Variability aware compact model characterization for statistical circuit design optimization

NASA Astrophysics Data System (ADS)

Qiao, Ying; Qian, Kun; Spanos, Costas J.

2012-03-01

Variability modeling at the compact transistor model level can enable statistically optimized designs in view of limitations imposed by the fabrication technology. In this work we propose an efficient variabilityaware compact model characterization methodology based on the linear propagation of variance. Hierarchical spatial variability patterns of selected compact model parameters are directly calculated from transistor array test structures. This methodology has been implemented and tested using transistor I-V measurements and the EKV-EPFL compact model. Calculation results compare well to full-wafer direct model parameter extractions. Further studies are done on the proper selection of both compact model parameters and electrical measurement metrics used in the method.

Statistical error model for a solar electric propulsion thrust subsystem

NASA Technical Reports Server (NTRS)

Bantell, M. H.

1973-01-01

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

Theoretic aspects of the identification of the parameters in the optimal control model

NASA Technical Reports Server (NTRS)

Vanwijk, R. A.; Kok, J. J.

1977-01-01

The identification of the parameters of the optimal control model from input-output data of the human operator is considered. Accepting the basic structure of the model as a cascade of a full-order observer and a feedback law, and suppressing the inherent optimality of the human controller, the parameters to be identified are the feedback matrix, the observer gain matrix, and the intensity matrices of the observation noise and the motor noise. The identification of the parameters is a statistical problem, because the system and output are corrupted by noise, and therefore the solution must be based on the statistics (probability density function) of the input and output data of the human operator. However, based on the statistics of the input-output data of the human operator, no distinction can be made between the observation and the motor noise, which shows that the model suffers from overparameterization.

Inverse modeling with RZWQM2 to predict water quality

USDA-ARS?s Scientific Manuscript database

Agricultural systems models such as RZWQM2 are complex and have numerous parameters that are unknown and difficult to estimate. Inverse modeling provides an objective statistical basis for calibration that involves simultaneous adjustment of model parameters and yields parameter confidence intervals...

On-line estimation of error covariance parameters for atmospheric data assimilation

NASA Technical Reports Server (NTRS)

Dee, Dick P.

1995-01-01

A simple scheme is presented for on-line estimation of covariance parameters in statistical data assimilation systems. The scheme is based on a maximum-likelihood approach in which estimates are produced on the basis of a single batch of simultaneous observations. Simple-sample covariance estimation is reasonable as long as the number of available observations exceeds the number of tunable parameters by two or three orders of magnitude. Not much is known at present about model error associated with actual forecast systems. Our scheme can be used to estimate some important statistical model error parameters such as regionally averaged variances or characteristic correlation length scales. The advantage of the single-sample approach is that it does not rely on any assumptions about the temporal behavior of the covariance parameters: time-dependent parameter estimates can be continuously adjusted on the basis of current observations. This is of practical importance since it is likely to be the case that both model error and observation error strongly depend on the actual state of the atmosphere. The single-sample estimation scheme can be incorporated into any four-dimensional statistical data assimilation system that involves explicit calculation of forecast error covariances, including optimal interpolation (OI) and the simplified Kalman filter (SKF). The computational cost of the scheme is high but not prohibitive; on-line estimation of one or two covariance parameters in each analysis box of an operational bozed-OI system is currently feasible. A number of numerical experiments performed with an adaptive SKF and an adaptive version of OI, using a linear two-dimensional shallow-water model and artificially generated model error are described. The performance of the nonadaptive versions of these methods turns out to depend rather strongly on correct specification of model error parameters. These parameters are estimated under a variety of conditions, including uniformly distributed model error and time-dependent model error statistics.

Menzerath-Altmann Law: Statistical Mechanical Interpretation as Applied to a Linguistic Organization

NASA Astrophysics Data System (ADS)

Eroglu, Sertac

2014-10-01

The distribution behavior described by the empirical Menzerath-Altmann law is frequently encountered during the self-organization of linguistic and non-linguistic natural organizations at various structural levels. This study presents a statistical mechanical derivation of the law based on the analogy between the classical particles of a statistical mechanical organization and the distinct words of a textual organization. The derived model, a transformed (generalized) form of the Menzerath-Altmann model, was termed as the statistical mechanical Menzerath-Altmann model. The derived model allows interpreting the model parameters in terms of physical concepts. We also propose that many organizations presenting the Menzerath-Altmann law behavior, whether linguistic or not, can be methodically examined by the transformed distribution model through the properly defined structure-dependent parameter and the energy associated states.

Assessing statistical differences between parameters estimates in Partial Least Squares path modeling.

PubMed

Rodríguez-Entrena, Macario; Schuberth, Florian; Gelhard, Carsten

2018-01-01

Structural equation modeling using partial least squares (PLS-SEM) has become a main-stream modeling approach in various disciplines. Nevertheless, prior literature still lacks a practical guidance on how to properly test for differences between parameter estimates. Whereas existing techniques such as parametric and non-parametric approaches in PLS multi-group analysis solely allow to assess differences between parameters that are estimated for different subpopulations, the study at hand introduces a technique that allows to also assess whether two parameter estimates that are derived from the same sample are statistically different. To illustrate this advancement to PLS-SEM, we particularly refer to a reduced version of the well-established technology acceptance model.

Towards simplification of hydrologic modeling: Identification of dominant processes

USGS Publications Warehouse

Markstrom, Steven; Hay, Lauren E.; Clark, Martyn P.

2016-01-01

The Precipitation–Runoff Modeling System (PRMS), a distributed-parameter hydrologic model, has been applied to the conterminous US (CONUS). Parameter sensitivity analysis was used to identify: (1) the sensitive input parameters and (2) particular model output variables that could be associated with the dominant hydrologic process(es). Sensitivity values of 35 PRMS calibration parameters were computed using the Fourier amplitude sensitivity test procedure on 110 000 independent hydrologically based spatial modeling units covering the CONUS and then summarized to process (snowmelt, surface runoff, infiltration, soil moisture, evapotranspiration, interflow, baseflow, and runoff) and model performance statistic (mean, coefficient of variation, and autoregressive lag 1). Identified parameters and processes provide insight into model performance at the location of each unit and allow the modeler to identify the most dominant process on the basis of which processes are associated with the most sensitive parameters. The results of this study indicate that: (1) the choice of performance statistic and output variables has a strong influence on parameter sensitivity, (2) the apparent model complexity to the modeler can be reduced by focusing on those processes that are associated with sensitive parameters and disregarding those that are not, (3) different processes require different numbers of parameters for simulation, and (4) some sensitive parameters influence only one hydrologic process, while others may influence many

Detecting influential observations in nonlinear regression modeling of groundwater flow

USGS Publications Warehouse

Yager, Richard M.

1998-01-01

Nonlinear regression is used to estimate optimal parameter values in models of groundwater flow to ensure that differences between predicted and observed heads and flows do not result from nonoptimal parameter values. Parameter estimates can be affected, however, by observations that disproportionately influence the regression, such as outliers that exert undue leverage on the objective function. Certain statistics developed for linear regression can be used to detect influential observations in nonlinear regression if the models are approximately linear. This paper discusses the application of Cook's D, which measures the effect of omitting a single observation on a set of estimated parameter values, and the statistical parameter DFBETAS, which quantifies the influence of an observation on each parameter. The influence statistics were used to (1) identify the influential observations in the calibration of a three-dimensional, groundwater flow model of a fractured-rock aquifer through nonlinear regression, and (2) quantify the effect of omitting influential observations on the set of estimated parameter values. Comparison of the spatial distribution of Cook's D with plots of model sensitivity shows that influential observations correspond to areas where the model heads are most sensitive to certain parameters, and where predicted groundwater flow rates are largest. Five of the six discharge observations were identified as influential, indicating that reliable measurements of groundwater flow rates are valuable data in model calibration. DFBETAS are computed and examined for an alternative model of the aquifer system to identify a parameterization error in the model design that resulted in overestimation of the effect of anisotropy on horizontal hydraulic conductivity.

A Primer on the Statistical Modelling of Learning Curves in Health Professions Education

ERIC Educational Resources Information Center

Pusic, Martin V.; Boutis, Kathy; Pecaric, Martin R.; Savenkov, Oleksander; Beckstead, Jason W.; Jaber, Mohamad Y.

2017-01-01

Learning curves are a useful way of representing the rate of learning over time. Features include an index of baseline performance (y-intercept), the efficiency of learning over time (slope parameter) and the maximal theoretical performance achievable (upper asymptote). Each of these parameters can be statistically modelled on an individual and…

Modeling Soot Oxidation and Gasification with Bayesian Statistics

DOE PAGES

Josephson, Alexander J.; Gaffin, Neal D.; Smith, Sean T.; ...

2017-08-22

This paper presents a statistical method for model calibration using data collected from literature. The method is used to calibrate parameters for global models of soot consumption in combustion systems. This consumption is broken into two different submodels: first for oxidation where soot particles are attacked by certain oxidizing agents; second for gasification where soot particles are attacked by H 2O or CO 2 molecules. Rate data were collected from 19 studies in the literature and evaluated using Bayesian statistics to calibrate the model parameters. Bayesian statistics are valued in their ability to quantify uncertainty in modeling. The calibrated consumptionmore » model with quantified uncertainty is presented here along with a discussion of associated implications. The oxidation results are found to be consistent with previous studies. Significant variation is found in the CO 2 gasification rates.« less

Modeling Soot Oxidation and Gasification with Bayesian Statistics

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

Josephson, Alexander J.; Gaffin, Neal D.; Smith, Sean T.

This paper presents a statistical method for model calibration using data collected from literature. The method is used to calibrate parameters for global models of soot consumption in combustion systems. This consumption is broken into two different submodels: first for oxidation where soot particles are attacked by certain oxidizing agents; second for gasification where soot particles are attacked by H 2O or CO 2 molecules. Rate data were collected from 19 studies in the literature and evaluated using Bayesian statistics to calibrate the model parameters. Bayesian statistics are valued in their ability to quantify uncertainty in modeling. The calibrated consumptionmore » model with quantified uncertainty is presented here along with a discussion of associated implications. The oxidation results are found to be consistent with previous studies. Significant variation is found in the CO 2 gasification rates.« less

A Weibull statistics-based lignocellulose saccharification model and a built-in parameter accurately predict lignocellulose hydrolysis performance.

PubMed

Wang, Mingyu; Han, Lijuan; Liu, Shasha; Zhao, Xuebing; Yang, Jinghua; Loh, Soh Kheang; Sun, Xiaomin; Zhang, Chenxi; Fang, Xu

2015-09-01

Renewable energy from lignocellulosic biomass has been deemed an alternative to depleting fossil fuels. In order to improve this technology, we aim to develop robust mathematical models for the enzymatic lignocellulose degradation process. By analyzing 96 groups of previously published and newly obtained lignocellulose saccharification results and fitting them to Weibull distribution, we discovered Weibull statistics can accurately predict lignocellulose saccharification data, regardless of the type of substrates, enzymes and saccharification conditions. A mathematical model for enzymatic lignocellulose degradation was subsequently constructed based on Weibull statistics. Further analysis of the mathematical structure of the model and experimental saccharification data showed the significance of the two parameters in this model. In particular, the λ value, defined the characteristic time, represents the overall performance of the saccharification system. This suggestion was further supported by statistical analysis of experimental saccharification data and analysis of the glucose production levels when λ and n values change. In conclusion, the constructed Weibull statistics-based model can accurately predict lignocellulose hydrolysis behavior and we can use the λ parameter to assess the overall performance of enzymatic lignocellulose degradation. Advantages and potential applications of the model and the λ value in saccharification performance assessment were discussed. Copyright © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

An Examination of Statistical Power in Multigroup Dynamic Structural Equation Models

ERIC Educational Resources Information Center

Prindle, John J.; McArdle, John J.

2012-01-01

This study used statistical simulation to calculate differential statistical power in dynamic structural equation models with groups (as in McArdle & Prindle, 2008). Patterns of between-group differences were simulated to provide insight into how model parameters influence power approximations. Chi-square and root mean square error of…

Seismic activity prediction using computational intelligence techniques in northern Pakistan

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

Bayesian inference of physiologically meaningful parameters from body sway measurements.

PubMed

Tietäväinen, A; Gutmann, M U; Keski-Vakkuri, E; Corander, J; Hæggström, E

2017-06-19

The control of the human body sway by the central nervous system, muscles, and conscious brain is of interest since body sway carries information about the physiological status of a person. Several models have been proposed to describe body sway in an upright standing position, however, due to the statistical intractability of the more realistic models, no formal parameter inference has previously been conducted and the expressive power of such models for real human subjects remains unknown. Using the latest advances in Bayesian statistical inference for intractable models, we fitted a nonlinear control model to posturographic measurements, and we showed that it can accurately predict the sway characteristics of both simulated and real subjects. Our method provides a full statistical characterization of the uncertainty related to all model parameters as quantified by posterior probability density functions, which is useful for comparisons across subjects and test settings. The ability to infer intractable control models from sensor data opens new possibilities for monitoring and predicting body status in health applications.

A mathematical model for HIV and hepatitis C co-infection and its assessment from a statistical perspective.

PubMed

Castro Sanchez, Amparo Yovanna; Aerts, Marc; Shkedy, Ziv; Vickerman, Peter; Faggiano, Fabrizio; Salamina, Guiseppe; Hens, Niel

2013-03-01

The hepatitis C virus (HCV) and the human immunodeficiency virus (HIV) are a clear threat for public health, with high prevalences especially in high risk groups such as injecting drug users. People with HIV infection who are also infected by HCV suffer from a more rapid progression to HCV-related liver disease and have an increased risk for cirrhosis and liver cancer. Quantifying the impact of HIV and HCV co-infection is therefore of great importance. We propose a new joint mathematical model accounting for co-infection with the two viruses in the context of injecting drug users (IDUs). Statistical concepts and methods are used to assess the model from a statistical perspective, in order to get further insights in: (i) the comparison and selection of optional model components, (ii) the unknown values of the numerous model parameters, (iii) the parameters to which the model is most 'sensitive' and (iv) the combinations or patterns of values in the high-dimensional parameter space which are most supported by the data. Data from a longitudinal study of heroin users in Italy are used to illustrate the application of the proposed joint model and its statistical assessment. The parameters associated with contact rates (sharing syringes) and the transmission rates per syringe-sharing event are shown to play a major role. Copyright © 2013 Elsevier B.V. All rights reserved.

Directional statistics-based reflectance model for isotropic bidirectional reflectance distribution functions.

PubMed

Nishino, Ko; Lombardi, Stephen

2011-01-01

We introduce a novel parametric bidirectional reflectance distribution function (BRDF) model that can accurately encode a wide variety of real-world isotropic BRDFs with a small number of parameters. The key observation we make is that a BRDF may be viewed as a statistical distribution on a unit hemisphere. We derive a novel directional statistics distribution, which we refer to as the hemispherical exponential power distribution, and model real-world isotropic BRDFs as mixtures of it. We derive a canonical probabilistic method for estimating the parameters, including the number of components, of this novel directional statistics BRDF model. We show that the model captures the full spectrum of real-world isotropic BRDFs with high accuracy, but a small footprint. We also demonstrate the advantages of the novel BRDF model by showing its use for reflection component separation and for exploring the space of isotropic BRDFs.

Investigation of Statistical Inference Methodologies Through Scale Model Propagation Experiments

DTIC Science & Technology

2015-09-30

statistical inference methodologies for ocean- acoustic problems by investigating and applying statistical methods to data collected from scale-model...to begin planning experiments for statistical inference applications. APPROACH In the ocean acoustics community over the past two decades...solutions for waveguide parameters. With the introduction of statistical inference to the field of ocean acoustics came the desire to interpret marginal

Using the Modification Index and Standardized Expected Parameter Change for Model Modification

ERIC Educational Resources Information Center

Whittaker, Tiffany A.

2012-01-01

Model modification is oftentimes conducted after discovering a badly fitting structural equation model. During the modification process, the modification index (MI) and the standardized expected parameter change (SEPC) are 2 statistics that may be used to aid in the selection of parameters to add to a model to improve the fit. The purpose of this…

Trans-dimensional inversion of microtremor array dispersion data with hierarchical autoregressive error models

NASA Astrophysics Data System (ADS)

Dettmer, Jan; Molnar, Sheri; Steininger, Gavin; Dosso, Stan E.; Cassidy, John F.

2012-02-01

This paper applies a general trans-dimensional Bayesian inference methodology and hierarchical autoregressive data-error models to the inversion of microtremor array dispersion data for shear wave velocity (vs) structure. This approach accounts for the limited knowledge of the optimal earth model parametrization (e.g. the number of layers in the vs profile) and of the data-error statistics in the resulting vs parameter uncertainty estimates. The assumed earth model parametrization influences estimates of parameter values and uncertainties due to different parametrizations leading to different ranges of data predictions. The support of the data for a particular model is often non-unique and several parametrizations may be supported. A trans-dimensional formulation accounts for this non-uniqueness by including a model-indexing parameter as an unknown so that groups of models (identified by the indexing parameter) are considered in the results. The earth model is parametrized in terms of a partition model with interfaces given over a depth-range of interest. In this work, the number of interfaces (layers) in the partition model represents the trans-dimensional model indexing. In addition, serial data-error correlations are addressed by augmenting the geophysical forward model with a hierarchical autoregressive error model that can account for a wide range of error processes with a small number of parameters. Hence, the limited knowledge about the true statistical distribution of data errors is also accounted for in the earth model parameter estimates, resulting in more realistic uncertainties and parameter values. Hierarchical autoregressive error models do not rely on point estimates of the model vector to estimate data-error statistics, and have no requirement for computing the inverse or determinant of a data-error covariance matrix. This approach is particularly useful for trans-dimensional inverse problems, as point estimates may not be representative of the state space that spans multiple subspaces of different dimensionalities. The order of the autoregressive process required to fit the data is determined here by posterior residual-sample examination and statistical tests. Inference for earth model parameters is carried out on the trans-dimensional posterior probability distribution by considering ensembles of parameter vectors. In particular, vs uncertainty estimates are obtained by marginalizing the trans-dimensional posterior distribution in terms of vs-profile marginal distributions. The methodology is applied to microtremor array dispersion data collected at two sites with significantly different geology in British Columbia, Canada. At both sites, results show excellent agreement with estimates from invasive measurements.

Global Sensitivity Analysis of Environmental Systems via Multiple Indices based on Statistical Moments of Model Outputs

NASA Astrophysics Data System (ADS)

Guadagnini, A.; Riva, M.; Dell'Oca, A.

2017-12-01

We propose to ground sensitivity of uncertain parameters of environmental models on a set of indices based on the main (statistical) moments, i.e., mean, variance, skewness and kurtosis, of the probability density function (pdf) of a target model output. This enables us to perform Global Sensitivity Analysis (GSA) of a model in terms of multiple statistical moments and yields a quantification of the impact of model parameters on features driving the shape of the pdf of model output. Our GSA approach includes the possibility of being coupled with the construction of a reduced complexity model that allows approximating the full model response at a reduced computational cost. We demonstrate our approach through a variety of test cases. These include a commonly used analytical benchmark, a simplified model representing pumping in a coastal aquifer, a laboratory-scale tracer experiment, and the migration of fracturing fluid through a naturally fractured reservoir (source) to reach an overlying formation (target). Our strategy allows discriminating the relative importance of model parameters to the four statistical moments considered. We also provide an appraisal of the error associated with the evaluation of our sensitivity metrics by replacing the original system model through the selected surrogate model. Our results suggest that one might need to construct a surrogate model with increasing level of accuracy depending on the statistical moment considered in the GSA. The methodological framework we propose can assist the development of analysis techniques targeted to model calibration, design of experiment, uncertainty quantification and risk assessment.

Modeling of Dissipation Element Statistics in Turbulent Non-Premixed Jet Flames

NASA Astrophysics Data System (ADS)

Denker, Dominik; Attili, Antonio; Boschung, Jonas; Hennig, Fabian; Pitsch, Heinz

2017-11-01

The dissipation element (DE) analysis is a method for analyzing and compartmentalizing turbulent scalar fields. DEs can be described by two parameters, namely the Euclidean distance l between their extremal points and the scalar difference in the respective points Δϕ . The joint probability density function (jPDF) of these two parameters P(Δϕ , l) is expected to suffice for a statistical reconstruction of the scalar field. In addition, reacting scalars show a strong correlation with these DE parameters in both premixed and non-premixed flames. Normalized DE statistics show a remarkable invariance towards changes in Reynolds numbers. This feature of DE statistics was exploited in a Boltzmann-type evolution equation based model for the probability density function (PDF) of the distance between the extremal points P(l) in isotropic turbulence. Later, this model was extended for the jPDF P(Δϕ , l) and then adapted for the use in free shear flows. The effect of heat release on the scalar scales and DE statistics is investigated and an extended model for non-premixed jet flames is introduced, which accounts for the presence of chemical reactions. This new model is validated against a series of DNS of temporally evolving jet flames. European Research Council Project ``Milestone''.

Estimating procedure times for surgeries by determining location parameters for the lognormal model.

PubMed

Spangler, William E; Strum, David P; Vargas, Luis G; May, Jerrold H

2004-05-01

We present an empirical study of methods for estimating the location parameter of the lognormal distribution. Our results identify the best order statistic to use, and indicate that using the best order statistic instead of the median may lead to less frequent incorrect rejection of the lognormal model, more accurate critical value estimates, and higher goodness-of-fit. Using simulation data, we constructed and compared two models for identifying the best order statistic, one based on conventional nonlinear regression and the other using a data mining/machine learning technique. Better surgical procedure time estimates may lead to improved surgical operations.

Comment on “Two statistics for evaluating parameter identifiability and error reduction” by John Doherty and Randall J. Hunt

USGS Publications Warehouse

Hill, Mary C.

2010-01-01

Doherty and Hunt (2009) present important ideas for first-order-second moment sensitivity analysis, but five issues are discussed in this comment. First, considering the composite-scaled sensitivity (CSS) jointly with parameter correlation coefficients (PCC) in a CSS/PCC analysis addresses the difficulties with CSS mentioned in the introduction. Second, their new parameter identifiability statistic actually is likely to do a poor job of parameter identifiability in common situations. The statistic instead performs the very useful role of showing how model parameters are included in the estimated singular value decomposition (SVD) parameters. Its close relation to CSS is shown. Third, the idea from p. 125 that a suitable truncation point for SVD parameters can be identified using the prediction variance is challenged using results from Moore and Doherty (2005). Fourth, the relative error reduction statistic of Doherty and Hunt is shown to belong to an emerging set of statistics here named perturbed calculated variance statistics. Finally, the perturbed calculated variance statistics OPR and PPR mentioned on p. 121 are shown to explicitly include the parameter null-space component of uncertainty. Indeed, OPR and PPR results that account for null-space uncertainty have appeared in the literature since 2000.

An adaptive state of charge estimation approach for lithium-ion series-connected battery system

NASA Astrophysics Data System (ADS)

Peng, Simin; Zhu, Xuelai; Xing, Yinjiao; Shi, Hongbing; Cai, Xu; Pecht, Michael

2018-07-01

Due to the incorrect or unknown noise statistics of a battery system and its cell-to-cell variations, state of charge (SOC) estimation of a lithium-ion series-connected battery system is usually inaccurate or even divergent using model-based methods, such as extended Kalman filter (EKF) and unscented Kalman filter (UKF). To resolve this problem, an adaptive unscented Kalman filter (AUKF) based on a noise statistics estimator and a model parameter regulator is developed to accurately estimate the SOC of a series-connected battery system. An equivalent circuit model is first built based on the model parameter regulator that illustrates the influence of cell-to-cell variation on the battery system. A noise statistics estimator is then used to attain adaptively the estimated noise statistics for the AUKF when its prior noise statistics are not accurate or exactly Gaussian. The accuracy and effectiveness of the SOC estimation method is validated by comparing the developed AUKF and UKF when model and measurement statistics noises are inaccurate, respectively. Compared with the UKF and EKF, the developed method shows the highest SOC estimation accuracy.

A question of separation: disentangling tracer bias and gravitational non-linearity with counts-in-cells statistics

NASA Astrophysics Data System (ADS)

Uhlemann, C.; Feix, M.; Codis, S.; Pichon, C.; Bernardeau, F.; L'Huillier, B.; Kim, J.; Hong, S. E.; Laigle, C.; Park, C.; Shin, J.; Pogosyan, D.

2018-02-01

Starting from a very accurate model for density-in-cells statistics of dark matter based on large deviation theory, a bias model for the tracer density in spheres is formulated. It adopts a mean bias relation based on a quadratic bias model to relate the log-densities of dark matter to those of mass-weighted dark haloes in real and redshift space. The validity of the parametrized bias model is established using a parametrization-independent extraction of the bias function. This average bias model is then combined with the dark matter PDF, neglecting any scatter around it: it nevertheless yields an excellent model for densities-in-cells statistics of mass tracers that is parametrized in terms of the underlying dark matter variance and three bias parameters. The procedure is validated on measurements of both the one- and two-point statistics of subhalo densities in the state-of-the-art Horizon Run 4 simulation showing excellent agreement for measured dark matter variance and bias parameters. Finally, it is demonstrated that this formalism allows for a joint estimation of the non-linear dark matter variance and the bias parameters using solely the statistics of subhaloes. Having verified that galaxy counts in hydrodynamical simulations sampled on a scale of 10 Mpc h-1 closely resemble those of subhaloes, this work provides important steps towards making theoretical predictions for density-in-cells statistics applicable to upcoming galaxy surveys like Euclid or WFIRST.

Prediction of biomechanical parameters of the proximal femur using statistical appearance models and support vector regression.

PubMed

Fritscher, Karl; Schuler, Benedikt; Link, Thomas; Eckstein, Felix; Suhm, Norbert; Hänni, Markus; Hengg, Clemens; Schubert, Rainer

2008-01-01

Fractures of the proximal femur are one of the principal causes of mortality among elderly persons. Traditional methods for the determination of femoral fracture risk use methods for measuring bone mineral density. However, BMD alone is not sufficient to predict bone failure load for an individual patient and additional parameters have to be determined for this purpose. In this work an approach that uses statistical models of appearance to identify relevant regions and parameters for the prediction of biomechanical properties of the proximal femur will be presented. By using Support Vector Regression the proposed model based approach is capable of predicting two different biomechanical parameters accurately and fully automatically in two different testing scenarios.

Parameter estimation and order selection for an empirical model of VO2 on-kinetics.

PubMed

Alata, O; Bernard, O

2007-04-27

In humans, VO2 on-kinetics are noisy numerical signals that reflect the pulmonary oxygen exchange kinetics at the onset of exercise. They are empirically modelled as a sum of an offset and delayed exponentials. The number of delayed exponentials; i.e. the order of the model, is commonly supposed to be 1 for low-intensity exercises and 2 for high-intensity exercises. As no ground truth has ever been provided to validate these postulates, physiologists still need statistical methods to verify their hypothesis about the number of exponentials of the VO2 on-kinetics especially in the case of high-intensity exercises. Our objectives are first to develop accurate methods for estimating the parameters of the model at a fixed order, and then, to propose statistical tests for selecting the appropriate order. In this paper, we provide, on simulated Data, performances of Simulated Annealing for estimating model parameters and performances of Information Criteria for selecting the order. These simulated Data are generated with both single-exponential and double-exponential models, and noised by white and Gaussian noise. The performances are given at various Signal to Noise Ratio (SNR). Considering parameter estimation, results show that the confidences of estimated parameters are improved by increasing the SNR of the response to be fitted. Considering model selection, results show that Information Criteria are adapted statistical criteria to select the number of exponentials.

Use of Robust z in Detecting Unstable Items in Item Response Theory Models

ERIC Educational Resources Information Center

Huynh, Huynh; Meyer, Patrick

2010-01-01

The first part of this paper describes the use of the robust z[subscript R] statistic to link test forms using the Rasch (or one-parameter logistic) model. The procedure is then extended to the two-parameter and three-parameter logistic and two-parameter partial credit (2PPC) models. A real set of data was used to illustrate the extension. The…

Seven-parameter statistical model for BRDF in the UV band.

PubMed

Bai, Lu; Wu, Zhensen; Zou, Xiren; Cao, Yunhua

2012-05-21

A new semi-empirical seven-parameter BRDF model is developed in the UV band using experimentally measured data. The model is based on the five-parameter model of Wu and the fourteen-parameter model of Renhorn and Boreman. Surface scatter, bulk scatter and retro-reflection scatter are considered. An optimizing modeling method, the artificial immune network genetic algorithm, is used to fit the BRDF measurement data over a wide range of incident angles. The calculation time and accuracy of the five- and seven-parameter models are compared. After fixing the seven parameters, the model can well describe scattering data in the UV band.

Inference of reaction rate parameters based on summary statistics from experiments

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

Khalil, Mohammad; Chowdhary, Kamaljit Singh; Safta, Cosmin

Here, we present the results of an application of Bayesian inference and maximum entropy methods for the estimation of the joint probability density for the Arrhenius rate para meters of the rate coefficient of the H 2/O 2-mechanism chain branching reaction H + O 2 → OH + O. Available published data is in the form of summary statistics in terms of nominal values and error bars of the rate coefficient of this reaction at a number of temperature values obtained from shock-tube experiments. Our approach relies on generating data, in this case OH concentration profiles, consistent with the givenmore » summary statistics, using Approximate Bayesian Computation methods and a Markov Chain Monte Carlo procedure. The approach permits the forward propagation of parametric uncertainty through the computational model in a manner that is consistent with the published statistics. A consensus joint posterior on the parameters is obtained by pooling the posterior parameter densities given each consistent data set. To expedite this process, we construct efficient surrogates for the OH concentration using a combination of Pad'e and polynomial approximants. These surrogate models adequately represent forward model observables and their dependence on input parameters and are computationally efficient to allow their use in the Bayesian inference procedure. We also utilize Gauss-Hermite quadrature with Gaussian proposal probability density functions for moment computation resulting in orders of magnitude speedup in data likelihood evaluation. Despite the strong non-linearity in the model, the consistent data sets all res ult in nearly Gaussian conditional parameter probability density functions. The technique also accounts for nuisance parameters in the form of Arrhenius parameters of other rate coefficients with prescribed uncertainty. The resulting pooled parameter probability density function is propagated through stoichiometric hydrogen-air auto-ignition computations to illustrate the need to account for correlation among the Arrhenius rate parameters of one reaction and across rate parameters of different reactions.« less

Inference of reaction rate parameters based on summary statistics from experiments

DOE PAGES

Khalil, Mohammad; Chowdhary, Kamaljit Singh; Safta, Cosmin; ...

2016-10-15

Here, we present the results of an application of Bayesian inference and maximum entropy methods for the estimation of the joint probability density for the Arrhenius rate para meters of the rate coefficient of the H 2/O 2-mechanism chain branching reaction H + O 2 → OH + O. Available published data is in the form of summary statistics in terms of nominal values and error bars of the rate coefficient of this reaction at a number of temperature values obtained from shock-tube experiments. Our approach relies on generating data, in this case OH concentration profiles, consistent with the givenmore » summary statistics, using Approximate Bayesian Computation methods and a Markov Chain Monte Carlo procedure. The approach permits the forward propagation of parametric uncertainty through the computational model in a manner that is consistent with the published statistics. A consensus joint posterior on the parameters is obtained by pooling the posterior parameter densities given each consistent data set. To expedite this process, we construct efficient surrogates for the OH concentration using a combination of Pad'e and polynomial approximants. These surrogate models adequately represent forward model observables and their dependence on input parameters and are computationally efficient to allow their use in the Bayesian inference procedure. We also utilize Gauss-Hermite quadrature with Gaussian proposal probability density functions for moment computation resulting in orders of magnitude speedup in data likelihood evaluation. Despite the strong non-linearity in the model, the consistent data sets all res ult in nearly Gaussian conditional parameter probability density functions. The technique also accounts for nuisance parameters in the form of Arrhenius parameters of other rate coefficients with prescribed uncertainty. The resulting pooled parameter probability density function is propagated through stoichiometric hydrogen-air auto-ignition computations to illustrate the need to account for correlation among the Arrhenius rate parameters of one reaction and across rate parameters of different reactions.« less

Identifiability of PBPK Models with Applications to Dimethylarsinic Acid Exposure

EPA Science Inventory

Any statistical model should be identifiable in order for estimates and tests using it to be meaningful. We consider statistical analysis of physiologically-based pharmacokinetic (PBPK) models in which parameters cannot be estimated precisely from available data, and discuss diff...

OPR-PPR, a Computer Program for Assessing Data Importance to Model Predictions Using Linear Statistics

USGS Publications Warehouse

Tonkin, Matthew J.; Tiedeman, Claire; Ely, D. Matthew; Hill, Mary C.

2007-01-01

The OPR-PPR program calculates the Observation-Prediction (OPR) and Parameter-Prediction (PPR) statistics that can be used to evaluate the relative importance of various kinds of data to simulated predictions. The data considered fall into three categories: (1) existing observations, (2) potential observations, and (3) potential information about parameters. The first two are addressed by the OPR statistic; the third is addressed by the PPR statistic. The statistics are based on linear theory and measure the leverage of the data, which depends on the location, the type, and possibly the time of the data being considered. For example, in a ground-water system the type of data might be a head measurement at a particular location and time. As a measure of leverage, the statistics do not take into account the value of the measurement. As linear measures, the OPR and PPR statistics require minimal computational effort once sensitivities have been calculated. Sensitivities need to be calculated for only one set of parameter values; commonly these are the values estimated through model calibration. OPR-PPR can calculate the OPR and PPR statistics for any mathematical model that produces the necessary OPR-PPR input files. In this report, OPR-PPR capabilities are presented in the context of using the ground-water model MODFLOW-2000 and the universal inverse program UCODE_2005. The method used to calculate the OPR and PPR statistics is based on the linear equation for prediction standard deviation. Using sensitivities and other information, OPR-PPR calculates (a) the percent increase in the prediction standard deviation that results when one or more existing observations are omitted from the calibration data set; (b) the percent decrease in the prediction standard deviation that results when one or more potential observations are added to the calibration data set; or (c) the percent decrease in the prediction standard deviation that results when potential information on one or more parameters is added.

On the Spike Train Variability Characterized by Variance-to-Mean Power Relationship.

PubMed

Koyama, Shinsuke

2015-07-01

We propose a statistical method for modeling the non-Poisson variability of spike trains observed in a wide range of brain regions. Central to our approach is the assumption that the variance and the mean of interspike intervals are related by a power function characterized by two parameters: the scale factor and exponent. It is shown that this single assumption allows the variability of spike trains to have an arbitrary scale and various dependencies on the firing rate in the spike count statistics, as well as in the interval statistics, depending on the two parameters of the power function. We also propose a statistical model for spike trains that exhibits the variance-to-mean power relationship. Based on this, a maximum likelihood method is developed for inferring the parameters from rate-modulated spike trains. The proposed method is illustrated on simulated and experimental spike trains.

A BRDF statistical model applying to space target materials modeling

NASA Astrophysics Data System (ADS)

Liu, Chenghao; Li, Zhi; Xu, Can; Tian, Qichen

2017-10-01

In order to solve the problem of poor effect in modeling the large density BRDF measured data with five-parameter semi-empirical model, a refined statistical model of BRDF which is suitable for multi-class space target material modeling were proposed. The refined model improved the Torrance-Sparrow model while having the modeling advantages of five-parameter model. Compared with the existing empirical model, the model contains six simple parameters, which can approximate the roughness distribution of the material surface, can approximate the intensity of the Fresnel reflectance phenomenon and the attenuation of the reflected light's brightness with the azimuth angle changes. The model is able to achieve parameter inversion quickly with no extra loss of accuracy. The genetic algorithm was used to invert the parameters of 11 different samples in the space target commonly used materials, and the fitting errors of all materials were below 6%, which were much lower than those of five-parameter model. The effect of the refined model is verified by comparing the fitting results of the three samples at different incident zenith angles in 0° azimuth angle. Finally, the three-dimensional modeling visualizations of these samples in the upper hemisphere space was given, in which the strength of the optical scattering of different materials could be clearly shown. It proved the good describing ability of the refined model at the material characterization as well.

Linear theory for filtering nonlinear multiscale systems with model error

PubMed Central

Berry, Tyrus; Harlim, John

2014-01-01

In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online, as part of a filtering procedure, simultaneously produce accurate filtering and equilibrium statistical prediction. In contrast, an offline estimation technique based on a linear regression, which fits the parameters to a training dataset without using the filter, yields filter estimates which are worse than the observations or even divergent when the slow variables are not fully observed. This finding does not imply that all offline methods are inherently inferior to the online method for nonlinear estimation problems, it only suggests that an ideal estimation technique should estimate all parameters simultaneously whether it is online or offline. PMID:25002829

Identifiability of PBPK Models with Applications to ...

EPA Pesticide Factsheets

Any statistical model should be identifiable in order for estimates and tests using it to be meaningful. We consider statistical analysis of physiologically-based pharmacokinetic (PBPK) models in which parameters cannot be estimated precisely from available data, and discuss different types of identifiability that occur in PBPK models and give reasons why they occur. We particularly focus on how the mathematical structure of a PBPK model and lack of appropriate data can lead to statistical models in which it is impossible to estimate at least some parameters precisely. Methods are reviewed which can determine whether a purely linear PBPK model is globally identifiable. We propose a theorem which determines when identifiability at a set of finite and specific values of the mathematical PBPK model (global discrete identifiability) implies identifiability of the statistical model. However, we are unable to establish conditions that imply global discrete identifiability, and conclude that the only safe approach to analysis of PBPK models involves Bayesian analysis with truncated priors. Finally, computational issues regarding posterior simulations of PBPK models are discussed. The methodology is very general and can be applied to numerous PBPK models which can be expressed as linear time-invariant systems. A real data set of a PBPK model for exposure to dimethyl arsinic acid (DMA(V)) is presented to illustrate the proposed methodology. We consider statistical analy

Machine Learning Predictions of a Multiresolution Climate Model Ensemble

NASA Astrophysics Data System (ADS)

Anderson, Gemma J.; Lucas, Donald D.

2018-05-01

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

Analysis of the statistical thermodynamic model for nonlinear binary protein adsorption equilibria.

PubMed

Zhou, Xiao-Peng; Su, Xue-Li; Sun, Yan

2007-01-01

The statistical thermodynamic (ST) model was used to study nonlinear binary protein adsorption equilibria on an anion exchanger. Single-component and binary protein adsorption isotherms of bovine hemoglobin (Hb) and bovine serum albumin (BSA) on DEAE Spherodex M were determined by batch adsorption experiments in 10 mM Tris-HCl buffer containing a specific NaCl concentration (0.05, 0.10, and 0.15 M) at pH 7.40. The ST model was found to depict the effect of ionic strength on the single-component equilibria well, with model parameters depending on ionic strength. Moreover, the ST model gave acceptable fitting to the binary adsorption data with the fitted single-component model parameters, leading to the estimation of the binary ST model parameter. The effects of ionic strength on the model parameters are reasonably interpreted by the electrostatic and thermodynamic theories. The effective charge of protein in adsorption phase can be separately calculated from the two categories of the model parameters, and the values obtained from the two methods are consistent. The results demonstrate the utility of the ST model for describing nonlinear binary protein adsorption equilibria.

Mathematical and statistical models for determining the crop load in grapevine

NASA Astrophysics Data System (ADS)

Alina, Dobrei; Alin, Dobrei; Eleonora, Nistor; Teodor, Cristea; Marius, Boldea; Florin, Sala

2016-06-01

Ensuring a balance between vine crop load and vine vegetative growth is a dynamic process, so it is necessary to develop models for describing this relationship. This study analyzed the interrelationship between the crop load and growing specific parameters (viable buds - VB, dead (frost-injured) buds - DB, total shoots growth-TSG, one-year-old wood - MSG), in two vine grapes varieties: Muscat Ottonel cultivar for wine and Victoria cultivar for fresh grapes. In both varieties interrelationship between the buds number and vegetative growth parameters were described by polynomial functions statistically assured. Using regression analysis it was possible to develop predictive models for one-year-old wood (MSG), an important parameter for the yield and quality of wine grape production, with statistical significance results (R2 = 0.884, p <0.001, F = 45.957 in Muscat Ottonel cultivar and R2 = 0.893, p = 0.001, F = 49.886 in Victoria cultivar).

Strategies for Testing Statistical and Practical Significance in Detecting DIF with Logistic Regression Models

ERIC Educational Resources Information Center

Fidalgo, Angel M.; Alavi, Seyed Mohammad; Amirian, Seyed Mohammad Reza

2014-01-01

This study examines three controversial aspects in differential item functioning (DIF) detection by logistic regression (LR) models: first, the relative effectiveness of different analytical strategies for detecting DIF; second, the suitability of the Wald statistic for determining the statistical significance of the parameters of interest; and…

Improving the efficiency of the cardiac catheterization laboratories through understanding the stochastic behavior of the scheduled procedures.

PubMed

Stepaniak, Pieter S; Soliman Hamad, Mohamed A; Dekker, Lukas R C; Koolen, Jacques J

2014-01-01

In this study, we sought to analyze the stochastic behavior of Catherization Laboratories (Cath Labs) procedures in our institution. Statistical models may help to improve estimated case durations to support management in the cost-effective use of expensive surgical resources. We retrospectively analyzed all the procedures performed in the Cath Labs in 2012. The duration of procedures is strictly positive (larger than zero) and has mostly a large minimum duration. Because of the strictly positive character of the Cath Lab procedures, a fit of a lognormal model may be desirable. Having a minimum duration requires an estimate of the threshold (shift) parameter of the lognormal model. Therefore, the 3-parameter lognormal model is interesting. To avoid heterogeneous groups of observations, we tested every group-cardiologist-procedure combination for the normal, 2- and 3-parameter lognormal distribution. The total number of elective and emergency procedures performed was 6,393 (8,186 h). The final analysis included 6,135 procedures (7,779 h). Electrophysiology (intervention) procedures fit the 3-parameter lognormal model 86.1% (80.1%). Using Friedman test statistics, we conclude that the 3-parameter lognormal model is superior to the 2-parameter lognormal model. Furthermore, the 2-parameter lognormal is superior to the normal model. Cath Lab procedures are well-modelled by lognormal models. This information helps to improve and to refine Cath Lab schedules and hence their efficient use.

Statistical Properties of Echosignal Obtained from Human Dermis In Vivo

NASA Astrophysics Data System (ADS)

Piotrzkowska, Hanna; Litniewski, Jerzy; Nowicki, Andrzej; Szymańska, Elżbieta

The paper presents the classification of the healthy skin and the skin lesions (basal cell carcinoma and actinic keratosis), basing on the statistical parameters of the envelope of ultrasonic echoes. The envelope was modeled using Rayleigh and non-Rayleigh (K-distribution) statistics. Furthermore, the characteristic parameter of the K-distribution, the effective number of scatterers was investigated. Also the attenuation coefficient was used for the skin lesion assessment.

Sensitivity analysis of helicopter IMC decelerating steep approach and landing performance to navigation system parameters

NASA Technical Reports Server (NTRS)

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

1982-01-01

Results of a study to investigate, by means of a computer simulation, the performance sensitivity of helicopter IMC DSAL operations as a function of navigation system parameters are presented. A mathematical model representing generically a navigation system is formulated. The scenario simulated consists of a straight in helicopter approach to landing along a 6 deg glideslope. The deceleration magnitude chosen is 03g. The navigation model parameters are varied and the statistics of the total system errors (TSE) computed. These statistics are used to determine the critical navigation system parameters that affect the performance of the closed-loop navigation, guidance and control system of a UH-1H helicopter.

Statistical Inference for Data Adaptive Target Parameters.

PubMed

Hubbard, Alan E; Kherad-Pajouh, Sara; van der Laan, Mark J

2016-05-01

Consider one observes n i.i.d. copies of a random variable with a probability distribution that is known to be an element of a particular statistical model. In order to define our statistical target we partition the sample in V equal size sub-samples, and use this partitioning to define V splits in an estimation sample (one of the V subsamples) and corresponding complementary parameter-generating sample. For each of the V parameter-generating samples, we apply an algorithm that maps the sample to a statistical target parameter. We define our sample-split data adaptive statistical target parameter as the average of these V-sample specific target parameters. We present an estimator (and corresponding central limit theorem) of this type of data adaptive target parameter. This general methodology for generating data adaptive target parameters is demonstrated with a number of practical examples that highlight new opportunities for statistical learning from data. This new framework provides a rigorous statistical methodology for both exploratory and confirmatory analysis within the same data. Given that more research is becoming "data-driven", the theory developed within this paper provides a new impetus for a greater involvement of statistical inference into problems that are being increasingly addressed by clever, yet ad hoc pattern finding methods. To suggest such potential, and to verify the predictions of the theory, extensive simulation studies, along with a data analysis based on adaptively determined intervention rules are shown and give insight into how to structure such an approach. The results show that the data adaptive target parameter approach provides a general framework and resulting methodology for data-driven science.

Dark energy models through nonextensive Tsallis' statistics

NASA Astrophysics Data System (ADS)

Barboza, Edésio M.; Nunes, Rafael da C.; Abreu, Everton M. C.; Ananias Neto, Jorge

2015-10-01

The accelerated expansion of the Universe is one of the greatest challenges of modern physics. One candidate to explain this phenomenon is a new field called dark energy. In this work we have used the Tsallis nonextensive statistical formulation of the Friedmann equation to explore the Barboza-Alcaniz and Chevalier-Polarski-Linder parametric dark energy models and the Wang-Meng and Dalal vacuum decay models. After that, we have discussed the observational tests and the constraints concerning the Tsallis nonextensive parameter. Finally, we have described the dark energy physics through the role of the q-parameter.

Parameter optimization in biased decoy-state quantum key distribution with both source errors and statistical fluctuations

NASA Astrophysics Data System (ADS)

Zhu, Jian-Rong; Li, Jian; Zhang, Chun-Mei; Wang, Qin

2017-10-01

The decoy-state method has been widely used in commercial quantum key distribution (QKD) systems. In view of the practical decoy-state QKD with both source errors and statistical fluctuations, we propose a universal model of full parameter optimization in biased decoy-state QKD with phase-randomized sources. Besides, we adopt this model to carry out simulations of two widely used sources: weak coherent source (WCS) and heralded single-photon source (HSPS). Results show that full parameter optimization can significantly improve not only the secure transmission distance but also the final key generation rate. And when taking source errors and statistical fluctuations into account, the performance of decoy-state QKD using HSPS suffered less than that of decoy-state QKD using WCS.

Statistical aspects of carbon fiber risk assessment modeling. [fire accidents involving aircraft

NASA Technical Reports Server (NTRS)

Gross, D.; Miller, D. R.; Soland, R. M.

1980-01-01

The probabilistic and statistical aspects of the carbon fiber risk assessment modeling of fire accidents involving commercial aircraft are examined. Three major sources of uncertainty in the modeling effort are identified. These are: (1) imprecise knowledge in establishing the model; (2) parameter estimation; and (3)Monte Carlo sampling error. All three sources of uncertainty are treated and statistical procedures are utilized and/or developed to control them wherever possible.

A Statistical Atrioventricular Node Model Accounting for Pathway Switching During Atrial Fibrillation.

PubMed

Henriksson, Mikael; Corino, Valentina D A; Sornmo, Leif; Sandberg, Frida

2016-09-01

The atrioventricular (AV) node plays a central role in atrial fibrillation (AF), as it influences the conduction of impulses from the atria into the ventricles. In this paper, the statistical dual pathway AV node model, previously introduced by us, is modified so that it accounts for atrial impulse pathway switching even if the preceding impulse did not cause a ventricular activation. The proposed change in model structure implies that the number of model parameters subjected to maximum likelihood estimation is reduced from five to four. The model is evaluated using the data acquired in the RATe control in atrial fibrillation (RATAF) study, involving 24-h ECG recordings from 60 patients with permanent AF. When fitting the models to the RATAF database, similar results were obtained for both the present and the previous model, with a median fit of 86%. The results show that the parameter estimates characterizing refractory period prolongation exhibit considerably lower variation when using the present model, a finding that may be ascribed to fewer model parameters. The new model maintains the capability to model RR intervals, while providing more reliable parameters estimates. The model parameters are expected to convey novel clinical information, and may be useful for predicting the effect of rate control drugs.

MODFLOW-2000, the U.S. Geological Survey modular ground-water model; user guide to the observation, sensitivity, and parameter-estimation processes and three post-processing programs

USGS Publications Warehouse

Hill, Mary C.; Banta, E.R.; Harbaugh, A.W.; Anderman, E.R.

2000-01-01

This report documents the Observation, Sensitivity, and Parameter-Estimation Processes of the ground-water modeling computer program MODFLOW-2000. The Observation Process generates model-calculated values for comparison with measured, or observed, quantities. A variety of statistics is calculated to quantify this comparison, including a weighted least-squares objective function. In addition, a number of files are produced that can be used to compare the values graphically. The Sensitivity Process calculates the sensitivity of hydraulic heads throughout the model with respect to specified parameters using the accurate sensitivity-equation method. These are called grid sensitivities. If the Observation Process is active, it uses the grid sensitivities to calculate sensitivities for the simulated values associated with the observations. These are called observation sensitivities. Observation sensitivities are used to calculate a number of statistics that can be used (1) to diagnose inadequate data, (2) to identify parameters that probably cannot be estimated by regression using the available observations, and (3) to evaluate the utility of proposed new data. The Parameter-Estimation Process uses a modified Gauss-Newton method to adjust values of user-selected input parameters in an iterative procedure to minimize the value of the weighted least-squares objective function. Statistics produced by the Parameter-Estimation Process can be used to evaluate estimated parameter values; statistics produced by the Observation Process and post-processing program RESAN-2000 can be used to evaluate how accurately the model represents the actual processes; statistics produced by post-processing program YCINT-2000 can be used to quantify the uncertainty of model simulated values. Parameters are defined in the Ground-Water Flow Process input files and can be used to calculate most model inputs, such as: for explicitly defined model layers, horizontal hydraulic conductivity, horizontal anisotropy, vertical hydraulic conductivity or vertical anisotropy, specific storage, and specific yield; and, for implicitly represented layers, vertical hydraulic conductivity. In addition, parameters can be defined to calculate the hydraulic conductance of the River, General-Head Boundary, and Drain Packages; areal recharge rates of the Recharge Package; maximum evapotranspiration of the Evapotranspiration Package; pumpage or the rate of flow at defined-flux boundaries of the Well Package; and the hydraulic head at constant-head boundaries. The spatial variation of model inputs produced using defined parameters is very flexible, including interpolated distributions that require the summation of contributions from different parameters. Observations can include measured hydraulic heads or temporal changes in hydraulic heads, measured gains and losses along head-dependent boundaries (such as streams), flows through constant-head boundaries, and advective transport through the system, which generally would be inferred from measured concentrations. MODFLOW-2000 is intended for use on any computer operating system. The program consists of algorithms programmed in Fortran 90, which efficiently performs numerical calculations and is fully compatible with the newer Fortran 95. The code is easily modified to be compatible with FORTRAN 77. Coordination for multiple processors is accommodated using Message Passing Interface (MPI) commands. The program is designed in a modular fashion that is intended to support inclusion of new capabilities.

Nonlinear Curve-Fitting Program

NASA Technical Reports Server (NTRS)

Everhart, Joel L.; Badavi, Forooz F.

1989-01-01

Nonlinear optimization algorithm helps in finding best-fit curve. Nonlinear Curve Fitting Program, NLINEAR, interactive curve-fitting routine based on description of quadratic expansion of X(sup 2) statistic. Utilizes nonlinear optimization algorithm calculating best statistically weighted values of parameters of fitting function and X(sup 2) minimized. Provides user with such statistical information as goodness of fit and estimated values of parameters producing highest degree of correlation between experimental data and mathematical model. Written in FORTRAN 77.

The log-periodic-AR(1)-GARCH(1,1) model for financial crashes

NASA Astrophysics Data System (ADS)

Gazola, L.; Fernandes, C.; Pizzinga, A.; Riera, R.

2008-02-01

This paper intends to meet recent claims for the attainment of more rigorous statistical methodology within the econophysics literature. To this end, we consider an econometric approach to investigate the outcomes of the log-periodic model of price movements, which has been largely used to forecast financial crashes. In order to accomplish reliable statistical inference for unknown parameters, we incorporate an autoregressive dynamic and a conditional heteroskedasticity structure in the error term of the original model, yielding the log-periodic-AR(1)-GARCH(1,1) model. Both the original and the extended models are fitted to financial indices of U. S. market, namely S&P500 and NASDAQ. Our analysis reveal two main points: (i) the log-periodic-AR(1)-GARCH(1,1) model has residuals with better statistical properties and (ii) the estimation of the parameter concerning the time of the financial crash has been improved.

Computing maximum-likelihood estimates for parameters of the National Descriptive Model of Mercury in Fish

USGS Publications Warehouse

Donato, David I.

2012-01-01

This report presents the mathematical expressions and the computational techniques required to compute maximum-likelihood estimates for the parameters of the National Descriptive Model of Mercury in Fish (NDMMF), a statistical model used to predict the concentration of methylmercury in fish tissue. The expressions and techniques reported here were prepared to support the development of custom software capable of computing NDMMF parameter estimates more quickly and using less computer memory than is currently possible with available general-purpose statistical software. Computation of maximum-likelihood estimates for the NDMMF by numerical solution of a system of simultaneous equations through repeated Newton-Raphson iterations is described. This report explains the derivation of the mathematical expressions required for computational parameter estimation in sufficient detail to facilitate future derivations for any revised versions of the NDMMF that may be developed.

Sequential Markov chain Monte Carlo filter with simultaneous model selection for electrocardiogram signal modeling.

