap by a fully automated procedure combining statistical and stochastic elements, building on the open source GRASS GIS software: (1) The landslide inventory is subset into release and deposition zones. (2) We employ a traditional statistical approach to estimate the spatial release probability of landslides. (3) We back-calculate the probability distribution of the angle of reach of the observed landslides, employing the software tool r.randomwalk. One set of random walks is routed downslope from each pixel defined as release area. Each random walk stops when leaving the observed impact area of the landslide. (4) The cumulative probability function (cdf) derived in (3) is used as input to route a set of random walks downslope from each pixel in the study area through the DEM, assigning the probability gained from the cdf to each pixel along the path (impact probability). The impact probability of a pixel is defined as the average impact probability of all sets of random walks impacting a pixel. Further, the average release probabilities of the release pixels of all sets of random walks impacting a given pixel are stored along with the area of the possible release zone. (5) We compute the zonal release probability by increasing the release probability according to the size of the release zone - the larger the zone, the larger the probability that a landslide will originate from at least one pixel within this zone. We quantify this relationship by a set of empirical curves. (6) Finally, we multiply the zonal release probability with the impact probability in order to estimate the combined impact probability for each pixel. We demonstrate the model with a 167 km² study area in Taiwan, using an inventory of landslides triggered by the typhoon Morakot. Analyzing the model results leads us to a set of key conclusions: (i) The average composite impact probability over the entire study area corresponds well to the density of observed landside pixels. Therefore we conclude that the method is valid in general, even though the concept of the zonal release probability bears some conceptual issues that have to be kept in mind. (ii) The parameters used as predictors cannot fully explain the observed distribution of landslides. The size of the release zone influences the composite impact probability to a larger degree than the pixel-based release probability. (iii) The prediction rate increases considerably when excluding the largest, deep-seated, landslides from the analysis. We conclude that such landslides are mainly related to geological features hardly reflected in the predictor layers used.

An innovative method for offshore wind farm site selection based on the interval number with probability distribution

NASA Astrophysics Data System (ADS)

Wu, Yunna; Chen, Kaifeng; Xu, Hu; Xu, Chuanbo; Zhang, Haobo; Yang, Meng

2017-12-01

There is insufficient research relating to offshore wind farm site selection in China. The current methods for site selection have some defects. First, information loss is caused by two aspects: the implicit assumption that the probability distribution on the interval number is uniform; and ignoring the value of decision makers' (DMs') common opinion on the criteria information evaluation. Secondly, the difference in DMs' utility function has failed to receive attention. An innovative method is proposed in this article to solve these drawbacks. First, a new form of interval number and its weighted operator are proposed to reflect the uncertainty and reduce information loss. Secondly, a new stochastic dominance degree is proposed to quantify the interval number with a probability distribution. Thirdly, a two-stage method integrating the weighted operator with stochastic dominance degree is proposed to evaluate the alternatives. Finally, a case from China proves the effectiveness of this method.

A dynamic programming approach to estimate the capacity value of energy storage

DOE PAGES

Sioshansi, Ramteen; Madaeni, Seyed Hossein; Denholm, Paul

2013-09-17

Here, we present a method to estimate the capacity value of storage. Our method uses a dynamic program to model the effect of power system outages on the operation and state of charge of storage in subsequent periods. We combine the optimized dispatch from the dynamic program with estimated system loss of load probabilities to compute a probability distribution for the state of charge of storage in each period. This probability distribution can be used as a forced outage rate for storage in standard reliability-based capacity value estimation methods. Our proposed method has the advantage over existing approximations that itmore » explicitly captures the effect of system shortage events on the state of charge of storage in subsequent periods. We also use a numerical case study, based on five utility systems in the U.S., to demonstrate our technique and compare it to existing approximation methods.« less

A MATLAB implementation of the minimum relative entropy method for linear inverse problems

NASA Astrophysics Data System (ADS)

Neupauer, Roseanna M.; Borchers, Brian

2001-08-01

The minimum relative entropy (MRE) method can be used to solve linear inverse problems of the form Gm= d, where m is a vector of unknown model parameters and d is a vector of measured data. The MRE method treats the elements of m as random variables, and obtains a multivariate probability density function for m. The probability density function is constrained by prior information about the upper and lower bounds of m, a prior expected value of m, and the measured data. The solution of the inverse problem is the expected value of m, based on the derived probability density function. We present a MATLAB implementation of the MRE method. Several numerical issues arise in the implementation of the MRE method and are discussed here. We present the source history reconstruction problem from groundwater hydrology as an example of the MRE implementation.

The Research on Tunnel Surrounding Rock Classification Based on Geological Radar and Probability Theory

NASA Astrophysics Data System (ADS)

Xiao Yong, Zhao; Xin, Ji Yong; Shuang Ying, Zuo

2018-03-01

In order to effectively classify the surrounding rock types of tunnels, a multi-factor tunnel surrounding rock classification method based on GPR and probability theory is proposed. Geological radar was used to identify the geology of the surrounding rock in front of the face and to evaluate the quality of the rock face. According to the previous survey data, the rock uniaxial compressive strength, integrity index, fissure and groundwater were selected for classification. The related theories combine them into a multi-factor classification method, and divide the surrounding rocks according to the great probability. Using this method to classify the surrounding rock of the Ma’anshan tunnel, the surrounding rock types obtained are basically the same as those of the actual surrounding rock, which proves that this method is a simple, efficient and practical rock classification method, which can be used for tunnel construction.

Towards an Automated Development Methodology for Dependable Systems with Application to Sensor Networks

NASA Technical Reports Server (NTRS)

Hinchey, Michael G.; Rash, James L.; Rouff, Christopher A.

2005-01-01

A general-purpose method to mechanically transform system requirements into a probably equivalent model has yet to appeal: Such a method represents a necessary step toward high-dependability system engineering for numerous possible application domains, including sensor networks and autonomous systems. Currently available tools and methods that start with a formal model of a system and mechanically produce a probably equivalent implementation are valuable but not su8cient. The "gap" unfilled by such tools and methods is that their. formal models cannot be proven to be equivalent to the system requirements as originated by the customel: For the classes of systems whose behavior can be described as a finite (but significant) set of scenarios, we offer a method for mechanically transforming requirements (expressed in restricted natural language, or in other appropriate graphical notations) into a probably equivalent formal model that can be used as the basis for code generation and other transformations.

Ellipticity angle of electromagnetic signals and its use for non-energetic detection optimal by the Neumann-Pearson criterion

NASA Astrophysics Data System (ADS)

Gromov, V. A.; Sharygin, G. S.; Mironov, M. V.

2012-08-01

An interval method of radar signal detection and selection based on non-energetic polarization parameter - the ellipticity angle - is suggested. The examined method is optimal by the Neumann-Pearson criterion. The probability of correct detection for a preset probability of false alarm is calculated for different signal/noise ratios. Recommendations for optimization of the given method are provided.

Performance of toxicity probability interval based designs in contrast to the continual reassessment method

PubMed Central

Horton, Bethany Jablonski; Wages, Nolan A.; Conaway, Mark R.

2016-01-01

Toxicity probability interval designs have received increasing attention as a dose-finding method in recent years. In this study, we compared the two-stage, likelihood-based continual reassessment method (CRM), modified toxicity probability interval (mTPI), and the Bayesian optimal interval design (BOIN) in order to evaluate each method's performance in dose selection for Phase I trials. We use several summary measures to compare the performance of these methods, including percentage of correct selection (PCS) of the true maximum tolerable dose (MTD), allocation of patients to doses at and around the true MTD, and an accuracy index. This index is an efficiency measure that describes the entire distribution of MTD selection and patient allocation by taking into account the distance between the true probability of toxicity at each dose level and the target toxicity rate. The simulation study considered a broad range of toxicity curves and various sample sizes. When considering PCS, we found that CRM outperformed the two competing methods in most scenarios, followed by BOIN, then mTPI. We observed a similar trend when considering the accuracy index for dose allocation, where CRM most often outperformed both the mTPI and BOIN. These trends were more pronounced with increasing number of dose levels. PMID:27435150

A moment-convergence method for stochastic analysis of biochemical reaction networks.

PubMed

Zhang, Jiajun; Nie, Qing; Zhou, Tianshou

2016-05-21

Traditional moment-closure methods need to assume that high-order cumulants of a probability distribution approximate to zero. However, this strong assumption is not satisfied for many biochemical reaction networks. Here, we introduce convergent moments (defined in mathematics as the coefficients in the Taylor expansion of the probability-generating function at some point) to overcome this drawback of the moment-closure methods. As such, we develop a new analysis method for stochastic chemical kinetics. This method provides an accurate approximation for the master probability equation (MPE). In particular, the connection between low-order convergent moments and rate constants can be more easily derived in terms of explicit and analytical forms, allowing insights that would be difficult to obtain through direct simulation or manipulation of the MPE. In addition, it provides an accurate and efficient way to compute steady-state or transient probability distribution, avoiding the algorithmic difficulty associated with stiffness of the MPE due to large differences in sizes of rate constants. Applications of the method to several systems reveal nontrivial stochastic mechanisms of gene expression dynamics, e.g., intrinsic fluctuations can induce transient bimodality and amplify transient signals, and slow switching between promoter states can increase fluctuations in spatially heterogeneous signals. The overall approach has broad applications in modeling, analysis, and computation of complex biochemical networks with intrinsic noise.

Re-Conceptualization of Modified Angoff Standard Setting: Unified Statistical, Measurement, Cognitive, and Social Psychological Theories

ERIC Educational Resources Information Center

Iyioke, Ifeoma Chika

2013-01-01

This dissertation describes a design for training, in accordance with probability judgment heuristics principles, for the Angoff standard setting method. The new training with instruction, practice, and feedback tailored to the probability judgment heuristics principles was called the Heuristic training and the prevailing Angoff method training…

Constructing probability boxes and Dempster-Shafer structures

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

Ferson, Scott; Kreinovich, Vladik; Grinzburg, Lev

This report summarizes a variety of the most useful and commonly applied methods for obtaining Dempster-Shafer structures, and their mathematical kin probability boxes, from empirical information or theoretical knowledge. The report includes a review of the aggregation methods for handling agreement and conflict when multiple such objects are obtained from different sources.

Approximating Integrals Using Probability

ERIC Educational Resources Information Center

Maruszewski, Richard F., Jr.; Caudle, Kyle A.

2005-01-01

As part of a discussion on Monte Carlo methods, which outlines how to use probability expectations to approximate the value of a definite integral. The purpose of this paper is to elaborate on this technique and then to show several examples using visual basic as a programming tool. It is an interesting method because it combines two branches of…

Hydrogeologic Unit Flow Characterization Using Transition Probability Geostatistics

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

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

2003-11-21

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

Option volatility and the acceleration Lagrangian

NASA Astrophysics Data System (ADS)

Baaquie, Belal E.; Cao, Yang

2014-01-01

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

Probabilities for gravitational lensing by point masses in a locally inhomogeneous universe

NASA Technical Reports Server (NTRS)

Isaacson, Jeffrey A.; Canizares, Claude R.

1989-01-01

Probability functions for gravitational lensing by point masses that incorporate Poisson statistics and flux conservation are formulated in the Dyer-Roeder construction. Optical depths to lensing for distant sources are calculated using both the method of Press and Gunn (1973) which counts lenses in an otherwise empty cone, and the method of Ehlers and Schneider (1986) which projects lensing cross sections onto the source sphere. These are then used as parameters of the probability density for lensing in the case of a critical (q0 = 1/2) Friedmann universe. A comparison of the probability functions indicates that the effects of angle-averaging can be well approximated by adjusting the average magnification along a random line of sight so as to conserve flux.

The high order dispersion analysis based on first-passage-time probability in financial markets

NASA Astrophysics Data System (ADS)

Liu, Chenggong; Shang, Pengjian; Feng, Guochen

2017-04-01

The study of first-passage-time (FPT) event about financial time series has gained broad research recently, which can provide reference for risk management and investment. In this paper, a new measurement-high order dispersion (HOD)-is developed based on FPT probability to explore financial time series. The tick-by-tick data of three Chinese stock markets and three American stock markets are investigated. We classify the financial markets successfully through analyzing the scaling properties of FPT probabilities of six stock markets and employing HOD method to compare the differences of FPT decay curves. It can be concluded that long-range correlation, fat-tailed broad probability density function and its coupling with nonlinearity mainly lead to the multifractality of financial time series by applying HOD method. Furthermore, we take the fluctuation function of multifractal detrended fluctuation analysis (MF-DFA) to distinguish markets and get consistent results with HOD method, whereas the HOD method is capable of fractionizing the stock markets effectively in the same region. We convince that such explorations are relevant for a better understanding of the financial market mechanisms.

A Bayesian method for using simulator data to enhance human error probabilities assigned by existing HRA methods

DOE PAGES

Groth, Katrina M.; Smith, Curtis L.; Swiler, Laura P.

2014-04-05

In the past several years, several international agencies have begun to collect data on human performance in nuclear power plant simulators [1]. This data provides a valuable opportunity to improve human reliability analysis (HRA), but there improvements will not be realized without implementation of Bayesian methods. Bayesian methods are widely used in to incorporate sparse data into models in many parts of probabilistic risk assessment (PRA), but Bayesian methods have not been adopted by the HRA community. In this article, we provide a Bayesian methodology to formally use simulator data to refine the human error probabilities (HEPs) assigned by existingmore » HRA methods. We demonstrate the methodology with a case study, wherein we use simulator data from the Halden Reactor Project to update the probability assignments from the SPAR-H method. The case study demonstrates the ability to use performance data, even sparse data, to improve existing HRA methods. Furthermore, this paper also serves as a demonstration of the value of Bayesian methods to improve the technical basis of HRA.« less

Design and Weighting Methods for a Nationally Representative Sample of HIV-infected Adults Receiving Medical Care in the United States-Medical Monitoring Project

PubMed Central

Iachan, Ronaldo; H. Johnson, Christopher; L. Harding, Richard; Kyle, Tonja; Saavedra, Pedro; L. Frazier, Emma; Beer, Linda; L. Mattson, Christine; Skarbinski, Jacek

2016-01-01

Background: Health surveys of the general US population are inadequate for monitoring human immunodeficiency virus (HIV) infection because the relatively low prevalence of the disease (<0.5%) leads to small subpopulation sample sizes. Objective: To collect a nationally and locally representative probability sample of HIV-infected adults receiving medical care to monitor clinical and behavioral outcomes, supplementing the data in the National HIV Surveillance System. This paper describes the sample design and weighting methods for the Medical Monitoring Project (MMP) and provides estimates of the size and characteristics of this population. Methods: To develop a method for obtaining valid, representative estimates of the in-care population, we implemented a cross-sectional, three-stage design that sampled 23 jurisdictions, then 691 facilities, then 9,344 HIV patients receiving medical care, using probability-proportional-to-size methods. The data weighting process followed standard methods, accounting for the probabilities of selection at each stage and adjusting for nonresponse and multiplicity. Nonresponse adjustments accounted for differing response at both facility and patient levels. Multiplicity adjustments accounted for visits to more than one HIV care facility. Results: MMP used a multistage stratified probability sampling design that was approximately self-weighting in each of the 23 project areas and nationally. The probability sample represents the estimated 421,186 HIV-infected adults receiving medical care during January through April 2009. Methods were efficient (i.e., induced small, unequal weighting effects and small standard errors for a range of weighted estimates). Conclusion: The information collected through MMP allows monitoring trends in clinical and behavioral outcomes and informs resource allocation for treatment and prevention activities. PMID:27651851

Prediction of earthquake ground motion at rock sites in Japan: evaluation of empirical and stochastic approaches for the PEGASOS Refinement Project

NASA Astrophysics Data System (ADS)

Edwards, Benjamin; Fäh, Donat

2017-11-01

Strong ground-motion databases used to develop ground-motion prediction equations (GMPEs) and calibrate stochastic simulation models generally include relatively few recordings on what can be considered as engineering rock or hard rock. Ground-motion predictions for such sites are therefore susceptible to uncertainty and bias, which can then propagate into site-specific hazard and risk estimates. In order to explore this issue we present a study investigating the prediction of ground motion at rock sites in Japan, where a wide range of recording-site types (from soil to very hard rock) are available for analysis. We employ two approaches: empirical GMPEs and stochastic simulations. The study is undertaken in the context of the PEGASOS Refinement Project (PRP), a Senior Seismic Hazard Analysis Committee (SSHAC) Level 4 probabilistic seismic hazard analysis of Swiss nuclear power plants, commissioned by swissnuclear and running from 2008 to 2013. In order to reduce the impact of site-to-site variability and expand the available data set for rock and hard-rock sites we adjusted Japanese ground-motion data (recorded at sites with 110 m s-1 < Vs30 < 2100 m s-1) to a common hard-rock reference. This was done through deconvolution of: (i) empirically derived amplification functions and (ii) the theoretical 1-D SH amplification between the bedrock and surface. Initial comparison of a Japanese GMPE's predictions with data recorded at rock and hard-rock sites showed systematic overestimation of ground motion. A further investigation of five global GMPEs' prediction residuals as a function of quarter-wavelength velocity showed that they all presented systematic misfit trends, leading to overestimation of median ground motions at rock and hard-rock sites in Japan. In an alternative approach, a stochastic simulation method was tested, allowing the direct incorporation of site-specific Fourier amplification information in forward simulations. We use an adjusted version of the model developed for Switzerland during the PRP. The median simulation prediction at true rock and hard-rock sites (Vs30 > 800 m s-1) was found to be comparable (within expected levels of epistemic uncertainty) to predictions using an empirical GMPE, with reduced residual misfit. As expected, due to including site-specific information in the simulations, the reduction in misfit could be isolated to a reduction in the site-related within-event uncertainty. The results of this study support the use of finite or pseudo-finite fault stochastic simulation methods in estimating strong ground motions in regions of weak and moderate seismicity, such as central and northern Europe. Furthermore, it indicates that weak-motion data has the potential to allow estimation of between- and within-site variability in ground motion, which is a critical issue in site-specific seismic hazard analysis, particularly for safety critical structures.

Clinician gestalt estimate of pretest probability for acute coronary syndrome and pulmonary embolism in patients with chest pain and dyspnea.

PubMed

Kline, Jeffrey A; Stubblefield, William B

2014-03-01

Pretest probability helps guide diagnostic testing for patients with suspected acute coronary syndrome and pulmonary embolism. Pretest probability derived from the clinician's unstructured gestalt estimate is easier and more readily available than methods that require computation. We compare the diagnostic accuracy of physician gestalt estimate for the pretest probability of acute coronary syndrome and pulmonary embolism with a validated, computerized method. This was a secondary analysis of a prospectively collected, multicenter study. Patients (N=840) had chest pain, dyspnea, nondiagnostic ECGs, and no obvious diagnosis. Clinician gestalt pretest probability for both acute coronary syndrome and pulmonary embolism was assessed by visual analog scale and from the method of attribute matching using a Web-based computer program. Patients were followed for outcomes at 90 days. Clinicians had significantly higher estimates than attribute matching for both acute coronary syndrome (17% versus 4%; P<.001, paired t test) and pulmonary embolism (12% versus 6%; P<.001). The 2 methods had poor correlation for both acute coronary syndrome (r(2)=0.15) and pulmonary embolism (r(2)=0.06). Areas under the receiver operating characteristic curve were lower for clinician estimate compared with the computerized method for acute coronary syndrome: 0.64 (95% confidence interval [CI] 0.51 to 0.77) for clinician gestalt versus 0.78 (95% CI 0.71 to 0.85) for attribute matching. For pulmonary embolism, these values were 0.81 (95% CI 0.79 to 0.92) for clinician gestalt and 0.84 (95% CI 0.76 to 0.93) for attribute matching. Compared with a validated machine-based method, clinicians consistently overestimated pretest probability but on receiver operating curve analysis were as accurate for pulmonary embolism but not acute coronary syndrome. Copyright © 2013 American College of Emergency Physicians. Published by Mosby, Inc. All rights reserved.

Statistics provide guidance for indigenous organic carbon detection on Mars missions.

PubMed

Sephton, Mark A; Carter, Jonathan N

2014-08-01

Data from the Viking and Mars Science Laboratory missions indicate the presence of organic compounds that are not definitively martian in origin. Both contamination and confounding mineralogies have been suggested as alternatives to indigenous organic carbon. Intuitive thought suggests that we are repeatedly obtaining data that confirms the same level of uncertainty. Bayesian statistics may suggest otherwise. If an organic detection method has a true positive to false positive ratio greater than one, then repeated organic matter detection progressively increases the probability of indigeneity. Bayesian statistics also reveal that methods with higher ratios of true positives to false positives give higher overall probabilities and that detection of organic matter in a sample with a higher prior probability of indigenous organic carbon produces greater confidence. Bayesian statistics, therefore, provide guidance for the planning and operation of organic carbon detection activities on Mars. Suggestions for future organic carbon detection missions and instruments are as follows: (i) On Earth, instruments should be tested with analog samples of known organic content to determine their true positive to false positive ratios. (ii) On the mission, for an instrument with a true positive to false positive ratio above one, it should be recognized that each positive detection of organic carbon will result in a progressive increase in the probability of indigenous organic carbon being present; repeated measurements, therefore, can overcome some of the deficiencies of a less-than-definitive test. (iii) For a fixed number of analyses, the highest true positive to false positive ratio method or instrument will provide the greatest probability that indigenous organic carbon is present. (iv) On Mars, analyses should concentrate on samples with highest prior probability of indigenous organic carbon; intuitive desires to contrast samples of high prior probability and low prior probability of indigenous organic carbon should be resisted.

What is the lifetime risk of developing cancer?: the effect of adjusting for multiple primaries

PubMed Central

Sasieni, P D; Shelton, J; Ormiston-Smith, N; Thomson, C S; Silcocks, P B

2011-01-01

Background: The ‘lifetime risk' of cancer is generally estimated by combining current incidence rates with current all-cause mortality (‘current probability' method) rather than by describing the experience of a birth cohort. As individuals may get more than one type of cancer, what is generally estimated is the average (mean) number of cancers over a lifetime. This is not the same as the probability of getting cancer. Methods: We describe a method for estimating lifetime risk that corrects for the inclusion of multiple primary cancers in the incidence rates routinely published by cancer registries. The new method applies cancer incidence rates to the estimated probability of being alive without a previous cancer. The new method is illustrated using data from the Scottish Cancer Registry and is compared with ‘gold-standard' estimates that use (unpublished) data on first primaries. Results: The effect of this correction is to make the estimated ‘lifetime risk' smaller. The new estimates are extremely similar to those obtained using incidence based on first primaries. The usual ‘current probability' method considerably overestimates the lifetime risk of all cancers combined, although the correction for any single cancer site is minimal. Conclusion: Estimation of the lifetime risk of cancer should either be based on first primaries or should use the new method. PMID:21772332

Probability of Detection (POD) as a statistical model for the validation of qualitative methods.

PubMed

Wehling, Paul; LaBudde, Robert A; Brunelle, Sharon L; Nelson, Maria T

2011-01-01

A statistical model is presented for use in validation of qualitative methods. This model, termed Probability of Detection (POD), harmonizes the statistical concepts and parameters between quantitative and qualitative method validation. POD characterizes method response with respect to concentration as a continuous variable. The POD model provides a tool for graphical representation of response curves for qualitative methods. In addition, the model allows comparisons between candidate and reference methods, and provides calculations of repeatability, reproducibility, and laboratory effects from collaborative study data. Single laboratory study and collaborative study examples are given.

Probability of satellite collision

NASA Technical Reports Server (NTRS)

Mccarter, J. W.

1972-01-01

A method is presented for computing the probability of a collision between a particular artificial earth satellite and any one of the total population of earth satellites. The collision hazard incurred by the proposed modular Space Station is assessed using the technique presented. The results of a parametric study to determine what type of satellite orbits produce the greatest contribution to the total collision probability are presented. Collision probability for the Space Station is given as a function of Space Station altitude and inclination. Collision probability was also parameterized over miss distance and mission duration.

Integration of Geophysical Methods By A Generalised Probability Tomography Approach

NASA Astrophysics Data System (ADS)

Mauriello, P.; Patella, D.

In modern science, the propensity interpretative approach stands on the assumption that any physical system consists of two kinds of reality: actual and potential. Also geophysical data systems have potentialities that extend far beyond the few actual models normally attributed to them. Indeed, any geophysical data set is in itself quite inherently ambiguous. Classical deterministic inversion, including tomography, usu- ally forces a measured data set to collapse into a few rather subjective models based on some available a priori information. Classical interpretation is thus an intrinsically limited approach requiring a very deep logical extension. We think that a way to high- light a system full potentiality is to introduce probability as the leading paradigm in dealing with field data systems. Probability tomography has been recently introduced as a completely new approach to data interpretation. Probability tomography has been originally formulated for the self-potential method. It has been then extended to geo- electric, natural source electromagnetic induction, gravity and magnetic methods. Fol- lowing the same rationale, in this paper we generalize the probability tomography the- ory to a generic geophysical anomaly vector field, including the treatment for scalar fields as a particular case. This generalization makes then possible to address for the first time the problem of the integration of different methods by a conjoint probabil- ity tomography imaging procedure. The aim is to infer the existence of an unknown buried object through the analysis of an ad hoc occurrence probability function, blend- ing the physical messages brought forth by a set of singularly observed anomalies.

Thin film growth by 3D multi-particle diffusion limited aggregation model: Anomalous roughening and fractal analysis

NASA Astrophysics Data System (ADS)

Nasehnejad, Maryam; Nabiyouni, G.; Gholipour Shahraki, Mehran

2018-03-01

In this study a 3D multi-particle diffusion limited aggregation method is employed to simulate growth of rough surfaces with fractal behavior in electrodeposition process. A deposition model is used in which the radial motion of the particles with probability P, competes with random motions with probability 1 - P. Thin films growth is simulated for different values of probability P (related to the electric field) and thickness of the layer(related to the number of deposited particles). The influence of these parameters on morphology, kinetic of roughening and the fractal dimension of the simulated surfaces has been investigated. The results show that the surface roughness increases with increasing the deposition time and scaling exponents exhibit a complex behavior which is called as anomalous scaling. It seems that in electrodeposition process, radial motion of the particles toward the growing seeds may be an important mechanism leading to anomalous scaling. The results also indicate that the larger values of probability P, results in smoother topography with more densely packed structure. We have suggested a dynamic scaling ansatz for interface width has a function of deposition time, scan length and probability. Two different methods are employed to evaluate the fractal dimension of the simulated surfaces which are "cube counting" and "roughness" methods. The results of both methods show that by increasing the probability P or decreasing the deposition time, the fractal dimension of the simulated surfaces is increased. All gained values for fractal dimensions are close to 2.5 in the diffusion limited aggregation model.

Evaluation of naranjo adverse drug reactions probability scale in causality assessment of drug-induced liver injury.

PubMed

García-Cortés, M; Lucena, M I; Pachkoria, K; Borraz, Y; Hidalgo, R; Andrade, R J

2008-05-01

Causality assessment in hepatotoxicity is challenging. The current standard liver-specific Council for International Organizations of Medical Sciences/Roussel Uclaf Causality Assessment Method scale is complex and difficult to implement in daily practice. The Naranjo Adverse Drug Reactions Probability Scale is a simple and widely used nonspecific scale, which has not been specifically evaluated in drug-induced liver injury. To compare the Naranjo method with the standard liver-specific Council for International Organizations of Medical Sciences/Roussel Uclaf Causality Assessment Method scale in evaluating the accuracy and reproducibility of Naranjo Adverse Drug Reactions Probability Scale in the diagnosis of hepatotoxicity. Two hundred and twenty-five cases of suspected hepatotoxicity submitted to a national registry were evaluated by two independent observers and assessed for between-observer and between-scale differences using percentages of agreement and the weighted kappa (kappa(w)) test. A total of 249 ratings were generated. Between-observer agreement was 45% with a kappa(w) value of 0.17 for the Naranjo Adverse Drug Reactions Probability Scale, while there was a higher agreement when using the Council for International Organizations of Medical Sciences/Roussel Uclaf Causality Assessment Method scale (72%, kappa(w): 0.71). Concordance between the two scales was 24% (kappa(w): 0.15). The Naranjo Adverse Drug Reactions Probability Scale had low sensitivity (54%) and poor negative predictive value (29%) and showed a limited capability to distinguish between adjacent categories of probability. The Naranjo scale lacks validity and reproducibility in the attribution of causality in hepatotoxicity.

Space Object Collision Probability via Monte Carlo on the Graphics Processing Unit

NASA Astrophysics Data System (ADS)

Vittaldev, Vivek; Russell, Ryan P.

2017-09-01

Fast and accurate collision probability computations are essential for protecting space assets. Monte Carlo (MC) simulation is the most accurate but computationally intensive method. A Graphics Processing Unit (GPU) is used to parallelize the computation and reduce the overall runtime. Using MC techniques to compute the collision probability is common in literature as the benchmark. An optimized implementation on the GPU, however, is a challenging problem and is the main focus of the current work. The MC simulation takes samples from the uncertainty distributions of the Resident Space Objects (RSOs) at any time during a time window of interest and outputs the separations at closest approach. Therefore, any uncertainty propagation method may be used and the collision probability is automatically computed as a function of RSO collision radii. Integration using a fixed time step and a quartic interpolation after every Runge Kutta step ensures that no close approaches are missed. Two orders of magnitude speedups over a serial CPU implementation are shown, and speedups improve moderately with higher fidelity dynamics. The tool makes the MC approach tractable on a single workstation, and can be used as a final product, or for verifying surrogate and analytical collision probability methods.

Maximum ikelihood estimation for the double-count method with independent observers

USGS Publications Warehouse

Manly, Bryan F.J.; McDonald, Lyman L.; Garner, Gerald W.

1996-01-01

Data collected under a double-count protocol during line transect surveys were analyzed using new maximum likelihood methods combined with Akaike's information criterion to provide estimates of the abundance of polar bear (Ursus maritimus Phipps) in a pilot study off the coast of Alaska. Visibility biases were corrected by modeling the detection probabilities using logistic regression functions. Independent variables that influenced the detection probabilities included perpendicular distance of bear groups from the flight line and the number of individuals in the groups. A series of models were considered which vary from (1) the simplest, where the probability of detection was the same for both observers and was not affected by either distance from the flight line or group size, to (2) models where probability of detection is different for the two observers and depends on both distance from the transect and group size. Estimation procedures are developed for the case when additional variables may affect detection probabilities. The methods are illustrated using data from the pilot polar bear survey and some recommendations are given for design of a survey over the larger Chukchi Sea between Russia and the United States.

Terahertz Imaging and Backscatter Radiography Probability of Detection Study for Space Shuttle Foam Inspections

NASA Technical Reports Server (NTRS)

Ussery, Warren; Johnson, Kenneth; Walker, James; Rummel, Ward

2008-01-01

This slide presentation reviews the use of terahertz imaging and Backscatter Radiography in a probability of detection study of the foam on the external tank (ET) shedding and damaging the shuttle orbiter. Non-destructive Examination (NDE) is performed as one method of preventing critical foam debris during the launch. Conventional NDE methods for inspection of the foam are assessed and the deficiencies are reviewed. Two methods for NDE inspection are reviewed: Backscatter Radiography (BSX) and Terahertz (THZ) Imaging. The purpose of the Probability of Detection (POD) study was to assess performance and reliability of the use of BSX and or THZ as an appropriate NDE method. The study used a test article with inserted defects, and a sample of blanks included to test for false positives. The results of the POD study are reported.

Probability distributions for multimeric systems.

PubMed

Albert, Jaroslav; Rooman, Marianne

2016-01-01

We propose a fast and accurate method of obtaining the equilibrium mono-modal joint probability distributions for multimeric systems. The method necessitates only two assumptions: the copy number of all species of molecule may be treated as continuous; and, the probability density functions (pdf) are well-approximated by multivariate skew normal distributions (MSND). Starting from the master equation, we convert the problem into a set of equations for the statistical moments which are then expressed in terms of the parameters intrinsic to the MSND. Using an optimization package on Mathematica, we minimize a Euclidian distance function comprising of a sum of the squared difference between the left and the right hand sides of these equations. Comparison of results obtained via our method with those rendered by the Gillespie algorithm demonstrates our method to be highly accurate as well as efficient.

Lung lobe segmentation based on statistical atlas and graph cuts

NASA Astrophysics Data System (ADS)

Nimura, Yukitaka; Kitasaka, Takayuki; Honma, Hirotoshi; Takabatake, Hirotsugu; Mori, Masaki; Natori, Hiroshi; Mori, Kensaku

2012-03-01

This paper presents a novel method that can extract lung lobes by utilizing probability atlas and multilabel graph cuts. Information about pulmonary structures plays very important role for decision of the treatment strategy and surgical planning. The human lungs are divided into five anatomical regions, the lung lobes. Precise segmentation and recognition of lung lobes are indispensable tasks in computer aided diagnosis systems and computer aided surgery systems. A lot of methods for lung lobe segmentation are proposed. However, these methods only target the normal cases. Therefore, these methods cannot extract the lung lobes in abnormal cases, such as COPD cases. To extract lung lobes in abnormal cases, this paper propose a lung lobe segmentation method based on probability atlas of lobe location and multilabel graph cuts. The process consists of three components; normalization based on the patient's physique, probability atlas generation, and segmentation based on graph cuts. We apply this method to six cases of chest CT images including COPD cases. Jaccard index was 79.1%.

A Discrete Probability Function Method for the Equation of Radiative Transfer

NASA Technical Reports Server (NTRS)

Sivathanu, Y. R.; Gore, J. P.

1993-01-01

A discrete probability function (DPF) method for the equation of radiative transfer is derived. The DPF is defined as the integral of the probability density function (PDF) over a discrete interval. The derivation allows the evaluation of the PDF of intensities leaving desired radiation paths including turbulence-radiation interactions without the use of computer intensive stochastic methods. The DPF method has a distinct advantage over conventional PDF methods since the creation of a partial differential equation from the equation of transfer is avoided. Further, convergence of all moments of intensity is guaranteed at the basic level of simulation unlike the stochastic method where the number of realizations for convergence of higher order moments increases rapidly. The DPF method is described for a representative path with approximately integral-length scale-sized spatial discretization. The results show good agreement with measurements in a propylene/air flame except for the effects of intermittency resulting from highly correlated realizations. The method can be extended to the treatment of spatial correlations as described in the Appendix. However, information regarding spatial correlations in turbulent flames is needed prior to the execution of this extension.

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

PubMed

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

2013-11-01

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

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.

A Track Initiation Method for the Underwater Target Tracking Environment

NASA Astrophysics Data System (ADS)

Li, Dong-dong; Lin, Yang; Zhang, Yao

2018-04-01

A novel efficient track initiation method is proposed for the harsh underwater target tracking environment (heavy clutter and large measurement errors): track splitting, evaluating, pruning and merging method (TSEPM). Track initiation demands that the method should determine the existence and initial state of a target quickly and correctly. Heavy clutter and large measurement errors certainly pose additional difficulties and challenges, which deteriorate and complicate the track initiation in the harsh underwater target tracking environment. There are three primary shortcomings for the current track initiation methods to initialize a target: (a) they cannot eliminate the turbulences of clutter effectively; (b) there may be a high false alarm probability and low detection probability of a track; (c) they cannot estimate the initial state for a new confirmed track correctly. Based on the multiple hypotheses tracking principle and modified logic-based track initiation method, in order to increase the detection probability of a track, track splitting creates a large number of tracks which include the true track originated from the target. And in order to decrease the false alarm probability, based on the evaluation mechanism, track pruning and track merging are proposed to reduce the false tracks. TSEPM method can deal with the track initiation problems derived from heavy clutter and large measurement errors, determine the target's existence and estimate its initial state with the least squares method. What's more, our method is fully automatic and does not require any kind manual input for initializing and tuning any parameter. Simulation results indicate that our new method improves significantly the performance of the track initiation in the harsh underwater target tracking environment.

I Environmental DNA sampling is more sensitive than a traditional survey technique for detecting an aquatic invader.

PubMed

Smart, Adam S; Tingley, Reid; Weeks, Andrew R; van Rooyen, Anthony R; McCarthy, Michael A

2015-10-01

Effective management of alien species requires detecting populations in the early stages of invasion. Environmental DNA (eDNA) sampling can detect aquatic species at relatively low densities, but few studies have directly compared detection probabilities of eDNA sampling with those of traditional sampling methods. We compare the ability of a traditional sampling technique (bottle trapping) and eDNA to detect a recently established invader, the smooth newt Lissotriton vulgaris vulgaris, at seven field sites in Melbourne, Australia. Over a four-month period, per-trap detection probabilities ranged from 0.01 to 0.26 among sites where L. v. vulgaris was detected, whereas per-sample eDNA estimates were much higher (0.29-1.0). Detection probabilities of both methods varied temporally (across days and months), but temporal variation appeared to be uncorrelated between methods. Only estimates of spatial variation were strongly correlated across the two sampling techniques. Environmental variables (water depth, rainfall, ambient temperature) were not clearly correlated with detection probabilities estimated via trapping, whereas eDNA detection probabilities were negatively correlated with water depth, possibly reflecting higher eDNA concentrations at lower water levels. Our findings demonstrate that eDNA sampling can be an order of magnitude more sensitive than traditional methods, and illustrate that traditional- and eDNA-based surveys can provide independent information on species distributions when occupancy surveys are conducted over short timescales.

Enhancing the Possibility of Success by Measuring the Probability of Failure in an Educational Program.

ERIC Educational Resources Information Center

Brookhart, Susan M.; And Others

1997-01-01

Process Analysis is described as a method for identifying and measuring the probability of events that could cause the failure of a program, resulting in a cause-and-effect tree structure of events. The method is illustrated through the evaluation of a pilot instructional program at an elementary school. (SLD)

Ratio-of-Mediator-Probability Weighting for Causal Mediation Analysis in the Presence of Treatment-by-Mediator Interaction

ERIC Educational Resources Information Center

Hong, Guanglei; Deutsch, Jonah; Hill, Heather D.

2015-01-01

Conventional methods for mediation analysis generate biased results when the mediator-outcome relationship depends on the treatment condition. This article shows how the ratio-of-mediator-probability weighting (RMPW) method can be used to decompose total effects into natural direct and indirect effects in the presence of treatment-by-mediator…

Ratio-of-Mediator-Probability Weighting for Causal Mediation Analysis in the Presence of Treatment-by-Mediator Interaction

ERIC Educational Resources Information Center

Hong, Guanglei; Deutsch, Jonah; Hill, Heather D.

2015-01-01

Conventional methods for mediation analysis generate biased results when the mediator--outcome relationship depends on the treatment condition. This article shows how the ratio-of-mediator-probability weighting (RMPW) method can be used to decompose total effects into natural direct and indirect effects in the presence of treatment-by-mediator…

College Students' Achievement and Understanding of Experimental and Theoretical Probability: The Role of Tasks

ERIC Educational Resources Information Center

Papaieronymou, Irini

2012-01-01

This study examined the role of particular tasks implemented through two instructional methods on college students' "achievement" and understanding of probability. A mixed methods design that utilized a pre-test and post-test was used. This included treatment and control groups, each comprised of students in three sections of an…

Bayesian learning

NASA Technical Reports Server (NTRS)

Denning, Peter J.

1989-01-01

In 1983 and 1984, the Infrared Astronomical Satellite (IRAS) detected 5,425 stellar objects and measured their infrared spectra. In 1987 a program called AUTOCLASS used Bayesian inference methods to discover the classes present in these data and determine the most probable class of each object, revealing unknown phenomena in astronomy. AUTOCLASS has rekindled the old debate on the suitability of Bayesian methods, which are computationally intensive, interpret probabilities as plausibility measures rather than frequencies, and appear to depend on a subjective assessment of the probability of a hypothesis before the data were collected. Modern statistical methods have, however, recently been shown to also depend on subjective elements. These debates bring into question the whole tradition of scientific objectivity and offer scientists a new way to take responsibility for their findings and conclusions.

Probability bounds analysis for nonlinear population ecology models.