PubMed

Edla, Shwetha; Kovvali, Narayan; Papandreou-Suppappola, Antonia

2012-01-01

Constructing statistical models of electrocardiogram (ECG) signals, whose parameters can be used for automated disease classification, is of great importance in precluding manual annotation and providing prompt diagnosis of cardiac diseases. ECG signals consist of several segments with different morphologies (namely the P wave, QRS complex and the T wave) in a single heart beat, which can vary across individuals and diseases. Also, existing statistical ECG models exhibit a reliance upon obtaining a priori information from the ECG data by using preprocessing algorithms to initialize the filter parameters, or to define the user-specified model parameters. In this paper, we propose an ECG modeling technique using the sequential Markov chain Monte Carlo (SMCMC) filter that can perform simultaneous model selection, by adaptively choosing from different representations depending upon the nature of the data. Our results demonstrate the ability of the algorithm to track various types of ECG morphologies, including intermittently occurring ECG beats. In addition, we use the estimated model parameters as the feature set to classify between ECG signals with normal sinus rhythm and four different types of arrhythmia.

Moment-Based Physical Models of Broadband Clutter due to Aggregations of Fish

DTIC Science & Technology

2013-09-30

statistical models for signal-processing algorithm development. These in turn will help to develop a capability to statistically forecast the impact of...aggregations of fish based on higher-order statistical measures describable in terms of physical and system parameters. Environmentally , these models...processing. In this experiment, we had good ground truth on (1) and (2), and had control over (3) and (4) except for environmentally -imposed restrictions

Interpretation of the results of statistical measurements. [search for basic probability model

NASA Technical Reports Server (NTRS)

Olshevskiy, V. V.

1973-01-01

For random processes, the calculated probability characteristic, and the measured statistical estimate are used in a quality functional, which defines the difference between the two functions. Based on the assumption that the statistical measurement procedure is organized so that the parameters for a selected model are optimized, it is shown that the interpretation of experimental research is a search for a basic probability model.

Estimating urban ground-level PM10 using MODIS 3km AOD product and meteorological parameters from WRF model

NASA Astrophysics Data System (ADS)

Ghotbi, Saba; Sotoudeheian, Saeed; Arhami, Mohammad

2016-09-01

Satellite remote sensing products of AOD from MODIS along with appropriate meteorological parameters were used to develop statistical models and estimate ground-level PM10. Most of previous studies obtained meteorological data from synoptic weather stations, with rather sparse spatial distribution, and used it along with 10 km AOD product to develop statistical models, applicable for PM variations in regional scale (resolution of ≥10 km). In the current study, meteorological parameters were simulated with 3 km resolution using WRF model and used along with the rather new 3 km AOD product (launched in 2014). The resulting PM statistical models were assessed for a polluted and largely variable urban area, Tehran, Iran. Despite the critical particulate pollution problem, very few PM studies were conducted in this area. The issue of rather poor direct PM-AOD associations existed, due to different factors such as variations in particles optical properties, in addition to bright background issue for satellite data, as the studied area located in the semi-arid areas of Middle East. Statistical approach of linear mixed effect (LME) was used, and three types of statistical models including single variable LME model (using AOD as independent variable) and multiple variables LME model by using meteorological data from two sources, WRF model and synoptic stations, were examined. Meteorological simulations were performed using a multiscale approach and creating an appropriate physic for the studied region, and the results showed rather good agreements with recordings of the synoptic stations. The single variable LME model was able to explain about 61%-73% of daily PM10 variations, reflecting a rather acceptable performance. Statistical models performance improved through using multivariable LME and incorporating meteorological data as auxiliary variables, particularly by using fine resolution outputs from WRF (R2 = 0.73-0.81). In addition, rather fine resolution for PM estimates was mapped for the studied city, and resulting concentration maps were consistent with PM recordings at the existing stations.

Performance evaluation of a hybrid-passive landfill leachate treatment system using multivariate statistical techniques

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

Wallace, Jack, E-mail: jack.wallace@ce.queensu.ca; Champagne, Pascale, E-mail: champagne@civil.queensu.ca; Monnier, Anne-Charlotte, E-mail: anne-charlotte.monnier@insa-lyon.fr

Highlights: • Performance of a hybrid passive landfill leachate treatment system was evaluated. • 33 Water chemistry parameters were sampled for 21 months and statistically analyzed. • Parameters were strongly linked and explained most (>40%) of the variation in data. • Alkalinity, ammonia, COD, heavy metals, and iron were criteria for performance. • Eight other parameters were key in modeling system dynamics and criteria. - Abstract: A pilot-scale hybrid-passive treatment system operated at the Merrick Landfill in North Bay, Ontario, Canada, treats municipal landfill leachate and provides for subsequent natural attenuation. Collected leachate is directed to a hybrid-passive treatment system,more » followed by controlled release to a natural attenuation zone before entering the nearby Little Sturgeon River. The study presents a comprehensive evaluation of the performance of the system using multivariate statistical techniques to determine the interactions between parameters, major pollutants in the leachate, and the biological and chemical processes occurring in the system. Five parameters (ammonia, alkalinity, chemical oxygen demand (COD), “heavy” metals of interest, with atomic weights above calcium, and iron) were set as criteria for the evaluation of system performance based on their toxicity to aquatic ecosystems and importance in treatment with respect to discharge regulations. System data for a full range of water quality parameters over a 21-month period were analyzed using principal components analysis (PCA), as well as principal components (PC) and partial least squares (PLS) regressions. PCA indicated a high degree of association for most parameters with the first PC, which explained a high percentage (>40%) of the variation in the data, suggesting strong statistical relationships among most of the parameters in the system. Regression analyses identified 8 parameters (set as independent variables) that were most frequently retained for modeling the five criteria parameters (set as dependent variables), on a statistically significant level: conductivity, dissolved oxygen (DO), nitrite (NO{sub 2}{sup −}), organic nitrogen (N), oxidation reduction potential (ORP), pH, sulfate and total volatile solids (TVS). The criteria parameters and the significant explanatory parameters were most important in modeling the dynamics of the passive treatment system during the study period. Such techniques and procedures were found to be highly valuable and could be applied to other sites to determine parameters of interest in similar naturalized engineered systems.« less

New statistical scission-point model to predict fission fragment observables

NASA Astrophysics Data System (ADS)

Lemaître, Jean-François; Panebianco, Stefano; Sida, Jean-Luc; Hilaire, Stéphane; Heinrich, Sophie

2015-09-01

The development of high performance computing facilities makes possible a massive production of nuclear data in a full microscopic framework. Taking advantage of the individual potential calculations of more than 7000 nuclei, a new statistical scission-point model, called SPY, has been developed. It gives access to the absolute available energy at the scission point, which allows the use of a parameter-free microcanonical statistical description to calculate the distributions and the mean values of all fission observables. SPY uses the richness of microscopy in a rather simple theoretical framework, without any parameter except the scission-point definition, to draw clear answers based on perfect knowledge of the ingredients involved in the model, with very limited computing cost.

A computer program (MODFLOWP) for estimating parameters of a transient, three-dimensional ground-water flow model using nonlinear regression

USGS Publications Warehouse

Hill, Mary Catherine

1992-01-01

This report documents a new version of the U.S. Geological Survey modular, three-dimensional, finite-difference, ground-water flow model (MODFLOW) which, with the new Parameter-Estimation Package that also is documented in this report, can be used to estimate parameters by nonlinear regression. The new version of MODFLOW is called MODFLOWP (pronounced MOD-FLOW*P), and functions nearly identically to MODFLOW when the ParameterEstimation Package is not used. Parameters are estimated by minimizing a weighted least-squares objective function by the modified Gauss-Newton method or by a conjugate-direction method. Parameters used to calculate the following MODFLOW model inputs can be estimated: Transmissivity and storage coefficient of confined layers; hydraulic conductivity and specific yield of unconfined layers; vertical leakance; vertical anisotropy (used to calculate vertical leakance); horizontal anisotropy; hydraulic conductance of the River, Streamflow-Routing, General-Head Boundary, and Drain Packages; areal recharge rates; maximum evapotranspiration; pumpage rates; and the hydraulic head at constant-head boundaries. Any spatial variation in parameters can be defined by the user. Data used to estimate parameters can include existing independent estimates of parameter values, observed hydraulic heads or temporal changes in hydraulic heads, and observed gains and losses along head-dependent boundaries (such as streams). Model output includes statistics for analyzing the parameter estimates and the model; these statistics can be used to quantify the reliability of the resulting model, to suggest changes in model construction, and to compare results of models constructed in different ways.

Joint Data Assimilation and Parameter Calibration in on-line groundwater modelling using Sequential Monte Carlo techniques

NASA Astrophysics Data System (ADS)

Ramgraber, M.; Schirmer, M.

2017-12-01

As computational power grows and wireless sensor networks find their way into common practice, it becomes increasingly feasible to pursue on-line numerical groundwater modelling. The reconciliation of model predictions with sensor measurements often necessitates the application of Sequential Monte Carlo (SMC) techniques, most prominently represented by the Ensemble Kalman Filter. In the pursuit of on-line predictions it seems advantageous to transcend the scope of pure data assimilation and incorporate on-line parameter calibration as well. Unfortunately, the interplay between shifting model parameters and transient states is non-trivial. Several recent publications (e.g. Chopin et al., 2013, Kantas et al., 2015) in the field of statistics discuss potential algorithms addressing this issue. However, most of these are computationally intractable for on-line application. In this study, we investigate to what extent compromises between mathematical rigour and computational restrictions can be made within the framework of on-line numerical modelling of groundwater. Preliminary studies are conducted in a synthetic setting, with the goal of transferring the conclusions drawn into application in a real-world setting. To this end, a wireless sensor network has been established in the valley aquifer around Fehraltorf, characterized by a highly dynamic groundwater system and located about 20 km to the East of Zürich, Switzerland. By providing continuous probabilistic estimates of the state and parameter distribution, a steady base for branched-off predictive scenario modelling could be established, providing water authorities with advanced tools for assessing the impact of groundwater management practices. Chopin, N., Jacob, P.E. and Papaspiliopoulos, O. (2013): SMC2: an efficient algorithm for sequential analysis of state space models. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 75 (3), p. 397-426. Kantas, N., Doucet, A., Singh, S.S., Maciejowski, J., and Chopin, N. (2015): On Particle Methods for Parameter Estimation in State-Space Models. Statistical Science, 30 (3), p. 328.-351.

Statistical sensitivity analysis of a simple nuclear waste repository model

NASA Astrophysics Data System (ADS)

Ronen, Y.; Lucius, J. L.; Blow, E. M.

1980-06-01

A preliminary step in a comprehensive sensitivity analysis of the modeling of a nuclear waste repository. The purpose of the complete analysis is to determine which modeling parameters and physical data are most important in determining key design performance criteria and then to obtain the uncertainty in the design for safety considerations. The theory for a statistical screening design methodology is developed for later use in the overall program. The theory was applied to the test case of determining the relative importance of the sensitivity of near field temperature distribution in a single level salt repository to modeling parameters. The exact values of the sensitivities to these physical and modeling parameters were then obtained using direct methods of recalculation. The sensitivity coefficients found to be important for the sample problem were thermal loading, distance between the spent fuel canisters and their radius. Other important parameters were those related to salt properties at a point of interest in the repository.

The statistics of primordial density fluctuations

NASA Astrophysics Data System (ADS)

Barrow, John D.; Coles, Peter

1990-05-01

The statistical properties of the density fluctuations produced by power-law inflation are investigated. It is found that, even the fluctuations present in the scalar field driving the inflation are Gaussian, the resulting density perturbations need not be, due to stochastic variations in the Hubble parameter. All the moments of the density fluctuations are calculated, and is is argued that, for realistic parameter choices, the departures from Gaussian statistics are small and would have a negligible effect on the large-scale structure produced in the model. On the other hand, the model predicts a power spectrum with n not equal to 1, and this could be good news for large-scale structure.

RAD-ADAPT: Software for modelling clonogenic assay data in radiation biology.

PubMed

Zhang, Yaping; Hu, Kaiqiang; Beumer, Jan H; Bakkenist, Christopher J; D'Argenio, David Z

2017-04-01

We present a comprehensive software program, RAD-ADAPT, for the quantitative analysis of clonogenic assays in radiation biology. Two commonly used models for clonogenic assay analysis, the linear-quadratic model and single-hit multi-target model, are included in the software. RAD-ADAPT uses maximum likelihood estimation method to obtain parameter estimates with the assumption that cell colony count data follow a Poisson distribution. The program has an intuitive interface, generates model prediction plots, tabulates model parameter estimates, and allows automatic statistical comparison of parameters between different groups. The RAD-ADAPT interface is written using the statistical software R and the underlying computations are accomplished by the ADAPT software system for pharmacokinetic/pharmacodynamic systems analysis. The use of RAD-ADAPT is demonstrated using an example that examines the impact of pharmacologic ATM and ATR kinase inhibition on human lung cancer cell line A549 after ionizing radiation. Copyright © 2017 Elsevier B.V. All rights reserved.

Understanding system dynamics of an adaptive enzyme network from globally profiled kinetic parameters.

PubMed

Chiang, Austin W T; Liu, Wei-Chung; Charusanti, Pep; Hwang, Ming-Jing

2014-01-15

A major challenge in mathematical modeling of biological systems is to determine how model parameters contribute to systems dynamics. As biological processes are often complex in nature, it is desirable to address this issue using a systematic approach. Here, we propose a simple methodology that first performs an enrichment test to find patterns in the values of globally profiled kinetic parameters with which a model can produce the required system dynamics; this is then followed by a statistical test to elucidate the association between individual parameters and different parts of the system's dynamics. We demonstrate our methodology on a prototype biological system of perfect adaptation dynamics, namely the chemotaxis model for Escherichia coli. Our results agreed well with those derived from experimental data and theoretical studies in the literature. Using this model system, we showed that there are motifs in kinetic parameters and that these motifs are governed by constraints of the specified system dynamics. A systematic approach based on enrichment statistical tests has been developed to elucidate the relationships between model parameters and the roles they play in affecting system dynamics of a prototype biological network. The proposed approach is generally applicable and therefore can find wide use in systems biology modeling research.

Performance of Bootstrapping Approaches To Model Test Statistics and Parameter Standard Error Estimation in Structural Equation Modeling.

ERIC Educational Resources Information Center

Nevitt, Jonathan; Hancock, Gregory R.

2001-01-01

Evaluated the bootstrap method under varying conditions of nonnormality, sample size, model specification, and number of bootstrap samples drawn from the resampling space. Results for the bootstrap suggest the resampling-based method may be conservative in its control over model rejections, thus having an impact on the statistical power associated…

Statistical modeling of ecosystem respiration using eddy covariance data: Maximum likelihood parameter estimation, and Monte Carlo simulation of model and parameter uncertainty, applied to three simple models

Treesearch

Andrew D. Richardson; David Y. Hollinger; David Y. Hollinger

2005-01-01

Whether the goal is to fill gaps in the flux record, or to extract physiological parameters from eddy covariance data, researchers are frequently interested in fitting simple models of ecosystem physiology to measured data. Presently, there is no consensus on the best models to use, or the ideal optimization criteria. We demonstrate that, given our estimates of the...

Bayesian Parameter Inference and Model Selection by Population Annealing in Systems Biology

PubMed Central

Murakami, Yohei

2014-01-01

Parameter inference and model selection are very important for mathematical modeling in systems biology. Bayesian statistics can be used to conduct both parameter inference and model selection. Especially, the framework named approximate Bayesian computation is often used for parameter inference and model selection in systems biology. However, Monte Carlo methods needs to be used to compute Bayesian posterior distributions. In addition, the posterior distributions of parameters are sometimes almost uniform or very similar to their prior distributions. In such cases, it is difficult to choose one specific value of parameter with high credibility as the representative value of the distribution. To overcome the problems, we introduced one of the population Monte Carlo algorithms, population annealing. Although population annealing is usually used in statistical mechanics, we showed that population annealing can be used to compute Bayesian posterior distributions in the approximate Bayesian computation framework. To deal with un-identifiability of the representative values of parameters, we proposed to run the simulations with the parameter ensemble sampled from the posterior distribution, named “posterior parameter ensemble”. We showed that population annealing is an efficient and convenient algorithm to generate posterior parameter ensemble. We also showed that the simulations with the posterior parameter ensemble can, not only reproduce the data used for parameter inference, but also capture and predict the data which was not used for parameter inference. Lastly, we introduced the marginal likelihood in the approximate Bayesian computation framework for Bayesian model selection. We showed that population annealing enables us to compute the marginal likelihood in the approximate Bayesian computation framework and conduct model selection depending on the Bayes factor. PMID:25089832

A Bayesian approach for parameter estimation and prediction using a computationally intensive model

DOE PAGES

Higdon, Dave; McDonnell, Jordan D.; Schunck, Nicolas; ...

2015-02-05

Bayesian methods have been successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based modelmore » $$\\eta (\\theta )$$, where θ denotes the uncertain, best input setting. Hence the statistical model is of the form $$y=\\eta (\\theta )+\\epsilon ,$$ where $$\\epsilon $$ accounts for measurement, and possibly other, error sources. When nonlinearity is present in $$\\eta (\\cdot )$$, the resulting posterior distribution for the unknown parameters in the Bayesian formulation is typically complex and nonstandard, requiring computationally demanding computational approaches such as Markov chain Monte Carlo (MCMC) to produce multivariate draws from the posterior. Although generally applicable, MCMC requires thousands (or even millions) of evaluations of the physics model $$\\eta (\\cdot )$$. This requirement is problematic if the model takes hours or days to evaluate. To overcome this computational bottleneck, we present an approach adapted from Bayesian model calibration. This approach combines output from an ensemble of computational model runs with physical measurements, within a statistical formulation, to carry out inference. A key component of this approach is a statistical response surface, or emulator, estimated from the ensemble of model runs. We demonstrate this approach with a case study in estimating parameters for a density functional theory model, using experimental mass/binding energy measurements from a collection of atomic nuclei. Lastly, we also demonstrate how this approach produces uncertainties in predictions for recent mass measurements obtained at Argonne National Laboratory.« less

Pattern-Based Inverse Modeling for Characterization of Subsurface Flow Models with Complex Geologic Heterogeneity

NASA Astrophysics Data System (ADS)

Golmohammadi, A.; Jafarpour, B.; M Khaninezhad, M. R.

2017-12-01

Calibration of heterogeneous subsurface flow models leads to ill-posed nonlinear inverse problems, where too many unknown parameters are estimated from limited response measurements. When the underlying parameters form complex (non-Gaussian) structured spatial connectivity patterns, classical variogram-based geostatistical techniques cannot describe the underlying connectivity patterns. Modern pattern-based geostatistical methods that incorporate higher-order spatial statistics are more suitable for describing such complex spatial patterns. Moreover, when the underlying unknown parameters are discrete (geologic facies distribution), conventional model calibration techniques that are designed for continuous parameters cannot be applied directly. In this paper, we introduce a novel pattern-based model calibration method to reconstruct discrete and spatially complex facies distributions from dynamic flow response data. To reproduce complex connectivity patterns during model calibration, we impose a feasibility constraint to ensure that the solution follows the expected higher-order spatial statistics. For model calibration, we adopt a regularized least-squares formulation, involving data mismatch, pattern connectivity, and feasibility constraint terms. Using an alternating directions optimization algorithm, the regularized objective function is divided into a continuous model calibration problem, followed by mapping the solution onto the feasible set. The feasibility constraint to honor the expected spatial statistics is implemented using a supervised machine learning algorithm. The two steps of the model calibration formulation are repeated until the convergence criterion is met. Several numerical examples are used to evaluate the performance of the developed method.

Model identification using stochastic differential equation grey-box models in diabetes.

PubMed

Duun-Henriksen, Anne Katrine; Schmidt, Signe; Røge, Rikke Meldgaard; Møller, Jonas Bech; Nørgaard, Kirsten; Jørgensen, John Bagterp; Madsen, Henrik

2013-03-01

The acceptance of virtual preclinical testing of control algorithms is growing and thus also the need for robust and reliable models. Models based on ordinary differential equations (ODEs) can rarely be validated with standard statistical tools. Stochastic differential equations (SDEs) offer the possibility of building models that can be validated statistically and that are capable of predicting not only a realistic trajectory, but also the uncertainty of the prediction. In an SDE, the prediction error is split into two noise terms. This separation ensures that the errors are uncorrelated and provides the possibility to pinpoint model deficiencies. An identifiable model of the glucoregulatory system in a type 1 diabetes mellitus (T1DM) patient is used as the basis for development of a stochastic-differential-equation-based grey-box model (SDE-GB). The parameters are estimated on clinical data from four T1DM patients. The optimal SDE-GB is determined from likelihood-ratio tests. Finally, parameter tracking is used to track the variation in the "time to peak of meal response" parameter. We found that the transformation of the ODE model into an SDE-GB resulted in a significant improvement in the prediction and uncorrelated errors. Tracking of the "peak time of meal absorption" parameter showed that the absorption rate varied according to meal type. This study shows the potential of using SDE-GBs in diabetes modeling. Improved model predictions were obtained due to the separation of the prediction error. SDE-GBs offer a solid framework for using statistical tools for model validation and model development. © 2013 Diabetes Technology Society.

Statistical analysis of the effect of temperature and inlet humidities on the parameters of a semiempirical model of the internal resistance of a polymer electrolyte membrane fuel cell

NASA Astrophysics Data System (ADS)

Giner-Sanz, J. J.; Ortega, E. M.; Pérez-Herranz, V.

2018-03-01

The internal resistance of a PEM fuel cell depends on the operation conditions and on the current delivered by the cell. This work's goal is to obtain a semiempirical model able to reproduce the effect of the operation current on the internal resistance of an individual cell of a commercial PEM fuel cell stack; and to perform a statistical analysis in order to study the effect of the operation temperature and the inlet humidities on the parameters of the model. First, the internal resistance of the individual fuel cell operating in different operation conditions was experimentally measured for different DC currents, using the high frequency intercept of the impedance spectra. Then, a semiempirical model based on Springer and co-workers' model was proposed. This model is able to successfully reproduce the experimental trends. Subsequently, the curves of resistance versus DC current obtained for different operation conditions were fitted to the semiempirical model, and an analysis of variance (ANOVA) was performed in order to determine which factors have a statistically significant effect on each model parameter. Finally, a response surface method was applied in order to obtain a regression model.

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Stochastic or statistic? Comparing flow duration curve models in ungauged basins and changing climates

NASA Astrophysics Data System (ADS)

Müller, M. F.; Thompson, S. E.

2015-09-01

The prediction of flow duration curves (FDCs) in ungauged basins remains an important task for hydrologists given the practical relevance of FDCs for water management and infrastructure design. Predicting FDCs in ungauged basins typically requires spatial interpolation of statistical or model parameters. This task is complicated if climate becomes non-stationary, as the prediction challenge now also requires extrapolation through time. In this context, process-based models for FDCs that mechanistically link the streamflow distribution to climate and landscape factors may have an advantage over purely statistical methods to predict FDCs. This study compares a stochastic (process-based) and statistical method for FDC prediction in both stationary and non-stationary contexts, using Nepal as a case study. Under contemporary conditions, both models perform well in predicting FDCs, with Nash-Sutcliffe coefficients above 0.80 in 75 % of the tested catchments. The main drives of uncertainty differ between the models: parameter interpolation was the main source of error for the statistical model, while violations of the assumptions of the process-based model represented the main source of its error. The process-based approach performed better than the statistical approach in numerical simulations with non-stationary climate drivers. The predictions of the statistical method under non-stationary rainfall conditions were poor if (i) local runoff coefficients were not accurately determined from the gauge network, or (ii) streamflow variability was strongly affected by changes in rainfall. A Monte Carlo analysis shows that the streamflow regimes in catchments characterized by a strong wet-season runoff and a rapid, strongly non-linear hydrologic response are particularly sensitive to changes in rainfall statistics. In these cases, process-based prediction approaches are strongly favored over statistical models.

Comparing statistical and process-based flow duration curve models in ungauged basins and changing rain regimes

NASA Astrophysics Data System (ADS)

Müller, M. F.; Thompson, S. E.

2016-02-01

The prediction of flow duration curves (FDCs) in ungauged basins remains an important task for hydrologists given the practical relevance of FDCs for water management and infrastructure design. Predicting FDCs in ungauged basins typically requires spatial interpolation of statistical or model parameters. This task is complicated if climate becomes non-stationary, as the prediction challenge now also requires extrapolation through time. In this context, process-based models for FDCs that mechanistically link the streamflow distribution to climate and landscape factors may have an advantage over purely statistical methods to predict FDCs. This study compares a stochastic (process-based) and statistical method for FDC prediction in both stationary and non-stationary contexts, using Nepal as a case study. Under contemporary conditions, both models perform well in predicting FDCs, with Nash-Sutcliffe coefficients above 0.80 in 75 % of the tested catchments. The main drivers of uncertainty differ between the models: parameter interpolation was the main source of error for the statistical model, while violations of the assumptions of the process-based model represented the main source of its error. The process-based approach performed better than the statistical approach in numerical simulations with non-stationary climate drivers. The predictions of the statistical method under non-stationary rainfall conditions were poor if (i) local runoff coefficients were not accurately determined from the gauge network, or (ii) streamflow variability was strongly affected by changes in rainfall. A Monte Carlo analysis shows that the streamflow regimes in catchments characterized by frequent wet-season runoff and a rapid, strongly non-linear hydrologic response are particularly sensitive to changes in rainfall statistics. In these cases, process-based prediction approaches are favored over statistical models.

Statistical shape modelling to aid surgical planning: associations between surgical parameters and head shapes following spring-assisted cranioplasty.

PubMed

Rodriguez-Florez, Naiara; Bruse, Jan L; Borghi, Alessandro; Vercruysse, Herman; Ong, Juling; James, Greg; Pennec, Xavier; Dunaway, David J; Jeelani, N U Owase; Schievano, Silvia

2017-10-01

Spring-assisted cranioplasty is performed to correct the long and narrow head shape of children with sagittal synostosis. Such corrective surgery involves osteotomies and the placement of spring-like distractors, which gradually expand to widen the skull until removal about 4 months later. Due to its dynamic nature, associations between surgical parameters and post-operative 3D head shape features are difficult to comprehend. The current study aimed at applying population-based statistical shape modelling to gain insight into how the choice of surgical parameters such as craniotomy size and spring positioning affects post-surgical head shape. Twenty consecutive patients with sagittal synostosis who underwent spring-assisted cranioplasty at Great Ormond Street Hospital for Children (London, UK) were prospectively recruited. Using a nonparametric statistical modelling technique based on mathematical currents, a 3D head shape template was computed from surface head scans of sagittal patients after spring removal. Partial least squares (PLS) regression was employed to quantify and visualise trends of localised head shape changes associated with the surgical parameters recorded during spring insertion: anterior-posterior and lateral craniotomy dimensions, anterior spring position and distance between anterior and posterior springs. Bivariate correlations between surgical parameters and corresponding PLS shape vectors demonstrated that anterior-posterior (Pearson's [Formula: see text]) and lateral craniotomy dimensions (Spearman's [Formula: see text]), as well as the position of the anterior spring ([Formula: see text]) and the distance between both springs ([Formula: see text]) on average had significant effects on head shapes at the time of spring removal. Such effects were visualised on 3D models. Population-based analysis of 3D post-operative medical images via computational statistical modelling tools allowed for detection of novel associations between surgical parameters and head shape features achieved following spring-assisted cranioplasty. The techniques described here could be extended to other cranio-maxillofacial procedures in order to assess post-operative outcomes and ultimately facilitate surgical decision making.

Bayesian Estimation in the One-Parameter Latent Trait Model.

DTIC Science & Technology

1980-03-01

Journal of Mathematical and Statistical Psychology , 1973, 26, 31-44. (a) Andersen, E. B. A goodness of fit test for the Rasch model. Psychometrika, 1973, 28...technique for estimating latent trait mental test parameters. Educational and Psychological Measurement, 1976, 36, 705-715. Lindley, D. V. The...Lord, F. M. An analysis of verbal Scholastic Aptitude Test using Birnbaum’s three-parameter logistic model. Educational and Psychological

Application of Statistically Derived CPAS Parachute Parameters

NASA Technical Reports Server (NTRS)

Romero, Leah M.; Ray, Eric S.

2013-01-01

The Capsule Parachute Assembly System (CPAS) Analysis Team is responsible for determining parachute inflation parameters and dispersions that are ultimately used in verifying system requirements. A model memo is internally released semi-annually documenting parachute inflation and other key parameters reconstructed from flight test data. Dispersion probability distributions published in previous versions of the model memo were uniform because insufficient data were available for determination of statistical based distributions. Uniform distributions do not accurately represent the expected distributions since extreme parameter values are just as likely to occur as the nominal value. CPAS has taken incremental steps to move away from uniform distributions. Model Memo version 9 (MMv9) made the first use of non-uniform dispersions, but only for the reefing cutter timing, for which a large number of sample was available. In order to maximize the utility of the available flight test data, clusters of parachutes were reconstructed individually starting with Model Memo version 10. This allowed for statistical assessment for steady-state drag area (CDS) and parachute inflation parameters such as the canopy fill distance (n), profile shape exponent (expopen), over-inflation factor (C(sub k)), and ramp-down time (t(sub k)) distributions. Built-in MATLAB distributions were applied to the histograms, and parameters such as scale (sigma) and location (mu) were output. Engineering judgment was used to determine the "best fit" distribution based on the test data. Results include normal, log normal, and uniform (where available data remains insufficient) fits of nominal and failure (loss of parachute and skipped stage) cases for all CPAS parachutes. This paper discusses the uniform methodology that was previously used, the process and result of the statistical assessment, how the dispersions were incorporated into Monte Carlo analyses, and the application of the distributions in trajectory benchmark testing assessments with parachute inflation parameters, drag area, and reefing cutter timing used by CPAS.

Testing alternative ground water models using cross-validation and other methods

USGS Publications Warehouse

Foglia, L.; Mehl, S.W.; Hill, M.C.; Perona, P.; Burlando, P.

2007-01-01

Many methods can be used to test alternative ground water models. Of concern in this work are methods able to (1) rank alternative models (also called model discrimination) and (2) identify observations important to parameter estimates and predictions (equivalent to the purpose served by some types of sensitivity analysis). Some of the measures investigated are computationally efficient; others are computationally demanding. The latter are generally needed to account for model nonlinearity. The efficient model discrimination methods investigated include the information criteria: the corrected Akaike information criterion, Bayesian information criterion, and generalized cross-validation. The efficient sensitivity analysis measures used are dimensionless scaled sensitivity (DSS), composite scaled sensitivity, and parameter correlation coefficient (PCC); the other statistics are DFBETAS, Cook's D, and observation-prediction statistic. Acronyms are explained in the introduction. Cross-validation (CV) is a computationally intensive nonlinear method that is used for both model discrimination and sensitivity analysis. The methods are tested using up to five alternative parsimoniously constructed models of the ground water system of the Maggia Valley in southern Switzerland. The alternative models differ in their representation of hydraulic conductivity. A new method for graphically representing CV and sensitivity analysis results for complex models is presented and used to evaluate the utility of the efficient statistics. The results indicate that for model selection, the information criteria produce similar results at much smaller computational cost than CV. For identifying important observations, the only obviously inferior linear measure is DSS; the poor performance was expected because DSS does not include the effects of parameter correlation and PCC reveals large parameter correlations. ?? 2007 National Ground Water Association.

Adding a Parameter Increases the Variance of an Estimated Regression Function

ERIC Educational Resources Information Center

Withers, Christopher S.; Nadarajah, Saralees

2011-01-01

The linear regression model is one of the most popular models in statistics. It is also one of the simplest models in statistics. It has received applications in almost every area of science, engineering and medicine. In this article, the authors show that adding a predictor to a linear model increases the variance of the estimated regression…

Definition of a simple statistical parameter for the quantification of orientation in two dimensions: application to cells on grooves of nanometric depths.

PubMed

Davidson, P; Bigerelle, M; Bounichane, B; Giazzon, M; Anselme, K

2010-07-01

Contact guidance is generally evaluated by measuring the orientation angle of cells. However, statistical analyses are rarely performed on these parameters. Here we propose a statistical analysis based on a new parameter sigma, the orientation parameter, defined as the dispersion of the distribution of orientation angles. This parameter can be used to obtain a truncated Gaussian distribution that models the distribution of the data between -90 degrees and +90 degrees. We established a threshold value of the orientation parameter below which the data can be considered to be aligned within a 95% confidence interval. Applying our orientation parameter to cells on grooves and using a modelling approach, we established the relationship sigma=alpha(meas)+(52 degrees -alpha(meas))/(1+C(GDE)R) where the parameter C(GDE) represents the sensitivity of cells to groove depth, and R the groove depth. The values of C(GDE) obtained allowed us to compare the contact guidance of human osteoprogenitor (HOP) cells across experiments involving different groove depths, times in culture and inoculation densities. We demonstrate that HOP cells are able to identify and respond to the presence of grooves 30, 100, 200 and 500 nm deep and that the deeper the grooves, the higher the cell orientation. The evolution of the sensitivity (C(GDE)) with culture time is roughly sigmoidal with an asymptote, which is a function of inoculation density. The sigma parameter defined here is a universal parameter that can be applied to all orientation measurements and does not require a mathematical background or knowledge of directional statistics. Copyright 2010 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.

What IRT Can and Cannot Do

ERIC Educational Resources Information Center

Glas, Cees A. W.

2009-01-01

This author states that, while the article by Gunter Maris and Timo Bechger ("On Interpreting the Model Parameters for the Three Parameter Logistic Model," this issue) is highly interesting, the interest is not so much in the practical implications, but rather in the issue of the meaning and role of statistical models in psychometrics and…

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

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

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

2014-11-10

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

Virtual Model Validation of Complex Multiscale Systems: Applications to Nonlinear Elastostatics

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

Oden, John Tinsley; Prudencio, Ernest E.; Bauman, Paul T.

We propose a virtual statistical validation process as an aid to the design of experiments for the validation of phenomenological models of the behavior of material bodies, with focus on those cases in which knowledge of the fabrication process used to manufacture the body can provide information on the micro-molecular-scale properties underlying macroscale behavior. One example is given by models of elastomeric solids fabricated using polymerization processes. We describe a framework for model validation that involves Bayesian updates of parameters in statistical calibration and validation phases. The process enables the quanti cation of uncertainty in quantities of interest (QoIs) andmore » the determination of model consistency using tools of statistical information theory. We assert that microscale information drawn from molecular models of the fabrication of the body provides a valuable source of prior information on parameters as well as a means for estimating model bias and designing virtual validation experiments to provide information gain over calibration posteriors.« less

Choosing an Appropriate Modelling Framework for Analysing Multispecies Co-culture Cell Biology Experiments.

PubMed

Markham, Deborah C; Simpson, Matthew J; Baker, Ruth E

2015-04-01

In vitro cell biology assays play a crucial role in informing our understanding of the migratory, proliferative and invasive properties of many cell types in different biological contexts. While mono-culture assays involve the study of a population of cells composed of a single cell type, co-culture assays study a population of cells composed of multiple cell types (or subpopulations of cells). Such co-culture assays can provide more realistic insights into many biological processes including tissue repair, tissue regeneration and malignant spreading. Typically, system parameters, such as motility and proliferation rates, are estimated by calibrating a mathematical or computational model to the observed experimental data. However, parameter estimates can be highly sensitive to the choice of model and modelling framework. This observation motivates us to consider the fundamental question of how we can best choose a model to facilitate accurate parameter estimation for a particular assay. In this work we describe three mathematical models of mono-culture and co-culture assays that include different levels of spatial detail. We study various spatial summary statistics to explore if they can be used to distinguish between the suitability of each model over a range of parameter space. Our results for mono-culture experiments are promising, in that we suggest two spatial statistics that can be used to direct model choice. However, co-culture experiments are far more challenging: we show that these same spatial statistics which provide useful insight into mono-culture systems are insufficient for co-culture systems. Therefore, we conclude that great care ought to be exercised when estimating the parameters of co-culture assays.

Characterizing uncertainty and variability in physiologically based pharmacokinetic models: state of the science and needs for research and implementation.

PubMed

Barton, Hugh A; Chiu, Weihsueh A; Setzer, R Woodrow; Andersen, Melvin E; Bailer, A John; Bois, Frédéric Y; Dewoskin, Robert S; Hays, Sean; Johanson, Gunnar; Jones, Nancy; Loizou, George; Macphail, Robert C; Portier, Christopher J; Spendiff, Martin; Tan, Yu-Mei

2007-10-01

Physiologically based pharmacokinetic (PBPK) models are used in mode-of-action based risk and safety assessments to estimate internal dosimetry in animals and humans. When used in risk assessment, these models can provide a basis for extrapolating between species, doses, and exposure routes or for justifying nondefault values for uncertainty factors. Characterization of uncertainty and variability is increasingly recognized as important for risk assessment; this represents a continuing challenge for both PBPK modelers and users. Current practices show significant progress in specifying deterministic biological models and nondeterministic (often statistical) models, estimating parameters using diverse data sets from multiple sources, using them to make predictions, and characterizing uncertainty and variability of model parameters and predictions. The International Workshop on Uncertainty and Variability in PBPK Models, held 31 Oct-2 Nov 2006, identified the state-of-the-science, needed changes in practice and implementation, and research priorities. For the short term, these include (1) multidisciplinary teams to integrate deterministic and nondeterministic/statistical models; (2) broader use of sensitivity analyses, including for structural and global (rather than local) parameter changes; and (3) enhanced transparency and reproducibility through improved documentation of model structure(s), parameter values, sensitivity and other analyses, and supporting, discrepant, or excluded data. Longer-term needs include (1) theoretical and practical methodological improvements for nondeterministic/statistical modeling; (2) better methods for evaluating alternative model structures; (3) peer-reviewed databases of parameters and covariates, and their distributions; (4) expanded coverage of PBPK models across chemicals with different properties; and (5) training and reference materials, such as cases studies, bibliographies/glossaries, model repositories, and enhanced software. The multidisciplinary dialogue initiated by this Workshop will foster the collaboration, research, data collection, and training necessary to make characterizing uncertainty and variability a standard practice in PBPK modeling and risk assessment.

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

NASA Astrophysics Data System (ADS)

Korelin, Ivan A.; Porshnev, Sergey V.

2018-05-01

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

Quantifying networks complexity from information geometry viewpoint

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

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

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

BIG BANG NUCLEOSYNTHESIS WITH A NON-MAXWELLIAN DISTRIBUTION

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

Bertulani, C. A.; Fuqua, J.; Hussein, M. S.

The abundances of light elements based on the big bang nucleosynthesis model are calculated using the Tsallis non-extensive statistics. The impact of the variation of the non-extensive parameter q from the unity value is compared to observations and to the abundance yields from the standard big bang model. We find large differences between the reaction rates and the abundance of light elements calculated with the extensive and the non-extensive statistics. We found that the observations are consistent with a non-extensive parameter q = 1{sub -} {sub 0.12}{sup +0.05}, indicating that a large deviation from the Boltzmann-Gibbs statistics (q = 1)more » is highly unlikely.« less

Modeling motor vehicle crashes using Poisson-gamma models: examining the effects of low sample mean values and small sample size on the estimation of the fixed dispersion parameter.

PubMed

Lord, Dominique

2006-07-01

There has been considerable research conducted on the development of statistical models for predicting crashes on highway facilities. Despite numerous advancements made for improving the estimation tools of statistical models, the most common probabilistic structure used for modeling motor vehicle crashes remains the traditional Poisson and Poisson-gamma (or Negative Binomial) distribution; when crash data exhibit over-dispersion, the Poisson-gamma model is usually the model of choice most favored by transportation safety modelers. Crash data collected for safety studies often have the unusual attributes of being characterized by low sample mean values. Studies have shown that the goodness-of-fit of statistical models produced from such datasets can be significantly affected. This issue has been defined as the "low mean problem" (LMP). Despite recent developments on methods to circumvent the LMP and test the goodness-of-fit of models developed using such datasets, no work has so far examined how the LMP affects the fixed dispersion parameter of Poisson-gamma models used for modeling motor vehicle crashes. The dispersion parameter plays an important role in many types of safety studies and should, therefore, be reliably estimated. The primary objective of this research project was to verify whether the LMP affects the estimation of the dispersion parameter and, if it is, to determine the magnitude of the problem. The secondary objective consisted of determining the effects of an unreliably estimated dispersion parameter on common analyses performed in highway safety studies. To accomplish the objectives of the study, a series of Poisson-gamma distributions were simulated using different values describing the mean, the dispersion parameter, and the sample size. Three estimators commonly used by transportation safety modelers for estimating the dispersion parameter of Poisson-gamma models were evaluated: the method of moments, the weighted regression, and the maximum likelihood method. In an attempt to complement the outcome of the simulation study, Poisson-gamma models were fitted to crash data collected in Toronto, Ont. characterized by a low sample mean and small sample size. The study shows that a low sample mean combined with a small sample size can seriously affect the estimation of the dispersion parameter, no matter which estimator is used within the estimation process. The probability the dispersion parameter becomes unreliably estimated increases significantly as the sample mean and sample size decrease. Consequently, the results show that an unreliably estimated dispersion parameter can significantly undermine empirical Bayes (EB) estimates as well as the estimation of confidence intervals for the gamma mean and predicted response. The paper ends with recommendations about minimizing the likelihood of producing Poisson-gamma models with an unreliable dispersion parameter for modeling motor vehicle crashes.

A multibody knee model with discrete cartilage prediction of tibio-femoral contact mechanics.

PubMed

Guess, Trent M; Liu, Hongzeng; Bhashyam, Sampath; Thiagarajan, Ganesh

2013-01-01

Combining musculoskeletal simulations with anatomical joint models capable of predicting cartilage contact mechanics would provide a valuable tool for studying the relationships between muscle force and cartilage loading. As a step towards producing multibody musculoskeletal models that include representation of cartilage tissue mechanics, this research developed a subject-specific multibody knee model that represented the tibia plateau cartilage as discrete rigid bodies that interacted with the femur through deformable contacts. Parameters for the compliant contact law were derived using three methods: (1) simplified Hertzian contact theory, (2) simplified elastic foundation contact theory and (3) parameter optimisation from a finite element (FE) solution. The contact parameters and contact friction were evaluated during a simulated walk in a virtual dynamic knee simulator, and the resulting kinematics were compared with measured in vitro kinematics. The effects on predicted contact pressures and cartilage-bone interface shear forces during the simulated walk were also evaluated. The compliant contact stiffness parameters had a statistically significant effect on predicted contact pressures as well as all tibio-femoral motions except flexion-extension. The contact friction was not statistically significant to contact pressures, but was statistically significant to medial-lateral translation and all rotations except flexion-extension. The magnitude of kinematic differences between model formulations was relatively small, but contact pressure predictions were sensitive to model formulation. The developed multibody knee model was computationally efficient and had a computation time 283 times faster than a FE simulation using the same geometries and boundary conditions.

Numerical Differentiation Methods for Computing Error Covariance Matrices in Item Response Theory Modeling: An Evaluation and a New Proposal

ERIC Educational Resources Information Center

Tian, Wei; Cai, Li; Thissen, David; Xin, Tao

2013-01-01

In item response theory (IRT) modeling, the item parameter error covariance matrix plays a critical role in statistical inference procedures. When item parameters are estimated using the EM algorithm, the parameter error covariance matrix is not an automatic by-product of item calibration. Cai proposed the use of Supplemented EM algorithm for…

Testing statistical self-similarity in the topology of river networks

USGS Publications Warehouse

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

2010-01-01

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

Targeted versus statistical approaches to selecting parameters for modelling sediment provenance

NASA Astrophysics Data System (ADS)

Laceby, J. Patrick

2017-04-01

One effective field-based approach to modelling sediment provenance is the source fingerprinting technique. Arguably, one of the most important steps for this approach is selecting the appropriate suite of parameters or fingerprints used to model source contributions. Accordingly, approaches to selecting parameters for sediment source fingerprinting will be reviewed. Thereafter, opportunities and limitations of these approaches and some future research directions will be presented. For properties to be effective tracers of sediment, they must discriminate between sources whilst behaving conservatively. Conservative behavior is characterized by constancy in sediment properties, where the properties of sediment sources remain constant, or at the very least, any variation in these properties should occur in a predictable and measurable way. Therefore, properties selected for sediment source fingerprinting should remain constant through sediment detachment, transportation and deposition processes, or vary in a predictable and measurable way. One approach to select conservative properties for sediment source fingerprinting is to identify targeted tracers, such as caesium-137, that provide specific source information (e.g. surface versus subsurface origins). A second approach is to use statistical tests to select an optimal suite of conservative properties capable of modelling sediment provenance. In general, statistical approaches use a combination of a discrimination (e.g. Kruskal Wallis H-test, Mann-Whitney U-test) and parameter selection statistics (e.g. Discriminant Function Analysis or Principle Component Analysis). The challenge is that modelling sediment provenance is often not straightforward and there is increasing debate in the literature surrounding the most appropriate approach to selecting elements for modelling. Moving forward, it would be beneficial if researchers test their results with multiple modelling approaches, artificial mixtures, and multiple lines of evidence to provide secondary support to their initial modelling results. Indeed, element selection can greatly impact modelling results and having multiple lines of evidence will help provide confidence when modelling sediment provenance.

High-temperature behavior of a deformed Fermi gas obeying interpolating statistics.

PubMed

Algin, Abdullah; Senay, Mustafa

2012-04-01

An outstanding idea originally introduced by Greenberg is to investigate whether there is equivalence between intermediate statistics, which may be different from anyonic statistics, and q-deformed particle algebra. Also, a model to be studied for addressing such an idea could possibly provide us some new consequences about the interactions of particles as well as their internal structures. Motivated mainly by this idea, in this work, we consider a q-deformed Fermi gas model whose statistical properties enable us to effectively study interpolating statistics. Starting with a generalized Fermi-Dirac distribution function, we derive several thermostatistical functions of a gas of these deformed fermions in the thermodynamical limit. We study the high-temperature behavior of the system by analyzing the effects of q deformation on the most important thermostatistical characteristics of the system such as the entropy, specific heat, and equation of state. It is shown that such a deformed fermion model in two and three spatial dimensions exhibits the interpolating statistics in a specific interval of the model deformation parameter 0 < q < 1. In particular, for two and three spatial dimensions, it is found from the behavior of the third virial coefficient of the model that the deformation parameter q interpolates completely between attractive and repulsive systems, including the free boson and fermion cases. From the results obtained in this work, we conclude that such a model could provide much physical insight into some interacting theories of fermions, and could be useful to further study the particle systems with intermediate statistics.

A Conway-Maxwell-Poisson (CMP) model to address data dispersion on positron emission tomography.

PubMed

Santarelli, Maria Filomena; Della Latta, Daniele; Scipioni, Michele; Positano, Vincenzo; Landini, Luigi

2016-10-01

Positron emission tomography (PET) in medicine exploits the properties of positron-emitting unstable nuclei. The pairs of γ- rays emitted after annihilation are revealed by coincidence detectors and stored as projections in a sinogram. It is well known that radioactive decay follows a Poisson distribution; however, deviation from Poisson statistics occurs on PET projection data prior to reconstruction due to physical effects, measurement errors, correction of deadtime, scatter, and random coincidences. A model that describes the statistical behavior of measured and corrected PET data can aid in understanding the statistical nature of the data: it is a prerequisite to develop efficient reconstruction and processing methods and to reduce noise. The deviation from Poisson statistics in PET data could be described by the Conway-Maxwell-Poisson (CMP) distribution model, which is characterized by the centring parameter λ and the dispersion parameter ν, the latter quantifying the deviation from a Poisson distribution model. In particular, the parameter ν allows quantifying over-dispersion (ν<1) or under-dispersion (ν>1) of data. A simple and efficient method for λ and ν parameters estimation is introduced and assessed using Monte Carlo simulation for a wide range of activity values. The application of the method to simulated and experimental PET phantom data demonstrated that the CMP distribution parameters could detect deviation from the Poisson distribution both in raw and corrected PET data. It may be usefully implemented in image reconstruction algorithms and quantitative PET data analysis, especially in low counting emission data, as in dynamic PET data, where the method demonstrated the best accuracy. Copyright © 2016 Elsevier Ltd. All rights reserved.

Validating an Air Traffic Management Concept of Operation Using Statistical Modeling

NASA Technical Reports Server (NTRS)

He, Yuning; Davies, Misty Dawn

2013-01-01

Validating a concept of operation for a complex, safety-critical system (like the National Airspace System) is challenging because of the high dimensionality of the controllable parameters and the infinite number of states of the system. In this paper, we use statistical modeling techniques to explore the behavior of a conflict detection and resolution algorithm designed for the terminal airspace. These techniques predict the robustness of the system simulation to both nominal and off-nominal behaviors within the overall airspace. They also can be used to evaluate the output of the simulation against recorded airspace data. Additionally, the techniques carry with them a mathematical value of the worth of each prediction-a statistical uncertainty for any robustness estimate. Uncertainty Quantification (UQ) is the process of quantitative characterization and ultimately a reduction of uncertainties in complex systems. UQ is important for understanding the influence of uncertainties on the behavior of a system and therefore is valuable for design, analysis, and verification and validation. In this paper, we apply advanced statistical modeling methodologies and techniques on an advanced air traffic management system, namely the Terminal Tactical Separation Assured Flight Environment (T-TSAFE). We show initial results for a parameter analysis and safety boundary (envelope) detection in the high-dimensional parameter space. For our boundary analysis, we developed a new sequential approach based upon the design of computer experiments, allowing us to incorporate knowledge from domain experts into our modeling and to determine the most likely boundary shapes and its parameters. We carried out the analysis on system parameters and describe an initial approach that will allow us to include time-series inputs, such as the radar track data, into the analysis

The Impact of Model Misspecification on Parameter Estimation and Item-Fit Assessment in Log-Linear Diagnostic Classification Models

ERIC Educational Resources Information Center

Kunina-Habenicht, Olga; Rupp, Andre A.; Wilhelm, Oliver

2012-01-01

Using a complex simulation study we investigated parameter recovery, classification accuracy, and performance of two item-fit statistics for correct and misspecified diagnostic classification models within a log-linear modeling framework. The basic manipulated test design factors included the number of respondents (1,000 vs. 10,000), attributes (3…

A Stochastic Fractional Dynamics Model of Rainfall Statistics

NASA Astrophysics Data System (ADS)

Kundu, Prasun; Travis, James

2013-04-01

Rainfall varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, that allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is designed to faithfully reflect the scale dependence and is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and times scales. The main restriction is the assumption that the statistics of the precipitation field is spatially homogeneous and isotropic and stationary in time. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and in Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to the second moment statistics of the radar data. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well without any further adjustment. Some data sets containing periods of non-stationary behavior that involves occasional anomalously correlated rain events, present a challenge for the model.

A Lagrangian Subgridscale Model for Particle Transport Improvement and Application in the Adriatic Sea Using the Navy Coastal Ocean Model

DTIC Science & Technology

2006-12-01

based on input statistical parameters , such as the turbulent velocity fluc- tuation and correlation time scale, without the need of an underlying...8217mVr) 2 + (ar, r- ;m Vm) 2 (8) Tr + Tm which is zero if the model and real parameters coincide. The correlation coefficient rmc between the...well correlated with the latter. The parameters estimated from the corrected velocity, Real(top), Model(mid), Corrected(bottom), Tm=1.5, Gm=l 0, Tr

Data free inference with processed data products

DOE PAGES

Chowdhary, K.; Najm, H. N.

2014-07-12

Here, we consider the context of probabilistic inference of model parameters given error bars or confidence intervals on model output values, when the data is unavailable. We introduce a class of algorithms in a Bayesian framework, relying on maximum entropy arguments and approximate Bayesian computation methods, to generate consistent data with the given summary statistics. Once we obtain consistent data sets, we pool the respective posteriors, to arrive at a single, averaged density on the parameters. This approach allows us to perform accurate forward uncertainty propagation consistent with the reported statistics.

Statistical Modeling Studies of Iron Recovery from Red Mud Using Thermal Plasma

NASA Astrophysics Data System (ADS)

Swagat, S. Rath; Archana, Pany; Jayasankar, K.; Ajit, K. Mitra; C. Satish, Kumar; Partha, S. Mukherjee; Barada, K. Mishra

2013-05-01

Optimization studies of plasma smelting of red mud were carried out. Reduction of the dried red mud fines was done in an extended arc plasma reactor to recover the pig iron. Lime grit and low ash metallurgical (LAM) coke were used as the flux and reductant, respectively. 2-level factorial design was used to study the influence of all parameters on the responses. Response surface modeling was done with the data obtained from statistically designed experiments. Metal recovery at optimum parameters was found to be 79.52%.

Combining super-ensembles and statistical emulation to improve a regional climate and vegetation model

NASA Astrophysics Data System (ADS)

Hawkins, L. R.; Rupp, D. E.; Li, S.; Sarah, S.; McNeall, D. J.; Mote, P.; Betts, R. A.; Wallom, D.

2017-12-01

Changing regional patterns of surface temperature, precipitation, and humidity may cause ecosystem-scale changes in vegetation, altering the distribution of trees, shrubs, and grasses. A changing vegetation distribution, in turn, alters the albedo, latent heat flux, and carbon exchanged with the atmosphere with resulting feedbacks onto the regional climate. However, a wide range of earth-system processes that affect the carbon, energy, and hydrologic cycles occur at sub grid scales in climate models and must be parameterized. The appropriate parameter values in such parameterizations are often poorly constrained, leading to uncertainty in predictions of how the ecosystem will respond to changes in forcing. To better understand the sensitivity of regional climate to parameter selection and to improve regional climate and vegetation simulations, we used a large perturbed physics ensemble and a suite of statistical emulators. We dynamically downscaled a super-ensemble (multiple parameter sets and multiple initial conditions) of global climate simulations using a 25-km resolution regional climate model HadRM3p with the land-surface scheme MOSES2 and dynamic vegetation module TRIFFID. We simultaneously perturbed land surface parameters relating to the exchange of carbon, water, and energy between the land surface and atmosphere in a large super-ensemble of regional climate simulations over the western US. Statistical emulation was used as a computationally cost-effective tool to explore uncertainties in interactions. Regions of parameter space that did not satisfy observational constraints were eliminated and an ensemble of parameter sets that reduce regional biases and span a range of plausible interactions among earth system processes were selected. This study demonstrated that by combining super-ensemble simulations with statistical emulation, simulations of regional climate could be improved while simultaneously accounting for a range of plausible land-atmosphere feedback strengths.

Compounding approach for univariate time series with nonstationary variances

NASA Astrophysics Data System (ADS)

Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich

2015-12-01

A defining feature of nonstationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent variances. To model the long-term statistical behavior, we compound the local distribution with the distribution of its parameters. Here, we consider two concrete, but diverse, examples of such nonstationary systems: the turbulent air flow of a fan and a time series of foreign exchange rates. Our main focus is to empirically determine the appropriate parameter distribution for the compounding approach. To this end, we extract the relevant time scales by decomposing the time signals into windows and determine the distribution function of the thus obtained local variances.

Compounding approach for univariate time series with nonstationary variances.

PubMed

Schäfer, Rudi; Barkhofen, Sonja; Guhr, Thomas; Stöckmann, Hans-Jürgen; Kuhl, Ulrich

2015-12-01

A defining feature of nonstationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent variances. To model the long-term statistical behavior, we compound the local distribution with the distribution of its parameters. Here, we consider two concrete, but diverse, examples of such nonstationary systems: the turbulent air flow of a fan and a time series of foreign exchange rates. Our main focus is to empirically determine the appropriate parameter distribution for the compounding approach. To this end, we extract the relevant time scales by decomposing the time signals into windows and determine the distribution function of the thus obtained local variances.

A statistical approach to quasi-extinction forecasting.

PubMed

Holmes, Elizabeth Eli; Sabo, John L; Viscido, Steven Vincent; Fagan, William Fredric

2007-12-01

Forecasting population decline to a certain critical threshold (the quasi-extinction risk) is one of the central objectives of population viability analysis (PVA), and such predictions figure prominently in the decisions of major conservation organizations. In this paper, we argue that accurate forecasting of a population's quasi-extinction risk does not necessarily require knowledge of the underlying biological mechanisms. Because of the stochastic and multiplicative nature of population growth, the ensemble behaviour of population trajectories converges to common statistical forms across a wide variety of stochastic population processes. This paper provides a theoretical basis for this argument. We show that the quasi-extinction surfaces of a variety of complex stochastic population processes (including age-structured, density-dependent and spatially structured populations) can be modelled by a simple stochastic approximation: the stochastic exponential growth process overlaid with Gaussian errors. Using simulated and real data, we show that this model can be estimated with 20-30 years of data and can provide relatively unbiased quasi-extinction risk with confidence intervals considerably smaller than (0,1). This was found to be true even for simulated data derived from some of the noisiest population processes (density-dependent feedback, species interactions and strong age-structure cycling). A key advantage of statistical models is that their parameters and the uncertainty of those parameters can be estimated from time series data using standard statistical methods. In contrast for most species of conservation concern, biologically realistic models must often be specified rather than estimated because of the limited data available for all the various parameters. Biologically realistic models will always have a prominent place in PVA for evaluating specific management options which affect a single segment of a population, a single demographic rate, or different geographic areas. However, for forecasting quasi-extinction risk, statistical models that are based on the convergent statistical properties of population processes offer many advantages over biologically realistic models.

A Stochastic Fractional Dynamics Model of Space-time Variability of Rain

NASA Technical Reports Server (NTRS)

Kundu, Prasun K.; Travis, James E.

2013-01-01

Rainfall varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, that allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and times scales. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and in Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to the second moment statistics of radar data. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well without any further adjustment.

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

PubMed

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

2017-02-28

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

Assessing first-order emulator inference for physical parameters in nonlinear mechanistic models

USGS Publications Warehouse

Hooten, Mevin B.; Leeds, William B.; Fiechter, Jerome; Wikle, Christopher K.

2011-01-01

We present an approach for estimating physical parameters in nonlinear models that relies on an approximation to the mechanistic model itself for computational efficiency. The proposed methodology is validated and applied in two different modeling scenarios: (a) Simulation and (b) lower trophic level ocean ecosystem model. The approach we develop relies on the ability to predict right singular vectors (resulting from a decomposition of computer model experimental output) based on the computer model input and an experimental set of parameters. Critically, we model the right singular vectors in terms of the model parameters via a nonlinear statistical model. Specifically, we focus our attention on first-order models of these right singular vectors rather than the second-order (covariance) structure.

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

DOE PAGES

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

2016-07-20

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

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

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

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

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

Forecasting of Radiation Belts: Results From the PROGRESS Project.

NASA Astrophysics Data System (ADS)

Balikhin, M. A.; Arber, T. D.; Ganushkina, N. Y.; Walker, S. N.

2017-12-01

Forecasting of Radiation Belts: Results from the PROGRESS Project. The overall goal of the PROGRESS project, funded in frame of EU Horizon2020 programme, is to combine first principles based models with the systems science methodologies to achieve reliable forecasts of the geo-space particle radiation environment.The PROGRESS incorporates three themes : The propagation of the solar wind to L1, Forecast of geomagnetic indices, and forecast of fluxes of energetic electrons within the magnetosphere. One of the important aspects of the PROGRESS project is the development of statistical wave models for magnetospheric waves that affect the dynamics of energetic electrons such as lower band chorus, hiss and equatorial noise. The error reduction ratio (ERR) concept has been used to optimise the set of solar wind and geomagnetic parameters for organisation of statistical wave models for these emissions. The resulting sets of parameters and statistical wave models will be presented and discussed. However the ERR analysis also indicates that the combination of solar wind and geomagnetic parameters accounts for only part of the variance of the emissions under investigation (lower band chorus, hiss and equatorial noise). In addition, advances in the forecast of fluxes of energetic electrons, exploiting empirical models and the first principles IMPTAM model achieved by the PROGRESS project is presented.

Building damage assessment from PolSAR data using texture parameters of statistical model

NASA Astrophysics Data System (ADS)

Li, Linlin; Liu, Xiuguo; Chen, Qihao; Yang, Shuai

2018-04-01

Accurate building damage assessment is essential in providing decision support for disaster relief and reconstruction. Polarimetric synthetic aperture radar (PolSAR) has become one of the most effective means of building damage assessment, due to its all-day/all-weather ability and richer backscatter information of targets. However, intact buildings that are not parallel to the SAR flight pass (termed oriented buildings) and collapsed buildings share similar scattering mechanisms, both of which are dominated by volume scattering. This characteristic always leads to misjudgments between assessments of collapsed buildings and oriented buildings from PolSAR data. Because the collapsed buildings and the intact buildings (whether oriented or parallel buildings) have different textures, a novel building damage assessment method is proposed in this study to address this problem by introducing texture parameters of statistical models. First, the logarithms of the estimated texture parameters of different statistical models are taken as a new texture feature to describe the collapse of the buildings. Second, the collapsed buildings and intact buildings are distinguished using an appropriate threshold. Then, the building blocks are classified into three levels based on the building block collapse rate. Moreover, this paper also discusses the capability for performing damage assessment using texture parameters from different statistical models or using different estimators. The RADARSAT-2 and ALOS-1 PolSAR images are used to present and analyze the performance of the proposed method. The results show that using the texture parameters avoids the problem of confusing collapsed and oriented buildings and improves the assessment accuracy. The results assessed by using the K/G0 distribution texture parameters estimated based on the second moment obtain the highest extraction accuracies. For the RADARSAT-2 and ALOS-1 data, the overall accuracy (OA) for these three types of buildings is 73.39% and 68.45%, respectively.

Dose-escalation designs in oncology: ADEPT and the CRM.

PubMed

Shu, Jianfen; O'Quigley, John

2008-11-20

The ADEPT software package is not a statistical method in its own right as implied by Gerke and Siedentop (Statist. Med. 2008; DOI: 10.1002/sim.3037). ADEPT implements two-parameter CRM models as described in O'Quigley et al. (Biometrics 1990; 46(1):33-48). All of the basic ideas (use of a two-parameter logistic model, use of a two-dimensional prior for the unknown slope and intercept parameters, sequential estimation and subsequent patient allocation based on minimization of some loss function, flexibility to use cohorts instead of one by one inclusion) are strictly identical. The only, and quite trivial, difference arises in the setting of the prior. O'Quigley et al. (Biometrics 1990; 46(1):33-48) used priors having an analytic expression whereas Whitehead and Brunier (Statist. Med. 1995; 14:33-48) use pseudo-data to play the role of the prior. The question of interest is whether two-parameter CRM works as well, or better, than the one-parameter CRM recommended in O'Quigley et al. (Biometrics 1990; 46(1):33-48). Gerke and Siedentop argue that it does. The published literature suggests otherwise. The conclusions of Gerke and Siedentop stem from three highly particular, and somewhat contrived, situations. Unlike one-parameter CRM (Biometrika 1996; 83:395-405; J. Statist. Plann. Inference 2006; 136:1765-1780; Biometrika 2005; 92:863-873), no statistical properties appear to have been studied for two-parameter CRM. In particular, for two-parameter CRM, the parameter estimates are inconsistent. This ought to be a source of major concern to those proposing its use. Worse still, for finite samples the behavior of estimates can be quite wild despite having incorporated the kind of dampening priors discussed by Gerke and Siedentop. An example in which we illustrate this behavior describes a single patient included at level 1 of 6 levels and experiencing a dose limiting toxicity. The subsequent recommendation is to experiment at level 6! Such problematic behavior is not common. Even so, we show that the allocation behavior of two-parameter CRM is very much less stable than that of one-parameter CRM.

Modeling envelope statistics of blood and myocardium for segmentation of echocardiographic images.

PubMed

Nillesen, Maartje M; Lopata, Richard G P; Gerrits, Inge H; Kapusta, Livia; Thijssen, Johan M; de Korte, Chris L

2008-04-01

The objective of this study was to investigate the use of speckle statistics as a preprocessing step for segmentation of the myocardium in echocardiographic images. Three-dimensional (3D) and biplane image sequences of the left ventricle of two healthy children and one dog (beagle) were acquired. Pixel-based speckle statistics of manually segmented blood and myocardial regions were investigated by fitting various probability density functions (pdf). The statistics of heart muscle and blood could both be optimally modeled by a K-pdf or Gamma-pdf (Kolmogorov-Smirnov goodness-of-fit test). Scale and shape parameters of both distributions could differentiate between blood and myocardium. Local estimation of these parameters was used to obtain parametric images, where window size was related to speckle size (5 x 2 speckles). Moment-based and maximum-likelihood estimators were used. Scale parameters were still able to differentiate blood from myocardium; however, smoothing of edges of anatomical structures occurred. Estimation of the shape parameter required a larger window size, leading to unacceptable blurring. Using these parameters as an input for segmentation resulted in unreliable segmentation. Adaptive mean squares filtering was then introduced using the moment-based scale parameter (sigma(2)/mu) of the Gamma-pdf to automatically steer the two-dimensional (2D) local filtering process. This method adequately preserved sharpness of the edges. In conclusion, a trade-off between preservation of sharpness of edges and goodness-of-fit when estimating local shape and scale parameters is evident for parametric images. For this reason, adaptive filtering outperforms parametric imaging for the segmentation of echocardiographic images.

Parameter inference in small world network disease models with approximate Bayesian Computational methods

NASA Astrophysics Data System (ADS)

Walker, David M.; Allingham, David; Lee, Heung Wing Joseph; Small, Michael

2010-02-01

Small world network models have been effective in capturing the variable behaviour of reported case data of the SARS coronavirus outbreak in Hong Kong during 2003. Simulations of these models have previously been realized using informed “guesses” of the proposed model parameters and tested for consistency with the reported data by surrogate analysis. In this paper we attempt to provide statistically rigorous parameter distributions using Approximate Bayesian Computation sampling methods. We find that such sampling schemes are a useful framework for fitting parameters of stochastic small world network models where simulation of the system is straightforward but expressing a likelihood is cumbersome.

Trans-dimensional matched-field geoacoustic inversion with hierarchical error models and interacting Markov chains.

PubMed

Dettmer, Jan; Dosso, Stan E

2012-10-01

This paper develops a trans-dimensional approach to matched-field geoacoustic inversion, including interacting Markov chains to improve efficiency and an autoregressive model to account for correlated errors. The trans-dimensional approach and hierarchical seabed model allows inversion without assuming any particular parametrization by relaxing model specification to a range of plausible seabed models (e.g., in this case, the number of sediment layers is an unknown parameter). Data errors are addressed by sampling statistical error-distribution parameters, including correlated errors (covariance), by applying a hierarchical autoregressive error model. The well-known difficulty of low acceptance rates for trans-dimensional jumps is addressed with interacting Markov chains, resulting in a substantial increase in efficiency. The trans-dimensional seabed model and the hierarchical error model relax the degree of prior assumptions required in the inversion, resulting in substantially improved (more realistic) uncertainty estimates and a more automated algorithm. In particular, the approach gives seabed parameter uncertainty estimates that account for uncertainty due to prior model choice (layering and data error statistics). The approach is applied to data measured on a vertical array in the Mediterranean Sea.

Influence of eye biometrics and corneal micro-structure on noncontact tonometry.

PubMed

Jesus, Danilo A; Majewska, Małgorzata; Krzyżanowska-Berkowska, Patrycja; Iskander, D Robert

2017-01-01

Tonometry is widely used as the main screening tool supporting glaucoma diagnosis. Still, its accuracy could be improved if full knowledge about the variation of the corneal biomechanical properties was available. In this study, Optical Coherence Tomography (OCT) speckle statistics are used to infer the organisation of the corneal micro-structure and hence, to analyse its influence on intraocular pressure (IOP) measurements. Fifty-six subjects were recruited for this prospective study. Macro and micro-structural corneal parameters as well as subject age were considered. Macro-structural analysis included the parameters that are associated with the ocular anatomy, such as central corneal thickness (CCT), corneal radius, axial length, anterior chamber depth and white-to-white corneal diameter. Micro-structural parameters which included OCT speckle statistics were related to the internal organisation of the corneal tissue and its physiological changes during lifetime. The corneal speckle obtained from OCT was modelled with the Generalised Gamma (GG) distribution that is characterised with a scale parameter and two shape parameters. In macro-structure analysis, only CCT showed a statistically significant correlation with IOP (R2 = 0.25, p<0.001). The scale parameter and the ratio of the shape parameters of GG distribution showed statistically significant correlation with IOP (R2 = 0.19, p<0.001 and R2 = 0.17, p<0.001, respectively). For the studied group, a weak, although significant correlation was found between age and IOP (R2 = 0.053, p = 0.04). Forward stepwise regression showed that CCT and the scale parameter of the Generalised Gamma distribution can be combined in a regression model (R2 = 0.39, p<0.001) to study the role of the corneal structure on IOP. We show, for the first time, that corneal micro-structure influences the IOP measurements obtained from noncontact tonometry. OCT speckle statistics can be employed to learn about the corneal micro-structure and hence, to further calibrate the IOP measurements.

Influence of eye biometrics and corneal micro-structure on noncontact tonometry

PubMed Central

Majewska, Małgorzata; Krzyżanowska-Berkowska, Patrycja; Iskander, D. Robert

2017-01-01

Purpose Tonometry is widely used as the main screening tool supporting glaucoma diagnosis. Still, its accuracy could be improved if full knowledge about the variation of the corneal biomechanical properties was available. In this study, Optical Coherence Tomography (OCT) speckle statistics are used to infer the organisation of the corneal micro-structure and hence, to analyse its influence on intraocular pressure (IOP) measurements. Methods Fifty-six subjects were recruited for this prospective study. Macro and micro-structural corneal parameters as well as subject age were considered. Macro-structural analysis included the parameters that are associated with the ocular anatomy, such as central corneal thickness (CCT), corneal radius, axial length, anterior chamber depth and white-to-white corneal diameter. Micro-structural parameters which included OCT speckle statistics were related to the internal organisation of the corneal tissue and its physiological changes during lifetime. The corneal speckle obtained from OCT was modelled with the Generalised Gamma (GG) distribution that is characterised with a scale parameter and two shape parameters. Results In macro-structure analysis, only CCT showed a statistically significant correlation with IOP (R2 = 0.25, p<0.001). The scale parameter and the ratio of the shape parameters of GG distribution showed statistically significant correlation with IOP (R2 = 0.19, p<0.001 and R2 = 0.17, p<0.001, respectively). For the studied group, a weak, although significant correlation was found between age and IOP (R2 = 0.053, p = 0.04). Forward stepwise regression showed that CCT and the scale parameter of the Generalised Gamma distribution can be combined in a regression model (R2 = 0.39, p<0.001) to study the role of the corneal structure on IOP. Conclusions We show, for the first time, that corneal micro-structure influences the IOP measurements obtained from noncontact tonometry. OCT speckle statistics can be employed to learn about the corneal micro-structure and hence, to further calibrate the IOP measurements. PMID:28472178

The Effects of Measurement Error on Statistical Models for Analyzing Change. Final Report.

ERIC Educational Resources Information Center

Dunivant, Noel

The results of six major projects are discussed including a comprehensive mathematical and statistical analysis of the problems caused by errors of measurement in linear models for assessing change. In a general matrix representation of the problem, several new analytic results are proved concerning the parameters which affect bias in…

Uncertainty Analysis of Inertial Model Attitude Sensor Calibration and Application with a Recommended New Calibration Method

NASA Technical Reports Server (NTRS)

Tripp, John S.; Tcheng, Ping

1999-01-01

Statistical tools, previously developed for nonlinear least-squares estimation of multivariate sensor calibration parameters and the associated calibration uncertainty analysis, have been applied to single- and multiple-axis inertial model attitude sensors used in wind tunnel testing to measure angle of attack and roll angle. The analysis provides confidence and prediction intervals of calibrated sensor measurement uncertainty as functions of applied input pitch and roll angles. A comparative performance study of various experimental designs for inertial sensor calibration is presented along with corroborating experimental data. The importance of replicated calibrations over extended time periods has been emphasized; replication provides independent estimates of calibration precision and bias uncertainties, statistical tests for calibration or modeling bias uncertainty, and statistical tests for sensor parameter drift over time. A set of recommendations for a new standardized model attitude sensor calibration method and usage procedures is included. The statistical information provided by these procedures is necessary for the uncertainty analysis of aerospace test results now required by users of industrial wind tunnel test facilities.

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.

The effect of noise-induced variance on parameter recovery from reaction times.

PubMed

Vadillo, Miguel A; Garaizar, Pablo

2016-03-31

Technical noise can compromise the precision and accuracy of the reaction times collected in psychological experiments, especially in the case of Internet-based studies. Although this noise seems to have only a small impact on traditional statistical analyses, its effects on model fit to reaction-time distributions remains unexplored. Across four simulations we study the impact of technical noise on parameter recovery from data generated from an ex-Gaussian distribution and from a Ratcliff Diffusion Model. Our results suggest that the impact of noise-induced variance tends to be limited to specific parameters and conditions. Although we encourage researchers to adopt all measures to reduce the impact of noise on reaction-time experiments, we conclude that the typical amount of noise-induced variance found in these experiments does not pose substantial problems for statistical analyses based on model fitting.

Analysis of sensitivity of simulated recharge to selected parameters for seven watersheds modeled using the precipitation-runoff modeling system

USGS Publications Warehouse

Ely, D. Matthew

2006-01-01

Recharge is a vital component of the ground-water budget and methods for estimating it range from extremely complex to relatively simple. The most commonly used techniques, however, are limited by the scale of application. One method that can be used to estimate ground-water recharge includes process-based models that compute distributed water budgets on a watershed scale. These models should be evaluated to determine which model parameters are the dominant controls in determining ground-water recharge. Seven existing watershed models from different humid regions of the United States were chosen to analyze the sensitivity of simulated recharge to model parameters. Parameter sensitivities were determined using a nonlinear regression computer program to generate a suite of diagnostic statistics. The statistics identify model parameters that have the greatest effect on simulated ground-water recharge and that compare and contrast the hydrologic system responses to those parameters. Simulated recharge in the Lost River and Big Creek watersheds in Washington State was sensitive to small changes in air temperature. The Hamden watershed model in west-central Minnesota was developed to investigate the relations that wetlands and other landscape features have with runoff processes. Excess soil moisture in the Hamden watershed simulation was preferentially routed to wetlands, instead of to the ground-water system, resulting in little sensitivity of any parameters to recharge. Simulated recharge in the North Fork Pheasant Branch watershed, Wisconsin, demonstrated the greatest sensitivity to parameters related to evapotranspiration. Three watersheds were simulated as part of the Model Parameter Estimation Experiment (MOPEX). Parameter sensitivities for the MOPEX watersheds, Amite River, Louisiana and Mississippi, English River, Iowa, and South Branch Potomac River, West Virginia, were similar and most sensitive to small changes in air temperature and a user-defined flow routing parameter. Although the primary objective of this study was to identify, by geographic region, the importance of the parameter value to the simulation of ground-water recharge, the secondary objectives proved valuable for future modeling efforts. The value of a rigorous sensitivity analysis can (1) make the calibration process more efficient, (2) guide additional data collection, (3) identify model limitations, and (4) explain simulated results.

Estimation of trabecular bone parameters in children from multisequence MRI using texture-based regression

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

Lekadir, Karim, E-mail: karim.lekadir@upf.edu; Hoogendoorn, Corné; Armitage, Paul

Purpose: This paper presents a statistical approach for the prediction of trabecular bone parameters from low-resolution multisequence magnetic resonance imaging (MRI) in children, thus addressing the limitations of high-resolution modalities such as HR-pQCT, including the significant exposure of young patients to radiation and the limited applicability of such modalities to peripheral bones in vivo. Methods: A statistical predictive model is constructed from a database of MRI and HR-pQCT datasets, to relate the low-resolution MRI appearance in the cancellous bone to the trabecular parameters extracted from the high-resolution images. The description of the MRI appearance is achieved between subjects by usingmore » a collection of feature descriptors, which describe the texture properties inside the cancellous bone, and which are invariant to the geometry and size of the trabecular areas. The predictive model is built by fitting to the training data a nonlinear partial least square regression between the input MRI features and the output trabecular parameters. Results: Detailed validation based on a sample of 96 datasets shows correlations >0.7 between the trabecular parameters predicted from low-resolution multisequence MRI based on the proposed statistical model and the values extracted from high-resolution HRp-QCT. Conclusions: The obtained results indicate the promise of the proposed predictive technique for the estimation of trabecular parameters in children from multisequence MRI, thus reducing the need for high-resolution radiation-based scans for a fragile population that is under development and growth.« less

Using Perturbed Physics Ensembles and Machine Learning to Select Parameters for Reducing Regional Biases in a Global Climate Model

NASA Astrophysics Data System (ADS)

Li, S.; Rupp, D. E.; Hawkins, L.; Mote, P.; McNeall, D. J.; Sarah, S.; Wallom, D.; Betts, R. A.

2017-12-01

This study investigates the potential to reduce known summer hot/dry biases over Pacific Northwest in the UK Met Office's atmospheric model (HadAM3P) by simultaneously varying multiple model parameters. The bias-reduction process is done through a series of steps: 1) Generation of perturbed physics ensemble (PPE) through the volunteer computing network weather@home; 2) Using machine learning to train "cheap" and fast statistical emulators of climate model, to rule out regions of parameter spaces that lead to model variants that do not satisfy observational constraints, where the observational constraints (e.g., top-of-atmosphere energy flux, magnitude of annual temperature cycle, summer/winter temperature and precipitation) are introduced sequentially; 3) Designing a new PPE by "pre-filtering" using the emulator results. Steps 1) through 3) are repeated until results are considered to be satisfactory (3 times in our case). The process includes a sensitivity analysis to find dominant parameters for various model output metrics, which reduces the number of parameters to be perturbed with each new PPE. Relative to observational uncertainty, we achieve regional improvements without introducing large biases in other parts of the globe. Our results illustrate the potential of using machine learning to train cheap and fast statistical emulators of climate model, in combination with PPEs in systematic model improvement.

Process model comparison and transferability across bioreactor scales and modes of operation for a mammalian cell bioprocess.

PubMed

Craven, Stephen; Shirsat, Nishikant; Whelan, Jessica; Glennon, Brian

2013-01-01

A Monod kinetic model, logistic equation model, and statistical regression model were developed for a Chinese hamster ovary cell bioprocess operated under three different modes of operation (batch, bolus fed-batch, and continuous fed-batch) and grown on two different bioreactor scales (3 L bench-top and 15 L pilot-scale). The Monod kinetic model was developed for all modes of operation under study and predicted cell density, glucose glutamine, lactate, and ammonia concentrations well for the bioprocess. However, it was computationally demanding due to the large number of parameters necessary to produce a good model fit. The transferability of the Monod kinetic model structure and parameter set across bioreactor scales and modes of operation was investigated and a parameter sensitivity analysis performed. The experimentally determined parameters had the greatest influence on model performance. They changed with scale and mode of operation, but were easily calculated. The remaining parameters, which were fitted using a differential evolutionary algorithm, were not as crucial. Logistic equation and statistical regression models were investigated as alternatives to the Monod kinetic model. They were less computationally intensive to develop due to the absence of a large parameter set. However, modeling of the nutrient and metabolite concentrations proved to be troublesome due to the logistic equation model structure and the inability of both models to incorporate a feed. The complexity, computational load, and effort required for model development has to be balanced with the necessary level of model sophistication when choosing which model type to develop for a particular application. Copyright © 2012 American Institute of Chemical Engineers (AIChE).

Polypropylene Production Optimization in Fluidized Bed Catalytic Reactor (FBCR): Statistical Modeling and Pilot Scale Experimental Validation

PubMed Central

Khan, Mohammad Jakir Hossain; Hussain, Mohd Azlan; Mujtaba, Iqbal Mohammed

2014-01-01

Propylene is one type of plastic that is widely used in our everyday life. This study focuses on the identification and justification of the optimum process parameters for polypropylene production in a novel pilot plant based fluidized bed reactor. This first-of-its-kind statistical modeling with experimental validation for the process parameters of polypropylene production was conducted by applying ANNOVA (Analysis of variance) method to Response Surface Methodology (RSM). Three important process variables i.e., reaction temperature, system pressure and hydrogen percentage were considered as the important input factors for the polypropylene production in the analysis performed. In order to examine the effect of process parameters and their interactions, the ANOVA method was utilized among a range of other statistical diagnostic tools such as the correlation between actual and predicted values, the residuals and predicted response, outlier t plot, 3D response surface and contour analysis plots. The statistical analysis showed that the proposed quadratic model had a good fit with the experimental results. At optimum conditions with temperature of 75°C, system pressure of 25 bar and hydrogen percentage of 2%, the highest polypropylene production obtained is 5.82% per pass. Hence it is concluded that the developed experimental design and proposed model can be successfully employed with over a 95% confidence level for optimum polypropylene production in a fluidized bed catalytic reactor (FBCR). PMID:28788576

Identifyability measures to select the parameters to be estimated in a solid-state fermentation distributed parameter model.

PubMed

da Silveira, Christian L; Mazutti, Marcio A; Salau, Nina P G

2016-07-08

Process modeling can lead to of advantages such as helping in process control, reducing process costs and product quality improvement. This work proposes a solid-state fermentation distributed parameter model composed by seven differential equations with seventeen parameters to represent the process. Also, parameters estimation with a parameters identifyability analysis (PIA) is performed to build an accurate model with optimum parameters. Statistical tests were made to verify the model accuracy with the estimated parameters considering different assumptions. The results have shown that the model assuming substrate inhibition better represents the process. It was also shown that eight from the seventeen original model parameters were nonidentifiable and better results were obtained with the removal of these parameters from the estimation procedure. Therefore, PIA can be useful to estimation procedure, since it may reduce the number of parameters that can be evaluated. Further, PIA improved the model results, showing to be an important procedure to be taken. © 2016 American Institute of Chemical Engineers Biotechnol. Prog., 32:905-917, 2016. © 2016 American Institute of Chemical Engineers.

[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.

Leads Detection Using Mixture Statistical Distribution Based CRF Algorithm from Sentinel-1 Dual Polarization SAR Imagery

NASA Astrophysics Data System (ADS)

Zhang, Yu; Li, Fei; Zhang, Shengkai; Zhu, Tingting

2017-04-01

Synthetic Aperture Radar (SAR) is significantly important for polar remote sensing since it can provide continuous observations in all days and all weather. SAR can be used for extracting the surface roughness information characterized by the variance of dielectric properties and different polarization channels, which make it possible to observe different ice types and surface structure for deformation analysis. In November, 2016, Chinese National Antarctic Research Expedition (CHINARE) 33rd cruise has set sails in sea ice zone in Antarctic. Accurate leads spatial distribution in sea ice zone for routine planning of ship navigation is essential. In this study, the semantic relationship between leads and sea ice categories has been described by the Conditional Random Fields (CRF) model, and leads characteristics have been modeled by statistical distributions in SAR imagery. In the proposed algorithm, a mixture statistical distribution based CRF is developed by considering the contexture information and the statistical characteristics of sea ice for improving leads detection in Sentinel-1A dual polarization SAR imagery. The unary potential and pairwise potential in CRF model is constructed by integrating the posteriori probability estimated from statistical distributions. For mixture statistical distribution parameter estimation, Method of Logarithmic Cumulants (MoLC) is exploited for single statistical distribution parameters estimation. The iteration based Expectation Maximal (EM) algorithm is investigated to calculate the parameters in mixture statistical distribution based CRF model. In the posteriori probability inference, graph-cut energy minimization method is adopted in the initial leads detection. The post-processing procedures including aspect ratio constrain and spatial smoothing approaches are utilized to improve the visual result. The proposed method is validated on Sentinel-1A SAR C-band Extra Wide Swath (EW) Ground Range Detected (GRD) imagery with a pixel spacing of 40 meters near Prydz Bay area, East Antarctica. Main work is listed as follows: 1) A mixture statistical distribution based CRF algorithm has been developed for leads detection from Sentinel-1A dual polarization images. 2) The assessment of the proposed mixture statistical distribution based CRF method and single distribution based CRF algorithm has been presented. 3) The preferable parameters sets including statistical distributions, the aspect ratio threshold and spatial smoothing window size have been provided. In the future, the proposed algorithm will be developed for the operational Sentinel series data sets processing due to its less time consuming cost and high accuracy in leads detection.

Improving phylogenetic analyses by incorporating additional information from genetic sequence databases.

PubMed

Liang, Li-Jung; Weiss, Robert E; Redelings, Benjamin; Suchard, Marc A

2009-10-01

Statistical analyses of phylogenetic data culminate in uncertain estimates of underlying model parameters. Lack of additional data hinders the ability to reduce this uncertainty, as the original phylogenetic dataset is often complete, containing the entire gene or genome information available for the given set of taxa. Informative priors in a Bayesian analysis can reduce posterior uncertainty; however, publicly available phylogenetic software specifies vague priors for model parameters by default. We build objective and informative priors using hierarchical random effect models that combine additional datasets whose parameters are not of direct interest but are similar to the analysis of interest. We propose principled statistical methods that permit more precise parameter estimates in phylogenetic analyses by creating informative priors for parameters of interest. Using additional sequence datasets from our lab or public databases, we construct a fully Bayesian semiparametric hierarchical model to combine datasets. A dynamic iteratively reweighted Markov chain Monte Carlo algorithm conveniently recycles posterior samples from the individual analyses. We demonstrate the value of our approach by examining the insertion-deletion (indel) process in the enolase gene across the Tree of Life using the phylogenetic software BALI-PHY; we incorporate prior information about indels from 82 curated alignments downloaded from the BAliBASE database.

Influence of manufacturing parameters on the strength of PLA parts using Layered Manufacturing technique: A statistical approach

NASA Astrophysics Data System (ADS)

Jaya Christiyan, K. G.; Chandrasekhar, U.; Mathivanan, N. Rajesh; Venkateswarlu, K.

2018-02-01

A 3D printing was successfully used to fabricate samples of Polylactic Acid (PLA). Processing parameters such as Lay-up speed, Lay-up thickness, and printing nozzle were varied. All samples were tested for flexural strength using three point load test. A statistical mathematical model was developed to correlate the processing parameters with flexural strength. The result clearly demonstrated that the lay-up thickness and nozzle diameter influenced flexural strength significantly, whereas lay-up speed hardly influenced the flexural strength.

Online Dectection and Modeling of Safety Boundaries for Aerospace Application Using Bayesian Statistics

NASA Technical Reports Server (NTRS)

He, Yuning

2015-01-01

The behavior of complex aerospace systems is governed by numerous parameters. For safety analysis it is important to understand how the system behaves with respect to these parameter values. In particular, understanding the boundaries between safe and unsafe regions is of major importance. In this paper, we describe a hierarchical Bayesian statistical modeling approach for the online detection and characterization of such boundaries. Our method for classification with active learning uses a particle filter-based model and a boundary-aware metric for best performance. From a library of candidate shapes incorporated with domain expert knowledge, the location and parameters of the boundaries are estimated using advanced Bayesian modeling techniques. The results of our boundary analysis are then provided in a form understandable by the domain expert. We illustrate our approach using a simulation model of a NASA neuro-adaptive flight control system, as well as a system for the detection of separation violations in the terminal airspace.

Boosting Bayesian parameter inference of nonlinear stochastic differential equation models by Hamiltonian scale separation.

PubMed

Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

2016-04-01

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In many situations, the dominant sources of uncertainty must be included into the model for making reliable predictions. This naturally leads to stochastic models. Stochastic models render parameter inference much harder, as the aim then is to find a distribution of likely parameter values. In Bayesian statistics, which is a consistent framework for data-driven learning, this so-called posterior distribution can be used to make probabilistic predictions. We propose a novel, exact, and very efficient approach for generating posterior parameter distributions for stochastic differential equation models calibrated to measured time series. The algorithm is inspired by reinterpreting the posterior distribution as a statistical mechanics partition function of an object akin to a polymer, where the measurements are mapped on heavier beads compared to those of the simulated data. To arrive at distribution samples, we employ a Hamiltonian Monte Carlo approach combined with a multiple time-scale integration. A separation of time scales naturally arises if either the number of measurement points or the number of simulation points becomes large. Furthermore, at least for one-dimensional problems, we can decouple the harmonic modes between measurement points and solve the fastest part of their dynamics analytically. Our approach is applicable to a wide range of inference problems and is highly parallelizable.

Statistical modeling of space shuttle environmental data

NASA Technical Reports Server (NTRS)

Tubbs, J. D.; Brewer, D. W.

1983-01-01

Statistical models which use a class of bivariate gamma distribution are examined. Topics discussed include: (1) the ratio of positively correlated gamma varieties; (2) a method to determine if unequal shape parameters are necessary in bivariate gamma distribution; (3) differential equations for modal location of a family of bivariate gamma distribution; and (4) analysis of some wind gust data using the analytical results developed for modeling application.

Bayesian uncertainty analysis for complex systems biology models: emulation, global parameter searches and evaluation of gene functions.

PubMed

Vernon, Ian; Liu, Junli; Goldstein, Michael; Rowe, James; Topping, Jen; Lindsey, Keith

2018-01-02

Many mathematical models have now been employed across every area of systems biology. These models increasingly involve large numbers of unknown parameters, have complex structure which can result in substantial evaluation time relative to the needs of the analysis, and need to be compared to observed data of various forms. The correct analysis of such models usually requires a global parameter search, over a high dimensional parameter space, that incorporates and respects the most important sources of uncertainty. This can be an extremely difficult task, but it is essential for any meaningful inference or prediction to be made about any biological system. It hence represents a fundamental challenge for the whole of systems biology. Bayesian statistical methodology for the uncertainty analysis of complex models is introduced, which is designed to address the high dimensional global parameter search problem. Bayesian emulators that mimic the systems biology model but which are extremely fast to evaluate are embeded within an iterative history match: an efficient method to search high dimensional spaces within a more formal statistical setting, while incorporating major sources of uncertainty. The approach is demonstrated via application to a model of hormonal crosstalk in Arabidopsis root development, which has 32 rate parameters, for which we identify the sets of rate parameter values that lead to acceptable matches between model output and observed trend data. The multiple insights into the model's structure that this analysis provides are discussed. The methodology is applied to a second related model, and the biological consequences of the resulting comparison, including the evaluation of gene functions, are described. Bayesian uncertainty analysis for complex models using both emulators and history matching is shown to be a powerful technique that can greatly aid the study of a large class of systems biology models. It both provides insight into model behaviour and identifies the sets of rate parameters of interest.

Guessing and the Rasch Model

ERIC Educational Resources Information Center

Holster, Trevor A.; Lake, J.

2016-01-01

Stewart questioned Beglar's use of Rasch analysis of the Vocabulary Size Test (VST) and advocated the use of 3-parameter logistic item response theory (3PLIRT) on the basis that it models a non-zero lower asymptote for items, often called a "guessing" parameter. In support of this theory, Stewart presented fit statistics derived from…

A comparison of two experimental design approaches in applying conjoint analysis in patient-centered outcomes research: a randomized trial.

PubMed

Kinter, Elizabeth T; Prior, Thomas J; Carswell, Christopher I; Bridges, John F P

2012-01-01

While the application of conjoint analysis and discrete-choice experiments in health are now widely accepted, a healthy debate exists around competing approaches to experimental design. There remains, however, a paucity of experimental evidence comparing competing design approaches and their impact on the application of these methods in patient-centered outcomes research. Our objectives were to directly compare the choice-model parameters and predictions of an orthogonal and a D-efficient experimental design using a randomized trial (i.e., an experiment on experiments) within an application of conjoint analysis studying patient-centered outcomes among outpatients diagnosed with schizophrenia in Germany. Outpatients diagnosed with schizophrenia were surveyed and randomized to receive choice tasks developed using either an orthogonal or a D-efficient experimental design. The choice tasks elicited judgments from the respondents as to which of two patient profiles (varying across seven outcomes and process attributes) was preferable from their own perspective. The results from the two survey designs were analyzed using the multinomial logit model, and the resulting parameter estimates and their robust standard errors were compared across the two arms of the study (i.e., the orthogonal and D-efficient designs). The predictive performances of the two resulting models were also compared by computing their percentage of survey responses classified correctly, and the potential for variation in scale between the two designs of the experiments was tested statistically and explored graphically. The results of the two models were statistically identical. No difference was found using an overall chi-squared test of equality for the seven parameters (p = 0.69) or via uncorrected pairwise comparisons of the parameter estimates (p-values ranged from 0.30 to 0.98). The D-efficient design resulted in directionally smaller standard errors for six of the seven parameters, of which only two were statistically significant, and no differences were found in the observed D-efficiencies of their standard errors (p = 0.62). The D-efficient design resulted in poorer predictive performance, but this was not significant (p = 0.73); there was some evidence that the parameters of the D-efficient design were biased marginally towards the null. While no statistical difference in scale was detected between the two designs (p = 0.74), the D-efficient design had a higher relative scale (1.06). This could be observed when the parameters were explored graphically, as the D-efficient parameters were lower. Our results indicate that orthogonal and D-efficient experimental designs have produced results that are statistically equivalent. This said, we have identified several qualitative findings that speak to the potential differences in these results that may have been statistically identified in a larger sample. While more comparative studies focused on the statistical efficiency of competing design strategies are needed, a more pressing research problem is to document the impact the experimental design has on respondent efficiency.

Conditional statistical inference with multistage testing designs.

PubMed

Zwitser, Robert J; Maris, Gunter

2015-03-01

In this paper it is demonstrated how statistical inference from multistage test designs can be made based on the conditional likelihood. Special attention is given to parameter estimation, as well as the evaluation of model fit. Two reasons are provided why the fit of simple measurement models is expected to be better in adaptive designs, compared to linear designs: more parameters are available for the same number of observations; and undesirable response behavior, like slipping and guessing, might be avoided owing to a better match between item difficulty and examinee proficiency. The results are illustrated with simulated data, as well as with real data.

Finite-sample and asymptotic sign-based tests for parameters of non-linear quantile regression with Markov noise

NASA Astrophysics Data System (ADS)

Sirenko, M. A.; Tarasenko, P. F.; Pushkarev, M. I.

2017-01-01

One of the most noticeable features of sign-based statistical procedures is an opportunity to build an exact test for simple hypothesis testing of parameters in a regression model. In this article, we expanded a sing-based approach to the nonlinear case with dependent noise. The examined model is a multi-quantile regression, which makes it possible to test hypothesis not only of regression parameters, but of noise parameters as well.

Theoretical study of hydrogen absorption-desorption on LaNi3.8Al1.2-xMnx using statistical physics treatment

NASA Astrophysics Data System (ADS)

Bouaziz, Nadia; Ben Manaa, Marwa; Ben Lamine, Abdelmottaleb

2017-11-01

The hydrogen absorption-desorption isotherms on LaNi3.8Al1.2-xMnx alloy at temperature T = 433 K is studied through various theoretical models. The analytical expressions of these models were deduced exploiting the grand canonical ensemble in statistical physics by taking some simplifying hypotheses. Among these models an adequate model which presents a good correlation with the experimental curves has been selected. The physicochemical parameters intervening in the absorption-desorption processes and involved in the model expressions could be directly deduced from the experimental isotherms by numerical simulation. Six parameters of the model are adjusted, namely the numbers of hydrogen atoms per site n1 and n2, the receptor site densities N1m and N2m, and the energetic parameters P1 and P2. The behaviors of these parameters are discussed in relation with absorption and desorption processes to better understand and compare these phenomena. Thanks to the energetic parameters, we calculated the sorption energies which are typically ranged between 266 and 269.4 KJ/mol for absorption process and between 267 and 269.5 KJ/mol for desorption process comparable to usual chemical bond energies. Using the adopted model expression, the thermodynamic potential functions which govern the absorption/desorption process such as internal energy Eint, free enthalpy of Gibbs G and entropy Sa are derived.

Apparent cosmic acceleration from Type Ia supernovae

NASA Astrophysics Data System (ADS)

Dam, Lawrence H.; Heinesen, Asta; Wiltshire, David L.

2017-11-01

Parameters that quantify the acceleration of cosmic expansion are conventionally determined within the standard Friedmann-Lemaître-Robertson-Walker (FLRW) model, which fixes spatial curvature to be homogeneous. Generic averages of Einstein's equations in inhomogeneous cosmology lead to models with non-rigidly evolving average spatial curvature, and different parametrizations of apparent cosmic acceleration. The timescape cosmology is a viable example of such a model without dark energy. Using the largest available supernova data set, the JLA catalogue, we find that the timescape model fits the luminosity distance-redshift data with a likelihood that is statistically indistinguishable from the standard spatially flat Λ cold dark matter cosmology by Bayesian comparison. In the timescape case cosmic acceleration is non-zero but has a marginal amplitude, with best-fitting apparent deceleration parameter, q_{0}=-0.043^{+0.004}_{-0.000}. Systematic issues regarding standardization of supernova light curves are analysed. Cuts of data at the statistical homogeneity scale affect light-curve parameter fits independent of cosmology. A cosmological model dependence of empirical changes to the mean colour parameter is also found. Irrespective of which model ultimately fits better, we argue that as a competitive model with a non-FLRW expansion history, the timescape model may prove a useful diagnostic tool for disentangling selection effects and astrophysical systematics from the underlying expansion history.

Equilibrium statistical-thermal models in high-energy physics

NASA Astrophysics Data System (ADS)

Tawfik, Abdel Nasser

2014-05-01

We review some recent highlights from the applications of statistical-thermal models to different experimental measurements and lattice QCD thermodynamics that have been made during the last decade. We start with a short review of the historical milestones on the path of constructing statistical-thermal models for heavy-ion physics. We discovered that Heinz Koppe formulated in 1948, an almost complete recipe for the statistical-thermal models. In 1950, Enrico Fermi generalized this statistical approach, in which he started with a general cross-section formula and inserted into it, the simplifying assumptions about the matrix element of the interaction process that likely reflects many features of the high-energy reactions dominated by density in the phase space of final states. In 1964, Hagedorn systematically analyzed the high-energy phenomena using all tools of statistical physics and introduced the concept of limiting temperature based on the statistical bootstrap model. It turns to be quite often that many-particle systems can be studied with the help of statistical-thermal methods. The analysis of yield multiplicities in high-energy collisions gives an overwhelming evidence for the chemical equilibrium in the final state. The strange particles might be an exception, as they are suppressed at lower beam energies. However, their relative yields fulfill statistical equilibrium, as well. We review the equilibrium statistical-thermal models for particle production, fluctuations and collective flow in heavy-ion experiments. We also review their reproduction of the lattice QCD thermodynamics at vanishing and finite chemical potential. During the last decade, five conditions have been suggested to describe the universal behavior of the chemical freeze-out parameters. The higher order moments of multiplicity have been discussed. They offer deep insights about particle production and to critical fluctuations. Therefore, we use them to describe the freeze-out parameters and suggest the location of the QCD critical endpoint. Various extensions have been proposed in order to take into consideration the possible deviations of the ideal hadron gas. We highlight various types of interactions, dissipative properties and location-dependences (spatial rapidity). Furthermore, we review three models combining hadronic with partonic phases; quasi-particle model, linear sigma model with Polyakov potentials and compressible bag model.

Statistical prediction of September Arctic Sea Ice minimum based on stable teleconnections with global climate and oceanic patterns

NASA Astrophysics Data System (ADS)

Ionita, M.; Grosfeld, K.; Scholz, P.; Lohmann, G.

2016-12-01

Sea ice in both Polar Regions is an important indicator for the expression of global climate change and its polar amplification. Consequently, a broad information interest exists on sea ice, its coverage, variability and long term change. Knowledge on sea ice requires high quality data on ice extent, thickness and its dynamics. However, its predictability depends on various climate parameters and conditions. In order to provide insights into the potential development of a monthly/seasonal signal, we developed a robust statistical model based on ocean heat content, sea surface temperature and atmospheric variables to calculate an estimate of the September minimum sea ice extent for every year. Although previous statistical attempts at monthly/seasonal forecasts of September sea ice minimum show a relatively reduced skill, here it is shown that more than 97% (r = 0.98) of the September sea ice extent can predicted three months in advance by using previous months conditions via a multiple linear regression model based on global sea surface temperature (SST), mean sea level pressure (SLP), air temperature at 850hPa (TT850), surface winds and sea ice extent persistence. The statistical model is based on the identification of regions with stable teleconnections between the predictors (climatological parameters) and the predictand (here sea ice extent). The results based on our statistical model contribute to the sea ice prediction network for the sea ice outlook report (https://www.arcus.org/sipn) and could provide a tool for identifying relevant regions and climate parameters that are important for the sea ice development in the Arctic and for detecting sensitive and critical regions in global coupled climate models with focus on sea ice formation.

Scale Dependence of Statistics of Spatially Averaged Rain Rate Seen in TOGA COARE Comparison with Predictions from a Stochastic Model

NASA Technical Reports Server (NTRS)

Kundu, Prasun K.; Bell, T. L.; Lau, William K. M. (Technical Monitor)

2002-01-01

A characteristic feature of rainfall statistics is that they in general depend on the space and time scales over which rain data are averaged. As a part of an earlier effort to determine the sampling error of satellite rain averages, a space-time model of rainfall statistics was developed to describe the statistics of gridded rain observed in GATE. The model allows one to compute the second moment statistics of space- and time-averaged rain rate which can be fitted to satellite or rain gauge data to determine the four model parameters appearing in the precipitation spectrum - an overall strength parameter, a characteristic length separating the long and short wavelength regimes and a characteristic relaxation time for decay of the autocorrelation of the instantaneous local rain rate and a certain 'fractal' power law exponent. For area-averaged instantaneous rain rate, this exponent governs the power law dependence of these statistics on the averaging length scale $L$ predicted by the model in the limit of small $L$. In particular, the variance of rain rate averaged over an $L \\times L$ area exhibits a power law singularity as $L \\rightarrow 0$. In the present work the model is used to investigate how the statistics of area-averaged rain rate over the tropical Western Pacific measured with ship borne radar during TOGA COARE (Tropical Ocean Global Atmosphere Coupled Ocean Atmospheric Response Experiment) and gridded on a 2 km grid depends on the size of the spatial averaging scale. Good agreement is found between the data and predictions from the model over a wide range of averaging length scales.

Global Sensitivity of Simulated Water Balance Indicators Under Future Climate Change in the Colorado Basin

DOE PAGES

Bennett, Katrina Eleanor; Urrego Blanco, Jorge Rolando; Jonko, Alexandra; ...

2017-11-20

The Colorado River basin is a fundamentally important river for society, ecology and energy in the United States. Streamflow estimates are often provided using modeling tools which rely on uncertain parameters; sensitivity analysis can help determine which parameters impact model results. Despite the fact that simulated flows respond to changing climate and vegetation in the basin, parameter sensitivity of the simulations under climate change has rarely been considered. In this study, we conduct a global sensitivity analysis to relate changes in runoff, evapotranspiration, snow water equivalent and soil moisture to model parameters in the Variable Infiltration Capacity (VIC) hydrologic model.more » Here, we combine global sensitivity analysis with a space-filling Latin Hypercube sampling of the model parameter space and statistical emulation of the VIC model to examine sensitivities to uncertainties in 46 model parameters following a variance-based approach.« less

Global Sensitivity of Simulated Water Balance Indicators Under Future Climate Change in the Colorado Basin

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

Bennett, Katrina Eleanor; Urrego Blanco, Jorge Rolando; Jonko, Alexandra

The Colorado River basin is a fundamentally important river for society, ecology and energy in the United States. Streamflow estimates are often provided using modeling tools which rely on uncertain parameters; sensitivity analysis can help determine which parameters impact model results. Despite the fact that simulated flows respond to changing climate and vegetation in the basin, parameter sensitivity of the simulations under climate change has rarely been considered. In this study, we conduct a global sensitivity analysis to relate changes in runoff, evapotranspiration, snow water equivalent and soil moisture to model parameters in the Variable Infiltration Capacity (VIC) hydrologic model.more » Here, we combine global sensitivity analysis with a space-filling Latin Hypercube sampling of the model parameter space and statistical emulation of the VIC model to examine sensitivities to uncertainties in 46 model parameters following a variance-based approach.« less

A stochastic fractional dynamics model of space-time variability of rain

NASA Astrophysics Data System (ADS)

Kundu, Prasun K.; Travis, James E.

2013-09-01

varies in space and time in a highly irregular manner and is described naturally in terms of a stochastic process. A characteristic feature of rainfall statistics is that they depend strongly on the space-time scales over which rain data are averaged. A spectral model of precipitation has been developed based on a stochastic differential equation of fractional order for the point rain rate, which allows a concise description of the second moment statistics of rain at any prescribed space-time averaging scale. The model is thus capable of providing a unified description of the statistics of both radar and rain gauge data. The underlying dynamical equation can be expressed in terms of space-time derivatives of fractional orders that are adjusted together with other model parameters to fit the data. The form of the resulting spectrum gives the model adequate flexibility to capture the subtle interplay between the spatial and temporal scales of variability of rain but strongly constrains the predicted statistical behavior as a function of the averaging length and time scales. We test the model with radar and gauge data collected contemporaneously at the NASA TRMM ground validation sites located near Melbourne, Florida and on the Kwajalein Atoll, Marshall Islands in the tropical Pacific. We estimate the parameters by tuning them to fit the second moment statistics of radar data at the smaller spatiotemporal scales. The model predictions are then found to fit the second moment statistics of the gauge data reasonably well at these scales without any further adjustment.

Static and Dynamic Model Update of an Inflatable/Rigidizable Torus Structure

NASA Technical Reports Server (NTRS)

Horta, Lucas G.; Reaves, mercedes C.

2006-01-01

The present work addresses the development of an experimental and computational procedure for validating finite element models. A torus structure, part of an inflatable/rigidizable Hexapod, is used to demonstrate the approach. Because of fabrication, materials, and geometric uncertainties, a statistical approach combined with optimization is used to modify key model parameters. Static test results are used to update stiffness parameters and dynamic test results are used to update the mass distribution. Updated parameters are computed using gradient and non-gradient based optimization algorithms. Results show significant improvements in model predictions after parameters are updated. Lessons learned in the areas of test procedures, modeling approaches, and uncertainties quantification are presented.

Boosting Bayesian parameter inference of stochastic differential equation models with methods from statistical physics

NASA Astrophysics Data System (ADS)

Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

2016-04-01

Measured time-series of both precipitation and runoff are known to exhibit highly non-trivial statistical properties. For making reliable probabilistic predictions in hydrology, it is therefore desirable to have stochastic models with output distributions that share these properties. When parameters of such models have to be inferred from data, we also need to quantify the associated parametric uncertainty. For non-trivial stochastic models, however, this latter step is typically very demanding, both conceptually and numerically, and always never done in hydrology. Here, we demonstrate that methods developed in statistical physics make a large class of stochastic differential equation (SDE) models amenable to a full-fledged Bayesian parameter inference. For concreteness we demonstrate these methods by means of a simple yet non-trivial toy SDE model. We consider a natural catchment that can be described by a linear reservoir, at the scale of observation. All the neglected processes are assumed to happen at much shorter time-scales and are therefore modeled with a Gaussian white noise term, the standard deviation of which is assumed to scale linearly with the system state (water volume in the catchment). Even for constant input, the outputs of this simple non-linear SDE model show a wealth of desirable statistical properties, such as fat-tailed distributions and long-range correlations. Standard algorithms for Bayesian inference fail, for models of this kind, because their likelihood functions are extremely high-dimensional intractable integrals over all possible model realizations. The use of Kalman filters is illegitimate due to the non-linearity of the model. Particle filters could be used but become increasingly inefficient with growing number of data points. Hamiltonian Monte Carlo algorithms allow us to translate this inference problem to the problem of simulating the dynamics of a statistical mechanics system and give us access to most sophisticated methods that have been developed in the statistical physics community over the last few decades. We demonstrate that such methods, along with automated differentiation algorithms, allow us to perform a full-fledged Bayesian inference, for a large class of SDE models, in a highly efficient and largely automatized manner. Furthermore, our algorithm is highly parallelizable. For our toy model, discretized with a few hundred points, a full Bayesian inference can be performed in a matter of seconds on a standard PC.