PubMed

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

2015-09-01

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

A Connection Admission Control Method for Web Server Systems

NASA Astrophysics Data System (ADS)

Satake, Shinsuke; Inai, Hiroshi; Saito, Tomoya; Arai, Tsuyoshi

Most browsers establish multiple connections and download files in parallel to reduce the response time. On the other hand, a web server limits the total number of connections to prevent from being overloaded. That could decrease the response time, but would increase the loss probability, the probability of which a newly arriving client is rejected. This paper proposes a connection admission control method which accepts only one connection from a newly arriving client when the number of connections exceeds a threshold, but accepts new multiple connections when the number of connections is less than the threshold. Our method is aimed at reducing the response time by allowing as many clients as possible to establish multiple connections, and also reducing the loss probability. In order to reduce spending time to examine an adequate threshold for web server administrators, we introduce a procedure which approximately calculates the loss probability under a condition that the threshold is given. Via simulation, we validate the approximation and show effectiveness of the admission control.

A risk assessment method for multi-site damage

NASA Astrophysics Data System (ADS)

Millwater, Harry Russell, Jr.

This research focused on developing probabilistic methods suitable for computing small probabilities of failure, e.g., 10sp{-6}, of structures subject to multi-site damage (MSD). MSD is defined as the simultaneous development of fatigue cracks at multiple sites in the same structural element such that the fatigue cracks may coalesce to form one large crack. MSD is modeled as an array of collinear cracks with random initial crack lengths with the centers of the initial cracks spaced uniformly apart. The data used was chosen to be representative of aluminum structures. The structure is considered failed whenever any two adjacent cracks link up. A fatigue computer model is developed that can accurately and efficiently grow a collinear array of arbitrary length cracks from initial size until failure. An algorithm is developed to compute the stress intensity factors of all cracks considering all interaction effects. The probability of failure of two to 100 cracks is studied. Lower bounds on the probability of failure are developed based upon the probability of the largest crack exceeding a critical crack size. The critical crack size is based on the initial crack size that will grow across the ligament when the neighboring crack has zero length. The probability is evaluated using extreme value theory. An upper bound is based on the probability of the maximum sum of initial cracks being greater than a critical crack size. A weakest link sampling approach is developed that can accurately and efficiently compute small probabilities of failure. This methodology is based on predicting the weakest link, i.e., the two cracks to link up first, for a realization of initial crack sizes, and computing the cycles-to-failure using these two cracks. Criteria to determine the weakest link are discussed. Probability results using the weakest link sampling method are compared to Monte Carlo-based benchmark results. The results indicate that very small probabilities can be computed accurately in a few minutes using a Hewlett-Packard workstation.

Estimating site occupancy rates for aquatic plants using spatial sub-sampling designs when detection probabilities are less than one

USGS Publications Warehouse

Nielson, Ryan M.; Gray, Brian R.; McDonald, Lyman L.; Heglund, Patricia J.

2011-01-01

Estimation of site occupancy rates when detection probabilities are <1 is well established in wildlife science. Data from multiple visits to a sample of sites are used to estimate detection probabilities and the proportion of sites occupied by focal species. In this article we describe how site occupancy methods can be applied to estimate occupancy rates of plants and other sessile organisms. We illustrate this approach and the pitfalls of ignoring incomplete detection using spatial data for 2 aquatic vascular plants collected under the Upper Mississippi River's Long Term Resource Monitoring Program (LTRMP). Site occupancy models considered include: a naïve model that ignores incomplete detection, a simple site occupancy model assuming a constant occupancy rate and a constant probability of detection across sites, several models that allow site occupancy rates and probabilities of detection to vary with habitat characteristics, and mixture models that allow for unexplained variation in detection probabilities. We used information theoretic methods to rank competing models and bootstrapping to evaluate the goodness-of-fit of the final models. Results of our analysis confirm that ignoring incomplete detection can result in biased estimates of occupancy rates. Estimates of site occupancy rates for 2 aquatic plant species were 19–36% higher compared to naive estimates that ignored probabilities of detection <1. Simulations indicate that final models have little bias when 50 or more sites are sampled, and little gains in precision could be expected for sample sizes >300. We recommend applying site occupancy methods for monitoring presence of aquatic species.

Conservative Analytical Collision Probabilities for Orbital Formation Flying

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

2004-01-01

The literature offers a number of approximations for analytically and/or efficiently computing the probability of collision between two space objects. However, only one of these techniques is a completely analytical approximation that is suitable for use in the preliminary design phase, when it is more important to quickly analyze a large segment of the trade space than it is to precisely compute collision probabilities. Unfortunately, among the types of formations that one might consider, some combine a range of conditions for which this analytical method is less suitable. This work proposes a simple, conservative approximation that produces reasonable upper bounds on the collision probability in such conditions. Although its estimates are much too conservative under other conditions, such conditions are typically well suited for use of the existing method.

The non-parametric Parzen's window in stereo vision matching.

PubMed

Pajares, G; de la Cruz, J

2002-01-01

This paper presents an approach to the local stereovision matching problem using edge segments as features with four attributes. From these attributes we compute a matching probability between pairs of features of the stereo images. A correspondence is said true when such a probability is maximum. We introduce a nonparametric strategy based on Parzen's window (1962) to estimate a probability density function (PDF) which is used to obtain the matching probability. This is the main finding of the paper. A comparative analysis of other recent matching methods is included to show that this finding can be justified theoretically. A generalization of the proposed method is made in order to give guidelines about its use with the similarity constraint and also in different environments where other features and attributes are more suitable.

Conservative Analytical Collision Probability for Design of Orbital Formations

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

2004-01-01

The literature offers a number of approximations for analytically and/or efficiently computing the probability of collision between two space objects. However, only one of these techniques is a completely analytical approximation that is suitable for use in the preliminary design phase, when it is more important to quickly analyze a large segment of the trade space than it is to precisely compute collision probabilities. Unfortunately, among the types of formations that one might consider, some combine a range of conditions for which this analytical method is less suitable. This work proposes a simple, conservative approximation that produces reasonable upper bounds on the collision probability in such conditions. Although its estimates are much too conservative under other conditions, such conditions are typically well suited for use of the existing method.

Assault frequency and preformation probability of the {alpha} emission process

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

Zhang, H. F.; Royer, G.; Li, J. Q.

2011-08-15

A study of the assault frequency and preformation factor of the {alpha}-decay description is performed from the experimental {alpha}-decay constant and the penetration probabilities calculated from the generalized liquid-drop model (GLDM) potential barriers. To determine the assault frequency a quantum-mechanical method using a harmonic oscillator is introduced and leads to values of around 10{sup 21} s{sup -1}, similar to the ones calculated within the classical method. The preformation probability is around 10{sup -1}-10{sup -2}. The results for even-even Po isotopes are discussed for illustration. While the assault frequency presents only a shallow minimum in the vicinity of the magic neutronmore » number 126, the preformation factor and mainly the penetrability probability diminish strongly around N=126.« less

Exploiting vibrational resonance in weak-signal detection

NASA Astrophysics Data System (ADS)

Ren, Yuhao; Pan, Yan; Duan, Fabing; Chapeau-Blondeau, François; Abbott, Derek

2017-08-01

In this paper, we investigate the first exploitation of the vibrational resonance (VR) effect to detect weak signals in the presence of strong background noise. By injecting a series of sinusoidal interference signals of the same amplitude but with different frequencies into a generalized correlation detector, we show that the detection probability can be maximized at an appropriate interference amplitude. Based on a dual-Dirac probability density model, we compare the VR method with the stochastic resonance approach via adding dichotomous noise. The compared results indicate that the VR method can achieve a higher detection probability for a wider variety of noise distributions.

Calculation of transmission probability by solving an eigenvalue problem

NASA Astrophysics Data System (ADS)

Bubin, Sergiy; Varga, Kálmán

2010-11-01

The electron transmission probability in nanodevices is calculated by solving an eigenvalue problem. The eigenvalues are the transmission probabilities and the number of nonzero eigenvalues is equal to the number of open quantum transmission eigenchannels. The number of open eigenchannels is typically a few dozen at most, thus the computational cost amounts to the calculation of a few outer eigenvalues of a complex Hermitian matrix (the transmission matrix). The method is implemented on a real space grid basis providing an alternative to localized atomic orbital based quantum transport calculations. Numerical examples are presented to illustrate the efficiency of the method.

Exploiting vibrational resonance in weak-signal detection.

PubMed

Ren, Yuhao; Pan, Yan; Duan, Fabing; Chapeau-Blondeau, François; Abbott, Derek

2017-08-01

In this paper, we investigate the first exploitation of the vibrational resonance (VR) effect to detect weak signals in the presence of strong background noise. By injecting a series of sinusoidal interference signals of the same amplitude but with different frequencies into a generalized correlation detector, we show that the detection probability can be maximized at an appropriate interference amplitude. Based on a dual-Dirac probability density model, we compare the VR method with the stochastic resonance approach via adding dichotomous noise. The compared results indicate that the VR method can achieve a higher detection probability for a wider variety of noise distributions.

A Method for Evaluating Tuning Functions of Single Neurons based on Mutual Information Maximization

NASA Astrophysics Data System (ADS)

Brostek, Lukas; Eggert, Thomas; Ono, Seiji; Mustari, Michael J.; Büttner, Ulrich; Glasauer, Stefan

2011-03-01

We introduce a novel approach for evaluation of neuronal tuning functions, which can be expressed by the conditional probability of observing a spike given any combination of independent variables. This probability can be estimated out of experimentally available data. By maximizing the mutual information between the probability distribution of the spike occurrence and that of the variables, the dependence of the spike on the input variables is maximized as well. We used this method to analyze the dependence of neuronal activity in cortical area MSTd on signals related to movement of the eye and retinal image movement.

Prospect evaluation as a function of numeracy and probability denominator.

PubMed

Millroth, Philip; Juslin, Peter

2015-05-01

This study examines how numeracy and probability denominator (a direct-ratio probability, a relative frequency with denominator 100, a relative frequency with denominator 10,000) affect the evaluation of prospects in an expected-value based pricing task. We expected that numeracy would affect the results due to differences in the linearity of number perception and the susceptibility to denominator neglect with different probability formats. An analysis with functional measurement verified that participants integrated value and probability into an expected value. However, a significant interaction between numeracy and probability format and subsequent analyses of the parameters of cumulative prospect theory showed that the manipulation of probability denominator changed participants' psychophysical response to probability and value. Standard methods in decision research may thus confound people's genuine risk attitude with their numerical capacities and the probability format used. Copyright © 2015 Elsevier B.V. All rights reserved.

Digital simulation of an arbitrary stationary stochastic process by spectral representation.

PubMed

Yura, Harold T; Hanson, Steen G

2011-04-01

In this paper we present a straightforward, efficient, and computationally fast method for creating a large number of discrete samples with an arbitrary given probability density function and a specified spectral content. The method relies on initially transforming a white noise sample set of random Gaussian distributed numbers into a corresponding set with the desired spectral distribution, after which this colored Gaussian probability distribution is transformed via an inverse transform into the desired probability distribution. In contrast to previous work, where the analyses were limited to auto regressive and or iterative techniques to obtain satisfactory results, we find that a single application of the inverse transform method yields satisfactory results for a wide class of arbitrary probability distributions. Although a single application of the inverse transform technique does not conserve the power spectra exactly, it yields highly accurate numerical results for a wide range of probability distributions and target power spectra that are sufficient for system simulation purposes and can thus be regarded as an accurate engineering approximation, which can be used for wide range of practical applications. A sufficiency condition is presented regarding the range of parameter values where a single application of the inverse transform method yields satisfactory agreement between the simulated and target power spectra, and a series of examples relevant for the optics community are presented and discussed. Outside this parameter range the agreement gracefully degrades but does not distort in shape. Although we demonstrate the method here focusing on stationary random processes, we see no reason why the method could not be extended to simulate non-stationary random processes. © 2011 Optical Society of America

Approved Methods and Algorithms for DoD Risk-Based Explosives Siting

DTIC Science & Technology

2009-07-21

Parameter used in determining probability of hit ( Phit ) by debris. [Table 31, Table 32, Table 33, Eq. (157), Eq. (158)] CCa Variable “Actual...being in the glass hazard area”. [Eq. (60), Eq. (78)] Phit Variable “Probability of hit”. An array value indexed by consequence and mass bin...Eq. (156), Eq. (157)] Phit (f) Variable “Probability of hit for fatality”. [Eq. (157), Eq. (158)] Phit (maji) Variable “Probability of hit for major

Determination of Acoustic Cavitation Probabilities and Thresholds Using a Single Focusing Transducer to Induce and Detect Acoustic Cavitation Events: I. Method and Terminology.

PubMed

Haller, Julian; Wilkens, Volker; Shaw, Adam

2018-02-01

A method to determine acoustic cavitation probabilities in tissue-mimicking materials (TMMs) is described that uses a high-intensity focused ultrasound (HIFU) transducer for both inducing and detecting the acoustic cavitation events. The method was evaluated by studying acoustic cavitation probabilities in agar-based TMMs with and without scatterers and for different sonication modes like continuous wave, single pulses (microseconds to milliseconds) and repeated burst signals. Acoustic cavitation thresholds (defined here as the peak rarefactional in situ pressure at which the acoustic cavitation probability reaches 50%) at a frequency of 1.06 MHz were observed between 1.1 MPa (for 1 s of continuous wave sonication) and 4.6 MPa (for 1 s of a repeated burst signal with 25-cycle burst length and 10-ms burst period) in a 3% (by weight) agar phantom without scatterers. The method and its evaluation are described, and general terminology useful for standardizing the description of insonation conditions and comparing results is provided. In the accompanying second part, the presented method is used to systematically study the acoustic cavitation thresholds in the same material for a range of sonication modes. Copyright © 2018 The Authors. Published by Elsevier Inc. All rights reserved.

Size Estimation of Groups at High Risk of HIV/AIDS using Network Scale Up in Kerman, Iran

PubMed Central

Shokoohi, Mostafa; Baneshi, Mohammad Reza; Haghdoost, Ali-Akbar

2012-01-01

Objective: To estimate the size of groups at high risk of HIV, Network Scale UP (NSU), an indirect method, was used. Methods: 500 Kermanian male aged 18 to 45 were recruited. 8 groups at high risk of HIV were defined: Users of opium, unknown drug, ecstasy, and alcohol; intra-venous drug users (IDUs; males who have extra-marital sex with females (MSF); male who have sex with female sex workers (MFSW); and male who have sex with other male (MSMs). We asked respondents whether they know anybody (probability method), and if yes, how many people (frequency method) in our target groups. Results: Estimates derived in the probability method were higher than the frequency method. Based on the probability method, 13.7% (95% CI: 11.3%, 16.1%) of males used alcohol at least once in last year; the corresponding percent for opium was 13.1% (95% CI: 10.9%, 15.3%). In addition, 12% has extra-marital sex in last year (95% CI: 10%, 14%); while 7% (95% CI: 5.8%, 8.2%) had sex with a female sex worker. Conclusion: We showed that drug use is more common among young and mid-age males; although their sexual contacts were also considerable. These percentages show that special preventive program is needed to control an HIV transmission. Estimates derived from probability method were comparable with data from external sources. The underestimation in frequency method might be due to the fact that respondents are not aware of sensitive characteristics of all those in their network and underreporting is likely to occur. PMID:22891148

Comparison of genetic algorithm methods for fuel management optimization

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

DeChaine, M.D.; Feltus, M.A.

1995-12-31

The CIGARO system was developed for genetic algorithm fuel management optimization. Tests are performed to find the best fuel location swap mutation operator probability and to compare genetic algorithm to a truly random search method. Tests showed the fuel swap probability should be between 0% and 10%, and a 50% definitely hampered the optimization. The genetic algorithm performed significantly better than the random search method, which did not even satisfy the peak normalized power constraint.

A moment-convergence method for stochastic analysis of biochemical reaction networks

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

Zhang, Jiajun; Nie, Qing; Zhou, Tianshou, E-mail: mcszhtsh@mail.sysu.edu.cn

Traditional moment-closure methods need to assume that high-order cumulants of a probability distribution approximate to zero. However, this strong assumption is not satisfied for many biochemical reaction networks. Here, we introduce convergent moments (defined in mathematics as the coefficients in the Taylor expansion of the probability-generating function at some point) to overcome this drawback of the moment-closure methods. As such, we develop a new analysis method for stochastic chemical kinetics. This method provides an accurate approximation for the master probability equation (MPE). In particular, the connection between low-order convergent moments and rate constants can be more easily derived in termsmore » of explicit and analytical forms, allowing insights that would be difficult to obtain through direct simulation or manipulation of the MPE. In addition, it provides an accurate and efficient way to compute steady-state or transient probability distribution, avoiding the algorithmic difficulty associated with stiffness of the MPE due to large differences in sizes of rate constants. Applications of the method to several systems reveal nontrivial stochastic mechanisms of gene expression dynamics, e.g., intrinsic fluctuations can induce transient bimodality and amplify transient signals, and slow switching between promoter states can increase fluctuations in spatially heterogeneous signals. The overall approach has broad applications in modeling, analysis, and computation of complex biochemical networks with intrinsic noise.« less

Fisher classifier and its probability of error estimation

NASA Technical Reports Server (NTRS)

Chittineni, C. B.

1979-01-01

Computationally efficient expressions are derived for estimating the probability of error using the leave-one-out method. The optimal threshold for the classification of patterns projected onto Fisher's direction is derived. A simple generalization of the Fisher classifier to multiple classes is presented. Computational expressions are developed for estimating the probability of error of the multiclass Fisher classifier.

Low-flow characteristics of Virginia streams

USGS Publications Warehouse

Austin, Samuel H.; Krstolic, Jennifer L.; Wiegand, Ute

2011-01-01

Low-flow annual non-exceedance probabilities (ANEP), called probability-percent chance (P-percent chance) flow estimates, regional regression equations, and transfer methods are provided describing the low-flow characteristics of Virginia streams. Statistical methods are used to evaluate streamflow data. Analysis of Virginia streamflow data collected from 1895 through 2007 is summarized. Methods are provided for estimating low-flow characteristics of gaged and ungaged streams. The 1-, 4-, 7-, and 30-day average streamgaging station low-flow characteristics for 290 long-term, continuous-record, streamgaging stations are determined, adjusted for instances of zero flow using a conditional probability adjustment method, and presented for non-exceedance probabilities of 0.9, 0.8, 0.7, 0.6, 0.5, 0.4, 0.3, 0.2, 0.1, 0.05, 0.02, 0.01, and 0.005. Stream basin characteristics computed using spatial data and a geographic information system are used as explanatory variables in regional regression equations to estimate annual non-exceedance probabilities at gaged and ungaged sites and are summarized for 290 long-term, continuous-record streamgaging stations, 136 short-term, continuous-record streamgaging stations, and 613 partial-record streamgaging stations. Regional regression equations for six physiographic regions use basin characteristics to estimate 1-, 4-, 7-, and 30-day average low-flow annual non-exceedance probabilities at gaged and ungaged sites. Weighted low-flow values that combine computed streamgaging station low-flow characteristics and annual non-exceedance probabilities from regional regression equations provide improved low-flow estimates. Regression equations developed using the Maintenance of Variance with Extension (MOVE.1) method describe the line of organic correlation (LOC) with an appropriate index site for low-flow characteristics at 136 short-term, continuous-record streamgaging stations and 613 partial-record streamgaging stations. Monthly streamflow statistics computed on the individual daily mean streamflows of selected continuous-record streamgaging stations and curves describing flow-duration are presented. Text, figures, and lists are provided summarizing low-flow estimates, selected low-flow sites, delineated physiographic regions, basin characteristics, regression equations, error estimates, definitions, and data sources. This study supersedes previous studies of low flows in Virginia.

The maximum entropy method of moments and Bayesian probability theory

NASA Astrophysics Data System (ADS)

Bretthorst, G. Larry

2013-08-01

The problem of density estimation occurs in many disciplines. For example, in MRI it is often necessary to classify the types of tissues in an image. To perform this classification one must first identify the characteristics of the tissues to be classified. These characteristics might be the intensity of a T1 weighted image and in MRI many other types of characteristic weightings (classifiers) may be generated. In a given tissue type there is no single intensity that characterizes the tissue, rather there is a distribution of intensities. Often this distributions can be characterized by a Gaussian, but just as often it is much more complicated. Either way, estimating the distribution of intensities is an inference problem. In the case of a Gaussian distribution, one must estimate the mean and standard deviation. However, in the Non-Gaussian case the shape of the density function itself must be inferred. Three common techniques for estimating density functions are binned histograms [1, 2], kernel density estimation [3, 4], and the maximum entropy method of moments [5, 6]. In the introduction, the maximum entropy method of moments will be reviewed. Some of its problems and conditions under which it fails will be discussed. Then in later sections, the functional form of the maximum entropy method of moments probability distribution will be incorporated into Bayesian probability theory. It will be shown that Bayesian probability theory solves all of the problems with the maximum entropy method of moments. One gets posterior probabilities for the Lagrange multipliers, and, finally, one can put error bars on the resulting estimated density function.

Computing under-ice discharge: A proof-of-concept using hydroacoustics and the Probability Concept

NASA Astrophysics Data System (ADS)

Fulton, John W.; Henneberg, Mark F.; Mills, Taylor J.; Kohn, Michael S.; Epstein, Brian; Hittle, Elizabeth A.; Damschen, William C.; Laveau, Christopher D.; Lambrecht, Jason M.; Farmer, William H.

2018-07-01

Under-ice discharge is estimated using open-water reference hydrographs; however, the ratings for ice-affected sites are generally qualified as poor. The U.S. Geological Survey (USGS), in collaboration with the Colorado Water Conservation Board, conducted a proof-of-concept to develop an alternative method for computing under-ice discharge using hydroacoustics and the Probability Concept. The study site was located south of Minturn, Colorado (CO), USA, and was selected because of (1) its proximity to the existing USGS streamgage 09064600 Eagle River near Minturn, CO, and (2) its ease-of-access to verify discharge using a variety of conventional methods. From late September 2014 to early March 2015, hydraulic conditions varied from open water to under ice. These temporal changes led to variations in water depth and velocity. Hydroacoustics (tethered and uplooking acoustic Doppler current profilers and acoustic Doppler velocimeters) were deployed to measure the vertical-velocity profile at a singularly important vertical of the channel-cross section. Because the velocity profile was non-standard and cannot be characterized using a Power Law or Log Law, velocity data were analyzed using the Probability Concept, which is a probabilistic formulation of the velocity distribution. The Probability Concept-derived discharge was compared to conventional methods including stage-discharge and index-velocity ratings and concurrent field measurements; each is complicated by the dynamics of ice formation, pressure influences on stage measurements, and variations in cross-sectional area due to ice formation. No particular discharge method was assigned as truth. Rather one statistical metric (Kolmogorov-Smirnov; KS), agreement plots, and concurrent measurements provided a measure of comparability between various methods. Regardless of the method employed, comparisons between each method revealed encouraging results depending on the flow conditions and the absence or presence of ice cover. For example, during lower discharges dominated by under-ice and transition (intermittent open-water and under-ice) conditions, the KS metric suggests there is not sufficient information to reject the null hypothesis and implies that the Probability Concept and index-velocity rating represent similar distributions. During high-flow, open-water conditions, the comparisons are less definitive; therefore, it is important that the appropriate analytical method and instrumentation be selected. Six conventional discharge measurements were collected concurrently with Probability Concept-derived discharges with percent differences (%) of -9.0%, -21%, -8.6%, 17.8%, 3.6%, and -2.3%. This proof-of-concept demonstrates that riverine discharges can be computed using the Probability Concept for a range of hydraulic extremes (variations in discharge, open-water and under-ice conditions) immediately after the siting phase is complete, which typically requires one day. Computing real-time discharges is particularly important at sites, where (1) new streamgages are planned, (2) river hydraulics are complex, and (3) shifts in the stage-discharge rating are needed to correct the streamflow record. Use of the Probability Concept does not preclude the need to maintain a stage-area relation. Both the Probability Concept and index-velocity rating offer water-resource managers and decision makers alternatives for computing real-time discharge for open-water and under-ice conditions.

Computing under-ice discharge: A proof-of-concept using hydroacoustics and the Probability Concept

USGS Publications Warehouse

Fulton, John W.; Henneberg, Mark F.; Mills, Taylor J.; Kohn, Michael S.; Epstein, Brian; Hittle, Elizabeth A.; Damschen, William C.; Laveau, Christopher D.; Lambrecht, Jason M.; Farmer, William H.

2018-01-01

Under-ice discharge is estimated using open-water reference hydrographs; however, the ratings for ice-affected sites are generally qualified as poor. The U.S. Geological Survey (USGS), in collaboration with the Colorado Water Conservation Board, conducted a proof-of-concept to develop an alternative method for computing under-ice discharge using hydroacoustics and the Probability Concept.The study site was located south of Minturn, Colorado (CO), USA, and was selected because of (1) its proximity to the existing USGS streamgage 09064600 Eagle River near Minturn, CO, and (2) its ease-of-access to verify discharge using a variety of conventional methods. From late September 2014 to early March 2015, hydraulic conditions varied from open water to under ice. These temporal changes led to variations in water depth and velocity. Hydroacoustics (tethered and uplooking acoustic Doppler current profilers and acoustic Doppler velocimeters) were deployed to measure the vertical-velocity profile at a singularly important vertical of the channel-cross section. Because the velocity profile was non-standard and cannot be characterized using a Power Law or Log Law, velocity data were analyzed using the Probability Concept, which is a probabilistic formulation of the velocity distribution. The Probability Concept-derived discharge was compared to conventional methods including stage-discharge and index-velocity ratings and concurrent field measurements; each is complicated by the dynamics of ice formation, pressure influences on stage measurements, and variations in cross-sectional area due to ice formation.No particular discharge method was assigned as truth. Rather one statistical metric (Kolmogorov-Smirnov; KS), agreement plots, and concurrent measurements provided a measure of comparability between various methods. Regardless of the method employed, comparisons between each method revealed encouraging results depending on the flow conditions and the absence or presence of ice cover.For example, during lower discharges dominated by under-ice and transition (intermittent open-water and under-ice) conditions, the KS metric suggests there is not sufficient information to reject the null hypothesis and implies that the Probability Concept and index-velocity rating represent similar distributions. During high-flow, open-water conditions, the comparisons are less definitive; therefore, it is important that the appropriate analytical method and instrumentation be selected. Six conventional discharge measurements were collected concurrently with Probability Concept-derived discharges with percent differences (%) of −9.0%, −21%, −8.6%, 17.8%, 3.6%, and −2.3%.This proof-of-concept demonstrates that riverine discharges can be computed using the Probability Concept for a range of hydraulic extremes (variations in discharge, open-water and under-ice conditions) immediately after the siting phase is complete, which typically requires one day. Computing real-time discharges is particularly important at sites, where (1) new streamgages are planned, (2) river hydraulics are complex, and (3) shifts in the stage-discharge rating are needed to correct the streamflow record. Use of the Probability Concept does not preclude the need to maintain a stage-area relation. Both the Probability Concept and index-velocity rating offer water-resource managers and decision makers alternatives for computing real-time discharge for open-water and under-ice conditions.

A novel method to identify herds with an increased probability of disease introduction due to animal trade.

PubMed

Frössling, Jenny; Nusinovici, Simon; Nöremark, Maria; Widgren, Stefan; Lindberg, Ann

2014-11-15

In the design of surveillance, there is often a desire to target high risk herds. Such risk-based approaches result in better allocation of resources and improve the performance of surveillance activities. For many contagious animal diseases, movement of live animals is a main route of transmission, and because of this, herds that purchase many live animals or have a large contact network due to trade can be seen as a high risk stratum of the population. This paper presents a new method to assess herd disease risk in animal movement networks. It is an improvement to current network measures that takes direction, temporal order, and also movement size and probability of disease into account. In the study, the method was used to calculate a probability of disease ratio (PDR) of herds in simulated datasets, and of real herds based on animal movement data from dairy herds included in a bulk milk survey for Coxiella burnetii. Known differences in probability of disease are easily incorporated in the calculations and the PDR was calculated while accounting for regional differences in probability of disease, and also by applying equal probability of disease throughout the population. Each herd's increased probability of disease due to purchase of animals was compared to both the average herd and herds within the same risk stratum. The results show that the PDR is able to capture the different circumstances related to disease prevalence and animal trade contact patterns. Comparison of results based on inclusion or exclusion of differences in risk also highlights how ignoring such differences can influence the ability to correctly identify high risk herds. The method shows a potential to be useful for risk-based surveillance, in the classification of herds in control programmes or to represent influential contacts in risk factor studies. Copyright © 2014 Elsevier B.V. All rights reserved.

Time Dependence of Collision Probabilities During Satellite Conjunctions

NASA Technical Reports Server (NTRS)

Hall, Doyle T.; Hejduk, Matthew D.; Johnson, Lauren C.

2017-01-01

The NASA Conjunction Assessment Risk Analysis (CARA) team has recently implemented updated software to calculate the probability of collision (P (sub c)) for Earth-orbiting satellites. The algorithm can employ complex dynamical models for orbital motion, and account for the effects of non-linear trajectories as well as both position and velocity uncertainties. This “3D P (sub c)” method entails computing a 3-dimensional numerical integral for each estimated probability. Our analysis indicates that the 3D method provides several new insights over the traditional “2D P (sub c)” method, even when approximating the orbital motion using the relatively simple Keplerian two-body dynamical model. First, the formulation provides the means to estimate variations in the time derivative of the collision probability, or the probability rate, R (sub c). For close-proximity satellites, such as those orbiting in formations or clusters, R (sub c) variations can show multiple peaks that repeat or blend with one another, providing insight into the ongoing temporal distribution of risk. For single, isolated conjunctions, R (sub c) analysis provides the means to identify and bound the times of peak collision risk. Additionally, analysis of multiple actual archived conjunctions demonstrates that the commonly used “2D P (sub c)” approximation can occasionally provide inaccurate estimates. These include cases in which the 2D method yields negligibly small probabilities (e.g., P (sub c)) is greater than 10 (sup -10)), but the 3D estimates are sufficiently large to prompt increased monitoring or collision mitigation (e.g., P (sub c) is greater than or equal to 10 (sup -5)). Finally, the archive analysis indicates that a relatively efficient calculation can be used to identify which conjunctions will have negligibly small probabilities. This small-P (sub c) screening test can significantly speed the overall risk analysis computation for large numbers of conjunctions.

Probability analysis for consecutive-day maximum rainfall for Tiruchirapalli City (south India, Asia)

NASA Astrophysics Data System (ADS)

Sabarish, R. Mani; Narasimhan, R.; Chandhru, A. R.; Suribabu, C. R.; Sudharsan, J.; Nithiyanantham, S.

2017-05-01

In the design of irrigation and other hydraulic structures, evaluating the magnitude of extreme rainfall for a specific probability of occurrence is of much importance. The capacity of such structures is usually designed to cater to the probability of occurrence of extreme rainfall during its lifetime. In this study, an extreme value analysis of rainfall for Tiruchirapalli City in Tamil Nadu was carried out using 100 years of rainfall data. Statistical methods were used in the analysis. The best-fit probability distribution was evaluated for 1, 2, 3, 4 and 5 days of continuous maximum rainfall. The goodness of fit was evaluated using Chi-square test. The results of the goodness-of-fit tests indicate that log-Pearson type III method is the overall best-fit probability distribution for 1-day maximum rainfall and consecutive 2-, 3-, 4-, 5- and 6-day maximum rainfall series of Tiruchirapalli. To be reliable, the forecasted maximum rainfalls for the selected return periods are evaluated in comparison with the results of the plotting position.

Efficient Transition Probability Computation for Continuous-Time Branching Processes via Compressed Sensing.

PubMed

Xu, Jason; Minin, Vladimir N

2015-07-01

Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the discrete state space is large or uncountable. Classical methods such as matrix exponentiation are infeasible for large or countably infinite state spaces, and sampling-based alternatives are computationally intensive, requiring integration over all possible hidden events. Recent work has successfully applied generating function techniques to computing transition probabilities for linear multi-type branching processes. While these techniques often require significantly fewer computations than matrix exponentiation, they also become prohibitive in applications with large populations. We propose a compressed sensing framework that significantly accelerates the generating function method, decreasing computational cost up to a logarithmic factor by only assuming the probability mass of transitions is sparse. We demonstrate accurate and efficient transition probability computations in branching process models for blood cell formation and evolution of self-replicating transposable elements in bacterial genomes.

A Method to Estimate the Probability That Any Individual Cloud-to-Ground Lightning Stroke Was Within Any Radius of Any Point

NASA Technical Reports Server (NTRS)

Huddleston, Lisa L.; Roeder, William P.; Merceret, Francis J.

2010-01-01

A new technique has been developed to estimate the probability that a nearby cloud-to-ground lightning stroke was within a specified radius of any point of interest. This process uses the bivariate Gaussian distribution of probability density provided by the current lightning location error ellipse for the most likely location of a lightning stroke and integrates it to determine the probability that the stroke is inside any specified radius of any location, even if that location is not centered on or even within the location error ellipse. This technique is adapted from a method of calculating the probability of debris collision with spacecraft. Such a technique is important in spaceport processing activities because it allows engineers to quantify the risk of induced current damage to critical electronics due to nearby lightning strokes. This technique was tested extensively and is now in use by space launch organizations at Kennedy Space Center and Cape Canaveral Air Force station.

An efficient algorithm to compute marginal posterior genotype probabilities for every member of a pedigree with loops

PubMed Central

2009-01-01

Background Marginal posterior genotype probabilities need to be computed for genetic analyses such as geneticcounseling in humans and selective breeding in animal and plant species. Methods In this paper, we describe a peeling based, deterministic, exact algorithm to compute efficiently genotype probabilities for every member of a pedigree with loops without recourse to junction-tree methods from graph theory. The efficiency in computing the likelihood by peeling comes from storing intermediate results in multidimensional tables called cutsets. Computing marginal genotype probabilities for individual i requires recomputing the likelihood for each of the possible genotypes of individual i. This can be done efficiently by storing intermediate results in two types of cutsets called anterior and posterior cutsets and reusing these intermediate results to compute the likelihood. Examples A small example is used to illustrate the theoretical concepts discussed in this paper, and marginal genotype probabilities are computed at a monogenic disease locus for every member in a real cattle pedigree. PMID:19958551

Efficient Transition Probability Computation for Continuous-Time Branching Processes via Compressed Sensing

PubMed Central

Xu, Jason; Minin, Vladimir N.

2016-01-01

Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the discrete state space is large or uncountable. Classical methods such as matrix exponentiation are infeasible for large or countably infinite state spaces, and sampling-based alternatives are computationally intensive, requiring integration over all possible hidden events. Recent work has successfully applied generating function techniques to computing transition probabilities for linear multi-type branching processes. While these techniques often require significantly fewer computations than matrix exponentiation, they also become prohibitive in applications with large populations. We propose a compressed sensing framework that significantly accelerates the generating function method, decreasing computational cost up to a logarithmic factor by only assuming the probability mass of transitions is sparse. We demonstrate accurate and efficient transition probability computations in branching process models for blood cell formation and evolution of self-replicating transposable elements in bacterial genomes. PMID:26949377

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

PubMed

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

2013-09-01

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

A New Self-Constrained Inversion Method of Potential Fields Based on Probability Tomography

NASA Astrophysics Data System (ADS)

Sun, S.; Chen, C.; WANG, H.; Wang, Q.

2014-12-01

The self-constrained inversion method of potential fields uses a priori information self-extracted from potential field data. Differing from external a priori information, the self-extracted information are generally parameters derived exclusively from the analysis of the gravity and magnetic data (Paoletti et al., 2013). Here we develop a new self-constrained inversion method based on probability tomography. Probability tomography doesn't need any priori information, as well as large inversion matrix operations. Moreover, its result can describe the sources, especially the distribution of which is complex and irregular, entirely and clearly. Therefore, we attempt to use the a priori information extracted from the probability tomography results to constrain the inversion for physical properties. The magnetic anomaly data was taken as an example in this work. The probability tomography result of magnetic total field anomaly(ΔΤ) shows a smoother distribution than the anomalous source and cannot display the source edges exactly. However, the gradients of ΔΤ are with higher resolution than ΔΤ in their own direction, and this characteristic is also presented in their probability tomography results. So we use some rules to combine the probability tomography results of ∂ΔΤ⁄∂x, ∂ΔΤ⁄∂y and ∂ΔΤ⁄∂z into a new result which is used for extracting a priori information, and then incorporate the information into the model objective function as spatial weighting functions to invert the final magnetic susceptibility. Some magnetic synthetic examples incorporated with and without a priori information extracted from the probability tomography results were made to do comparison, results of which show that the former are more concentrated and with higher resolution of the source body edges. This method is finally applied in an iron mine in China with field measured ΔΤ data and performs well. ReferencesPaoletti, V., Ialongo, S., Florio, G., Fedi, M. & Cella, F., 2013. Self-constrained inversion of potential fields, Geophys J Int.This research is supported by the Fundamental Research Funds for Institute for Geophysical and Geochemical Exploration, Chinese Academy of Geological Sciences (Grant Nos. WHS201210 and WHS201211).

Environmental probabilistic quantitative assessment methodologies

USGS Publications Warehouse

Crovelli, R.A.

1995-01-01

In this paper, four petroleum resource assessment methodologies are presented as possible pollution assessment methodologies, even though petroleum as a resource is desirable, whereas pollution is undesirable. A methodology is defined in this paper to consist of a probability model and a probabilistic method, where the method is used to solve the model. The following four basic types of probability models are considered: 1) direct assessment, 2) accumulation size, 3) volumetric yield, and 4) reservoir engineering. Three of the four petroleum resource assessment methodologies were written as microcomputer systems, viz. TRIAGG for direct assessment, APRAS for accumulation size, and FASPU for reservoir engineering. A fourth microcomputer system termed PROBDIST supports the three assessment systems. The three assessment systems have different probability models but the same type of probabilistic method. The type of advantages of the analytic method are in computational speed and flexibility, making it ideal for a microcomputer. -from Author

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Qualitative fusion technique based on information poor system and its application to factor analysis for vibration of rolling bearings

NASA Astrophysics Data System (ADS)

Xia, Xintao; Wang, Zhongyu

2008-10-01

For some methods of stability analysis of a system using statistics, it is difficult to resolve the problems of unknown probability distribution and small sample. Therefore, a novel method is proposed in this paper to resolve these problems. This method is independent of probability distribution, and is useful for small sample systems. After rearrangement of the original data series, the order difference and two polynomial membership functions are introduced to estimate the true value, the lower bound and the supper bound of the system using fuzzy-set theory. Then empirical distribution function is investigated to ensure confidence level above 95%, and the degree of similarity is presented to evaluate stability of the system. Cases of computer simulation investigate stable systems with various probability distribution, unstable systems with linear systematic errors and periodic systematic errors and some mixed systems. The method of analysis for systematic stability is approved.

Probability-based hazard avoidance guidance for planetary landing

NASA Astrophysics Data System (ADS)

Yuan, Xu; Yu, Zhengshi; Cui, Pingyuan; Xu, Rui; Zhu, Shengying; Cao, Menglong; Luan, Enjie

2018-03-01

Future landing and sample return missions on planets and small bodies will seek landing sites with high scientific value, which may be located in hazardous terrains. Autonomous landing in such hazardous terrains and highly uncertain planetary environments is particularly challenging. Onboard hazard avoidance ability is indispensable, and the algorithms must be robust to uncertainties. In this paper, a novel probability-based hazard avoidance guidance method is developed for landing in hazardous terrains on planets or small bodies. By regarding the lander state as probabilistic, the proposed guidance algorithm exploits information on the uncertainty of lander position and calculates the probability of collision with each hazard. The collision probability serves as an accurate safety index, which quantifies the impact of uncertainties on the lander safety. Based on the collision probability evaluation, the state uncertainty of the lander is explicitly taken into account in the derivation of the hazard avoidance guidance law, which contributes to enhancing the robustness to the uncertain dynamics of planetary landing. The proposed probability-based method derives fully analytic expressions and does not require off-line trajectory generation. Therefore, it is appropriate for real-time implementation. The performance of the probability-based guidance law is investigated via a set of simulations, and the effectiveness and robustness under uncertainties are demonstrated.

Moment and maximum likelihood estimators for Weibull distributions under length- and area-biased sampling

Treesearch

Jeffrey H. Gove

2003-01-01

Many of the most popular sampling schemes used in forestry are probability proportional to size methods. These methods are also referred to as size biased because sampling is actually from a weighted form of the underlying population distribution. Length- and area-biased sampling are special cases of size-biased sampling where the probability weighting comes from a...

Frame synchronization methods based on channel symbol measurements

NASA Technical Reports Server (NTRS)

Dolinar, S.; Cheung, K.-M.

1989-01-01

The current DSN frame synchronization procedure is based on monitoring the decoded bit stream for the appearance of a sync marker sequence that is transmitted once every data frame. The possibility of obtaining frame synchronization by processing the raw received channel symbols rather than the decoded bits is explored. Performance results are derived for three channel symbol sync methods, and these are compared with results for decoded bit sync methods reported elsewhere. It is shown that each class of methods has advantages or disadvantages under different assumptions on the frame length, the global acquisition strategy, and the desired measure of acquisition timeliness. It is shown that the sync statistics based on decoded bits are superior to the statistics based on channel symbols, if the desired operating region utilizes a probability of miss many orders of magnitude higher than the probability of false alarm. This operating point is applicable for very large frame lengths and minimal frame-to-frame verification strategy. On the other hand, the statistics based on channel symbols are superior if the desired operating point has a miss probability only a few orders of magnitude greater than the false alarm probability. This happens for small frames or when frame-to-frame verifications are required.

Robust EM Continual Reassessment Method in Oncology Dose Finding

PubMed Central

Yuan, Ying; Yin, Guosheng

2012-01-01

The continual reassessment method (CRM) is a commonly used dose-finding design for phase I clinical trials. Practical applications of this method have been restricted by two limitations: (1) the requirement that the toxicity outcome needs to be observed shortly after the initiation of the treatment; and (2) the potential sensitivity to the prespecified toxicity probability at each dose. To overcome these limitations, we naturally treat the unobserved toxicity outcomes as missing data, and use the expectation-maximization (EM) algorithm to estimate the dose toxicity probabilities based on the incomplete data to direct dose assignment. To enhance the robustness of the design, we propose prespecifying multiple sets of toxicity probabilities, each set corresponding to an individual CRM model. We carry out these multiple CRMs in parallel, across which model selection and model averaging procedures are used to make more robust inference. We evaluate the operating characteristics of the proposed robust EM-CRM designs through simulation studies and show that the proposed methods satisfactorily resolve both limitations of the CRM. Besides improving the MTD selection percentage, the new designs dramatically shorten the duration of the trial, and are robust to the prespecification of the toxicity probabilities. PMID:22375092

Methodology for assessing the probability of corrosion in concrete structures on the basis of half-cell potential and concrete resistivity measurements.

PubMed

Sadowski, Lukasz

2013-01-01

In recent years, the corrosion of steel reinforcement has become a major problem in the construction industry. Therefore, much attention has been given to developing methods of predicting the service life of reinforced concrete structures. The progress of corrosion cannot be visually assessed until a crack or a delamination appears. The corrosion process can be tracked using several electrochemical techniques. Most commonly the half-cell potential measurement technique is used for this purpose. However, it is generally accepted that it should be supplemented with other techniques. Hence, a methodology for assessing the probability of corrosion in concrete slabs by means of a combination of two methods, that is, the half-cell potential method and the concrete resistivity method, is proposed. An assessment of the probability of corrosion in reinforced concrete structures carried out using the proposed methodology is presented. 200 mm thick 750 mm  ×  750 mm reinforced concrete slab specimens were investigated. Potential E corr and concrete resistivity ρ in each point of the applied grid were measured. The experimental results indicate that the proposed methodology can be successfully used to assess the probability of corrosion in concrete structures.

Fractional Gaussian model in global optimization

NASA Astrophysics Data System (ADS)

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

2009-12-01

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

A quantitative method for risk assessment of agriculture due to climate change

NASA Astrophysics Data System (ADS)

Dong, Zhiqiang; Pan, Zhihua; An, Pingli; Zhang, Jingting; Zhang, Jun; Pan, Yuying; Huang, Lei; Zhao, Hui; Han, Guolin; Wu, Dong; Wang, Jialin; Fan, Dongliang; Gao, Lin; Pan, Xuebiao

2018-01-01

Climate change has greatly affected agriculture. Agriculture is facing increasing risks as its sensitivity and vulnerability to climate change. Scientific assessment of climate change-induced agricultural risks could help to actively deal with climate change and ensure food security. However, quantitative assessment of risk is a difficult issue. Here, based on the IPCC assessment reports, a quantitative method for risk assessment of agriculture due to climate change is proposed. Risk is described as the product of the degree of loss and its probability of occurrence. The degree of loss can be expressed by the yield change amplitude. The probability of occurrence can be calculated by the new concept of climate change effect-accumulated frequency (CCEAF). Specific steps of this assessment method are suggested. This method is determined feasible and practical by using the spring wheat in Wuchuan County of Inner Mongolia as a test example. The results show that the fluctuation of spring wheat yield increased with the warming and drying climatic trend in Wuchuan County. The maximum yield decrease and its probability were 3.5 and 64.6%, respectively, for the temperature maximum increase 88.3%, and its risk was 2.2%. The maximum yield decrease and its probability were 14.1 and 56.1%, respectively, for the precipitation maximum decrease 35.2%, and its risk was 7.9%. For the comprehensive impacts of temperature and precipitation, the maximum yield decrease and its probability were 17.6 and 53.4%, respectively, and its risk increased to 9.4%. If we do not adopt appropriate adaptation strategies, the degree of loss from the negative impacts of multiclimatic factors and its probability of occurrence will both increase accordingly, and the risk will also grow obviously.

Establishment probability in newly founded populations.

PubMed

Gusset, Markus; Müller, Michael S; Grimm, Volker

2012-06-20

Establishment success in newly founded populations relies on reaching the established phase, which is defined by characteristic fluctuations of the population's state variables. Stochastic population models can be used to quantify the establishment probability of newly founded populations; however, so far no simple but robust method for doing so existed. To determine a critical initial number of individuals that need to be released to reach the established phase, we used a novel application of the "Wissel plot", where -ln(1 - P0(t)) is plotted against time t. This plot is based on the equation P(0)t=1-c(1)e(-ω(1t)), which relates the probability of extinction by time t, P(0)(t), to two constants: c(1) describes the probability of a newly founded population to reach the established phase, whereas ω(1) describes the population's probability of extinction per short time interval once established. For illustration, we applied the method to a previously developed stochastic population model of the endangered African wild dog (Lycaon pictus). A newly founded population reaches the established phase if the intercept of the (extrapolated) linear parts of the "Wissel plot" with the y-axis, which is -ln(c(1)), is negative. For wild dogs in our model, this is the case if a critical initial number of four packs, consisting of eight individuals each, are released. The method we present to quantify the establishment probability of newly founded populations is generic and inferences thus are transferable to other systems across the field of conservation biology. In contrast to other methods, our approach disaggregates the components of a population's viability by distinguishing establishment from persistence.

Surveying Europe's Only Cave-Dwelling Chordate Species (Proteus anguinus) Using Environmental DNA.

PubMed

Vörös, Judit; Márton, Orsolya; Schmidt, Benedikt R; Gál, Júlia Tünde; Jelić, Dušan

2017-01-01

In surveillance of subterranean fauna, especially in the case of rare or elusive aquatic species, traditional techniques used for epigean species are often not feasible. We developed a non-invasive survey method based on environmental DNA (eDNA) to detect the presence of the red-listed cave-dwelling amphibian, Proteus anguinus, in the caves of the Dinaric Karst. We tested the method in fifteen caves in Croatia, from which the species was previously recorded or expected to occur. We successfully confirmed the presence of P. anguinus from ten caves and detected the species for the first time in five others. Using a hierarchical occupancy model we compared the availability and detection probability of eDNA of two water sampling methods, filtration and precipitation. The statistical analysis showed that both availability and detection probability depended on the method and estimates for both probabilities were higher using filter samples than for precipitation samples. Combining reliable field and laboratory methods with robust statistical modeling will give the best estimates of species occurrence.

Probability of identification: a statistical model for the validation of qualitative botanical identification methods.

PubMed

LaBudde, Robert A; Harnly, James M

2012-01-01

A qualitative botanical identification method (BIM) is an analytical procedure that returns a binary result (1 = Identified, 0 = Not Identified). A BIM may be used by a buyer, manufacturer, or regulator to determine whether a botanical material being tested is the same as the target (desired) material, or whether it contains excessive nontarget (undesirable) material. The report describes the development and validation of studies for a BIM based on the proportion of replicates identified, or probability of identification (POI), as the basic observed statistic. The statistical procedures proposed for data analysis follow closely those of the probability of detection, and harmonize the statistical concepts and parameters between quantitative and qualitative method validation. Use of POI statistics also harmonizes statistical concepts for botanical, microbiological, toxin, and other analyte identification methods that produce binary results. The POI statistical model provides a tool for graphical representation of response curves for qualitative methods, reporting of descriptive statistics, and application of performance requirements. Single collaborator and multicollaborative study examples are given.

Computation of the Complex Probability Function

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

Trainer, Amelia Jo; Ledwith, Patrick John

The complex probability function is important in many areas of physics and many techniques have been developed in an attempt to compute it for some z quickly and e ciently. Most prominent are the methods that use Gauss-Hermite quadrature, which uses the roots of the n th degree Hermite polynomial and corresponding weights to approximate the complex probability function. This document serves as an overview and discussion of the use, shortcomings, and potential improvements on the Gauss-Hermite quadrature for the complex probability function.

Minimal entropy probability paths between genome families.

PubMed

Ahlbrandt, Calvin; Benson, Gary; Casey, William

2004-05-01

We develop a metric for probability distributions with applications to biological sequence analysis. Our distance metric is obtained by minimizing a functional defined on the class of paths over probability measures on N categories. The underlying mathematical theory is connected to a constrained problem in the calculus of variations. The solution presented is a numerical solution, which approximates the true solution in a set of cases called rich paths where none of the components of the path is zero. The functional to be minimized is motivated by entropy considerations, reflecting the idea that nature might efficiently carry out mutations of genome sequences in such a way that the increase in entropy involved in transformation is as small as possible. We characterize sequences by frequency profiles or probability vectors, in the case of DNA where N is 4 and the components of the probability vector are the frequency of occurrence of each of the bases A, C, G and T. Given two probability vectors a and b, we define a distance function based as the infimum of path integrals of the entropy function H( p) over all admissible paths p(t), 0 < or = t< or =1, with p(t) a probability vector such that p(0)=a and p(1)=b. If the probability paths p(t) are parameterized as y(s) in terms of arc length s and the optimal path is smooth with arc length L, then smooth and "rich" optimal probability paths may be numerically estimated by a hybrid method of iterating Newton's method on solutions of a two point boundary value problem, with unknown distance L between the abscissas, for the Euler-Lagrange equations resulting from a multiplier rule for the constrained optimization problem together with linear regression to improve the arc length estimate L. Matlab code for these numerical methods is provided which works only for "rich" optimal probability vectors. These methods motivate a definition of an elementary distance function which is easier and faster to calculate, works on non-rich vectors, does not involve variational theory and does not involve differential equations, but is a better approximation of the minimal entropy path distance than the distance //b-a//(2). We compute minimal entropy distance matrices for examples of DNA myostatin genes and amino-acid sequences across several species. Output tree dendograms for our minimal entropy metric are compared with dendograms based on BLAST and BLAST identity scores.

Detection of nuclear resonance signals: modification of the receiver operating characteristics using feedback.

PubMed

Blauch, A J; Schiano, J L; Ginsberg, M D

2000-06-01

The performance of a nuclear resonance detection system can be quantified using binary detection theory. Within this framework, signal averaging increases the probability of a correct detection and decreases the probability of a false alarm by reducing the variance of the noise in the average signal. In conjunction with signal averaging, we propose another method based on feedback control concepts that further improves detection performance. By maximizing the nuclear resonance signal amplitude, feedback raises the probability of correct detection. Furthermore, information generated by the feedback algorithm can be used to reduce the probability of false alarm. We discuss the advantages afforded by feedback that cannot be obtained using signal averaging. As an example, we show how this method is applicable to the detection of explosives using nuclear quadrupole resonance. Copyright 2000 Academic Press.

Reply to Efford on ‘Integrating resource selection information with spatial capture-recapture’

USGS Publications Warehouse

Royle, Andy; Chandler, Richard; Sun, Catherine C.; Fuller, Angela K.

2014-01-01

3. A key point of Royle et al. (Methods in Ecology and Evolution, 2013, 4) was that active resource selection induces heterogeneity in encounter probability which, if unaccounted for, should bias estimates of population size or density. The models of Royle et al. (Methods in Ecology and Evolution, 2013, 4) and Efford (Methods in Ecology and Evolution, 2014, 000, 000) merely amount to alternative models of resource selection, and hence varying amounts of heterogeneity in encounter probability.

The probability of being identified as an outlier with commonly used funnel plot control limits for the standardised mortality ratio.

PubMed

Seaton, Sarah E; Manktelow, Bradley N

2012-07-16

Emphasis is increasingly being placed on the monitoring of clinical outcomes for health care providers. Funnel plots have become an increasingly popular graphical methodology used to identify potential outliers. It is assumed that a provider only displaying expected random variation (i.e. 'in-control') will fall outside a control limit with a known probability. In reality, the discrete count nature of these data, and the differing methods, can lead to true probabilities quite different from the nominal value. This paper investigates the true probability of an 'in control' provider falling outside control limits for the Standardised Mortality Ratio (SMR). The true probabilities of an 'in control' provider falling outside control limits for the SMR were calculated and compared for three commonly used limits: Wald confidence interval; 'exact' confidence interval; probability-based prediction interval. The probability of falling above the upper limit, or below the lower limit, often varied greatly from the nominal value. This was particularly apparent when there were a small number of expected events: for expected events ≤ 50 the median probability of an 'in-control' provider falling above the upper 95% limit was 0.0301 (Wald), 0.0121 ('exact'), 0.0201 (prediction). It is important to understand the properties and probability of being identified as an outlier by each of these different methods to aid the correct identification of poorly performing health care providers. The limits obtained using probability-based prediction limits have the most intuitive interpretation and their properties can be defined a priori. Funnel plot control limits for the SMR should not be based on confidence intervals.

A removal model for estimating detection probabilities from point-count surveys

USGS Publications Warehouse

Farnsworth, G.L.; Pollock, K.H.; Nichols, J.D.; Simons, T.R.; Hines, J.E.; Sauer, J.R.

2002-01-01

Use of point-count surveys is a popular method for collecting data on abundance and distribution of birds. However, analyses of such data often ignore potential differences in detection probability. We adapted a removal model to directly estimate detection probability during point-count surveys. The model assumes that singing frequency is a major factor influencing probability of detection when birds are surveyed using point counts. This may be appropriate for surveys in which most detections are by sound. The model requires counts to be divided into several time intervals. Point counts are often conducted for 10 min, where the number of birds recorded is divided into those first observed in the first 3 min, the subsequent 2 min, and the last 5 min. We developed a maximum-likelihood estimator for the detectability of birds recorded during counts divided into those intervals. This technique can easily be adapted to point counts divided into intervals of any length. We applied this method to unlimited-radius counts conducted in Great Smoky Mountains National Park. We used model selection criteria to identify whether detection probabilities varied among species, throughout the morning, throughout the season, and among different observers. We found differences in detection probability among species. Species that sing frequently such as Winter Wren (Troglodytes troglodytes) and Acadian Flycatcher (Empidonax virescens) had high detection probabilities (∼90%) and species that call infrequently such as Pileated Woodpecker (Dryocopus pileatus) had low detection probability (36%). We also found detection probabilities varied with the time of day for some species (e.g. thrushes) and between observers for other species. We used the same approach to estimate detection probability and density for a subset of the observations with limited-radius point counts.

The Effect of Incremental Changes in Phonotactic Probability and Neighborhood Density on Word Learning by Preschool Children

ERIC Educational Resources Information Center

Storkel, Holly L.; Bontempo, Daniel E.; Aschenbrenner, Andrew J.; Maekawa, Junko; Lee, Su-Yeon

2013-01-01

Purpose: Phonotactic probability or neighborhood density has predominately been defined through the use of gross distinctions (i.e., low vs. high). In the current studies, the authors examined the influence of finer changes in probability (Experiment 1) and density (Experiment 2) on word learning. Method: The authors examined the full range of…

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

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

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

2012-07-01

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

Pretest probability estimation in the evaluation of patients with possible deep vein thrombosis.

PubMed

Vinson, David R; Patel, Jason P; Irving, Cedric S

2011-07-01

An estimation of pretest probability is integral to the proper interpretation of a negative compression ultrasound in the diagnostic assessment of lower-extremity deep vein thrombosis. We sought to determine the rate, method, and predictors of pretest probability estimation in such patients. This cross-sectional study of outpatients was conducted in a suburban community hospital in 2006. Estimation of pretest probability was done by enzyme-linked immunosorbent assay d-dimer, Wells criteria, and unstructured clinical impression. Using logistic regression analysis, we measured predictors of documented risk assessment. A cohort analysis was undertaken to compare 3-month thromboembolic outcomes between risk groups. Among 524 cases, 289 (55.2%) underwent pretest probability estimation using the following methods: enzyme-linked immunosorbent assay d-dimer (228; 43.5%), clinical impression (106; 20.2%), and Wells criteria (24; 4.6%), with 69 (13.2%) patients undergoing a combination of at least two methods. Patient factors were not predictive of pretest probability estimation, but the specialty of the clinician was predictive; emergency physicians (P < .0001) and specialty clinicians (P = .001) were less likely than primary care clinicians to perform risk assessment. Thromboembolic events within 3 months were experienced by 0 of 52 patients in the explicitly low-risk group, 4 (1.8%) of 219 in the explicitly moderate- to high-risk group, and 1 (0.4%) of 226 in the group that did not undergo explicit risk assessment. Negative ultrasounds in the workup of deep vein thrombosis are commonly interpreted in isolation apart from pretest probability estimations. Risk assessments varied by physician specialties. Opportunities exist for improvement in the diagnostic evaluation of these patients. Copyright © 2011 Elsevier Inc. All rights reserved.

Fundamental Studies of Molecular Secondary Ion Mass Spectrometry Ionization Probability Measured With Femtosecond, Infrared Laser Post-Ionization

NASA Astrophysics Data System (ADS)

Popczun, Nicholas James

The work presented in this dissertation is focused on increasing the fundamental understanding of molecular secondary ion mass spectrometry (SIMS) ionization probability by measuring neutral molecule behavior with femtosecond, mid-infrared laser post-ionization (LPI). To accomplish this, a model system was designed with a homogeneous organic film comprised of coronene, a polycyclic hydrocarbon which provides substantial LPI signal. Careful consideration was given to signal lost to photofragmentation and undersampling of the sputtered plume that is contained within the extraction volume of the mass spectrometer. This study provided the first ionization probability for an organic compound measured directly by the relative secondary ions and sputtered neutral molecules using a strong-field ionization (SFI) ionization method. The measured value of ˜10-3 is near the upper limit of previous estimations of ionization probability for organic molecules. The measurement method was refined, and then applied to a homogeneous guanine film, which produces protonated secondary ions. This measurement found the probability of protonation to occur to be on the order of 10-3, although with less uncertainty than that of the coronene. Finally, molecular depth profiles were obtained for SIMS and LPI signals as a function of primary ion fluence to determine the effect of ionization probability on the depth resolution of chemical interfaces. The interfaces chosen were organic/inorganic interfaces to limit chemical mixing. It is shown that approaching the inorganic chemical interface can enhance or suppress the ionization probability for the organic molecule, which can lead to artificially sharpened or broadened depths, respectively. Overall, the research described in this dissertation provides new methods for measuring ionization efficiency in SIMS in both absolute and relative terms, and will inform both innovation in the technique, as well as increase understanding of depth-dependent experiments.

Probability of detection of defects in coatings with electronic shearography

NASA Astrophysics Data System (ADS)

Maddux, Gary A.; Horton, Charles M.; Lansing, Matthew D.; Gnacek, William J.; Newton, Patrick L.

1994-07-01

The goal of this research was to utilize statistical methods to evaluate the probability of detection (POD) of defects in coatings using electronic shearography. The coating system utilized in the POD studies was to be the paint system currently utilized on the external casings of the NASA Space Transportation System (STS) Revised Solid Rocket Motor (RSRM) boosters. The population of samples was to be large enough to determine the minimum defect size for 90 percent probability of detection of 95 percent confidence POD on these coatings. Also, the best methods to excite coatings on aerospace components to induce deformations for measurement by electronic shearography were to be determined.

Probability of detection of defects in coatings with electronic shearography

NASA Technical Reports Server (NTRS)

Maddux, Gary A.; Horton, Charles M.; Lansing, Matthew D.; Gnacek, William J.; Newton, Patrick L.

1994-01-01

The goal of this research was to utilize statistical methods to evaluate the probability of detection (POD) of defects in coatings using electronic shearography. The coating system utilized in the POD studies was to be the paint system currently utilized on the external casings of the NASA Space Transportation System (STS) Revised Solid Rocket Motor (RSRM) boosters. The population of samples was to be large enough to determine the minimum defect size for 90 percent probability of detection of 95 percent confidence POD on these coatings. Also, the best methods to excite coatings on aerospace components to induce deformations for measurement by electronic shearography were to be determined.

Effect of Non-speckle Echo Signals on Tissue Characteristics for Liver Fibrosis using Probability Density Function of Ultrasonic B-mode image

NASA Astrophysics Data System (ADS)

Mori, Shohei; Hirata, Shinnosuke; Yamaguchi, Tadashi; Hachiya, Hiroyuki

To develop a quantitative diagnostic method for liver fibrosis using an ultrasound B-mode image, a probability imaging method of tissue characteristics based on a multi-Rayleigh model, which expresses a probability density function of echo signals from liver fibrosis, has been proposed. In this paper, an effect of non-speckle echo signals on tissue characteristics estimated from the multi-Rayleigh model was evaluated. Non-speckle signals were determined and removed using the modeling error of the multi-Rayleigh model. The correct tissue characteristics of fibrotic tissue could be estimated with the removal of non-speckle signals.

A Continuous Method for Gene Flow

PubMed Central

Palczewski, Michal; Beerli, Peter

2013-01-01

Most modern population genetics inference methods are based on the coalescence framework. Methods that allow estimating parameters of structured populations commonly insert migration events into the genealogies. For these methods the calculation of the coalescence probability density of a genealogy requires a product over all time periods between events. Data sets that contain populations with high rates of gene flow among them require an enormous number of calculations. A new method, transition probability-structured coalescence (TPSC), replaces the discrete migration events with probability statements. Because the speed of calculation is independent of the amount of gene flow, this method allows calculating the coalescence densities efficiently. The current implementation of TPSC uses an approximation simplifying the interaction among lineages. Simulations and coverage comparisons of TPSC vs. MIGRATE show that TPSC allows estimation of high migration rates more precisely, but because of the approximation the estimation of low migration rates is biased. The implementation of TPSC into programs that calculate quantities on phylogenetic tree structures is straightforward, so the TPSC approach will facilitate more general inferences in many computer programs. PMID:23666937

A nonparametric multiple imputation approach for missing categorical data.

PubMed

Zhou, Muhan; He, Yulei; Yu, Mandi; Hsu, Chiu-Hsieh

2017-06-06

Incomplete categorical variables with more than two categories are common in public health data. However, most of the existing missing-data methods do not use the information from nonresponse (missingness) probabilities. We propose a nearest-neighbour multiple imputation approach to impute a missing at random categorical outcome and to estimate the proportion of each category. The donor set for imputation is formed by measuring distances between each missing value with other non-missing values. The distance function is calculated based on a predictive score, which is derived from two working models: one fits a multinomial logistic regression for predicting the missing categorical outcome (the outcome model) and the other fits a logistic regression for predicting missingness probabilities (the missingness model). A weighting scheme is used to accommodate contributions from two working models when generating the predictive score. A missing value is imputed by randomly selecting one of the non-missing values with the smallest distances. We conduct a simulation to evaluate the performance of the proposed method and compare it with several alternative methods. A real-data application is also presented. The simulation study suggests that the proposed method performs well when missingness probabilities are not extreme under some misspecifications of the working models. However, the calibration estimator, which is also based on two working models, can be highly unstable when missingness probabilities for some observations are extremely high. In this scenario, the proposed method produces more stable and better estimates. In addition, proper weights need to be chosen to balance the contributions from the two working models and achieve optimal results for the proposed method. We conclude that the proposed multiple imputation method is a reasonable approach to dealing with missing categorical outcome data with more than two levels for assessing the distribution of the outcome. In terms of the choices for the working models, we suggest a multinomial logistic regression for predicting the missing outcome and a binary logistic regression for predicting the missingness probability.

Efficient pairwise RNA structure prediction using probabilistic alignment constraints in Dynalign

PubMed Central

2007-01-01

Background Joint alignment and secondary structure prediction of two RNA sequences can significantly improve the accuracy of the structural predictions. Methods addressing this problem, however, are forced to employ constraints that reduce computation by restricting the alignments and/or structures (i.e. folds) that are permissible. In this paper, a new methodology is presented for the purpose of establishing alignment constraints based on nucleotide alignment and insertion posterior probabilities. Using a hidden Markov model, posterior probabilities of alignment and insertion are computed for all possible pairings of nucleotide positions from the two sequences. These alignment and insertion posterior probabilities are additively combined to obtain probabilities of co-incidence for nucleotide position pairs. A suitable alignment constraint is obtained by thresholding the co-incidence probabilities. The constraint is integrated with Dynalign, a free energy minimization algorithm for joint alignment and secondary structure prediction. The resulting method is benchmarked against the previous version of Dynalign and against other programs for pairwise RNA structure prediction. Results The proposed technique eliminates manual parameter selection in Dynalign and provides significant computational time savings in comparison to prior constraints in Dynalign while simultaneously providing a small improvement in the structural prediction accuracy. Savings are also realized in memory. In experiments over a 5S RNA dataset with average sequence length of approximately 120 nucleotides, the method reduces computation by a factor of 2. The method performs favorably in comparison to other programs for pairwise RNA structure prediction: yielding better accuracy, on average, and requiring significantly lesser computational resources. Conclusion Probabilistic analysis can be utilized in order to automate the determination of alignment constraints for pairwise RNA structure prediction methods in a principled fashion. These constraints can reduce the computational and memory requirements of these methods while maintaining or improving their accuracy of structural prediction. This extends the practical reach of these methods to longer length sequences. The revised Dynalign code is freely available for download. PMID:17445273

Comparison of an automated Most Probable Number (MPN) technique to traditional plating methods for estimating populations of total aerobes, coliforms and E. coli associated with freshly processed broiler chickens

USDA-ARS?s Scientific Manuscript database

Recently, an instrument (TEMPOTM) has been developed to automate the Most Probable Number (MPN) technique and reduce the effort required to estimate some bacterial populations. We compared the automated MPN technique to traditional microbiological plating methods or PetrifilmTM for estimating the t...

Adaptively biased sequential importance sampling for rare events in reaction networks with comparison to exact solutions from finite buffer dCME method

PubMed Central

Cao, Youfang; Liang, Jie

2013-01-01

Critical events that occur rarely in biological processes are of great importance, but are challenging to study using Monte Carlo simulation. By introducing biases to reaction selection and reaction rates, weighted stochastic simulation algorithms based on importance sampling allow rare events to be sampled more effectively. However, existing methods do not address the important issue of barrier crossing, which often arises from multistable networks and systems with complex probability landscape. In addition, the proliferation of parameters and the associated computing cost pose significant problems. Here we introduce a general theoretical framework for obtaining optimized biases in sampling individual reactions for estimating probabilities of rare events. We further describe a practical algorithm called adaptively biased sequential importance sampling (ABSIS) method for efficient probability estimation. By adopting a look-ahead strategy and by enumerating short paths from the current state, we estimate the reaction-specific and state-specific forward and backward moving probabilities of the system, which are then used to bias reaction selections. The ABSIS algorithm can automatically detect barrier-crossing regions, and can adjust bias adaptively at different steps of the sampling process, with bias determined by the outcome of exhaustively generated short paths. In addition, there are only two bias parameters to be determined, regardless of the number of the reactions and the complexity of the network. We have applied the ABSIS method to four biochemical networks: the birth-death process, the reversible isomerization, the bistable Schlögl model, and the enzymatic futile cycle model. For comparison, we have also applied the finite buffer discrete chemical master equation (dCME) method recently developed to obtain exact numerical solutions of the underlying discrete chemical master equations of these problems. This allows us to assess sampling results objectively by comparing simulation results with true answers. Overall, ABSIS can accurately and efficiently estimate rare event probabilities for all examples, often with smaller variance than other importance sampling algorithms. The ABSIS method is general and can be applied to study rare events of other stochastic networks with complex probability landscape. PMID:23862966

Optimal methods for fitting probability distributions to propagule retention time in studies of zoochorous dispersal.

PubMed

Viana, Duarte S; Santamaría, Luis; Figuerola, Jordi

2016-02-01

Propagule retention time is a key factor in determining propagule dispersal distance and the shape of "seed shadows". Propagules dispersed by animal vectors are either ingested and retained in the gut until defecation or attached externally to the body until detachment. Retention time is a continuous variable, but it is commonly measured at discrete time points, according to pre-established sampling time-intervals. Although parametric continuous distributions have been widely fitted to these interval-censored data, the performance of different fitting methods has not been evaluated. To investigate the performance of five different fitting methods, we fitted parametric probability distributions to typical discretized retention-time data with known distribution using as data-points either the lower, mid or upper bounds of sampling intervals, as well as the cumulative distribution of observed values (using either maximum likelihood or non-linear least squares for parameter estimation); then compared the estimated and original distributions to assess the accuracy of each method. We also assessed the robustness of these methods to variations in the sampling procedure (sample size and length of sampling time-intervals). Fittings to the cumulative distribution performed better for all types of parametric distributions (lognormal, gamma and Weibull distributions) and were more robust to variations in sample size and sampling time-intervals. These estimated distributions had negligible deviations of up to 0.045 in cumulative probability of retention times (according to the Kolmogorov-Smirnov statistic) in relation to original distributions from which propagule retention time was simulated, supporting the overall accuracy of this fitting method. In contrast, fitting the sampling-interval bounds resulted in greater deviations that ranged from 0.058 to 0.273 in cumulative probability of retention times, which may introduce considerable biases in parameter estimates. We recommend the use of cumulative probability to fit parametric probability distributions to propagule retention time, specifically using maximum likelihood for parameter estimation. Furthermore, the experimental design for an optimal characterization of unimodal propagule retention time should contemplate at least 500 recovered propagules and sampling time-intervals not larger than the time peak of propagule retrieval, except in the tail of the distribution where broader sampling time-intervals may also produce accurate fits.

Adaptively biased sequential importance sampling for rare events in reaction networks with comparison to exact solutions from finite buffer dCME method

NASA Astrophysics Data System (ADS)

Cao, Youfang; Liang, Jie

2013-07-01

Critical events that occur rarely in biological processes are of great importance, but are challenging to study using Monte Carlo simulation. By introducing biases to reaction selection and reaction rates, weighted stochastic simulation algorithms based on importance sampling allow rare events to be sampled more effectively. However, existing methods do not address the important issue of barrier crossing, which often arises from multistable networks and systems with complex probability landscape. In addition, the proliferation of parameters and the associated computing cost pose significant problems. Here we introduce a general theoretical framework for obtaining optimized biases in sampling individual reactions for estimating probabilities of rare events. We further describe a practical algorithm called adaptively biased sequential importance sampling (ABSIS) method for efficient probability estimation. By adopting a look-ahead strategy and by enumerating short paths from the current state, we estimate the reaction-specific and state-specific forward and backward moving probabilities of the system, which are then used to bias reaction selections. The ABSIS algorithm can automatically detect barrier-crossing regions, and can adjust bias adaptively at different steps of the sampling process, with bias determined by the outcome of exhaustively generated short paths. In addition, there are only two bias parameters to be determined, regardless of the number of the reactions and the complexity of the network. We have applied the ABSIS method to four biochemical networks: the birth-death process, the reversible isomerization, the bistable Schlögl model, and the enzymatic futile cycle model. For comparison, we have also applied the finite buffer discrete chemical master equation (dCME) method recently developed to obtain exact numerical solutions of the underlying discrete chemical master equations of these problems. This allows us to assess sampling results objectively by comparing simulation results with true answers. Overall, ABSIS can accurately and efficiently estimate rare event probabilities for all examples, often with smaller variance than other importance sampling algorithms. The ABSIS method is general and can be applied to study rare events of other stochastic networks with complex probability landscape.

Adaptively biased sequential importance sampling for rare events in reaction networks with comparison to exact solutions from finite buffer dCME method.

PubMed

Cao, Youfang; Liang, Jie

2013-07-14

Critical events that occur rarely in biological processes are of great importance, but are challenging to study using Monte Carlo simulation. By introducing biases to reaction selection and reaction rates, weighted stochastic simulation algorithms based on importance sampling allow rare events to be sampled more effectively. However, existing methods do not address the important issue of barrier crossing, which often arises from multistable networks and systems with complex probability landscape. In addition, the proliferation of parameters and the associated computing cost pose significant problems. Here we introduce a general theoretical framework for obtaining optimized biases in sampling individual reactions for estimating probabilities of rare events. We further describe a practical algorithm called adaptively biased sequential importance sampling (ABSIS) method for efficient probability estimation. By adopting a look-ahead strategy and by enumerating short paths from the current state, we estimate the reaction-specific and state-specific forward and backward moving probabilities of the system, which are then used to bias reaction selections. The ABSIS algorithm can automatically detect barrier-crossing regions, and can adjust bias adaptively at different steps of the sampling process, with bias determined by the outcome of exhaustively generated short paths. In addition, there are only two bias parameters to be determined, regardless of the number of the reactions and the complexity of the network. We have applied the ABSIS method to four biochemical networks: the birth-death process, the reversible isomerization, the bistable Schlögl model, and the enzymatic futile cycle model. For comparison, we have also applied the finite buffer discrete chemical master equation (dCME) method recently developed to obtain exact numerical solutions of the underlying discrete chemical master equations of these problems. This allows us to assess sampling results objectively by comparing simulation results with true answers. Overall, ABSIS can accurately and efficiently estimate rare event probabilities for all examples, often with smaller variance than other importance sampling algorithms. The ABSIS method is general and can be applied to study rare events of other stochastic networks with complex probability landscape.

The investigation of the relationship between probability of suicide and reasons for living in psychiatric inpatients

PubMed Central

Eskiyurt, Reyhan; Ozkan, Birgul

2017-01-01

Aim: This study was carried out to determine the reasons of the suicide probability and reasons for living of the inpatients hospitalized at the psychiatry clinic and to analyze the relationship between them. Materials and Methods: The sample of the study consisted of 192 patients who were hospitalized in psychiatric clinics between February and May 2016 and who agreed to participate in the study. In collecting data, personal information form, suicide probability scale (SPS), reasons for living inventory (RFL), and Beck's depression inventory (BDI) were used. Stepwise regression method was used to determine the factors that predict suicide probability. Results: In the study, as a result of analyses made, the median score on the SPS was found 76.0, the median score on the RFL was found 137.0, the median score on the BDI of the patients was found 13.5, and it was found that patients with a high probability of suicide had less reasons for living and that their depression levels were very high. As a result of stepwise regression analysis, it was determined that suicidal ideation, reasons for living, maltreatment, education level, age, and income status were the predictors of suicide probability (F = 61.125; P < 0.001). Discussion: It was found that the patients who hospitalized in the psychiatric clinic have high suicide probability and the reasons of living are strong predictors of suicide probability in accordance with the literature. PMID:29497185

On Convergent Probability of a Random Walk

ERIC Educational Resources Information Center

Lee, Y.-F.; Ching, W.-K.

2006-01-01

This note introduces an interesting random walk on a straight path with cards of random numbers. The method of recurrent relations is used to obtain the convergent probability of the random walk with different initial positions.

A Web-based interface to calculate phonotactic probability for words and nonwords in English

PubMed Central

VITEVITCH, MICHAEL S.; LUCE, PAUL A.

2008-01-01

Phonotactic probability refers to the frequency with which phonological segments and sequences of phonological segments occur in words in a given language. We describe one method of estimating phonotactic probabilities based on words in American English. These estimates of phonotactic probability have been used in a number of previous studies and are now being made available to other researchers via a Web-based interface. Instructions for using the interface, as well as details regarding how the measures were derived, are provided in the present article. The Phonotactic Probability Calculator can be accessed at http://www.people.ku.edu/~mvitevit/PhonoProbHome.html. PMID:15641436

Methods for Combining Payload Parameter Variations with Input Environment

NASA Technical Reports Server (NTRS)

Merchant, D. H.; Straayer, J. W.

1975-01-01

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

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

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

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

2016-06-08

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

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

NASA Astrophysics Data System (ADS)

Králik, Juraj

2016-06-01

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

Decision curve analysis: a novel method for evaluating prediction models.

PubMed

Vickers, Andrew J; Elkin, Elena B

2006-01-01

Diagnostic and prognostic models are typically evaluated with measures of accuracy that do not address clinical consequences. Decision-analytic techniques allow assessment of clinical outcomes but often require collection of additional information and may be cumbersome to apply to models that yield a continuous result. The authors sought a method for evaluating and comparing prediction models that incorporates clinical consequences,requires only the data set on which the models are tested,and can be applied to models that have either continuous or dichotomous results. The authors describe decision curve analysis, a simple, novel method of evaluating predictive models. They start by assuming that the threshold probability of a disease or event at which a patient would opt for treatment is informative of how the patient weighs the relative harms of a false-positive and a false-negative prediction. This theoretical relationship is then used to derive the net benefit of the model across different threshold probabilities. Plotting net benefit against threshold probability yields the "decision curve." The authors apply the method to models for the prediction of seminal vesicle invasion in prostate cancer patients. Decision curve analysis identified the range of threshold probabilities in which a model was of value, the magnitude of benefit, and which of several models was optimal. Decision curve analysis is a suitable method for evaluating alternative diagnostic and prognostic strategies that has advantages over other commonly used measures and techniques.

A method to compute SEU fault probabilities in memory arrays with error correction

NASA Technical Reports Server (NTRS)

Gercek, Gokhan

1994-01-01

With the increasing packing densities in VLSI technology, Single Event Upsets (SEU) due to cosmic radiations are becoming more of a critical issue in the design of space avionics systems. In this paper, a method is introduced to compute the fault (mishap) probability for a computer memory of size M words. It is assumed that a Hamming code is used for each word to provide single error correction. It is also assumed that every time a memory location is read, single errors are corrected. Memory is read randomly whose distribution is assumed to be known. In such a scenario, a mishap is defined as two SEU's corrupting the same memory location prior to a read. The paper introduces a method to compute the overall mishap probability for the entire memory for a mission duration of T hours.

Risk Analysis of Earth-Rock Dam Failures Based on Fuzzy Event Tree Method

PubMed Central

Fu, Xiao; Gu, Chong-Shi; Su, Huai-Zhi; Qin, Xiang-Nan

2018-01-01

Earth-rock dams make up a large proportion of the dams in China, and their failures can induce great risks. In this paper, the risks associated with earth-rock dam failure are analyzed from two aspects: the probability of a dam failure and the resulting life loss. An event tree analysis method based on fuzzy set theory is proposed to calculate the dam failure probability. The life loss associated with dam failure is summarized and refined to be suitable for Chinese dams from previous studies. The proposed method and model are applied to one reservoir dam in Jiangxi province. Both engineering and non-engineering measures are proposed to reduce the risk. The risk analysis of the dam failure has essential significance for reducing dam failure probability and improving dam risk management level. PMID:29710824

A New Bayesian Approach for Estimating the Presence of a Suspected Compound in Routine Screening Analysis.

PubMed

Woldegebriel, Michael; Vivó-Truyols, Gabriel

2016-10-04

A novel method for compound identification in liquid chromatography-high resolution mass spectrometry (LC-HRMS) is proposed. The method, based on Bayesian statistics, accommodates all possible uncertainties involved, from instrumentation up to data analysis into a single model yielding the probability of the compound of interest being present/absent in the sample. This approach differs from the classical methods in two ways. First, it is probabilistic (instead of deterministic); hence, it computes the probability that the compound is (or is not) present in a sample. Second, it answers the hypothesis "the compound is present", opposed to answering the question "the compound feature is present". This second difference implies a shift in the way data analysis is tackled, since the probability of interfering compounds (i.e., isomers and isobaric compounds) is also taken into account.