AutoBayes Program Synthesis System Users Manual

NASA Technical Reports Server (NTRS)

Schumann, Johann; Jafari, Hamed; Pressburger, Tom; Denney, Ewen; Buntine, Wray; Fischer, Bernd

2008-01-01

Program synthesis is the systematic, automatic construction of efficient executable code from high-level declarative specifications. AutoBayes is a fully automatic program synthesis system for the statistical data analysis domain; in particular, it solves parameter estimation problems. It has seen many successful applications at NASA and is currently being used, for example, to analyze simulation results for Orion. The input to AutoBayes is a concise description of a data analysis problem composed of a parameterized statistical model and a goal that is a probability term involving parameters and input data. The output is optimized and fully documented C/C++ code computing the values for those parameters that maximize the probability term. AutoBayes can solve many subproblems symbolically rather than having to rely on numeric approximation algorithms, thus yielding effective, efficient, and compact code. Statistical analysis is faster and more reliable, because effort can be focused on model development and validation rather than manual development of solution algorithms and code.

Applications of the DOE/NASA wind turbine engineering information system

NASA Technical Reports Server (NTRS)

Neustadter, H. E.; Spera, D. A.

1981-01-01

A statistical analysis of data obtained from the Technology and Engineering Information Systems was made. The systems analyzed consist of the following elements: (1) sensors which measure critical parameters (e.g., wind speed and direction, output power, blade loads and component vibrations); (2) remote multiplexing units (RMUs) on each wind turbine which frequency-modulate, multiplex and transmit sensor outputs; (3) on-site instrumentation to record, process and display the sensor output; and (4) statistical analysis of data. Two examples of the capabilities of these systems are presented. The first illustrates the standardized format for application of statistical analysis to each directly measured parameter. The second shows the use of a model to estimate the variability of the rotor thrust loading, which is a derived parameter.

Implications of the methodological choices for hydrologic portrayals of climate change over the contiguous United States: Statistically downscaled forcing data and hydrologic models

USGS Publications Warehouse

Mizukami, Naoki; Clark, Martyn P.; Gutmann, Ethan D.; Mendoza, Pablo A.; Newman, Andrew J.; Nijssen, Bart; Livneh, Ben; Hay, Lauren E.; Arnold, Jeffrey R.; Brekke, Levi D.

2016-01-01

Continental-domain assessments of climate change impacts on water resources typically rely on statistically downscaled climate model outputs to force hydrologic models at a finer spatial resolution. This study examines the effects of four statistical downscaling methods [bias-corrected constructed analog (BCCA), bias-corrected spatial disaggregation applied at daily (BCSDd) and monthly scales (BCSDm), and asynchronous regression (AR)] on retrospective hydrologic simulations using three hydrologic models with their default parameters (the Community Land Model, version 4.0; the Variable Infiltration Capacity model, version 4.1.2; and the Precipitation–Runoff Modeling System, version 3.0.4) over the contiguous United States (CONUS). Biases of hydrologic simulations forced by statistically downscaled climate data relative to the simulation with observation-based gridded data are presented. Each statistical downscaling method produces different meteorological portrayals including precipitation amount, wet-day frequency, and the energy input (i.e., shortwave radiation), and their interplay affects estimations of precipitation partitioning between evapotranspiration and runoff, extreme runoff, and hydrologic states (i.e., snow and soil moisture). The analyses show that BCCA underestimates annual precipitation by as much as −250 mm, leading to unreasonable hydrologic portrayals over the CONUS for all models. Although the other three statistical downscaling methods produce a comparable precipitation bias ranging from −10 to 8 mm across the CONUS, BCSDd severely overestimates the wet-day fraction by up to 0.25, leading to different precipitation partitioning compared to the simulations with other downscaled data. Overall, the choice of downscaling method contributes to less spread in runoff estimates (by a factor of 1.5–3) than the choice of hydrologic model with use of the default parameters if BCCA is excluded.

The application of feature selection to the development of Gaussian process models for percutaneous absorption.

PubMed

Lam, Lun Tak; Sun, Yi; Davey, Neil; Adams, Rod; Prapopoulou, Maria; Brown, Marc B; Moss, Gary P

2010-06-01

The aim was to employ Gaussian processes to assess mathematically the nature of a skin permeability dataset and to employ these methods, particularly feature selection, to determine the key physicochemical descriptors which exert the most significant influence on percutaneous absorption, and to compare such models with established existing models. Gaussian processes, including automatic relevance detection (GPRARD) methods, were employed to develop models of percutaneous absorption that identified key physicochemical descriptors of percutaneous absorption. Using MatLab software, the statistical performance of these models was compared with single linear networks (SLN) and quantitative structure-permeability relationships (QSPRs). Feature selection methods were used to examine in more detail the physicochemical parameters used in this study. A range of statistical measures to determine model quality were used. The inherently nonlinear nature of the skin data set was confirmed. The Gaussian process regression (GPR) methods yielded predictive models that offered statistically significant improvements over SLN and QSPR models with regard to predictivity (where the rank order was: GPR > SLN > QSPR). Feature selection analysis determined that the best GPR models were those that contained log P, melting point and the number of hydrogen bond donor groups as significant descriptors. Further statistical analysis also found that great synergy existed between certain parameters. It suggested that a number of the descriptors employed were effectively interchangeable, thus questioning the use of models where discrete variables are output, usually in the form of an equation. The use of a nonlinear GPR method produced models with significantly improved predictivity, compared with SLN or QSPR models. Feature selection methods were able to provide important mechanistic information. However, it was also shown that significant synergy existed between certain parameters, and as such it was possible to interchange certain descriptors (i.e. molecular weight and melting point) without incurring a loss of model quality. Such synergy suggested that a model constructed from discrete terms in an equation may not be the most appropriate way of representing mechanistic understandings of skin absorption.

Inference of missing data and chemical model parameters using experimental statistics

NASA Astrophysics Data System (ADS)

Casey, Tiernan; Najm, Habib

2017-11-01

A method for determining the joint parameter density of Arrhenius rate expressions through the inference of missing experimental data is presented. This approach proposes noisy hypothetical data sets from target experiments and accepts those which agree with the reported statistics, in the form of nominal parameter values and their associated uncertainties. The data exploration procedure is formalized using Bayesian inference, employing maximum entropy and approximate Bayesian computation methods to arrive at a joint density on data and parameters. The method is demonstrated in the context of reactions in the H2-O2 system for predictive modeling of combustion systems of interest. Work supported by the US DOE BES CSGB. Sandia National Labs is a multimission lab managed and operated by Nat. Technology and Eng'g Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell Intl, for the US DOE NCSA under contract DE-NA-0003525.

Statistical characterization of the fatigue behavior of composite lamina

NASA Technical Reports Server (NTRS)

Yang, J. N.; Jones, D. L.

1979-01-01

A theoretical model was developed to predict statistically the effects of constant and variable amplitude fatigue loadings on the residual strength and fatigue life of composite lamina. The parameters in the model were established from the results of a series of static tensile tests and a fatigue scan and a number of verification tests were performed. Abstracts for two other papers on the effect of load sequence on the statistical fatigue of composites are also presented.

Predictive Model for the Design of Zwitterionic Polymer Brushes: A Statistical Design of Experiments Approach.

PubMed

Kumar, Ramya; Lahann, Joerg

2016-07-06

The performance of polymer interfaces in biology is governed by a wide spectrum of interfacial properties. With the ultimate goal of identifying design parameters for stem cell culture coatings, we developed a statistical model that describes the dependence of brush properties on surface-initiated polymerization (SIP) parameters. Employing a design of experiments (DOE) approach, we identified operating boundaries within which four gel architecture regimes can be realized, including a new regime of associated brushes in thin films. Our statistical model can accurately predict the brush thickness and the degree of intermolecular association of poly[{2-(methacryloyloxy) ethyl} dimethyl-(3-sulfopropyl) ammonium hydroxide] (PMEDSAH), a previously reported synthetic substrate for feeder-free and xeno-free culture of human embryonic stem cells. DOE-based multifunctional predictions offer a powerful quantitative framework for designing polymer interfaces. For example, model predictions can be used to decrease the critical thickness at which the wettability transition occurs by simply increasing the catalyst quantity from 1 to 3 mol %.

Statistical model with two order parameters for ductile and soft fiber bundles in nanoscience and biomaterials.

PubMed

Rinaldi, Antonio

2011-04-01

Traditional fiber bundles models (FBMs) have been an effective tool to understand brittle heterogeneous systems. However, fiber bundles in modern nano- and bioapplications demand a new generation of FBM capturing more complex deformation processes in addition to damage. In the context of loose bundle systems and with reference to time-independent plasticity and soft biomaterials, we formulate a generalized statistical model for ductile fracture and nonlinear elastic problems capable of handling more simultaneous deformation mechanisms by means of two order parameters (as opposed to one). As the first rational FBM for coupled damage problems, it may be the cornerstone for advanced statistical models of heterogeneous systems in nanoscience and materials design, especially to explore hierarchical and bio-inspired concepts in the arena of nanobiotechnology. Applicative examples are provided for illustrative purposes at last, discussing issues in inverse analysis (i.e., nonlinear elastic polymer fiber and ductile Cu submicron bars arrays) and direct design (i.e., strength prediction).

Grain-Size Based Additivity Models for Scaling Multi-rate Uranyl Surface Complexation in Subsurface Sediments

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

Zhang, Xiaoying; Liu, Chongxuan; Hu, Bill X.

This study statistically analyzed a grain-size based additivity model that has been proposed to scale reaction rates and parameters from laboratory to field. The additivity model assumed that reaction properties in a sediment including surface area, reactive site concentration, reaction rate, and extent can be predicted from field-scale grain size distribution by linearly adding reaction properties for individual grain size fractions. This study focused on the statistical analysis of the additivity model with respect to reaction rate constants using multi-rate uranyl (U(VI)) surface complexation reactions in a contaminated sediment as an example. Experimental data of rate-limited U(VI) desorption in amore » stirred flow-cell reactor were used to estimate the statistical properties of multi-rate parameters for individual grain size fractions. The statistical properties of the rate constants for the individual grain size fractions were then used to analyze the statistical properties of the additivity model to predict rate-limited U(VI) desorption in the composite sediment, and to evaluate the relative importance of individual grain size fractions to the overall U(VI) desorption. The result indicated that the additivity model provided a good prediction of the U(VI) desorption in the composite sediment. However, the rate constants were not directly scalable using the additivity model, and U(VI) desorption in individual grain size fractions have to be simulated in order to apply the additivity model. An approximate additivity model for directly scaling rate constants was subsequently proposed and evaluated. The result found that the approximate model provided a good prediction of the experimental results within statistical uncertainty. This study also found that a gravel size fraction (2-8mm), which is often ignored in modeling U(VI) sorption and desorption, is statistically significant to the U(VI) desorption in the sediment.« less

Using statistical model to simulate the impact of climate change on maize yield with climate and crop uncertainties

NASA Astrophysics Data System (ADS)

Zhang, Yi; Zhao, Yanxia; Wang, Chunyi; Chen, Sining

2017-11-01

Assessment of the impact of climate change on crop productions with considering uncertainties is essential for properly identifying and decision-making agricultural practices that are sustainable. In this study, we employed 24 climate projections consisting of the combinations of eight GCMs and three emission scenarios representing the climate projections uncertainty, and two crop statistical models with 100 sets of parameters in each model representing parameter uncertainty within the crop models. The goal of this study was to evaluate the impact of climate change on maize ( Zea mays L.) yield at three locations (Benxi, Changling, and Hailun) across Northeast China (NEC) in periods 2010-2039 and 2040-2069, taking 1976-2005 as the baseline period. The multi-models ensembles method is an effective way to deal with the uncertainties. The results of ensemble simulations showed that maize yield reductions were less than 5 % in both future periods relative to the baseline. To further understand the contributions of individual sources of uncertainty, such as climate projections and crop model parameters, in ensemble yield simulations, variance decomposition was performed. The results indicated that the uncertainty from climate projections was much larger than that contributed by crop model parameters. Increased ensemble yield variance revealed the increasing uncertainty in the yield simulation in the future periods.

Using Predictive Uncertainty Analysis to Assess Hydrologic Model Performance for a Watershed in Oregon

NASA Astrophysics Data System (ADS)

Brannan, K. M.; Somor, A.

2016-12-01

A variety of statistics are used to assess watershed model performance but these statistics do not directly answer the question: what is the uncertainty of my prediction. Understanding predictive uncertainty is important when using a watershed model to develop a Total Maximum Daily Load (TMDL). TMDLs are a key component of the US Clean Water Act and specify the amount of a pollutant that can enter a waterbody when the waterbody meets water quality criteria. TMDL developers use watershed models to estimate pollutant loads from nonpoint sources of pollution. We are developing a TMDL for bacteria impairments in a watershed in the Coastal Range of Oregon. We setup an HSPF model of the watershed and used the calibration software PEST to estimate HSPF hydrologic parameters and then perform predictive uncertainty analysis of stream flow. We used Monte-Carlo simulation to run the model with 1,000 different parameter sets and assess predictive uncertainty. In order to reduce the chance of specious parameter sets, we accounted for the relationships among parameter values by using mathematically-based regularization techniques and an estimate of the parameter covariance when generating random parameter sets. We used a novel approach to select flow data for predictive uncertainty analysis. We set aside flow data that occurred on days that bacteria samples were collected. We did not use these flows in the estimation of the model parameters. We calculated a percent uncertainty for each flow observation based 1,000 model runs. We also used several methods to visualize results with an emphasis on making the data accessible to both technical and general audiences. We will use the predictive uncertainty estimates in the next phase of our work, simulating bacteria fate and transport in the watershed.

Population models for passerine birds: structure, parameterization, and analysis

USGS Publications Warehouse

Noon, B.R.; Sauer, J.R.; McCullough, D.R.; Barrett, R.H.

1992-01-01

Population models have great potential as management tools, as they use infonnation about the life history of a species to summarize estimates of fecundity and survival into a description of population change. Models provide a framework for projecting future populations, determining the effects of management decisions on future population dynamics, evaluating extinction probabilities, and addressing a variety of questions of ecological and evolutionary interest. Even when insufficient information exists to allow complete identification of the model, the modelling procedure is useful because it forces the investigator to consider the life history of the species when determining what parameters should be estimated from field studies and provides a context for evaluating the relative importance of demographic parameters. Models have been little used in the study of the population dynamics of passerine birds because of: (1) widespread misunderstandings of the model structures and parameterizations, (2) a lack of knowledge of life histories of many species, (3) difficulties in obtaining statistically reliable estimates of demographic parameters for most passerine species, and (4) confusion about functional relationships among demographic parameters. As a result, studies of passerine demography are often designed inappropriately and fail to provide essential data. We review appropriate models for passerine bird populations and illustrate their possible uses in evaluating the effects of management or other environmental influences on population dynamics. We identify environmental influences on population dynamics. We identify parameters that must be estimated from field data, briefly review existing statistical methods for obtaining valid estimates, and evaluate the present status of knowledge of these parameters.

Statistical physics studies of multilayer adsorption isotherm in food materials and pore size distribution

NASA Astrophysics Data System (ADS)

Aouaini, F.; Knani, S.; Ben Yahia, M.; Ben Lamine, A.

2015-08-01

Water sorption isotherms of foodstuffs are very important in different areas of food science engineering such as for design, modeling and optimization of many processes. The equilibrium moisture content is an important parameter in models used to predict changes in the moisture content of a product during storage. A formulation of multilayer model with two energy levels was based on statistical physics and theoretical considerations. Thanks to the grand canonical ensemble in statistical physics. Some physicochemical parameters related to the adsorption process were introduced in the analytical model expression. The data tabulated in literature of water adsorption at different temperatures on: chickpea seeds, lentil seeds, potato and on green peppers were described applying the most popular models applied in food science. We also extend the study to the newest proposed model. It is concluded that among studied models the proposed model seems to be the best for description of data in the whole range of relative humidity. By using our model, we were able to determine the thermodynamic functions. The measurement of desorption isotherms, in particular a gas over a solid porous, allows access to the distribution of pore size PSD.

A Statistical Approach For Modeling Tropical Cyclones. Synthetic Hurricanes Generator Model

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

Pasqualini, Donatella

This manuscript brie y describes a statistical ap- proach to generate synthetic tropical cyclone tracks to be used in risk evaluations. The Synthetic Hur- ricane Generator (SynHurG) model allows model- ing hurricane risk in the United States supporting decision makers and implementations of adaptation strategies to extreme weather. In the literature there are mainly two approaches to model hurricane hazard for risk prediction: deterministic-statistical approaches, where the storm key physical parameters are calculated using physi- cal complex climate models and the tracks are usually determined statistically from historical data; and sta- tistical approaches, where both variables and tracks are estimatedmore » stochastically using historical records. SynHurG falls in the second category adopting a pure stochastic approach.« less

Fractional properties of geophysical field variability on the example of hydrochemical parameters

NASA Astrophysics Data System (ADS)

Shevtsov, Boris; Shevtsova, Olga

2017-10-01

Using the properties of compound Poisson process and its fractional generalizations, statistical models of geophysical fields variability are considered on an example of hydrochemical parameters system. These models are universal to describe objects of different nature and allow us to explain various pulsing regime. Manifestations of non-conservatism in hydrochemical parameters system and the advantages of the system approach in the description of geophysical fields variability are discussed.

Using sensitivity analysis in model calibration efforts

USGS Publications Warehouse

Tiedeman, Claire; Hill, Mary C.

2003-01-01

In models of natural and engineered systems, sensitivity analysis can be used to assess relations among system state observations, model parameters, and model predictions. The model itself links these three entities, and model sensitivities can be used to quantify the links. Sensitivities are defined as the derivatives of simulated quantities (such as simulated equivalents of observations, or model predictions) with respect to model parameters. We present four measures calculated from model sensitivities that quantify the observation-parameter-prediction links and that are especially useful during the calibration and prediction phases of modeling. These four measures are composite scaled sensitivities (CSS), prediction scaled sensitivities (PSS), the value of improved information (VOII) statistic, and the observation prediction (OPR) statistic. These measures can be used to help guide initial calibration of models, collection of field data beneficial to model predictions, and recalibration of models updated with new field information. Once model sensitivities have been calculated, each of the four measures requires minimal computational effort. We apply the four measures to a three-layer MODFLOW-2000 (Harbaugh et al., 2000; Hill et al., 2000) model of the Death Valley regional ground-water flow system (DVRFS), located in southern Nevada and California. D’Agnese et al. (1997, 1999) developed and calibrated the model using nonlinear regression methods. Figure 1 shows some of the observations, parameters, and predictions for the DVRFS model. Observed quantities include hydraulic heads and spring flows. The 23 defined model parameters include hydraulic conductivities, vertical anisotropies, recharge rates, evapotranspiration rates, and pumpage. Predictions of interest for this regional-scale model are advective transport paths from potential contamination sites underlying the Nevada Test Site and Yucca Mountain.

Algorithmic detectability threshold of the stochastic block model

NASA Astrophysics Data System (ADS)

Kawamoto, Tatsuro

2018-03-01

The assumption that the values of model parameters are known or correctly learned, i.e., the Nishimori condition, is one of the requirements for the detectability analysis of the stochastic block model in statistical inference. In practice, however, there is no example demonstrating that we can know the model parameters beforehand, and there is no guarantee that the model parameters can be learned accurately. In this study, we consider the expectation-maximization (EM) algorithm with belief propagation (BP) and derive its algorithmic detectability threshold. Our analysis is not restricted to the community structure but includes general modular structures. Because the algorithm cannot always learn the planted model parameters correctly, the algorithmic detectability threshold is qualitatively different from the one with the Nishimori condition.

Statistical Power of Alternative Structural Models for Comparative Effectiveness Research: Advantages of Modeling Unreliability.

PubMed

Coman, Emil N; Iordache, Eugen; Dierker, Lisa; Fifield, Judith; Schensul, Jean J; Suggs, Suzanne; Barbour, Russell

2014-05-01

The advantages of modeling the unreliability of outcomes when evaluating the comparative effectiveness of health interventions is illustrated. Adding an action-research intervention component to a regular summer job program for youth was expected to help in preventing risk behaviors. A series of simple two-group alternative structural equation models are compared to test the effect of the intervention on one key attitudinal outcome in terms of model fit and statistical power with Monte Carlo simulations. Some models presuming parameters equal across the intervention and comparison groups were underpowered to detect the intervention effect, yet modeling the unreliability of the outcome measure increased their statistical power and helped in the detection of the hypothesized effect. Comparative Effectiveness Research (CER) could benefit from flexible multi-group alternative structural models organized in decision trees, and modeling unreliability of measures can be of tremendous help for both the fit of statistical models to the data and their statistical power.

Autocorrelated residuals in inverse modelling of soil hydrological processes: a reason for concern or something that can safely be ignored?

NASA Astrophysics Data System (ADS)

Scharnagl, Benedikt; Durner, Wolfgang

2013-04-01

Models are inherently imperfect because they simplify processes that are themselves imperfectly known and understood. Moreover, the input variables and parameters needed to run a model are typically subject to various sources of error. As a consequence of these imperfections, model predictions will always deviate from corresponding observations. In most applications in soil hydrology, these deviations are clearly not random but rather show a systematic structure. From a statistical point of view, this systematic mismatch may be a reason for concern because it violates one of the basic assumptions made in inverse parameter estimation: the assumption of independence of the residuals. But what are the consequences of simply ignoring the autocorrelation in the residuals, as it is current practice in soil hydrology? Are the parameter estimates still valid even though the statistical foundation they are based on is partially collapsed? Theory and practical experience from other fields of science have shown that violation of the independence assumption will result in overconfident uncertainty bounds and that in some cases it may lead to significantly different optimal parameter values. In our contribution, we present three soil hydrological case studies, in which the effect of autocorrelated residuals on the estimated parameters was investigated in detail. We explicitly accounted for autocorrelated residuals using a formal likelihood function that incorporates an autoregressive model. The inverse problem was posed in a Bayesian framework, and the posterior probability density function of the parameters was estimated using Markov chain Monte Carlo simulation. In contrast to many other studies in related fields of science, and quite surprisingly, we found that the first-order autoregressive model, often abbreviated as AR(1), did not work well in the soil hydrological setting. We showed that a second-order autoregressive, or AR(2), model performs much better in these applications, leading to parameter and uncertainty estimates that satisfy all the underlying statistical assumptions. For theoretical reasons, these estimates are deemed more reliable than those estimates based on the neglect of autocorrelation in the residuals. In compliance with theory and results reported in the literature, our results showed that parameter uncertainty bounds were substantially wider if autocorrelation in the residuals was explicitly accounted for, and also the optimal parameter vales were slightly different in this case. We argue that the autoregressive model presented here should be used as a matter of routine in inverse modeling of soil hydrological processes.

Factors Affecting the Item Parameter Estimation and Classification Accuracy of the DINA Model

ERIC Educational Resources Information Center

de la Torre, Jimmy; Hong, Yuan; Deng, Weiling

2010-01-01

To better understand the statistical properties of the deterministic inputs, noisy "and" gate cognitive diagnosis (DINA) model, the impact of several factors on the quality of the item parameter estimates and classification accuracy was investigated. Results of the simulation study indicate that the fully Bayes approach is most accurate when the…

Statistical Analysis of Large-Scale Structure of Universe

NASA Astrophysics Data System (ADS)

Tugay, A. V.

While galaxy cluster catalogs were compiled many decades ago, other structural elements of cosmic web are detected at definite level only in the newest works. For example, extragalactic filaments were described by velocity field and SDSS galaxy distribution during the last years. Large-scale structure of the Universe could be also mapped in the future using ATHENA observations in X-rays and SKA in radio band. Until detailed observations are not available for the most volume of Universe, some integral statistical parameters can be used for its description. Such methods as galaxy correlation function, power spectrum, statistical moments and peak statistics are commonly used with this aim. The parameters of power spectrum and other statistics are important for constraining the models of dark matter, dark energy, inflation and brane cosmology. In the present work we describe the growth of large-scale density fluctuations in one- and three-dimensional case with Fourier harmonics of hydrodynamical parameters. In result we get power-law relation for the matter power spectrum.

Vibroacoustic optimization using a statistical energy analysis model

NASA Astrophysics Data System (ADS)

Culla, Antonio; D`Ambrogio, Walter; Fregolent, Annalisa; Milana, Silvia

2016-08-01

In this paper, an optimization technique for medium-high frequency dynamic problems based on Statistical Energy Analysis (SEA) method is presented. Using a SEA model, the subsystem energies are controlled by internal loss factors (ILF) and coupling loss factors (CLF), which in turn depend on the physical parameters of the subsystems. A preliminary sensitivity analysis of subsystem energy to CLF's is performed to select CLF's that are most effective on subsystem energies. Since the injected power depends not only on the external loads but on the physical parameters of the subsystems as well, it must be taken into account under certain conditions. This is accomplished in the optimization procedure, where approximate relationships between CLF's, injected power and physical parameters are derived. The approach is applied on a typical aeronautical structure: the cabin of a helicopter.

Relationship of body weight parameters with the incidence of common spontaneous tumors in Tg.rasH2 mice.

PubMed

Paranjpe, Madhav G; Denton, Melissa D; Vidmar, Tom J; Elbekai, Reem H

2014-10-01

The mechanistic relationship between increased food consumption, increased body weights, and increased incidence of tumors has been well established in 2-year rodent models. Body weight parameters such as initial body weights, terminal body weights, food consumption, and the body weight gains in grams and percentages were analyzed to determine whether such relationship exists between these parameters with the incidence of common spontaneous tumors in Tg.rasH2 mice. None of these body weight parameters had any statistically significant relationship with the incidence of common spontaneous tumors in Tg.rasH2 males, namely lung tumors, splenic hemangiosarcomas, nonsplenic hemangiosarcomas, combined incidence of all hemangiosarcomas, and Harderian gland tumors. These parameters also did not have any statistically significant relationship with the incidence of lung and Harderian gland tumors in females. However, in females, increased initial body weights did have a statistically significant relationship with the nonsplenic hemangiosarcomas, and increased terminal body weights did have a statistically significant relationship with the incidence of splenic hemangiosarcomas, nonsplenic hemangiosarcomas, and the combined incidence of all hemangiosarcomas. In addition, increased body weight gains in grams and percentages had a statistically significant relationship with the combined incidence of all hemangiosarcomas in females, but not separately with splenic and nonsplenic hemangiosarcomas. © 2013 by The Author(s).

Multivariate random-parameters zero-inflated negative binomial regression model: an application to estimate crash frequencies at intersections.

PubMed

Dong, Chunjiao; Clarke, David B; Yan, Xuedong; Khattak, Asad; Huang, Baoshan

2014-09-01

Crash data are collected through police reports and integrated with road inventory data for further analysis. Integrated police reports and inventory data yield correlated multivariate data for roadway entities (e.g., segments or intersections). Analysis of such data reveals important relationships that can help focus on high-risk situations and coming up with safety countermeasures. To understand relationships between crash frequencies and associated variables, while taking full advantage of the available data, multivariate random-parameters models are appropriate since they can simultaneously consider the correlation among the specific crash types and account for unobserved heterogeneity. However, a key issue that arises with correlated multivariate data is the number of crash-free samples increases, as crash counts have many categories. In this paper, we describe a multivariate random-parameters zero-inflated negative binomial (MRZINB) regression model for jointly modeling crash counts. The full Bayesian method is employed to estimate the model parameters. Crash frequencies at urban signalized intersections in Tennessee are analyzed. The paper investigates the performance of MZINB and MRZINB regression models in establishing the relationship between crash frequencies, pavement conditions, traffic factors, and geometric design features of roadway intersections. Compared to the MZINB model, the MRZINB model identifies additional statistically significant factors and provides better goodness of fit in developing the relationships. The empirical results show that MRZINB model possesses most of the desirable statistical properties in terms of its ability to accommodate unobserved heterogeneity and excess zero counts in correlated data. Notably, in the random-parameters MZINB model, the estimated parameters vary significantly across intersections for different crash types. Copyright © 2014 Elsevier Ltd. All rights reserved.

Modeling pattern in collections of parameters

USGS Publications Warehouse

Link, W.A.

1999-01-01

Wildlife management is increasingly guided by analyses of large and complex datasets. The description of such datasets often requires a large number of parameters, among which certain patterns might be discernible. For example, one may consider a long-term study producing estimates of annual survival rates; of interest is the question whether these rates have declined through time. Several statistical methods exist for examining pattern in collections of parameters. Here, I argue for the superiority of 'random effects models' in which parameters are regarded as random variables, with distributions governed by 'hyperparameters' describing the patterns of interest. Unfortunately, implementation of random effects models is sometimes difficult. Ultrastructural models, in which the postulated pattern is built into the parameter structure of the original data analysis, are approximations to random effects models. However, this approximation is not completely satisfactory: failure to account for natural variation among parameters can lead to overstatement of the evidence for pattern among parameters. I describe quasi-likelihood methods that can be used to improve the approximation of random effects models by ultrastructural models.

Characterizing Uncertainty and Variability in PBPK Models ...

EPA Pesticide Factsheets

Mode-of-action based risk and safety assessments can rely upon tissue dosimetry estimates in animals and humans obtained from physiologically-based pharmacokinetic (PBPK) modeling. However, risk assessment also increasingly requires characterization of uncertainty and variability; such characterization for PBPK model predictions represents a continuing challenge to both modelers and users. Current practices show significant progress in specifying deterministic biological models and the non-deterministic (often statistical) models, estimating their parameters using diverse data sets from multiple sources, and using them to make predictions and characterize uncertainty and variability. The International Workshop on Uncertainty and Variability in PBPK Models, held Oct 31-Nov 2, 2006, sought to identify the state-of-the-science in this area and recommend priorities for research and changes in practice and implementation. For the short term, these include: (1) multidisciplinary teams to integrate deterministic and non-deterministic/statistical models; (2) broader use of sensitivity analyses, including for structural and global (rather than local) parameter changes; and (3) enhanced transparency and reproducibility through more complete documentation of the model structure(s) and parameter values, the results of sensitivity and other analyses, and supporting, discrepant, or excluded data. Longer-term needs include: (1) theoretic and practical methodological impro

α -induced reactions on 115In: Cross section measurements and statistical model analysis

NASA Astrophysics Data System (ADS)

Kiss, G. G.; Szücs, T.; Mohr, P.; Török, Zs.; Huszánk, R.; Gyürky, Gy.; Fülöp, Zs.

2018-05-01

Background: α -nucleus optical potentials are basic ingredients of statistical model calculations used in nucleosynthesis simulations. While the nucleon+nucleus optical potential is fairly well known, for the α +nucleus optical potential several different parameter sets exist and large deviations, reaching sometimes even an order of magnitude, are found between the cross section predictions calculated using different parameter sets. Purpose: A measurement of the radiative α -capture and the α -induced reaction cross sections on the nucleus 115In at low energies allows a stringent test of statistical model predictions. Since experimental data are scarce in this mass region, this measurement can be an important input to test the global applicability of α +nucleus optical model potentials and further ingredients of the statistical model. Methods: The reaction cross sections were measured by means of the activation method. The produced activities were determined by off-line detection of the γ rays and characteristic x rays emitted during the electron capture decay of the produced Sb isotopes. The 115In(α ,γ )119Sb and 115In(α ,n )Sb118m reaction cross sections were measured between Ec .m .=8.83 and 15.58 MeV, and the 115In(α ,n )Sb118g reaction was studied between Ec .m .=11.10 and 15.58 MeV. The theoretical analysis was performed within the statistical model. Results: The simultaneous measurement of the (α ,γ ) and (α ,n ) cross sections allowed us to determine a best-fit combination of all parameters for the statistical model. The α +nucleus optical potential is identified as the most important input for the statistical model. The best fit is obtained for the new Atomki-V1 potential, and good reproduction of the experimental data is also achieved for the first version of the Demetriou potentials and the simple McFadden-Satchler potential. The nucleon optical potential, the γ -ray strength function, and the level density parametrization are also constrained by the data although there is no unique best-fit combination. Conclusions: The best-fit calculations allow us to extrapolate the low-energy (α ,γ ) cross section of 115In to the astrophysical Gamow window with reasonable uncertainties. However, still further improvements of the α -nucleus potential are required for a global description of elastic (α ,α ) scattering and α -induced reactions in a wide range of masses and energies.

Hyperparameterization of soil moisture statistical models for North America with Ensemble Learning Models (Elm)

NASA Astrophysics Data System (ADS)

Steinberg, P. D.; Brener, G.; Duffy, D.; Nearing, G. S.; Pelissier, C.

2017-12-01

Hyperparameterization, of statistical models, i.e. automated model scoring and selection, such as evolutionary algorithms, grid searches, and randomized searches, can improve forecast model skill by reducing errors associated with model parameterization, model structure, and statistical properties of training data. Ensemble Learning Models (Elm), and the related Earthio package, provide a flexible interface for automating the selection of parameters and model structure for machine learning models common in climate science and land cover classification, offering convenient tools for loading NetCDF, HDF, Grib, or GeoTiff files, decomposition methods like PCA and manifold learning, and parallel training and prediction with unsupervised and supervised classification, clustering, and regression estimators. Continuum Analytics is using Elm to experiment with statistical soil moisture forecasting based on meteorological forcing data from NASA's North American Land Data Assimilation System (NLDAS). There Elm is using the NSGA-2 multiobjective optimization algorithm for optimizing statistical preprocessing of forcing data to improve goodness-of-fit for statistical models (i.e. feature engineering). This presentation will discuss Elm and its components, including dask (distributed task scheduling), xarray (data structures for n-dimensional arrays), and scikit-learn (statistical preprocessing, clustering, classification, regression), and it will show how NSGA-2 is being used for automate selection of soil moisture forecast statistical models for North America.

A Stochastic Model of Space-Time Variability of Mesoscale Rainfall: Statistics of Spatial Averages

NASA Technical Reports Server (NTRS)

Kundu, Prasun K.; Bell, Thomas L.

2003-01-01

A characteristic feature of rainfall statistics is that they depend on the space and time scales over which rain data are averaged. A previously developed spectral model of rain statistics that is designed to capture this property, predicts power law scaling behavior for the second moment statistics of area-averaged rain rate on the averaging length scale L as L right arrow 0. In the present work a more efficient method of estimating the model parameters is presented, and used to fit the model to the statistics of area-averaged rain rate derived from gridded radar precipitation data from TOGA COARE. Statistical properties of the data and the model predictions are compared over a wide range of averaging scales. An extension of the spectral model scaling relations to describe the dependence of the average fraction of grid boxes within an area containing nonzero rain (the "rainy area fraction") on the grid scale L is also explored.

Using Bayesian regression to test hypotheses about relationships between parameters and covariates in cognitive models.

PubMed

Boehm, Udo; Steingroever, Helen; Wagenmakers, Eric-Jan

2018-06-01

An important tool in the advancement of cognitive science are quantitative models that represent different cognitive variables in terms of model parameters. To evaluate such models, their parameters are typically tested for relationships with behavioral and physiological variables that are thought to reflect specific cognitive processes. However, many models do not come equipped with the statistical framework needed to relate model parameters to covariates. Instead, researchers often revert to classifying participants into groups depending on their values on the covariates, and subsequently comparing the estimated model parameters between these groups. Here we develop a comprehensive solution to the covariate problem in the form of a Bayesian regression framework. Our framework can be easily added to existing cognitive models and allows researchers to quantify the evidential support for relationships between covariates and model parameters using Bayes factors. Moreover, we present a simulation study that demonstrates the superiority of the Bayesian regression framework to the conventional classification-based approach.

Modeling of adsorption isotherms of water vapor on Tunisian olive leaves using statistical mechanical formulation

NASA Astrophysics Data System (ADS)

Knani, S.; Aouaini, F.; Bahloul, N.; Khalfaoui, M.; Hachicha, M. A.; Ben Lamine, A.; Kechaou, N.

2014-04-01

Analytical expression for modeling water adsorption isotherms of food or agricultural products is developed using the statistical mechanics formalism. The model developed in this paper is further used to fit and interpret the isotherms of four varieties of Tunisian olive leaves called “Chemlali, Chemchali, Chetoui and Zarrazi”. The parameters involved in the model such as the number of adsorbed water molecules per site, n, the receptor sites density, NM, and the energetic parameters, a1 and a2, were determined by fitting the experimental adsorption isotherms at temperatures ranging from 303 to 323 K. We interpret the results of fitting. After that, the model is further applied to calculate thermodynamic functions which govern the adsorption mechanism such as entropy, the free enthalpy of Gibbs and the internal energy.

Statistics of Optical Coherence Tomography Data From Human Retina

PubMed Central

de Juan, Joaquín; Ferrone, Claudia; Giannini, Daniela; Huang, David; Koch, Giorgio; Russo, Valentina; Tan, Ou; Bruni, Carlo

2010-01-01

Optical coherence tomography (OCT) has recently become one of the primary methods for noninvasive probing of the human retina. The pseudoimage formed by OCT (the so-called B-scan) varies probabilistically across pixels due to complexities in the measurement technique. Hence, sensitive automatic procedures of diagnosis using OCT may exploit statistical analysis of the spatial distribution of reflectance. In this paper, we perform a statistical study of retinal OCT data. We find that the stretched exponential probability density function can model well the distribution of intensities in OCT pseudoimages. Moreover, we show a small, but significant correlation between neighbor pixels when measuring OCT intensities with pixels of about 5 µm. We then develop a simple joint probability model for the OCT data consistent with known retinal features. This model fits well the stretched exponential distribution of intensities and their spatial correlation. In normal retinas, fit parameters of this model are relatively constant along retinal layers, but varies across layers. However, in retinas with diabetic retinopathy, large spikes of parameter modulation interrupt the constancy within layers, exactly where pathologies are visible. We argue that these results give hope for improvement in statistical pathology-detection methods even when the disease is in its early stages. PMID:20304733

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

Hagos, Samson M.; Feng, Zhe; Burleyson, Casey D.

Regional cloud permitting model simulations of cloud populations observed during the 2011 ARM Madden Julian Oscillation Investigation Experiment/ Dynamics of Madden-Julian Experiment (AMIE/DYNAMO) field campaign are evaluated against radar and ship-based measurements. Sensitivity of model simulated surface rain rate statistics to parameters and parameterization of hydrometeor sizes in five commonly used WRF microphysics schemes are examined. It is shown that at 2 km grid spacing, the model generally overestimates rain rate from large and deep convective cores. Sensitivity runs involving variation of parameters that affect rain drop or ice particle size distribution (more aggressive break-up process etc) generally reduce themore » bias in rain-rate and boundary layer temperature statistics as the smaller particles become more vulnerable to evaporation. Furthermore significant improvement in the convective rain-rate statistics is observed when the horizontal grid-spacing is reduced to 1 km and 0.5 km, while it is worsened when run at 4 km grid spacing as increased turbulence enhances evaporation. The results suggest modulation of evaporation processes, through parameterization of turbulent mixing and break-up of hydrometeors may provide a potential avenue for correcting cloud statistics and associated boundary layer temperature biases in regional and global cloud permitting model simulations.« less

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

PubMed

Loxley, P N

2017-10-01

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

Numerical details and SAS programs for parameter recovery of the SB distribution

Treesearch

Bernard R. Parresol; Teresa Fidalgo Fonseca; Carlos Pacheco Marques

2010-01-01

The four-parameter SB distribution has seen widespread use in growth-and-yield modeling because it covers a broad spectrum of shapes, fitting both positively and negatively skewed data and bimodal configurations. Two recent parameter recovery schemes, an approach whereby characteristics of a statistical distribution are equated with attributes of...

STATISTICAL METHODOLOGY FOR ESTIMATING PARAMETERS IN PBPK/PD MODELS

EPA Science Inventory

PBPK/PD models are large dynamic models that predict tissue concentration and biological effects of a toxicant before PBPK/PD models can be used in risk assessments in the arena of toxicological hypothesis testing, models allow the consequences of alternative mechanistic hypothes...

New approach in the quantum statistical parton distribution

NASA Astrophysics Data System (ADS)

Sohaily, Sozha; Vaziri (Khamedi), Mohammad

2017-12-01

An attempt to find simple parton distribution functions (PDFs) based on quantum statistical approach is presented. The PDFs described by the statistical model have very interesting physical properties which help to understand the structure of partons. The longitudinal portion of distribution functions are given by applying the maximum entropy principle. An interesting and simple approach to determine the statistical variables exactly without fitting and fixing parameters is surveyed. Analytic expressions of the x-dependent PDFs are obtained in the whole x region [0, 1], and the computed distributions are consistent with the experimental observations. The agreement with experimental data, gives a robust confirm of our simple presented statistical model.

Computer-Based Model Calibration and Uncertainty Analysis: Terms and Concepts

DTIC Science & Technology

2015-07-01

uncertainty analyses throughout the lifecycle of planning, designing, and operating of Civil Works flood risk management projects as described in...value 95% of the time. In the frequentist approach to PE, model parameters area regarded as having true values, and their estimate is based on the...in catchment models. 1. Evaluating parameter uncertainty. Water Resources Research 19(5):1151–1172. Lee, P. M. 2012. Bayesian statistics: An

Determination of kinetic parameters of 1,3-propanediol fermentation by Clostridium diolis using statistically optimized medium.

PubMed

Kaur, Guneet; Srivastava, Ashok K; Chand, Subhash

2012-09-01

1,3-propanediol (1,3-PD) is a chemical compound of immense importance primarily used as a raw material for fiber and textile industry. It can be produced by the fermentation of glycerol available abundantly as a by-product from the biodiesel plant. The present study was aimed at determination of key kinetic parameters of 1,3-PD fermentation by Clostridium diolis. Initial experiments on microbial growth inhibition were followed by optimization of nutrient medium recipe by statistical means. Batch kinetic data from studies in bioreactor using optimum concentration of variables obtained from statistical medium design was used for estimation of kinetic parameters of 1,3-PD production. Direct use of raw glycerol from biodiesel plant without any pre-treatment for 1,3-PD production using this strain investigated for the first time in this work gave results comparable to commercial glycerol. The parameter values obtained in this study would be used to develop a mathematical model for 1,3-PD to be used as a guide for designing various reactor operating strategies for further improving 1,3-PD production. An outline of protocol for model development has been discussed in the present work.

Sequential Least-Squares Using Orthogonal Transformations. [spacecraft communication/spacecraft tracking-data smoothing

NASA Technical Reports Server (NTRS)

Bierman, G. J.

1975-01-01

Square root information estimation, starting from its beginnings in least-squares parameter estimation, is considered. Special attention is devoted to discussions of sensitivity and perturbation matrices, computed solutions and their formal statistics, consider-parameters and consider-covariances, and the effects of a priori statistics. The constant-parameter model is extended to include time-varying parameters and process noise, and the error analysis capabilities are generalized. Efficient and elegant smoothing results are obtained as easy consequences of the filter formulation. The value of the techniques is demonstrated by the navigation results that were obtained for the Mariner Venus-Mercury (Mariner 10) multiple-planetary space probe and for the Viking Mars space mission.

Water quality management using statistical analysis and time-series prediction model

NASA Astrophysics Data System (ADS)

Parmar, Kulwinder Singh; Bhardwaj, Rashmi

2014-12-01

This paper deals with water quality management using statistical analysis and time-series prediction model. The monthly variation of water quality standards has been used to compare statistical mean, median, mode, standard deviation, kurtosis, skewness, coefficient of variation at Yamuna River. Model validated using R-squared, root mean square error, mean absolute percentage error, maximum absolute percentage error, mean absolute error, maximum absolute error, normalized Bayesian information criterion, Ljung-Box analysis, predicted value and confidence limits. Using auto regressive integrated moving average model, future water quality parameters values have been estimated. It is observed that predictive model is useful at 95 % confidence limits and curve is platykurtic for potential of hydrogen (pH), free ammonia, total Kjeldahl nitrogen, dissolved oxygen, water temperature (WT); leptokurtic for chemical oxygen demand, biochemical oxygen demand. Also, it is observed that predicted series is close to the original series which provides a perfect fit. All parameters except pH and WT cross the prescribed limits of the World Health Organization /United States Environmental Protection Agency, and thus water is not fit for drinking, agriculture and industrial use.

Relative mass distributions of neutron-rich thermally fissile nuclei within a statistical model

NASA Astrophysics Data System (ADS)

Kumar, Bharat; Kannan, M. T. Senthil; Balasubramaniam, M.; Agrawal, B. K.; Patra, S. K.

2017-09-01

We study the binary mass distribution for the recently predicted thermally fissile neutron-rich uranium and thorium nuclei using a statistical model. The level density parameters needed for the study are evaluated from the excitation energies of the temperature-dependent relativistic mean field formalism. The excitation energy and the level density parameter for a given temperature are employed in the convolution integral method to obtain the probability of the particular fragmentation. As representative cases, we present the results for the binary yields of 250U and 254Th. The relative yields are presented for three different temperatures: T =1 , 2, and 3 MeV.

Validating the simulation of large-scale parallel applications using statistical characteristics

DOE PAGES

Zhang, Deli; Wilke, Jeremiah; Hendry, Gilbert; ...

2016-03-01

Simulation is a widely adopted method to analyze and predict the performance of large-scale parallel applications. Validating the hardware model is highly important for complex simulations with a large number of parameters. Common practice involves calculating the percent error between the projected and the real execution time of a benchmark program. However, in a high-dimensional parameter space, this coarse-grained approach often suffers from parameter insensitivity, which may not be known a priori. Moreover, the traditional approach cannot be applied to the validation of software models, such as application skeletons used in online simulations. In this work, we present a methodologymore » and a toolset for validating both hardware and software models by quantitatively comparing fine-grained statistical characteristics obtained from execution traces. Although statistical information has been used in tasks like performance optimization, this is the first attempt to apply it to simulation validation. Lastly, our experimental results show that the proposed evaluation approach offers significant improvement in fidelity when compared to evaluation using total execution time, and the proposed metrics serve as reliable criteria that progress toward automating the simulation tuning process.« less

A new statistical method for characterizing the atmospheres of extrasolar planets

NASA Astrophysics Data System (ADS)

Henderson, Cassandra S.; Skemer, Andrew J.; Morley, Caroline V.; Fortney, Jonathan J.

2017-10-01

By detecting light from extrasolar planets, we can measure their compositions and bulk physical properties. The technologies used to make these measurements are still in their infancy, and a lack of self-consistency suggests that previous observations have underestimated their systemic errors. We demonstrate a statistical method, newly applied to exoplanet characterization, which uses a Bayesian formalism to account for underestimated errorbars. We use this method to compare photometry of a substellar companion, GJ 758b, with custom atmospheric models. Our method produces a probability distribution of atmospheric model parameters including temperature, gravity, cloud model (fsed) and chemical abundance for GJ 758b. This distribution is less sensitive to highly variant data and appropriately reflects a greater uncertainty on parameter fits.

Robust functional statistics applied to Probability Density Function shape screening of sEMG data.

PubMed

Boudaoud, S; Rix, H; Al Harrach, M; Marin, F

2014-01-01

Recent studies pointed out possible shape modifications of the Probability Density Function (PDF) of surface electromyographical (sEMG) data according to several contexts like fatigue and muscle force increase. Following this idea, criteria have been proposed to monitor these shape modifications mainly using High Order Statistics (HOS) parameters like skewness and kurtosis. In experimental conditions, these parameters are confronted with small sample size in the estimation process. This small sample size induces errors in the estimated HOS parameters restraining real-time and precise sEMG PDF shape monitoring. Recently, a functional formalism, the Core Shape Model (CSM), has been used to analyse shape modifications of PDF curves. In this work, taking inspiration from CSM method, robust functional statistics are proposed to emulate both skewness and kurtosis behaviors. These functional statistics combine both kernel density estimation and PDF shape distances to evaluate shape modifications even in presence of small sample size. Then, the proposed statistics are tested, using Monte Carlo simulations, on both normal and Log-normal PDFs that mimic observed sEMG PDF shape behavior during muscle contraction. According to the obtained results, the functional statistics seem to be more robust than HOS parameters to small sample size effect and more accurate in sEMG PDF shape screening applications.

Massive optimal data compression and density estimation for scalable, likelihood-free inference in cosmology

NASA Astrophysics Data System (ADS)

Alsing, Justin; Wandelt, Benjamin; Feeney, Stephen

2018-07-01

Many statistical models in cosmology can be simulated forwards but have intractable likelihood functions. Likelihood-free inference methods allow us to perform Bayesian inference from these models using only forward simulations, free from any likelihood assumptions or approximations. Likelihood-free inference generically involves simulating mock data and comparing to the observed data; this comparison in data space suffers from the curse of dimensionality and requires compression of the data to a small number of summary statistics to be tractable. In this paper, we use massive asymptotically optimal data compression to reduce the dimensionality of the data space to just one number per parameter, providing a natural and optimal framework for summary statistic choice for likelihood-free inference. Secondly, we present the first cosmological application of Density Estimation Likelihood-Free Inference (DELFI), which learns a parametrized model for joint distribution of data and parameters, yielding both the parameter posterior and the model evidence. This approach is conceptually simple, requires less tuning than traditional Approximate Bayesian Computation approaches to likelihood-free inference and can give high-fidelity posteriors from orders of magnitude fewer forward simulations. As an additional bonus, it enables parameter inference and Bayesian model comparison simultaneously. We demonstrate DELFI with massive data compression on an analysis of the joint light-curve analysis supernova data, as a simple validation case study. We show that high-fidelity posterior inference is possible for full-scale cosmological data analyses with as few as ˜104 simulations, with substantial scope for further improvement, demonstrating the scalability of likelihood-free inference to large and complex cosmological data sets.

A Maximum Likelihood Approach to Functional Mapping of Longitudinal Binary Traits

PubMed Central

Wang, Chenguang; Li, Hongying; Wang, Zhong; Wang, Yaqun; Wang, Ningtao; Wang, Zuoheng; Wu, Rongling

2013-01-01

Despite their importance in biology and biomedicine, genetic mapping of binary traits that change over time has not been well explored. In this article, we develop a statistical model for mapping quantitative trait loci (QTLs) that govern longitudinal responses of binary traits. The model is constructed within the maximum likelihood framework by which the association between binary responses is modeled in terms of conditional log odds-ratios. With this parameterization, the maximum likelihood estimates (MLEs) of marginal mean parameters are robust to the misspecification of time dependence. We implement an iterative procedures to obtain the MLEs of QTL genotype-specific parameters that define longitudinal binary responses. The usefulness of the model was validated by analyzing a real example in rice. Simulation studies were performed to investigate the statistical properties of the model, showing that the model has power to identify and map specific QTLs responsible for the temporal pattern of binary traits. PMID:23183762

The dynamical core of the Aeolus 1.0 statistical-dynamical atmosphere model: validation and parameter optimization

NASA Astrophysics Data System (ADS)

Totz, Sonja; Eliseev, Alexey V.; Petri, Stefan; Flechsig, Michael; Caesar, Levke; Petoukhov, Vladimir; Coumou, Dim

2018-02-01

We present and validate a set of equations for representing the atmosphere's large-scale general circulation in an Earth system model of intermediate complexity (EMIC). These dynamical equations have been implemented in Aeolus 1.0, which is a statistical-dynamical atmosphere model (SDAM) and includes radiative transfer and cloud modules (Coumou et al., 2011; Eliseev et al., 2013). The statistical dynamical approach is computationally efficient and thus enables us to perform climate simulations at multimillennia timescales, which is a prime aim of our model development. Further, this computational efficiency enables us to scan large and high-dimensional parameter space to tune the model parameters, e.g., for sensitivity studies.Here, we present novel equations for the large-scale zonal-mean wind as well as those for planetary waves. Together with synoptic parameterization (as presented by Coumou et al., 2011), these form the mathematical description of the dynamical core of Aeolus 1.0.We optimize the dynamical core parameter values by tuning all relevant dynamical fields to ERA-Interim reanalysis data (1983-2009) forcing the dynamical core with prescribed surface temperature, surface humidity and cumulus cloud fraction. We test the model's performance in reproducing the seasonal cycle and the influence of the El Niño-Southern Oscillation (ENSO). We use a simulated annealing optimization algorithm, which approximates the global minimum of a high-dimensional function.With non-tuned parameter values, the model performs reasonably in terms of its representation of zonal-mean circulation, planetary waves and storm tracks. The simulated annealing optimization improves in particular the model's representation of the Northern Hemisphere jet stream and storm tracks as well as the Hadley circulation.The regions of high azonal wind velocities (planetary waves) are accurately captured for all validation experiments. The zonal-mean zonal wind and the integrated lower troposphere mass flux show good results in particular in the Northern Hemisphere. In the Southern Hemisphere, the model tends to produce too-weak zonal-mean zonal winds and a too-narrow Hadley circulation. We discuss possible reasons for these model biases as well as planned future model improvements and applications.

Technical Note: Approximate Bayesian parameterization of a process-based tropical forest model

NASA Astrophysics Data System (ADS)

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2014-02-01

Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to the data. This metric can be expressed by general cost or objective functions, but statistical inversion methods require a particular metric, the probability of observing the data given the model parameters, known as the likelihood. For technical and computational reasons, likelihoods for process-based stochastic models are usually based on general assumptions about variability in the observed data, and not on the stochasticity generated by the model. Only in recent years have new methods become available that allow the generation of likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional Markov chain Monte Carlo (MCMC) sampler, performs well in retrieving known parameter values from virtual inventory data generated by the forest model. We analyze the results of the parameter estimation, examine its sensitivity to the choice and aggregation of model outputs and observed data (summary statistics), and demonstrate the application of this method by fitting the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss how this approach differs from approximate Bayesian computation (ABC), another method commonly used to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can be successfully applied to process-based models of high complexity. The methodology is particularly suitable for heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models.

Multivariable Parametric Cost Model for Ground Optical Telescope Assembly

NASA Technical Reports Server (NTRS)

Stahl, H. Philip; Rowell, Ginger Holmes; Reese, Gayle; Byberg, Alicia

2005-01-01

A parametric cost model for ground-based telescopes is developed using multivariable statistical analysis of both engineering and performance parameters. While diameter continues to be the dominant cost driver, diffraction-limited wavelength is found to be a secondary driver. Other parameters such as radius of curvature are examined. The model includes an explicit factor for primary mirror segmentation and/or duplication (i.e., multi-telescope phased-array systems). Additionally, single variable models Based on aperture diameter are derived.