Statistical Inference in Graphical Models

DTIC Science & Technology

2008-06-17

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

Method for predicting peptide detection in mass spectrometry

DOEpatents

Kangas, Lars [West Richland, WA; Smith, Richard D [Richland, WA; Petritis, Konstantinos [Richland, WA

2010-07-13

A method of predicting whether a peptide present in a biological sample will be detected by analysis with a mass spectrometer. The method uses at least one mass spectrometer to perform repeated analysis of a sample containing peptides from proteins with known amino acids. The method then generates a data set of peptides identified as contained within the sample by the repeated analysis. The method then calculates the probability that a specific peptide in the data set was detected in the repeated analysis. The method then creates a plurality of vectors, where each vector has a plurality of dimensions, and each dimension represents a property of one or more of the amino acids present in each peptide and adjacent peptides in the data set. Using these vectors, the method then generates an algorithm from the plurality of vectors and the calculated probabilities that specific peptides in the data set were detected in the repeated analysis. The algorithm is thus capable of calculating the probability that a hypothetical peptide represented as a vector will be detected by a mass spectrometry based proteomic platform, given that the peptide is present in a sample introduced into a mass spectrometer.

Bayesian analysis of rare events

NASA Astrophysics Data System (ADS)

Straub, Daniel; Papaioannou, Iason; Betz, Wolfgang

2016-06-01

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

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

NASA Astrophysics Data System (ADS)

Smith, Leonard A.

2010-05-01

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

A probability approach to sawtimber tree-value projections

Treesearch

Roger E. McCay; Paul S. DeBald; Paul S. DeBald

1973-01-01

The authors present a method for projecting hardwood sawtimber tree values, using tree-development probabilities based on continuous forest inventory (CFI) data and describe some ways to use the resulting value projections to assemble management-planning information.

Probability of detection evaluation results for railroad tank cars : final report.

DOT National Transportation Integrated Search

2016-08-01

The Transportation Technology Center, Inc. (TTCI) used the approach developed for the National Aeronautics and Space : Association to determine the probability of detection (POD) for various nondestructive test (NDT) methods used during inspection : ...

Decomposition of conditional probability for high-order symbolic Markov chains.

PubMed

Melnik, S S; Usatenko, O V

2017-07-01

The main goal of this paper is to develop an estimate for the conditional probability function of random stationary ergodic symbolic sequences with elements belonging to a finite alphabet. We elaborate on a decomposition procedure for the conditional probability function of sequences considered to be high-order Markov chains. We represent the conditional probability function as the sum of multilinear memory function monomials of different orders (from zero up to the chain order). This allows us to introduce a family of Markov chain models and to construct artificial sequences via a method of successive iterations, taking into account at each step increasingly high correlations among random elements. At weak correlations, the memory functions are uniquely expressed in terms of the high-order symbolic correlation functions. The proposed method fills the gap between two approaches, namely the likelihood estimation and the additive Markov chains. The obtained results may have applications for sequential approximation of artificial neural network training.

Decomposition of conditional probability for high-order symbolic Markov chains

NASA Astrophysics Data System (ADS)

Melnik, S. S.; Usatenko, O. V.

2017-07-01

The main goal of this paper is to develop an estimate for the conditional probability function of random stationary ergodic symbolic sequences with elements belonging to a finite alphabet. We elaborate on a decomposition procedure for the conditional probability function of sequences considered to be high-order Markov chains. We represent the conditional probability function as the sum of multilinear memory function monomials of different orders (from zero up to the chain order). This allows us to introduce a family of Markov chain models and to construct artificial sequences via a method of successive iterations, taking into account at each step increasingly high correlations among random elements. At weak correlations, the memory functions are uniquely expressed in terms of the high-order symbolic correlation functions. The proposed method fills the gap between two approaches, namely the likelihood estimation and the additive Markov chains. The obtained results may have applications for sequential approximation of artificial neural network training.

Monte Carlo method for computing density of states and quench probability of potential energy and enthalpy landscapes.

PubMed

Mauro, John C; Loucks, Roger J; Balakrishnan, Jitendra; Raghavan, Srikanth

2007-05-21

The thermodynamics and kinetics of a many-body system can be described in terms of a potential energy landscape in multidimensional configuration space. The partition function of such a landscape can be written in terms of a density of states, which can be computed using a variety of Monte Carlo techniques. In this paper, a new self-consistent Monte Carlo method for computing density of states is described that uses importance sampling and a multiplicative update factor to achieve rapid convergence. The technique is then applied to compute the equilibrium quench probability of the various inherent structures (minima) in the landscape. The quench probability depends on both the potential energy of the inherent structure and the volume of its corresponding basin in configuration space. Finally, the methodology is extended to the isothermal-isobaric ensemble in order to compute inherent structure quench probabilities in an enthalpy landscape.

Conditional, Time-Dependent Probabilities for Segmented Type-A Faults in the WGCEP UCERF 2

USGS Publications Warehouse

Field, Edward H.; Gupta, Vipin

2008-01-01

This appendix presents elastic-rebound-theory (ERT) motivated time-dependent probabilities, conditioned on the date of last earthquake, for the segmented type-A fault models of the 2007 Working Group on California Earthquake Probabilities (WGCEP). These probabilities are included as one option in the WGCEP?s Uniform California Earthquake Rupture Forecast 2 (UCERF 2), with the other options being time-independent Poisson probabilities and an ?Empirical? model based on observed seismicity rate changes. A more general discussion of the pros and cons of all methods for computing time-dependent probabilities, as well as the justification of those chosen for UCERF 2, are given in the main body of this report (and the 'Empirical' model is also discussed in Appendix M). What this appendix addresses is the computation of conditional, time-dependent probabilities when both single- and multi-segment ruptures are included in the model. Computing conditional probabilities is relatively straightforward when a fault is assumed to obey strict segmentation in the sense that no multi-segment ruptures occur (e.g., WGCEP (1988, 1990) or see Field (2007) for a review of all previous WGCEPs; from here we assume basic familiarity with conditional probability calculations). However, and as we?ll see below, the calculation is not straightforward when multi-segment ruptures are included, in essence because we are attempting to apply a point-process model to a non point process. The next section gives a review and evaluation of the single- and multi-segment rupture probability-calculation methods used in the most recent statewide forecast for California (WGCEP UCERF 1; Petersen et al., 2007). We then present results for the methodology adopted here for UCERF 2. We finish with a discussion of issues and possible alternative approaches that could be explored and perhaps applied in the future. A fault-by-fault comparison of UCERF 2 probabilities with those of previous studies is given in the main part of this report.

Impact of coverage on the reliability of a fault tolerant computer

NASA Technical Reports Server (NTRS)

Bavuso, S. J.

1975-01-01

A mathematical reliability model is established for a reconfigurable fault tolerant avionic computer system utilizing state-of-the-art computers. System reliability is studied in light of the coverage probabilities associated with the first and second independent hardware failures. Coverage models are presented as a function of detection, isolation, and recovery probabilities. Upper and lower bonds are established for the coverage probabilities and the method for computing values for the coverage probabilities is investigated. Further, an architectural variation is proposed which is shown to enhance coverage.

Methodology for Assessing the Probability of Corrosion in Concrete Structures on the Basis of Half-Cell Potential and Concrete Resistivity Measurements

PubMed Central

2013-01-01

In recent years, the corrosion of steel reinforcement has become a major problem in the construction industry. Therefore, much attention has been given to developing methods of predicting the service life of reinforced concrete structures. The progress of corrosion cannot be visually assessed until a crack or a delamination appears. The corrosion process can be tracked using several electrochemical techniques. Most commonly the half-cell potential measurement technique is used for this purpose. However, it is generally accepted that it should be supplemented with other techniques. Hence, a methodology for assessing the probability of corrosion in concrete slabs by means of a combination of two methods, that is, the half-cell potential method and the concrete resistivity method, is proposed. An assessment of the probability of corrosion in reinforced concrete structures carried out using the proposed methodology is presented. 200 mm thick 750 mm  ×  750 mm reinforced concrete slab specimens were investigated. Potential E corr and concrete resistivity ρ in each point of the applied grid were measured. The experimental results indicate that the proposed methodology can be successfully used to assess the probability of corrosion in concrete structures. PMID:23766706

A Method to Estimate the Probability that any Individual Cloud-to-Ground Lightning Stroke was Within any Radius of any Point

NASA Technical Reports Server (NTRS)

Huddleston, Lisa L.; Roeder, William P.; Merceret, Francis J.

2011-01-01

A new technique has been developed to estimate the probability that a nearby cloud to ground lightning stroke was within a specified radius of any point of interest. This process uses the bivariate Gaussian distribution of probability density provided by the current lightning location error ellipse for the most likely location of a lightning stroke and integrates it to determine the probability that the stroke is inside any specified radius of any location, even if that location is not centered on or even with the location error ellipse. This technique is adapted from a method of calculating the probability of debris collision with spacecraft. Such a technique is important in spaceport processing activities because it allows engineers to quantify the risk of induced current damage to critical electronics due to nearby lightning strokes. This technique was tested extensively and is now in use by space launch organizations at Kennedy Space Center and Cape Canaveral Air Force Station. Future applications could include forensic meteorology.

Assessing agreement with relative area under the coverage probability curve.

PubMed

Barnhart, Huiman X

2016-08-15

There has been substantial statistical literature in the last several decades on assessing agreement, and coverage probability approach was selected as a preferred index for assessing and improving measurement agreement in a core laboratory setting. With this approach, a satisfactory agreement is based on pre-specified high satisfactory coverage probability (e.g., 95%), given one pre-specified acceptable difference. In practice, we may want to have quality control on more than one pre-specified differences, or we may simply want to summarize the agreement based on differences up to a maximum acceptable difference. We propose to assess agreement via the coverage probability curve that provides a full spectrum of measurement error at various differences/disagreement. Relative area under the coverage probability curve is proposed for the summary of overall agreement, and this new summary index can be used for comparison of different intra-methods or inter-methods/labs/observers' agreement. Simulation studies and a blood pressure example are used for illustration of the methodology. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Topics in inference and decision-making with partial knowledge

NASA Technical Reports Server (NTRS)

Safavian, S. Rasoul; Landgrebe, David

1990-01-01

Two essential elements needed in the process of inference and decision-making are prior probabilities and likelihood functions. When both of these components are known accurately and precisely, the Bayesian approach provides a consistent and coherent solution to the problems of inference and decision-making. In many situations, however, either one or both of the above components may not be known, or at least may not be known precisely. This problem of partial knowledge about prior probabilities and likelihood functions is addressed. There are at least two ways to cope with this lack of precise knowledge: robust methods, and interval-valued methods. First, ways of modeling imprecision and indeterminacies in prior probabilities and likelihood functions are examined; then how imprecision in the above components carries over to the posterior probabilities is examined. Finally, the problem of decision making with imprecise posterior probabilities and the consequences of such actions are addressed. Application areas where the above problems may occur are in statistical pattern recognition problems, for example, the problem of classification of high-dimensional multispectral remote sensing image data.

A Method to Estimate the Probability that Any Individual Cloud-to-Ground Lightning Stroke was Within Any Radius of Any Point

NASA Technical Reports Server (NTRS)

Huddleston, Lisa; Roeder, WIlliam P.; Merceret, Francis J.

2011-01-01

A new technique has been developed to estimate the probability that a nearby cloud-to-ground lightning stroke was within a specified radius of any point of interest. This process uses the bivariate Gaussian distribution of probability density provided by the current lightning location error ellipse for the most likely location of a lightning stroke and integrates it to determine the probability that the stroke is inside any specified radius of any location, even if that location is not centered on or even within the location error ellipse. This technique is adapted from a method of calculating the probability of debris collision with spacecraft. Such a technique is important in spaceport processing activities because it allows engineers to quantify the risk of induced current damage to critical electronics due to nearby lightning strokes. This technique was tested extensively and is now in use by space launch organizations at Kennedy Space Center and Cape Canaveral Air Force station. Future applications could include forensic meteorology.

Probability of misclassifying biological elements in surface waters.

PubMed

Loga, Małgorzata; Wierzchołowska-Dziedzic, Anna

2017-11-24

Measurement uncertainties are inherent to assessment of biological indices of water bodies. The effect of these uncertainties on the probability of misclassification of ecological status is the subject of this paper. Four Monte-Carlo (M-C) models were applied to simulate the occurrence of random errors in the measurements of metrics corresponding to four biological elements of surface waters: macrophytes, phytoplankton, phytobenthos, and benthic macroinvertebrates. Long series of error-prone measurement values of these metrics, generated by M-C models, were used to identify cases in which values of any of the four biological indices lay outside of the "true" water body class, i.e., outside the class assigned from the actual physical measurements. Fraction of such cases in the M-C generated series was used to estimate the probability of misclassification. The method is particularly useful for estimating the probability of misclassification of the ecological status of surface water bodies in the case of short sequences of measurements of biological indices. The results of the Monte-Carlo simulations show a relatively high sensitivity of this probability to measurement errors of the river macrophyte index (MIR) and high robustness to measurement errors of the benthic macroinvertebrate index (MMI). The proposed method of using Monte-Carlo models to estimate the probability of misclassification has significant potential for assessing the uncertainty of water body status reported to the EC by the EU member countries according to WFD. The method can be readily applied also in risk assessment of water management decisions before adopting the status dependent corrective actions.

The use of pre-test and post-test probability values as criteria before selecting patients to undergo coronary angiography in patients who have ischemic findings on myocardial perfusion scintigraphy

PubMed Central

Şen, Nazlı Pınar Karahan; Bekiş, Recep; Ceylan, Ali; Derebek, Erkan

2016-01-01

Objective: Myocardial perfusion scintigraphy (MPS) is a diagnostic test which is frequently used in the diagnosis of coronary heart disease (CHD). MPS is generally interpreted as ischemia present or absent; however, it has a power in predicting the disease, similar to other diagnostic tests. In this study, we aimed to assist in directing the high-risk patients to undergo coronary angiography (CA) primarily by evaluating patients without prior CHD history with pre-test and post-test probabilities. Methods: The study was designed as a retrospective study. Between January 2008 and July 2011, 139 patients with positive MPS results and followed by CA recently (<6 months) were evaluated from patient files. Patients’ pre-test probabilities based on the Diamond and Forrester method and the likelihood ratios that were obtained from the literature were used to calculate the patients’ post-exercise and post-MPS probabilities. Patients were evaluated in risk groups as low, intermediate, and high, and an ROC curve analysis was performed for the post-MPS probabilities. Results: Coronary artery stenosis (CAS) was determined in 59 patients (42.4%). A significant difference was determined between the risk groups according to CAS, both for the pre-test and post-test probabilities (p<0.001, p=0.024). The ROC analysis provided a cut-off value of 80.4% for post-MPS probability in predicting CAS with 67.9% sensitivity and 77.8% specificity. Conclusion: When the post-MPS probability is ≥80% in patients who have reversible perfusion defects on MPS, we suggest interpreting the MPS as “high probability positive” to improve the selection of true-positive patients to undergo CA, and these patients should be primarily recommended CA. PMID:27004704

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

PubMed

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

2016-12-01

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

Measurement of absolute gamma emission probabilities

NASA Astrophysics Data System (ADS)

Sumithrarachchi, Chandana S.; Rengan, Krish; Griffin, Henry C.

2003-06-01

The energies and emission probabilities (intensities) of gamma-rays emitted in radioactive decays of particular nuclides are the most important characteristics by which to quantify mixtures of radionuclides. Often, quantification is limited by uncertainties in measured intensities. A technique was developed to reduce these uncertainties. The method involves obtaining a pure sample of a nuclide using radiochemical techniques, and using appropriate fractions for beta and gamma measurements. The beta emission rates were measured using a liquid scintillation counter, and the gamma emission rates were measured with a high-purity germanium detector. Results were combined to obtain absolute gamma emission probabilities. All sources of uncertainties greater than 0.1% were examined. The method was tested with 38Cl and 88Rb.

State-dependent biasing method for importance sampling in the weighted stochastic simulation algorithm.

PubMed

Roh, Min K; Gillespie, Dan T; Petzold, Linda R

2010-11-07

The weighted stochastic simulation algorithm (wSSA) was developed by Kuwahara and Mura [J. Chem. Phys. 129, 165101 (2008)] to efficiently estimate the probabilities of rare events in discrete stochastic systems. The wSSA uses importance sampling to enhance the statistical accuracy in the estimation of the probability of the rare event. The original algorithm biases the reaction selection step with a fixed importance sampling parameter. In this paper, we introduce a novel method where the biasing parameter is state-dependent. The new method features improved accuracy, efficiency, and robustness.

Identifying sources of heterogeneity in capture probabilities: An example using the Great Tit Parus major

USGS Publications Warehouse

Senar, J.C.; Conroy, M.J.; Carrascal, L.M.; Domenech, J.; Mozetich, I.; Uribe, F.

1999-01-01

Heterogeneous capture probabilities are a common problem in many capture-recapture studies. Several methods of detecting the presence of such heterogeneity are currently available, and stratification of data has been suggested as the standard method to avoid its effects. However, few studies have tried to identify sources of heterogeneity, or whether there are interactions among sources. The aim of this paper is to suggest an analytical procedure to identify sources of capture heterogeneity. We use data on the sex and age of Great Tits captured in baited funnel traps, at two localities differing in average temperature. We additionally use 'recapture' data obtained by videotaping at feeder (with no associated trap), where the tits ringed with different colours were recorded. This allowed us to test whether individuals in different classes (age, sex and condition) are not trapped because of trap shyness or because o a reduced use of the bait. We used logistic regression analysis of the capture probabilities to test for the effects of age, sex, condition, location and 'recapture method. The results showed a higher recapture probability in the colder locality. Yearling birds (either males or females) had the highest recapture prob abilities, followed by adult males, while adult females had the lowest recapture probabilities. There was no effect of the method of 'recapture' (trap or video tape), which suggests that adult females are less often captured in traps no because of trap-shyness but because of less dependence on supplementary food. The potential use of this methodological approach in other studies is discussed.

A probability-based approach for assessment of roadway safety hardware.

DOT National Transportation Integrated Search

2017-03-14

This report presents a general probability-based approach for assessment of roadway safety hardware (RSH). It was achieved using a reliability : analysis method and computational techniques. With the development of high-fidelity finite element (FE) m...

Quantile Functions, Convergence in Quantile, and Extreme Value Distribution Theory.

DTIC Science & Technology

1980-11-01

Gnanadesikan (1968). Quantile functions are advocated by Parzen (1979) as providing an approach to probability-based data analysis. Quantile functions are... Gnanadesikan , R. (1968). Probability Plotting Methods for the Analysis of Data, Biomtrika, 55, 1-17.

Hepatitis disease detection using Bayesian theory

NASA Astrophysics Data System (ADS)

Maseleno, Andino; Hidayati, Rohmah Zahroh

2017-02-01

This paper presents hepatitis disease diagnosis using a Bayesian theory for better understanding of the theory. In this research, we used a Bayesian theory for detecting hepatitis disease and displaying the result of diagnosis process. Bayesian algorithm theory is rediscovered and perfected by Laplace, the basic idea is using of the known prior probability and conditional probability density parameter, based on Bayes theorem to calculate the corresponding posterior probability, and then obtained the posterior probability to infer and make decisions. Bayesian methods combine existing knowledge, prior probabilities, with additional knowledge derived from new data, the likelihood function. The initial symptoms of hepatitis which include malaise, fever and headache. The probability of hepatitis given the presence of malaise, fever, and headache. The result revealed that a Bayesian theory has successfully identified the existence of hepatitis disease.

An alternative empirical likelihood method in missing response problems and causal inference.

PubMed

Ren, Kaili; Drummond, Christopher A; Brewster, Pamela S; Haller, Steven T; Tian, Jiang; Cooper, Christopher J; Zhang, Biao

2016-11-30

Missing responses are common problems in medical, social, and economic studies. When responses are missing at random, a complete case data analysis may result in biases. A popular debias method is inverse probability weighting proposed by Horvitz and Thompson. To improve efficiency, Robins et al. proposed an augmented inverse probability weighting method. The augmented inverse probability weighting estimator has a double-robustness property and achieves the semiparametric efficiency lower bound when the regression model and propensity score model are both correctly specified. In this paper, we introduce an empirical likelihood-based estimator as an alternative to Qin and Zhang (2007). Our proposed estimator is also doubly robust and locally efficient. Simulation results show that the proposed estimator has better performance when the propensity score is correctly modeled. Moreover, the proposed method can be applied in the estimation of average treatment effect in observational causal inferences. Finally, we apply our method to an observational study of smoking, using data from the Cardiovascular Outcomes in Renal Atherosclerotic Lesions clinical trial. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Surveying Europe’s Only Cave-Dwelling Chordate Species (Proteus anguinus) Using Environmental DNA

PubMed Central

Márton, Orsolya; Schmidt, Benedikt R.; Gál, Júlia Tünde; Jelić, Dušan

2017-01-01

In surveillance of subterranean fauna, especially in the case of rare or elusive aquatic species, traditional techniques used for epigean species are often not feasible. We developed a non-invasive survey method based on environmental DNA (eDNA) to detect the presence of the red-listed cave-dwelling amphibian, Proteus anguinus, in the caves of the Dinaric Karst. We tested the method in fifteen caves in Croatia, from which the species was previously recorded or expected to occur. We successfully confirmed the presence of P. anguinus from ten caves and detected the species for the first time in five others. Using a hierarchical occupancy model we compared the availability and detection probability of eDNA of two water sampling methods, filtration and precipitation. The statistical analysis showed that both availability and detection probability depended on the method and estimates for both probabilities were higher using filter samples than for precipitation samples. Combining reliable field and laboratory methods with robust statistical modeling will give the best estimates of species occurrence. PMID:28129383

Automated segmentation of dental CBCT image with prior-guided sequential random forests

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

Wang, Li; Gao, Yaozong; Shi, Feng

Purpose: Cone-beam computed tomography (CBCT) is an increasingly utilized imaging modality for the diagnosis and treatment planning of the patients with craniomaxillofacial (CMF) deformities. Accurate segmentation of CBCT image is an essential step to generate 3D models for the diagnosis and treatment planning of the patients with CMF deformities. However, due to the image artifacts caused by beam hardening, imaging noise, inhomogeneity, truncation, and maximal intercuspation, it is difficult to segment the CBCT. Methods: In this paper, the authors present a new automatic segmentation method to address these problems. Specifically, the authors first employ a majority voting method to estimatemore » the initial segmentation probability maps of both mandible and maxilla based on multiple aligned expert-segmented CBCT images. These probability maps provide an important prior guidance for CBCT segmentation. The authors then extract both the appearance features from CBCTs and the context features from the initial probability maps to train the first-layer of random forest classifier that can select discriminative features for segmentation. Based on the first-layer of trained classifier, the probability maps are updated, which will be employed to further train the next layer of random forest classifier. By iteratively training the subsequent random forest classifier using both the original CBCT features and the updated segmentation probability maps, a sequence of classifiers can be derived for accurate segmentation of CBCT images. Results: Segmentation results on CBCTs of 30 subjects were both quantitatively and qualitatively validated based on manually labeled ground truth. The average Dice ratios of mandible and maxilla by the authors’ method were 0.94 and 0.91, respectively, which are significantly better than the state-of-the-art method based on sparse representation (p-value < 0.001). Conclusions: The authors have developed and validated a novel fully automated method for CBCT segmentation.« less

Probability of detecting nematode infestations for quarantine sampling with imperfect extraction efficacy

PubMed Central

Chen, Peichen; Liu, Shih-Chia; Liu, Hung-I; Chen, Tse-Wei

2011-01-01

For quarantine sampling, it is of fundamental importance to determine the probability of finding an infestation when a specified number of units are inspected. In general, current sampling procedures assume 100% probability (perfect) of detecting a pest if it is present within a unit. Ideally, a nematode extraction method should remove all stages of all species with 100% efficiency regardless of season, temperature, or other environmental conditions; in practice however, no method approaches these criteria. In this study we determined the probability of detecting nematode infestations for quarantine sampling with imperfect extraction efficacy. Also, the required sample and the risk involved in detecting nematode infestations with imperfect extraction efficacy are presented. Moreover, we developed a computer program to calculate confidence levels for different scenarios with varying proportions of infestation and efficacy of detection. In addition, a case study, presenting the extraction efficacy of the modified Baermann's Funnel method on Aphelenchoides besseyi, is used to exemplify the use of our program to calculate the probability of detecting nematode infestations in quarantine sampling with imperfect extraction efficacy. The result has important implications for quarantine programs and highlights the need for a very large number of samples if perfect extraction efficacy is not achieved in such programs. We believe that the results of the study will be useful for the determination of realistic goals in the implementation of quarantine sampling. PMID:22791911

Geospatial tools effectively estimate nonexceedance probabilities of daily streamflow at ungauged and intermittently gauged locations in Ohio

USGS Publications Warehouse

Farmer, William H.; Koltun, Greg

2017-01-01

Study regionThe state of Ohio in the United States, a humid, continental climate.Study focusThe estimation of nonexceedance probabilities of daily streamflows as an alternative means of establishing the relative magnitudes of streamflows associated with hydrologic and water-quality observations.New hydrological insights for the regionSeveral methods for estimating nonexceedance probabilities of daily mean streamflows are explored, including single-index methodologies (nearest-neighboring index) and geospatial tools (kriging and topological kriging). These methods were evaluated by conducting leave-one-out cross-validations based on analyses of nearly 7 years of daily streamflow data from 79 unregulated streamgages in Ohio and neighboring states. The pooled, ordinary kriging model, with a median Nash–Sutcliffe performance of 0.87, was superior to the single-site index methods, though there was some bias in the tails of the probability distribution. Incorporating network structure through topological kriging did not improve performance. The pooled, ordinary kriging model was applied to 118 locations without systematic streamgaging across Ohio where instantaneous streamflow measurements had been made concurrent with water-quality sampling on at least 3 separate days. Spearman rank correlations between estimated nonexceedance probabilities and measured streamflows were high, with a median value of 0.76. In consideration of application, the degree of regulation in a set of sample sites helped to specify the streamgages required to implement kriging approaches successfully.

Human Error Analysis in a Permit to Work System: A Case Study in a Chemical Plant

PubMed Central

Jahangiri, Mehdi; Hoboubi, Naser; Rostamabadi, Akbar; Keshavarzi, Sareh; Hosseini, Ali Akbar

2015-01-01

Background A permit to work (PTW) is a formal written system to control certain types of work which are identified as potentially hazardous. However, human error in PTW processes can lead to an accident. Methods This cross-sectional, descriptive study was conducted to estimate the probability of human errors in PTW processes in a chemical plant in Iran. In the first stage, through interviewing the personnel and studying the procedure in the plant, the PTW process was analyzed using the hierarchical task analysis technique. In doing so, PTW was considered as a goal and detailed tasks to achieve the goal were analyzed. In the next step, the standardized plant analysis risk-human (SPAR-H) reliability analysis method was applied for estimation of human error probability. Results The mean probability of human error in the PTW system was estimated to be 0.11. The highest probability of human error in the PTW process was related to flammable gas testing (50.7%). Conclusion The SPAR-H method applied in this study could analyze and quantify the potential human errors and extract the required measures for reducing the error probabilities in PTW system. Some suggestions to reduce the likelihood of errors, especially in the field of modifying the performance shaping factors and dependencies among tasks are provided. PMID:27014485

Statistic inversion of multi-zone transition probability models for aquifer characterization in alluvial fans

DOE PAGES

Zhu, Lin; Dai, Zhenxue; Gong, Huili; ...

2015-06-12

Understanding the heterogeneity arising from the complex architecture of sedimentary sequences in alluvial fans is challenging. This study develops a statistical inverse framework in a multi-zone transition probability approach for characterizing the heterogeneity in alluvial fans. An analytical solution of the transition probability matrix is used to define the statistical relationships among different hydrofacies and their mean lengths, integral scales, and volumetric proportions. A statistical inversion is conducted to identify the multi-zone transition probability models and estimate the optimal statistical parameters using the modified Gauss–Newton–Levenberg–Marquardt method. The Jacobian matrix is computed by the sensitivity equation method, which results in anmore » accurate inverse solution with quantification of parameter uncertainty. We use the Chaobai River alluvial fan in the Beijing Plain, China, as an example for elucidating the methodology of alluvial fan characterization. The alluvial fan is divided into three sediment zones. In each zone, the explicit mathematical formulations of the transition probability models are constructed with optimized different integral scales and volumetric proportions. The hydrofacies distributions in the three zones are simulated sequentially by the multi-zone transition probability-based indicator simulations. Finally, the result of this study provides the heterogeneous structure of the alluvial fan for further study of flow and transport simulations.« less

Association of earthquakes and faults in the San Francisco Bay area using Bayesian inference

USGS Publications Warehouse

Wesson, R.L.; Bakun, W.H.; Perkins, D.M.

2003-01-01

Bayesian inference provides a method to use seismic intensity data or instrumental locations, together with geologic and seismologic data, to make quantitative estimates of the probabilities that specific past earthquakes are associated with specific faults. Probability density functions are constructed for the location of each earthquake, and these are combined with prior probabilities through Bayes' theorem to estimate the probability that an earthquake is associated with a specific fault. Results using this method are presented here for large, preinstrumental, historical earthquakes and for recent earthquakes with instrumental locations in the San Francisco Bay region. The probabilities for individual earthquakes can be summed to construct a probabilistic frequency-magnitude relationship for a fault segment. Other applications of the technique include the estimation of the probability of background earthquakes, that is, earthquakes not associated with known or considered faults, and the estimation of the fraction of the total seismic moment associated with earthquakes less than the characteristic magnitude. Results for the San Francisco Bay region suggest that potentially damaging earthquakes with magnitudes less than the characteristic magnitudes should be expected. Comparisons of earthquake locations and the surface traces of active faults as determined from geologic data show significant disparities, indicating that a complete understanding of the relationship between earthquakes and faults remains elusive.

Array coding for large data memories

NASA Technical Reports Server (NTRS)

Tranter, W. H.

1982-01-01

It is pointed out that an array code is a convenient method for storing large quantities of data. In a typical application, the array consists of N data words having M symbols in each word. The probability of undetected error is considered, taking into account three symbol error probabilities which are of interest, and a formula for determining the probability of undetected error. Attention is given to the possibility of reading data into the array using a digital communication system with symbol error probability p. Two different schemes are found to be of interest. The conducted analysis of array coding shows that the probability of undetected error is very small even for relatively large arrays.

Assessing performance and validating finite element simulations using probabilistic knowledge

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

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

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

Estimation of the POD function and the LOD of a qualitative microbiological measurement method.

PubMed

Wilrich, Cordula; Wilrich, Peter-Theodor

2009-01-01

Qualitative microbiological measurement methods in which the measurement results are either 0 (microorganism not detected) or 1 (microorganism detected) are discussed. The performance of such a measurement method is described by its probability of detection as a function of the contamination (CFU/g or CFU/mL) of the test material, or by the LOD(p), i.e., the contamination that is detected (measurement result 1) with a specified probability p. A complementary log-log model was used to statistically estimate these performance characteristics. An intralaboratory experiment for the detection of Listeria monocytogenes in various food matrixes illustrates the method. The estimate of LOD50% is compared with the Spearman-Kaerber method.

Red-shouldered hawk occupancy surveys in central Minnesota, USA

USGS Publications Warehouse

Henneman, C.; McLeod, M.A.; Andersen, D.E.

2007-01-01

Forest-dwelling raptors are often difficult to detect because many species occur at low density or are secretive. Broadcasting conspecific vocalizations can increase the probability of detecting forest-dwelling raptors and has been shown to be an effective method for locating raptors and assessing their relative abundance. Recent advances in statistical techniques based on presence-absence data use probabilistic arguments to derive probability of detection when it is <1 and to provide a model and likelihood-based method for estimating proportion of sites occupied. We used these maximum-likelihood models with data from red-shouldered hawk (Buteo lineatus) call-broadcast surveys conducted in central Minnesota, USA, in 1994-1995 and 2004-2005. Our objectives were to obtain estimates of occupancy and detection probability 1) over multiple sampling seasons (yr), 2) incorporating within-season time-specific detection probabilities, 3) with call type and breeding stage included as covariates in models of probability of detection, and 4) with different sampling strategies. We visited individual survey locations 2-9 times per year, and estimates of both probability of detection (range = 0.28-0.54) and site occupancy (range = 0.81-0.97) varied among years. Detection probability was affected by inclusion of a within-season time-specific covariate, call type, and breeding stage. In 2004 and 2005 we used survey results to assess the effect that number of sample locations, double sampling, and discontinued sampling had on parameter estimates. We found that estimates of probability of detection and proportion of sites occupied were similar across different sampling strategies, and we suggest ways to reduce sampling effort in a monitoring program.

Model-Based Method for Sensor Validation

NASA Technical Reports Server (NTRS)

Vatan, Farrokh

2012-01-01

Fault detection, diagnosis, and prognosis are essential tasks in the operation of autonomous spacecraft, instruments, and in situ platforms. One of NASA s key mission requirements is robust state estimation. Sensing, using a wide range of sensors and sensor fusion approaches, plays a central role in robust state estimation, and there is a need to diagnose sensor failure as well as component failure. Sensor validation can be considered to be part of the larger effort of improving reliability and safety. The standard methods for solving the sensor validation problem are based on probabilistic analysis of the system, from which the method based on Bayesian networks is most popular. Therefore, these methods can only predict the most probable faulty sensors, which are subject to the initial probabilities defined for the failures. The method developed in this work is based on a model-based approach and provides the faulty sensors (if any), which can be logically inferred from the model of the system and the sensor readings (observations). The method is also more suitable for the systems when it is hard, or even impossible, to find the probability functions of the system. The method starts by a new mathematical description of the problem and develops a very efficient and systematic algorithm for its solution. The method builds on the concepts of analytical redundant relations (ARRs).

The utility of Bayesian predictive probabilities for interim monitoring of clinical trials

PubMed Central

Connor, Jason T.; Ayers, Gregory D; Alvarez, JoAnn

2014-01-01

Background Bayesian predictive probabilities can be used for interim monitoring of clinical trials to estimate the probability of observing a statistically significant treatment effect if the trial were to continue to its predefined maximum sample size. Purpose We explore settings in which Bayesian predictive probabilities are advantageous for interim monitoring compared to Bayesian posterior probabilities, p-values, conditional power, or group sequential methods. Results For interim analyses that address prediction hypotheses, such as futility monitoring and efficacy monitoring with lagged outcomes, only predictive probabilities properly account for the amount of data remaining to be observed in a clinical trial and have the flexibility to incorporate additional information via auxiliary variables. Limitations Computational burdens limit the feasibility of predictive probabilities in many clinical trial settings. The specification of prior distributions brings additional challenges for regulatory approval. Conclusions The use of Bayesian predictive probabilities enables the choice of logical interim stopping rules that closely align with the clinical decision making process. PMID:24872363

Relative contributions of three descriptive methods: implications for behavioral assessment.

PubMed

Pence, Sacha T; Roscoe, Eileen M; Bourret, Jason C; Ahearn, William H

2009-01-01

This study compared the outcomes of three descriptive analysis methods-the ABC method, the conditional probability method, and the conditional and background probability method-to each other and to the results obtained from functional analyses. Six individuals who had been diagnosed with developmental delays and exhibited problem behavior participated. Functional analyses indicated that participants' problem behavior was maintained by social positive reinforcement (n = 2), social negative reinforcement (n = 2), or automatic reinforcement (n = 2). Results showed that for all but 1 participant, descriptive analysis outcomes were similar across methods. In addition, for all but 1 participant, the descriptive analysis outcome differed substantially from the functional analysis outcome. This supports the general finding that descriptive analysis is a poor means of determining functional relations.

Selection method of terrain matching area for TERCOM algorithm

NASA Astrophysics Data System (ADS)

Zhang, Qieqie; Zhao, Long

2017-10-01

The performance of terrain aided navigation is closely related to the selection of terrain matching area. The different matching algorithms have different adaptability to terrain. This paper mainly studies the adaptability to terrain of TERCOM algorithm, analyze the relation between terrain feature and terrain characteristic parameters by qualitative and quantitative methods, and then research the relation between matching probability and terrain characteristic parameters by the Monte Carlo method. After that, we propose a selection method of terrain matching area for TERCOM algorithm, and verify the method correctness with real terrain data by simulation experiment. Experimental results show that the matching area obtained by the method in this paper has the good navigation performance and the matching probability of TERCOM algorithm is great than 90%

A Modeling and Data Analysis of Laser Beam Propagation in the Maritime Domain

DTIC Science & Technology

2015-05-18

approach to computing pdfs is the Kernel Density Method (Reference [9] has an intro - duction to the method), which we will apply to compute the pdf of our...The project has two parts to it: 1) we present a computational analysis of different probability density function approximation techniques; and 2) we... computational analysis of different probability density function approximation techniques; and 2) we introduce preliminary steps towards developing a

A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance

NASA Astrophysics Data System (ADS)

Ballestra, Luca Vincenzo; Pacelli, Graziella; Radi, Davide

2016-12-01

We propose a numerical method to compute the first-passage probability density function in a time-changed Brownian model. In particular, we derive an integral representation of such a density function in which the integrand functions must be obtained solving a system of Volterra equations of the first kind. In addition, we develop an ad-hoc numerical procedure to regularize and solve this system of integral equations. The proposed method is tested on three application problems of interest in mathematical finance, namely the calculation of the survival probability of an indebted firm, the pricing of a single-knock-out put option and the pricing of a double-knock-out put option. The results obtained reveal that the novel approach is extremely accurate and fast, and performs significantly better than the finite difference method.

Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis.

PubMed

Chiba, Tomoaki; Hino, Hideitsu; Akaho, Shotaro; Murata, Noboru

2017-01-01

In a product market or stock market, different products or stocks compete for the same consumers or purchasers. We propose a method to estimate the time-varying transition matrix of the product share using a multivariate time series of the product share. The method is based on the assumption that each of the observed time series of shares is a stationary distribution of the underlying Markov processes characterized by transition probability matrices. We estimate transition probability matrices for every observation under natural assumptions. We demonstrate, on a real-world dataset of the share of automobiles, that the proposed method can find intrinsic transition of shares. The resulting transition matrices reveal interesting phenomena, for example, the change in flows between TOYOTA group and GM group for the fiscal year where TOYOTA group's sales beat GM's sales, which is a reasonable scenario.

Method for localizing and isolating an errant process step

DOEpatents

Tobin, Jr., Kenneth W.; Karnowski, Thomas P.; Ferrell, Regina K.

2003-01-01

A method for localizing and isolating an errant process includes the steps of retrieving from a defect image database a selection of images each image having image content similar to image content extracted from a query image depicting a defect, each image in the selection having corresponding defect characterization data. A conditional probability distribution of the defect having occurred in a particular process step is derived from the defect characterization data. A process step as a highest probable source of the defect according to the derived conditional probability distribution is then identified. A method for process step defect identification includes the steps of characterizing anomalies in a product, the anomalies detected by an imaging system. A query image of a product defect is then acquired. A particular characterized anomaly is then correlated with the query image. An errant process step is then associated with the correlated image.

Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis

PubMed Central

Chiba, Tomoaki; Akaho, Shotaro; Murata, Noboru

2017-01-01

In a product market or stock market, different products or stocks compete for the same consumers or purchasers. We propose a method to estimate the time-varying transition matrix of the product share using a multivariate time series of the product share. The method is based on the assumption that each of the observed time series of shares is a stationary distribution of the underlying Markov processes characterized by transition probability matrices. We estimate transition probability matrices for every observation under natural assumptions. We demonstrate, on a real-world dataset of the share of automobiles, that the proposed method can find intrinsic transition of shares. The resulting transition matrices reveal interesting phenomena, for example, the change in flows between TOYOTA group and GM group for the fiscal year where TOYOTA group’s sales beat GM’s sales, which is a reasonable scenario. PMID:28076383

[Impact of water pollution risk in water transfer project based on fault tree analysis].

PubMed

Liu, Jian-Chang; Zhang, Wei; Wang, Li-Min; Li, Dai-Qing; Fan, Xiu-Ying; Deng, Hong-Bing

2009-09-15

The methods to assess water pollution risk for medium water transfer are gradually being explored. The event-nature-proportion method was developed to evaluate the probability of the single event. Fault tree analysis on the basis of calculation on single event was employed to evaluate the extent of whole water pollution risk for the channel water body. The result indicates, that the risk of pollutants from towns and villages along the line of water transfer project to the channel water body is at high level with the probability of 0.373, which will increase pollution to the channel water body at the rate of 64.53 mg/L COD, 4.57 mg/L NH4(+) -N and 0.066 mg/L volatilization hydroxybenzene, respectively. The measurement of fault probability on the basis of proportion method is proved to be useful in assessing water pollution risk under much uncertainty.

Probabilistic Density Function Method for Stochastic ODEs of Power Systems with Uncertain Power Input

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

Wang, Peng; Barajas-Solano, David A.; Constantinescu, Emil

Wind and solar power generators are commonly described by a system of stochastic ordinary differential equations (SODEs) where random input parameters represent uncertainty in wind and solar energy. The existing methods for SODEs are mostly limited to delta-correlated random parameters (white noise). Here we use the Probability Density Function (PDF) method for deriving a closed-form deterministic partial differential equation (PDE) for the joint probability density function of the SODEs describing a power generator with time-correlated power input. The resulting PDE is solved numerically. A good agreement with Monte Carlo Simulations shows accuracy of the PDF method.

Probability-Based Recognition Framework for Underwater Landmarks Using Sonar Images †.

PubMed

Lee, Yeongjun; Choi, Jinwoo; Ko, Nak Yong; Choi, Hyun-Taek

2017-08-24

This paper proposes a probability-based framework for recognizing underwater landmarks using sonar images. Current recognition methods use a single image, which does not provide reliable results because of weaknesses of the sonar image such as unstable acoustic source, many speckle noises, low resolution images, single channel image, and so on. However, using consecutive sonar images, if the status-i.e., the existence and identity (or name)-of an object is continuously evaluated by a stochastic method, the result of the recognition method is available for calculating the uncertainty, and it is more suitable for various applications. Our proposed framework consists of three steps: (1) candidate selection, (2) continuity evaluation, and (3) Bayesian feature estimation. Two probability methods-particle filtering and Bayesian feature estimation-are used to repeatedly estimate the continuity and feature of objects in consecutive images. Thus, the status of the object is repeatedly predicted and updated by a stochastic method. Furthermore, we develop an artificial landmark to increase detectability by an imaging sonar, which we apply to the characteristics of acoustic waves, such as instability and reflection depending on the roughness of the reflector surface. The proposed method is verified by conducting basin experiments, and the results are presented.

A Multidisciplinary Approach for Teaching Statistics and Probability

ERIC Educational Resources Information Center

Rao, C. Radhakrishna

1971-01-01

The author presents a syllabus for an introductory (first year after high school) course in statistics and probability and some methods of teaching statistical techniques. The description comes basically from the procedures used at the Indian Statistical Institute, Calcutta. (JG)

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

PubMed

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

2016-07-26

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

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Calibration of the DRASTIC ground water vulnerability mapping method

USGS Publications Warehouse

Rupert, M.G.

2001-01-01

Ground water vulnerability maps developed using the DRASTIC method have been produced in many parts of the world. Comparisons of those maps with actual ground water quality data have shown that the DRASTIC method is typically a poor predictor of ground water contamination. This study significantly improved the effectiveness of a modified DRASTIC ground water vulnerability map by calibrating the point rating schemes to actual ground water quality data by using nonparametric statistical techniques and a geographic information system. Calibration was performed by comparing data on nitrite plus nitrate as nitrogen (NO2 + NO3-N) concentrations in ground water to land-use, soils, and depth to first-encountered ground water data. These comparisons showed clear statistical differences between NO2 + NO3-N concentrations and the various categories. Ground water probability point ratings for NO2 + NO3-N contamination were developed from the results of these comparisons, and a probability map was produced. This ground water probability map was then correlated with an independent set of NO2 + NO3-N data to demonstrate its effectiveness in predicting elevated NO2 + NO3-N concentrations in ground water. This correlation demonstrated that the probability map was effective, but a vulnerability map produced with the uncalibrated DRASTIC method in the same area and using the same data layers was not effective. Considerable time and expense have been outlaid to develop ground water vulnerability maps with the DRASTIC method. This study demonstrates a cost-effective method to improve and verify the effectiveness of ground water vulnerability maps.

Bayesian analysis of rare events

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

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

2016-06-01

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

Fusion of Scores in a Detection Context Based on Alpha Integration.

PubMed

Soriano, Antonio; Vergara, Luis; Ahmed, Bouziane; Salazar, Addisson

2015-09-01

We present a new method for fusing scores corresponding to different detectors (two-hypotheses case). It is based on alpha integration, which we have adapted to the detection context. Three optimization methods are presented: least mean square error, maximization of the area under the ROC curve, and minimization of the probability of error. Gradient algorithms are proposed for the three methods. Different experiments with simulated and real data are included. Simulated data consider the two-detector case to illustrate the factors influencing alpha integration and demonstrate the improvements obtained by score fusion with respect to individual detector performance. Two real data cases have been considered. In the first, multimodal biometric data have been processed. This case is representative of scenarios in which the probability of detection is to be maximized for a given probability of false alarm. The second case is the automatic analysis of electroencephalogram and electrocardiogram records with the aim of reproducing the medical expert detections of arousal during sleeping. This case is representative of scenarios in which probability of error is to be minimized. The general superior performance of alpha integration verifies the interest of optimizing the fusing parameters.

Testing for variation in taxonomic extinction probabilities: a suggested methodology and some results

USGS Publications Warehouse

Conroy, M.J.; Nichols, J.D.

1984-01-01

Several important questions in evolutionary biology and paleobiology involve sources of variation in extinction rates. In all cases of which we are aware, extinction rates have been estimated from data in which the probability that an observation (e.g., a fossil taxon) will occur is related both to extinction rates and to what we term encounter probabilities. Any statistical method for analyzing fossil data should at a minimum permit separate inferences on these two components. We develop a method for estimating taxonomic extinction rates from stratigraphic range data and for testing hypotheses about variability in these rates. We use this method to estimate extinction rates and to test the hypothesis of constant extinction rates for several sets of stratigraphic range data. The results of our tests support the hypothesis that extinction rates varied over the geologic time periods examined. We also present a test that can be used to identify periods of high or low extinction probabilities and provide an example using Phanerozoic invertebrate data. Extinction rates should be analyzed using stochastic models, in which it is recognized that stratigraphic samples are random varlates and that sampling is imperfect

Functional-diversity indices can be driven by methodological choices and species richness.

PubMed

Poos, Mark S; Walker, Steven C; Jackson, Donald A

2009-02-01

Functional diversity is an important concept in community ecology because it captures information on functional traits absent in measures of species diversity. One popular method of measuring functional diversity is the dendrogram-based method, FD. To calculate FD, a variety of methodological choices are required, and it has been debated about whether biological conclusions are sensitive to such choices. We studied the probability that conclusions regarding FD were sensitive, and that patterns in sensitivity were related to alpha and beta components of species richness. We developed a randomization procedure that iteratively calculated FD by assigning species into two assemblages and calculating the probability that the community with higher FD varied across methods. We found evidence of sensitivity in all five communities we examined, ranging from a probability of sensitivity of 0 (no sensitivity) to 0.976 (almost completely sensitive). Variations in these probabilities were driven by differences in alpha diversity between assemblages and not by beta diversity. Importantly, FD was most sensitive when it was most useful (i.e., when differences in alpha diversity were low). We demonstrate that trends in functional-diversity analyses can be largely driven by methodological choices or species richness, rather than functional trait information alone.

Entropy Methods For Univariate Distributions in Decision Analysis

NASA Astrophysics Data System (ADS)

Abbas, Ali E.

2003-03-01

One of the most important steps in decision analysis practice is the elicitation of the decision-maker's belief about an uncertainty of interest in the form of a representative probability distribution. However, the probability elicitation process is a task that involves many cognitive and motivational biases. Alternatively, the decision-maker may provide other information about the distribution of interest, such as its moments, and the maximum entropy method can be used to obtain a full distribution subject to the given moment constraints. In practice however, decision makers cannot readily provide moments for the distribution, and are much more comfortable providing information about the fractiles of the distribution of interest or bounds on its cumulative probabilities. In this paper we present a graphical method to determine the maximum entropy distribution between upper and lower probability bounds and provide an interpretation for the shape of the maximum entropy distribution subject to fractile constraints, (FMED). We also discuss the problems with the FMED in that it is discontinuous and flat over each fractile interval. We present a heuristic approximation to a distribution if in addition to its fractiles, we also know it is continuous and work through full examples to illustrate the approach.

High throughput nonparametric probability density estimation.

PubMed

Farmer, Jenny; Jacobs, Donald

2018-01-01

In high throughput applications, such as those found in bioinformatics and finance, it is important to determine accurate probability distribution functions despite only minimal information about data characteristics, and without using human subjectivity. Such an automated process for univariate data is implemented to achieve this goal by merging the maximum entropy method with single order statistics and maximum likelihood. The only required properties of the random variables are that they are continuous and that they are, or can be approximated as, independent and identically distributed. A quasi-log-likelihood function based on single order statistics for sampled uniform random data is used to empirically construct a sample size invariant universal scoring function. Then a probability density estimate is determined by iteratively improving trial cumulative distribution functions, where better estimates are quantified by the scoring function that identifies atypical fluctuations. This criterion resists under and over fitting data as an alternative to employing the Bayesian or Akaike information criterion. Multiple estimates for the probability density reflect uncertainties due to statistical fluctuations in random samples. Scaled quantile residual plots are also introduced as an effective diagnostic to visualize the quality of the estimated probability densities. Benchmark tests show that estimates for the probability density function (PDF) converge to the true PDF as sample size increases on particularly difficult test probability densities that include cases with discontinuities, multi-resolution scales, heavy tails, and singularities. These results indicate the method has general applicability for high throughput statistical inference.

High throughput nonparametric probability density estimation

PubMed Central

Farmer, Jenny

2018-01-01

In high throughput applications, such as those found in bioinformatics and finance, it is important to determine accurate probability distribution functions despite only minimal information about data characteristics, and without using human subjectivity. Such an automated process for univariate data is implemented to achieve this goal by merging the maximum entropy method with single order statistics and maximum likelihood. The only required properties of the random variables are that they are continuous and that they are, or can be approximated as, independent and identically distributed. A quasi-log-likelihood function based on single order statistics for sampled uniform random data is used to empirically construct a sample size invariant universal scoring function. Then a probability density estimate is determined by iteratively improving trial cumulative distribution functions, where better estimates are quantified by the scoring function that identifies atypical fluctuations. This criterion resists under and over fitting data as an alternative to employing the Bayesian or Akaike information criterion. Multiple estimates for the probability density reflect uncertainties due to statistical fluctuations in random samples. Scaled quantile residual plots are also introduced as an effective diagnostic to visualize the quality of the estimated probability densities. Benchmark tests show that estimates for the probability density function (PDF) converge to the true PDF as sample size increases on particularly difficult test probability densities that include cases with discontinuities, multi-resolution scales, heavy tails, and singularities. These results indicate the method has general applicability for high throughput statistical inference. PMID:29750803

Methods to assess performance of models estimating risk of death in intensive care patients: a review.

PubMed

Cook, D A

2006-04-01

Models that estimate the probability of death of intensive care unit patients can be used to stratify patients according to the severity of their condition and to control for casemix and severity of illness. These models have been used for risk adjustment in quality monitoring, administration, management and research and as an aid to clinical decision making. Models such as the Mortality Prediction Model family, SAPS II, APACHE II, APACHE III and the organ system failure models provide estimates of the probability of in-hospital death of ICU patients. This review examines methods to assess the performance of these models. The key attributes of a model are discrimination (the accuracy of the ranking in order of probability of death) and calibration (the extent to which the model's prediction of probability of death reflects the true risk of death). These attributes should be assessed in existing models that predict the probability of patient mortality, and in any subsequent model that is developed for the purposes of estimating these probabilities. The literature contains a range of approaches for assessment which are reviewed and a survey of the methodologies used in studies of intensive care mortality models is presented. The systematic approach used by Standards for Reporting Diagnostic Accuracy provides a framework to incorporate these theoretical considerations of model assessment and recommendations are made for evaluation and presentation of the performance of models that estimate the probability of death of intensive care patients.

Blocking performance approximation in flexi-grid networks

NASA Astrophysics Data System (ADS)

Ge, Fei; Tan, Liansheng

2016-12-01

The blocking probability to the path requests is an important issue in flexible bandwidth optical communications. In this paper, we propose a blocking probability approximation method of path requests in flexi-grid networks. It models the bundled neighboring carrier allocation with a group of birth-death processes and provides a theoretical analysis to the blocking probability under variable bandwidth traffic. The numerical results show the effect of traffic parameters to the blocking probability of path requests. We use the first fit algorithm in network nodes to allocate neighboring carriers to path requests in simulations, and verify approximation results.

Height probabilities in the Abelian sandpile model on the generalized finite Bethe lattice

NASA Astrophysics Data System (ADS)

Chen, Haiyan; Zhang, Fuji

2013-08-01

In this paper, we study the sandpile model on the generalized finite Bethe lattice with a particular boundary condition. Using a combinatorial method, we give the exact expressions for all single-site probabilities and some two-site joint probabilities. As a by-product, we prove that the height probabilities of bulk vertices are all the same for the Bethe lattice with certain given boundary condition, which was found from numerical evidence by Grassberger and Manna ["Some more sandpiles," J. Phys. (France) 51, 1077-1098 (1990)], 10.1051/jphys:0199000510110107700 but without a proof.

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

PubMed Central

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

2016-01-01

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

Genetic Algorithm-Based Motion Estimation Method using Orientations and EMGs for Robot Controls

PubMed Central

Chae, Jeongsook; Jin, Yong; Sung, Yunsick

2018-01-01

Demand for interactive wearable devices is rapidly increasing with the development of smart devices. To accurately utilize wearable devices for remote robot controls, limited data should be analyzed and utilized efficiently. For example, the motions by a wearable device, called Myo device, can be estimated by measuring its orientation, and calculating a Bayesian probability based on these orientation data. Given that Myo device can measure various types of data, the accuracy of its motion estimation can be increased by utilizing these additional types of data. This paper proposes a motion estimation method based on weighted Bayesian probability and concurrently measured data, orientations and electromyograms (EMG). The most probable motion among estimated is treated as a final estimated motion. Thus, recognition accuracy can be improved when compared to the traditional methods that employ only a single type of data. In our experiments, seven subjects perform five predefined motions. When orientation is measured by the traditional methods, the sum of the motion estimation errors is 37.3%; likewise, when only EMG data are used, the error in motion estimation by the proposed method was also 37.3%. The proposed combined method has an error of 25%. Therefore, the proposed method reduces motion estimation errors by 12%. PMID:29324641

Epistemic-based investigation of the probability of hazard scenarios using Bayesian network for the lifting operation of floating objects

NASA Astrophysics Data System (ADS)

Toroody, Ahmad Bahoo; Abaiee, Mohammad Mahdi; Gholamnia, Reza; Ketabdari, Mohammad Javad

2016-09-01

Owing to the increase in unprecedented accidents with new root causes in almost all operational areas, the importance of risk management has dramatically risen. Risk assessment, one of the most significant aspects of risk management, has a substantial impact on the system-safety level of organizations, industries, and operations. If the causes of all kinds of failure and the interactions between them are considered, effective risk assessment can be highly accurate. A combination of traditional risk assessment approaches and modern scientific probability methods can help in realizing better quantitative risk assessment methods. Most researchers face the problem of minimal field data with respect to the probability and frequency of each failure. Because of this limitation in the availability of epistemic knowledge, it is important to conduct epistemic estimations by applying the Bayesian theory for identifying plausible outcomes. In this paper, we propose an algorithm and demonstrate its application in a case study for a light-weight lifting operation in the Persian Gulf of Iran. First, we identify potential accident scenarios and present them in an event tree format. Next, excluding human error, we use the event tree to roughly estimate the prior probability of other hazard-promoting factors using a minimal amount of field data. We then use the Success Likelihood Index Method (SLIM) to calculate the probability of human error. On the basis of the proposed event tree, we use the Bayesian network of the provided scenarios to compensate for the lack of data. Finally, we determine the resulting probability of each event based on its evidence in the epistemic estimation format by building on two Bayesian network types: the probability of hazard promotion factors and the Bayesian theory. The study results indicate that despite the lack of available information on the operation of floating objects, a satisfactory result can be achieved using epistemic data.

Brief communication: On direct impact probability of landslides on vehicles

NASA Astrophysics Data System (ADS)

Nicolet, Pierrick; Jaboyedoff, Michel; Cloutier, Catherine; Crosta, Giovanni B.; Lévy, Sébastien

2016-04-01

When calculating the risk of railway or road users of being killed by a natural hazard, one has to calculate a temporal spatial probability, i.e. the probability of a vehicle being in the path of the falling mass when the mass falls, or the expected number of affected vehicles in case such of an event. To calculate this, different methods are used in the literature, and, most of the time, they consider only the dimensions of the falling mass or the dimensions of the vehicles. Some authors do however consider both dimensions at the same time, and the use of their approach is recommended. Finally, a method considering an impact on the front of the vehicle is discussed.

Brief Communication: On direct impact probability of landslides on vehicles

NASA Astrophysics Data System (ADS)

Nicolet, P.; Jaboyedoff, M.; Cloutier, C.; Crosta, G. B.; Lévy, S.

2015-12-01

When calculating the risk of railway or road users to be killed by a natural hazard, one has to calculate a "spatio-temporal probability", i.e. the probability for a vehicle to be in the path of the falling mass when the mass falls, or the expected number of affected vehicles in case of an event. To calculate this, different methods are used in the literature, and, most of the time, they consider only the dimensions of the falling mass or the dimensions of the vehicles. Some authors do however consider both dimensions at the same time, and the use of their approach is recommended. Finally, a method considering an impact on the front of the vehicle in addition is discussed.

A Model-Free Machine Learning Method for Risk Classification and Survival Probability Prediction.

PubMed

Geng, Yuan; Lu, Wenbin; Zhang, Hao Helen

2014-01-01

Risk classification and survival probability prediction are two major goals in survival data analysis since they play an important role in patients' risk stratification, long-term diagnosis, and treatment selection. In this article, we propose a new model-free machine learning framework for risk classification and survival probability prediction based on weighted support vector machines. The new procedure does not require any specific parametric or semiparametric model assumption on data, and is therefore capable of capturing nonlinear covariate effects. We use numerous simulation examples to demonstrate finite sample performance of the proposed method under various settings. Applications to a glioma tumor data and a breast cancer gene expression survival data are shown to illustrate the new methodology in real data analysis.

Sense and Avoid Safety Analysis for Remotely Operated Unmanned Aircraft in the National Airspace System. Version 5

NASA Technical Reports Server (NTRS)

Carreno, Victor

2006-01-01

This document describes a method to demonstrate that a UAS, operating in the NAS, can avoid collisions with an equivalent level of safety compared to a manned aircraft. The method is based on the calculation of a collision probability for a UAS , the calculation of a collision probability for a base line manned aircraft, and the calculation of a risk ratio given by: Risk Ratio = P(collision_UAS)/P(collision_manned). A UAS will achieve an equivalent level of safety for collision risk if the Risk Ratio is less than or equal to one. Calculation of the probability of collision for UAS and manned aircraft is accomplished through event/fault trees.

RATIONAL DETERMINATION METHOD OF PROBABLE FREEZING INDEX FOR n-YEARS CONSIDERING THE REGIONAL CHARACTERISTICS

NASA Astrophysics Data System (ADS)

Kawabata, Shinichiro; Hayashi, Keiji; Kameyama, Shuichi

This paper investigates a method for ob taining the probable freezing index for n -years from past frostaction damage and meteorological data. From investigati on of Japanese cold winter data from the areas of Hokkaido, Tohoku and south of Tohoku, it was found that the extent of cold winter had regularity by location south or north. Also, after obtaining return periods of cold winters by area, obvious regional characteristics were found. Mild winters are rare in Hokkaido. However, it was clarified that when Hokkaido had cold winters, its size increased. It wa s effective to determine the probable freezing indices as 20-, 15- and 10-year return periods for Hokkaido, Tohoku and south of Tohoku, respectively.

Modeling highway travel time distribution with conditional probability models

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

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

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

Efficient Geometric Probabilities of Multi-transiting Systems, Circumbinary Planets, and Exoplanet Mutual Events

NASA Astrophysics Data System (ADS)

Brakensiek, Joshua; Ragozzine, D.

2012-10-01

The transit method for discovering extra-solar planets relies on detecting regular diminutions of light from stars due to the shadows of planets passing in between the star and the observer. NASA's Kepler Mission has successfully discovered thousands of exoplanet candidates using this technique, including hundreds of stars with multiple transiting planets. In order to estimate the frequency of these valuable systems, our research concerns the efficient calculation of geometric probabilities for detecting multiple transiting extrasolar planets around the same parent star. In order to improve on previous studies that used numerical methods (e.g., Ragozzine & Holman 2010, Tremaine & Dong 2011), we have constructed an efficient, analytical algorithm which, given a collection of conjectured exoplanets orbiting a star, computes the probability that any particular group of exoplanets are transiting. The algorithm applies theorems of elementary differential geometry to compute the areas bounded by circular curves on the surface of a sphere (see Ragozzine & Holman 2010). The implemented algorithm is more accurate and orders of magnitude faster than previous algorithms, based on comparison with Monte Carlo simulations. Expanding this work, we have also developed semi-analytical methods for determining the frequency of exoplanet mutual events, i.e., the geometric probability two planets will transit each other (Planet-Planet Occultation) and the probability that this transit occurs simultaneously as they transit their star (Overlapping Double Transits; see Ragozzine & Holman 2010). The latter algorithm can also be applied to calculating the probability of observing transiting circumbinary planets (Doyle et al. 2011, Welsh et al. 2012). All of these algorithms have been coded in C and will be made publicly available. We will present and advertise these codes and illustrate their value for studying exoplanetary systems.

Research of the orbital evolution of asteroid 2012 DA14 (in Russian)

NASA Astrophysics Data System (ADS)

Zausaev, A. F.; Denisov, S. S.; Derevyanka, A. E.

Research of the orbital evolution of asteroid 2012 DA14 on the time interval from 1800 to 2206 is made, an object close approaches with Earth and the Moon are detected, the probability of impact with Earth is calculated. The used mathematical model is consistent with the DE405, the integration was performed using a modified Everhart's method of 27th order, the probability of collision is calculated using the Monte Carlo method.

Probabilistic structural analysis methods and applications

NASA Technical Reports Server (NTRS)

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

1988-01-01

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

A new prior for bayesian anomaly detection: application to biosurveillance.

PubMed

Shen, Y; Cooper, G F

2010-01-01

Bayesian anomaly detection computes posterior probabilities of anomalous events by combining prior beliefs and evidence from data. However, the specification of prior probabilities can be challenging. This paper describes a Bayesian prior in the context of disease outbreak detection. The goal is to provide a meaningful, easy-to-use prior that yields a posterior probability of an outbreak that performs at least as well as a standard frequentist approach. If this goal is achieved, the resulting posterior could be usefully incorporated into a decision analysis about how to act in light of a possible disease outbreak. This paper describes a Bayesian method for anomaly detection that combines learning from data with a semi-informative prior probability over patterns of anomalous events. A univariate version of the algorithm is presented here for ease of illustration of the essential ideas. The paper describes the algorithm in the context of disease-outbreak detection, but it is general and can be used in other anomaly detection applications. For this application, the semi-informative prior specifies that an increased count over baseline is expected for the variable being monitored, such as the number of respiratory chief complaints per day at a given emergency department. The semi-informative prior is derived based on the baseline prior, which is estimated from using historical data. The evaluation reported here used semi-synthetic data to evaluate the detection performance of the proposed Bayesian method and a control chart method, which is a standard frequentist algorithm that is closest to the Bayesian method in terms of the type of data it uses. The disease-outbreak detection performance of the Bayesian method was statistically significantly better than that of the control chart method when proper baseline periods were used to estimate the baseline behavior to avoid seasonal effects. When using longer baseline periods, the Bayesian method performed as well as the control chart method. The time complexity of the Bayesian algorithm is linear in the number of the observed events being monitored, due to a novel, closed-form derivation that is introduced in the paper. This paper introduces a novel prior probability for Bayesian outbreak detection that is expressive, easy-to-apply, computationally efficient, and performs as well or better than a standard frequentist method.

Reinterpretaion of the friendship paradox

NASA Astrophysics Data System (ADS)

Fu, Jingcheng; Wu, Jianliang

The friendship paradox (FP) is a sociological phenomenon stating that most people have fewer friends than their friends do. It is to say that in a social network, the number of friends that most individuals have is smaller than the average number of friends of friends. This has been verified by Feld. We call this interpreting method mean value version. But is it the best choice to portray the paradox? In this paper, we propose a probability method to reinterpret this paradox, and we illustrate that the explanation using our method is more persuasive. An individual satisfies the FP if his (her) randomly chosen friend has more friends than him (her) with probability not less than 1/2. Comparing the ratios of nodes satisfying the FP in networks, rp, we can see that the probability version is stronger than the mean value version in real networks both online and offline. We also show some results about the effects of several parameters on rp in random network models. Most importantly, rp is a quadratic polynomial of the power law exponent γ in Price model, and rp is higher when the average clustering coefficient is between 0.4 and 0.5 in Petter-Beom (PB) model. The introduction of the probability method to FP can shed light on understanding the network structure in complex networks especially in social networks.

New method for estimating low-earth-orbit collision probabilities

NASA Technical Reports Server (NTRS)

Vedder, John D.; Tabor, Jill L.

1991-01-01

An unconventional but general method is described for estimating the probability of collision between an earth-orbiting spacecraft and orbital debris. This method uses a Monte Caralo simulation of the orbital motion of the target spacecraft and each discrete debris object to generate an empirical set of distances, each distance representing the separation between the spacecraft and the nearest debris object at random times. Using concepts from the asymptotic theory of extreme order statistics, an analytical density function is fitted to this set of minimum distances. From this function, it is possible to generate realistic collision estimates for the spacecraft.

Problems in radiation transfer in astrophysics: An escape probability treatment of line overlap and a model of masers around VX Sgr

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

Lockett, P.B.

1989-01-01

The escape probability formalism is used in this dissertation to treat two problems in astrophysical radiative transfer. The first problem concerns line overlap, which occurs when two or more spectral lines lie close enough together that there is a significant probability that a photon emitted in one of the lines can be absorbed in another. The second problem involves creating a detailed model of the masers around the supergiant star, VX Sgr. The author has developed an escape probability procedure that accounts for the effects of line overlap by integrating the amount of absorption in each of the overlapping lines.more » This method was used to test the accuracy of a simpler escape probability formalism developed by Elitzur and Netzer that utilized rectangular line profiles. Good agreement between the two methods was found for a wide range of physical conditions. The more accurate method was also used to examine the effects of line overlap of the far infrared lines of the OH molecule. This overlap did have important effects on the level populations and could cause maser emission. He has also developed a detailed model of the OH 1612 and water masers around VX Sgr. He found that the masers can be adequately explained using reasonable estimates for the physical parameters. He also was able to provide a tighter constraint on the highly uncertain mass loss rate from the star. He had less success modeling the SiO masers. His explanation will require a more exact method of treating the many levels involved and also a more accurate knowledge of the relevant physical input parameters.« less

Problems in radiative transfer in astrophysics: An escape probability treatment of line overlap and a model of the masers around VX Sgr

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

Lockett, P.B.

1989-01-01

The escape probability formalism is used to treat two problems in astrophysical radiative transfer. The first problem concerns line overlap, which occurs when two or more spectral lines lie close enough together that there is a significant probability that a photon emitted in one of the lines can be absorbed in another. The second problem involved creating a detailed model of the masers around the supergiant star, VX Sgr. An escape probability procedure was developed that accounts for the effects of line overlap by integrating the amount of absorption in each of the overlapping lines. This method was used tomore » test the accuracy of a simpler escape probability formalism developed by Elitzur and Netzer that utilized rectangular line profiles. Good agreement between the two methods was found for a wide range of physical conditions. The more accurate method was also used to examine the effects of line overlap of the far infrared lines of the OH molecule. This overlap did have important effects on the level populations and could cause maser emission. A detailed model of the OH 1612 and water masers around VX Sgr were also developed. The masers can be adequately explained using reasonable estimates for the physical parameters. It is possible to provide a tighter constraint on the highly uncertain mass loss rate from the star. Modeling the SiO masers was less successful. Their explanation will require a more exact method of treating the many levels involved and also a more accurate knowledge of the relevant physical input parameters.« less

Geotechnical parameter spatial distribution stochastic analysis based on multi-precision information assimilation

NASA Astrophysics Data System (ADS)

Wang, C.; Rubin, Y.

2014-12-01

Spatial distribution of important geotechnical parameter named compression modulus Es contributes considerably to the understanding of the underlying geological processes and the adequate assessment of the Es mechanics effects for differential settlement of large continuous structure foundation. These analyses should be derived using an assimilating approach that combines in-situ static cone penetration test (CPT) with borehole experiments. To achieve such a task, the Es distribution of stratum of silty clay in region A of China Expo Center (Shanghai) is studied using the Bayesian-maximum entropy method. This method integrates rigorously and efficiently multi-precision of different geotechnical investigations and sources of uncertainty. Single CPT samplings were modeled as a rational probability density curve by maximum entropy theory. Spatial prior multivariate probability density function (PDF) and likelihood PDF of the CPT positions were built by borehole experiments and the potential value of the prediction point, then, preceding numerical integration on the CPT probability density curves, the posterior probability density curve of the prediction point would be calculated by the Bayesian reverse interpolation framework. The results were compared between Gaussian Sequential Stochastic Simulation and Bayesian methods. The differences were also discussed between single CPT samplings of normal distribution and simulated probability density curve based on maximum entropy theory. It is shown that the study of Es spatial distributions can be improved by properly incorporating CPT sampling variation into interpolation process, whereas more informative estimations are generated by considering CPT Uncertainty for the estimation points. Calculation illustrates the significance of stochastic Es characterization in a stratum, and identifies limitations associated with inadequate geostatistical interpolation techniques. This characterization results will provide a multi-precision information assimilation method of other geotechnical parameters.

Multi-pass Monte Carlo simulation method in nuclear transmutations.

PubMed

Mateescu, Liviu; Kadambi, N Prasad; Ravindra, Nuggehalli M

2016-12-01

Monte Carlo methods, in their direct brute simulation incarnation, bring realistic results if the involved probabilities, be they geometrical or otherwise, remain constant for the duration of the simulation. However, there are physical setups where the evolution of the simulation represents a modification of the simulated system itself. Chief among such evolving simulated systems are the activation/transmutation setups. That is, the simulation starts with a given set of probabilities, which are determined by the geometry of the system, the components and by the microscopic interaction cross-sections. However, the relative weight of the components of the system changes along with the steps of the simulation. A natural measure would be adjusting probabilities after every step of the simulation. On the other hand, the physical system has typically a number of components of the order of Avogadro's number, usually 10 25 or 10 26 members. A simulation step changes the characteristics for just a few of these members; a probability will therefore shift by a quantity of 1/10 25 . Such a change cannot be accounted for within a simulation, because then the simulation should have then a number of at least 10 28 steps in order to have some significance. This is not feasible, of course. For our computing devices, a simulation of one million steps is comfortable, but a further order of magnitude becomes too big a stretch for the computing resources. We propose here a method of dealing with the changing probabilities, leading to the increasing of the precision. This method is intended as a fast approximating approach, and also as a simple introduction (for the benefit of students) in the very branched subject of Monte Carlo simulations vis-à-vis nuclear reactors. Copyright © 2016 Elsevier Ltd. All rights reserved.

[A graph cuts-based interactive method for segmentation of magnetic resonance images of meningioma].

PubMed

Li, Shuan-qiang; Feng, Qian-jin; Chen, Wu-fan; Lin, Ya-zhong

2011-06-01

For accurate segmentation of the magnetic resonance (MR) images of meningioma, we propose a novel interactive segmentation method based on graph cuts. The high dimensional image features was extracted, and for each pixel, the probabilities of its origin, either the tumor or the background regions, were estimated by exploiting the weighted K-nearest neighborhood classifier. Based on these probabilities, a new energy function was proposed. Finally, a graph cut optimal framework was used for the solution of the energy function. The proposed method was evaluated by application in the segmentation of MR images of meningioma, and the results showed that the method significantly improved the segmentation accuracy compared with the gray level information-based graph cut method.

Effects of delay and probability combinations on discounting in humans

PubMed Central

Cox, David J.; Dallery, Jesse

2017-01-01

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

Inferring extinction risks from sighting records.

PubMed

Thompson, C J; Lee, T E; Stone, L; McCarthy, M A; Burgman, M A

2013-12-07

Estimating the probability that a species is extinct based on historical sighting records is important when deciding how much effort and money to invest in conservation policies. The framework we offer is more general than others in the literature to date. Our formulation allows for definite and uncertain observations, and thus better accommodates the realities of sighting record quality. Typically, the probability of observing a species given it is extant/extinct is challenging to define, especially when the possibility of a false observation is included. As such, we assume that observation probabilities derive from a representative probability density function. We incorporate this randomness in two different ways ("quenched" versus "annealed") using a framework that is equivalent to a Bayes formulation. The two methods can lead to significantly different estimates for extinction. In the case of definite sightings only, we provide an explicit deterministic calculation (in which observation probabilities are point estimates). Furthermore, our formulation replicates previous work in certain limiting cases. In the case of uncertain sightings, we allow for the possibility of several independent observational types (specimen, photographs, etc.). The method is applied to the Caribbean monk seal, Monachus tropicalis (which has only definite sightings), and synthetic data, with uncertain sightings. © 2013 Elsevier Ltd. All rights reserved.

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

Zhu, Lin; Dai, Zhenxue; Gong, Huili

Understanding the heterogeneity arising from the complex architecture of sedimentary sequences in alluvial fans is challenging. This study develops a statistical inverse framework in a multi-zone transition probability approach for characterizing the heterogeneity in alluvial fans. An analytical solution of the transition probability matrix is used to define the statistical relationships among different hydrofacies and their mean lengths, integral scales, and volumetric proportions. A statistical inversion is conducted to identify the multi-zone transition probability models and estimate the optimal statistical parameters using the modified Gauss–Newton–Levenberg–Marquardt method. The Jacobian matrix is computed by the sensitivity equation method, which results in anmore » accurate inverse solution with quantification of parameter uncertainty. We use the Chaobai River alluvial fan in the Beijing Plain, China, as an example for elucidating the methodology of alluvial fan characterization. The alluvial fan is divided into three sediment zones. In each zone, the explicit mathematical formulations of the transition probability models are constructed with optimized different integral scales and volumetric proportions. The hydrofacies distributions in the three zones are simulated sequentially by the multi-zone transition probability-based indicator simulations. Finally, the result of this study provides the heterogeneous structure of the alluvial fan for further study of flow and transport simulations.« less

Evolution of thermal stress and failure probability during reduction and re-oxidation of solid oxide fuel cell

NASA Astrophysics Data System (ADS)

Wang, Yu; Jiang, Wenchun; Luo, Yun; Zhang, Yucai; Tu, Shan-Tung

2017-12-01

The reduction and re-oxidation of anode have significant effects on the integrity of the solid oxide fuel cell (SOFC) sealed by the glass-ceramic (GC). The mechanical failure is mainly controlled by the stress distribution. Therefore, a three dimensional model of SOFC is established to investigate the stress evolution during the reduction and re-oxidation by finite element method (FEM) in this paper, and the failure probability is calculated using the Weibull method. The results demonstrate that the reduction of anode can decrease the thermal stresses and reduce the failure probability due to the volumetric contraction and porosity increasing. The re-oxidation can result in a remarkable increase of the thermal stresses, and the failure probabilities of anode, cathode, electrolyte and GC all increase to 1, which is mainly due to the large linear strain rather than the porosity decreasing. The cathode and electrolyte fail as soon as the linear strains are about 0.03% and 0.07%. Therefore, the re-oxidation should be controlled to ensure the integrity, and a lower re-oxidation temperature can decrease the stress and failure probability.

Variation of Time Domain Failure Probabilities of Jack-up with Wave Return Periods

NASA Astrophysics Data System (ADS)

Idris, Ahmad; Harahap, Indra S. H.; Ali, Montassir Osman Ahmed

2018-04-01

This study evaluated failure probabilities of jack up units on the framework of time dependent reliability analysis using uncertainty from different sea states representing different return period of the design wave. Surface elevation for each sea state was represented by Karhunen-Loeve expansion method using the eigenfunctions of prolate spheroidal wave functions in order to obtain the wave load. The stochastic wave load was propagated on a simplified jack up model developed in commercial software to obtain the structural response due to the wave loading. Analysis of the stochastic response to determine the failure probability in excessive deck displacement in the framework of time dependent reliability analysis was performed by developing Matlab codes in a personal computer. Results from the study indicated that the failure probability increases with increase in the severity of the sea state representing a longer return period. Although the results obtained are in agreement with the results of a study of similar jack up model using time independent method at higher values of maximum allowable deck displacement, it is in contrast at lower values of the criteria where the study reported that failure probability decreases with increase in the severity of the sea state.

A method for classification of multisource data using interval-valued probabilities and its application to HIRIS data

NASA Technical Reports Server (NTRS)

Kim, H.; Swain, P. H.

1991-01-01

A method of classifying multisource data in remote sensing is presented. The proposed method considers each data source as an information source providing a body of evidence, represents statistical evidence by interval-valued probabilities, and uses Dempster's rule to integrate information based on multiple data source. The method is applied to the problems of ground-cover classification of multispectral data combined with digital terrain data such as elevation, slope, and aspect. Then this method is applied to simulated 201-band High Resolution Imaging Spectrometer (HIRIS) data by dividing the dimensionally huge data source into smaller and more manageable pieces based on the global statistical correlation information. It produces higher classification accuracy than the Maximum Likelihood (ML) classification method when the Hughes phenomenon is apparent.

Probabilistic Approach to Conditional Probability of Release of Hazardous Materials from Railroad Tank Cars during Accidents

DOT National Transportation Integrated Search

2009-10-13

This paper describes a probabilistic approach to estimate the conditional probability of release of hazardous materials from railroad tank cars during train accidents. Monte Carlo methods are used in developing a probabilistic model to simulate head ...

Detection of the nipple in automated 3D breast ultrasound using coronal slab-average-projection and cumulative probability map

NASA Astrophysics Data System (ADS)

Kim, Hannah; Hong, Helen

2014-03-01

We propose an automatic method for nipple detection on 3D automated breast ultrasound (3D ABUS) images using coronal slab-average-projection and cumulative probability map. First, to identify coronal images that appeared remarkable distinction between nipple-areola region and skin, skewness of each coronal image is measured and the negatively skewed images are selected. Then, coronal slab-average-projection image is reformatted from selected images. Second, to localize nipple-areola region, elliptical ROI covering nipple-areola region is detected using Hough ellipse transform in coronal slab-average-projection image. Finally, to separate the nipple from areola region, 3D Otsu's thresholding is applied to the elliptical ROI and cumulative probability map in the elliptical ROI is generated by assigning high probability to low intensity region. False detected small components are eliminated using morphological opening and the center point of detected nipple region is calculated. Experimental results show that our method provides 94.4% nipple detection rate.

Robust approaches to quantification of margin and uncertainty for sparse data

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

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

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

U.S. Maternally Linked Birth Records May Be Biased for Hispanics and Other Population Groups

PubMed Central

LEISS, JACK K.; GILES, DENISE; SULLIVAN, KRISTIN M.; MATHEWS, RAHEL; SENTELLE, GLENDA; TOMASHEK, KAY M.