On the statistical distribution in a deformed solid

NASA Astrophysics Data System (ADS)

Gorobei, N. N.; Luk'yanenko, A. S.

2017-09-01

A modification of the Gibbs distribution in a thermally insulated mechanically deformed solid, where its linear dimensions (shape parameters) are excluded from statistical averaging and included among the macroscopic parameters of state alongside with the temperature, is proposed. Formally, this modification is reduced to corresponding additional conditions when calculating the statistical sum. The shape parameters and the temperature themselves are found from the conditions of mechanical and thermal equilibria of a body, and their change is determined using the first law of thermodynamics. Known thermodynamic phenomena are analyzed for the simple model of a solid, i.e., an ensemble of anharmonic oscillators, within the proposed formalism with an accuracy of up to the first order by the anharmonicity constant. The distribution modification is considered for the classic and quantum temperature regions apart.

Forecasts of non-Gaussian parameter spaces using Box-Cox transformations

NASA Astrophysics Data System (ADS)

Joachimi, B.; Taylor, A. N.

2011-09-01

Forecasts of statistical constraints on model parameters using the Fisher matrix abound in many fields of astrophysics. The Fisher matrix formalism involves the assumption of Gaussianity in parameter space and hence fails to predict complex features of posterior probability distributions. Combining the standard Fisher matrix with Box-Cox transformations, we propose a novel method that accurately predicts arbitrary posterior shapes. The Box-Cox transformations are applied to parameter space to render it approximately multivariate Gaussian, performing the Fisher matrix calculation on the transformed parameters. We demonstrate that, after the Box-Cox parameters have been determined from an initial likelihood evaluation, the method correctly predicts changes in the posterior when varying various parameters of the experimental setup and the data analysis, with marginally higher computational cost than a standard Fisher matrix calculation. We apply the Box-Cox-Fisher formalism to forecast cosmological parameter constraints by future weak gravitational lensing surveys. The characteristic non-linear degeneracy between matter density parameter and normalization of matter density fluctuations is reproduced for several cases, and the capabilities of breaking this degeneracy by weak-lensing three-point statistics is investigated. Possible applications of Box-Cox transformations of posterior distributions are discussed, including the prospects for performing statistical data analysis steps in the transformed Gaussianized parameter space.

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

PubMed

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

2012-02-01

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

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

PubMed Central

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

2012-01-01

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

Ensemble Solar Forecasting Statistical Quantification and Sensitivity Analysis: Preprint

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

Cheung, WanYin; Zhang, Jie; Florita, Anthony

2015-12-08

Uncertainties associated with solar forecasts present challenges to maintain grid reliability, especially at high solar penetrations. This study aims to quantify the errors associated with the day-ahead solar forecast parameters and the theoretical solar power output for a 51-kW solar power plant in a utility area in the state of Vermont, U.S. Forecasts were generated by three numerical weather prediction (NWP) models, including the Rapid Refresh, the High Resolution Rapid Refresh, and the North American Model, and a machine-learning ensemble model. A photovoltaic (PV) performance model was adopted to calculate theoretical solar power generation using the forecast parameters (e.g., irradiance,more » cell temperature, and wind speed). Errors of the power outputs were quantified using statistical moments and a suite of metrics, such as the normalized root mean squared error (NRMSE). In addition, the PV model's sensitivity to different forecast parameters was quantified and analyzed. Results showed that the ensemble model yielded forecasts in all parameters with the smallest NRMSE. The NRMSE of solar irradiance forecasts of the ensemble NWP model was reduced by 28.10% compared to the best of the three NWP models. Further, the sensitivity analysis indicated that the errors of the forecasted cell temperature attributed only approximately 0.12% to the NRMSE of the power output as opposed to 7.44% from the forecasted solar irradiance.« less

Model Update of a Micro Air Vehicle (MAV) Flexible Wing Frame with Uncertainty Quantification

NASA Technical Reports Server (NTRS)

Reaves, Mercedes C.; Horta, Lucas G.; Waszak, Martin R.; Morgan, Benjamin G.

2004-01-01

This paper describes a procedure to update parameters in the finite element model of a Micro Air Vehicle (MAV) to improve displacement predictions under aerodynamics loads. Because of fabrication, materials, and geometric uncertainties, a statistical approach combined with Multidisciplinary Design Optimization (MDO) is used to modify key model parameters. Static test data collected using photogrammetry are used to correlate with model predictions. Results show significant improvements in model predictions after parameters are updated; however, computed probabilities values indicate low confidence in updated values and/or model structure errors. Lessons learned in the areas of wing design, test procedures, modeling approaches with geometric nonlinearities, and uncertainties quantification are all documented.

Ensemble engineering and statistical modeling for parameter calibration towards optimal design of microbial fuel cells

NASA Astrophysics Data System (ADS)

Sun, Hongyue; Luo, Shuai; Jin, Ran; He, Zhen

2017-07-01

Mathematical modeling is an important tool to investigate the performance of microbial fuel cell (MFC) towards its optimized design. To overcome the shortcoming of traditional MFC models, an ensemble model is developed through integrating both engineering model and statistical analytics for the extrapolation scenarios in this study. Such an ensemble model can reduce laboring effort in parameter calibration and require fewer measurement data to achieve comparable accuracy to traditional statistical model under both the normal and extreme operation regions. Based on different weight between current generation and organic removal efficiency, the ensemble model can give recommended input factor settings to achieve the best current generation and organic removal efficiency. The model predicts a set of optimal design factors for the present tubular MFCs including the anode flow rate of 3.47 mL min-1, organic concentration of 0.71 g L-1, and catholyte pumping flow rate of 14.74 mL min-1 to achieve the peak current at 39.2 mA. To maintain 100% organic removal efficiency, the anode flow rate and organic concentration should be controlled lower than 1.04 mL min-1 and 0.22 g L-1, respectively. The developed ensemble model can be potentially modified to model other types of MFCs or bioelectrochemical systems.

ModelTest Server: a web-based tool for the statistical selection of models of nucleotide substitution online

PubMed Central

Posada, David

2006-01-01

ModelTest server is a web-based application for the selection of models of nucleotide substitution using the program ModelTest. The server takes as input a text file with likelihood scores for the set of candidate models. Models can be selected with hierarchical likelihood ratio tests, or with the Akaike or Bayesian information criteria. The output includes several statistics for the assessment of model selection uncertainty, for model averaging or to estimate the relative importance of model parameters. The server can be accessed at . PMID:16845102

Inverse problems-based maximum likelihood estimation of ground reflectivity for selected regions of interest from stripmap SAR data [Regularized maximum likelihood estimation of ground reflectivity from stripmap SAR data

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

West, R. Derek; Gunther, Jacob H.; Moon, Todd K.

In this study, we derive a comprehensive forward model for the data collected by stripmap synthetic aperture radar (SAR) that is linear in the ground reflectivity parameters. It is also shown that if the noise model is additive, then the forward model fits into the linear statistical model framework, and the ground reflectivity parameters can be estimated by statistical methods. We derive the maximum likelihood (ML) estimates for the ground reflectivity parameters in the case of additive white Gaussian noise. Furthermore, we show that obtaining the ML estimates of the ground reflectivity requires two steps. The first step amounts tomore » a cross-correlation of the data with a model of the data acquisition parameters, and it is shown that this step has essentially the same processing as the so-called convolution back-projection algorithm. The second step is a complete system inversion that is capable of mitigating the sidelobes of the spatially variant impulse responses remaining after the correlation processing. We also state the Cramer-Rao lower bound (CRLB) for the ML ground reflectivity estimates.We show that the CRLB is linked to the SAR system parameters, the flight path of the SAR sensor, and the image reconstruction grid.We demonstrate the ML image formation and the CRLB bound for synthetically generated data.« less

Inverse problems-based maximum likelihood estimation of ground reflectivity for selected regions of interest from stripmap SAR data [Regularized maximum likelihood estimation of ground reflectivity from stripmap SAR data

DOE PAGES

West, R. Derek; Gunther, Jacob H.; Moon, Todd K.

2016-12-01

In this study, we derive a comprehensive forward model for the data collected by stripmap synthetic aperture radar (SAR) that is linear in the ground reflectivity parameters. It is also shown that if the noise model is additive, then the forward model fits into the linear statistical model framework, and the ground reflectivity parameters can be estimated by statistical methods. We derive the maximum likelihood (ML) estimates for the ground reflectivity parameters in the case of additive white Gaussian noise. Furthermore, we show that obtaining the ML estimates of the ground reflectivity requires two steps. The first step amounts tomore » a cross-correlation of the data with a model of the data acquisition parameters, and it is shown that this step has essentially the same processing as the so-called convolution back-projection algorithm. The second step is a complete system inversion that is capable of mitigating the sidelobes of the spatially variant impulse responses remaining after the correlation processing. We also state the Cramer-Rao lower bound (CRLB) for the ML ground reflectivity estimates.We show that the CRLB is linked to the SAR system parameters, the flight path of the SAR sensor, and the image reconstruction grid.We demonstrate the ML image formation and the CRLB bound for synthetically generated data.« less

Statistical Mechanics of Node-perturbation Learning with Noisy Baseline

NASA Astrophysics Data System (ADS)

Hara, Kazuyuki; Katahira, Kentaro; Okada, Masato

2017-02-01

Node-perturbation learning is a type of statistical gradient descent algorithm that can be applied to problems where the objective function is not explicitly formulated, including reinforcement learning. It estimates the gradient of an objective function by using the change in the object function in response to the perturbation. The value of the objective function for an unperturbed output is called a baseline. Cho et al. proposed node-perturbation learning with a noisy baseline. In this paper, we report on building the statistical mechanics of Cho's model and on deriving coupled differential equations of order parameters that depict learning dynamics. We also show how to derive the generalization error by solving the differential equations of order parameters. On the basis of the results, we show that Cho's results are also apply in general cases and show some general performances of Cho's model.

Accuracy and Variability of Item Parameter Estimates from Marginal Maximum a Posteriori Estimation and Bayesian Inference via Gibbs Samplers

ERIC Educational Resources Information Center

Wu, Yi-Fang

2015-01-01

Item response theory (IRT) uses a family of statistical models for estimating stable characteristics of items and examinees and defining how these characteristics interact in describing item and test performance. With a focus on the three-parameter logistic IRT (Birnbaum, 1968; Lord, 1980) model, the current study examines the accuracy and…

Slice simulation from a model of the parenchymous vascularization to evaluate texture features: work in progress.

PubMed

Rolland, Y; Bézy-Wendling, J; Duvauferrier, R; Coatrieux, J L

1999-03-01

To demonstrate the usefulness of a model of the parenchymous vascularization to evaluate texture analysis methods. Slices with thickness varying from 1 to 4 mm were reformatted from a 3D vascular model corresponding to either normal tissue perfusion or local hypervascularization. Parameters of statistical methods were measured on 16128x128 regions of interest, and mean values and standard deviation were calculated. For each parameter, the performances (discrimination power and stability) were evaluated. Among 11 calculated statistical parameters, three (homogeneity, entropy, mean of gradients) were found to have a good discriminating power to differentiate normal perfusion from hypervascularization, but only the gradient mean was found to have a good stability with respect to the thickness. Five parameters (run percentage, run length distribution, long run emphasis, contrast, and gray level distribution) were found to have intermediate results. In the remaining three, curtosis and correlation was found to have little discrimination power, skewness none. This 3D vascular model, which allows the generation of various examples of vascular textures, is a powerful tool to assess the performance of texture analysis methods. This improves our knowledge of the methods and should contribute to their a priori choice when designing clinical studies.

Constraining the noise-free distribution of halo spin parameters

NASA Astrophysics Data System (ADS)

Benson, Andrew J.

2017-11-01

Any measurement made using an N-body simulation is subject to noise due to the finite number of particles used to sample the dark matter distribution function, and the lack of structure below the simulation resolution. This noise can be particularly significant when attempting to measure intrinsically small quantities, such as halo spin. In this work, we develop a model to describe the effects of particle noise on halo spin parameters. This model is calibrated using N-body simulations in which the particle noise can be treated as a Poisson process on the underlying dark matter distribution function, and we demonstrate that this calibrated model reproduces measurements of halo spin parameter error distributions previously measured in N-body convergence studies. Utilizing this model, along with previous measurements of the distribution of halo spin parameters in N-body simulations, we place constraints on the noise-free distribution of halo spins. We find that the noise-free median spin is 3 per cent lower than that measured directly from the N-body simulation, corresponding to a shift of approximately 40 times the statistical uncertainty in this measurement arising purely from halo counting statistics. We also show that measurement of the spin of an individual halo to 10 per cent precision requires at least 4 × 104 particles in the halo - for haloes containing 200 particles, the fractional error on spins measured for individual haloes is of order unity. N-body simulations should be viewed as the results of a statistical experiment applied to a model of dark matter structure formation. When viewed in this way, it is clear that determination of any quantity from such a simulation should be made through forward modelling of the effects of particle noise.

Can climate variability information constrain a hydrological model for an ungauged Costa Rican catchment?

NASA Astrophysics Data System (ADS)

Quesada-Montano, Beatriz; Westerberg, Ida K.; Fuentes-Andino, Diana; Hidalgo-Leon, Hugo; Halldin, Sven

2017-04-01

Long-term hydrological data are key to understanding catchment behaviour and for decision making within water management and planning. Given the lack of observed data in many regions worldwide, hydrological models are an alternative for reproducing historical streamflow series. Additional types of information - to locally observed discharge - can be used to constrain model parameter uncertainty for ungauged catchments. Climate variability exerts a strong influence on streamflow variability on long and short time scales, in particular in the Central-American region. We therefore explored the use of climate variability knowledge to constrain the simulated discharge uncertainty of a conceptual hydrological model applied to a Costa Rican catchment, assumed to be ungauged. To reduce model uncertainty we first rejected parameter relationships that disagreed with our understanding of the system. We then assessed how well climate-based constraints applied at long-term, inter-annual and intra-annual time scales could constrain model uncertainty. Finally, we compared the climate-based constraints to a constraint on low-flow statistics based on information obtained from global maps. We evaluated our method in terms of the ability of the model to reproduce the observed hydrograph and the active catchment processes in terms of two efficiency measures, a statistical consistency measure, a spread measure and 17 hydrological signatures. We found that climate variability knowledge was useful for reducing model uncertainty, in particular, unrealistic representation of deep groundwater processes. The constraints based on global maps of low-flow statistics provided more constraining information than those based on climate variability, but the latter rejected slow rainfall-runoff representations that the low flow statistics did not reject. The use of such knowledge, together with information on low-flow statistics and constraints on parameter relationships showed to be useful to constrain model uncertainty for an - assumed to be - ungauged basin. This shows that our method is promising for reconstructing long-term flow data for ungauged catchments on the Pacific side of Central America, and that similar methods can be developed for ungauged basins in other regions where climate variability exerts a strong control on streamflow variability.

Dissolution curve comparisons through the F(2) parameter, a Bayesian extension of the f(2) statistic.

PubMed

Novick, Steven; Shen, Yan; Yang, Harry; Peterson, John; LeBlond, Dave; Altan, Stan

2015-01-01

Dissolution (or in vitro release) studies constitute an important aspect of pharmaceutical drug development. One important use of such studies is for justifying a biowaiver for post-approval changes which requires establishing equivalence between the new and old product. We propose a statistically rigorous modeling approach for this purpose based on the estimation of what we refer to as the F2 parameter, an extension of the commonly used f2 statistic. A Bayesian test procedure is proposed in relation to a set of composite hypotheses that capture the similarity requirement on the absolute mean differences between test and reference dissolution profiles. Several examples are provided to illustrate the application. Results of our simulation study comparing the performance of f2 and the proposed method show that our Bayesian approach is comparable to or in many cases superior to the f2 statistic as a decision rule. Further useful extensions of the method, such as the use of continuous-time dissolution modeling, are considered.

A note about Gaussian statistics on a sphere

NASA Astrophysics Data System (ADS)

Chave, Alan D.

2015-11-01

The statistics of directional data on a sphere can be modelled either using the Fisher distribution that is conditioned on the magnitude being unity, in which case the sample space is confined to the unit sphere, or using the latitude-longitude marginal distribution derived from a trivariate Gaussian model that places no constraint on the magnitude. These two distributions are derived from first principles and compared. The Fisher distribution more closely approximates the uniform distribution on a sphere for a given small value of the concentration parameter, while the latitude-longitude marginal distribution is always slightly larger than the Fisher distribution at small off-axis angles for large values of the concentration parameter. Asymptotic analysis shows that the two distributions only become equivalent in the limit of large concentration parameter and very small off-axis angle.

Gaussian process inference for estimating pharmacokinetic parameters of dynamic contrast-enhanced MR images.

PubMed

Wang, Shijun; Liu, Peter; Turkbey, Baris; Choyke, Peter; Pinto, Peter; Summers, Ronald M

2012-01-01

In this paper, we propose a new pharmacokinetic model for parameter estimation of dynamic contrast-enhanced (DCE) MRI by using Gaussian process inference. Our model is based on the Tofts dual-compartment model for the description of tracer kinetics and the observed time series from DCE-MRI is treated as a Gaussian stochastic process. The parameter estimation is done through a maximum likelihood approach and we propose a variant of the coordinate descent method to solve this likelihood maximization problem. The new model was shown to outperform a baseline method on simulated data. Parametric maps generated on prostate DCE data with the new model also provided better enhancement of tumors, lower intensity on false positives, and better boundary delineation when compared with the baseline method. New statistical parameter maps from the process model were also found to be informative, particularly when paired with the PK parameter maps.

Model selection as a science driver for dark energy surveys

NASA Astrophysics Data System (ADS)

Mukherjee, Pia; Parkinson, David; Corasaniti, Pier Stefano; Liddle, Andrew R.; Kunz, Martin

2006-07-01

A key science goal of upcoming dark energy surveys is to seek time-evolution of the dark energy. This problem is one of model selection, where the aim is to differentiate between cosmological models with different numbers of parameters. However, the power of these surveys is traditionally assessed by estimating their ability to constrain parameters, which is a different statistical problem. In this paper, we use Bayesian model selection techniques, specifically forecasting of the Bayes factors, to compare the abilities of different proposed surveys in discovering dark energy evolution. We consider six experiments - supernova luminosity measurements by the Supernova Legacy Survey, SNAP, JEDI and ALPACA, and baryon acoustic oscillation measurements by WFMOS and JEDI - and use Bayes factor plots to compare their statistical constraining power. The concept of Bayes factor forecasting has much broader applicability than dark energy surveys.

Application of maximum entropy to statistical inference for inversion of data from a single track segment.

PubMed

Stotts, Steven A; Koch, Robert A

2017-08-01

In this paper an approach is presented to estimate the constraint required to apply maximum entropy (ME) for statistical inference with underwater acoustic data from a single track segment. Previous algorithms for estimating the ME constraint require multiple source track segments to determine the constraint. The approach is relevant for addressing model mismatch effects, i.e., inaccuracies in parameter values determined from inversions because the propagation model does not account for all acoustic processes that contribute to the measured data. One effect of model mismatch is that the lowest cost inversion solution may be well outside a relatively well-known parameter value's uncertainty interval (prior), e.g., source speed from track reconstruction or towed source levels. The approach requires, for some particular parameter value, the ME constraint to produce an inferred uncertainty interval that encompasses the prior. Motivating this approach is the hypothesis that the proposed constraint determination procedure would produce a posterior probability density that accounts for the effect of model mismatch on inferred values of other inversion parameters for which the priors might be quite broad. Applications to both measured and simulated data are presented for model mismatch that produces minimum cost solutions either inside or outside some priors.

Season-ahead water quality forecasts for the Schuylkill River, Pennsylvania

NASA Astrophysics Data System (ADS)

Block, P. J.; Leung, K.

2013-12-01

Anticipating and preparing for elevated water quality parameter levels in critical water sources, using weather forecasts, is not uncommon. In this study, we explore the feasibility of extending this prediction scale to a season-ahead for the Schuylkill River in Philadelphia, utilizing both statistical and dynamical prediction models, to characterize the season. This advance information has relevance for recreational activities, ecosystem health, and water treatment, as the Schuylkill provides 40% of Philadelphia's water supply. The statistical model associates large-scale climate drivers with streamflow and water quality parameter levels; numerous variables from NOAA's CFSv2 model are evaluated for the dynamical approach. A multi-model combination is also assessed. Results indicate moderately skillful prediction of average summertime total coliform and wintertime turbidity, using season-ahead oceanic and atmospheric variables, predominantly from the North Atlantic Ocean. Models predicting the number of elevated turbidity events across the wintertime season are also explored.

Multivariate space - time analysis of PRE-STORM precipitation

NASA Technical Reports Server (NTRS)

Polyak, Ilya; North, Gerald R.; Valdes, Juan B.

1994-01-01

This paper presents the methodologies and results of the multivariate modeling and two-dimensional spectral and correlation analysis of PRE-STORM rainfall gauge data. Estimated parameters of the models for the specific spatial averages clearly indicate the eastward and southeastward wave propagation of rainfall fluctuations. A relationship between the coefficients of the diffusion equation and the parameters of the stochastic model of rainfall fluctuations is derived that leads directly to the exclusive use of rainfall data to estimate advection speed (about 12 m/s) as well as other coefficients of the diffusion equation of the corresponding fields. The statistical methodology developed here can be used for confirmation of physical models by comparison of the corresponding second-moment statistics of the observed and simulated data, for generating multiple samples of any size, for solving the inverse problem of the hydrodynamic equations, and for application in some other areas of meteorological and climatological data analysis and modeling.

Exact extreme-value statistics at mixed-order transitions.

PubMed

Bar, Amir; Majumdar, Satya N; Schehr, Grégory; Mukamel, David

2016-05-01

We study extreme-value statistics for spatially extended models exhibiting mixed-order phase transitions (MOT). These are phase transitions that exhibit features common to both first-order (discontinuity of the order parameter) and second-order (diverging correlation length) transitions. We consider here the truncated inverse distance squared Ising model, which is a prototypical model exhibiting MOT, and study analytically the extreme-value statistics of the domain lengths The lengths of the domains are identically distributed random variables except for the global constraint that their sum equals the total system size L. In addition, the number of such domains is also a fluctuating variable, and not fixed. In the paramagnetic phase, we show that the distribution of the largest domain length l_{max} converges, in the large L limit, to a Gumbel distribution. However, at the critical point (for a certain range of parameters) and in the ferromagnetic phase, we show that the fluctuations of l_{max} are governed by novel distributions, which we compute exactly. Our main analytical results are verified by numerical simulations.

Statistical inference to advance network models in epidemiology.

PubMed

Welch, David; Bansal, Shweta; Hunter, David R

2011-03-01

Contact networks are playing an increasingly important role in the study of epidemiology. Most of the existing work in this area has focused on considering the effect of underlying network structure on epidemic dynamics by using tools from probability theory and computer simulation. This work has provided much insight on the role that heterogeneity in host contact patterns plays on infectious disease dynamics. Despite the important understanding afforded by the probability and simulation paradigm, this approach does not directly address important questions about the structure of contact networks such as what is the best network model for a particular mode of disease transmission, how parameter values of a given model should be estimated, or how precisely the data allow us to estimate these parameter values. We argue that these questions are best answered within a statistical framework and discuss the role of statistical inference in estimating contact networks from epidemiological data. Copyright © 2011 Elsevier B.V. All rights reserved.

A flexible, interpretable framework for assessing sensitivity to unmeasured confounding.

PubMed

Dorie, Vincent; Harada, Masataka; Carnegie, Nicole Bohme; Hill, Jennifer

2016-09-10

When estimating causal effects, unmeasured confounding and model misspecification are both potential sources of bias. We propose a method to simultaneously address both issues in the form of a semi-parametric sensitivity analysis. In particular, our approach incorporates Bayesian Additive Regression Trees into a two-parameter sensitivity analysis strategy that assesses sensitivity of posterior distributions of treatment effects to choices of sensitivity parameters. This results in an easily interpretable framework for testing for the impact of an unmeasured confounder that also limits the number of modeling assumptions. We evaluate our approach in a large-scale simulation setting and with high blood pressure data taken from the Third National Health and Nutrition Examination Survey. The model is implemented as open-source software, integrated into the treatSens package for the R statistical programming language. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

Statistical Method to Overcome Overfitting Issue in Rational Function Models

NASA Astrophysics Data System (ADS)

Alizadeh Moghaddam, S. H.; Mokhtarzade, M.; Alizadeh Naeini, A.; Alizadeh Moghaddam, S. A.

2017-09-01

Rational function models (RFMs) are known as one of the most appealing models which are extensively applied in geometric correction of satellite images and map production. Overfitting is a common issue, in the case of terrain dependent RFMs, that degrades the accuracy of RFMs-derived geospatial products. This issue, resulting from the high number of RFMs' parameters, leads to ill-posedness of the RFMs. To tackle this problem, in this study, a fast and robust statistical approach is proposed and compared to Tikhonov regularization (TR) method, as a frequently-used solution to RFMs' overfitting. In the proposed method, a statistical test, namely, significance test is applied to search for the RFMs' parameters that are resistant against overfitting issue. The performance of the proposed method was evaluated for two real data sets of Cartosat-1 satellite images. The obtained results demonstrate the efficiency of the proposed method in term of the achievable level of accuracy. This technique, indeed, shows an improvement of 50-80% over the TR.

Statistical distributions of earthquake numbers: consequence of branching process

NASA Astrophysics Data System (ADS)

Kagan, Yan Y.

2010-03-01

We discuss various statistical distributions of earthquake numbers. Previously, we derived several discrete distributions to describe earthquake numbers for the branching model of earthquake occurrence: these distributions are the Poisson, geometric, logarithmic and the negative binomial (NBD). The theoretical model is the `birth and immigration' population process. The first three distributions above can be considered special cases of the NBD. In particular, a point branching process along the magnitude (or log seismic moment) axis with independent events (immigrants) explains the magnitude/moment-frequency relation and the NBD of earthquake counts in large time/space windows, as well as the dependence of the NBD parameters on the magnitude threshold (magnitude of an earthquake catalogue completeness). We discuss applying these distributions, especially the NBD, to approximate event numbers in earthquake catalogues. There are many different representations of the NBD. Most can be traced either to the Pascal distribution or to the mixture of the Poisson distribution with the gamma law. We discuss advantages and drawbacks of both representations for statistical analysis of earthquake catalogues. We also consider applying the NBD to earthquake forecasts and describe the limits of the application for the given equations. In contrast to the one-parameter Poisson distribution so widely used to describe earthquake occurrence, the NBD has two parameters. The second parameter can be used to characterize clustering or overdispersion of a process. We determine the parameter values and their uncertainties for several local and global catalogues, and their subdivisions in various time intervals, magnitude thresholds, spatial windows, and tectonic categories. The theoretical model of how the clustering parameter depends on the corner (maximum) magnitude can be used to predict future earthquake number distribution in regions where very large earthquakes have not yet occurred.

An initial-abstraction, constant-loss model for unit hydrograph modeling for applicable watersheds in Texas

USGS Publications Warehouse

Asquith, William H.; Roussel, Meghan C.

2007-01-01

Estimation of representative hydrographs from design storms, which are known as design hydrographs, provides for cost-effective, riskmitigated design of drainage structures such as bridges, culverts, roadways, and other infrastructure. During 2001?07, the U.S. Geological Survey (USGS), in cooperation with the Texas Department of Transportation, investigated runoff hydrographs, design storms, unit hydrographs,and watershed-loss models to enhance design hydrograph estimation in Texas. Design hydrographs ideally should mimic the general volume, peak, and shape of observed runoff hydrographs. Design hydrographs commonly are estimated in part by unit hydrographs. A unit hydrograph is defined as the runoff hydrograph that results from a unit pulse of excess rainfall uniformly distributed over the watershed at a constant rate for a specific duration. A time-distributed, watershed-loss model is required for modeling by unit hydrographs. This report develops a specific time-distributed, watershed-loss model known as an initial-abstraction, constant-loss model. For this watershed-loss model, a watershed is conceptualized to have the capacity to store or abstract an absolute depth of rainfall at and near the beginning of a storm. Depths of total rainfall less than this initial abstraction do not produce runoff. The watershed also is conceptualized to have the capacity to remove rainfall at a constant rate (loss) after the initial abstraction is satisfied. Additional rainfall inputs after the initial abstraction is satisfied contribute to runoff if the rainfall rate (intensity) is larger than the constant loss. The initial abstraction, constant-loss model thus is a two-parameter model. The initial-abstraction, constant-loss model is investigated through detailed computational and statistical analysis of observed rainfall and runoff data for 92 USGS streamflow-gaging stations (watersheds) in Texas with contributing drainage areas from 0.26 to 166 square miles. The analysis is limited to a previously described, watershed-specific, gamma distribution model of the unit hydrograph. In particular, the initial-abstraction, constant-loss model is tuned to the gamma distribution model of the unit hydrograph. A complex computational analysis of observed rainfall and runoff for the 92 watersheds was done to determine, by storm, optimal values of initial abstraction and constant loss. Optimal parameter values for a given storm were defined as those values that produced a modeled runoff hydrograph with volume equal to the observed runoff hydrograph and also minimized the residual sum of squares of the two hydrographs. Subsequently, the means of the optimal parameters were computed on a watershed-specific basis. These means for each watershed are considered the most representative, are tabulated, and are used in further statistical analyses. Statistical analyses of watershed-specific, initial abstraction and constant loss include documentation of the distribution of each parameter using the generalized lambda distribution. The analyses show that watershed development has substantial influence on initial abstraction and limited influence on constant loss. The means and medians of the 92 watershed-specific parameters are tabulated with respect to watershed development; although they have considerable uncertainty, these parameters can be used for parameter prediction for ungaged watersheds. The statistical analyses of watershed-specific, initial abstraction and constant loss also include development of predictive procedures for estimation of each parameter for ungaged watersheds. Both regression equations and regression trees for estimation of initial abstraction and constant loss are provided. The watershed characteristics included in the regression analyses are (1) main-channel length, (2) a binary factor representing watershed development, (3) a binary factor representing watersheds with an abundance of rocky and thin-soiled terrain, and (4) curve numb

Multivariable Parametric Cost Model for Ground Optical: Telescope Assembly

NASA Technical Reports Server (NTRS)

Stahl, H. Philip; Rowell, Ginger Holmes; Reese, Gayle; Byberg, Alicia

2004-01-01

A parametric cost model for ground-based telescopes is developed using multi-variable statistical analysis of both engineering and performance parameters. While diameter continues to be the dominant cost driver, diffraction limited wavelength is found to be a secondary driver. Other parameters such as radius of curvature were examined. The model includes an explicit factor for primary mirror segmentation and/or duplication (i.e. multi-telescope phased-array systems). Additionally, single variable models based on aperture diameter were derived.

Probabilistic evaluation of damage potential in earthquake-induced liquefaction in a 3-D soil deposit

NASA Astrophysics Data System (ADS)

Halder, A.; Miller, F. J.

1982-03-01

A probabilistic model to evaluate the risk of liquefaction at a site and to limit or eliminate damage during earthquake induced liquefaction is proposed. The model is extended to consider three dimensional nonhomogeneous soil properties. The parameters relevant to the liquefaction phenomenon are identified, including: (1) soil parameters; (2) parameters required to consider laboratory test and sampling effects; and (3) loading parameters. The fundamentals of risk based design concepts pertient to liquefaction are reviewed. A detailed statistical evaluation of the soil parameters in the proposed liquefaction model is provided and the uncertainty associated with the estimation of in situ relative density is evaluated for both direct and indirect methods. It is found that the liquefaction potential the uncertainties in the load parameters could be higher than those in the resistance parameters.

Bayesian Statistics and Uncertainty Quantification for Safety Boundary Analysis in Complex Systems

NASA Technical Reports Server (NTRS)

He, Yuning; Davies, Misty Dawn

2014-01-01

The analysis of a safety-critical system often requires detailed knowledge of safe regions and their highdimensional non-linear boundaries. We present a statistical approach to iteratively detect and characterize the boundaries, which are provided as parameterized shape candidates. Using methods from uncertainty quantification and active learning, we incrementally construct a statistical model from only few simulation runs and obtain statistically sound estimates of the shape parameters for safety boundaries.

Energetic investigation of the adsorption process of CH4, C2H6 and N2 on activated carbon: Numerical and statistical physics treatment

NASA Astrophysics Data System (ADS)

Ben Torkia, Yosra; Ben Yahia, Manel; Khalfaoui, Mohamed; Al-Muhtaseb, Shaheen A.; Ben Lamine, Abdelmottaleb

2014-01-01

The adsorption energy distribution (AED) function of a commercial activated carbon (BDH-activated carbon) was investigated. For this purpose, the integral equation is derived by using a purely analytical statistical physics treatment. The description of the heterogeneity of the adsorbent is significantly clarified by defining the parameter N(E). This parameter represents the energetic density of the spatial density of the effectively occupied sites. To solve the integral equation, a numerical method was used based on an adequate algorithm. The Langmuir model was adopted as a local adsorption isotherm. This model is developed by using the grand canonical ensemble, which allows defining the physico-chemical parameters involved in the adsorption process. The AED function is estimated by a normal Gaussian function. This method is applied to the adsorption isotherms of nitrogen, methane and ethane at different temperatures. The development of the AED using a statistical physics treatment provides an explanation of the gas molecules behaviour during the adsorption process and gives new physical interpretations at microscopic levels.

PyEvolve: a toolkit for statistical modelling of molecular evolution.

PubMed

Butterfield, Andrew; Vedagiri, Vivek; Lang, Edward; Lawrence, Cath; Wakefield, Matthew J; Isaev, Alexander; Huttley, Gavin A

2004-01-05

Examining the distribution of variation has proven an extremely profitable technique in the effort to identify sequences of biological significance. Most approaches in the field, however, evaluate only the conserved portions of sequences - ignoring the biological significance of sequence differences. A suite of sophisticated likelihood based statistical models from the field of molecular evolution provides the basis for extracting the information from the full distribution of sequence variation. The number of different problems to which phylogeny-based maximum likelihood calculations can be applied is extensive. Available software packages that can perform likelihood calculations suffer from a lack of flexibility and scalability, or employ error-prone approaches to model parameterisation. Here we describe the implementation of PyEvolve, a toolkit for the application of existing, and development of new, statistical methods for molecular evolution. We present the object architecture and design schema of PyEvolve, which includes an adaptable multi-level parallelisation schema. The approach for defining new methods is illustrated by implementing a novel dinucleotide model of substitution that includes a parameter for mutation of methylated CpG's, which required 8 lines of standard Python code to define. Benchmarking was performed using either a dinucleotide or codon substitution model applied to an alignment of BRCA1 sequences from 20 mammals, or a 10 species subset. Up to five-fold parallel performance gains over serial were recorded. Compared to leading alternative software, PyEvolve exhibited significantly better real world performance for parameter rich models with a large data set, reducing the time required for optimisation from approximately 10 days to approximately 6 hours. PyEvolve provides flexible functionality that can be used either for statistical modelling of molecular evolution, or the development of new methods in the field. The toolkit can be used interactively or by writing and executing scripts. The toolkit uses efficient processes for specifying the parameterisation of statistical models, and implements numerous optimisations that make highly parameter rich likelihood functions solvable within hours on multi-cpu hardware. PyEvolve can be readily adapted in response to changing computational demands and hardware configurations to maximise performance. PyEvolve is released under the GPL and can be downloaded from http://cbis.anu.edu.au/software.

Uniting statistical and individual-based approaches for animal movement modelling.

PubMed

Latombe, Guillaume; Parrott, Lael; Basille, Mathieu; Fortin, Daniel

2014-01-01

The dynamic nature of their internal states and the environment directly shape animals' spatial behaviours and give rise to emergent properties at broader scales in natural systems. However, integrating these dynamic features into habitat selection studies remains challenging, due to practically impossible field work to access internal states and the inability of current statistical models to produce dynamic outputs. To address these issues, we developed a robust method, which combines statistical and individual-based modelling. Using a statistical technique for forward modelling of the IBM has the advantage of being faster for parameterization than a pure inverse modelling technique and allows for robust selection of parameters. Using GPS locations from caribou monitored in Québec, caribou movements were modelled based on generative mechanisms accounting for dynamic variables at a low level of emergence. These variables were accessed by replicating real individuals' movements in parallel sub-models, and movement parameters were then empirically parameterized using Step Selection Functions. The final IBM model was validated using both k-fold cross-validation and emergent patterns validation and was tested for two different scenarios, with varying hardwood encroachment. Our results highlighted a functional response in habitat selection, which suggests that our method was able to capture the complexity of the natural system, and adequately provided projections on future possible states of the system in response to different management plans. This is especially relevant for testing the long-term impact of scenarios corresponding to environmental configurations that have yet to be observed in real systems.

Uniting Statistical and Individual-Based Approaches for Animal Movement Modelling

PubMed Central

Latombe, Guillaume; Parrott, Lael; Basille, Mathieu; Fortin, Daniel

2014-01-01

The dynamic nature of their internal states and the environment directly shape animals' spatial behaviours and give rise to emergent properties at broader scales in natural systems. However, integrating these dynamic features into habitat selection studies remains challenging, due to practically impossible field work to access internal states and the inability of current statistical models to produce dynamic outputs. To address these issues, we developed a robust method, which combines statistical and individual-based modelling. Using a statistical technique for forward modelling of the IBM has the advantage of being faster for parameterization than a pure inverse modelling technique and allows for robust selection of parameters. Using GPS locations from caribou monitored in Québec, caribou movements were modelled based on generative mechanisms accounting for dynamic variables at a low level of emergence. These variables were accessed by replicating real individuals' movements in parallel sub-models, and movement parameters were then empirically parameterized using Step Selection Functions. The final IBM model was validated using both k-fold cross-validation and emergent patterns validation and was tested for two different scenarios, with varying hardwood encroachment. Our results highlighted a functional response in habitat selection, which suggests that our method was able to capture the complexity of the natural system, and adequately provided projections on future possible states of the system in response to different management plans. This is especially relevant for testing the long-term impact of scenarios corresponding to environmental configurations that have yet to be observed in real systems. PMID:24979047

Statistical post-processing of seasonal multi-model forecasts: Why is it so hard to beat the multi-model mean?

NASA Astrophysics Data System (ADS)

Siegert, Stefan

2017-04-01

Initialised climate forecasts on seasonal time scales, run several months or even years ahead, are now an integral part of the battery of products offered by climate services world-wide. The availability of seasonal climate forecasts from various modeling centres gives rise to multi-model ensemble forecasts. Post-processing such seasonal-to-decadal multi-model forecasts is challenging 1) because the cross-correlation structure between multiple models and observations can be complicated, 2) because the amount of training data to fit the post-processing parameters is very limited, and 3) because the forecast skill of numerical models tends to be low on seasonal time scales. In this talk I will review new statistical post-processing frameworks for multi-model ensembles. I will focus particularly on Bayesian hierarchical modelling approaches, which are flexible enough to capture commonly made assumptions about collective and model-specific biases of multi-model ensembles. Despite the advances in statistical methodology, it turns out to be very difficult to out-perform the simplest post-processing method, which just recalibrates the multi-model ensemble mean by linear regression. I will discuss reasons for this, which are closely linked to the specific characteristics of seasonal multi-model forecasts. I explore possible directions for improvements, for example using informative priors on the post-processing parameters, and jointly modelling forecasts and observations.

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

Application of nonlinear least-squares regression to ground-water flow modeling, west-central Florida

USGS Publications Warehouse

Yobbi, D.K.

2000-01-01

A nonlinear least-squares regression technique for estimation of ground-water flow model parameters was applied to an existing model of the regional aquifer system underlying west-central Florida. The regression technique minimizes the differences between measured and simulated water levels. Regression statistics, including parameter sensitivities and correlations, were calculated for reported parameter values in the existing model. Optimal parameter values for selected hydrologic variables of interest are estimated by nonlinear regression. Optimal estimates of parameter values are about 140 times greater than and about 0.01 times less than reported values. Independently estimating all parameters by nonlinear regression was impossible, given the existing zonation structure and number of observations, because of parameter insensitivity and correlation. Although the model yields parameter values similar to those estimated by other methods and reproduces the measured water levels reasonably accurately, a simpler parameter structure should be considered. Some possible ways of improving model calibration are to: (1) modify the defined parameter-zonation structure by omitting and/or combining parameters to be estimated; (2) carefully eliminate observation data based on evidence that they are likely to be biased; (3) collect additional water-level data; (4) assign values to insensitive parameters, and (5) estimate the most sensitive parameters first, then, using the optimized values for these parameters, estimate the entire data set.

Multi-Axis Identifiability Using Single-Surface Parameter Estimation Maneuvers on the X-48B Blended Wing Body

NASA Technical Reports Server (NTRS)

Ratnayake, Nalin A.; Koshimoto, Ed T.; Taylor, Brian R.

2011-01-01

The problem of parameter estimation on hybrid-wing-body type aircraft is complicated by the fact that many design candidates for such aircraft involve a large number of aero- dynamic control effectors that act in coplanar motion. This fact adds to the complexity already present in the parameter estimation problem for any aircraft with a closed-loop control system. Decorrelation of system inputs must be performed in order to ascertain individual surface derivatives with any sort of mathematical confidence. Non-standard control surface configurations, such as clamshell surfaces and drag-rudder modes, further complicate the modeling task. In this paper, asymmetric, single-surface maneuvers are used to excite multiple axes of aircraft motion simultaneously. Time history reconstructions of the moment coefficients computed by the solved regression models are then compared to each other in order to assess relative model accuracy. The reduced flight-test time required for inner surface parameter estimation using multi-axis methods was found to come at the cost of slightly reduced accuracy and statistical confidence for linear regression methods. Since the multi-axis maneuvers captured parameter estimates similar to both longitudinal and lateral-directional maneuvers combined, the number of test points required for the inner, aileron-like surfaces could in theory have been reduced by 50%. While trends were similar, however, individual parameters as estimated by a multi-axis model were typically different by an average absolute difference of roughly 15-20%, with decreased statistical significance, than those estimated by a single-axis model. The multi-axis model exhibited an increase in overall fit error of roughly 1-5% for the linear regression estimates with respect to the single-axis model, when applied to flight data designed for each, respectively.

ConvAn: a convergence analyzing tool for optimization of biochemical networks.

PubMed

Kostromins, Andrejs; Mozga, Ivars; Stalidzans, Egils

2012-01-01

Dynamic models of biochemical networks usually are described as a system of nonlinear differential equations. In case of optimization of models for purpose of parameter estimation or design of new properties mainly numerical methods are used. That causes problems of optimization predictability as most of numerical optimization methods have stochastic properties and the convergence of the objective function to the global optimum is hardly predictable. Determination of suitable optimization method and necessary duration of optimization becomes critical in case of evaluation of high number of combinations of adjustable parameters or in case of large dynamic models. This task is complex due to variety of optimization methods, software tools and nonlinearity features of models in different parameter spaces. A software tool ConvAn is developed to analyze statistical properties of convergence dynamics for optimization runs with particular optimization method, model, software tool, set of optimization method parameters and number of adjustable parameters of the model. The convergence curves can be normalized automatically to enable comparison of different methods and models in the same scale. By the help of the biochemistry adapted graphical user interface of ConvAn it is possible to compare different optimization methods in terms of ability to find the global optima or values close to that as well as the necessary computational time to reach them. It is possible to estimate the optimization performance for different number of adjustable parameters. The functionality of ConvAn enables statistical assessment of necessary optimization time depending on the necessary optimization accuracy. Optimization methods, which are not suitable for a particular optimization task, can be rejected if they have poor repeatability or convergence properties. The software ConvAn is freely available on www.biosystems.lv/convan. Copyright © 2011 Elsevier Ireland Ltd. All rights reserved.

Attaining insight into interactions between hydrologic model parameters and geophysical attributes for national-scale model parameter estimation

NASA Astrophysics Data System (ADS)

Mizukami, N.; Clark, M. P.; Newman, A. J.; Wood, A.; Gutmann, E. D.

2017-12-01

Estimating spatially distributed model parameters is a grand challenge for large domain hydrologic modeling, especially in the context of hydrologic model applications such as streamflow forecasting. Multi-scale Parameter Regionalization (MPR) is a promising technique that accounts for the effects of fine-scale geophysical attributes (e.g., soil texture, land cover, topography, climate) on model parameters and nonlinear scaling effects on model parameters. MPR computes model parameters with transfer functions (TFs) that relate geophysical attributes to model parameters at the native input data resolution and then scales them using scaling functions to the spatial resolution of the model implementation. One of the biggest challenges in the use of MPR is identification of TFs for each model parameter: both functional forms and geophysical predictors. TFs used to estimate the parameters of hydrologic models typically rely on previous studies or were derived in an ad-hoc, heuristic manner, potentially not utilizing maximum information content contained in the geophysical attributes for optimal parameter identification. Thus, it is necessary to first uncover relationships among geophysical attributes, model parameters, and hydrologic processes (i.e., hydrologic signatures) to obtain insight into which and to what extent geophysical attributes are related to model parameters. We perform multivariate statistical analysis on a large-sample catchment data set including various geophysical attributes as well as constrained VIC model parameters at 671 unimpaired basins over the CONUS. We first calibrate VIC model at each catchment to obtain constrained parameter sets. Additionally, parameter sets sampled during the calibration process are used for sensitivity analysis using various hydrologic signatures as objectives to understand the relationships among geophysical attributes, parameters, and hydrologic processes.

Thermodynamic, electronic and magnetic properties of intermetallic compounds through statistical models

NASA Astrophysics Data System (ADS)

Cadeville, M. C.; Pierron-Bohnes, V.; Bouzidi, L.; Sanchez, J. M.

1993-01-01

Local and average electronic and magnetic properties of transition metal alloys are strongly correlated to the distribution of atoms on the lattice sites. The ability of some systems to form long range ordered structures at low temperature allows to discuss their properties in term of well identified occupation operators as those related to long range order (LRO) parameters. We show that using theoretical determinations of these LRO parameters through statistical models like the cluster variation method (CVM) developed to simulate the experimental phase diagrams, we are able to reproduce a lot of physical properties. In this paper we focus on two points: (i) a comparison between CVM results and an experimental determination of the LRO parameter by NMR at 59Co in a CoPt3 compound, and (ii) the modelling of the resistivity of ferromagnetic and paramagnetic intermetallic compounds belonging to Co-Pt, Ni-Pt and Fe-Al systems. All experiments were performed on samples in identified thermodynamic states, implying that kinetic effects are thoroughly taken into account.

A fractional factorial probabilistic collocation method for uncertainty propagation of hydrologic model parameters in a reduced dimensional space

NASA Astrophysics Data System (ADS)

Wang, S.; Huang, G. H.; Huang, W.; Fan, Y. R.; Li, Z.

2015-10-01

In this study, a fractional factorial probabilistic collocation method is proposed to reveal statistical significance of hydrologic model parameters and their multi-level interactions affecting model outputs, facilitating uncertainty propagation in a reduced dimensional space. The proposed methodology is applied to the Xiangxi River watershed in China to demonstrate its validity and applicability, as well as its capability of revealing complex and dynamic parameter interactions. A set of reduced polynomial chaos expansions (PCEs) only with statistically significant terms can be obtained based on the results of factorial analysis of variance (ANOVA), achieving a reduction of uncertainty in hydrologic predictions. The predictive performance of reduced PCEs is verified by comparing against standard PCEs and the Monte Carlo with Latin hypercube sampling (MC-LHS) method in terms of reliability, sharpness, and Nash-Sutcliffe efficiency (NSE). Results reveal that the reduced PCEs are able to capture hydrologic behaviors of the Xiangxi River watershed, and they are efficient functional representations for propagating uncertainties in hydrologic predictions.

Statistical Ensemble of Large Eddy Simulations

NASA Technical Reports Server (NTRS)

Carati, Daniele; Rogers, Michael M.; Wray, Alan A.; Mansour, Nagi N. (Technical Monitor)

2001-01-01

A statistical ensemble of large eddy simulations (LES) is run simultaneously for the same flow. The information provided by the different large scale velocity fields is used to propose an ensemble averaged version of the dynamic model. This produces local model parameters that only depend on the statistical properties of the flow. An important property of the ensemble averaged dynamic procedure is that it does not require any spatial averaging and can thus be used in fully inhomogeneous flows. Also, the ensemble of LES's provides statistics of the large scale velocity that can be used for building new models for the subgrid-scale stress tensor. The ensemble averaged dynamic procedure has been implemented with various models for three flows: decaying isotropic turbulence, forced isotropic turbulence, and the time developing plane wake. It is found that the results are almost independent of the number of LES's in the statistical ensemble provided that the ensemble contains at least 16 realizations.

Variations on Bayesian Prediction and Inference

DTIC Science & Technology

2016-05-09

inference 2.2.1 Background There are a number of statistical inference problems that are not generally formulated via a full probability model...problem of inference about an unknown parameter, the Bayesian approach requires a full probability 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...the problem of inference about an unknown parameter, the Bayesian approach requires a full probability model/likelihood which can be an obstacle

Large ensemble modeling of the last deglacial retreat of the West Antarctic Ice Sheet: comparison of simple and advanced statistical techniques

NASA Astrophysics Data System (ADS)

Pollard, David; Chang, Won; Haran, Murali; Applegate, Patrick; DeConto, Robert

2016-05-01

A 3-D hybrid ice-sheet model is applied to the last deglacial retreat of the West Antarctic Ice Sheet over the last ˜ 20 000 yr. A large ensemble of 625 model runs is used to calibrate the model to modern and geologic data, including reconstructed grounding lines, relative sea-level records, elevation-age data and uplift rates, with an aggregate score computed for each run that measures overall model-data misfit. Two types of statistical methods are used to analyze the large-ensemble results: simple averaging weighted by the aggregate score, and more advanced Bayesian techniques involving Gaussian process-based emulation and calibration, and Markov chain Monte Carlo. The analyses provide sea-level-rise envelopes with well-defined parametric uncertainty bounds, but the simple averaging method only provides robust results with full-factorial parameter sampling in the large ensemble. Results for best-fit parameter ranges and envelopes of equivalent sea-level rise with the simple averaging method agree well with the more advanced techniques. Best-fit parameter ranges confirm earlier values expected from prior model tuning, including large basal sliding coefficients on modern ocean beds.

Considering inventory distributions in a stochastic periodic inventory routing system

NASA Astrophysics Data System (ADS)

Yadollahi, Ehsan; Aghezzaf, El-Houssaine

2017-07-01

Dealing with the stochasticity of parameters is one of the critical issues in business and industry nowadays. Supply chain planners have difficulties in forecasting stochastic parameters of a distribution system. Demand rates of customers during their lead time are one of these parameters. In addition, holding a huge level of inventory at the retailers is costly and inefficient. To cover the uncertainty of forecasting demand rates, researchers have proposed the usage of safety stock to avoid stock-out. However, finding the precise level of safety stock depends on forecasting the statistical distribution of demand rates and their variations in different settings among the planning horizon. In this paper the demand rate distributions and its parameters are taken into account for each time period in a stochastic periodic IRP. An analysis of the achieved statistical distribution of the inventory and safety stock level is provided to measure the effects of input parameters on the output indicators. Different values for coefficient of variation are applied to the customers' demand rate in the optimization model. The outcome of the deterministic equivalent model of SPIRP is simulated in form of an illustrative case.

Canonical Statistical Model for Maximum Expected Immission of Wire Conductor in an Aperture Enclosure

NASA Technical Reports Server (NTRS)

Bremner, Paul G.; Vazquez, Gabriel; Christiano, Daniel J.; Trout, Dawn H.

2016-01-01

Prediction of the maximum expected electromagnetic pick-up of conductors inside a realistic shielding enclosure is an important canonical problem for system-level EMC design of space craft, launch vehicles, aircraft and automobiles. This paper introduces a simple statistical power balance model for prediction of the maximum expected current in a wire conductor inside an aperture enclosure. It calculates both the statistical mean and variance of the immission from the physical design parameters of the problem. Familiar probability density functions can then be used to predict the maximum expected immission for deign purposes. The statistical power balance model requires minimal EMC design information and solves orders of magnitude faster than existing numerical models, making it ultimately viable for scaled-up, full system-level modeling. Both experimental test results and full wave simulation results are used to validate the foundational model.

Stochastic modelling of non-stationary financial assets

NASA Astrophysics Data System (ADS)

Estevens, Joana; Rocha, Paulo; Boto, João P.; Lind, Pedro G.

2017-11-01

We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be modelled with Langevin equations, which are derived directly from their series of values. Having the evolution equations of the log-normal parameters, we reconstruct the statistics of the first moments of volume-price distributions which fit well the empirical data. Finally, the proposed framework is general enough to study other non-stationary stochastic variables in other research fields, namely, biology, medicine, and geology.

Models of Pilot Behavior and Their Use to Evaluate the State of Pilot Training

NASA Astrophysics Data System (ADS)

Jirgl, Miroslav; Jalovecky, Rudolf; Bradac, Zdenek

2016-07-01

This article discusses the possibilities of obtaining new information related to human behavior, namely the changes or progressive development of pilots' abilities during training. The main assumption is that a pilot's ability can be evaluated based on a corresponding behavioral model whose parameters are estimated using mathematical identification procedures. The mean values of the identified parameters are obtained via statistical methods. These parameters are then monitored and their changes evaluated. In this context, the paper introduces and examines relevant mathematical models of human (pilot) behavior, the pilot-aircraft interaction, and an example of the mathematical analysis.

Statistical thermodynamics of long straight rigid rods on triangular lattices: nematic order and adsorption thermodynamic functions.