2010-01-01

Purpose To advance understanding of linkage error in U.S. maternally linked datasets, and how the error may affect results of studies based on the linked data. Methods North Carolina birth and fetal death records for 1988-1997 were maternally linked (n=1,030,029). The maternal set probability, defined as the probability that all records assigned to the same maternal set do in fact represent events to the same woman, was used to assess differential maternal linkage error across race/ethnic groups. Results Maternal set probabilities were lower for records specifying Asian or Hispanic race/ethnicity, suggesting greater maternal linkage error. The lower probabilities for Hispanics were concentrated in women of Mexican origin who were not born in the United States. Conclusions Differential maternal linkage error may be a source of bias in studies using U.S. maternally linked datasets to make comparisons between Hispanics and other groups or among Hispanic subgroups. Methods to quantify and adjust for this potential bias are needed. PMID:20006273

Wavelength assignment algorithm considering the state of neighborhood links for OBS networks

NASA Astrophysics Data System (ADS)

Tanaka, Yu; Hirota, Yusuke; Tode, Hideki; Murakami, Koso

2005-10-01

Recently, Optical WDM technology is introduced into backbone networks. On the other hand, as the future optical switching scheme, Optical Burst Switching (OBS) systems become a realistic solution. OBS systems do not consider buffering in intermediate nodes. Thus, it is an important issue to avoid overlapping wavelength reservation between partially interfered paths. To solve this problem, so far, the wavelength assignment scheme which has priority management tables has been proposed. This method achieves the reduction of burst blocking probability. However, this priority management table requires huge memory space. In this paper, we propose a wavelength assignment algorithm that reduces both the number of priority management tables and burst blocking probability. To reduce priority management tables, we allocate and manage them for each link. To reduce burst blocking probability, our method announces information about the change of their priorities to intermediate nodes. We evaluate its performance in terms of the burst blocking probability and the reduction rate of priority management tables.

Detecting background changes in environments with dynamic foreground by separating probability distribution function mixtures using Pearson's method of moments

NASA Astrophysics Data System (ADS)

Jenkins, Colleen; Jordan, Jay; Carlson, Jeff

2007-02-01

This paper presents parameter estimation techniques useful for detecting background changes in a video sequence with extreme foreground activity. A specific application of interest is automated detection of the covert placement of threats (e.g., a briefcase bomb) inside crowded public facilities. We propose that a histogram of pixel intensity acquired from a fixed mounted camera over time for a series of images will be a mixture of two Gaussian functions: the foreground probability distribution function and background probability distribution function. We will use Pearson's Method of Moments to separate the two probability distribution functions. The background function can then be "remembered" and changes in the background can be detected. Subsequent comparisons of background estimates are used to detect changes. Changes are flagged to alert security forces to the presence and location of potential threats. Results are presented that indicate the significant potential for robust parameter estimation techniques as applied to video surveillance.

Utility of inverse probability weighting in molecular pathological epidemiology.

PubMed

Liu, Li; Nevo, Daniel; Nishihara, Reiko; Cao, Yin; Song, Mingyang; Twombly, Tyler S; Chan, Andrew T; Giovannucci, Edward L; VanderWeele, Tyler J; Wang, Molin; Ogino, Shuji

2018-04-01

As one of causal inference methodologies, the inverse probability weighting (IPW) method has been utilized to address confounding and account for missing data when subjects with missing data cannot be included in a primary analysis. The transdisciplinary field of molecular pathological epidemiology (MPE) integrates molecular pathological and epidemiological methods, and takes advantages of improved understanding of pathogenesis to generate stronger biological evidence of causality and optimize strategies for precision medicine and prevention. Disease subtyping based on biomarker analysis of biospecimens is essential in MPE research. However, there are nearly always cases that lack subtype information due to the unavailability or insufficiency of biospecimens. To address this missing subtype data issue, we incorporated inverse probability weights into Cox proportional cause-specific hazards regression. The weight was inverse of the probability of biomarker data availability estimated based on a model for biomarker data availability status. The strategy was illustrated in two example studies; each assessed alcohol intake or family history of colorectal cancer in relation to the risk of developing colorectal carcinoma subtypes classified by tumor microsatellite instability (MSI) status, using a prospective cohort study, the Nurses' Health Study. Logistic regression was used to estimate the probability of MSI data availability for each cancer case with covariates of clinical features and family history of colorectal cancer. This application of IPW can reduce selection bias caused by nonrandom variation in biospecimen data availability. The integration of causal inference methods into the MPE approach will likely have substantial potentials to advance the field of epidemiology.

Flood Frequency Analyses Using a Modified Stochastic Storm Transposition Method

NASA Astrophysics Data System (ADS)

Fang, N. Z.; Kiani, M.

2015-12-01

Research shows that areas with similar topography and climatic environment have comparable precipitation occurrences. Reproduction and realization of historical rainfall events provide foundations for frequency analysis and the advancement of meteorological studies. Stochastic Storm Transposition (SST) is a method for such a purpose and enables us to perform hydrologic frequency analyses by transposing observed historical storm events to the sites of interest. However, many previous studies in SST reveal drawbacks from simplified Probability Density Functions (PDFs) without considering restrictions for transposing rainfalls. The goal of this study is to stochastically examine the impacts of extreme events on all locations in a homogeneity zone. Since storms with the same probability of occurrence on homogenous areas do not have the identical hydrologic impacts, the authors utilize detailed precipitation parameters including the probability of occurrence of certain depth and the number of occurrence of extreme events, which are both incorporated into a joint probability function. The new approach can reduce the bias from uniformly transposing storms which erroneously increases the probability of occurrence of storms in areas with higher rainfall depths. This procedure is iterated to simulate storm events for one thousand years as the basis for updating frequency analysis curves such as IDF and FFA. The study area is the Upper Trinity River watershed including the Dallas-Fort Worth metroplex with a total area of 6,500 mi2. It is the first time that SST method is examined in such a wide scale with 20 years of radar rainfall data.

Probabilistic Surface Characterization for Safe Landing Hazard Detection and Avoidance (HDA)

NASA Technical Reports Server (NTRS)

Johnson, Andrew E. (Inventor); Ivanov, Tonislav I. (Inventor); Huertas, Andres (Inventor)

2015-01-01

Apparatuses, systems, computer programs and methods for performing hazard detection and avoidance for landing vehicles are provided. Hazard assessment takes into consideration the geometry of the lander. Safety probabilities are computed for a plurality of pixels in a digital elevation map. The safety probabilities are combined for pixels associated with one or more aim points and orientations. A worst case probability value is assigned to each of the one or more aim points and orientations.

Sampling considerations for disease surveillance in wildlife populations

USGS Publications Warehouse

Nusser, S.M.; Clark, W.R.; Otis, D.L.; Huang, L.

2008-01-01

Disease surveillance in wildlife populations involves detecting the presence of a disease, characterizing its prevalence and spread, and subsequent monitoring. A probability sample of animals selected from the population and corresponding estimators of disease prevalence and detection provide estimates with quantifiable statistical properties, but this approach is rarely used. Although wildlife scientists often assume probability sampling and random disease distributions to calculate sample sizes, convenience samples (i.e., samples of readily available animals) are typically used, and disease distributions are rarely random. We demonstrate how landscape-based simulation can be used to explore properties of estimators from convenience samples in relation to probability samples. We used simulation methods to model what is known about the habitat preferences of the wildlife population, the disease distribution, and the potential biases of the convenience-sample approach. Using chronic wasting disease in free-ranging deer (Odocoileus virginianus) as a simple illustration, we show that using probability sample designs with appropriate estimators provides unbiased surveillance parameter estimates but that the selection bias and coverage errors associated with convenience samples can lead to biased and misleading results. We also suggest practical alternatives to convenience samples that mix probability and convenience sampling. For example, a sample of land areas can be selected using a probability design that oversamples areas with larger animal populations, followed by harvesting of individual animals within sampled areas using a convenience sampling method.

Microscopic description of pair transfer between two superfluid Fermi systems: Combining phase-space averaging and combinatorial techniques

NASA Astrophysics Data System (ADS)

Regnier, David; Lacroix, Denis; Scamps, Guillaume; Hashimoto, Yukio

2018-03-01

In a mean-field description of superfluidity, particle number and gauge angle are treated as quasiclassical conjugated variables. This level of description was recently used to describe nuclear reactions around the Coulomb barrier. Important effects of the relative gauge angle between two identical superfluid nuclei (symmetric collisions) on transfer probabilities and fusion barrier have been uncovered. A theory making contact with experiments should at least average over different initial relative gauge-angles. In the present work, we propose a new approach to obtain the multiple pair transfer probabilities between superfluid systems. This method, called phase-space combinatorial (PSC) technique, relies both on phase-space averaging and combinatorial arguments to infer the full pair transfer probability distribution at the cost of multiple mean-field calculations only. After benchmarking this approach in a schematic model, we apply it to the collision 20O+20O at various energies below the Coulomb barrier. The predictions for one pair transfer are similar to results obtained with an approximated projection method, whereas significant differences are found for two pairs transfer. Finally, we investigated the applicability of the PSC method to the contact between nonidentical superfluid systems. A generalization of the method is proposed and applied to the schematic model showing that the pair transfer probabilities are reasonably reproduced. The applicability of the PSC method to asymmetric nuclear collisions is investigated for the 14O+20O collision and it turns out that unrealistically small single- and multiple pair transfer probabilities are obtained. This is explained by the fact that relative gauge angle play in this case a minor role in the particle transfer process compared to other mechanisms, such as equilibration of the charge/mass ratio. We conclude that the best ground for probing gauge-angle effects in nuclear reaction and/or for applying the proposed PSC approach on pair transfer is the collisions of identical open-shell spherical nuclei.

Precipitation intensity probability distribution modelling for hydrological and construction design purposes

NASA Astrophysics Data System (ADS)

Koshinchanov, Georgy; Dimitrov, Dobri

2008-11-01

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

SU-F-T-450: The Investigation of Radiotherapy Quality Assurance and Automatic Treatment Planning Based On the Kernel Density Estimation Method

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

Fan, J; Fan, J; Hu, W

Purpose: To develop a fast automatic algorithm based on the two dimensional kernel density estimation (2D KDE) to predict the dose-volume histogram (DVH) which can be employed for the investigation of radiotherapy quality assurance and automatic treatment planning. Methods: We propose a machine learning method that uses previous treatment plans to predict the DVH. The key to the approach is the framing of DVH in a probabilistic setting. The training consists of estimating, from the patients in the training set, the joint probability distribution of the dose and the predictive features. The joint distribution provides an estimation of the conditionalmore » probability of the dose given the values of the predictive features. For the new patient, the prediction consists of estimating the distribution of the predictive features and marginalizing the conditional probability from the training over this. Integrating the resulting probability distribution for the dose yields an estimation of the DVH. The 2D KDE is implemented to predict the joint probability distribution of the training set and the distribution of the predictive features for the new patient. Two variables, including the signed minimal distance from each OAR (organs at risk) voxel to the target boundary and its opening angle with respect to the origin of voxel coordinate, are considered as the predictive features to represent the OAR-target spatial relationship. The feasibility of our method has been demonstrated with the rectum, breast and head-and-neck cancer cases by comparing the predicted DVHs with the planned ones. Results: The consistent result has been found between these two DVHs for each cancer and the average of relative point-wise differences is about 5% within the clinical acceptable extent. Conclusion: According to the result of this study, our method can be used to predict the clinical acceptable DVH and has ability to evaluate the quality and consistency of the treatment planning.« less

Couple Graph Based Label Propagation Method for Hyperspectral Remote Sensing Data Classification

NASA Astrophysics Data System (ADS)

Wang, X. P.; Hu, Y.; Chen, J.

2018-04-01

Graph based semi-supervised classification method are widely used for hyperspectral image classification. We present a couple graph based label propagation method, which contains both the adjacency graph and the similar graph. We propose to construct the similar graph by using the similar probability, which utilize the label similarity among examples probably. The adjacency graph was utilized by a common manifold learning method, which has effective improve the classification accuracy of hyperspectral data. The experiments indicate that the couple graph Laplacian which unite both the adjacency graph and the similar graph, produce superior classification results than other manifold Learning based graph Laplacian and Sparse representation based graph Laplacian in label propagation framework.

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

NASA Technical Reports Server (NTRS)

Merchant, D. H.

1976-01-01

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

Determination of celestial bodies orbits and probabilities of their collisions with the Earth

NASA Astrophysics Data System (ADS)

Medvedev, Yuri; Vavilov, Dmitrii

In this work we have developed a universal method to determine the small bodies orbits in the Solar System. In the method we consider different planes of body’s motion and pick up which is the most appropriate. Given an orbit plane we can calculate geocentric distances at time of observations and consequence determinate all orbital elements. Another technique that we propose here addresses the problem of estimation probability of collisions celestial bodies with the Earth. This technique uses the coordinate system associated with the nominal osculating orbit. We have compared proposed technique with the Monte-Carlo simulation. Results of these methods exhibit satisfactory agreement, whereas, proposed method is advantageous in time performance.

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

PubMed Central

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

2016-01-01

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

Speech processing using conditional observable maximum likelihood continuity mapping

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

Hogden, John; Nix, David

A computer implemented method enables the recognition of speech and speech characteristics. Parameters are initialized of first probability density functions that map between the symbols in the vocabulary of one or more sequences of speech codes that represent speech sounds and a continuity map. Parameters are also initialized of second probability density functions that map between the elements in the vocabulary of one or more desired sequences of speech transcription symbols and the continuity map. The parameters of the probability density functions are then trained to maximize the probabilities of the desired sequences of speech-transcription symbols. A new sequence ofmore » speech codes is then input to the continuity map having the trained first and second probability function parameters. A smooth path is identified on the continuity map that has the maximum probability for the new sequence of speech codes. The probability of each speech transcription symbol for each input speech code can then be output.« less

Preformulation considerations for controlled release dosage forms. Part III. Candidate form selection using numerical weighting and scoring.

PubMed

Chrzanowski, Frank

2008-01-01

Two numerical methods, Decision Analysis (DA) and Potential Problem Analysis (PPA) are presented as alternative selection methods to the logical method presented in Part I. In DA properties are weighted and outcomes are scored. The weighted scores for each candidate are totaled and final selection is based on the totals. Higher scores indicate better candidates. In PPA potential problems are assigned a seriousness factor and test outcomes are used to define the probability of occurrence. The seriousness-probability products are totaled and forms with minimal scores are preferred. DA and PPA have never been compared to the logical-elimination method. Additional data were available for two forms of McN-5707 to provide complete preformulation data for five candidate forms. Weight and seriousness factors (independent variables) were obtained from a survey of experienced formulators. Scores and probabilities (dependent variables) were provided independently by Preformulation. The rankings of the five candidate forms, best to worst, were similar for all three methods. These results validate the applicability of DA and PPA for candidate form selection. DA and PPA are particularly applicable in cases where there are many candidate forms and where each form has some degree of unfavorable properties.

Electrofishing capture probability of smallmouth bass in streams

USGS Publications Warehouse

Dauwalter, D.C.; Fisher, W.L.

2007-01-01

Abundance estimation is an integral part of understanding the ecology and advancing the management of fish populations and communities. Mark-recapture and removal methods are commonly used to estimate the abundance of stream fishes. Alternatively, abundance can be estimated by dividing the number of individuals sampled by the probability of capture. We conducted a mark-recapture study and used multiple repeated-measures logistic regression to determine the influence of fish size, sampling procedures, and stream habitat variables on the cumulative capture probability for smallmouth bass Micropterus dolomieu in two eastern Oklahoma streams. The predicted capture probability was used to adjust the number of individuals sampled to obtain abundance estimates. The observed capture probabilities were higher for larger fish and decreased with successive electrofishing passes for larger fish only. Model selection suggested that the number of electrofishing passes, fish length, and mean thalweg depth affected capture probabilities the most; there was little evidence for any effect of electrofishing power density and woody debris density on capture probability. Leave-one-out cross validation showed that the cumulative capture probability model predicts smallmouth abundance accurately. ?? Copyright by the American Fisheries Society 2007.

Polynomial probability distribution estimation using the method of moments

PubMed Central

Mattsson, Lars; Rydén, Jesper

2017-01-01

We suggest a procedure for estimating Nth degree polynomial approximations to unknown (or known) probability density functions (PDFs) based on N statistical moments from each distribution. The procedure is based on the method of moments and is setup algorithmically to aid applicability and to ensure rigor in use. In order to show applicability, polynomial PDF approximations are obtained for the distribution families Normal, Log-Normal, Weibull as well as for a bimodal Weibull distribution and a data set of anonymized household electricity use. The results are compared with results for traditional PDF series expansion methods of Gram–Charlier type. It is concluded that this procedure is a comparatively simple procedure that could be used when traditional distribution families are not applicable or when polynomial expansions of probability distributions might be considered useful approximations. In particular this approach is practical for calculating convolutions of distributions, since such operations become integrals of polynomial expressions. Finally, in order to show an advanced applicability of the method, it is shown to be useful for approximating solutions to the Smoluchowski equation. PMID:28394949

Simulations of Spray Reacting Flows in a Single Element LDI Injector With and Without Invoking an Eulerian Scalar PDF Method

NASA Technical Reports Server (NTRS)

Shih, Tsan-Hsing; Liu, Nan-Suey

2012-01-01

This paper presents the numerical simulations of the Jet-A spray reacting flow in a single element lean direct injection (LDI) injector by using the National Combustion Code (NCC) with and without invoking the Eulerian scalar probability density function (PDF) method. The flow field is calculated by using the Reynolds averaged Navier-Stokes equations (RANS and URANS) with nonlinear turbulence models, and when the scalar PDF method is invoked, the energy and compositions or species mass fractions are calculated by solving the equation of an ensemble averaged density-weighted fine-grained probability density function that is referred to here as the averaged probability density function (APDF). A nonlinear model for closing the convection term of the scalar APDF equation is used in the presented simulations and will be briefly described. Detailed comparisons between the results and available experimental data are carried out. Some positive findings of invoking the Eulerian scalar PDF method in both improving the simulation quality and reducing the computing cost are observed.

Maximum-likelihood fitting of data dominated by Poisson statistical uncertainties

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

Stoneking, M.R.; Den Hartog, D.J.

1996-06-01

The fitting of data by {chi}{sup 2}-minimization is valid only when the uncertainties in the data are normally distributed. When analyzing spectroscopic or particle counting data at very low signal level (e.g., a Thomson scattering diagnostic), the uncertainties are distributed with a Poisson distribution. The authors have developed a maximum-likelihood method for fitting data that correctly treats the Poisson statistical character of the uncertainties. This method maximizes the total probability that the observed data are drawn from the assumed fit function using the Poisson probability function to determine the probability for each data point. The algorithm also returns uncertainty estimatesmore » for the fit parameters. They compare this method with a {chi}{sup 2}-minimization routine applied to both simulated and real data. Differences in the returned fits are greater at low signal level (less than {approximately}20 counts per measurement). the maximum-likelihood method is found to be more accurate and robust, returning a narrower distribution of values for the fit parameters with fewer outliers.« less

A scan statistic for binary outcome based on hypergeometric probability model, with an application to detecting spatial clusters of Japanese encephalitis.

PubMed

Zhao, Xing; Zhou, Xiao-Hua; Feng, Zijian; Guo, Pengfei; He, Hongyan; Zhang, Tao; Duan, Lei; Li, Xiaosong

2013-01-01

As a useful tool for geographical cluster detection of events, the spatial scan statistic is widely applied in many fields and plays an increasingly important role. The classic version of the spatial scan statistic for the binary outcome is developed by Kulldorff, based on the Bernoulli or the Poisson probability model. In this paper, we apply the Hypergeometric probability model to construct the likelihood function under the null hypothesis. Compared with existing methods, the likelihood function under the null hypothesis is an alternative and indirect method to identify the potential cluster, and the test statistic is the extreme value of the likelihood function. Similar with Kulldorff's methods, we adopt Monte Carlo test for the test of significance. Both methods are applied for detecting spatial clusters of Japanese encephalitis in Sichuan province, China, in 2009, and the detected clusters are identical. Through a simulation to independent benchmark data, it is indicated that the test statistic based on the Hypergeometric model outweighs Kulldorff's statistics for clusters of high population density or large size; otherwise Kulldorff's statistics are superior.

Polynomial probability distribution estimation using the method of moments.

PubMed

Munkhammar, Joakim; Mattsson, Lars; Rydén, Jesper

2017-01-01

We suggest a procedure for estimating Nth degree polynomial approximations to unknown (or known) probability density functions (PDFs) based on N statistical moments from each distribution. The procedure is based on the method of moments and is setup algorithmically to aid applicability and to ensure rigor in use. In order to show applicability, polynomial PDF approximations are obtained for the distribution families Normal, Log-Normal, Weibull as well as for a bimodal Weibull distribution and a data set of anonymized household electricity use. The results are compared with results for traditional PDF series expansion methods of Gram-Charlier type. It is concluded that this procedure is a comparatively simple procedure that could be used when traditional distribution families are not applicable or when polynomial expansions of probability distributions might be considered useful approximations. In particular this approach is practical for calculating convolutions of distributions, since such operations become integrals of polynomial expressions. Finally, in order to show an advanced applicability of the method, it is shown to be useful for approximating solutions to the Smoluchowski equation.

Assessment of the probability of contaminating Mars

NASA Technical Reports Server (NTRS)

Judd, B. R.; North, D. W.; Pezier, J. P.

1974-01-01

New methodology is proposed to assess the probability that the planet Mars will by biologically contaminated by terrestrial microorganisms aboard a spacecraft. Present NASA methods are based on the Sagan-Coleman formula, which states that the probability of contamination is the product of the expected microbial release and a probability of growth. The proposed new methodology extends the Sagan-Coleman approach to permit utilization of detailed information on microbial characteristics, the lethality of release and transport mechanisms, and of other information about the Martian environment. Three different types of microbial release are distinguished in the model for assessing the probability of contamination. The number of viable microbes released by each mechanism depends on the bio-burden in various locations on the spacecraft and on whether the spacecraft landing is accomplished according to plan. For each of the three release mechanisms a probability of growth is computed, using a model for transport into an environment suited to microbial growth.

Systematic sampling for suspended sediment

Treesearch

Robert B. Thomas

1991-01-01

Abstract - Because of high costs or complex logistics, scientific populations cannot be measured entirely and must be sampled. Accepted scientific practice holds that sample selection be based on statistical principles to assure objectivity when estimating totals and variances. Probability sampling--obtaining samples with known probabilities--is the only method that...

On-Orbit Collision Hazard Analysis in Low Earth Orbit Using the Poisson Probability Distribution (Version 1.0)

DOT National Transportation Integrated Search

1992-08-26

This document provides the basic information needed to estimate a general : probability of collision in Low Earth Orbit (LEO). Although the method : described in this primer is a first order approximation, its results are : reasonable. Furthermore, t...

The Use of Monte Carlo Techniques to Teach Probability.

ERIC Educational Resources Information Center

Newell, G. J.; MacFarlane, J. D.

1985-01-01

Presents sports-oriented examples (cricket and football) in which Monte Carlo methods are used on microcomputers to teach probability concepts. Both examples include computer programs (with listings) which utilize the microcomputer's random number generator. Instructional strategies, with further challenges to help students understand the role of…

Teaching Probability in Intermediate Grades

ERIC Educational Resources Information Center

Engel, Arthur

1971-01-01

A discussion of the importance and procedures for including probability in the elementary through secondary mathematics curriculum is presented. Many examples and problems are presented which the author feels students can understand and will be motivated to do. Random digits, Monte Carlo methods, combinatorial theory, and Markov chains are…

Coincidence probability as a measure of the average phase-space density at freeze-out

NASA Astrophysics Data System (ADS)

Bialas, A.; Czyz, W.; Zalewski, K.

2006-02-01

It is pointed out that the average semi-inclusive particle phase-space density at freeze-out can be determined from the coincidence probability of the events observed in multiparticle production. The method of measurement is described and its accuracy examined.

Activities in Elementary Probability, Monograph No. 9.

ERIC Educational Resources Information Center

Fouch, Daniel J.

This monograph on elementary probability for middle school, junior high, or high school consumer mathematics students is divided into two parts. Part one emphasizes lessons which cover the fundamental counting principle, permutations, and combinations. The 5 lessons of part I indicate the objectives, examples, methods, application, and problems…

The neural correlates of subjective utility of monetary outcome and probability weight in economic and in motor decision under risk

PubMed Central

Wu, Shih-Wei; Delgado, Mauricio R.; Maloney, Laurence T.

2011-01-01

In decision under risk, people choose between lotteries that contain a list of potential outcomes paired with their probabilities of occurrence. We previously developed a method for translating such lotteries to mathematically equivalent motor lotteries. The probability of each outcome in a motor lottery is determined by the subject’s noise in executing a movement. In this study, we used functional magnetic resonance imaging in humans to compare the neural correlates of monetary outcome and probability in classical lottery tasks where information about probability was explicitly communicated to the subjects and in mathematically equivalent motor lottery tasks where probability was implicit in the subjects’ own motor noise. We found that activity in the medial prefrontal cortex (mPFC) and the posterior cingulate cortex (PCC) quantitatively represent the subjective utility of monetary outcome in both tasks. For probability, we found that the mPFC significantly tracked the distortion of such information in both tasks. Specifically, activity in mPFC represents probability information but not the physical properties of the stimuli correlated with this information. Together, the results demonstrate that mPFC represents probability from two distinct forms of decision under risk. PMID:21677166

The neural correlates of subjective utility of monetary outcome and probability weight in economic and in motor decision under risk.

PubMed

Wu, Shih-Wei; Delgado, Mauricio R; Maloney, Laurence T

2011-06-15

In decision under risk, people choose between lotteries that contain a list of potential outcomes paired with their probabilities of occurrence. We previously developed a method for translating such lotteries to mathematically equivalent "motor lotteries." The probability of each outcome in a motor lottery is determined by the subject's noise in executing a movement. In this study, we used functional magnetic resonance imaging in humans to compare the neural correlates of monetary outcome and probability in classical lottery tasks in which information about probability was explicitly communicated to the subjects and in mathematically equivalent motor lottery tasks in which probability was implicit in the subjects' own motor noise. We found that activity in the medial prefrontal cortex (mPFC) and the posterior cingulate cortex quantitatively represent the subjective utility of monetary outcome in both tasks. For probability, we found that the mPFC significantly tracked the distortion of such information in both tasks. Specifically, activity in mPFC represents probability information but not the physical properties of the stimuli correlated with this information. Together, the results demonstrate that mPFC represents probability from two distinct forms of decision under risk.

Statistical tests for whether a given set of independent, identically distributed draws comes from a specified probability density.

PubMed

Tygert, Mark

2010-09-21

We discuss several tests for determining whether a given set of independent and identically distributed (i.i.d.) draws does not come from a specified probability density function. The most commonly used are Kolmogorov-Smirnov tests, particularly Kuiper's variant, which focus on discrepancies between the cumulative distribution function for the specified probability density and the empirical cumulative distribution function for the given set of i.i.d. draws. Unfortunately, variations in the probability density function often get smoothed over in the cumulative distribution function, making it difficult to detect discrepancies in regions where the probability density is small in comparison with its values in surrounding regions. We discuss tests without this deficiency, complementing the classical methods. The tests of the present paper are based on the plain fact that it is unlikely to draw a random number whose probability is small, provided that the draw is taken from the same distribution used in calculating the probability (thus, if we draw a random number whose probability is small, then we can be confident that we did not draw the number from the same distribution used in calculating the probability).

Dose-volume histogram prediction using density estimation.

PubMed

Skarpman Munter, Johanna; Sjölund, Jens

2015-09-07

Knowledge of what dose-volume histograms can be expected for a previously unseen patient could increase consistency and quality in radiotherapy treatment planning. We propose a machine learning method that uses previous treatment plans to predict such dose-volume histograms. The key to the approach is the framing of dose-volume histograms in a probabilistic setting.The training consists of estimating, from the patients in the training set, the joint probability distribution of some predictive features and the dose. The joint distribution immediately provides an estimate of the conditional probability of the dose given the values of the predictive features. The prediction consists of estimating, from the new patient, the distribution of the predictive features and marginalizing the conditional probability from the training over this. Integrating the resulting probability distribution for the dose yields an estimate of the dose-volume histogram.To illustrate how the proposed method relates to previously proposed methods, we use the signed distance to the target boundary as a single predictive feature. As a proof-of-concept, we predicted dose-volume histograms for the brainstems of 22 acoustic schwannoma patients treated with stereotactic radiosurgery, and for the lungs of 9 lung cancer patients treated with stereotactic body radiation therapy. Comparing with two previous attempts at dose-volume histogram prediction we find that, given the same input data, the predictions are similar.In summary, we propose a method for dose-volume histogram prediction that exploits the intrinsic probabilistic properties of dose-volume histograms. We argue that the proposed method makes up for some deficiencies in previously proposed methods, thereby potentially increasing ease of use, flexibility and ability to perform well with small amounts of training data.

Kuhn-Tucker optimization based reliability analysis for probabilistic finite elements

NASA Technical Reports Server (NTRS)

Liu, W. K.; Besterfield, G.; Lawrence, M.; Belytschko, T.

1988-01-01

The fusion of probability finite element method (PFEM) and reliability analysis for fracture mechanics is considered. Reliability analysis with specific application to fracture mechanics is presented, and computational procedures are discussed. Explicit expressions for the optimization procedure with regard to fracture mechanics are given. The results show the PFEM is a very powerful tool in determining the second-moment statistics. The method can determine the probability of failure or fracture subject to randomness in load, material properties and crack length, orientation, and location.

On the Discriminant Analysis in the 2-Populations Case

NASA Astrophysics Data System (ADS)

Rublík, František

2008-01-01

The empirical Bayes Gaussian rule, which in the normal case yields good values of the probability of total error, may yield high values of the maximum probability error. From this point of view the presented modified version of the classification rule of Broffitt, Randles and Hogg appears to be superior. The modification included in this paper is termed as a WR method, and the choice of its weights is discussed. The mentioned methods are also compared with the K nearest neighbours classification rule.

Modulation Based on Probability Density Functions

NASA Technical Reports Server (NTRS)

Williams, Glenn L.

2009-01-01

A proposed method of modulating a sinusoidal carrier signal to convey digital information involves the use of histograms representing probability density functions (PDFs) that characterize samples of the signal waveform. The method is based partly on the observation that when a waveform is sampled (whether by analog or digital means) over a time interval at least as long as one half cycle of the waveform, the samples can be sorted by frequency of occurrence, thereby constructing a histogram representing a PDF of the waveform during that time interval.

Measuring survival time: a probability-based approach useful in healthcare decision-making.

PubMed

2011-01-01

In some clinical situations, the choice between treatment options takes into account their impact on patient survival time. Due to practical constraints (such as loss to follow-up), survival time is usually estimated using a probability calculation based on data obtained in clinical studies or trials. The two techniques most commonly used to estimate survival times are the Kaplan-Meier method and the actuarial method. Despite their limitations, they provide useful information when choosing between treatment options.

Scalar pair production in a magnetic field in de Sitter universe

NASA Astrophysics Data System (ADS)

Băloi, Mihaela-Andreea; Crucean, Cosmin; Popescu, Diana

2018-05-01

The production of scalar particles by the dipole magnetic field in de Sitter expanding universe is analyzed. The amplitude and probability of transition are computed using perturbative methods. A graphical study of the transition probability is performed obtaining that the rate of pair production is important in the early universe. Our results prove that in the process of pair production by the external magnetic field the momentum conservation law is broken. We also found that the probabilities are maximum when the particles are emitted perpendicular to the direction of magnetic dipole momentum. The total probability is computed and is analysed in terms of the angle between particles momenta.

The exact probability distribution of the rank product statistics for replicated experiments.

PubMed

Eisinga, Rob; Breitling, Rainer; Heskes, Tom

2013-03-18

The rank product method is a widely accepted technique for detecting differentially regulated genes in replicated microarray experiments. To approximate the sampling distribution of the rank product statistic, the original publication proposed a permutation approach, whereas recently an alternative approximation based on the continuous gamma distribution was suggested. However, both approximations are imperfect for estimating small tail probabilities. In this paper we relate the rank product statistic to number theory and provide a derivation of its exact probability distribution and the true tail probabilities. Copyright © 2013 Federation of European Biochemical Societies. Published by Elsevier B.V. All rights reserved.

Correcting Classifiers for Sample Selection Bias in Two-Phase Case-Control Studies

PubMed Central

Theis, Fabian J.

2017-01-01

Epidemiological studies often utilize stratified data in which rare outcomes or exposures are artificially enriched. This design can increase precision in association tests but distorts predictions when applying classifiers on nonstratified data. Several methods correct for this so-called sample selection bias, but their performance remains unclear especially for machine learning classifiers. With an emphasis on two-phase case-control studies, we aim to assess which corrections to perform in which setting and to obtain methods suitable for machine learning techniques, especially the random forest. We propose two new resampling-based methods to resemble the original data and covariance structure: stochastic inverse-probability oversampling and parametric inverse-probability bagging. We compare all techniques for the random forest and other classifiers, both theoretically and on simulated and real data. Empirical results show that the random forest profits from only the parametric inverse-probability bagging proposed by us. For other classifiers, correction is mostly advantageous, and methods perform uniformly. We discuss consequences of inappropriate distribution assumptions and reason for different behaviors between the random forest and other classifiers. In conclusion, we provide guidance for choosing correction methods when training classifiers on biased samples. For random forests, our method outperforms state-of-the-art procedures if distribution assumptions are roughly fulfilled. We provide our implementation in the R package sambia. PMID:29312464

Similarity based false-positive reduction for breast cancer using radiographic and pathologic imaging features

NASA Astrophysics Data System (ADS)

Pai, Akshay; Samala, Ravi K.; Zhang, Jianying; Qian, Wei

2010-03-01

Mammography reading by radiologists and breast tissue image interpretation by pathologists often leads to high False Positive (FP) Rates. Similarly, current Computer Aided Diagnosis (CADx) methods tend to concentrate more on sensitivity, thus increasing the FP rates. A novel method is introduced here which employs similarity based method to decrease the FP rate in the diagnosis of microcalcifications. This method employs the Principal Component Analysis (PCA) and the similarity metrics in order to achieve the proposed goal. The training and testing set is divided into generalized (Normal and Abnormal) and more specific (Abnormal, Normal, Benign) classes. The performance of this method as a standalone classification system is evaluated in both the cases (general and specific). In another approach the probability of each case belonging to a particular class is calculated. If the probabilities are too close to classify, the augmented CADx system can be instructed to have a detailed analysis of such cases. In case of normal cases with high probability, no further processing is necessary, thus reducing the computation time. Hence, this novel method can be employed in cascade with CADx to reduce the FP rate and also avoid unnecessary computational time. Using this methodology, a false positive rate of 8% and 11% is achieved for mammography and cellular images respectively.

A linear programming model for protein inference problem in shotgun proteomics.

PubMed

Huang, Ting; He, Zengyou

2012-11-15

Assembling peptides identified from tandem mass spectra into a list of proteins, referred to as protein inference, is an important issue in shotgun proteomics. The objective of protein inference is to find a subset of proteins that are truly present in the sample. Although many methods have been proposed for protein inference, several issues such as peptide degeneracy still remain unsolved. In this article, we present a linear programming model for protein inference. In this model, we use a transformation of the joint probability that each peptide/protein pair is present in the sample as the variable. Then, both the peptide probability and protein probability can be expressed as a formula in terms of the linear combination of these variables. Based on this simple fact, the protein inference problem is formulated as an optimization problem: minimize the number of proteins with non-zero probabilities under the constraint that the difference between the calculated peptide probability and the peptide probability generated from peptide identification algorithms should be less than some threshold. This model addresses the peptide degeneracy issue by forcing some joint probability variables involving degenerate peptides to be zero in a rigorous manner. The corresponding inference algorithm is named as ProteinLP. We test the performance of ProteinLP on six datasets. Experimental results show that our method is competitive with the state-of-the-art protein inference algorithms. The source code of our algorithm is available at: https://sourceforge.net/projects/prolp/. zyhe@dlut.edu.cn. Supplementary data are available at Bioinformatics Online.

Many tests of significance: new methods for controlling type I errors.

PubMed

Keselman, H J; Miller, Charles W; Holland, Burt

2011-12-01

There have been many discussions of how Type I errors should be controlled when many hypotheses are tested (e.g., all possible comparisons of means, correlations, proportions, the coefficients in hierarchical models, etc.). By and large, researchers have adopted familywise (FWER) control, though this practice certainly is not universal. Familywise control is intended to deal with the multiplicity issue of computing many tests of significance, yet such control is conservative--that is, less powerful--compared to per test/hypothesis control. The purpose of our article is to introduce the readership, particularly those readers familiar with issues related to controlling Type I errors when many tests of significance are computed, to newer methods that provide protection from the effects of multiple testing, yet are more powerful than familywise controlling methods. Specifically, we introduce a number of procedures that control the k-FWER. These methods--say, 2-FWER instead of 1-FWER (i.e., FWER)--are equivalent to specifying that the probability of 2 or more false rejections is controlled at .05, whereas FWER controls the probability of any (i.e., 1 or more) false rejections at .05. 2-FWER implicitly tolerates 1 false rejection and makes no explicit attempt to control the probability of its occurrence, unlike FWER, which tolerates no false rejections at all. More generally, k-FWER tolerates k - 1 false rejections, but controls the probability of k or more false rejections at α =.05. We demonstrate with two published data sets how more hypotheses can be rejected with k-FWER methods compared to FWER control.

Evaluating impacts using a BACI design, ratios, and a Bayesian approach with a focus on restoration.

PubMed

Conner, Mary M; Saunders, W Carl; Bouwes, Nicolaas; Jordan, Chris

2015-10-01

Before-after-control-impact (BACI) designs are an effective method to evaluate natural and human-induced perturbations on ecological variables when treatment sites cannot be randomly chosen. While effect sizes of interest can be tested with frequentist methods, using Bayesian Markov chain Monte Carlo (MCMC) sampling methods, probabilities of effect sizes, such as a ≥20 % increase in density after restoration, can be directly estimated. Although BACI and Bayesian methods are used widely for assessing natural and human-induced impacts for field experiments, the application of hierarchal Bayesian modeling with MCMC sampling to BACI designs is less common. Here, we combine these approaches and extend the typical presentation of results with an easy to interpret ratio, which provides an answer to the main study question-"How much impact did a management action or natural perturbation have?" As an example of this approach, we evaluate the impact of a restoration project, which implemented beaver dam analogs, on survival and density of juvenile steelhead. Results indicated the probabilities of a ≥30 % increase were high for survival and density after the dams were installed, 0.88 and 0.99, respectively, while probabilities for a higher increase of ≥50 % were variable, 0.17 and 0.82, respectively. This approach demonstrates a useful extension of Bayesian methods that can easily be generalized to other study designs from simple (e.g., single factor ANOVA, paired t test) to more complicated block designs (e.g., crossover, split-plot). This approach is valuable for estimating the probabilities of restoration impacts or other management actions.

Impact of statistical learning methods on the predictive power of multivariate normal tissue complication probability models.

PubMed

Xu, Cheng-Jian; van der Schaaf, Arjen; Schilstra, Cornelis; Langendijk, Johannes A; van't Veld, Aart A

2012-03-15

To study the impact of different statistical learning methods on the prediction performance of multivariate normal tissue complication probability (NTCP) models. In this study, three learning methods, stepwise selection, least absolute shrinkage and selection operator (LASSO), and Bayesian model averaging (BMA), were used to build NTCP models of xerostomia following radiotherapy treatment for head and neck cancer. Performance of each learning method was evaluated by a repeated cross-validation scheme in order to obtain a fair comparison among methods. It was found that the LASSO and BMA methods produced models with significantly better predictive power than that of the stepwise selection method. Furthermore, the LASSO method yields an easily interpretable model as the stepwise method does, in contrast to the less intuitive BMA method. The commonly used stepwise selection method, which is simple to execute, may be insufficient for NTCP modeling. The LASSO method is recommended. Copyright © 2012 Elsevier Inc. All rights reserved.

Characteristics of a Two-Dimensional Hydrogenlike Atom

NASA Astrophysics Data System (ADS)

Skobelev, V. V.

2018-06-01

Using the customary and well-known representation of the radiation probability of a hydrogen-like atom in the three-dimensional case, a general expression for the probability of single-photon emission of a twodimensional atom has been obtained along with an expression for the particular case of the transition from the first excited state to the ground state, in the latter case in comparison with corresponding expressions for the three-dimensional atom and the one-dimensional atom. Arguments are presented in support of the claim that this method of calculation gives a value of the probability that is identical to the value given by exact methods of QED extended to the subspace {0, 1, 2}. Relativistic corrections (Zα)4 to the usual Schrödinger value of the energy ( (Zα)2) are also discussed.

A Method to Estimate the Probability That Any Individual Lightning Stroke Contacted the Surface Within Any Radius of Any Point

NASA Technical Reports Server (NTRS)

Huddleston, Lisa L.; Roeder, William; Merceret, Francis J.