PubMed

Matoz-Fernandez, D A; Linares, D H; Ramirez-Pastor, A J

2012-09-04

The statistical thermodynamics of straight rigid rods of length k on triangular lattices was developed on a generalization in the spirit of the lattice-gas model and the classical Guggenheim-DiMarzio approximation. In this scheme, the Helmholtz free energy and its derivatives were written in terms of the order parameter, δ, which characterizes the nematic phase occurring in the system at intermediate densities. Then, using the principle of minimum free energy with δ as a parameter, the main adsorption properties were calculated. Comparisons with Monte Carlo simulations and experimental data were performed in order to evaluate the outcome and limitations of the theoretical model.

Rainfall runoff modelling of the Upper Ganga and Brahmaputra basins using PERSiST.

PubMed

Futter, M N; Whitehead, P G; Sarkar, S; Rodda, H; Crossman, J

2015-06-01

There are ongoing discussions about the appropriate level of complexity and sources of uncertainty in rainfall runoff models. Simulations for operational hydrology, flood forecasting or nutrient transport all warrant different levels of complexity in the modelling approach. More complex model structures are appropriate for simulations of land-cover dependent nutrient transport while more parsimonious model structures may be adequate for runoff simulation. The appropriate level of complexity is also dependent on data availability. Here, we use PERSiST; a simple, semi-distributed dynamic rainfall-runoff modelling toolkit to simulate flows in the Upper Ganges and Brahmaputra rivers. We present two sets of simulations driven by single time series of daily precipitation and temperature using simple (A) and complex (B) model structures based on uniform and hydrochemically relevant land covers respectively. Models were compared based on ensembles of Bayesian Information Criterion (BIC) statistics. Equifinality was observed for parameters but not for model structures. Model performance was better for the more complex (B) structural representations than for parsimonious model structures. The results show that structural uncertainty is more important than parameter uncertainty. The ensembles of BIC statistics suggested that neither structural representation was preferable in a statistical sense. Simulations presented here confirm that relatively simple models with limited data requirements can be used to credibly simulate flows and water balance components needed for nutrient flux modelling in large, data-poor basins.

Technical Note: Approximate Bayesian parameterization of a complex tropical forest model

NASA Astrophysics Data System (ADS)

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2013-08-01

Inverse parameter estimation of process-based models is a long-standing problem in ecology and evolution. A key problem of inverse parameter estimation is to define a metric that quantifies how well model predictions fit to the data. Such a metric can be expressed by general cost or objective functions, but statistical inversion approaches are based on a particular metric, the probability of observing the data given the model, known as the likelihood. Deriving likelihoods for dynamic models requires making assumptions about the probability for observations to deviate from mean model predictions. For technical reasons, these assumptions are usually derived without explicit consideration of the processes in the simulation. Only in recent years have new methods become available that allow generating likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional MCMC, performs well in retrieving known parameter values from virtual field data generated by the forest model. We analyze the results of the parameter estimation, examine the sensitivity towards the choice and aggregation of model outputs and observed data (summary statistics), and show results from using this method to fit the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss differences of this approach to Approximate Bayesian Computing (ABC), another commonly used method to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can successfully be applied to process-based models of high complexity. The methodology is particularly suited to heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models in ecology and evolution.

Static shape control for flexible structures

NASA Technical Reports Server (NTRS)

Rodriguez, G.; Scheid, R. E., Jr.

1986-01-01

An integrated methodology is described for defining static shape control laws for large flexible structures. The techniques include modeling, identifying and estimating the control laws of distributed systems characterized in terms of infinite dimensional state and parameter spaces. The models are expressed as interconnected elliptic partial differential equations governing a range of static loads, with the capability of analyzing electromagnetic fields around antenna systems. A second-order analysis is carried out for statistical errors, and model parameters are determined by maximizing an appropriate defined likelihood functional which adjusts the model to observational data. The parameter estimates are derived from the conditional mean of the observational data, resulting in a least squares superposition of shape functions obtained from the structural model.

Non-parametric correlative uncertainty quantification and sensitivity analysis: Application to a Langmuir bimolecular adsorption model

NASA Astrophysics Data System (ADS)

Feng, Jinchao; Lansford, Joshua; Mironenko, Alexander; Pourkargar, Davood Babaei; Vlachos, Dionisios G.; Katsoulakis, Markos A.

2018-03-01

We propose non-parametric methods for both local and global sensitivity analysis of chemical reaction models with correlated parameter dependencies. The developed mathematical and statistical tools are applied to a benchmark Langmuir competitive adsorption model on a close packed platinum surface, whose parameters, estimated from quantum-scale computations, are correlated and are limited in size (small data). The proposed mathematical methodology employs gradient-based methods to compute sensitivity indices. We observe that ranking influential parameters depends critically on whether or not correlations between parameters are taken into account. The impact of uncertainty in the correlation and the necessity of the proposed non-parametric perspective are demonstrated.

Mapping the Risks of Malaria, Dengue and Influenza Using Satellite Data

NASA Astrophysics Data System (ADS)

Kiang, R. K.; Soebiyanto, R. P.

2012-07-01

It has long been recognized that environment and climate may affect the transmission of infectious diseases. The effects are most obvious for vector-borne infectious diseases, such as malaria and dengue, but less so for airborne and contact diseases, such as seasonal influenza. In this paper, we examined the meteorological and environmental parameters that influence the transmission of malaria, dengue and seasonal influenza. Remotely sensed parameters that provide such parameters were discussed. Both statistical and biologically inspired, processed based models can be used to model the transmission of these diseases utilizing the remotely sensed parameters as input. Examples were given for modelling malaria in Thailand, dengue in Indonesia, and seasonal influenza in Hong Kong.

Probabilistic Mesomechanical Fatigue Model

NASA Technical Reports Server (NTRS)

Tryon, Robert G.

1997-01-01

A probabilistic mesomechanical fatigue life model is proposed to link the microstructural material heterogeneities to the statistical scatter in the macrostructural response. The macrostructure is modeled as an ensemble of microelements. Cracks nucleation within the microelements and grow from the microelements to final fracture. Variations of the microelement properties are defined using statistical parameters. A micromechanical slip band decohesion model is used to determine the crack nucleation life and size. A crack tip opening displacement model is used to determine the small crack growth life and size. Paris law is used to determine the long crack growth life. The models are combined in a Monte Carlo simulation to determine the statistical distribution of total fatigue life for the macrostructure. The modeled response is compared to trends in experimental observations from the literature.

Modelling the effect of structural QSAR parameters on skin penetration using genetic programming

NASA Astrophysics Data System (ADS)

Chung, K. K.; Do, D. Q.

2010-09-01

In order to model relationships between chemical structures and biological effects in quantitative structure-activity relationship (QSAR) data, an alternative technique of artificial intelligence computing—genetic programming (GP)—was investigated and compared to the traditional method—statistical. GP, with the primary advantage of generating mathematical equations, was employed to model QSAR data and to define the most important molecular descriptions in QSAR data. The models predicted by GP agreed with the statistical results, and the most predictive models of GP were significantly improved when compared to the statistical models using ANOVA. Recently, artificial intelligence techniques have been applied widely to analyse QSAR data. With the capability of generating mathematical equations, GP can be considered as an effective and efficient method for modelling QSAR data.

Uncertainty Quantification and Global Sensitivity Analysis of Subsurface Flow Parameters to Gravimetric Variations During Pumping Tests in Unconfined Aquifers

NASA Astrophysics Data System (ADS)

Maina, Fadji Zaouna; Guadagnini, Alberto

2018-01-01

We study the contribution of typically uncertain subsurface flow parameters to gravity changes that can be recorded during pumping tests in unconfined aquifers. We do so in the framework of a Global Sensitivity Analysis and quantify the effects of uncertainty of such parameters on the first four statistical moments of the probability distribution of gravimetric variations induced by the operation of the well. System parameters are grouped into two main categories, respectively, governing groundwater flow in the unsaturated and saturated portions of the domain. We ground our work on the three-dimensional analytical model proposed by Mishra and Neuman (2011), which fully takes into account the richness of the physical process taking place across the unsaturated and saturated zones and storage effects in a finite radius pumping well. The relative influence of model parameter uncertainties on drawdown, moisture content, and gravity changes are quantified through (a) the Sobol' indices, derived from a classical decomposition of variance and (b) recently developed indices quantifying the relative contribution of each uncertain model parameter to the (ensemble) mean, skewness, and kurtosis of the model output. Our results document (i) the importance of the effects of the parameters governing the unsaturated flow dynamics on the mean and variance of local drawdown and gravity changes; (ii) the marked sensitivity (as expressed in terms of the statistical moments analyzed) of gravity changes to the employed water retention curve model parameter, specific yield, and storage, and (iii) the influential role of hydraulic conductivity of the unsaturated and saturated zones to the skewness and kurtosis of gravimetric variation distributions. The observed temporal dynamics of the strength of the relative contribution of system parameters to gravimetric variations suggest that gravity data have a clear potential to provide useful information for estimating the key hydraulic parameters of the system.

The imprint of f(R) gravity on weak gravitational lensing - II. Information content in cosmic shear statistics

NASA Astrophysics Data System (ADS)

Shirasaki, Masato; Nishimichi, Takahiro; Li, Baojiu; Higuchi, Yuichi

2017-04-01

We investigate the information content of various cosmic shear statistics on the theory of gravity. Focusing on the Hu-Sawicki-type f(R) model, we perform a set of ray-tracing simulations and measure the convergence bispectrum, peak counts and Minkowski functionals. We first show that while the convergence power spectrum does have sensitivity to the current value of extra scalar degree of freedom |fR0|, it is largely compensated by a change in the present density amplitude parameter σ8 and the matter density parameter Ωm0. With accurate covariance matrices obtained from 1000 lensing simulations, we then examine the constraining power of the three additional statistics. We find that these probes are indeed helpful to break the parameter degeneracy, which cannot be resolved from the power spectrum alone. We show that especially the peak counts and Minkowski functionals have the potential to rigorously (marginally) detect the signature of modified gravity with the parameter |fR0| as small as 10-5 (10-6) if we can properly model them on small (˜1 arcmin) scale in a future survey with a sky coverage of 1500 deg2. We also show that the signal level is similar among the additional three statistics and all of them provide complementary information to the power spectrum. These findings indicate the importance of combining multiple probes beyond the standard power spectrum analysis to detect possible modifications to general relativity.

Generalized Polynomial Chaos Based Uncertainty Quantification for Planning MRgLITT Procedures

PubMed Central

Fahrenholtz, S.; Stafford, R. J.; Maier, F.; Hazle, J. D.; Fuentes, D.

2014-01-01

Purpose A generalized polynomial chaos (gPC) method is used to incorporate constitutive parameter uncertainties within the Pennes representation of bioheat transfer phenomena. The stochastic temperature predictions of the mathematical model are critically evaluated against MR thermometry data for planning MR-guided Laser Induced Thermal Therapies (MRgLITT). Methods Pennes bioheat transfer model coupled with a diffusion theory approximation of laser tissue interaction was implemented as the underlying deterministic kernel. A probabilistic sensitivity study was used to identify parameters that provide the most variance in temperature output. Confidence intervals of the temperature predictions are compared to MR temperature imaging (MRTI) obtained during phantom and in vivo canine (n=4) MRgLITT experiments. The gPC predictions were quantitatively compared to MRTI data using probabilistic linear and temporal profiles as well as 2-D 60 °C isotherms. Results Within the range of physically meaningful constitutive values relevant to the ablative temperature regime of MRgLITT, the sensitivity study indicated that the optical parameters, particularly the anisotropy factor, created the most variance in the stochastic model's output temperature prediction. Further, within the statistical sense considered, a nonlinear model of the temperature and damage dependent perfusion, absorption, and scattering is captured within the confidence intervals of the linear gPC method. Multivariate stochastic model predictions using parameters with the dominant sensitivities show good agreement with experimental MRTI data. Conclusions Given parameter uncertainties and mathematical modeling approximations of the Pennes bioheat model, the statistical framework demonstrates conservative estimates of the therapeutic heating and has potential for use as a computational prediction tool for thermal therapy planning. PMID:23692295

Rough parameter dependence in climate models and the role of Ruelle-Pollicott resonances.

PubMed

Chekroun, Mickaël David; Neelin, J David; Kondrashov, Dmitri; McWilliams, James C; Ghil, Michael

2014-02-04

Despite the importance of uncertainties encountered in climate model simulations, the fundamental mechanisms at the origin of sensitive behavior of long-term model statistics remain unclear. Variability of turbulent flows in the atmosphere and oceans exhibits recurrent large-scale patterns. These patterns, while evolving irregularly in time, manifest characteristic frequencies across a large range of time scales, from intraseasonal through interdecadal. Based on modern spectral theory of chaotic and dissipative dynamical systems, the associated low-frequency variability may be formulated in terms of Ruelle-Pollicott (RP) resonances. RP resonances encode information on the nonlinear dynamics of the system, and an approach for estimating them--as filtered through an observable of the system--is proposed. This approach relies on an appropriate Markov representation of the dynamics associated with a given observable. It is shown that, within this representation, the spectral gap--defined as the distance between the subdominant RP resonance and the unit circle--plays a major role in the roughness of parameter dependences. The model statistics are the most sensitive for the smallest spectral gaps; such small gaps turn out to correspond to regimes where the low-frequency variability is more pronounced, whereas autocorrelations decay more slowly. The present approach is applied to analyze the rough parameter dependence encountered in key statistics of an El-Niño-Southern Oscillation model of intermediate complexity. Theoretical arguments, however, strongly suggest that such links between model sensitivity and the decay of correlation properties are not limited to this particular model and could hold much more generally.

Rough parameter dependence in climate models and the role of Ruelle-Pollicott resonances

PubMed Central

Chekroun, Mickaël David; Neelin, J. David; Kondrashov, Dmitri; McWilliams, James C.; Ghil, Michael

2014-01-01

Despite the importance of uncertainties encountered in climate model simulations, the fundamental mechanisms at the origin of sensitive behavior of long-term model statistics remain unclear. Variability of turbulent flows in the atmosphere and oceans exhibits recurrent large-scale patterns. These patterns, while evolving irregularly in time, manifest characteristic frequencies across a large range of time scales, from intraseasonal through interdecadal. Based on modern spectral theory of chaotic and dissipative dynamical systems, the associated low-frequency variability may be formulated in terms of Ruelle-Pollicott (RP) resonances. RP resonances encode information on the nonlinear dynamics of the system, and an approach for estimating them—as filtered through an observable of the system—is proposed. This approach relies on an appropriate Markov representation of the dynamics associated with a given observable. It is shown that, within this representation, the spectral gap—defined as the distance between the subdominant RP resonance and the unit circle—plays a major role in the roughness of parameter dependences. The model statistics are the most sensitive for the smallest spectral gaps; such small gaps turn out to correspond to regimes where the low-frequency variability is more pronounced, whereas autocorrelations decay more slowly. The present approach is applied to analyze the rough parameter dependence encountered in key statistics of an El-Niño–Southern Oscillation model of intermediate complexity. Theoretical arguments, however, strongly suggest that such links between model sensitivity and the decay of correlation properties are not limited to this particular model and could hold much more generally. PMID:24443553

Mad cows and computer models: the U.S. response to BSE.

PubMed

Ackerman, Frank; Johnecheck, Wendy A

2008-01-01

The proportion of slaughtered cattle tested for BSE is much smaller in the U.S. than in Europe and Japan, leaving the U.S. heavily dependent on statistical models to estimate both the current prevalence and the spread of BSE. We examine the models relied on by USDA, finding that the prevalence model provides only a rough estimate, due to limited data availability. Reassuring forecasts from the model of the spread of BSE depend on the arbitrary constraint that worst-case values are assumed by only one of 17 key parameters at a time. In three of the six published scenarios with multiple worst-case parameter values, there is at least a 25% probability that BSE will spread rapidly. In public policy terms, reliance on potentially flawed models can be seen as a gamble that no serious BSE outbreak will occur. Statistical modeling at this level of abstraction, with its myriad, compound uncertainties, is no substitute for precautionary policies to protect public health against the threat of epidemics such as BSE.

Modeling noisy resonant system response

NASA Astrophysics Data System (ADS)

Weber, Patrick Thomas; Walrath, David Edwin

2017-02-01

In this paper, a theory-based model replicating empirical acoustic resonant signals is presented and studied to understand sources of noise present in acoustic signals. Statistical properties of empirical signals are quantified and a noise amplitude parameter, which models frequency and amplitude-based noise, is created, defined, and presented. This theory-driven model isolates each phenomenon and allows for parameters to be independently studied. Using seven independent degrees of freedom, this model will accurately reproduce qualitative and quantitative properties measured from laboratory data. Results are presented and demonstrate success in replicating qualitative and quantitative properties of experimental data.

An Argument Framework for the Application of Null Hypothesis Statistical Testing in Support of Research

ERIC Educational Resources Information Center

LeMire, Steven D.

2010-01-01

This paper proposes an argument framework for the teaching of null hypothesis statistical testing and its application in support of research. Elements of the Toulmin (1958) model of argument are used to illustrate the use of p values and Type I and Type II error rates in support of claims about statistical parameters and subject matter research…

Simulation, identification and statistical variation in cardiovascular analysis (SISCA) - A software framework for multi-compartment lumped modeling.

PubMed

Huttary, Rudolf; Goubergrits, Leonid; Schütte, Christof; Bernhard, Stefan

2017-08-01

It has not yet been possible to obtain modeling approaches suitable for covering a wide range of real world scenarios in cardiovascular physiology because many of the system parameters are uncertain or even unknown. Natural variability and statistical variation of cardiovascular system parameters in healthy and diseased conditions are characteristic features for understanding cardiovascular diseases in more detail. This paper presents SISCA, a novel software framework for cardiovascular system modeling and its MATLAB implementation. The framework defines a multi-model statistical ensemble approach for dimension reduced, multi-compartment models and focuses on statistical variation, system identification and patient-specific simulation based on clinical data. We also discuss a data-driven modeling scenario as a use case example. The regarded dataset originated from routine clinical examinations and comprised typical pre and post surgery clinical data from a patient diagnosed with coarctation of aorta. We conducted patient and disease specific pre/post surgery modeling by adapting a validated nominal multi-compartment model with respect to structure and parametrization using metadata and MRI geometry. In both models, the simulation reproduced measured pressures and flows fairly well with respect to stenosis and stent treatment and by pre-treatment cross stenosis phase shift of the pulse wave. However, with post-treatment data showing unrealistic phase shifts and other more obvious inconsistencies within the dataset, the methods and results we present suggest that conditioning and uncertainty management of routine clinical data sets needs significantly more attention to obtain reasonable results in patient-specific cardiovascular modeling. Copyright © 2017 Elsevier Ltd. All rights reserved.

Statistical Accounting for Uncertainty in Modeling Transport in Environmental Systems

EPA Science Inventory

Models frequently are used to predict the future extent of ground-water contamination, given estimates of their input parameters and forcing functions. Although models have a well established scientific basis for understanding the interactions between complex phenomena and for g...

Multi-objective calibration and uncertainty analysis of hydrologic models; A comparative study between formal and informal methods

NASA Astrophysics Data System (ADS)

Shafii, M.; Tolson, B.; Matott, L. S.

2012-04-01

Hydrologic modeling has benefited from significant developments over the past two decades. This has resulted in building of higher levels of complexity into hydrologic models, which eventually makes the model evaluation process (parameter estimation via calibration and uncertainty analysis) more challenging. In order to avoid unreasonable parameter estimates, many researchers have suggested implementation of multi-criteria calibration schemes. Furthermore, for predictive hydrologic models to be useful, proper consideration of uncertainty is essential. Consequently, recent research has emphasized comprehensive model assessment procedures in which multi-criteria parameter estimation is combined with statistically-based uncertainty analysis routines such as Bayesian inference using Markov Chain Monte Carlo (MCMC) sampling. Such a procedure relies on the use of formal likelihood functions based on statistical assumptions, and moreover, the Bayesian inference structured on MCMC samplers requires a considerably large number of simulations. Due to these issues, especially in complex non-linear hydrological models, a variety of alternative informal approaches have been proposed for uncertainty analysis in the multi-criteria context. This study aims at exploring a number of such informal uncertainty analysis techniques in multi-criteria calibration of hydrological models. The informal methods addressed in this study are (i) Pareto optimality which quantifies the parameter uncertainty using the Pareto solutions, (ii) DDS-AU which uses the weighted sum of objective functions to derive the prediction limits, and (iii) GLUE which describes the total uncertainty through identification of behavioral solutions. The main objective is to compare such methods with MCMC-based Bayesian inference with respect to factors such as computational burden, and predictive capacity, which are evaluated based on multiple comparative measures. The measures for comparison are calculated both for calibration and evaluation periods. The uncertainty analysis methodologies are applied to a simple 5-parameter rainfall-runoff model, called HYMOD.

Likelihoods for fixed rank nomination networks

PubMed Central

HOFF, PETER; FOSDICK, BAILEY; VOLFOVSKY, ALEX; STOVEL, KATHERINE

2014-01-01

Many studies that gather social network data use survey methods that lead to censored, missing, or otherwise incomplete information. For example, the popular fixed rank nomination (FRN) scheme, often used in studies of schools and businesses, asks study participants to nominate and rank at most a small number of contacts or friends, leaving the existence of other relations uncertain. However, most statistical models are formulated in terms of completely observed binary networks. Statistical analyses of FRN data with such models ignore the censored and ranked nature of the data and could potentially result in misleading statistical inference. To investigate this possibility, we compare Bayesian parameter estimates obtained from a likelihood for complete binary networks with those obtained from likelihoods that are derived from the FRN scheme, and therefore accommodate the ranked and censored nature of the data. We show analytically and via simulation that the binary likelihood can provide misleading inference, particularly for certain model parameters that relate network ties to characteristics of individuals and pairs of individuals. We also compare these different likelihoods in a data analysis of several adolescent social networks. For some of these networks, the parameter estimates from the binary and FRN likelihoods lead to different conclusions, indicating the importance of analyzing FRN data with a method that accounts for the FRN survey design. PMID:25110586

Synthetic Earthquake Statistics From Physical Fault Models for the Lower Rhine Embayment

NASA Astrophysics Data System (ADS)

Brietzke, G. B.; Hainzl, S.; Zöller, G.

2012-04-01

As of today, seismic risk and hazard estimates mostly use pure empirical, stochastic models of earthquake fault systems tuned specifically to the vulnerable areas of interest. Although such models allow for reasonable risk estimates they fail to provide a link between the observed seismicity and the underlying physical processes. Solving a state-of-the-art fully dynamic description set of all relevant physical processes related to earthquake fault systems is likely not useful since it comes with a large number of degrees of freedom, poor constraints on its model parameters and a huge computational effort. Here, quasi-static and quasi-dynamic physical fault simulators provide a compromise between physical completeness and computational affordability and aim at providing a link between basic physical concepts and statistics of seismicity. Within the framework of quasi-static and quasi-dynamic earthquake simulators we investigate a model of the Lower Rhine Embayment (LRE) that is based upon seismological and geological data. We present and discuss statistics of the spatio-temporal behavior of generated synthetic earthquake catalogs with respect to simplification (e.g. simple two-fault cases) as well as to complication (e.g. hidden faults, geometric complexity, heterogeneities of constitutive parameters).

A κ-generalized statistical mechanics approach to income analysis

NASA Astrophysics Data System (ADS)

Clementi, F.; Gallegati, M.; Kaniadakis, G.

2009-02-01

This paper proposes a statistical mechanics approach to the analysis of income distribution and inequality. A new distribution function, having its roots in the framework of κ-generalized statistics, is derived that is particularly suitable for describing the whole spectrum of incomes, from the low-middle income region up to the high income Pareto power-law regime. Analytical expressions for the shape, moments and some other basic statistical properties are given. Furthermore, several well-known econometric tools for measuring inequality, which all exist in a closed form, are considered. A method for parameter estimation is also discussed. The model is shown to fit remarkably well the data on personal income for the United States, and the analysis of inequality performed in terms of its parameters is revealed as very powerful.

Sensitivity study of experimental measures for the nuclear liquid-gas phase transition in the statistical multifragmentation model

NASA Astrophysics Data System (ADS)

Lin, W.; Ren, P.; Zheng, H.; Liu, X.; Huang, M.; Wada, R.; Qu, G.

2018-05-01

The experimental measures of the multiplicity derivatives—the moment parameters, the bimodal parameter, the fluctuation of maximum fragment charge number (normalized variance of Zmax, or NVZ), the Fisher exponent (τ ), and the Zipf law parameter (ξ )—are examined to search for the liquid-gas phase transition in nuclear multifragmention processes within the framework of the statistical multifragmentation model (SMM). The sensitivities of these measures are studied. All these measures predict a critical signature at or near to the critical point both for the primary and secondary fragments. Among these measures, the total multiplicity derivative and the NVZ provide accurate measures for the critical point from the final cold fragments as well as the primary fragments. The present study will provide a guide for future experiments and analyses in the study of the nuclear liquid-gas phase transition.

Description of the National Hydrologic Model for use with the Precipitation-Runoff Modeling System (PRMS)

USGS Publications Warehouse

Regan, R. Steven; Markstrom, Steven L.; Hay, Lauren E.; Viger, Roland J.; Norton, Parker A.; Driscoll, Jessica M.; LaFontaine, Jacob H.

2018-01-08

This report documents several components of the U.S. Geological Survey National Hydrologic Model of the conterminous United States for use with the Precipitation-Runoff Modeling System (PRMS). It provides descriptions of the (1) National Hydrologic Model, (2) Geospatial Fabric for National Hydrologic Modeling, (3) PRMS hydrologic simulation code, (4) parameters and estimation methods used to compute spatially and temporally distributed default values as required by PRMS, (5) National Hydrologic Model Parameter Database, and (6) model extraction tool named Bandit. The National Hydrologic Model Parameter Database contains values for all PRMS parameters used in the National Hydrologic Model. The methods and national datasets used to estimate all the PRMS parameters are described. Some parameter values are derived from characteristics of topography, land cover, soils, geology, and hydrography using traditional Geographic Information System methods. Other parameters are set to long-established default values and computation of initial values. Additionally, methods (statistical, sensitivity, calibration, and algebraic) were developed to compute parameter values on the basis of a variety of nationally-consistent datasets. Values in the National Hydrologic Model Parameter Database can periodically be updated on the basis of new parameter estimation methods and as additional national datasets become available. A companion ScienceBase resource provides a set of static parameter values as well as images of spatially-distributed parameters associated with PRMS states and fluxes for each Hydrologic Response Unit across the conterminuous United States.

Evaluating performances of simplified physically based landslide susceptibility models.

NASA Astrophysics Data System (ADS)

Capparelli, Giovanna; Formetta, Giuseppe; Versace, Pasquale

2015-04-01

Rainfall induced shallow landslides cause significant damages involving loss of life and properties. Prediction of shallow landslides susceptible locations is a complex task that involves many disciplines: hydrology, geotechnical science, geomorphology, and statistics. Usually to accomplish this task two main approaches are used: statistical or physically based model. This paper presents a package of GIS based models for landslide susceptibility analysis. It was integrated in the NewAge-JGrass hydrological model using the Object Modeling System (OMS) modeling framework. The package includes three simplified physically based models for landslides susceptibility analysis (M1, M2, and M3) and a component for models verifications. It computes eight goodness of fit indices (GOF) by comparing pixel-by-pixel model results and measurements data. Moreover, the package integration in NewAge-JGrass allows the use of other components such as geographic information system tools to manage inputs-output processes, and automatic calibration algorithms to estimate model parameters. The system offers the possibility to investigate and fairly compare the quality and the robustness of models and models parameters, according a procedure that includes: i) model parameters estimation by optimizing each of the GOF index separately, ii) models evaluation in the ROC plane by using each of the optimal parameter set, and iii) GOF robustness evaluation by assessing their sensitivity to the input parameter variation. This procedure was repeated for all three models. The system was applied for a case study in Calabria (Italy) along the Salerno-Reggio Calabria highway, between Cosenza and Altilia municipality. The analysis provided that among all the optimized indices and all the three models, Average Index (AI) optimization coupled with model M3 is the best modeling solution for our test case. This research was funded by PON Project No. 01_01503 "Integrated Systems for Hydrogeological Risk Monitoring, Early Warning and Mitigation Along the Main Lifelines", CUP B31H11000370005, in the framework of the National Operational Program for "Research and Competitiveness" 2007-2013.

Empirical Modeling of the Statistical Structure of Radio Signals from Satellites Moving over Mid- and High-Latitude Trajectories in the Southern Hemisphere

NASA Astrophysics Data System (ADS)

Fatkullin, M. N.; Solodovnikov, G. K.; Trubitsyn, V. M.

2004-01-01

The results of developing the empirical model of parameters of radio signals propagating in the inhomogeneous ionosphere at middle and high latitudes are presented. As the initial data we took the homogeneous data obtained as a result of observations carried out at the Antarctic ``Molodezhnaya'' station by the method of continuous transmission probing of the ionosphere by signals of the satellite radionavigation ``Transit'' system at coherent frequencies of 150 and 400 MHz. The data relate to the summer season period in the Southern hemisphere of the Earth in 1988-1989 during high (F > 160) activity of the Sun. The behavior of the following statistical characteristics of radio signal parameters was analyzed: (a) the interval of correlation of fluctuations of amplitudes at a frequency of 150 MHz (τkA) (b) the interval of correlation of fluctuations of the difference phase (τkϕ) and (c) the parameter characterizing frequency spectra of amplitude (PA) and phase (Pϕ) fluctuations. A third-degree polynomial was used for modeling of propagation parameters. For all above indicated propagation parameters, the coefficients of the third-degree polynomial were calculated as a function of local time and magnetic activity. The results of calculations are tabulated.

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

PubMed

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

2016-02-01

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

An improved approach for flight readiness certification: Probabilistic models for flaw propagation and turbine blade failure. Volume 1: Methodology and applications

NASA Technical Reports Server (NTRS)

Moore, N. R.; Ebbeler, D. H.; Newlin, L. E.; Sutharshana, S.; Creager, M.

1992-01-01

An improved methodology for quantitatively evaluating failure risk of spaceflight systems to assess flight readiness and identify risk control measures is presented. This methodology, called Probabilistic Failure Assessment (PFA), combines operating experience from tests and flights with analytical modeling of failure phenomena to estimate failure risk. The PFA methodology is of particular value when information on which to base an assessment of failure risk, including test experience and knowledge of parameters used in analytical modeling, is expensive or difficult to acquire. The PFA methodology is a prescribed statistical structure in which analytical models that characterize failure phenomena are used conjointly with uncertainties about analysis parameters and/or modeling accuracy to estimate failure probability distributions for specific failure modes. These distributions can then be modified, by means of statistical procedures of the PFA methodology, to reflect any test or flight experience. State-of-the-art analytical models currently employed for designs failure prediction, or performance analysis are used in this methodology. The rationale for the statistical approach taken in the PFA methodology is discussed, the PFA methodology is described, and examples of its application to structural failure modes are presented. The engineering models and computer software used in fatigue crack growth and fatigue crack initiation applications are thoroughly documented.

An improved approach for flight readiness certification: Probabilistic models for flaw propagation and turbine blade failure. Volume 2: Software documentation

NASA Technical Reports Server (NTRS)

Moore, N. R.; Ebbeler, D. H.; Newlin, L. E.; Sutharshana, S.; Creager, M.

1992-01-01

An improved methodology for quantitatively evaluating failure risk of spaceflights systems to assess flight readiness and identify risk control measures is presented. This methodology, called Probabilistic Failure Assessment (PFA), combines operating experience from tests and flights with analytical modeling of failure phenomena to estimate failure risk. The PFA methodology is of particular value when information on which to base an assessment of failure risk, including test experience and knowledge of parameters used in analytical modeling, is expensive or difficult to acquire. The PFA methodology is a prescribed statistical structure in which analytical models that characterize failure phenomena are used conjointly with uncertainties about analysis parameters and/or modeling accuracy to estimate failure probability distributions for specific failure modes. These distributions can then be modified, by means of statistical procedures of the PFA methodology, to reflect any test or flight experience. State-of-the-art analytical models currently employed for design, failure prediction, or performance analysis are used in this methodology. The rationale for the statistical approach taken in the PFA methodology is discussed, the PFA methodology is described, and examples of its application to structural failure modes are presented. The engineering models and computer software used in fatigue crack growth and fatigue crack initiation applications are thoroughly documented.

Learning Scene Categories from High Resolution Satellite Image for Aerial Video Analysis

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

Cheriyadat, Anil M

2011-01-01

Automatic scene categorization can benefit various aerial video processing applications. This paper addresses the problem of predicting the scene category from aerial video frames using a prior model learned from satellite imagery. We show that local and global features in the form of line statistics and 2-D power spectrum parameters respectively can characterize the aerial scene well. The line feature statistics and spatial frequency parameters are useful cues to distinguish between different urban scene categories. We learn the scene prediction model from highresolution satellite imagery to test the model on the Columbus Surrogate Unmanned Aerial Vehicle (CSUAV) dataset ollected bymore » high-altitude wide area UAV sensor platform. e compare the proposed features with the popular Scale nvariant Feature Transform (SIFT) features. Our experimental results show that proposed approach outperforms te SIFT model when the training and testing are conducted n disparate data sources.« less

Remote sensing-aided systems for snow qualification, evapotranspiration estimation, and their application in hydrologic models

NASA Technical Reports Server (NTRS)

Korram, S.

1977-01-01

The design of general remote sensing-aided methodologies was studied to provide the estimates of several important inputs to water yield forecast models. These input parameters are snow area extent, snow water content, and evapotranspiration. The study area is Feather River Watershed (780,000 hectares), Northern California. The general approach involved a stepwise sequence of identification of the required information, sample design, measurement/estimation, and evaluation of results. All the relevent and available information types needed in the estimation process are being defined. These include Landsat, meteorological satellite, and aircraft imagery, topographic and geologic data, ground truth data, and climatic data from ground stations. A cost-effective multistage sampling approach was employed in quantification of all the required parameters. The physical and statistical models for both snow quantification and evapotranspiration estimation was developed. These models use the information obtained by aerial and ground data through appropriate statistical sampling design.

A new item response theory model to adjust data allowing examinee choice

PubMed Central

Costa, Marcelo Azevedo; Braga Oliveira, Rivert Paulo

2018-01-01

In a typical questionnaire testing situation, examinees are not allowed to choose which items they answer because of a technical issue in obtaining satisfactory statistical estimates of examinee ability and item difficulty. This paper introduces a new item response theory (IRT) model that incorporates information from a novel representation of questionnaire data using network analysis. Three scenarios in which examinees select a subset of items were simulated. In the first scenario, the assumptions required to apply the standard Rasch model are met, thus establishing a reference for parameter accuracy. The second and third scenarios include five increasing levels of violating those assumptions. The results show substantial improvements over the standard model in item parameter recovery. Furthermore, the accuracy was closer to the reference in almost every evaluated scenario. To the best of our knowledge, this is the first proposal to obtain satisfactory IRT statistical estimates in the last two scenarios. PMID:29389996

Adsorption of diclofenac and nimesulide on activated carbon: Statistical physics modeling and effect of adsorbate size

NASA Astrophysics Data System (ADS)

Sellaoui, Lotfi; Mechi, Nesrine; Lima, Éder Cláudio; Dotto, Guilherme Luiz; Ben Lamine, Abdelmottaleb

2017-10-01

Based on statistical physics elements, the equilibrium adsorption of diclofenac (DFC) and nimesulide (NM) on activated carbon was analyzed by a multilayer model with saturation. The paper aimed to describe experimentally and theoretically the adsorption process and study the effect of adsorbate size using the model parameters. From numerical simulation, the number of molecules per site showed that the adsorbate molecules (DFC and NM) were mostly anchored in both sides of the pore walls. The receptor sites density increase suggested that additional sites appeared during the process, to participate in DFC and NM adsorption. The description of the adsorption energy behavior indicated that the process was physisorption. Finally, by a model parameters correlation, the size effect of the adsorbate was deduced indicating that the molecule dimension has a negligible effect on the DFC and NM adsorption.

Physicochemical and thermodynamic investigation of hydrogen absorption and desorption in LaNi3.8Al1.0Mn0.2 using the statistical physics modeling

NASA Astrophysics Data System (ADS)

Bouaziz, Nadia; Ben Manaa, Marwa; Ben Lamine, Abdelmottaleb

2018-06-01

In the present work, experimental absorption and desorption isotherms of hydrogen in LaNi3.8Al1.0Mn0.2 metal at two temperatures (T = 433 K, 453 K) have been fitted using a monolayer model with two energies treated by statistical physics formalism by means of the grand canonical ensemble. Six parameters of the model are adjusted, namely the numbers of hydrogen atoms per site nα and nβ, the receptor site densities Nmα and Nmβ, and the energetic parameters Pα and Pβ. The behaviors of these parameters are discussed in relationship with temperature of absorption/desorption process. Then, a dynamic investigation of the simultaneous evolution with pressure of the two α and β phases in the absorption and desorption phenomena using the adjustment parameters. Thanks to the energetic parameters, we calculated the sorption energies which are typically ranged between 276.107 and 310.711 kJ/mol for absorption process and between 277.01 and 310.9 kJ/mol for desorption process comparable to usual chemical bond energies. The calculated thermodynamic parameters such as entropy, Gibbs free energy and internal energy from experimental data showed that the absorption/desorption of hydrogen in LaNi3.8Al1.0Mn0.2 alloy was feasible, spontaneous and exothermic in nature.

Uncertainties of flood frequency estimation approaches based on continuous simulation using data resampling

NASA Astrophysics Data System (ADS)

Arnaud, Patrick; Cantet, Philippe; Odry, Jean

2017-11-01

Flood frequency analyses (FFAs) are needed for flood risk management. Many methods exist ranging from classical purely statistical approaches to more complex approaches based on process simulation. The results of these methods are associated with uncertainties that are sometimes difficult to estimate due to the complexity of the approaches or the number of parameters, especially for process simulation. This is the case of the simulation-based FFA approach called SHYREG presented in this paper, in which a rainfall generator is coupled with a simple rainfall-runoff model in an attempt to estimate the uncertainties due to the estimation of the seven parameters needed to estimate flood frequencies. The six parameters of the rainfall generator are mean values, so their theoretical distribution is known and can be used to estimate the generator uncertainties. In contrast, the theoretical distribution of the single hydrological model parameter is unknown; consequently, a bootstrap method is applied to estimate the calibration uncertainties. The propagation of uncertainty from the rainfall generator to the hydrological model is also taken into account. This method is applied to 1112 basins throughout France. Uncertainties coming from the SHYREG method and from purely statistical approaches are compared, and the results are discussed according to the length of the recorded observations, basin size and basin location. Uncertainties of the SHYREG method decrease as the basin size increases or as the length of the recorded flow increases. Moreover, the results show that the confidence intervals of the SHYREG method are relatively small despite the complexity of the method and the number of parameters (seven). This is due to the stability of the parameters and takes into account the dependence of uncertainties due to the rainfall model and the hydrological calibration. Indeed, the uncertainties on the flow quantiles are on the same order of magnitude as those associated with the use of a statistical law with two parameters (here generalised extreme value Type I distribution) and clearly lower than those associated with the use of a three-parameter law (here generalised extreme value Type II distribution). For extreme flood quantiles, the uncertainties are mostly due to the rainfall generator because of the progressive saturation of the hydrological model.

Testing the Performance and Accuracy of the RELXILL Model for the Relativistic X-Ray Reflection from Accretion Disks

NASA Astrophysics Data System (ADS)

Choudhury, Kishalay; García, Javier A.; Steiner, James F.; Bambi, Cosimo

2017-12-01

The reflection spectroscopic model RELXILL is commonly implemented in studying relativistic X-ray reflection from accretion disks around black holes. We present a systematic study of the model’s capability to constrain the dimensionless spin and ionization parameters from ∼6000 Nuclear Spectroscopic Telescope Array (NuSTAR) simulations of a bright X-ray source employing the lamp-post geometry. We employ high-count spectra to show the limitations in the model without being confused with limitations in signal-to-noise. We find that both parameters are well-recovered at 90% confidence with improving constraints at higher reflection fraction, high spin, and low source height. We test spectra across a broad range—first at 106–107 and then ∼105 total source counts across the effective 3–79 keV band of NuSTAR, and discover a strong dependence of the results on how fits are performed around the starting parameters, owing to the complexity of the model itself. A blind fit chosen over an approach that carries some estimates of the actual parameter values can lead to significantly worse recovery of model parameters. We further stress the importance to span the space of nonlinear-behaving parameters like {log} ξ carefully and thoroughly for the model to avoid misleading results. In light of selecting fitting procedures, we recall the necessity to pay attention to the choice of data binning and fit statistics used to test the goodness of fit by demonstrating the effect on the photon index Γ. We re-emphasize and implore the need to account for the detector resolution while binning X-ray data and using Poisson fit statistics instead while analyzing Poissonian data.

Statistical Validation of Surrogate Endpoints: Another Look at the Prentice Criterion and Other Criteria.

PubMed

Saraf, Sanatan; Mathew, Thomas; Roy, Anindya

2015-01-01

For the statistical validation of surrogate endpoints, an alternative formulation is proposed for testing Prentice's fourth criterion, under a bivariate normal model. In such a setup, the criterion involves inference concerning an appropriate regression parameter, and the criterion holds if the regression parameter is zero. Testing such a null hypothesis has been criticized in the literature since it can only be used to reject a poor surrogate, and not to validate a good surrogate. In order to circumvent this, an equivalence hypothesis is formulated for the regression parameter, namely the hypothesis that the parameter is equivalent to zero. Such an equivalence hypothesis is formulated as an alternative hypothesis, so that the surrogate endpoint is statistically validated when the null hypothesis is rejected. Confidence intervals for the regression parameter and tests for the equivalence hypothesis are proposed using bootstrap methods and small sample asymptotics, and their performances are numerically evaluated and recommendations are made. The choice of the equivalence margin is a regulatory issue that needs to be addressed. The proposed equivalence testing formulation is also adopted for other parameters that have been proposed in the literature on surrogate endpoint validation, namely, the relative effect and proportion explained.

Multiplicity Control in Structural Equation Modeling

ERIC Educational Resources Information Center

Cribbie, Robert A.

2007-01-01

Researchers conducting structural equation modeling analyses rarely, if ever, control for the inflated probability of Type I errors when evaluating the statistical significance of multiple parameters in a model. In this study, the Type I error control, power and true model rates of famsilywise and false discovery rate controlling procedures were…

Statistical inference for noisy nonlinear ecological dynamic systems.

PubMed

Wood, Simon N

2010-08-26

Chaotic ecological dynamic systems defy conventional statistical analysis. Systems with near-chaotic dynamics are little better. Such systems are almost invariably driven by endogenous dynamic processes plus demographic and environmental process noise, and are only observable with error. Their sensitivity to history means that minute changes in the driving noise realization, or the system parameters, will cause drastic changes in the system trajectory. This sensitivity is inherited and amplified by the joint probability density of the observable data and the process noise, rendering it useless as the basis for obtaining measures of statistical fit. Because the joint density is the basis for the fit measures used by all conventional statistical methods, this is a major theoretical shortcoming. The inability to make well-founded statistical inferences about biological dynamic models in the chaotic and near-chaotic regimes, other than on an ad hoc basis, leaves dynamic theory without the methods of quantitative validation that are essential tools in the rest of biological science. Here I show that this impasse can be resolved in a simple and general manner, using a method that requires only the ability to simulate the observed data on a system from the dynamic model about which inferences are required. The raw data series are reduced to phase-insensitive summary statistics, quantifying local dynamic structure and the distribution of observations. Simulation is used to obtain the mean and the covariance matrix of the statistics, given model parameters, allowing the construction of a 'synthetic likelihood' that assesses model fit. This likelihood can be explored using a straightforward Markov chain Monte Carlo sampler, but one further post-processing step returns pure likelihood-based inference. I apply the method to establish the dynamic nature of the fluctuations in Nicholson's classic blowfly experiments.

Theoretical Study of the Statistical Properties of Single- and Double-Pass M-Mode Er3+-Ti:LiNbO3 Straight Waveguide Amplifiers

NASA Astrophysics Data System (ADS)

Puscas, Liliana A.; Galatus, Ramona V.; Puscas, Niculae N.

In this article, we report a theoretical study concerning some statistical parameters which characterize the single- and double-pass Er3+-doped Ti:LiNbO3 M-mode straight waveguides. For the derivation and the evaluation of the Fano factor, the statistical fluctuation and the spontaneous emission factor we used a quasi two-level model in the small gain approximation and the unsaturated regime. The simulation results show the evolution of these parameters under various pump regimes and waveguide lengths. The obtained results can be used for the design of complex rare earth-doped integrated circuits.

A Parameter Subset Selection Algorithm for Mixed-Effects Models

DOE PAGES

Schmidt, Kathleen L.; Smith, Ralph C.

2016-01-01

Mixed-effects models are commonly used to statistically model phenomena that include attributes associated with a population or general underlying mechanism as well as effects specific to individuals or components of the general mechanism. This can include individual effects associated with data from multiple experiments. However, the parameterizations used to incorporate the population and individual effects are often unidentifiable in the sense that parameters are not uniquely specified by the data. As a result, the current literature focuses on model selection, by which insensitive parameters are fixed or removed from the model. Model selection methods that employ information criteria are applicablemore » to both linear and nonlinear mixed-effects models, but such techniques are limited in that they are computationally prohibitive for large problems due to the number of possible models that must be tested. To limit the scope of possible models for model selection via information criteria, we introduce a parameter subset selection (PSS) algorithm for mixed-effects models, which orders the parameters by their significance. In conclusion, we provide examples to verify the effectiveness of the PSS algorithm and to test the performance of mixed-effects model selection that makes use of parameter subset selection.« less

Emulating Simulations of Cosmic Dawn for 21 cm Power Spectrum Constraints on Cosmology, Reionization, and X-Ray Heating

NASA Astrophysics Data System (ADS)

Kern, Nicholas S.; Liu, Adrian; Parsons, Aaron R.; Mesinger, Andrei; Greig, Bradley

2017-10-01

Current and upcoming radio interferometric experiments are aiming to make a statistical characterization of the high-redshift 21 cm fluctuation signal spanning the hydrogen reionization and X-ray heating epochs of the universe. However, connecting 21 cm statistics to the underlying physical parameters is complicated by the theoretical challenge of modeling the relevant physics at computational speeds quick enough to enable exploration of the high-dimensional and weakly constrained parameter space. In this work, we use machine learning algorithms to build a fast emulator that can accurately mimic an expensive simulation of the 21 cm signal across a wide parameter space. We embed our emulator within a Markov Chain Monte Carlo framework in order to perform Bayesian parameter constraints over a large number of model parameters, including those that govern the Epoch of Reionization, the Epoch of X-ray Heating, and cosmology. As a worked example, we use our emulator to present an updated parameter constraint forecast for the Hydrogen Epoch of Reionization Array experiment, showing that its characterization of a fiducial 21 cm power spectrum will considerably narrow the allowed parameter space of reionization and heating parameters, and could help strengthen Planck's constraints on {σ }8. We provide both our generalized emulator code and its implementation specifically for 21 cm parameter constraints as publicly available software.

Tropical geometry of statistical models.

PubMed

Pachter, Lior; Sturmfels, Bernd

2004-11-16

This article presents a unified mathematical framework for inference in graphical models, building on the observation that graphical models are algebraic varieties. From this geometric viewpoint, observations generated from a model are coordinates of a point in the variety, and the sum-product algorithm is an efficient tool for evaluating specific coordinates. Here, we address the question of how the solutions to various inference problems depend on the model parameters. The proposed answer is expressed in terms of tropical algebraic geometry. The Newton polytope of a statistical model plays a key role. Our results are applied to the hidden Markov model and the general Markov model on a binary tree.

Ultrasound image filtering using the mutiplicative model

NASA Astrophysics Data System (ADS)

Navarrete, Hugo; Frery, Alejandro C.; Sanchez, Fermin; Anto, Joan

2002-04-01

Ultrasound images, as a special case of coherent images, are normally corrupted with multiplicative noise i.e. speckle noise. Speckle noise reduction is a difficult task due to its multiplicative nature, but good statistical models of speckle formation are useful to design adaptive speckle reduction filters. In this article a new statistical model, emerging from the Multiplicative Model framework, is presented and compared to previous models (Rayleigh, Rice and K laws). It is shown that the proposed model gives the best performance when modeling the statistics of ultrasound images. Finally, the parameters of the model can be used to quantify the extent of speckle formation; this quantification is applied to adaptive speckle reduction filter design. The effectiveness of the filter is demonstrated on typical in-vivo log-compressed B-scan images obtained by a clinical ultrasound system.

ASYMPTOTIC DISTRIBUTION OF ΔAUC, NRIs, AND IDI BASED ON THEORY OF U-STATISTICS

PubMed Central

Demler, Olga V.; Pencina, Michael J.; Cook, Nancy R.; D’Agostino, Ralph B.

2017-01-01

The change in AUC (ΔAUC), the IDI, and NRI are commonly used measures of risk prediction model performance. Some authors have reported good validity of associated methods of estimating their standard errors (SE) and construction of confidence intervals, whereas others have questioned their performance. To address these issues we unite the ΔAUC, IDI, and three versions of the NRI under the umbrella of the U-statistics family. We rigorously show that the asymptotic behavior of ΔAUC, NRIs, and IDI fits the asymptotic distribution theory developed for U-statistics. We prove that the ΔAUC, NRIs, and IDI are asymptotically normal, unless they compare nested models under the null hypothesis. In the latter case, asymptotic normality and existing SE estimates cannot be applied to ΔAUC, NRIs, or IDI. In the former case SE formulas proposed in the literature are equivalent to SE formulas obtained from U-statistics theory if we ignore adjustment for estimated parameters. We use Sukhatme-Randles-deWet condition to determine when adjustment for estimated parameters is necessary. We show that adjustment is not necessary for SEs of the ΔAUC and two versions of the NRI when added predictor variables are significant and normally distributed. The SEs of the IDI and three-category NRI should always be adjusted for estimated parameters. These results allow us to define when existing formulas for SE estimates can be used and when resampling methods such as the bootstrap should be used instead when comparing nested models. We also use the U-statistic theory to develop a new SE estimate of ΔAUC. PMID:28627112

Asymptotic distribution of ∆AUC, NRIs, and IDI based on theory of U-statistics.

PubMed

Demler, Olga V; Pencina, Michael J; Cook, Nancy R; D'Agostino, Ralph B

2017-09-20

The change in area under the curve (∆AUC), the integrated discrimination improvement (IDI), and net reclassification index (NRI) are commonly used measures of risk prediction model performance. Some authors have reported good validity of associated methods of estimating their standard errors (SE) and construction of confidence intervals, whereas others have questioned their performance. To address these issues, we unite the ∆AUC, IDI, and three versions of the NRI under the umbrella of the U-statistics family. We rigorously show that the asymptotic behavior of ∆AUC, NRIs, and IDI fits the asymptotic distribution theory developed for U-statistics. We prove that the ∆AUC, NRIs, and IDI are asymptotically normal, unless they compare nested models under the null hypothesis. In the latter case, asymptotic normality and existing SE estimates cannot be applied to ∆AUC, NRIs, or IDI. In the former case, SE formulas proposed in the literature are equivalent to SE formulas obtained from U-statistics theory if we ignore adjustment for estimated parameters. We use Sukhatme-Randles-deWet condition to determine when adjustment for estimated parameters is necessary. We show that adjustment is not necessary for SEs of the ∆AUC and two versions of the NRI when added predictor variables are significant and normally distributed. The SEs of the IDI and three-category NRI should always be adjusted for estimated parameters. These results allow us to define when existing formulas for SE estimates can be used and when resampling methods such as the bootstrap should be used instead when comparing nested models. We also use the U-statistic theory to develop a new SE estimate of ∆AUC. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Nowcasting sunshine number using logistic modeling

NASA Astrophysics Data System (ADS)

Brabec, Marek; Badescu, Viorel; Paulescu, Marius

2013-04-01

In this paper, we present a formalized approach to statistical modeling of the sunshine number, binary indicator of whether the Sun is covered by clouds introduced previously by Badescu (Theor Appl Climatol 72:127-136, 2002). Our statistical approach is based on Markov chain and logistic regression and yields fully specified probability models that are relatively easily identified (and their unknown parameters estimated) from a set of empirical data (observed sunshine number and sunshine stability number series). We discuss general structure of the model and its advantages, demonstrate its performance on real data and compare its results to classical ARIMA approach as to a competitor. Since the model parameters have clear interpretation, we also illustrate how, e.g., their inter-seasonal stability can be tested. We conclude with an outlook to future developments oriented to construction of models allowing for practically desirable smooth transition between data observed with different frequencies and with a short discussion of technical problems that such a goal brings.

Modelling of peak temperature during friction stir processing of magnesium alloy AZ91

NASA Astrophysics Data System (ADS)

Vaira Vignesh, R.; Padmanaban, R.

2018-02-01

Friction stir processing (FSP) is a solid state processing technique with potential to modify the properties of the material through microstructural modification. The study of heat transfer in FSP aids in the identification of defects like flash, inadequate heat input, poor material flow and mixing etc. In this paper, transient temperature distribution during FSP of magnesium alloy AZ91 was simulated using finite element modelling. The numerical model results were validated using the experimental results from the published literature. The model was used to predict the peak temperature obtained during FSP for various process parameter combinations. The simulated peak temperature results were used to develop a statistical model. The effect of process parameters namely tool rotation speed, tool traverse speed and shoulder diameter of the tool on the peak temperature was investigated using the developed statistical model. It was found that peak temperature was directly proportional to tool rotation speed and shoulder diameter and inversely proportional to tool traverse speed.

Simulation of parametric model towards the fixed covariate of right censored lung cancer data

NASA Astrophysics Data System (ADS)

Afiqah Muhamad Jamil, Siti; Asrul Affendi Abdullah, M.; Kek, Sie Long; Ridwan Olaniran, Oyebayo; Enera Amran, Syahila

2017-09-01

In this study, simulation procedure was applied to measure the fixed covariate of right censored data by using parametric survival model. The scale and shape parameter were modified to differentiate the analysis of parametric regression survival model. Statistically, the biases, mean biases and the coverage probability were used in this analysis. Consequently, different sample sizes were employed to distinguish the impact of parametric regression model towards right censored data with 50, 100, 150 and 200 number of sample. R-statistical software was utilised to develop the coding simulation with right censored data. Besides, the final model of right censored simulation was compared with the right censored lung cancer data in Malaysia. It was found that different values of shape and scale parameter with different sample size, help to improve the simulation strategy for right censored data and Weibull regression survival model is suitable fit towards the simulation of survival of lung cancer patients data in Malaysia.

Nonlinear, discrete flood event models, 1. Bayesian estimation of parameters

NASA Astrophysics Data System (ADS)

Bates, Bryson C.; Townley, Lloyd R.

1988-05-01

In this paper (Part 1), a Bayesian procedure for parameter estimation is applied to discrete flood event models. The essence of the procedure is the minimisation of a sum of squares function for models in which the computed peak discharge is nonlinear in terms of the parameters. This objective function is dependent on the observed and computed peak discharges for several storms on the catchment, information on the structure of observation error, and prior information on parameter values. The posterior covariance matrix gives a measure of the precision of the estimated parameters. The procedure is demonstrated using rainfall and runoff data from seven Australian catchments. It is concluded that the procedure is a powerful alternative to conventional parameter estimation techniques in situations where a number of floods are available for parameter estimation. Parts 2 and 3 will discuss the application of statistical nonlinearity measures and prediction uncertainty analysis to calibrated flood models. Bates (this volume) and Bates and Townley (this volume).

Ionospheric scintillation studies

NASA Technical Reports Server (NTRS)

Rino, C. L.; Freemouw, E. J.

1973-01-01

The diffracted field of a monochromatic plane wave was characterized by two complex correlation functions. For a Gaussian complex field, these quantities suffice to completely define the statistics of the field. Thus, one can in principle calculate the statistics of any measurable quantity in terms of the model parameters. The best data fits were achieved for intensity statistics derived under the Gaussian statistics hypothesis. The signal structure that achieved the best fit was nearly invariant with scintillation level and irregularity source (ionosphere or solar wind). It was characterized by the fact that more than 80% of the scattered signal power is in phase quadrature with the undeviated or coherent signal component. Thus, the Gaussian-statistics hypothesis is both convenient and accurate for channel modeling work.

Particle size distributions by transmission electron microscopy: an interlaboratory comparison case study

PubMed Central

Rice, Stephen B; Chan, Christopher; Brown, Scott C; Eschbach, Peter; Han, Li; Ensor, David S; Stefaniak, Aleksandr B; Bonevich, John; Vladár, András E; Hight Walker, Angela R; Zheng, Jiwen; Starnes, Catherine; Stromberg, Arnold; Ye, Jia; Grulke, Eric A

2015-01-01

This paper reports an interlaboratory comparison that evaluated a protocol for measuring and analysing the particle size distribution of discrete, metallic, spheroidal nanoparticles using transmission electron microscopy (TEM). The study was focused on automated image capture and automated particle analysis. NIST RM8012 gold nanoparticles (30 nm nominal diameter) were measured for area-equivalent diameter distributions by eight laboratories. Statistical analysis was used to (1) assess the data quality without using size distribution reference models, (2) determine reference model parameters for different size distribution reference models and non-linear regression fitting methods and (3) assess the measurement uncertainty of a size distribution parameter by using its coefficient of variation. The interlaboratory area-equivalent diameter mean, 27.6 nm ± 2.4 nm (computed based on a normal distribution), was quite similar to the area-equivalent diameter, 27.6 nm, assigned to NIST RM8012. The lognormal reference model was the preferred choice for these particle size distributions as, for all laboratories, its parameters had lower relative standard errors (RSEs) than the other size distribution reference models tested (normal, Weibull and Rosin–Rammler–Bennett). The RSEs for the fitted standard deviations were two orders of magnitude higher than those for the fitted means, suggesting that most of the parameter estimate errors were associated with estimating the breadth of the distributions. The coefficients of variation for the interlaboratory statistics also confirmed the lognormal reference model as the preferred choice. From quasi-linear plots, the typical range for good fits between the model and cumulative number-based distributions was 1.9 fitted standard deviations less than the mean to 2.3 fitted standard deviations above the mean. Automated image capture, automated particle analysis and statistical evaluation of the data and fitting coefficients provide a framework for assessing nanoparticle size distributions using TEM for image acquisition. PMID:26361398

SPIPS: Spectro-Photo-Interferometry of Pulsating Stars

NASA Astrophysics Data System (ADS)

Mérand, Antoine

2017-10-01

SPIPS (Spectro-Photo-Interferometry of Pulsating Stars) combines radial velocimetry, interferometry, and photometry to estimate physical parameters of pulsating stars, including presence of infrared excess, color excess, Teff, and ratio distance/p-factor. The global model-based parallax-of-pulsation method is implemented in Python. Derived parameters have a high level of confidence; statistical precision is improved (compared to other methods) due to the large number of data taken into account, accuracy is improved by using consistent physical modeling and reliability of the derived parameters is strengthened by redundancy in the data.

Cosmological Constraints from Fourier Phase Statistics

NASA Astrophysics Data System (ADS)

Ali, Kamran; Obreschkow, Danail; Howlett, Cullan; Bonvin, Camille; Llinares, Claudio; Oliveira Franco, Felipe; Power, Chris

2018-06-01

Most statistical inference from cosmic large-scale structure relies on two-point statistics, i.e. on the galaxy-galaxy correlation function (2PCF) or the power spectrum. These statistics capture the full information encoded in the Fourier amplitudes of the galaxy density field but do not describe the Fourier phases of the field. Here, we quantify the information contained in the line correlation function (LCF), a three-point Fourier phase correlation function. Using cosmological simulations, we estimate the Fisher information (at redshift z = 0) of the 2PCF, LCF and their combination, regarding the cosmological parameters of the standard ΛCDM model, as well as a Warm Dark Matter (WDM) model and the f(R) and Symmetron modified gravity models. The galaxy bias is accounted for at the level of a linear bias. The relative information of the 2PCF and the LCF depends on the survey volume, sampling density (shot noise) and the bias uncertainty. For a volume of 1h^{-3}Gpc^3, sampled with points of mean density \\bar{n} = 2× 10^{-3} h3 Mpc^{-3} and a bias uncertainty of 13%, the LCF improves the parameter constraints by about 20% in the ΛCDM cosmology and potentially even more in alternative models. Finally, since a linear bias only affects the Fourier amplitudes (2PCF), but not the phases (LCF), the combination of the 2PCF and the LCF can be used to break the degeneracy between the linear bias and σ8, present in 2-point statistics.

Statistical theory of dynamo

NASA Astrophysics Data System (ADS)

Kim, E.; Newton, A. P.

2012-04-01

One major problem in dynamo theory is the multi-scale nature of the MHD turbulence, which requires statistical theory in terms of probability distribution functions. In this contribution, we present the statistical theory of magnetic fields in a simplified mean field α-Ω dynamo model by varying the statistical property of alpha, including marginal stability and intermittency, and then utilize observational data of solar activity to fine-tune the mean field dynamo model. Specifically, we first present a comprehensive investigation into the effect of the stochastic parameters in a simplified α-Ω dynamo model. Through considering the manifold of marginal stability (the region of parameter space where the mean growth rate is zero), we show that stochastic fluctuations are conductive to dynamo. Furthermore, by considering the cases of fluctuating alpha that are periodic and Gaussian coloured random noise with identical characteristic time-scales and fluctuating amplitudes, we show that the transition to dynamo is significantly facilitated for stochastic alpha with random noise. Furthermore, we show that probability density functions (PDFs) of the growth-rate, magnetic field and magnetic energy can provide a wealth of useful information regarding the dynamo behaviour/intermittency. Finally, the precise statistical property of the dynamo such as temporal correlation and fluctuating amplitude is found to be dependent on the distribution the fluctuations of stochastic parameters. We then use observations of solar activity to constrain parameters relating to the effect in stochastic α-Ω nonlinear dynamo models. This is achieved through performing a comprehensive statistical comparison by computing PDFs of solar activity from observations and from our simulation of mean field dynamo model. The observational data that are used are the time history of solar activity inferred for C14 data in the past 11000 years on a long time scale and direct observations of the sun spot numbers obtained in recent years 1795-1995 on a short time scale. Monte Carlo simulations are performed on these data to obtain PDFs of the solar activity on both long and short time scales. These PDFs are then compared with predicted PDFs from numerical simulation of our α-Ω dynamo model, where α is assumed to have both mean α0 and fluctuating α' parts. By varying the correlation time of fluctuating α', the ratio of the amplitude of the fluctuating to mean alpha <α'2>/α02 (where angular brackets <> denote ensemble average), and the ratio of poloidal to toroidal magnetic fields, we show that the results from our stochastic dynamo model can match the PDFs of solar activity on both long and short time scales. In particular, a good agreement is obtained when the fluctuation in alpha is roughly equal to the mean part with a correlation time shorter than the solar period.

Volatility measurement with directional change in Chinese stock market: Statistical property and investment strategy

NASA Astrophysics Data System (ADS)

Ma, Junjun; Xiong, Xiong; He, Feng; Zhang, Wei

2017-04-01

The stock price fluctuation is studied in this paper with intrinsic time perspective. The event, directional change (DC) or overshoot, are considered as time scale of price time series. With this directional change law, its corresponding statistical properties and parameter estimation is tested in Chinese stock market. Furthermore, a directional change trading strategy is proposed for invest in the market portfolio in Chinese stock market, and both in-sample and out-of-sample performance are compared among the different method of model parameter estimation. We conclude that DC method can capture important fluctuations in Chinese stock market and gain profit due to the statistical property that average upturn overshoot size is bigger than average downturn directional change size. The optimal parameter of DC method is not fixed and we obtained 1.8% annual excess return with this DC-based trading strategy.

Effects of Nongray Opacity on Radiatively Driven Wolf-Rayet Winds

NASA Astrophysics Data System (ADS)

Onifer, A. J.; Gayley, K. G.

2002-05-01

Wolf-Rayet winds are characterized by their large momentum fluxes, and simulations of radiation driving have been increasingly successful in modeling these winds. Simple analytic approaches that help understand the most critical processes for copious momentum deposition already exist in the effectively gray approximation, but these have not been extended to more realistic nongray opacities. With this in mind, we have developed a simplified theory for describing the interaction of the stellar flux with nongray wind opacity. We replace the detailed line list with a set of statistical parameters that are sensitive not only to the strength but also the wavelength distribution of lines, incorporating as a free parameter the rate of photon frequency redistribution. We label the resulting flux-weighted opacity the statistical Sobolev- Rosseland (SSR) mean, and explore how changing these various statistical parameters affects the flux/opacity interaction. We wish to acknowledge NSF grant AST-0098155

Nonlinear estimation of parameters in biphasic Arrhenius plots.

PubMed

Puterman, M L; Hrboticky, N; Innis, S M

1988-05-01

This paper presents a formal procedure for the statistical analysis of data on the thermotropic behavior of membrane-bound enzymes generated using the Arrhenius equation and compares the analysis to several alternatives. Data is modeled by a bent hyperbola. Nonlinear regression is used to obtain estimates and standard errors of the intersection of line segments, defined as the transition temperature, and slopes, defined as energies of activation of the enzyme reaction. The methodology allows formal tests of the adequacy of a biphasic model rather than either a single straight line or a curvilinear model. Examples on data concerning the thermotropic behavior of pig brain synaptosomal acetylcholinesterase are given. The data support the biphasic temperature dependence of this enzyme. The methodology represents a formal procedure for statistical validation of any biphasic data and allows for calculation of all line parameters with estimates of precision.

Role of spatial inhomogenity in GPCR dimerisation predicted by receptor association-diffusion models

NASA Astrophysics Data System (ADS)

Deshpande, Sneha A.; Pawar, Aiswarya B.; Dighe, Anish; Athale, Chaitanya A.; Sengupta, Durba

2017-06-01

G protein-coupled receptor (GPCR) association is an emerging paradigm with far reaching implications in the regulation of signalling pathways and therapeutic interventions. Recent super resolution microscopy studies have revealed that receptor dimer steady state exhibits sub-second dynamics. In particular the GPCRs, muscarinic acetylcholine receptor M1 (M1MR) and formyl peptide receptor (FPR), have been demonstrated to exhibit a fast association/dissociation kinetics, independent of ligand binding. In this work, we have developed a spatial kinetic Monte Carlo model to investigate receptor homo-dimerisation at a single receptor resolution. Experimentally measured association/dissociation kinetic parameters and diffusion coefficients were used as inputs to the model. To test the effect of membrane spatial heterogeneity on the simulated steady state, simulations were compared to experimental statistics of dimerisation. In the simplest case the receptors are assumed to be diffusing in a spatially homogeneous environment, while spatial heterogeneity is modelled to result from crowding, membrane micro-domains and cytoskeletal compartmentalisation or ‘corrals’. We show that a simple association-diffusion model is sufficient to reproduce M1MR association statistics, but fails to reproduce FPR statistics despite comparable kinetic constants. A parameter sensitivity analysis is required to reproduce the association statistics of FPR. The model reveals the complex interplay between cytoskeletal components and their influence on receptor association kinetics within the features of the membrane landscape. These results constitute an important step towards understanding the factors modulating GPCR organisation.

A Bayesian approach to modeling diffraction profiles and application to ferroelectric materials

DOE PAGES

Iamsasri, Thanakorn; Guerrier, Jonathon; Esteves, Giovanni; ...

2017-02-01

A new statistical approach for modeling diffraction profiles is introduced, using Bayesian inference and a Markov chain Monte Carlo (MCMC) algorithm. This method is demonstrated by modeling the degenerate reflections during application of an electric field to two different ferroelectric materials: thin-film lead zirconate titanate (PZT) of composition PbZr 0.3Ti 0.7O 3and a bulk commercial PZT polycrystalline ferroelectric. Here, the new method offers a unique uncertainty quantification of the model parameters that can be readily propagated into new calculated parameters.

Weighted recalibration of the Rosetta pedotransfer model with improved estimates of hydraulic parameter distributions and summary statistics (Rosetta3)

NASA Astrophysics Data System (ADS)

Zhang, Yonggen; Schaap, Marcel G.

2017-04-01

Pedotransfer functions (PTFs) have been widely used to predict soil hydraulic parameters in favor of expensive laboratory or field measurements. Rosetta (Schaap et al., 2001, denoted as Rosetta1) is one of many PTFs and is based on artificial neural network (ANN) analysis coupled with the bootstrap re-sampling method which allows the estimation of van Genuchten water retention parameters (van Genuchten, 1980, abbreviated here as VG), saturated hydraulic conductivity (Ks), and their uncertainties. In this study, we present an improved set of hierarchical pedotransfer functions (Rosetta3) that unify the water retention and Ks submodels into one. Parameter uncertainty of the fit of the VG curve to the original retention data is used in the ANN calibration procedure to reduce bias of parameters predicted by the new PTF. One thousand bootstrap replicas were used to calibrate the new models compared to 60 or 100 in Rosetta1, thus allowing the uni-variate and bi-variate probability distributions of predicted parameters to be quantified in greater detail. We determined the optimal weights for VG parameters and Ks, the optimal number of hidden nodes in ANN, and the number of bootstrap replicas required for statistically stable estimates. Results show that matric potential-dependent bias was reduced significantly while root mean square error (RMSE) for water content were reduced modestly; RMSE for Ks was increased by 0.9% (H3w) to 3.3% (H5w) in the new models on log scale of Ks compared with the Rosetta1 model. It was found that estimated distributions of parameters were mildly non-Gaussian and could instead be described rather well with heavy-tailed α-stable distributions. On the other hand, arithmetic means had only a small estimation bias for most textures when compared with the mean-like "shift" parameter of the α-stable distributions. Arithmetic means and (co-)variances are therefore still recommended as summary statistics of the estimated distributions. However, it may be necessary to parameterize the distributions in different ways if the new estimates are used in stochastic analyses of vadose zone flow and transport. Rosetta1 and Posetta3 were implemented in the python programming language, and the source code as well as additional documentation is available at: http://www.cals.arizona.edu/research/rosettav3.html.

Quadratic semiparametric Von Mises calculus

PubMed Central

Robins, James; Li, Lingling; Tchetgen, Eric

2009-01-01

We discuss a new method of estimation of parameters in semiparametric and nonparametric models. The method is based on U-statistics constructed from quadratic influence functions. The latter extend ordinary linear influence functions of the parameter of interest as defined in semiparametric theory, and represent second order derivatives of this parameter. For parameters for which the matching cannot be perfect the method leads to a bias-variance trade-off, and results in estimators that converge at a slower than n–1/2-rate. In a number of examples the resulting rate can be shown to be optimal. We are particularly interested in estimating parameters in models with a nuisance parameter of high dimension or low regularity, where the parameter of interest cannot be estimated at n–1/2-rate. PMID:23087487

A statistical survey of heat input parameters into the cusp thermosphere

NASA Astrophysics Data System (ADS)

Moen, J. I.; Skjaeveland, A.; Carlson, H. C.

2017-12-01

Based on three winters of observational data, we present those ionosphere parameters deemed most critical to realistic space weather ionosphere and thermosphere representation and prediction, in regions impacted by variability in the cusp. The CHAMP spacecraft revealed large variability in cusp thermosphere densities, measuring frequent satellite drag enhancements, up to doublings. The community recognizes a clear need for more realistic representation of plasma flows and electron densities near the cusp. Existing average-value models produce order of magnitude errors in these parameters, resulting in large under estimations of predicted drag. We fill this knowledge gap with statistics-based specification of these key parameters over their range of observed values. The EISCAT Svalbard Radar (ESR) tracks plasma flow Vi , electron density Ne, and electron, ion temperatures Te, Ti , with consecutive 2-3 minute windshield-wipe scans of 1000x500 km areas. This allows mapping the maximum Ti of a large area within or near the cusp with high temporal resolution. In magnetic field-aligned mode the radar can measure high-resolution profiles of these plasma parameters. By deriving statistics for Ne and Ti , we enable derivation of thermosphere heating deposition under background and frictional-drag-dominated magnetic reconnection conditions. We separate our Ne and Ti profiles into quiescent and enhanced states, which are not closely correlated due to the spatial structure of the reconnection foot point. Use of our data-based parameter inputs can make order of magnitude corrections to input data driving thermosphere models, enabling removal of previous two fold drag errors.

Comparison of dark energy models: A perspective from the latest observational data

NASA Astrophysics Data System (ADS)

Li, Miao; Li, Xiaodong; Zhang, Xin

2010-09-01

We compare some popular dark energy models under the assumption of a flat universe by using the latest observational data including the type Ia supernovae Constitution compilation, the baryon acoustic oscillation measurement from the Sloan Digital Sky Survey, the cosmic microwave background measurement given by the seven-year Wilkinson Microwave Anisotropy Probe observations and the determination of H 0 from the Hubble Space Telescope. Model comparison statistics such as the Bayesian and Akaike information criteria are applied to assess the worth of the models. These statistics favor models that give a good fit with fewer parameters. Based on this analysis, we find that the simplest cosmological constant model that has only one free parameter is still preferred by the current data. For other dynamical dark energy models, we find that some of them, such as the α dark energy, constant w, generalized Chaplygin gas, Chevalliear-Polarski-Linder parametrization, and holographic dark energy models, can provide good fits to the current data, and three of them, namely, the Ricci dark energy, agegraphic dark energy, and Dvali-Gabadadze-Porrati models, are clearly disfavored by the data.

An accurate behavioral model for single-photon avalanche diode statistical performance simulation

NASA Astrophysics Data System (ADS)

Xu, Yue; Zhao, Tingchen; Li, Ding

2018-01-01

An accurate behavioral model is presented to simulate important statistical performance of single-photon avalanche diodes (SPADs), such as dark count and after-pulsing noise. The derived simulation model takes into account all important generation mechanisms of the two kinds of noise. For the first time, thermal agitation, trap-assisted tunneling and band-to-band tunneling mechanisms are simultaneously incorporated in the simulation model to evaluate dark count behavior of SPADs fabricated in deep sub-micron CMOS technology. Meanwhile, a complete carrier trapping and de-trapping process is considered in afterpulsing model and a simple analytical expression is derived to estimate after-pulsing probability. In particular, the key model parameters of avalanche triggering probability and electric field dependence of excess bias voltage are extracted from Geiger-mode TCAD simulation and this behavioral simulation model doesn't include any empirical parameters. The developed SPAD model is implemented in Verilog-A behavioral hardware description language and successfully operated on commercial Cadence Spectre simulator, showing good universality and compatibility. The model simulation results are in a good accordance with the test data, validating high simulation accuracy.

Modeling and forecasting the distribution of Vibrio vulnificus in Chesapeake Bay

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

Jacobs, John M.; Rhodes, M.; Brown, C. W.

The aim is to construct statistical models to predict the presence, abundance and potential virulence of Vibrio vulnificus in surface waters. A variety of statistical techniques were used in concert to identify water quality parameters associated with V. vulnificus presence, abundance and virulence markers in the interest of developing strong predictive models for use in regional oceanographic modeling systems. A suite of models are provided to represent the best model fit and alternatives using environmental variables that allow them to be put to immediate use in current ecological forecasting efforts. Conclusions: Environmental parameters such as temperature, salinity and turbidity aremore » capable of accurately predicting abundance and distribution of V. vulnificus in Chesapeake Bay. Forcing these empirical models with output from ocean modeling systems allows for spatially explicit forecasts for up to 48 h in the future. This study uses one of the largest data sets compiled to model Vibrio in an estuary, enhances our understanding of environmental correlates with abundance, distribution and presence of potentially virulent strains and offers a method to forecast these pathogens that may be replicated in other regions.« less

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

NASA Astrophysics Data System (ADS)

Li, Bo

2016-12-01

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

Stochastic Individual-Based Modeling of Bacterial Growth and Division Using Flow Cytometry.

PubMed

García, Míriam R; Vázquez, José A; Teixeira, Isabel G; Alonso, Antonio A

2017-01-01

A realistic description of the variability in bacterial growth and division is critical to produce reliable predictions of safety risks along the food chain. Individual-based modeling of bacteria provides the theoretical framework to deal with this variability, but it requires information about the individual behavior of bacteria inside populations. In this work, we overcome this problem by estimating the individual behavior of bacteria from population statistics obtained with flow cytometry. For this objective, a stochastic individual-based modeling framework is defined based on standard assumptions during division and exponential growth. The unknown single-cell parameters required for running the individual-based modeling simulations, such as cell size growth rate, are estimated from the flow cytometry data. Instead of using directly the individual-based model, we make use of a modified Fokker-Plank equation. This only equation simulates the population statistics in function of the unknown single-cell parameters. We test the validity of the approach by modeling the growth and division of Pediococcus acidilactici within the exponential phase. Estimations reveal the statistics of cell growth and division using only data from flow cytometry at a given time. From the relationship between the mother and daughter volumes, we also predict that P. acidilactici divide into two successive parallel planes.

Automated optimization of water-water interaction parameters for a coarse-grained model.

PubMed

Fogarty, Joseph C; Chiu, See-Wing; Kirby, Peter; Jakobsson, Eric; Pandit, Sagar A

2014-02-13

We have developed an automated parameter optimization software framework (ParOpt) that implements the Nelder-Mead simplex algorithm and applied it to a coarse-grained polarizable water model. The model employs a tabulated, modified Morse potential with decoupled short- and long-range interactions incorporating four water molecules per interaction site. Polarizability is introduced by the addition of a harmonic angle term defined among three charged points within each bead. The target function for parameter optimization was based on the experimental density, surface tension, electric field permittivity, and diffusion coefficient. The model was validated by comparison of statistical quantities with experimental observation. We found very good performance of the optimization procedure and good agreement of the model with experiment.

Fast maximum likelihood estimation using continuous-time neural point process models.

PubMed

Lepage, Kyle Q; MacDonald, Christopher J

2015-06-01

A recent report estimates that the number of simultaneously recorded neurons is growing exponentially. A commonly employed statistical paradigm using discrete-time point process models of neural activity involves the computation of a maximum-likelihood estimate. The time to computate this estimate, per neuron, is proportional to the number of bins in a finely spaced discretization of time. By using continuous-time models of neural activity and the optimally efficient Gaussian quadrature, memory requirements and computation times are dramatically decreased in the commonly encountered situation where the number of parameters p is much less than the number of time-bins n. In this regime, with q equal to the quadrature order, memory requirements are decreased from O(np) to O(qp), and the number of floating-point operations are decreased from O(np(2)) to O(qp(2)). Accuracy of the proposed estimates is assessed based upon physiological consideration, error bounds, and mathematical results describing the relation between numerical integration error and numerical error affecting both parameter estimates and the observed Fisher information. A check is provided which is used to adapt the order of numerical integration. The procedure is verified in simulation and for hippocampal recordings. It is found that in 95 % of hippocampal recordings a q of 60 yields numerical error negligible with respect to parameter estimate standard error. Statistical inference using the proposed methodology is a fast and convenient alternative to statistical inference performed using a discrete-time point process model of neural activity. It enables the employment of the statistical methodology available with discrete-time inference, but is faster, uses less memory, and avoids any error due to discretization.

Role of sufficient statistics in stochastic thermodynamics and its implication to sensory adaptation

NASA Astrophysics Data System (ADS)

Matsumoto, Takumi; Sagawa, Takahiro

2018-04-01

A sufficient statistic is a significant concept in statistics, which means a probability variable that has sufficient information required for an inference task. We investigate the roles of sufficient statistics and related quantities in stochastic thermodynamics. Specifically, we prove that for general continuous-time bipartite networks, the existence of a sufficient statistic implies that an informational quantity called the sensory capacity takes the maximum. Since the maximal sensory capacity imposes a constraint that the energetic efficiency cannot exceed one-half, our result implies that the existence of a sufficient statistic is inevitably accompanied by energetic dissipation. We also show that, in a particular parameter region of linear Langevin systems there exists the optimal noise intensity at which the sensory capacity, the information-thermodynamic efficiency, and the total entropy production are optimized at the same time. We apply our general result to a model of sensory adaptation of E. coli and find that the sensory capacity is nearly maximal with experimentally realistic parameters.

The application of the pilot points in groundwater numerical inversion model

NASA Astrophysics Data System (ADS)

Hu, Bin; Teng, Yanguo; Cheng, Lirong

2015-04-01

Numerical inversion simulation of groundwater has been widely applied in groundwater. Compared to traditional forward modeling, inversion model has more space to study. Zones and inversing modeling cell by cell are conventional methods. Pilot points is a method between them. The traditional inverse modeling method often uses software dividing the model into several zones with a few parameters needed to be inversed. However, distribution is usually too simple for modeler and result of simulation deviation. Inverse cell by cell will get the most actual parameter distribution in theory, but it need computational complexity greatly and quantity of survey data for geological statistical simulation areas. Compared to those methods, pilot points distribute a set of points throughout the different model domains for parameter estimation. Property values are assigned to model cells by Kriging to ensure geological units within the parameters of heterogeneity. It will reduce requirements of simulation area geological statistics and offset the gap between above methods. Pilot points can not only save calculation time, increase fitting degree, but also reduce instability of numerical model caused by numbers of parameters and other advantages. In this paper, we use pilot point in a field which structure formation heterogeneity and hydraulics parameter was unknown. We compare inversion modeling results of zones and pilot point methods. With the method of comparative analysis, we explore the characteristic of pilot point in groundwater inversion model. First, modeler generates an initial spatially correlated field given a geostatistical model by the description of the case site with the software named Groundwater Vistas 6. Defining Kriging to obtain the value of the field functions over the model domain on the basis of their values at measurement and pilot point locations (hydraulic conductivity), then we assign pilot points to the interpolated field which have been divided into 4 zones. And add range of disturbance values to inversion targets to calculate the value of hydraulic conductivity. Third, after inversion calculation (PEST), the interpolated field will minimize an objective function measuring the misfit between calculated and measured data. It's an optimization problem to find the optimum value of parameters. After the inversion modeling, the following major conclusion can be found out: (1) In a field structure formation is heterogeneity, the results of pilot point method is more real: better fitting result of parameters, more stable calculation of numerical simulation (stable residual distribution). Compared to zones, it is better of reflecting the heterogeneity of study field. (2) Pilot point method ensures that each parameter is sensitive and not entirely dependent on other parameters. Thus it guarantees the relative independence and authenticity of parameters evaluation results. However, it costs more time to calculate than zones. Key words: groundwater; pilot point; inverse model; heterogeneity; hydraulic conductivity

A Four-parameter Budyko Equation for Mean Annual Water Balance

NASA Astrophysics Data System (ADS)

Tang, Y.; Wang, D.

2016-12-01

In this study, a four-parameter Budyko equation for long-term water balance at watershed scale is derived based on the proportionality relationships of the two-stage partitioning of precipitation. The four-parameter Budyko equation provides a practical solution to balance model simplicity and representation of dominated hydrologic processes. Under the four-parameter Budyko framework, the key hydrologic processes related to the lower bound of Budyko curve are determined, that is, the lower bound is corresponding to the situation when surface runoff and initial evaporation not competing with base flow generation are zero. The derived model is applied to 166 MOPEX watersheds in United States, and the dominant controlling factors on each parameter are determined. Then, four statistical models are proposed to predict the four model parameters based on the dominant controlling factors, e.g., saturated hydraulic conductivity, fraction of sand, time period between two storms, watershed slope, and Normalized Difference Vegetation Index. This study shows a potential application of the four-parameter Budyko equation to constrain land-surface parameterizations in ungauged watersheds or general circulation models.

Models of dyadic social interaction.

PubMed Central

Griffin, Dale; Gonzalez, Richard

2003-01-01

We discuss the logic of research designs for dyadic interaction and present statistical models with parameters that are tied to psychologically relevant constructs. Building on Karl Pearson's classic nineteenth-century statistical analysis of within-organism similarity, we describe several approaches to indexing dyadic interdependence and provide graphical methods for visualizing dyadic data. We also describe several statistical and conceptual solutions to the 'levels of analytic' problem in analysing dyadic data. These analytic strategies allow the researcher to examine and measure psychological questions of interdependence and social influence. We provide illustrative data from casually interacting and romantic dyads. PMID:12689382

Reliability Estimation of Aero-engine Based on Mixed Weibull Distribution Model

NASA Astrophysics Data System (ADS)

Yuan, Zhongda; Deng, Junxiang; Wang, Dawei

2018-02-01

Aero-engine is a complex mechanical electronic system, based on analysis of reliability of mechanical electronic system, Weibull distribution model has an irreplaceable role. Till now, only two-parameter Weibull distribution model and three-parameter Weibull distribution are widely used. Due to diversity of engine failure modes, there is a big error with single Weibull distribution model. By contrast, a variety of engine failure modes can be taken into account with mixed Weibull distribution model, so it is a good statistical analysis model. Except the concept of dynamic weight coefficient, in order to make reliability estimation result more accurately, three-parameter correlation coefficient optimization method is applied to enhance Weibull distribution model, thus precision of mixed distribution reliability model is improved greatly. All of these are advantageous to popularize Weibull distribution model in engineering applications.

Predicting Statistical Response and Extreme Events in Uncertainty Quantification through Reduced-Order Models

NASA Astrophysics Data System (ADS)

Qi, D.; Majda, A.

2017-12-01

A low-dimensional reduced-order statistical closure model is developed for quantifying the uncertainty in statistical sensitivity and intermittency in principal model directions with largest variability in high-dimensional turbulent system and turbulent transport models. Imperfect model sensitivity is improved through a recent mathematical strategy for calibrating model errors in a training phase, where information theory and linear statistical response theory are combined in a systematic fashion to achieve the optimal model performance. The idea in the reduced-order method is from a self-consistent mathematical framework for general systems with quadratic nonlinearity, where crucial high-order statistics are approximated by a systematic model calibration procedure. Model efficiency is improved through additional damping and noise corrections to replace the expensive energy-conserving nonlinear interactions. Model errors due to the imperfect nonlinear approximation are corrected by tuning the model parameters using linear response theory with an information metric in a training phase before prediction. A statistical energy principle is adopted to introduce a global scaling factor in characterizing the higher-order moments in a consistent way to improve model sensitivity. Stringent models of barotropic and baroclinic turbulence are used to display the feasibility of the reduced-order methods. Principal statistical responses in mean and variance can be captured by the reduced-order models with accuracy and efficiency. Besides, the reduced-order models are also used to capture crucial passive tracer field that is advected by the baroclinic turbulent flow. It is demonstrated that crucial principal statistical quantities like the tracer spectrum and fat-tails in the tracer probability density functions in the most important large scales can be captured efficiently with accuracy using the reduced-order tracer model in various dynamical regimes of the flow field with distinct statistical structures.

Improvements to an earth observing statistical performance model with applications to LWIR spectral variability

NASA Astrophysics Data System (ADS)

Zhao, Runchen; Ientilucci, Emmett J.

2017-05-01

Hyperspectral remote sensing systems provide spectral data composed of hundreds of narrow spectral bands. Spectral remote sensing systems can be used to identify targets, for example, without physical interaction. Often it is of interested to characterize the spectral variability of targets or objects. The purpose of this paper is to identify and characterize the LWIR spectral variability of targets based on an improved earth observing statistical performance model, known as the Forecasting and Analysis of Spectroradiometric System Performance (FASSP) model. FASSP contains three basic modules including a scene model, sensor model and a processing model. Instead of using mean surface reflectance only as input to the model, FASSP transfers user defined statistical characteristics of a scene through the image chain (i.e., from source to sensor). The radiative transfer model, MODTRAN, is used to simulate the radiative transfer based on user defined atmospheric parameters. To retrieve class emissivity and temperature statistics, or temperature / emissivity separation (TES), a LWIR atmospheric compensation method is necessary. The FASSP model has a method to transform statistics in the visible (ie., ELM) but currently does not have LWIR TES algorithm in place. This paper addresses the implementation of such a TES algorithm and its associated transformation of statistics.

Effects of total pressure on non-grey gas radiation transfer in oxy-fuel combustion using the LBL, SNB, SNBCK, WSGG, and FSCK methods

NASA Astrophysics Data System (ADS)

Chu, Huaqiang; Gu, Mingyan; Consalvi, Jean-Louis; Liu, Fengshan; Zhou, Huaichun

2016-03-01

The effects of total pressure on gas radiation heat transfer are investigated in 1D parallel plate geometry containing isothermal and homogeneous media and an inhomogeneous and non-isothermal CO2-H2O mixture under conditions relevant to oxy-fuel combustion using the line-by-line (LBL), statistical narrow-band (SNB), statistical narrow-band correlated-k (SNBCK), weighted-sum-of-grey-gases (WSGG), and full-spectrum correlated-k (FSCK) models. The LBL calculations were conducted using the HITEMP2010 and CDSD-1000 databases and the LBL results serve as the benchmark solution to evaluate the accuracy of the other models. Calculations of the SNB, SNBCK, and FSCK were conducted using both the 1997 EM2C SNB parameters and their recently updated 2012 parameters to investigate how the SNB model parameters affect the results under oxy-fuel combustion conditions at high pressures. The WSGG model considered is the recently developed one by Bordbar et al. [19] for oxy-fuel combustion based on LBL calculations using HITEMP2010. The total pressure considered ranges from 1 up to 30 atm. The total pressure significantly affects gas radiation transfer primarily through the increase in molecule number density and only slightly through spectral line broadening. Using the 1997 EM2C SNB model parameters the accuracy of SNB and SNBCK is very good and remains essentially independent of the total pressure. When using the 2012 EM2C SNB model parameters the SNB and SNBCK results are less accurate and their error increases with increasing the total pressure. The WSGG model has the lowest accuracy and the best computational efficiency among the models investigated. The errors of both WSGG and FSCK using the 2012 EM2C SNB model parameters increase when the total pressure is increased from 1 to 10 atm, but remain nearly independent of the total pressure beyond 10 atm. When using the 1997 EM2C SNB model parameters the accuracy of FSCK only slightly decreases with increasing the total pressure.

Determining fundamental properties of matter created in ultrarelativistic heavy-ion collisions

NASA Astrophysics Data System (ADS)

Novak, J.; Novak, K.; Pratt, S.; Vredevoogd, J.; Coleman-Smith, C. E.; Wolpert, R. L.

2014-03-01

Posterior distributions for physical parameters describing relativistic heavy-ion collisions, such as the viscosity of the quark-gluon plasma, are extracted through a comparison of hydrodynamic-based transport models to experimental results from 100AGeV+100AGeV Au +Au collisions at the Relativistic Heavy Ion Collider. By simultaneously varying six parameters and by evaluating several classes of observables, we are able to explore the complex intertwined dependencies of observables on model parameters. The methods provide a full multidimensional posterior distribution for the model output, including a range of acceptable values for each parameter, and reveal correlations between them. The breadth of observables and the number of parameters considered here go beyond previous studies in this field. The statistical tools, which are based upon Gaussian process emulators, are tested in detail and should be extendable to larger data sets and a higher number of parameters.

Use of ocean color scanner data in water quality mapping

NASA Technical Reports Server (NTRS)

Khorram, S.

1981-01-01

Remotely sensed data, in combination with in situ data, are used in assessing water quality parameters within the San Francisco Bay-Delta. The parameters include suspended solids, chlorophyll, and turbidity. Regression models are developed between each of the water quality parameter measurements and the Ocean Color Scanner (OCS) data. The models are then extended to the entire study area for mapping water quality parameters. The results include a series of color-coded maps, each pertaining to one of the water quality parameters, and the statistical analysis of the OCS data and regression models. It is found that concurrently collected OCS data and surface truth measurements are highly useful in mapping the selected water quality parameters and locating areas having relatively high biological activity. In addition, it is found to be virtually impossible, at least within this test site, to locate such areas on U-2 color and color-infrared photography.

Linearised and non-linearised isotherm models optimization analysis by error functions and statistical means

PubMed Central

2014-01-01

In adsorption study, to describe sorption process and evaluation of best-fitting isotherm model is a key analysis to investigate the theoretical hypothesis. Hence, numerous statistically analysis have been extensively used to estimate validity of the experimental equilibrium adsorption values with the predicted equilibrium values. Several statistical error analysis were carried out. In the present study, the following statistical analysis were carried out to evaluate the adsorption isotherm model fitness, like the Pearson correlation, the coefficient of determination and the Chi-square test, have been used. The ANOVA test was carried out for evaluating significance of various error functions and also coefficient of dispersion were evaluated for linearised and non-linearised models. The adsorption of phenol onto natural soil (Local name Kalathur soil) was carried out, in batch mode at 30 ± 20 C. For estimating the isotherm parameters, to get a holistic view of the analysis the models were compared between linear and non-linear isotherm models. The result reveled that, among above mentioned error functions and statistical functions were designed to determine the best fitting isotherm. PMID:25018878

Bayesian calibration of the Community Land Model using surrogates

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

Ray, Jaideep; Hou, Zhangshuan; Huang, Maoyi

2014-02-01

We present results from the Bayesian calibration of hydrological parameters of the Community Land Model (CLM), which is often used in climate simulations and Earth system models. A statistical inverse problem is formulated for three hydrological parameters, conditional on observations of latent heat surface fluxes over 48 months. Our calibration method uses polynomial and Gaussian process surrogates of the CLM, and solves the parameter estimation problem using a Markov chain Monte Carlo sampler. Posterior probability densities for the parameters are developed for two sites with different soil and vegetation covers. Our method also allows us to examine the structural errormore » in CLM under two error models. We find that surrogate models can be created for CLM in most cases. The posterior distributions are more predictive than the default parameter values in CLM. Climatologically averaging the observations does not modify the parameters' distributions significantly. The structural error model reveals a correlation time-scale which can be used to identify the physical process that could be contributing to it. While the calibrated CLM has a higher predictive skill, the calibration is under-dispersive.« less

Biophysical model for assessment of risk of acute exposures in combination with low level chronic irradiation

NASA Astrophysics Data System (ADS)

Smirnova, O. A.

A biophysical model is developed which describes the mortality dynamics in mammalian populations unexposed and exposed to radiation The model relates statistical biometric functions mortality rate life span probability density and life span probability with statistical characteristics and dynamics of a critical body system in individuals composing the population The model describing the dynamics of thrombocytopoiesis in nonirradiated and irradiated mammals is also developed this hematopoietic line being considered as the critical body system under exposures in question The mortality model constructed in the framework of the proposed approach was identified to reproduce the irradiation effects on populations of mice The most parameters of the thrombocytopoiesis model were determined from the data available in the literature on hematology and radiobiology the rest parameters were evaluated by fitting some experimental data on the dynamics of this system in acutely irradiated mice The successful verification of the thrombocytopoiesis model was fulfilled by the quantitative juxtaposition of the modeling predictions and experimental data on the dynamics of this system in mice exposed to either acute or chronic irradiation at wide ranges of doses and dose rates It is important that only experimental data on the mortality rate in nonirradiated population and the relevant statistical characteristics of the thrombocytopoiesis system in mice which are also available in the literature on radiobiology are needed for the final identification of

A Model Fit Statistic for Generalized Partial Credit Model

ERIC Educational Resources Information Center

Liang, Tie; Wells, Craig S.

2009-01-01

Investigating the fit of a parametric model is an important part of the measurement process when implementing item response theory (IRT), but research examining it is limited. A general nonparametric approach for detecting model misfit, introduced by J. Douglas and A. S. Cohen (2001), has exhibited promising results for the two-parameter logistic…

Linking Mechanics and Statistics in Epidermal Tissues

NASA Astrophysics Data System (ADS)

Kim, Sangwoo; Hilgenfeldt, Sascha

2015-03-01

Disordered cellular structures, such as foams, polycrystals, or living tissues, can be characterized by quantitative measurements of domain size and topology. In recent work, we showed that correlations between size and topology in 2D systems are sensitive to the shape (eccentricity) of the individual domains: From a local model of neighbor relations, we derived an analytical justification for the famous empirical Lewis law, confirming the theory with experimental data from cucumber epidermal tissue. Here, we go beyond this purely geometrical model and identify mechanical properties of the tissue as the root cause for the domain eccentricity and thus the statistics of tissue structure. The simple model approach is based on the minimization of an interfacial energy functional. Simulations with Surface Evolver show that the domain statistics depend on a single mechanical parameter, while parameter fluctuations from cell to cell play an important role in simultaneously explaining the shape distribution of cells. The simulations are in excellent agreement with experiments and analytical theory, and establish a general link between the mechanical properties of a tissue and its structure. The model is relevant to diagnostic applications in a variety of animal and plant tissues.

Modeling the Risk of Radiation-Induced Acute Esophagitis for Combined Washington University and RTOG Trial 93-11 Lung Cancer Patients

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

Huang, Ellen X.; Bradley, Jeffrey D.; El Naqa, Issam

2012-04-01

Purpose: To construct a maximally predictive model of the risk of severe acute esophagitis (AE) for patients who receive definitive radiation therapy (RT) for non-small-cell lung cancer. Methods and Materials: The dataset includes Washington University and RTOG 93-11 clinical trial data (events/patients: 120/374, WUSTL = 101/237, RTOG9311 = 19/137). Statistical model building was performed based on dosimetric and clinical parameters (patient age, sex, weight loss, pretreatment chemotherapy, concurrent chemotherapy, fraction size). A wide range of dose-volume parameters were extracted from dearchived treatment plans, including Dx, Vx, MOHx (mean of hottest x% volume), MOCx (mean of coldest x% volume), and gEUDmore » (generalized equivalent uniform dose) values. Results: The most significant single parameters for predicting acute esophagitis (RTOG Grade 2 or greater) were MOH85, mean esophagus dose (MED), and V30. A superior-inferior weighted dose-center position was derived but not found to be significant. Fraction size was found to be significant on univariate logistic analysis (Spearman R = 0.421, p < 0.00001) but not multivariate logistic modeling. Cross-validation model building was used to determine that an optimal model size needed only two parameters (MOH85 and concurrent chemotherapy, robustly selected on bootstrap model-rebuilding). Mean esophagus dose (MED) is preferred instead of MOH85, as it gives nearly the same statistical performance and is easier to compute. AE risk is given as a logistic function of (0.0688 Asterisk-Operator MED+1.50 Asterisk-Operator ConChemo-3.13), where MED is in Gy and ConChemo is either 1 (yes) if concurrent chemotherapy was given, or 0 (no). This model correlates to the observed risk of AE with a Spearman coefficient of 0.629 (p < 0.000001). Conclusions: Multivariate statistical model building with cross-validation suggests that a two-variable logistic model based on mean dose and the use of concurrent chemotherapy robustly predicts acute esophagitis risk in combined-data WUSTL and RTOG 93-11 trial datasets.« less

Space, time, and the third dimension (model error)

USGS Publications Warehouse

Moss, Marshall E.

1979-01-01

The space-time tradeoff of hydrologic data collection (the ability to substitute spatial coverage for temporal extension of records or vice versa) is controlled jointly by the statistical properties of the phenomena that are being measured and by the model that is used to meld the information sources. The control exerted on the space-time tradeoff by the model and its accompanying errors has seldom been studied explicitly. The technique, known as Network Analyses for Regional Information (NARI), permits such a study of the regional regression model that is used to relate streamflow parameters to the physical and climatic characteristics of the drainage basin.The NARI technique shows that model improvement is a viable and sometimes necessary means of improving regional data collection systems. Model improvement provides an immediate increase in the accuracy of regional parameter estimation and also increases the information potential of future data collection. Model improvement, which can only be measured in a statistical sense, cannot be quantitatively estimated prior to its achievement; thus an attempt to upgrade a particular model entails a certain degree of risk on the part of the hydrologist.

A consistent framework for Horton regression statistics that leads to a modified Hack's law

USGS Publications Warehouse

Furey, P.R.; Troutman, B.M.

2008-01-01

A statistical framework is introduced that resolves important problems with the interpretation and use of traditional Horton regression statistics. The framework is based on a univariate regression model that leads to an alternative expression for Horton ratio, connects Horton regression statistics to distributional simple scaling, and improves the accuracy in estimating Horton plot parameters. The model is used to examine data for drainage area A and mainstream length L from two groups of basins located in different physiographic settings. Results show that confidence intervals for the Horton plot regression statistics are quite wide. Nonetheless, an analysis of covariance shows that regression intercepts, but not regression slopes, can be used to distinguish between basin groups. The univariate model is generalized to include n > 1 dependent variables. For the case where the dependent variables represent ln A and ln L, the generalized model performs somewhat better at distinguishing between basin groups than two separate univariate models. The generalized model leads to a modification of Hack's law where L depends on both A and Strahler order ??. Data show that ?? plays a statistically significant role in the modified Hack's law expression. ?? 2008 Elsevier B.V.

An efficient soil water balance model based on hybrid numerical and statistical methods

NASA Astrophysics Data System (ADS)

Mao, Wei; Yang, Jinzhong; Zhu, Yan; Ye, Ming; Liu, Zhao; Wu, Jingwei

2018-04-01

Most soil water balance models only consider downward soil water movement driven by gravitational potential, and thus cannot simulate upward soil water movement driven by evapotranspiration especially in agricultural areas. In addition, the models cannot be used for simulating soil water movement in heterogeneous soils, and usually require many empirical parameters. To resolve these problems, this study derives a new one-dimensional water balance model for simulating both downward and upward soil water movement in heterogeneous unsaturated zones. The new model is based on a hybrid of numerical and statistical methods, and only requires four physical parameters. The model uses three governing equations to consider three terms that impact soil water movement, including the advective term driven by gravitational potential, the source/sink term driven by external forces (e.g., evapotranspiration), and the diffusive term driven by matric potential. The three governing equations are solved separately by using the hybrid numerical and statistical methods (e.g., linear regression method) that consider soil heterogeneity. The four soil hydraulic parameters required by the new models are as follows: saturated hydraulic conductivity, saturated water content, field capacity, and residual water content. The strength and weakness of the new model are evaluated by using two published studies, three hypothetical examples and a real-world application. The evaluation is performed by comparing the simulation results of the new model with corresponding results presented in the published studies, obtained using HYDRUS-1D and observation data. The evaluation indicates that the new model is accurate and efficient for simulating upward soil water flow in heterogeneous soils with complex boundary conditions. The new model is used for evaluating different drainage functions, and the square drainage function and the power drainage function are recommended. Computational efficiency of the new model makes it particularly suitable for large-scale simulation of soil water movement, because the new model can be used with coarse discretization in space and time.

Optimal hemodynamic response model for functional near-infrared spectroscopy

PubMed Central

Kamran, Muhammad A.; Jeong, Myung Yung; Mannan, Malik M. N.

2015-01-01

Functional near-infrared spectroscopy (fNIRS) is an emerging non-invasive brain imaging technique and measures brain activities by means of near-infrared light of 650–950 nm wavelengths. The cortical hemodynamic response (HR) differs in attributes at different brain regions and on repetition of trials, even if the experimental paradigm is kept exactly the same. Therefore, an HR model that can estimate such variations in the response is the objective of this research. The canonical hemodynamic response function (cHRF) is modeled by two Gamma functions with six unknown parameters (four of them to model the shape and other two to scale and baseline respectively). The HRF model is supposed to be a linear combination of HRF, baseline, and physiological noises (amplitudes and frequencies of physiological noises are supposed to be unknown). An objective function is developed as a square of the residuals with constraints on 12 free parameters. The formulated problem is solved by using an iterative optimization algorithm to estimate the unknown parameters in the model. Inter-subject variations in HRF and physiological noises have been estimated for better cortical functional maps. The accuracy of the algorithm has been verified using 10 real and 15 simulated data sets. Ten healthy subjects participated in the experiment and their HRF for finger-tapping tasks have been estimated and analyzed. The statistical significance of the estimated activity strength parameters has been verified by employing statistical analysis (i.e., t-value > tcritical and p-value < 0.05). PMID:26136668

Optimal hemodynamic response model for functional near-infrared spectroscopy.

PubMed

Kamran, Muhammad A; Jeong, Myung Yung; Mannan, Malik M N

2015-01-01

Functional near-infrared spectroscopy (fNIRS) is an emerging non-invasive brain imaging technique and measures brain activities by means of near-infrared light of 650-950 nm wavelengths. The cortical hemodynamic response (HR) differs in attributes at different brain regions and on repetition of trials, even if the experimental paradigm is kept exactly the same. Therefore, an HR model that can estimate such variations in the response is the objective of this research. The canonical hemodynamic response function (cHRF) is modeled by two Gamma functions with six unknown parameters (four of them to model the shape and other two to scale and baseline respectively). The HRF model is supposed to be a linear combination of HRF, baseline, and physiological noises (amplitudes and frequencies of physiological noises are supposed to be unknown). An objective function is developed as a square of the residuals with constraints on 12 free parameters. The formulated problem is solved by using an iterative optimization algorithm to estimate the unknown parameters in the model. Inter-subject variations in HRF and physiological noises have been estimated for better cortical functional maps. The accuracy of the algorithm has been verified using 10 real and 15 simulated data sets. Ten healthy subjects participated in the experiment and their HRF for finger-tapping tasks have been estimated and analyzed. The statistical significance of the estimated activity strength parameters has been verified by employing statistical analysis (i.e., t-value > t critical and p-value < 0.05).

Statistical emulation of landslide-induced tsunamis at the Rockall Bank, NE Atlantic

PubMed Central

Guillas, S.; Georgiopoulou, A.; Dias, F.

2017-01-01

Statistical methods constitute a useful approach to understand and quantify the uncertainty that governs complex tsunami mechanisms. Numerical experiments may often have a high computational cost. This forms a limiting factor for performing uncertainty and sensitivity analyses, where numerous simulations are required. Statistical emulators, as surrogates of these simulators, can provide predictions of the physical process in a much faster and computationally inexpensive way. They can form a prominent solution to explore thousands of scenarios that would be otherwise numerically expensive and difficult to achieve. In this work, we build a statistical emulator of the deterministic codes used to simulate submarine sliding and tsunami generation at the Rockall Bank, NE Atlantic Ocean, in two stages. First we calibrate, against observations of the landslide deposits, the parameters used in the landslide simulations. This calibration is performed under a Bayesian framework using Gaussian Process (GP) emulators to approximate the landslide model, and the discrepancy function between model and observations. Distributions of the calibrated input parameters are obtained as a result of the calibration. In a second step, a GP emulator is built to mimic the coupled landslide-tsunami numerical process. The emulator propagates the uncertainties in the distributions of the calibrated input parameters inferred from the first step to the outputs. As a result, a quantification of the uncertainty of the maximum free surface elevation at specified locations is obtained. PMID:28484339

Statistical emulation of landslide-induced tsunamis at the Rockall Bank, NE Atlantic.

PubMed

Salmanidou, D M; Guillas, S; Georgiopoulou, A; Dias, F

2017-04-01

Statistical methods constitute a useful approach to understand and quantify the uncertainty that governs complex tsunami mechanisms. Numerical experiments may often have a high computational cost. This forms a limiting factor for performing uncertainty and sensitivity analyses, where numerous simulations are required. Statistical emulators, as surrogates of these simulators, can provide predictions of the physical process in a much faster and computationally inexpensive way. They can form a prominent solution to explore thousands of scenarios that would be otherwise numerically expensive and difficult to achieve. In this work, we build a statistical emulator of the deterministic codes used to simulate submarine sliding and tsunami generation at the Rockall Bank, NE Atlantic Ocean, in two stages. First we calibrate, against observations of the landslide deposits, the parameters used in the landslide simulations. This calibration is performed under a Bayesian framework using Gaussian Process (GP) emulators to approximate the landslide model, and the discrepancy function between model and observations. Distributions of the calibrated input parameters are obtained as a result of the calibration. In a second step, a GP emulator is built to mimic the coupled landslide-tsunami numerical process. The emulator propagates the uncertainties in the distributions of the calibrated input parameters inferred from the first step to the outputs. As a result, a quantification of the uncertainty of the maximum free surface elevation at specified locations is obtained.

Measuring the Pharmacokinetic Properties of Drugs with a Novel Surgical Rat Model.