2010-01-01

A technique has been developed to calculate the probability that any nearby lightning stroke is within any radius of any point of interest. In practice, this provides the probability that a nearby lightning stroke was within a key distance of a facility, rather than the error ellipses centered on the stroke. This process takes the current bivariate Gaussian distribution of probability density provided by the current lightning location error ellipse for the most likely location of a lightning stroke and integrates it to get the probability that the stroke is inside any specified radius. This new facility-centric technique will be much more useful to the space launch customers and may supersede the lightning error ellipse approach discussed in [5], [6].

Poisson statistics of PageRank probabilities of Twitter and Wikipedia networks

NASA Astrophysics Data System (ADS)

Frahm, Klaus M.; Shepelyansky, Dima L.

2014-04-01

We use the methods of quantum chaos and Random Matrix Theory for analysis of statistical fluctuations of PageRank probabilities in directed networks. In this approach the effective energy levels are given by a logarithm of PageRank probability at a given node. After the standard energy level unfolding procedure we establish that the nearest spacing distribution of PageRank probabilities is described by the Poisson law typical for integrable quantum systems. Our studies are done for the Twitter network and three networks of Wikipedia editions in English, French and German. We argue that due to absence of level repulsion the PageRank order of nearby nodes can be easily interchanged. The obtained Poisson law implies that the nearby PageRank probabilities fluctuate as random independent variables.

A Bayesian Method for Evaluating and Discovering Disease Loci Associations

PubMed Central

Jiang, Xia; Barmada, M. Michael; Cooper, Gregory F.; Becich, Michael J.

2011-01-01

Background A genome-wide association study (GWAS) typically involves examining representative SNPs in individuals from some population. A GWAS data set can concern a million SNPs and may soon concern billions. Researchers investigate the association of each SNP individually with a disease, and it is becoming increasingly commonplace to also analyze multi-SNP associations. Techniques for handling so many hypotheses include the Bonferroni correction and recently developed Bayesian methods. These methods can encounter problems. Most importantly, they are not applicable to a complex multi-locus hypothesis which has several competing hypotheses rather than only a null hypothesis. A method that computes the posterior probability of complex hypotheses is a pressing need. Methodology/Findings We introduce the Bayesian network posterior probability (BNPP) method which addresses the difficulties. The method represents the relationship between a disease and SNPs using a directed acyclic graph (DAG) model, and computes the likelihood of such models using a Bayesian network scoring criterion. The posterior probability of a hypothesis is computed based on the likelihoods of all competing hypotheses. The BNPP can not only be used to evaluate a hypothesis that has previously been discovered or suspected, but also to discover new disease loci associations. The results of experiments using simulated and real data sets are presented. Our results concerning simulated data sets indicate that the BNPP exhibits both better evaluation and discovery performance than does a p-value based method. For the real data sets, previous findings in the literature are confirmed and additional findings are found. Conclusions/Significance We conclude that the BNPP resolves a pressing problem by providing a way to compute the posterior probability of complex multi-locus hypotheses. A researcher can use the BNPP to determine the expected utility of investigating a hypothesis further. Furthermore, we conclude that the BNPP is a promising method for discovering disease loci associations. PMID:21853025

Quantifying avian predation on fish populations: integrating predator-specific deposition probabilities in tag-recovery studies

USGS Publications Warehouse

Hostetter, Nathan J.; Evans, Allen F.; Cramer, Bradley M.; Collis, Ken; Lyons, Donald E.; Roby, Daniel D.

2015-01-01

Accurate assessment of specific mortality factors is vital to prioritize recovery actions for threatened and endangered species. For decades, tag recovery methods have been used to estimate fish mortality due to avian predation. Predation probabilities derived from fish tag recoveries on piscivorous waterbird colonies typically reflect minimum estimates of predation due to an unknown and unaccounted-for fraction of tags that are consumed but not deposited on-colony (i.e., deposition probability). We applied an integrated tag recovery modeling approach in a Bayesian context to estimate predation probabilities that accounted for predator-specific tag detection and deposition probabilities in a multiple-predator system. Studies of PIT tag deposition were conducted across three bird species nesting at seven different colonies in the Columbia River basin, USA. Tag deposition probabilities differed significantly among predator species (Caspian ternsHydroprogne caspia: deposition probability = 0.71, 95% credible interval [CRI] = 0.51–0.89; double-crested cormorants Phalacrocorax auritus: 0.51, 95% CRI = 0.34–0.70; California gulls Larus californicus: 0.15, 95% CRI = 0.11–0.21) but showed little variation across trials within a species or across years. Data from a 6-year study (2008–2013) of PIT-tagged juvenile Snake River steelhead Oncorhynchus mykiss (listed as threatened under the Endangered Species Act) indicated that colony-specific predation probabilities ranged from less than 0.01 to 0.17 and varied by predator species, colony location, and year. Integrating the predator-specific deposition probabilities increased the predation probabilities by a factor of approximately 1.4 for Caspian terns, 2.0 for double-crested cormorants, and 6.7 for California gulls compared with traditional minimum predation rate methods, which do not account for deposition probabilities. Results supported previous findings on the high predation impacts from strictly piscivorous waterbirds nesting in the Columbia River estuary (i.e., terns and cormorants), but our findings also revealed greater impacts of a generalist predator species (i.e., California gulls) than were previously documented. Approaches used in this study allow for direct comparisons among multiple fish mortality factors and considerably improve the reliability of tag recovery models for estimating predation probabilities in multiple-predator systems.

Multiobjective fuzzy stochastic linear programming problems with inexact probability distribution

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

Hamadameen, Abdulqader Othman; Zainuddin, Zaitul Marlizawati

This study deals with multiobjective fuzzy stochastic linear programming problems with uncertainty probability distribution which are defined as fuzzy assertions by ambiguous experts. The problem formulation has been presented and the two solutions strategies are; the fuzzy transformation via ranking function and the stochastic transformation when α{sup –}. cut technique and linguistic hedges are used in the uncertainty probability distribution. The development of Sen’s method is employed to find a compromise solution, supported by illustrative numerical example.

Series approximation to probability densities

NASA Astrophysics Data System (ADS)

Cohen, L.

2018-04-01

One of the historical and fundamental uses of the Edgeworth and Gram-Charlier series is to "correct" a Gaussian density when it is determined that the probability density under consideration has moments that do not correspond to the Gaussian [5, 6]. There is a fundamental difficulty with these methods in that if the series are truncated, then the resulting approximate density is not manifestly positive. The aim of this paper is to attempt to expand a probability density so that if it is truncated it will still be manifestly positive.

Approximation of the ruin probability using the scaled Laplace transform inversion

PubMed Central

Mnatsakanov, Robert M.; Sarkisian, Khachatur; Hakobyan, Artak

2015-01-01

The problem of recovering the ruin probability in the classical risk model based on the scaled Laplace transform inversion is studied. It is shown how to overcome the problem of evaluating the ruin probability at large values of an initial surplus process. Comparisons of proposed approximations with the ones based on the Laplace transform inversions using a fixed Talbot algorithm as well as on the ones using the Trefethen–Weideman–Schmelzer and maximum entropy methods are presented via a simulation study. PMID:26752796

Probabilities of good, marginal, and poor flying conditions for space shuttle ferry flights

NASA Technical Reports Server (NTRS)

Whiting, D. M.; Guttman, N. B.

1977-01-01

Empirical probabilities are provided for good, marginal, and poor flying weather for ferrying the Space Shuttle Orbiter from Edwards AFB, California, to Kennedy Space Center, Florida, and from Edwards AFB to Marshall Space Flight Center, Alabama. Results are given by month for each overall route plus segments of each route. The criteria for defining a day as good, marginal, or poor and the method of computing the relative frequencies and conditional probabilities for monthly reference periods are described.

Public Attitudes toward Stuttering in Turkey: Probability versus Convenience Sampling

ERIC Educational Resources Information Center

Ozdemir, R. Sertan; St. Louis, Kenneth O.; Topbas, Seyhun

2011-01-01

Purpose: A Turkish translation of the "Public Opinion Survey of Human Attributes-Stuttering" ("POSHA-S") was used to compare probability versus convenience sampling to measure public attitudes toward stuttering. Method: A convenience sample of adults in Eskisehir, Turkey was compared with two replicates of a school-based,…

Learning about Posterior Probability: Do Diagrams and Elaborative Interrogation Help?

ERIC Educational Resources Information Center

Clinton, Virginia; Alibali, Martha Wagner; Nathan, Mitchel J.

2016-01-01

To learn from a text, students must make meaningful connections among related ideas in that text. This study examined the effectiveness of two methods of improving connections--elaborative interrogation and diagrams--in written lessons about posterior probability. Undergraduate students (N = 198) read a lesson in one of three questioning…

How does new evidence change our estimates of probabilities? Carnap's formula revisited

NASA Technical Reports Server (NTRS)

Kreinovich, Vladik; Quintana, Chris

1992-01-01

The formula originally proposed by R. Carnap in his analysis of induction is reviewed and its natural generalization is presented. A situation is considered where the probability of a certain event is determined without using standard statistical methods due to the lack of observation.

Methods for estimating annual exceedance-probability discharges and largest recorded floods for unregulated streams in rural Missouri.

DOT National Transportation Integrated Search

2014-01-01

Regression analysis techniques were used to develop a : set of equations for rural ungaged stream sites for estimating : discharges with 50-, 20-, 10-, 4-, 2-, 1-, 0.5-, and 0.2-percent : annual exceedance probabilities, which are equivalent to : ann...

GEOGRAPHIC-SPECIFIC WATER QUALITY CRITERIA DEVELOPMENT WITH MONITORING DATA USING CONDITIONAL PROBABILITIES - A PROPOSED APPROACH

EPA Science Inventory

A conditional probability approach using monitoring data to develop geographic-specific water quality criteria for protection of aquatic life is presented. Typical methods to develop criteria using existing monitoring data are limited by two issues: (1) how to extrapolate to an...

Comparisons of estimates of annual exceedance-probability discharges for small drainage basins in Iowa, based on data through water year 2013 : [summary].

DOT National Transportation Integrated Search

2015-01-01

Traditionally, the Iowa DOT has used the Iowa Runoff Chart and single-variable regional regression equations (RREs) from a USGS report : (published in 1987) as the primary methods to estimate annual exceedance-probability discharge : (AEPD) for small...

Examination of Mathematics Teachers' Pedagogical Content Knowledge of Probability

ERIC Educational Resources Information Center

Danisman, Sahin; Tanisli, Dilek

2017-01-01

The aim of this study is to explore the probability-related pedagogical content knowledge (PCK) of secondary school mathematics teachers in terms of content knowledge, curriculum knowledge, student knowledge, and knowledge of teaching methods and strategies. Case study design, a qualitative research model, was used in the study, and the…

Identification of Stochastically Perturbed Autonomous Systems from Temporal Sequences of Probability Density Functions

NASA Astrophysics Data System (ADS)

Nie, Xiaokai; Luo, Jingjing; Coca, Daniel; Birkin, Mark; Chen, Jing

2018-03-01

The paper introduces a method for reconstructing one-dimensional iterated maps that are driven by an external control input and subjected to an additive stochastic perturbation, from sequences of probability density functions that are generated by the stochastic dynamical systems and observed experimentally.

Assessing uncertainty in sighting records: an example of the Barbary lion.

PubMed

Lee, Tamsin E; Black, Simon A; Fellous, Amina; Yamaguchi, Nobuyuki; Angelici, Francesco M; Al Hikmani, Hadi; Reed, J Michael; Elphick, Chris S; Roberts, David L

2015-01-01

As species become rare and approach extinction, purported sightings can be controversial, especially when scarce management resources are at stake. We consider the probability that each individual sighting of a series is valid. Obtaining these probabilities requires a strict framework to ensure that they are as accurately representative as possible. We used a process, which has proven to provide accurate estimates from a group of experts, to obtain probabilities for the validation of 32 sightings of the Barbary lion. We consider the scenario where experts are simply asked whether a sighting was valid, as well as asking them to score the sighting based on distinguishablity, observer competence, and verifiability. We find that asking experts to provide scores for these three aspects resulted in each sighting being considered more individually, meaning that this new questioning method provides very different estimated probabilities that a sighting is valid, which greatly affects the outcome from an extinction model. We consider linear opinion pooling and logarithm opinion pooling to combine the three scores, and also to combine opinions on each sighting. We find the two methods produce similar outcomes, allowing the user to focus on chosen features of each method, such as satisfying the marginalisation property or being externally Bayesian.

Stochastic optimal operation of reservoirs based on copula functions

NASA Astrophysics Data System (ADS)

Lei, Xiao-hui; Tan, Qiao-feng; Wang, Xu; Wang, Hao; Wen, Xin; Wang, Chao; Zhang, Jing-wen

2018-02-01

Stochastic dynamic programming (SDP) has been widely used to derive operating policies for reservoirs considering streamflow uncertainties. In SDP, there is a need to calculate the transition probability matrix more accurately and efficiently in order to improve the economic benefit of reservoir operation. In this study, we proposed a stochastic optimization model for hydropower generation reservoirs, in which 1) the transition probability matrix was calculated based on copula functions; and 2) the value function of the last period was calculated by stepwise iteration. Firstly, the marginal distribution of stochastic inflow in each period was built and the joint distributions of adjacent periods were obtained using the three members of the Archimedean copulas, based on which the conditional probability formula was derived. Then, the value in the last period was calculated by a simple recursive equation with the proposed stepwise iteration method and the value function was fitted with a linear regression model. These improvements were incorporated into the classic SDP and applied to the case study in Ertan reservoir, China. The results show that the transition probability matrix can be more easily and accurately obtained by the proposed copula function based method than conventional methods based on the observed or synthetic streamflow series, and the reservoir operation benefit can also be increased.

Comparison of dynamic treatment regimes via inverse probability weighting.

PubMed

Hernán, Miguel A; Lanoy, Emilie; Costagliola, Dominique; Robins, James M

2006-03-01

Appropriate analysis of observational data is our best chance to obtain answers to many questions that involve dynamic treatment regimes. This paper describes a simple method to compare dynamic treatment regimes by artificially censoring subjects and then using inverse probability weighting (IPW) to adjust for any selection bias introduced by the artificial censoring. The basic strategy can be summarized in four steps: 1) define two regimes of interest, 2) artificially censor individuals when they stop following one of the regimes of interest, 3) estimate inverse probability weights to adjust for the potential selection bias introduced by censoring in the previous step, 4) compare the survival of the uncensored individuals under each regime of interest by fitting an inverse probability weighted Cox proportional hazards model with the dichotomous regime indicator and the baseline confounders as covariates. In the absence of model misspecification, the method is valid provided data are available on all time-varying and baseline joint predictors of survival and regime discontinuation. We present an application of the method to compare the AIDS-free survival under two dynamic treatment regimes in a large prospective study of HIV-infected patients. The paper concludes by discussing the relative advantages and disadvantages of censoring/IPW versus g-estimation of nested structural models to compare dynamic regimes.

Study on probability distributions for evolution in modified extremal optimization

NASA Astrophysics Data System (ADS)

Zeng, Guo-Qiang; Lu, Yong-Zai; Mao, Wei-Jie; Chu, Jian

2010-05-01

It is widely believed that the power-law is a proper probability distribution being effectively applied for evolution in τ-EO (extremal optimization), a general-purpose stochastic local-search approach inspired by self-organized criticality, and its applications in some NP-hard problems, e.g., graph partitioning, graph coloring, spin glass, etc. In this study, we discover that the exponential distributions or hybrid ones (e.g., power-laws with exponential cutoff) being popularly used in the research of network sciences may replace the original power-laws in a modified τ-EO method called self-organized algorithm (SOA), and provide better performances than other statistical physics oriented methods, such as simulated annealing, τ-EO and SOA etc., from the experimental results on random Euclidean traveling salesman problems (TSP) and non-uniform instances. From the perspective of optimization, our results appear to demonstrate that the power-law is not the only proper probability distribution for evolution in EO-similar methods at least for TSP, the exponential and hybrid distributions may be other choices.

Some Interesting Applications of Probabilistic Techiques in Structural Dynamic Analysis of Rocket Engines

NASA Technical Reports Server (NTRS)

Brown, Andrew M.

2014-01-01

Numerical and Analytical methods developed to determine damage accumulation in specific engine components when speed variation included. Dither Life Ratio shown to be well over factor of 2 for specific example. Steady-State assumption shown to be accurate for most turbopump cases, allowing rapid calculation of DLR. If hot-fire speed data unknown, Monte Carlo method developed that uses speed statistics for similar engines. Application of techniques allow analyst to reduce both uncertainty and excess conservatism. High values of DLR could allow previously unacceptable part to pass HCF criteria without redesign. Given benefit and ease of implementation, recommend that any finite life turbomachine component analysis adopt these techniques. Probability Values calculated, compared, and evaluated for several industry-proposed methods for combining random and harmonic loads. Two new excel macros written to calculate combined load for any specific probability level. Closed form Curve fits generated for widely used 3(sigma) and 2(sigma) probability levels. For design of lightweight aerospace components, obtaining accurate, reproducible, statistically meaningful answer critical.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Estimating Model Probabilities using Thermodynamic Markov Chain Monte Carlo Methods

NASA Astrophysics Data System (ADS)

Ye, M.; Liu, P.; Beerli, P.; Lu, D.; Hill, M. C.

2014-12-01

Markov chain Monte Carlo (MCMC) methods are widely used to evaluate model probability for quantifying model uncertainty. In a general procedure, MCMC simulations are first conducted for each individual model, and MCMC parameter samples are then used to approximate marginal likelihood of the model by calculating the geometric mean of the joint likelihood of the model and its parameters. It has been found the method of evaluating geometric mean suffers from the numerical problem of low convergence rate. A simple test case shows that even millions of MCMC samples are insufficient to yield accurate estimation of the marginal likelihood. To resolve this problem, a thermodynamic method is used to have multiple MCMC runs with different values of a heating coefficient between zero and one. When the heating coefficient is zero, the MCMC run is equivalent to a random walk MC in the prior parameter space; when the heating coefficient is one, the MCMC run is the conventional one. For a simple case with analytical form of the marginal likelihood, the thermodynamic method yields more accurate estimate than the method of using geometric mean. This is also demonstrated for a case of groundwater modeling with consideration of four alternative models postulated based on different conceptualization of a confining layer. This groundwater example shows that model probabilities estimated using the thermodynamic method are more reasonable than those obtained using the geometric method. The thermodynamic method is general, and can be used for a wide range of environmental problem for model uncertainty quantification.

The COLA Collision Avoidance Method

NASA Astrophysics Data System (ADS)

Assmann, K.; Berger, J.; Grothkopp, S.

2009-03-01

In the following we present a collision avoidance method named COLA. The method has been designed to predict collisions for Earth orbiting spacecraft on any orbits, including orbit changes, with other space-born objects. The point in time of a collision and the collision probability are determined. To guarantee effective processing the COLA method uses a modular design and is composed of several components which are either developed within this work or deduced from existing algorithms: A filtering module, the close approach determination, the collision detection and the collision probability calculation. A software tool which implements the COLA method has been verified using various test cases built from sample missions. This software has been implemented in the C++ programming language and serves as a universal collision detection tool at LSE Space Engineering & Operations AG.

Survey of Gravitationally-lensed Objects in HSC Imaging (SuGOHI). I. Automatic search for galaxy-scale strong lenses

NASA Astrophysics Data System (ADS)

Sonnenfeld, Alessandro; Chan, James H. H.; Shu, Yiping; More, Anupreeta; Oguri, Masamune; Suyu, Sherry H.; Wong, Kenneth C.; Lee, Chien-Hsiu; Coupon, Jean; Yonehara, Atsunori; Bolton, Adam S.; Jaelani, Anton T.; Tanaka, Masayuki; Miyazaki, Satoshi; Komiyama, Yutaka

2018-01-01

The Hyper Suprime-Cam Subaru Strategic Program (HSC-SSP) is an excellent survey for the search for strong lenses, thanks to its area, image quality, and depth. We use three different methods to look for lenses among 43000 luminous red galaxies from the Baryon Oscillation Spectroscopic Survey (BOSS) sample with photometry from the S16A internal data release of the HSC-SSP. The first method is a newly developed algorithm, named YATTALENS, which looks for arc-like features around massive galaxies and then estimates the likelihood of an object being a lens by performing a lens model fit. The second method, CHITAH, is a modeling-based algorithm originally developed to look for lensed quasars. The third method makes use of spectroscopic data to look for emission lines from objects at a different redshift from that of the main galaxy. We find 15 definite lenses, 36 highly probable lenses, and 282 possible lenses. Among the three methods, YATTALENS, which was developed specifically for this study, performs best in terms of both completeness and purity. Nevertheless, five highly probable lenses were missed by YATTALENS but found by the other two methods, indicating that the three methods are highly complementary. Based on these numbers, we expect to find ˜300 definite or probable lenses by the end of the HSC-SSP.

Geodesic Monte Carlo on Embedded Manifolds

PubMed Central

Byrne, Simon; Girolami, Mark

2013-01-01

Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions across the manifold and the solution of the equations describing geodesic flows in the Hamilton–Jacobi representation. This paper takes the differential geometric basis of Markov chain Monte Carlo further by considering methods to simulate from probability distributions that themselves are defined on a manifold, with common examples being classes of distributions describing directional statistics. Proposal mechanisms are developed based on the geodesic flows over the manifolds of support for the distributions, and illustrative examples are provided for the hypersphere and Stiefel manifold of orthonormal matrices. PMID:25309024

Graphical methods for the sensitivity analysis in discriminant analysis

DOE PAGES

Kim, Youngil; Anderson-Cook, Christine M.; Dae-Heung, Jang

2015-09-30

Similar to regression, many measures to detect influential data points in discriminant analysis have been developed. Many follow similar principles as the diagnostic measures used in linear regression in the context of discriminant analysis. Here we focus on the impact on the predicted classification posterior probability when a data point is omitted. The new method is intuitive and easily interpretative compared to existing methods. We also propose a graphical display to show the individual movement of the posterior probability of other data points when a specific data point is omitted. This enables the summaries to capture the overall pattern ofmore » the change.« less

Efficient reliability analysis of structures with the rotational quasi-symmetric point- and the maximum entropy methods

NASA Astrophysics Data System (ADS)

Xu, Jun; Dang, Chao; Kong, Fan

2017-10-01

This paper presents a new method for efficient structural reliability analysis. In this method, a rotational quasi-symmetric point method (RQ-SPM) is proposed for evaluating the fractional moments of the performance function. Then, the derivation of the performance function's probability density function (PDF) is carried out based on the maximum entropy method in which constraints are specified in terms of fractional moments. In this regard, the probability of failure can be obtained by a simple integral over the performance function's PDF. Six examples, including a finite element-based reliability analysis and a dynamic system with strong nonlinearity, are used to illustrate the efficacy of the proposed method. All the computed results are compared with those by Monte Carlo simulation (MCS). It is found that the proposed method can provide very accurate results with low computational effort.

An accurate and efficient reliability-based design optimization using the second order reliability method and improved stability transformation method

NASA Astrophysics Data System (ADS)

Meng, Zeng; Yang, Dixiong; Zhou, Huanlin; Yu, Bo

2018-05-01

The first order reliability method has been extensively adopted for reliability-based design optimization (RBDO), but it shows inaccuracy in calculating the failure probability with highly nonlinear performance functions. Thus, the second order reliability method is required to evaluate the reliability accurately. However, its application for RBDO is quite challenge owing to the expensive computational cost incurred by the repeated reliability evaluation and Hessian calculation of probabilistic constraints. In this article, a new improved stability transformation method is proposed to search the most probable point efficiently, and the Hessian matrix is calculated by the symmetric rank-one update. The computational capability of the proposed method is illustrated and compared to the existing RBDO approaches through three mathematical and two engineering examples. The comparison results indicate that the proposed method is very efficient and accurate, providing an alternative tool for RBDO of engineering structures.

A human reliability based usability evaluation method for safety-critical software

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

Boring, R. L.; Tran, T. Q.; Gertman, D. I.

2006-07-01

Boring and Gertman (2005) introduced a novel method that augments heuristic usability evaluation methods with that of the human reliability analysis method of SPAR-H. By assigning probabilistic modifiers to individual heuristics, it is possible to arrive at the usability error probability (UEP). Although this UEP is not a literal probability of error, it nonetheless provides a quantitative basis to heuristic evaluation. This method allows one to seamlessly prioritize and identify usability issues (i.e., a higher UEP requires more immediate fixes). However, the original version of this method required the usability evaluator to assign priority weights to the final UEP, thusmore » allowing the priority of a usability issue to differ among usability evaluators. The purpose of this paper is to explore an alternative approach to standardize the priority weighting of the UEP in an effort to improve the method's reliability. (authors)« less

Posttraumatic Stress Disorder, Depression, and Alcohol and Tobacco Use in Public Health Workers After the 2004 Florida Hurricanes

PubMed Central

Fullerton, Carol S.; McKibben, Jodi B.A.; Reissman, Dori B.; Scharf, Ted; Kowalski-Trakofler, Kathleen M.; Shultz, James M.; Ursano, Robert J.

2015-01-01

Objective We examined the relationship of probable posttraumatic stress disorder (PTSD), probable depression, and increased alcohol and/or tobacco use to disaster exposure and work demand in Florida Department of Health workers after the 2004 hurricanes. Methods Participants (N = 2249) completed electronic questionnaires assessing PTSD, depression, alcohol and tobacco use, hurricane exposure, and work demand. Results Total mental and behavioral health burden (probable PTSD, probable depression, increased alcohol and/or tobacco use) was 11%. More than 4% had probable PTSD, and 3.8% had probable depression. Among those with probable PTSD, 29.2% had increased alcohol use, and 50% had increased tobacco use. Among those with probable depression, 34% indicated increased alcohol use and 55.6% increased tobacco use. Workers with greater exposure were more likely to have probable PTSD and probable depression (ORs = 3.3 and 3.06, respectively). After adjusting for demographics and work demand, those with high exposure were more likely to have probable PTSD and probable depression (ORs = 3.21 and 3.13). Those with high exposure had increased alcohol and tobacco use (ORs = 3.01 and 3.40), and those with high work demand indicated increased alcohol and tobacco use (ORs = 1.98 and 2.10). High exposure and work demand predicted increased alcohol and tobacco use, after adjusting for demographics, work demand, and exposure. Conclusions Work-related disaster mental and behavioral health burden indicate the need for additional mental health interventions in the public health disaster workforce. PMID:24618140

Estimating abundance of mountain lions from unstructured spatial sampling

USGS Publications Warehouse

Russell, Robin E.; Royle, J. Andrew; Desimone, Richard; Schwartz, Michael K.; Edwards, Victoria L.; Pilgrim, Kristy P.; Mckelvey, Kevin S.

2012-01-01

Mountain lions (Puma concolor) are often difficult to monitor because of their low capture probabilities, extensive movements, and large territories. Methods for estimating the abundance of this species are needed to assess population status, determine harvest levels, evaluate the impacts of management actions on populations, and derive conservation and management strategies. Traditional mark–recapture methods do not explicitly account for differences in individual capture probabilities due to the spatial distribution of individuals in relation to survey effort (or trap locations). However, recent advances in the analysis of capture–recapture data have produced methods estimating abundance and density of animals from spatially explicit capture–recapture data that account for heterogeneity in capture probabilities due to the spatial organization of individuals and traps. We adapt recently developed spatial capture–recapture models to estimate density and abundance of mountain lions in western Montana. Volunteers and state agency personnel collected mountain lion DNA samples in portions of the Blackfoot drainage (7,908 km2) in west-central Montana using 2 methods: snow back-tracking mountain lion tracks to collect hair samples and biopsy darting treed mountain lions to obtain tissue samples. Overall, we recorded 72 individual capture events, including captures both with and without tissue sample collection and hair samples resulting in the identification of 50 individual mountain lions (30 females, 19 males, and 1 unknown sex individual). We estimated lion densities from 8 models containing effects of distance, sex, and survey effort on detection probability. Our population density estimates ranged from a minimum of 3.7 mountain lions/100 km2 (95% Cl 2.3–5.7) under the distance only model (including only an effect of distance on detection probability) to 6.7 (95% Cl 3.1–11.0) under the full model (including effects of distance, sex, survey effort, and distance x sex on detection probability). These numbers translate to a total estimate of 293 mountain lions (95% Cl 182–451) to 529 (95% Cl 245–870) within the Blackfoot drainage. Results from the distance model are similar to previous estimates of 3.6 mountain lions/100 km2 for the study area; however, results from all other models indicated greater numbers of mountain lions. Our results indicate that unstructured spatial sampling combined with spatial capture–recapture analysis can be an effective method for estimating large carnivore densities.

Optimizing occupancy surveys by maximizing detection probability: application to amphibian monitoring in the Mediterranean region.

PubMed

Petitot, Maud; Manceau, Nicolas; Geniez, Philippe; Besnard, Aurélien

2014-09-01

Setting up effective conservation strategies requires the precise determination of the targeted species' distribution area and, if possible, its local abundance. However, detection issues make these objectives complex for most vertebrates. The detection probability is usually <1 and is highly dependent on species phenology and other environmental variables. The aim of this study was to define an optimized survey protocol for the Mediterranean amphibian community, that is, to determine the most favorable periods and the most effective sampling techniques for detecting all species present on a site in a minimum number of field sessions and a minimum amount of prospecting effort. We visited 49 ponds located in the Languedoc region of southern France on four occasions between February and June 2011. Amphibians were detected using three methods: nighttime call count, nighttime visual encounter, and daytime netting. The detection nondetection data obtained was then modeled using site-occupancy models. The detection probability of amphibians sharply differed between species, the survey method used and the date of the survey. These three covariates also interacted. Thus, a minimum of three visits spread over the breeding season, using a combination of all three survey methods, is needed to reach a 95% detection level for all species in the Mediterranean region. Synthesis and applications: detection nondetection surveys combined to site occupancy modeling approach are powerful methods that can be used to estimate the detection probability and to determine the prospecting effort necessary to assert that a species is absent from a site.

Estimation of submarine mass failure probability from a sequence of deposits with age dates

USGS Publications Warehouse

Geist, Eric L.; Chaytor, Jason D.; Parsons, Thomas E.; ten Brink, Uri S.

2013-01-01

The empirical probability of submarine mass failure is quantified from a sequence of dated mass-transport deposits. Several different techniques are described to estimate the parameters for a suite of candidate probability models. The techniques, previously developed for analyzing paleoseismic data, include maximum likelihood and Type II (Bayesian) maximum likelihood methods derived from renewal process theory and Monte Carlo methods. The estimated mean return time from these methods, unlike estimates from a simple arithmetic mean of the center age dates and standard likelihood methods, includes the effects of age-dating uncertainty and of open time intervals before the first and after the last event. The likelihood techniques are evaluated using Akaike’s Information Criterion (AIC) and Akaike’s Bayesian Information Criterion (ABIC) to select the optimal model. The techniques are applied to mass transport deposits recorded in two Integrated Ocean Drilling Program (IODP) drill sites located in the Ursa Basin, northern Gulf of Mexico. Dates of the deposits were constrained by regional bio- and magnetostratigraphy from a previous study. Results of the analysis indicate that submarine mass failures in this location occur primarily according to a Poisson process in which failures are independent and return times follow an exponential distribution. However, some of the model results suggest that submarine mass failures may occur quasiperiodically at one of the sites (U1324). The suite of techniques described in this study provides quantitative probability estimates of submarine mass failure occurrence, for any number of deposits and age uncertainty distributions.

Estimating rare events in biochemical systems using conditional sampling.

PubMed

Sundar, V S

2017-01-28

The paper focuses on development of variance reduction strategies to estimate rare events in biochemical systems. Obtaining this probability using brute force Monte Carlo simulations in conjunction with the stochastic simulation algorithm (Gillespie's method) is computationally prohibitive. To circumvent this, important sampling tools such as the weighted stochastic simulation algorithm and the doubly weighted stochastic simulation algorithm have been proposed. However, these strategies require an additional step of determining the important region to sample from, which is not straightforward for most of the problems. In this paper, we apply the subset simulation method, developed as a variance reduction tool in the context of structural engineering, to the problem of rare event estimation in biochemical systems. The main idea is that the rare event probability is expressed as a product of more frequent conditional probabilities. These conditional probabilities are estimated with high accuracy using Monte Carlo simulations, specifically the Markov chain Monte Carlo method with the modified Metropolis-Hastings algorithm. Generating sample realizations of the state vector using the stochastic simulation algorithm is viewed as mapping the discrete-state continuous-time random process to the standard normal random variable vector. This viewpoint opens up the possibility of applying more sophisticated and efficient sampling schemes developed elsewhere to problems in stochastic chemical kinetics. The results obtained using the subset simulation method are compared with existing variance reduction strategies for a few benchmark problems, and a satisfactory improvement in computational time is demonstrated.

Numerical optimization using flow equations.

PubMed

Punk, Matthias

2014-12-01

We develop a method for multidimensional optimization using flow equations. This method is based on homotopy continuation in combination with a maximum entropy approach. Extrema of the optimizing functional correspond to fixed points of the flow equation. While ideas based on Bayesian inference such as the maximum entropy method always depend on a prior probability, the additional step in our approach is to perform a continuous update of the prior during the homotopy flow. The prior probability thus enters the flow equation only as an initial condition. We demonstrate the applicability of this optimization method for two paradigmatic problems in theoretical condensed matter physics: numerical analytic continuation from imaginary to real frequencies and finding (variational) ground states of frustrated (quantum) Ising models with random or long-range antiferromagnetic interactions.

Numerical optimization using flow equations

NASA Astrophysics Data System (ADS)

Punk, Matthias

2014-12-01

We develop a method for multidimensional optimization using flow equations. This method is based on homotopy continuation in combination with a maximum entropy approach. Extrema of the optimizing functional correspond to fixed points of the flow equation. While ideas based on Bayesian inference such as the maximum entropy method always depend on a prior probability, the additional step in our approach is to perform a continuous update of the prior during the homotopy flow. The prior probability thus enters the flow equation only as an initial condition. We demonstrate the applicability of this optimization method for two paradigmatic problems in theoretical condensed matter physics: numerical analytic continuation from imaginary to real frequencies and finding (variational) ground states of frustrated (quantum) Ising models with random or long-range antiferromagnetic interactions.

A combinatorial perspective of the protein inference problem.

PubMed

Yang, Chao; He, Zengyou; Yu, Weichuan

2013-01-01

In a shotgun proteomics experiment, proteins are the most biologically meaningful output. The success of proteomics studies depends on the ability to accurately and efficiently identify proteins. Many methods have been proposed to facilitate the identification of proteins from peptide identification results. However, the relationship between protein identification and peptide identification has not been thoroughly explained before. In this paper, we devote ourselves to a combinatorial perspective of the protein inference problem. We employ combinatorial mathematics to calculate the conditional protein probabilities (protein probability means the probability that a protein is correctly identified) under three assumptions, which lead to a lower bound, an upper bound, and an empirical estimation of protein probabilities, respectively. The combinatorial perspective enables us to obtain an analytical expression for protein inference. Our method achieves comparable results with ProteinProphet in a more efficient manner in experiments on two data sets of standard protein mixtures and two data sets of real samples. Based on our model, we study the impact of unique peptides and degenerate peptides (degenerate peptides are peptides shared by at least two proteins) on protein probabilities. Meanwhile, we also study the relationship between our model and ProteinProphet. We name our program ProteinInfer. Its Java source code, our supplementary document and experimental results are available at: >http://bioinformatics.ust.hk/proteininfer.

Quantifying radionuclide signatures from a γ-γ coincidence system.

PubMed

Britton, Richard; Jackson, Mark J; Davies, Ashley V

2015-11-01

A method for quantifying gamma coincidence signatures has been developed, and tested in conjunction with a high-efficiency multi-detector system to quickly identify trace amounts of radioactive material. The γ-γ system utilises fully digital electronics and list-mode acquisition to time-stamp each event, allowing coincidence matrices to be easily produced alongside typical 'singles' spectra. To quantify the coincidence signatures a software package has been developed to calculate efficiency and cascade summing corrected branching ratios. This utilises ENSDF records as an input, and can be fully automated, allowing the user to quickly and easily create/update a coincidence library that contains all possible γ and conversion electron cascades, associated cascade emission probabilities, and true-coincidence summing corrected γ cascade detection probabilities. It is also fully searchable by energy, nuclide, coincidence pair, γ multiplicity, cascade probability and half-life of the cascade. The probabilities calculated were tested using measurements performed on the γ-γ system, and found to provide accurate results for the nuclides investigated. Given the flexibility of the method, (it only relies on evaluated nuclear data, and accurate efficiency characterisations), the software can now be utilised for a variety of systems, quickly and easily calculating coincidence signature probabilities. Crown Copyright © 2015. Published by Elsevier Ltd. All rights reserved.

Effects of delay and probability combinations on discounting in humans.

PubMed

Cox, David J; Dallery, Jesse

2016-10-01

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

Understanding environmental DNA detection probabilities: A case study using a stream-dwelling char Salvelinus fontinalis

USGS Publications Warehouse

Wilcox, Taylor M; Mckelvey, Kevin S.; Young, Michael K.; Sepulveda, Adam; Shepard, Bradley B.; Jane, Stephen F; Whiteley, Andrew R.; Lowe, Winsor H.; Schwartz, Michael K.

2016-01-01

Environmental DNA sampling (eDNA) has emerged as a powerful tool for detecting aquatic animals. Previous research suggests that eDNA methods are substantially more sensitive than traditional sampling. However, the factors influencing eDNA detection and the resulting sampling costs are still not well understood. Here we use multiple experiments to derive independent estimates of eDNA production rates and downstream persistence from brook trout (Salvelinus fontinalis) in streams. We use these estimates to parameterize models comparing the false negative detection rates of eDNA sampling and traditional backpack electrofishing. We find that using the protocols in this study eDNA had reasonable detection probabilities at extremely low animal densities (e.g., probability of detection 0.18 at densities of one fish per stream kilometer) and very high detection probabilities at population-level densities (e.g., probability of detection > 0.99 at densities of ≥ 3 fish per 100 m). This is substantially more sensitive than traditional electrofishing for determining the presence of brook trout and may translate into important cost savings when animals are rare. Our findings are consistent with a growing body of literature showing that eDNA sampling is a powerful tool for the detection of aquatic species, particularly those that are rare and difficult to sample using traditional methods.

Peak-flow characteristics of Virginia streams

USGS Publications Warehouse

Austin, Samuel H.; Krstolic, Jennifer L.; Wiegand, Ute

2011-01-01

Peak-flow annual exceedance probabilities, also called probability-percent chance flow estimates, and regional regression equations are provided describing the peak-flow characteristics of Virginia streams. Statistical methods are used to evaluate peak-flow data. Analysis of Virginia peak-flow data collected from 1895 through 2007 is summarized. Methods are provided for estimating unregulated peak flow of gaged and ungaged streams. Station peak-flow characteristics identified by fitting the logarithms of annual peak flows to a Log Pearson Type III frequency distribution yield annual exceedance probabilities of 0.5, 0.4292, 0.2, 0.1, 0.04, 0.02, 0.01, 0.005, and 0.002 for 476 streamgaging stations. Stream basin characteristics computed using spatial data and a geographic information system are used as explanatory variables in regional regression model equations for six physiographic regions to estimate regional annual exceedance probabilities at gaged and ungaged sites. Weighted peak-flow values that combine annual exceedance probabilities computed from gaging station data and from regional regression equations provide improved peak-flow estimates. Text, figures, and lists are provided summarizing selected peak-flow sites, delineated physiographic regions, peak-flow estimates, basin characteristics, regional regression model equations, error estimates, definitions, data sources, and candidate regression model equations. This study supersedes previous studies of peak flows in Virginia.

A three-step Maximum-A-Posterior probability method for InSAR data inversion of coseismic rupture with application to four recent large earthquakes in Asia

NASA Astrophysics Data System (ADS)

Sun, J.; Shen, Z.; Burgmann, R.; Liang, F.

2012-12-01

We develop a three-step Maximum-A-Posterior probability (MAP) method for coseismic rupture inversion, which aims at maximizing the a posterior probability density function (PDF) of elastic solutions of earthquake rupture. The method originates from the Fully Bayesian Inversion (FBI) and the Mixed linear-nonlinear Bayesian inversion (MBI) methods , shares the same a posterior PDF with them and keeps most of their merits, while overcoming its convergence difficulty when large numbers of low quality data are used and improving the convergence rate greatly using optimization procedures. A highly efficient global optimization algorithm, Adaptive Simulated Annealing (ASA), is used to search for the maximum posterior probability in the first step. The non-slip parameters are determined by the global optimization method, and the slip parameters are inverted for using the least squares method without positivity constraint initially, and then damped to physically reasonable range. This step MAP inversion brings the inversion close to 'true' solution quickly and jumps over local maximum regions in high-dimensional parameter space. The second step inversion approaches the 'true' solution further with positivity constraints subsequently applied on slip parameters using the Monte Carlo Inversion (MCI) technique, with all parameters obtained from step one as the initial solution. Then the slip artifacts are eliminated from slip models in the third step MAP inversion with fault geometry parameters fixed. We first used a designed model with 45 degree dipping angle and oblique slip, and corresponding synthetic InSAR data sets to validate the efficiency and accuracy of method. We then applied the method on four recent large earthquakes in Asia, namely the 2010 Yushu, China earthquake, the 2011 Burma earthquake, the 2011 New Zealand earthquake and the 2008 Qinghai, China earthquake, and compared our results with those results from other groups. Our results show the effectiveness of the method in earthquake studies and a number of advantages of it over other methods. The details will be reported on the meeting.

Percolation

NASA Astrophysics Data System (ADS)

Dã¡Vila, Alã¡N.; Escudero, Christian; López, Jorge, , Dr.

2004-10-01

Several methods have been developed in order to study phase transitions in nuclear fragmentation. The one used in this research is Percolation. This method allows us to adjust resulting data to heavy ion collisions experiments. In systems, such as atomic nuclei or molecules, energy is put into the system. The system's particles move away from each other until their links are broken. Some particles will still be linked. The fragments' distribution is found to be a power law. We are witnessing then a critical phenomenon. In our model the particles are represented as occupied spaces in a cubical array. Each particle has a bound to each one of its 6 neighbors. Each bound can be active if the two particles are linked or inactive if they are not. When two or more particles are linked, a fragment is formed. The probability for a specific link to be broken cannot be calculated, so the probability for a bound to be active is going to be used as parameter when trying to adjust the data. For a given probability p several arrays are generated. The fragments are counted. The fragments' distribution is then adjusted to a power law. The probability that generates the better fit is going to be the critical probability that indicates a phase transition. The better fit is found by seeking the fragments' distribution that gives the minimal chi squared when compared to a power law. As additional evidence of criticality the entropy and normalized variance of the mass are also calculated for each probability.

Levels and determinants of switching following intrauterine device discontinuation in 14 developing countries.

PubMed

Ali, Mohamed M; Park, Min Hae; Ngo, Thoai D

2014-07-01

To examine the levels and determinants of switching to any reversible modern contraceptive method following intrauterine device (IUD) discontinuation due to method-related reasons among women in developing countries. We analysed 5-year contraceptive calendar data from 14 Demographic and Health Surveys, conducted in 1993-2008 (n=218,092 women; 17,151 women contributed a total of 18,485 IUD episodes). Life-table methods were used to determine overall and cause-specific probabilities of IUD discontinuation at 12 months of use. For IUD episodes discontinued due to method-related reasons, the probability of switching to another reversible modern method within 3 months was estimated, overall and by place of residence, education level, motivation for use, age category and wealth tertiles. Country-specific rate ratios (RR) were estimated using generalized linear models, and pooled RRs using meta-analyses. The median duration of uninterrupted IUD use was 37 months. At 12 months, median probability of discontinuation was 13.2% and median probability of discontinuation due to method-related reasons was 8.9%. Within 3 months of discontinuation due to method-related reasons, half of the women had switched to another reversible modern method, 12% switched to traditional methods, 12% became pregnant, and 25% remained at risk for pregnancy. More educated women were more likely to switch to another reversible modern method than women with primary education or less (pooled RR 1.47; 95% CI 1.10-1.96), as were women in the highest wealth tertile (pooled RR 1.38; 95% CI 1.04-1.83) and women who were limiting births (pooled RR 1.35; 95% CI 1.08-1.68). Delays to switching and switching to less reliable methods following IUD discontinuation remain a problem, exposing women to the risk of unwanted pregnancy. Family planning programmes should aim to improve quality of services through strengthening of counselling and follow-up services to support women's continuation of effective methods. The risk of unintended pregnancy following IUD discontinuation remains high in developing countries. The quality of family planning services may be an important factor in switching to alternative modern contraceptive methods. Service providers should focus on counselling services and follow-up of women to support the continued use of effective methods. Copyright © 2014 The Authors. Published by Elsevier Inc. All rights reserved.

Fuzzy rationality and parameter elicitation in decision analysis

NASA Astrophysics Data System (ADS)

Nikolova, Natalia D.; Tenekedjiev, Kiril I.

2010-07-01

It is widely recognised by decision analysts that real decision-makers always make estimates in an interval form. An overview of techniques to find an optimal alternative among such with imprecise and interval probabilities is presented. Scalarisation methods are outlined as most appropriate. A proper continuation of such techniques is fuzzy rational (FR) decision analysis. A detailed representation of the elicitation process influenced by fuzzy rationality is given. The interval character of probabilities leads to the introduction of ribbon functions, whose general form and special cases are compared with the p-boxes. As demonstrated, approximation of utilities in FR decision analysis does not depend on the probabilities, but the approximation of probabilities is dependent on preferences.

Local Directed Percolation Probability in Two Dimensions

NASA Astrophysics Data System (ADS)

Inui, Norio; Konno, Norio; Komatsu, Genichi; Kameoka, Koichi

1998-01-01

Using the series expansion method and Monte Carlo simulation,we study the directed percolation probability on the square lattice Vn0=\\{ (x,y) \\in {Z}2:x+y=even, 0 ≤ y ≤ n, - y ≤ x ≤ y \\}.We calculate the local percolationprobability Pnl defined as the connection probability between theorigin and a site (0,n). The critical behavior of P∞lis clearly different from the global percolation probability P∞g characterized by a critical exponent βg.An analysis based on the Padé approximants shows βl=2βg.In addition, we find that the series expansion of P2nl can be expressed as a function of Png.

Fixation probability on clique-based graphs

NASA Astrophysics Data System (ADS)

Choi, Jeong-Ok; Yu, Unjong

2018-02-01

The fixation probability of a mutant in the evolutionary dynamics of Moran process is calculated by the Monte-Carlo method on a few families of clique-based graphs. It is shown that the complete suppression of fixation can be realized with the generalized clique-wheel graph in the limit of small wheel-clique ratio and infinite size. The family of clique-star is an amplifier, and clique-arms graph changes from amplifier to suppressor as the fitness of the mutant increases. We demonstrate that the overall structure of a graph can be more important to determine the fixation probability than the degree or the heat heterogeneity. The dependence of the fixation probability on the position of the first mutant is discussed.

Electron number probability distributions for correlated wave functions.

PubMed

Francisco, E; Martín Pendás, A; Blanco, M A

2007-03-07

Efficient formulas for computing the probability of finding exactly an integer number of electrons in an arbitrarily chosen volume are only known for single-determinant wave functions [E. Cances et al., Theor. Chem. Acc. 111, 373 (2004)]. In this article, an algebraic method is presented that extends these formulas to the case of multideterminant wave functions and any number of disjoint volumes. The derived expressions are applied to compute the probabilities within the atomic domains derived from the space partitioning based on the quantum theory of atoms in molecules. Results for a series of test molecules are presented, paying particular attention to the effects of electron correlation and of some numerical approximations on the computed probabilities.

Landsat D Thematic Mapper image dimensionality reduction and geometric correction accuracy

NASA Technical Reports Server (NTRS)

Ford, G. E.

1986-01-01

To characterize and quantify the performance of the Landsat thematic mapper (TM), techniques for dimensionality reduction by linear transformation have been studied and evaluated and the accuracy of the correction of geometric errors in TM images analyzed. Theoretical evaluations and comparisons for existing methods for the design of linear transformation for dimensionality reduction are presented. These methods include the discrete Karhunen Loeve (KL) expansion, Multiple Discriminant Analysis (MDA), Thematic Mapper (TM)-Tasseled Cap Linear Transformation and Singular Value Decomposition (SVD). A unified approach to these design problems is presented in which each method involves optimizing an objective function with respect to the linear transformation matrix. From these studies, four modified methods are proposed. They are referred to as the Space Variant Linear Transformation, the KL Transform-MDA hybrid method, and the First and Second Version of the Weighted MDA method. The modifications involve the assignment of weights to classes to achieve improvements in the class conditional probability of error for classes with high weights. Experimental evaluations of the existing and proposed methods have been performed using the six reflective bands of the TM data. It is shown that in terms of probability of classification error and the percentage of the cumulative eigenvalues, the six reflective bands of the TM data require only a three dimensional feature space. It is shown experimentally as well that for the proposed methods, the classes with high weights have improvements in class conditional probability of error estimates as expected.

A Method for Dynamic Risk Assessment and Management of Rockbursts in Drill and Blast Tunnels

NASA Astrophysics Data System (ADS)

Liu, Guo-Feng; Feng, Xia-Ting; Feng, Guang-Liang; Chen, Bing-Rui; Chen, Dong-Fang; Duan, Shu-Qian

2016-08-01

Focusing on the problems caused by rockburst hazards in deep tunnels, such as casualties, damage to construction equipment and facilities, construction schedule delays, and project cost increase, this research attempts to present a methodology for dynamic risk assessment and management of rockbursts in D&B tunnels. The basic idea of dynamic risk assessment and management of rockbursts is determined, and methods associated with each step in the rockburst risk assessment and management process are given, respectively. Among them, the main parts include a microseismic method for early warning the occurrence probability of rockburst risk, an estimation method that aims to assess potential consequences of rockburst risk, an evaluation method that utilizes a new quantitative index considering both occurrence probability and consequences for determining the level of rockburst risk, and the dynamic updating. Specifically, this research briefly describes the referenced microseismic method of warning rockburst, but focuses on the analysis of consequences and associated risk assessment and management of rockburst. Using the proposed method of risk assessment and management of rockburst, the occurrence probability, potential consequences, and the level of rockburst risk can be obtained in real-time during tunnel excavation, which contributes to the dynamic optimisation of risk mitigation measures and their application. The applicability of the proposed method has been verified by those cases from the Jinping II deep headrace and water drainage tunnels at depths of 1900-2525 m (with a length of 11.6 km in total for D&B tunnels).

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

NASA Astrophysics Data System (ADS)

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

2013-04-01

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

Wald Sequential Probability Ratio Test for Space Object Conjunction Assessment

NASA Technical Reports Server (NTRS)

Carpenter, James R.; Markley, F Landis

2014-01-01

This paper shows how satellite owner/operators may use sequential estimates of collision probability, along with a prior assessment of the base risk of collision, in a compound hypothesis ratio test to inform decisions concerning collision risk mitigation maneuvers. The compound hypothesis test reduces to a simple probability ratio test, which appears to be a novel result. The test satisfies tolerances related to targeted false alarm and missed detection rates. This result is independent of the method one uses to compute the probability density that one integrates to compute collision probability. A well-established test case from the literature shows that this test yields acceptable results within the constraints of a typical operational conjunction assessment decision timeline. Another example illustrates the use of the test in a practical conjunction assessment scenario based on operations of the International Space Station.

An Inverse Problem for a Class of Conditional Probability Measure-Dependent Evolution Equations

PubMed Central

Mirzaev, Inom; Byrne, Erin C.; Bortz, David M.

2016-01-01

We investigate the inverse problem of identifying a conditional probability measure in measure-dependent evolution equations arising in size-structured population modeling. We formulate the inverse problem as a least squares problem for the probability measure estimation. Using the Prohorov metric framework, we prove existence and consistency of the least squares estimates and outline a discretization scheme for approximating a conditional probability measure. For this scheme, we prove general method stability. The work is motivated by Partial Differential Equation (PDE) models of flocculation for which the shape of the post-fragmentation conditional probability measure greatly impacts the solution dynamics. To illustrate our methodology, we apply the theory to a particular PDE model that arises in the study of population dynamics for flocculating bacterial aggregates in suspension, and provide numerical evidence for the utility of the approach. PMID:28316360

The effect of incremental changes in phonotactic probability and neighborhood density on word learning by preschool children

PubMed Central

Storkel, Holly L.; Bontempo, Daniel E.; Aschenbrenner, Andrew J.; Maekawa, Junko; Lee, Su-Yeon

2013-01-01

Purpose Phonotactic probability or neighborhood density have predominately been defined using gross distinctions (i.e., low vs. high). The current studies examined the influence of finer changes in probability (Experiment 1) and density (Experiment 2) on word learning. Method The full range of probability or density was examined by sampling five nonwords from each of four quartiles. Three- and 5-year-old children received training on nonword-nonobject pairs. Learning was measured in a picture-naming task immediately following training and 1-week after training. Results were analyzed using multi-level modeling. Results A linear spline model best captured nonlinearities in phonotactic probability. Specifically word learning improved as probability increased in the lowest quartile, worsened as probability increased in the midlow quartile, and then remained stable and poor in the two highest quartiles. An ordinary linear model sufficiently described neighborhood density. Here, word learning improved as density increased across all quartiles. Conclusion Given these different patterns, phonotactic probability and neighborhood density appear to influence different word learning processes. Specifically, phonotactic probability may affect recognition that a sound sequence is an acceptable word in the language and is a novel word for the child, whereas neighborhood density may influence creation of a new representation in long-term memory. PMID:23882005

Estimation of distributional parameters for censored trace level water quality data: 1. Estimation techniques

USGS Publications Warehouse

Gilliom, Robert J.; Helsel, Dennis R.

1986-01-01

A recurring difficulty encountered in investigations of many metals and organic contaminants in ambient waters is that a substantial portion of water sample concentrations are below limits of detection established by analytical laboratories. Several methods were evaluated for estimating distributional parameters for such censored data sets using only uncensored observations. Their reliabilities were evaluated by a Monte Carlo experiment in which small samples were generated from a wide range of parent distributions and censored at varying levels. Eight methods were used to estimate the mean, standard deviation, median, and interquartile range. Criteria were developed, based on the distribution of uncensored observations, for determining the best performing parameter estimation method for any particular data set. The most robust method for minimizing error in censored-sample estimates of the four distributional parameters over all simulation conditions was the log-probability regression method. With this method, censored observations are assumed to follow the zero-to-censoring level portion of a lognormal distribution obtained by a least squares regression between logarithms of uncensored concentration observations and their z scores. When method performance was separately evaluated for each distributional parameter over all simulation conditions, the log-probability regression method still had the smallest errors for the mean and standard deviation, but the lognormal maximum likelihood method had the smallest errors for the median and interquartile range. When data sets were classified prior to parameter estimation into groups reflecting their probable parent distributions, the ranking of estimation methods was similar, but the accuracy of error estimates was markedly improved over those without classification.

Normal uniform mixture differential gene expression detection for cDNA microarrays

PubMed Central

Dean, Nema; Raftery, Adrian E

2005-01-01

Background One of the primary tasks in analysing gene expression data is finding genes that are differentially expressed in different samples. Multiple testing issues due to the thousands of tests run make some of the more popular methods for doing this problematic. Results We propose a simple method, Normal Uniform Differential Gene Expression (NUDGE) detection for finding differentially expressed genes in cDNA microarrays. The method uses a simple univariate normal-uniform mixture model, in combination with new normalization methods for spread as well as mean that extend the lowess normalization of Dudoit, Yang, Callow and Speed (2002) [1]. It takes account of multiple testing, and gives probabilities of differential expression as part of its output. It can be applied to either single-slide or replicated experiments, and it is very fast. Three datasets are analyzed using NUDGE, and the results are compared to those given by other popular methods: unadjusted and Bonferroni-adjusted t tests, Significance Analysis of Microarrays (SAM), and Empirical Bayes for microarrays (EBarrays) with both Gamma-Gamma and Lognormal-Normal models. Conclusion The method gives a high probability of differential expression to genes known/suspected a priori to be differentially expressed and a low probability to the others. In terms of known false positives and false negatives, the method outperforms all multiple-replicate methods except for the Gamma-Gamma EBarrays method to which it offers comparable results with the added advantages of greater simplicity, speed, fewer assumptions and applicability to the single replicate case. An R package called nudge to implement the methods in this paper will be made available soon at . PMID:16011807

Estimation of distributional parameters for censored trace level water quality data. 1. Estimation Techniques

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

Gilliom, R.J.; Helsel, D.R.

1986-02-01

A recurring difficulty encountered in investigations of many metals and organic contaminants in ambient waters is that a substantial portion of water sample concentrations are below limits of detection established by analytical laboratories. Several methods were evaluated for estimating distributional parameters for such censored data sets using only uncensored observations. Their reliabilities were evaluated by a Monte Carlo experiment in which small samples were generated from a wide range of parent distributions and censored at varying levels. Eight methods were used to estimate the mean, standard deviation, median, and interquartile range. Criteria were developed, based on the distribution of uncensoredmore » observations, for determining the best performing parameter estimation method for any particular data det. The most robust method for minimizing error in censored-sample estimates of the four distributional parameters over all simulation conditions was the log-probability regression method. With this method, censored observations are assumed to follow the zero-to-censoring level portion of a lognormal distribution obtained by a least squares regression between logarithms of uncensored concentration observations and their z scores. When method performance was separately evaluated for each distributional parameter over all simulation conditions, the log-probability regression method still had the smallest errors for the mean and standard deviation, but the lognormal maximum likelihood method had the smallest errors for the median and interquartile range. When data sets were classified prior to parameter estimation into groups reflecting their probable parent distributions, the ranking of estimation methods was similar, but the accuracy of error estimates was markedly improved over those without classification.« less

Estimation of distributional parameters for censored trace-level water-quality data

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

Gilliom, R.J.; Helsel, D.R.

1984-01-01

A recurring difficulty encountered in investigations of many metals and organic contaminants in ambient waters is that a substantial portion of water-sample concentrations are below limits of detection established by analytical laboratories. Several methods were evaluated for estimating distributional parameters for such censored data sets using only uncensored observations. Their reliabilities were evaluated by a Monte Carlo experiment in which small samples were generated from a wide range of parent distributions and censored at varying levels. Eight methods were used to estimate the mean, standard deviation, median, and interquartile range. Criteria were developed, based on the distribution of uncensored observations,more » for determining the best-performing parameter estimation method for any particular data set. The most robust method for minimizing error in censored-sample estimates of the four distributional parameters over all simulation conditions was the log-probability regression method. With this method, censored observations are assumed to follow the zero-to-censoring level portion of a lognormal distribution obtained by a least-squares regression between logarithms of uncensored concentration observations and their z scores. When method performance was separately evaluated for each distributional parameter over all simulation conditions, the log-probability regression method still had the smallest errors for the mean and standard deviation, but the lognormal maximum likelihood method had the smallest errors for the median and interquartile range. When data sets were classified prior to parameter estimation into groups reflecting their probable parent distributions, the ranking of estimation methods was similar, but the accuracy of error estimates was markedly improved over those without classification. 6 figs., 6 tabs.« less

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

NASA Astrophysics Data System (ADS)

Fukutani, Y.

2017-12-01

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

Comparison of different statistical methods for estimation of extreme sea levels with wave set-up contribution

NASA Astrophysics Data System (ADS)

Kergadallan, Xavier; Bernardara, Pietro; Benoit, Michel; Andreewsky, Marc; Weiss, Jérôme

2013-04-01

Estimating the probability of occurrence of extreme sea levels is a central issue for the protection of the coast. Return periods of sea level with wave set-up contribution are estimated here in one site : Cherbourg in France in the English Channel. The methodology follows two steps : the first one is computation of joint probability of simultaneous wave height and still sea level, the second one is interpretation of that joint probabilities to assess a sea level for a given return period. Two different approaches were evaluated to compute joint probability of simultaneous wave height and still sea level : the first one is multivariate extreme values distributions of logistic type in which all components of the variables become large simultaneously, the second one is conditional approach for multivariate extreme values in which only one component of the variables have to be large. Two different methods were applied to estimate sea level with wave set-up contribution for a given return period : Monte-Carlo simulation in which estimation is more accurate but needs higher calculation time and classical ocean engineering design contours of type inverse-FORM in which the method is simpler and allows more complex estimation of wave setup part (wave propagation to the coast for example). We compare results from the two different approaches with the two different methods. To be able to use both Monte-Carlo simulation and design contours methods, wave setup is estimated with an simple empirical formula. We show advantages of the conditional approach compared to the multivariate extreme values approach when extreme sea-level occurs when either surge or wave height is large. We discuss the validity of the ocean engineering design contours method which is an alternative when computation of sea levels is too complex to use Monte-Carlo simulation method.

An efficient distribution method for nonlinear transport problems in highly heterogeneous stochastic porous media

NASA Astrophysics Data System (ADS)

Ibrahima, Fayadhoi; Meyer, Daniel; Tchelepi, Hamdi

2016-04-01

Because geophysical data are inexorably sparse and incomplete, stochastic treatments of simulated responses are crucial to explore possible scenarios and assess risks in subsurface problems. In particular, nonlinear two-phase flows in porous media are essential, yet challenging, in reservoir simulation and hydrology. Adding highly heterogeneous and uncertain input, such as the permeability and porosity fields, transforms the estimation of the flow response into a tough stochastic problem for which computationally expensive Monte Carlo (MC) simulations remain the preferred option.We propose an alternative approach to evaluate the probability distribution of the (water) saturation for the stochastic Buckley-Leverett problem when the probability distributions of the permeability and porosity fields are available. We give a computationally efficient and numerically accurate method to estimate the one-point probability density (PDF) and cumulative distribution functions (CDF) of the (water) saturation. The distribution method draws inspiration from a Lagrangian approach of the stochastic transport problem and expresses the saturation PDF and CDF essentially in terms of a deterministic mapping and the distribution and statistics of scalar random fields. In a large class of applications these random fields can be estimated at low computational costs (few MC runs), thus making the distribution method attractive. Even though the method relies on a key assumption of fixed streamlines, we show that it performs well for high input variances, which is the case of interest. Once the saturation distribution is determined, any one-point statistics thereof can be obtained, especially the saturation average and standard deviation. Moreover, the probability of rare events and saturation quantiles (e.g. P10, P50 and P90) can be efficiently derived from the distribution method. These statistics can then be used for risk assessment, as well as data assimilation and uncertainty reduction in the prior knowledge of input distributions. We provide various examples and comparisons with MC simulations to illustrate the performance of the method.

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

ERIC Educational Resources Information Center

Vahabi, Mandana

2010-01-01

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

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

Diwaker, E-mail: diwakerphysics@gmail.com; Chakraborty, Aniruddha

The Smoluchowski equation with a time-dependent sink term is solved exactly. In this method, knowing the probability distribution P(0, s) at the origin, allows deriving the probability distribution P(x, s) at all positions. Exact solutions of the Smoluchowski equation are also provided in different cases where the sink term has linear, constant, inverse, and exponential variation in time.

Teaching Probability for Conceptual Change (La Ensenanza de la Probabilidad por Cambio Conceptual).

ERIC Educational Resources Information Center

Castro, Cesar Saenz

1998-01-01

Presents a theoretical proposal of a methodology for the teaching of probability theory. Discusses the importance of the epistemological approach of Lakatos and the perspective of the conceptual change. Discusses research using a proposed didactic method with Spanish high school students (N=6). Concludes that significant differences on all…

The Sequential Probability Ratio Test and Binary Item Response Models

ERIC Educational Resources Information Center

Nydick, Steven W.

2014-01-01

The sequential probability ratio test (SPRT) is a common method for terminating item response theory (IRT)-based adaptive classification tests. To decide whether a classification test should stop, the SPRT compares a simple log-likelihood ratio, based on the classification bound separating two categories, to prespecified critical values. As has…

Schedule Risk Assessment

NASA Technical Reports Server (NTRS)

Smith, Greg

2003-01-01

Schedule risk assessments determine the likelihood of finishing on time. Each task in a schedule has a varying degree of probability of being finished on time. A schedule risk assessment quantifies these probabilities by assigning values to each task. This viewgraph presentation contains a flow chart for conducting a schedule risk assessment, and profiles applicable several methods of data analysis.

Probability of coincidental similarity among the orbits of small bodies - I. Pairing

NASA Astrophysics Data System (ADS)

Jopek, Tadeusz Jan; Bronikowska, Małgorzata

2017-09-01

Probability of coincidental clustering among orbits of comets, asteroids and meteoroids depends on many factors like: the size of the orbital sample searched for clusters or the size of the identified group, it is different for groups of 2,3,4,… members. Probability of coincidental clustering is assessed by the numerical simulation, therefore, it depends also on the method used for the synthetic orbits generation. We have tested the impact of some of these factors. For a given size of the orbital sample we have assessed probability of random pairing among several orbital populations of different sizes. We have found how these probabilities vary with the size of the orbital samples. Finally, keeping fixed size of the orbital sample we have shown that the probability of random pairing can be significantly different for the orbital samples obtained by different observation techniques. Also for the user convenience we have obtained several formulae which, for given size of the orbital sample can be used to calculate the similarity threshold corresponding to the small value of the probability of coincidental similarity among two orbits.

Uncertainty quantification for complex systems with very high dimensional response using Grassmann manifold variations

NASA Astrophysics Data System (ADS)

Giovanis, D. G.; Shields, M. D.

2018-07-01

This paper addresses uncertainty quantification (UQ) for problems where scalar (or low-dimensional vector) response quantities are insufficient and, instead, full-field (very high-dimensional) responses are of interest. To do so, an adaptive stochastic simulation-based methodology is introduced that refines the probability space based on Grassmann manifold variations. The proposed method has a multi-element character discretizing the probability space into simplex elements using a Delaunay triangulation. For every simplex, the high-dimensional solutions corresponding to its vertices (sample points) are projected onto the Grassmann manifold. The pairwise distances between these points are calculated using appropriately defined metrics and the elements with large total distance are sub-sampled and refined. As a result, regions of the probability space that produce significant changes in the full-field solution are accurately resolved. An added benefit is that an approximation of the solution within each element can be obtained by interpolation on the Grassmann manifold. The method is applied to study the probability of shear band formation in a bulk metallic glass using the shear transformation zone theory.

A chi-square goodness-of-fit test for non-identically distributed random variables: with application to empirical Bayes

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

Conover, W.J.; Cox, D.D.; Martz, H.F.

1997-12-01

When using parametric empirical Bayes estimation methods for estimating the binomial or Poisson parameter, the validity of the assumed beta or gamma conjugate prior distribution is an important diagnostic consideration. Chi-square goodness-of-fit tests of the beta or gamma prior hypothesis are developed for use when the binomial sample sizes or Poisson exposure times vary. Nine examples illustrate the application of the methods, using real data from such diverse applications as the loss of feedwater flow rates in nuclear power plants, the probability of failure to run on demand and the failure rates of the high pressure coolant injection systems atmore » US commercial boiling water reactors, the probability of failure to run on demand of emergency diesel generators in US commercial nuclear power plants, the rate of failure of aircraft air conditioners, baseball batting averages, the probability of testing positive for toxoplasmosis, and the probability of tumors in rats. The tests are easily applied in practice by means of corresponding Mathematica{reg_sign} computer programs which are provided.« less

Probabilistic approach to lysozyme crystal nucleation kinetics.

PubMed

Dimitrov, Ivaylo L; Hodzhaoglu, Feyzim V; Koleva, Dobryana P

2015-09-01

Nucleation of lysozyme crystals in quiescent solutions at a regime of progressive nucleation is investigated under an optical microscope at conditions of constant supersaturation. A method based on the stochastic nature of crystal nucleation and using discrete time sampling of small solution volumes for the presence or absence of detectable crystals is developed. It allows probabilities for crystal detection to be experimentally estimated. One hundred single samplings were used for each probability determination for 18 time intervals and six lysozyme concentrations. Fitting of a particular probability function to experimentally obtained data made possible the direct evaluation of stationary rates for lysozyme crystal nucleation, the time for growth of supernuclei to a detectable size and probability distribution of nucleation times. Obtained stationary nucleation rates were then used for the calculation of other nucleation parameters, such as the kinetic nucleation factor, nucleus size, work for nucleus formation and effective specific surface energy of the nucleus. The experimental method itself is simple and adaptable and can be used for crystal nucleation studies of arbitrary soluble substances with known solubility at particular solution conditions.

Prediction of beta-turns in proteins using the first-order Markov models.

PubMed

Lin, Thy-Hou; Wang, Ging-Ming; Wang, Yen-Tseng

2002-01-01

We present a method based on the first-order Markov models for predicting simple beta-turns and loops containing multiple turns in proteins. Sequences of 338 proteins in a database are divided using the published turn criteria into the following three regions, namely, the turn, the boundary, and the nonturn ones. A transition probability matrix is constructed for either the turn or the nonturn region using the weighted transition probabilities computed for dipeptides identified from each region. There are two such matrices constructed for the boundary region since the transition probabilities for dipeptides immediately preceding or following a turn are different. The window used for scanning a protein sequence from amino (N-) to carboxyl (C-) terminal is a hexapeptide since the transition probability computed for a turn tetrapeptide is capped at both the N- and C- termini with a boundary transition probability indexed respectively from the two boundary transition matrices. A sum of the averaged product of the transition probabilities of all the hexapeptides involving each residue is computed. This is then weighted with a probability computed from assuming that all the hexapeptides are from the nonturn region to give the final prediction quantity. Both simple beta-turns and loops containing multiple turns in a protein are then identified by the rising of the prediction quantity computed. The performance of the prediction scheme or the percentage (%) of correct prediction is evaluated through computation of Matthews correlation coefficients for each protein predicted. It is found that the prediction method is capable of giving prediction results with better correlation between the percent of correct prediction and the Matthews correlation coefficients for a group of test proteins as compared with those predicted using some secondary structural prediction methods. The prediction accuracy for about 40% of proteins in the database or 50% of proteins in the test set is better than 70%. Such a percentage for the test set is reduced to 30 if the structures of all the proteins in the set are treated as unknown.

Trait mindfulness, reasons for living and general symptom severity as predictors of suicide probability in males with substance abuse or dependence.

PubMed

Mohammadkhani, Parvaneh; Khanipour, Hamid; Azadmehr, Hedieh; Mobramm, Ardeshir; Naseri, Esmaeil

2015-01-01

The aim of this study was to evaluate suicide probability in Iranian males with substance abuse or dependence disorder and to investigate the predictors of suicide probability based on trait mindfulness, reasons for living and severity of general psychiatric symptoms. Participants were 324 individuals with substance abuse or dependence in an outpatient setting and prison. Reasons for living questionnaire, Mindfulness Attention Awareness Scale and Suicide probability Scale were used as instruments. Sample was selected based on convenience sampling method. Data were analyzed using SPSS and AMOS. The life-time prevalence of suicide attempt in the outpatient setting was35% and it was 42% in the prison setting. Suicide probability in the prison setting was significantly higher than in the outpatient setting (p<0.001). The severity of general symptom strongly correlated with suicide probability. Trait mindfulness, not reasons for living beliefs, had a mediating effect in the relationship between the severity of general symptoms and suicide probability. Fear of social disapproval, survival and coping beliefs and child-related concerns significantly predicted suicide probability (p<0.001). It could be suggested that trait mindfulness was more effective in preventing suicide probability than beliefs about reasons for living in individuals with substance abuse or dependence disorders. The severity of general symptom should be regarded as an important risk factor of suicide probability.

Fault tree analysis of failure cause of crushing plant and mixing bed hall at Khoy cement factory in Iran☆

PubMed Central

Nouri.Gharahasanlou, Ali; Mokhtarei, Ashkan; Khodayarei, Aliasqar; Ataei, Mohammad

2014-01-01

Evaluating and analyzing the risk in the mining industry is a new approach for improving the machinery performance. Reliability, safety, and maintenance management based on the risk analysis can enhance the overall availability and utilization of the mining technological systems. This study investigates the failure occurrence probability of the crushing and mixing bed hall department at Azarabadegan Khoy cement plant by using fault tree analysis (FTA) method. The results of the analysis in 200 h operating interval show that the probability of failure occurrence for crushing, conveyor systems, crushing and mixing bed hall department is 73, 64, and 95 percent respectively and the conveyor belt subsystem found as the most probable system for failure. Finally, maintenance as a method of control and prevent the occurrence of failure is proposed. PMID:26779433

Fault tree analysis of failure cause of crushing plant and mixing bed hall at Khoy cement factory in Iran.

PubMed

Nouri Gharahasanlou, Ali; Mokhtarei, Ashkan; Khodayarei, Aliasqar; Ataei, Mohammad

2014-04-01

Evaluating and analyzing the risk in the mining industry is a new approach for improving the machinery performance. Reliability, safety, and maintenance management based on the risk analysis can enhance the overall availability and utilization of the mining technological systems. This study investigates the failure occurrence probability of the crushing and mixing bed hall department at Azarabadegan Khoy cement plant by using fault tree analysis (FTA) method. The results of the analysis in 200 h operating interval show that the probability of failure occurrence for crushing, conveyor systems, crushing and mixing bed hall department is 73, 64, and 95 percent respectively and the conveyor belt subsystem found as the most probable system for failure. Finally, maintenance as a method of control and prevent the occurrence of failure is proposed.

Dimension from covariance matrices.

PubMed

Carroll, T L; Byers, J M

2017-02-01

We describe a method to estimate embedding dimension from a time series. This method includes an estimate of the probability that the dimension estimate is valid. Such validity estimates are not common in algorithms for calculating the properties of dynamical systems. The algorithm described here compares the eigenvalues of covariance matrices created from an embedded signal to the eigenvalues for a covariance matrix of a Gaussian random process with the same dimension and number of points. A statistical test gives the probability that the eigenvalues for the embedded signal did not come from the Gaussian random process.

Evidence reasoning method for constructing conditional probability tables in a Bayesian network of multimorbidity.

PubMed

Du, Yuanwei; Guo, Yubin

2015-01-01

The intrinsic mechanism of multimorbidity is difficult to recognize and prediction and diagnosis are difficult to carry out accordingly. Bayesian networks can help to diagnose multimorbidity in health care, but it is difficult to obtain the conditional probability table (CPT) because of the lack of clinically statistical data. Today, expert knowledge and experience are increasingly used in training Bayesian networks in order to help predict or diagnose diseases, but the CPT in Bayesian networks is usually irrational or ineffective for ignoring realistic constraints especially in multimorbidity. In order to solve these problems, an evidence reasoning (ER) approach is employed to extract and fuse inference data from experts using a belief distribution and recursive ER algorithm, based on which evidence reasoning method for constructing conditional probability tables in Bayesian network of multimorbidity is presented step by step. A multimorbidity numerical example is used to demonstrate the method and prove its feasibility and application. Bayesian network can be determined as long as the inference assessment is inferred by each expert according to his/her knowledge or experience. Our method is more effective than existing methods for extracting expert inference data accurately and is fused effectively for constructing CPTs in a Bayesian network of multimorbidity.

Probability distribution functions for unit hydrographs with optimization using genetic algorithm

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

Probabilistic liver atlas construction.

PubMed

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

2017-01-13

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

Effectiveness of two conventional methods for seismic retrofit of steel and RC moment resisting frames based on damage control criteria

NASA Astrophysics Data System (ADS)

Beheshti Aval, Seyed Bahram; Kouhestani, Hamed Sadegh; Mottaghi, Lida

2017-07-01

This study investigates the efficiency of two types of rehabilitation methods based on economic justification that can lead to logical decision making between the retrofitting schemes. Among various rehabilitation methods, concentric chevron bracing (CCB) and cylindrical friction damper (CFD) were selected. The performance assessment procedure of the frames is divided into two distinct phases. First, the limit state probabilities of the structures before and after rehabilitation are investigated. In the second phase, the seismic risk of structures in terms of life safety and financial losses (decision variables) using the recently published FEMA P58 methodology is evaluated. The results show that the proposed retrofitting methods improve the serviceability and life safety performance levels of steel and RC structures at different rates when subjected to earthquake loads. Moreover, these procedures reveal that financial losses are greatly decreased, and were more tangible by the application of CFD rather than using CCB. Although using both retrofitting methods reduced damage state probabilities, incorporation of a site-specific seismic hazard curve to evaluate mean annual occurrence frequency at the collapse prevention limit state caused unexpected results to be obtained. Contrary to CFD, the collapse probability of the structures retrofitted with CCB increased when compared with the primary structures.

Probability-Based Recognition Framework for Underwater Landmarks Using Sonar Images †

PubMed Central

Choi, Jinwoo; Choi, Hyun-Taek

2017-01-01

This paper proposes a probability-based framework for recognizing underwater landmarks using sonar images. Current recognition methods use a single image, which does not provide reliable results because of weaknesses of the sonar image such as unstable acoustic source, many speckle noises, low resolution images, single channel image, and so on. However, using consecutive sonar images, if the status—i.e., the existence and identity (or name)—of an object is continuously evaluated by a stochastic method, the result of the recognition method is available for calculating the uncertainty, and it is more suitable for various applications. Our proposed framework consists of three steps: (1) candidate selection, (2) continuity evaluation, and (3) Bayesian feature estimation. Two probability methods—particle filtering and Bayesian feature estimation—are used to repeatedly estimate the continuity and feature of objects in consecutive images. Thus, the status of the object is repeatedly predicted and updated by a stochastic method. Furthermore, we develop an artificial landmark to increase detectability by an imaging sonar, which we apply to the characteristics of acoustic waves, such as instability and reflection depending on the roughness of the reflector surface. The proposed method is verified by conducting basin experiments, and the results are presented. PMID:28837068

An efficient distribution method for nonlinear transport problems in stochastic porous media

NASA Astrophysics Data System (ADS)

Ibrahima, F.; Tchelepi, H.; Meyer, D. W.

2015-12-01

Because geophysical data are inexorably sparse and incomplete, stochastic treatments of simulated responses are convenient to explore possible scenarios and assess risks in subsurface problems. In particular, understanding how uncertainties propagate in porous media with nonlinear two-phase flow is essential, yet challenging, in reservoir simulation and hydrology. We give a computationally efficient and numerically accurate method to estimate the one-point probability density (PDF) and cumulative distribution functions (CDF) of the water saturation for the stochastic Buckley-Leverett problem when the probability distributions of the permeability and porosity fields are available. The method draws inspiration from the streamline approach and expresses the distributions of interest essentially in terms of an analytically derived mapping and the distribution of the time of flight. In a large class of applications the latter can be estimated at low computational costs (even via conventional Monte Carlo). Once the water saturation distribution is determined, any one-point statistics thereof can be obtained, especially its average and standard deviation. Moreover, rarely available in other approaches, yet crucial information such as the probability of rare events and saturation quantiles (e.g. P10, P50 and P90) can be derived from the method. We provide various examples and comparisons with Monte Carlo simulations to illustrate the performance of the method.

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

PubMed Central

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

2013-01-01

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

Estimating occupancy and abundance using aerial images with imperfect detection

USGS Publications Warehouse

Williams, Perry J.; Hooten, Mevin B.; Womble, Jamie N.; Bower, Michael R.

2017-01-01

Species distribution and abundance are critical population characteristics for efficient management, conservation, and ecological insight. Point process models are a powerful tool for modelling distribution and abundance, and can incorporate many data types, including count data, presence-absence data, and presence-only data. Aerial photographic images are a natural tool for collecting data to fit point process models, but aerial images do not always capture all animals that are present at a site. Methods for estimating detection probability for aerial surveys usually include collecting auxiliary data to estimate the proportion of time animals are available to be detected.We developed an approach for fitting point process models using an N-mixture model framework to estimate detection probability for aerial occupancy and abundance surveys. Our method uses multiple aerial images taken of animals at the same spatial location to provide temporal replication of sample sites. The intersection of the images provide multiple counts of individuals at different times. We examined this approach using both simulated and real data of sea otters (Enhydra lutris kenyoni) in Glacier Bay National Park, southeastern Alaska.Using our proposed methods, we estimated detection probability of sea otters to be 0.76, the same as visual aerial surveys that have been used in the past. Further, simulations demonstrated that our approach is a promising tool for estimating occupancy, abundance, and detection probability from aerial photographic surveys.Our methods can be readily extended to data collected using unmanned aerial vehicles, as technology and regulations permit. The generality of our methods for other aerial surveys depends on how well surveys can be designed to meet the assumptions of N-mixture models.