PubMed

Christakis, Ioannis; Scott, Rebecca; Minnion, James; Cuenco, Joyceline; Tan, Tricia; Palazzo, Fausto; Bloom, Stephen

2017-06-01

Purpose/aim of the study: The pharmacokinetic (PK) parameters in animal models can help optimize novel candidate drugs prior to human trials. However, due to the complexity of pharmacokinetic experiments, their use is limited in academia. We present a novel surgical rat model for investigation of pharmacokinetic parameters and its use in an anti-obesity drug development program. The model uses anesthetized male Wistar rats, a jugular, a femoral catheter, and an insulin pump for peptide infusion. The following pharmacokinetic parameters were measured: metabolic clearance rate (MCR), half-life, and volume of distribution (Vd). Glucagon-like peptide 1 (GLP-1), glucagon (GCG), and exendin-4 (Ex-4) were used to validate the model. The pharmacokinetic parameters of anti-obesity drug candidates X1, X2, and X3 were measured. GLP-1 had a significantly higher MCR (83.9 ± 14.1 mL/min/kg) compared to GCG (40.7 ± 14.3 mL/min/kg) and Ex-4 (10.1 ± 2.5 mL/min/kg) (p < .01 and p < .001 respectively). Ex-4 had a statistically significant longer half-life (35.1 ± 7.4 min) compared to both GCG (3.2 ± 1.7 min) and GLP-1 (1.2 ± 0.4 min) (p < .01 for both GCG and GLP-1). Ex-4 had a statistically significant higher volume of distribution (429.7 ± 164.9 mL/kg) compared to both GCG (146.8 ± 49.6 mL/kg) and GLP-1 (149.7 ± 53.5 mL/kg) (p < .01 for both GCG and GLP-1). Peptide X3 had a statistically significant longer half-life (21.3 ± 3.5 min) compared to both X1 (3.9 ± 0.4 min) and X2 (16.1 ± 2.8 min) (p < .001 for both X1 and X2). We present an affordable and easily accessible platform for the measurement of PK parameters of peptides. This novel surgical rat model produces consistent and reproducible results while minimizing animal use.

Representing Micro-Macro Linkages by Actor-Based Dynamic Network Models

PubMed Central

Snijders, Tom A.B.; Steglich, Christian E.G.

2014-01-01

Stochastic actor-based models for network dynamics have the primary aim of statistical inference about processes of network change, but may be regarded as a kind of agent-based models. Similar to many other agent-based models, they are based on local rules for actor behavior. Different from many other agent-based models, by including elements of generalized linear statistical models they aim to be realistic detailed representations of network dynamics in empirical data sets. Statistical parallels to micro-macro considerations can be found in the estimation of parameters determining local actor behavior from empirical data, and the assessment of goodness of fit from the correspondence with network-level descriptives. This article studies several network-level consequences of dynamic actor-based models applied to represent cross-sectional network data. Two examples illustrate how network-level characteristics can be obtained as emergent features implied by micro-specifications of actor-based models. PMID:25960578

Averaging Models: Parameters Estimation with the R-Average Procedure

ERIC Educational Resources Information Center

Vidotto, G.; Massidda, D.; Noventa, S.

2010-01-01

The Functional Measurement approach, proposed within the theoretical framework of Information Integration Theory (Anderson, 1981, 1982), can be a useful multi-attribute analysis tool. Compared to the majority of statistical models, the averaging model can account for interaction effects without adding complexity. The R-Average method (Vidotto &…

Bayesian inference based on dual generalized order statistics from the exponentiated Weibull model

NASA Astrophysics Data System (ADS)

Al Sobhi, Mashail M.

2015-02-01

Bayesian estimation for the two parameters and the reliability function of the exponentiated Weibull model are obtained based on dual generalized order statistics (DGOS). Also, Bayesian prediction bounds for future DGOS from exponentiated Weibull model are obtained. The symmetric and asymmetric loss functions are considered for Bayesian computations. The Markov chain Monte Carlo (MCMC) methods are used for computing the Bayes estimates and prediction bounds. The results have been specialized to the lower record values. Comparisons are made between Bayesian and maximum likelihood estimators via Monte Carlo simulation.

Detecting Mixtures from Structural Model Differences Using Latent Variable Mixture Modeling: A Comparison of Relative Model Fit Statistics

ERIC Educational Resources Information Center

Henson, James M.; Reise, Steven P.; Kim, Kevin H.

2007-01-01

The accuracy of structural model parameter estimates in latent variable mixture modeling was explored with a 3 (sample size) [times] 3 (exogenous latent mean difference) [times] 3 (endogenous latent mean difference) [times] 3 (correlation between factors) [times] 3 (mixture proportions) factorial design. In addition, the efficacy of several…

Time Delay Embedding Increases Estimation Precision of Models of Intraindividual Variability

ERIC Educational Resources Information Center

von Oertzen, Timo; Boker, Steven M.

2010-01-01

This paper investigates the precision of parameters estimated from local samples of time dependent functions. We find that "time delay embedding," i.e., structuring data prior to analysis by constructing a data matrix of overlapping samples, increases the precision of parameter estimates and in turn statistical power compared to standard…

Statistics of initial density perturbations in heavy ion collisions and their fluid dynamic response

NASA Astrophysics Data System (ADS)

Floerchinger, Stefan; Wiedemann, Urs Achim

2014-08-01

An interesting opportunity to determine thermodynamic and transport properties in more detail is to identify generic statistical properties of initial density perturbations. Here we study event-by-event fluctuations in terms of correlation functions for two models that can be solved analytically. The first assumes Gaussian fluctuations around a distribution that is fixed by the collision geometry but leads to non-Gaussian features after averaging over the reaction plane orientation at non-zero impact parameter. In this context, we derive a three-parameter extension of the commonly used Bessel-Gaussian event-by-event distribution of harmonic flow coefficients. Secondly, we study a model of N independent point sources for which connected n-point correlation functions of initial perturbations scale like 1 /N n-1. This scaling is violated for non-central collisions in a way that can be characterized by its impact parameter dependence. We discuss to what extent these are generic properties that can be expected to hold for any model of initial conditions, and how this can improve the fluid dynamical analysis of heavy ion collisions.

FIT: statistical modeling tool for transcriptome dynamics under fluctuating field conditions

PubMed Central

Iwayama, Koji; Aisaka, Yuri; Kutsuna, Natsumaro

2017-01-01

Abstract Motivation: Considerable attention has been given to the quantification of environmental effects on organisms. In natural conditions, environmental factors are continuously changing in a complex manner. To reveal the effects of such environmental variations on organisms, transcriptome data in field environments have been collected and analyzed. Nagano et al. proposed a model that describes the relationship between transcriptomic variation and environmental conditions and demonstrated the capability to predict transcriptome variation in rice plants. However, the computational cost of parameter optimization has prevented its wide application. Results: We propose a new statistical model and efficient parameter optimization based on the previous study. We developed and released FIT, an R package that offers functions for parameter optimization and transcriptome prediction. The proposed method achieves comparable or better prediction performance within a shorter computational time than the previous method. The package will facilitate the study of the environmental effects on transcriptomic variation in field conditions. Availability and Implementation: Freely available from CRAN (https://cran.r-project.org/web/packages/FIT/). Contact: anagano@agr.ryukoku.ac.jp Supplementary information: Supplementary data are available at Bioinformatics online PMID:28158396

Estimating order statistics of network degrees

NASA Astrophysics Data System (ADS)

Chu, J.; Nadarajah, S.

2018-01-01

We model the order statistics of network degrees of big data sets by a range of generalised beta distributions. A three parameter beta distribution due to Libby and Novick (1982) is shown to give the best overall fit for at least four big data sets. The fit of this distribution is significantly better than the fit suggested by Olhede and Wolfe (2012) across the whole range of order statistics for all four data sets.

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

Exact Scheffé-type confidence intervals for output from groundwater flow models: 1. Use of hydrogeologic information

USGS Publications Warehouse

Cooley, Richard L.

1993-01-01

A new method is developed to efficiently compute exact Scheffé-type confidence intervals for output (or other function of parameters) g(β) derived from a groundwater flow model. The method is general in that parameter uncertainty can be specified by any statistical distribution having a log probability density function (log pdf) that can be expanded in a Taylor series. However, for this study parameter uncertainty is specified by a statistical multivariate beta distribution that incorporates hydrogeologic information in the form of the investigator's best estimates of parameters and a grouping of random variables representing possible parameter values so that each group is defined by maximum and minimum bounds and an ordering according to increasing value. The new method forms the confidence intervals from maximum and minimum limits of g(β) on a contour of a linear combination of (1) the quadratic form for the parameters used by Cooley and Vecchia (1987) and (2) the log pdf for the multivariate beta distribution. Three example problems are used to compare characteristics of the confidence intervals for hydraulic head obtained using different weights for the linear combination. Different weights generally produced similar confidence intervals, whereas the method of Cooley and Vecchia (1987) often produced much larger confidence intervals.

Detecting changes in ultrasound backscattered statistics by using Nakagami parameters: Comparisons of moment-based and maximum likelihood estimators.

PubMed

Lin, Jen-Jen; Cheng, Jung-Yu; Huang, Li-Fei; Lin, Ying-Hsiu; Wan, Yung-Liang; Tsui, Po-Hsiang

2017-05-01

The Nakagami distribution is an approximation useful to the statistics of ultrasound backscattered signals for tissue characterization. Various estimators may affect the Nakagami parameter in the detection of changes in backscattered statistics. In particular, the moment-based estimator (MBE) and maximum likelihood estimator (MLE) are two primary methods used to estimate the Nakagami parameters of ultrasound signals. This study explored the effects of the MBE and different MLE approximations on Nakagami parameter estimations. Ultrasound backscattered signals of different scatterer number densities were generated using a simulation model, and phantom experiments and measurements of human liver tissues were also conducted to acquire real backscattered echoes. Envelope signals were employed to estimate the Nakagami parameters by using the MBE, first- and second-order approximations of MLE (MLE 1 and MLE 2 , respectively), and Greenwood approximation (MLE gw ) for comparisons. The simulation results demonstrated that, compared with the MBE and MLE 1 , the MLE 2 and MLE gw enabled more stable parameter estimations with small sample sizes. Notably, the required data length of the envelope signal was 3.6 times the pulse length. The phantom and tissue measurement results also showed that the Nakagami parameters estimated using the MLE 2 and MLE gw could simultaneously differentiate various scatterer concentrations with lower standard deviations and reliably reflect physical meanings associated with the backscattered statistics. Therefore, the MLE 2 and MLE gw are suggested as estimators for the development of Nakagami-based methodologies for ultrasound tissue characterization. Copyright © 2017 Elsevier B.V. All rights reserved.

Generalized correlation integral vectors: A distance concept for chaotic dynamical systems

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

Haario, Heikki, E-mail: heikki.haario@lut.fi; Kalachev, Leonid, E-mail: KalachevL@mso.umt.edu; Hakkarainen, Janne

2015-06-15

Several concepts of fractal dimension have been developed to characterise properties of attractors of chaotic dynamical systems. Numerical approximations of them must be calculated by finite samples of simulated trajectories. In principle, the quantities should not depend on the choice of the trajectory, as long as it provides properly distributed samples of the underlying attractor. In practice, however, the trajectories are sensitive with respect to varying initial values, small changes of the model parameters, to the choice of a solver, numeric tolerances, etc. The purpose of this paper is to present a statistically sound approach to quantify this variability. Wemore » modify the concept of correlation integral to produce a vector that summarises the variability at all selected scales. The distribution of this stochastic vector can be estimated, and it provides a statistical distance concept between trajectories. Here, we demonstrate the use of the distance for the purpose of estimating model parameters of a chaotic dynamic model. The methodology is illustrated using computational examples for the Lorenz 63 and Lorenz 95 systems, together with a framework for Markov chain Monte Carlo sampling to produce posterior distributions of model parameters.« less

Data mining and statistical inference in selective laser melting

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

Kamath, Chandrika

Selective laser melting (SLM) is an additive manufacturing process that builds a complex three-dimensional part, layer-by-layer, using a laser beam to fuse fine metal powder together. The design freedom afforded by SLM comes associated with complexity. As the physical phenomena occur over a broad range of length and time scales, the computational cost of modeling the process is high. At the same time, the large number of parameters that control the quality of a part make experiments expensive. In this paper, we describe ways in which we can use data mining and statistical inference techniques to intelligently combine simulations andmore » experiments to build parts with desired properties. We start with a brief summary of prior work in finding process parameters for high-density parts. We then expand on this work to show how we can improve the approach by using feature selection techniques to identify important variables, data-driven surrogate models to reduce computational costs, improved sampling techniques to cover the design space adequately, and uncertainty analysis for statistical inference. Here, our results indicate that techniques from data mining and statistics can complement those from physical modeling to provide greater insight into complex processes such as selective laser melting.« less

Data mining and statistical inference in selective laser melting

DOE PAGES

Kamath, Chandrika

2016-01-11

Selective laser melting (SLM) is an additive manufacturing process that builds a complex three-dimensional part, layer-by-layer, using a laser beam to fuse fine metal powder together. The design freedom afforded by SLM comes associated with complexity. As the physical phenomena occur over a broad range of length and time scales, the computational cost of modeling the process is high. At the same time, the large number of parameters that control the quality of a part make experiments expensive. In this paper, we describe ways in which we can use data mining and statistical inference techniques to intelligently combine simulations andmore » experiments to build parts with desired properties. We start with a brief summary of prior work in finding process parameters for high-density parts. We then expand on this work to show how we can improve the approach by using feature selection techniques to identify important variables, data-driven surrogate models to reduce computational costs, improved sampling techniques to cover the design space adequately, and uncertainty analysis for statistical inference. Here, our results indicate that techniques from data mining and statistics can complement those from physical modeling to provide greater insight into complex processes such as selective laser melting.« less

Extended Kalman Filter for Estimation of Parameters in Nonlinear State-Space Models of Biochemical Networks

PubMed Central

Sun, Xiaodian; Jin, Li; Xiong, Momiao

2008-01-01

It is system dynamics that determines the function of cells, tissues and organisms. To develop mathematical models and estimate their parameters are an essential issue for studying dynamic behaviors of biological systems which include metabolic networks, genetic regulatory networks and signal transduction pathways, under perturbation of external stimuli. In general, biological dynamic systems are partially observed. Therefore, a natural way to model dynamic biological systems is to employ nonlinear state-space equations. Although statistical methods for parameter estimation of linear models in biological dynamic systems have been developed intensively in the recent years, the estimation of both states and parameters of nonlinear dynamic systems remains a challenging task. In this report, we apply extended Kalman Filter (EKF) to the estimation of both states and parameters of nonlinear state-space models. To evaluate the performance of the EKF for parameter estimation, we apply the EKF to a simulation dataset and two real datasets: JAK-STAT signal transduction pathway and Ras/Raf/MEK/ERK signaling transduction pathways datasets. The preliminary results show that EKF can accurately estimate the parameters and predict states in nonlinear state-space equations for modeling dynamic biochemical networks. PMID:19018286

Statistical modeling of natural backgrounds in hyperspectral LWIR data

NASA Astrophysics Data System (ADS)

Truslow, Eric; Manolakis, Dimitris; Cooley, Thomas; Meola, Joseph

2016-09-01

Hyperspectral sensors operating in the long wave infrared (LWIR) have a wealth of applications including remote material identification and rare target detection. While statistical models for modeling surface reflectance in visible and near-infrared regimes have been well studied, models for the temperature and emissivity in the LWIR have not been rigorously investigated. In this paper, we investigate modeling hyperspectral LWIR data using a statistical mixture model for the emissivity and surface temperature. Statistical models for the surface parameters can be used to simulate surface radiances and at-sensor radiance which drives the variability of measured radiance and ultimately the performance of signal processing algorithms. Thus, having models that adequately capture data variation is extremely important for studying performance trades. The purpose of this paper is twofold. First, we study the validity of this model using real hyperspectral data, and compare the relative variability of hyperspectral data in the LWIR and visible and near-infrared (VNIR) regimes. Second, we illustrate how materials that are easily distinguished in the VNIR, may be difficult to separate when imaged in the LWIR.

Statistical methods for clinical verification of dose response parameters related to esophageal stricture and AVM obliteration from radiotherapy

NASA Astrophysics Data System (ADS)

Mavroidis, Panayiotis; Lind, Bengt K.; Theodorou, Kyriaki; Laurell, Göran; Fernberg, Jan-Olof; Lefkopoulos, Dimitrios; Kappas, Constantin; Brahme, Anders

2004-08-01

The purpose of this work is to provide some statistical methods for evaluating the predictive strength of radiobiological models and the validity of dose-response parameters for tumour control and normal tissue complications. This is accomplished by associating the expected complication rates, which are calculated using different models, with the clinical follow-up records. These methods are applied to 77 patients who received radiation treatment for head and neck cancer and 85 patients who were treated for arteriovenous malformation (AVM). The three-dimensional dose distribution delivered to esophagus and AVM nidus and the clinical follow-up results were available for each patient. Dose-response parameters derived by a maximum likelihood fitting were used as a reference to evaluate their compatibility with the examined treatment methodologies. The impact of the parameter uncertainties on the dose-response curves is demonstrated. The clinical utilization of the radiobiological parameters is illustrated. The radiobiological models (relative seriality and linear Poisson) and the reference parameters are validated to prove their suitability in reproducing the treatment outcome pattern of the patient material studied (through the probability of finding a worse fit, area under the ROC curve and khgr2 test). The analysis was carried out for the upper 5 cm of the esophagus (proximal esophagus) where all the strictures are formed, and the total volume of AVM. The estimated confidence intervals of the dose-response curves appear to have a significant supporting role on their clinical implementation and use.

SPOTting Model Parameters Using a Ready-Made Python Package

NASA Astrophysics Data System (ADS)

Houska, Tobias; Kraft, Philipp; Chamorro-Chavez, Alejandro; Breuer, Lutz

2017-04-01

The choice for specific parameter estimation methods is often more dependent on its availability than its performance. We developed SPOTPY (Statistical Parameter Optimization Tool), an open source python package containing a comprehensive set of methods typically used to calibrate, analyze and optimize parameters for a wide range of ecological models. SPOTPY currently contains eight widely used algorithms, 11 objective functions, and can sample from eight parameter distributions. SPOTPY has a model-independent structure and can be run in parallel from the workstation to large computation clusters using the Message Passing Interface (MPI). We tested SPOTPY in five different case studies to parameterize the Rosenbrock, Griewank and Ackley functions, a one-dimensional physically based soil moisture routine, where we searched for parameters of the van Genuchten-Mualem function and a calibration of a biogeochemistry model with different objective functions. The case studies reveal that the implemented SPOTPY methods can be used for any model with just a minimal amount of code for maximal power of parameter optimization. They further show the benefit of having one package at hand that includes number of well performing parameter search methods, since not every case study can be solved sufficiently with every algorithm or every objective function.

SPOTting Model Parameters Using a Ready-Made Python Package.

PubMed

Houska, Tobias; Kraft, Philipp; Chamorro-Chavez, Alejandro; Breuer, Lutz

2015-01-01

The choice for specific parameter estimation methods is often more dependent on its availability than its performance. We developed SPOTPY (Statistical Parameter Optimization Tool), an open source python package containing a comprehensive set of methods typically used to calibrate, analyze and optimize parameters for a wide range of ecological models. SPOTPY currently contains eight widely used algorithms, 11 objective functions, and can sample from eight parameter distributions. SPOTPY has a model-independent structure and can be run in parallel from the workstation to large computation clusters using the Message Passing Interface (MPI). We tested SPOTPY in five different case studies to parameterize the Rosenbrock, Griewank and Ackley functions, a one-dimensional physically based soil moisture routine, where we searched for parameters of the van Genuchten-Mualem function and a calibration of a biogeochemistry model with different objective functions. The case studies reveal that the implemented SPOTPY methods can be used for any model with just a minimal amount of code for maximal power of parameter optimization. They further show the benefit of having one package at hand that includes number of well performing parameter search methods, since not every case study can be solved sufficiently with every algorithm or every objective function.

SPOTting Model Parameters Using a Ready-Made Python Package

PubMed Central

Houska, Tobias; Kraft, Philipp; Chamorro-Chavez, Alejandro; Breuer, Lutz

2015-01-01

The choice for specific parameter estimation methods is often more dependent on its availability than its performance. We developed SPOTPY (Statistical Parameter Optimization Tool), an open source python package containing a comprehensive set of methods typically used to calibrate, analyze and optimize parameters for a wide range of ecological models. SPOTPY currently contains eight widely used algorithms, 11 objective functions, and can sample from eight parameter distributions. SPOTPY has a model-independent structure and can be run in parallel from the workstation to large computation clusters using the Message Passing Interface (MPI). We tested SPOTPY in five different case studies to parameterize the Rosenbrock, Griewank and Ackley functions, a one-dimensional physically based soil moisture routine, where we searched for parameters of the van Genuchten-Mualem function and a calibration of a biogeochemistry model with different objective functions. The case studies reveal that the implemented SPOTPY methods can be used for any model with just a minimal amount of code for maximal power of parameter optimization. They further show the benefit of having one package at hand that includes number of well performing parameter search methods, since not every case study can be solved sufficiently with every algorithm or every objective function. PMID:26680783

The distribution of density in supersonic turbulence

NASA Astrophysics Data System (ADS)

Squire, Jonathan; Hopkins, Philip F.

2017-11-01

We propose a model for the statistics of the mass density in supersonic turbulence, which plays a crucial role in star formation and the physics of the interstellar medium (ISM). The model is derived by considering the density to be arranged as a collection of strong shocks of width ˜ M^{-2}, where M is the turbulent Mach number. With two physically motivated parameters, the model predicts all density statistics for M>1 turbulence: the density probability distribution and its intermittency (deviation from lognormality), the density variance-Mach number relation, power spectra and structure functions. For the proposed model parameters, reasonable agreement is seen between model predictions and numerical simulations, albeit within the large uncertainties associated with current simulation results. More generally, the model could provide a useful framework for more detailed analysis of future simulations and observational data. Due to the simple physical motivations for the model in terms of shocks, it is straightforward to generalize to more complex physical processes, which will be helpful in future more detailed applications to the ISM. We see good qualitative agreement between such extensions and recent simulations of non-isothermal turbulence.

Effective model approach to the dense state of QCD matter

NASA Astrophysics Data System (ADS)

Fukushima, Kenji

2011-12-01

The first-principle approach to the dense state of QCD matter, i.e. the lattice-QCD simulation at finite baryon density, is not under theoretical control for the moment. The effective model study based on QCD symmetries is a practical alternative. However the model parameters that are fixed by hadronic properties in the vacuum may have unknown dependence on the baryon chemical potential. We propose a new prescription to constrain the effective model parameters by the matching condition with the thermal Statistical Model. In the transitional region where thermal quantities blow up in the Statistical Model, deconfined quarks and gluons should smoothly take over the relevant degrees of freedom from hadrons and resonances. We use the Polyakov-loop coupled Nambu-Jona-Lasinio (PNJL) model as an effective description in the quark side and show how the matching condition is satisfied by a simple ansäatz on the Polyakov loop potential. Our results favor a phase diagram with the chiral phase transition located at slightly higher temperature than deconfinement which stays close to the chemical freeze-out points.

Towards Accurate Modelling of Galaxy Clustering on Small Scales: Testing the Standard ΛCDM + Halo Model

NASA Astrophysics Data System (ADS)

Sinha, Manodeep; Berlind, Andreas A.; McBride, Cameron K.; Scoccimarro, Roman; Piscionere, Jennifer A.; Wibking, Benjamin D.

2018-04-01

Interpreting the small-scale clustering of galaxies with halo models can elucidate the connection between galaxies and dark matter halos. Unfortunately, the modelling is typically not sufficiently accurate for ruling out models statistically. It is thus difficult to use the information encoded in small scales to test cosmological models or probe subtle features of the galaxy-halo connection. In this paper, we attempt to push halo modelling into the "accurate" regime with a fully numerical mock-based methodology and careful treatment of statistical and systematic errors. With our forward-modelling approach, we can incorporate clustering statistics beyond the traditional two-point statistics. We use this modelling methodology to test the standard ΛCDM + halo model against the clustering of SDSS DR7 galaxies. Specifically, we use the projected correlation function, group multiplicity function and galaxy number density as constraints. We find that while the model fits each statistic separately, it struggles to fit them simultaneously. Adding group statistics leads to a more stringent test of the model and significantly tighter constraints on model parameters. We explore the impact of varying the adopted halo definition and cosmological model and find that changing the cosmology makes a significant difference. The most successful model we tried (Planck cosmology with Mvir halos) matches the clustering of low luminosity galaxies, but exhibits a 2.3σ tension with the clustering of luminous galaxies, thus providing evidence that the "standard" halo model needs to be extended. This work opens the door to adding interesting freedom to the halo model and including additional clustering statistics as constraints.

How Statisticians Speak Risk

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

Redus, K.S.

2007-07-01

The foundation of statistics deals with (a) how to measure and collect data and (b) how to identify models using estimates of statistical parameters derived from the data. Risk is a term used by the statistical community and those that employ statistics to express the results of a statistically based study. Statistical risk is represented as a probability that, for example, a statistical model is sufficient to describe a data set; but, risk is also interpreted as a measure of worth of one alternative when compared to another. The common thread of any risk-based problem is the combination of (a)more » the chance an event will occur, with (b) the value of the event. This paper presents an introduction to, and some examples of, statistical risk-based decision making from a quantitative, visual, and linguistic sense. This should help in understanding areas of radioactive waste management that can be suitably expressed using statistical risk and vice-versa. (authors)« less

Amplitude and Phase Characteristics of Signals at the Output of Spatially Separated Antennas for Paths with Scattering

NASA Astrophysics Data System (ADS)

Anikin, A. S.

2018-06-01

Conditional statistical characteristics of the phase difference are considered depending on the ratio of instantaneous output signal amplitudes of spatially separated weakly directional antennas for the normal field model for paths with radio-wave scattering. The dependences obtained are related to the physical processes on the radio-wave propagation path. The normal model parameters are established at which the statistical characteristics of the phase difference depend on the ratio of the instantaneous amplitudes and hence can be used to measure the phase difference. Using Shannon's formula, the amount of information on the phase difference of signals contained in the ratio of their amplitudes is calculated depending on the parameters of the normal field model. Approaches are suggested to reduce the shift of phase difference measured for paths with radio-wave scattering. A comparison with results of computer simulation by the Monte Carlo method is performed.

A Backscatter-Lidar Forward-Operator

NASA Astrophysics Data System (ADS)

Geisinger, Armin; Behrendt, Andreas; Wulfmeyer, Volker; Vogel, Bernhard; Mattis, Ina; Flentje, Harald; Förstner, Jochen; Potthast, Roland

2015-04-01

We have developed a forward-operator which is capable of calculating virtual lidar profiles from atmospheric state simulations. The operator allows us to compare lidar measurements and model simulations based on the same measurement parameter: the lidar backscatter profile. This method simplifies qualitative comparisons and also makes quantitative comparisons possible, including statistical error quantification. Implemented into an aerosol-capable model system, the operator will act as a component to assimilate backscatter-lidar measurements. As many weather services maintain already networks of backscatter-lidars, such data are acquired already in an operational manner. To estimate and quantify errors due to missing or uncertain aerosol information, we started sensitivity studies about several scattering parameters such as the aerosol size and both the real and imaginary part of the complex index of refraction. Furthermore, quantitative and statistical comparisons between measurements and virtual measurements are shown in this study, i.e. applying the backscatter-lidar forward-operator on model output.

Transmuted of Rayleigh Distribution with Estimation and Application on Noise Signal

NASA Astrophysics Data System (ADS)

Ahmed, Suhad; Qasim, Zainab

2018-05-01

This paper deals with transforming one parameter Rayleigh distribution, into transmuted probability distribution through introducing a new parameter (λ), since this studied distribution is necessary in representing signal data distribution and failure data model the value of this transmuted parameter |λ| ≤ 1, is also estimated as well as the original parameter (⊖) by methods of moments and maximum likelihood using different sample size (n=25, 50, 75, 100) and comparing the results of estimation by statistical measure (mean square error, MSE).

Efficient estimation of Pareto model: Some modified percentile estimators.

PubMed

Bhatti, Sajjad Haider; Hussain, Shahzad; Ahmad, Tanvir; Aslam, Muhammad; Aftab, Muhammad; Raza, Muhammad Ali

2018-01-01

The article proposes three modified percentile estimators for parameter estimation of the Pareto distribution. These modifications are based on median, geometric mean and expectation of empirical cumulative distribution function of first-order statistic. The proposed modified estimators are compared with traditional percentile estimators through a Monte Carlo simulation for different parameter combinations with varying sample sizes. Performance of different estimators is assessed in terms of total mean square error and total relative deviation. It is determined that modified percentile estimator based on expectation of empirical cumulative distribution function of first-order statistic provides efficient and precise parameter estimates compared to other estimators considered. The simulation results were further confirmed using two real life examples where maximum likelihood and moment estimators were also considered.

New robust statistical procedures for the polytomous logistic regression models.

PubMed

Castilla, Elena; Ghosh, Abhik; Martin, Nirian; Pardo, Leandro

2018-05-17

This article derives a new family of estimators, namely the minimum density power divergence estimators, as a robust generalization of the maximum likelihood estimator for the polytomous logistic regression model. Based on these estimators, a family of Wald-type test statistics for linear hypotheses is introduced. Robustness properties of both the proposed estimators and the test statistics are theoretically studied through the classical influence function analysis. Appropriate real life examples are presented to justify the requirement of suitable robust statistical procedures in place of the likelihood based inference for the polytomous logistic regression model. The validity of the theoretical results established in the article are further confirmed empirically through suitable simulation studies. Finally, an approach for the data-driven selection of the robustness tuning parameter is proposed with empirical justifications. © 2018, The International Biometric Society.

Global sensitivity analysis, probabilistic calibration, and predictive assessment for the data assimilation linked ecosystem carbon model

DOE PAGES

Safta, C.; Ricciuto, Daniel M.; Sargsyan, Khachik; ...

2015-07-01

In this paper we propose a probabilistic framework for an uncertainty quantification (UQ) study of a carbon cycle model and focus on the comparison between steady-state and transient simulation setups. A global sensitivity analysis (GSA) study indicates the parameters and parameter couplings that are important at different times of the year for quantities of interest (QoIs) obtained with the data assimilation linked ecosystem carbon (DALEC) model. We then employ a Bayesian approach and a statistical model error term to calibrate the parameters of DALEC using net ecosystem exchange (NEE) observations at the Harvard Forest site. The calibration results are employedmore » in the second part of the paper to assess the predictive skill of the model via posterior predictive checks.« less

Maximum likelihood-based analysis of single-molecule photon arrival trajectories

NASA Astrophysics Data System (ADS)

Hajdziona, Marta; Molski, Andrzej

2011-02-01

In this work we explore the statistical properties of the maximum likelihood-based analysis of one-color photon arrival trajectories. This approach does not involve binning and, therefore, all of the information contained in an observed photon strajectory is used. We study the accuracy and precision of parameter estimates and the efficiency of the Akaike information criterion and the Bayesian information criterion (BIC) in selecting the true kinetic model. We focus on the low excitation regime where photon trajectories can be modeled as realizations of Markov modulated Poisson processes. The number of observed photons is the key parameter in determining model selection and parameter estimation. For example, the BIC can select the true three-state model from competing two-, three-, and four-state kinetic models even for relatively short trajectories made up of 2 × 103 photons. When the intensity levels are well-separated and 104 photons are observed, the two-state model parameters can be estimated with about 10% precision and those for a three-state model with about 20% precision.

Modular Spectral Inference Framework Applied to Young Stars and Brown Dwarfs

NASA Technical Reports Server (NTRS)

Gully-Santiago, Michael A.; Marley, Mark S.

2017-01-01

In practice, synthetic spectral models are imperfect, causing inaccurate estimates of stellar parameters. Using forward modeling and statistical inference, we derive accurate stellar parameters for a given observed spectrum by emulating a grid of precomputed spectra to track uncertainties. Spectral inference as applied to brown dwarfs re: Synthetic spectral models (Marley et al 1996 and 2014) via the newest grid spans a massive multi-dimensional grid applied to IGRINS spectra, improving atmospheric models for JWST. When applied to young stars(10Myr) with large starpots, they can be measured spectroscopically, especially in the near-IR with IGRINS.

Dynamical thresholding of pancake models: a promising variant of the HDM picture

NASA Astrophysics Data System (ADS)

Buchert, Thomas

Variants of pancake models are considered which allow for the construction of a phenomenological link to the galaxy formation process. A control parameter space is introduced which defines different scenarios of galaxy formation. The sensibility of statistical measures of the small-scale structure with respect to this parameter freedom is demonstrated. This property of the galaxy formation model, together with the consequences of enlarging the box size of the simulation to a `fair sample scale', form the basis of arguments to support the possible revival of the standard `Hot-Dark-Matter' model.

Determining the accuracy of maximum likelihood parameter estimates with colored residuals

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.; Klein, Vladislav

1994-01-01

An important part of building high fidelity mathematical models based on measured data is calculating the accuracy associated with statistical estimates of the model parameters. Indeed, without some idea of the accuracy of parameter estimates, the estimates themselves have limited value. In this work, an expression based on theoretical analysis was developed to properly compute parameter accuracy measures for maximum likelihood estimates with colored residuals. This result is important because experience from the analysis of measured data reveals that the residuals from maximum likelihood estimation are almost always colored. The calculations involved can be appended to conventional maximum likelihood estimation algorithms. Simulated data runs were used to show that the parameter accuracy measures computed with this technique accurately reflect the quality of the parameter estimates from maximum likelihood estimation without the need for analysis of the output residuals in the frequency domain or heuristically determined multiplication factors. The result is general, although the application studied here is maximum likelihood estimation of aerodynamic model parameters from flight test data.

Variational Bayesian Parameter Estimation Techniques for the General Linear Model

PubMed Central

Starke, Ludger; Ostwald, Dirk

2017-01-01

Variational Bayes (VB), variational maximum likelihood (VML), restricted maximum likelihood (ReML), and maximum likelihood (ML) are cornerstone parametric statistical estimation techniques in the analysis of functional neuroimaging data. However, the theoretical underpinnings of these model parameter estimation techniques are rarely covered in introductory statistical texts. Because of the widespread practical use of VB, VML, ReML, and ML in the neuroimaging community, we reasoned that a theoretical treatment of their relationships and their application in a basic modeling scenario may be helpful for both neuroimaging novices and practitioners alike. In this technical study, we thus revisit the conceptual and formal underpinnings of VB, VML, ReML, and ML and provide a detailed account of their mathematical relationships and implementational details. We further apply VB, VML, ReML, and ML to the general linear model (GLM) with non-spherical error covariance as commonly encountered in the first-level analysis of fMRI data. To this end, we explicitly derive the corresponding free energy objective functions and ensuing iterative algorithms. Finally, in the applied part of our study, we evaluate the parameter and model recovery properties of VB, VML, ReML, and ML, first in an exemplary setting and then in the analysis of experimental fMRI data acquired from a single participant under visual stimulation. PMID:28966572

Validity of strong lensing statistics for constraints on the galaxy evolution model

NASA Astrophysics Data System (ADS)

Matsumoto, Akiko; Futamase, Toshifumi

2008-02-01

We examine the usefulness of the strong lensing statistics to constrain the evolution of the number density of lensing galaxies by adopting the values of the cosmological parameters determined by recent Wilkinson Microwave Anisotropy Probe observation. For this purpose, we employ the lens-redshift test proposed by Kochanek and constrain the parameters in two evolution models, simple power-law model characterized by the power-law indexes νn and νv, and the evolution model by Mitchell et al. based on cold dark matter structure formation scenario. We use the well-defined lens sample from the Sloan Digital Sky Survey (SDSS) and this is similarly sized samples used in the previous studies. Furthermore, we adopt the velocity dispersion function of early-type galaxies based on SDSS DR1 and DR5. It turns out that the indexes of power-law model are consistent with the previous studies, thus our results indicate the mild evolution in the number and velocity dispersion of early-type galaxies out to z = 1. However, we found that the values for p and q used by Mitchell et al. are inconsistent with the presently available observational data. More complete sample is necessary to withdraw more realistic determination on these parameters.

Optimizing the parameters of the Lyman-Kutcher-Burman, Källman, and Logit+EUD models for the rectum - a comparison between normal tissue complication probability and clinical data

NASA Astrophysics Data System (ADS)

Trojková, Darina; Judas, Libor; Trojek, Tomáš

2014-11-01

Minimizing the late rectal toxicity of prostate cancer patients is a very important and widely-discussed topic. Normal tissue complication probability (NTCP) models can be used to evaluate competing treatment plans. In our work, the parameters of the Lyman-Kutcher-Burman (LKB), Källman, and Logit+EUD models are optimized by minimizing the Brier score for a group of 302 prostate cancer patients. The NTCP values are calculated and are compared with the values obtained using previously published values for the parameters. χ2 Statistics were calculated as a check of goodness of optimization.

Bayesian inference for joint modelling of longitudinal continuous, binary and ordinal events.

PubMed

Li, Qiuju; Pan, Jianxin; Belcher, John

2016-12-01

In medical studies, repeated measurements of continuous, binary and ordinal outcomes are routinely collected from the same patient. Instead of modelling each outcome separately, in this study we propose to jointly model the trivariate longitudinal responses, so as to take account of the inherent association between the different outcomes and thus improve statistical inferences. This work is motivated by a large cohort study in the North West of England, involving trivariate responses from each patient: Body Mass Index, Depression (Yes/No) ascertained with cut-off score not less than 8 at the Hospital Anxiety and Depression Scale, and Pain Interference generated from the Medical Outcomes Study 36-item short-form health survey with values returned on an ordinal scale 1-5. There are some well-established methods for combined continuous and binary, or even continuous and ordinal responses, but little work was done on the joint analysis of continuous, binary and ordinal responses. We propose conditional joint random-effects models, which take into account the inherent association between the continuous, binary and ordinal outcomes. Bayesian analysis methods are used to make statistical inferences. Simulation studies show that, by jointly modelling the trivariate outcomes, standard deviations of the estimates of parameters in the models are smaller and much more stable, leading to more efficient parameter estimates and reliable statistical inferences. In the real data analysis, the proposed joint analysis yields a much smaller deviance information criterion value than the separate analysis, and shows other good statistical properties too. © The Author(s) 2014.

PV cells electrical parameters measurement

NASA Astrophysics Data System (ADS)

Cibira, Gabriel

2017-12-01

When measuring optical parameters of a photovoltaic silicon cell, precise results bring good electrical parameters estimation, applying well-known physical-mathematical models. Nevertheless, considerable re-combination phenomena might occur in both surface and intrinsic thin layers within novel materials. Moreover, rear contact surface parameters may influence close-area re-combination phenomena, too. Therefore, the only precise electrical measurement approach is to prove assumed cell electrical parameters. Based on theoretical approach with respect to experiments, this paper analyses problems within measurement procedures and equipment used for electrical parameters acquisition within a photovoltaic silicon cell, as a case study. Statistical appraisal quality is contributed.

An assessment of the ability of Bartlett-Lewis type of rainfall models to reproduce drought statistics

NASA Astrophysics Data System (ADS)

Pham, M. T.; Vanhaute, W. J.; Vandenberghe, S.; De Baets, B.; Verhoest, N. E. C.

2013-12-01

Of all natural disasters, the economic and environmental consequences of droughts are among the highest because of their longevity and widespread spatial extent. Because of their extreme behaviour, studying droughts generally requires long time series of historical climate data. Rainfall is a very important variable for calculating drought statistics, for quantifying historical droughts or for assessing the impact on other hydrological (e.g. water stage in rivers) or agricultural (e.g. irrigation requirements) variables. Unfortunately, time series of historical observations are often too short for such assessments. To circumvent this, one may rely on the synthetic rainfall time series from stochastic point process rainfall models, such as Bartlett-Lewis models. The present study investigates whether drought statistics are preserved when simulating rainfall with Bartlett-Lewis models. Therefore, a 105 yr 10 min rainfall time series obtained at Uccle, Belgium is used as a test case. First, drought events were identified on the basis of the Effective Drought Index (EDI), and each event was characterized by two variables, i.e. drought duration (D) and drought severity (S). As both parameters are interdependent, a multivariate distribution function, which makes use of a copula, was fitted. Based on the copula, four types of drought return periods are calculated for observed as well as simulated droughts and are used to evaluate the ability of the rainfall models to simulate drought events with the appropriate characteristics. Overall, all Bartlett-Lewis model types studied fail to preserve extreme drought statistics, which is attributed to the model structure and to the model stationarity caused by maintaining the same parameter set during the whole simulation period.

A copula-based assessment of Bartlett-Lewis type of rainfall models for preserving drought statistics

NASA Astrophysics Data System (ADS)

Pham, M. T.; Vanhaute, W. J.; Vandenberghe, S.; De Baets, B.; Verhoest, N. E. C.

2013-06-01

Of all natural disasters, the economic and environmental consequences of droughts are among the highest because of their longevity and widespread spatial extent. Because of their extreme behaviour, studying droughts generally requires long time series of historical climate data. Rainfall is a very important variable for calculating drought statistics, for quantifying historical droughts or for assessing the impact on other hydrological (e.g. water stage in rivers) or agricultural (e.g. irrigation requirements) variables. Unfortunately, time series of historical observations are often too short for such assessments. To circumvent this, one may rely on the synthetic rainfall time series from stochastic point process rainfall models, such as Bartlett-Lewis models. The present study investigates whether drought statistics are preserved when simulating rainfall with Bartlett-Lewis models. Therefore, a 105 yr 10 min rainfall time series obtained at Uccle, Belgium is used as test case. First, drought events were identified on the basis of the Effective Drought Index (EDI), and each event was characterized by two variables, i.e. drought duration (D) and drought severity (S). As both parameters are interdependent, a multivariate distribution function, which makes use of a copula, was fitted. Based on the copula, four types of drought return periods are calculated for observed as well as simulated droughts and are used to evaluate the ability of the rainfall models to simulate drought events with the appropriate characteristics. Overall, all Bartlett-Lewis type of models studied fail in preserving extreme drought statistics, which is attributed to the model structure and to the model stationarity caused by maintaining the same parameter set during the whole simulation period.

A superstatistical model of metastasis and cancer survival

NASA Astrophysics Data System (ADS)

Leon Chen, L.; Beck, Christian

2008-05-01

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

Forest inventory and management-based visual preference models of southern pine stands

Treesearch

Victor A. Rudis; James H. Gramann; Edward J. Ruddell; Joanne M. Westphal

1988-01-01

Statistical models explaining students' ratings of photographs of within stand forest scenes were constructed for 99 forest inventory plots in east Texas pine and oak-pine forest types. Models with parameters that are sensitive to visual preference yet compatible with forest management and timber inventories are presented. The models suggest that the density of...

Rank score and permutation testing alternatives for regression quantile estimates

USGS Publications Warehouse

Cade, B.S.; Richards, J.D.; Mielke, P.W.

2006-01-01

Performance of quantile rank score tests used for hypothesis testing and constructing confidence intervals for linear quantile regression estimates (0 ≤ τ ≤ 1) were evaluated by simulation for models with p = 2 and 6 predictors, moderate collinearity among predictors, homogeneous and hetero-geneous errors, small to moderate samples (n = 20–300), and central to upper quantiles (0.50–0.99). Test statistics evaluated were the conventional quantile rank score T statistic distributed as χ2 random variable with q degrees of freedom (where q parameters are constrained by H 0:) and an F statistic with its sampling distribution approximated by permutation. The permutation F-test maintained better Type I errors than the T-test for homogeneous error models with smaller n and more extreme quantiles τ. An F distributional approximation of the F statistic provided some improvements in Type I errors over the T-test for models with > 2 parameters, smaller n, and more extreme quantiles but not as much improvement as the permutation approximation. Both rank score tests required weighting to maintain correct Type I errors when heterogeneity under the alternative model increased to 5 standard deviations across the domain of X. A double permutation procedure was developed to provide valid Type I errors for the permutation F-test when null models were forced through the origin. Power was similar for conditions where both T- and F-tests maintained correct Type I errors but the F-test provided some power at smaller n and extreme quantiles when the T-test had no power because of excessively conservative Type I errors. When the double permutation scheme was required for the permutation F-test to maintain valid Type I errors, power was less than for the T-test with decreasing sample size and increasing quantiles. Confidence intervals on parameters and tolerance intervals for future predictions were constructed based on test inversion for an example application relating trout densities to stream channel width:depth.

Fusion of Local Statistical Parameters for Buried Underwater Mine Detection in Sonar Imaging

NASA Astrophysics Data System (ADS)

Maussang, F.; Rombaut, M.; Chanussot, J.; Hétet, A.; Amate, M.

2008-12-01

Detection of buried underwater objects, and especially mines, is a current crucial strategic task. Images provided by sonar systems allowing to penetrate in the sea floor, such as the synthetic aperture sonars (SASs), are of great interest for the detection and classification of such objects. However, the signal-to-noise ratio is fairly low and advanced information processing is required for a correct and reliable detection of the echoes generated by the objects. The detection method proposed in this paper is based on a data-fusion architecture using the belief theory. The input data of this architecture are local statistical characteristics extracted from SAS data corresponding to the first-, second-, third-, and fourth-order statistical properties of the sonar images, respectively. The interest of these parameters is derived from a statistical model of the sonar data. Numerical criteria are also proposed to estimate the detection performances and to validate the method.

Statistical Analysis of Spectral Properties and Prosodic Parameters of Emotional Speech

NASA Astrophysics Data System (ADS)

Přibil, J.; Přibilová, A.

2009-01-01

The paper addresses reflection of microintonation and spectral properties in male and female acted emotional speech. Microintonation component of speech melody is analyzed regarding its spectral and statistical parameters. According to psychological research of emotional speech, different emotions are accompanied by different spectral noise. We control its amount by spectral flatness according to which the high frequency noise is mixed in voiced frames during cepstral speech synthesis. Our experiments are aimed at statistical analysis of cepstral coefficient values and ranges of spectral flatness in three emotions (joy, sadness, anger), and a neutral state for comparison. Calculated histograms of spectral flatness distribution are visually compared and modelled by Gamma probability distribution. Histograms of cepstral coefficient distribution are evaluated and compared using skewness and kurtosis. Achieved statistical results show good correlation comparing male and female voices for all emotional states portrayed by several Czech and Slovak professional actors.

A statistical-based approach for acoustic tomography of the atmosphere.

PubMed

Kolouri, Soheil; Azimi-Sadjadi, Mahmood R; Ziemann, Astrid

2014-01-01

Acoustic travel-time tomography of the atmosphere is a nonlinear inverse problem which attempts to reconstruct temperature and wind velocity fields in the atmospheric surface layer using the dependence of sound speed on temperature and wind velocity fields along the propagation path. This paper presents a statistical-based acoustic travel-time tomography algorithm based on dual state-parameter unscented Kalman filter (UKF) which is capable of reconstructing and tracking, in time, temperature, and wind velocity fields (state variables) as well as the dynamic model parameters within a specified investigation area. An adaptive 3-D spatial-temporal autoregressive model is used to capture the state evolution in the UKF. The observations used in the dual state-parameter UKF process consist of the acoustic time of arrivals measured for every pair of transmitter/receiver nodes deployed in the investigation area. The proposed method is then applied to the data set collected at the Meteorological Observatory Lindenberg, Germany, as part of the STINHO experiment, and the reconstruction results are presented.

Assessment of corneal properties based on statistical modeling of OCT speckle.

PubMed

Jesus, Danilo A; Iskander, D Robert

2017-01-01

A new approach to assess the properties of the corneal micro-structure in vivo based on the statistical modeling of speckle obtained from Optical Coherence Tomography (OCT) is presented. A number of statistical models were proposed to fit the corneal speckle data obtained from OCT raw image. Short-term changes in corneal properties were studied by inducing corneal swelling whereas age-related changes were observed analyzing data of sixty-five subjects aged between twenty-four and seventy-three years. Generalized Gamma distribution has shown to be the best model, in terms of the Akaike's Information Criterion, to fit the OCT corneal speckle. Its parameters have shown statistically significant differences (Kruskal-Wallis, p < 0.001) for short and age-related corneal changes. In addition, it was observed that age-related changes influence the corneal biomechanical behaviour when corneal swelling is induced. This study shows that Generalized Gamma distribution can be utilized to modeling corneal speckle in OCT in vivo providing complementary quantified information where micro-structure of corneal tissue is of essence.

Correlations Between Bone Mechanical Properties and Bone Composition Parameters in Mouse Models of Dominant and Recessive Osteogenesis Imperfecta and the Response to Anti-TGF-β Treatment.

PubMed

Bi, Xiaohong; Grafe, Ingo; Ding, Hao; Flores, Rene; Munivez, Elda; Jiang, Ming Ming; Dawson, Brian; Lee, Brendan; Ambrose, Catherine G

2017-02-01

Osteogenesis imperfecta (OI) is a group of genetic disorders characterized by brittle bones that are prone to fracture. Although previous studies in animal models investigated the mechanical properties and material composition of OI bone, little work has been conducted to statistically correlate these parameters to identify key compositional contributors to the impaired bone mechanical behaviors in OI. Further, although increased TGF-β signaling has been demonstrated as a contributing mechanism to the bone pathology in OI models, the relationship between mechanical properties and bone composition after anti-TGF-β treatment in OI has not been studied. Here, we performed follow-up analyses of femurs collected in an earlier study from OI mice with and without anti-TGF-β treatment from both recessive (Crtap -/- ) and dominant (Col1a2 +/P.G610C ) OI mouse models and WT mice. Mechanical properties were determined using three-point bending tests and evaluated for statistical correlation with molecular composition in bone tissue assessed by Raman spectroscopy. Statistical regression analysis was conducted to determine significant compositional determinants of mechanical integrity. Interestingly, we found differences in the relationships between bone composition and mechanical properties and in the response to anti-TGF-β treatment. Femurs of both OI models exhibited increased brittleness, which was associated with reduced collagen content and carbonate substitution. In the Col1a2 +/P.G610C femurs, reduced hydroxyapatite crystallinity was also found to be associated with increased brittleness, and increased mineral-to-collagen ratio was correlated with increased ultimate strength, elastic modulus, and bone brittleness. In both models of OI, regression analysis demonstrated that collagen content was an important predictor of the increased brittleness. In summary, this work provides new insights into the relationships between bone composition and material properties in models of OI, identifies key bone compositional parameters that correlate with the impaired mechanical integrity of OI bone, and explores the effects of anti-TGF-β treatment on bone-quality parameters in these models. © 2016 American Society for Bone and Mineral Research. © 2016 American Society for Bone and Mineral Research.

A chain-retrieval model for voluntary task switching.

PubMed

Vandierendonck, André; Demanet, Jelle; Liefooghe, Baptist; Verbruggen, Frederick

2012-09-01

To account for the findings obtained in voluntary task switching, this article describes and tests the chain-retrieval model. This model postulates that voluntary task selection involves retrieval of task information from long-term memory, which is then used to guide task selection and task execution. The model assumes that the retrieved information consists of acquired sequences (or chains) of tasks, that selection may be biased towards chains containing more task repetitions and that bottom-up triggered repetitions may overrule the intended task. To test this model, four experiments are reported. In Studies 1 and 2, sequences of task choices and the corresponding transition sequences (task repetitions or switches) were analyzed with the help of dependency statistics. The free parameters of the chain-retrieval model were estimated on the observed task sequences and these estimates were used to predict autocorrelations of tasks and transitions. In Studies 3 and 4, sequences of hand choices and their transitions were analyzed similarly. In all studies, the chain-retrieval model yielded better fits and predictions than statistical models of event choice. In applications to voluntary task switching (Studies 1 and 2), all three parameters of the model were needed to account for the data. When no task switching was required (Studies 3 and 4), the chain-retrieval model could account for the data with one or two parameters clamped to a neutral value. Implications for our understanding of voluntary task selection and broader theoretical implications are discussed. Copyright © 2012 Elsevier Inc. All rights reserved.

Final Report, DOE Early Career Award: Predictive modeling of complex physical systems: new tools for statistical inference, uncertainty quantification, and experimental design

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

Marzouk, Youssef

Predictive simulation of complex physical systems increasingly rests on the interplay of experimental observations with computational models. Key inputs, parameters, or structural aspects of models may be incomplete or unknown, and must be developed from indirect and limited observations. At the same time, quantified uncertainties are needed to qualify computational predictions in the support of design and decision-making. In this context, Bayesian statistics provides a foundation for inference from noisy and limited data, but at prohibitive computional expense. This project intends to make rigorous predictive modeling *feasible* in complex physical systems, via accelerated and scalable tools for uncertainty quantification, Bayesianmore » inference, and experimental design. Specific objectives are as follows: 1. Develop adaptive posterior approximations and dimensionality reduction approaches for Bayesian inference in high-dimensional nonlinear systems. 2. Extend accelerated Bayesian methodologies to large-scale {\\em sequential} data assimilation, fully treating nonlinear models and non-Gaussian state and parameter distributions. 3. Devise efficient surrogate-based methods for Bayesian model selection and the learning of model structure. 4. Develop scalable simulation/optimization approaches to nonlinear Bayesian experimental design, for both parameter inference and model selection. 5. Demonstrate these inferential tools on chemical kinetic models in reacting flow, constructing and refining thermochemical and electrochemical models from limited data. Demonstrate Bayesian filtering on canonical stochastic PDEs and in the dynamic estimation of inhomogeneous subsurface properties and flow fields.« less

A Multiple Group Measurement Model of Children's Reports of Parental Socioeconomic Status. Discussion Papers No. 531-78.

ERIC Educational Resources Information Center

Mare, Robert D.; Mason, William M.

An important class of applications of measurement error or constrained factor analytic models consists of comparing models for several populations. In such cases, it is appropriate to make explicit statistical tests of model similarity across groups and to constrain some parameters of the models to be equal across groups using a priori substantive…

A practical approach for the scale-up of roller compaction process.

PubMed

Shi, Weixian; Sprockel, Omar L

2016-09-01

An alternative approach for the scale-up of ribbon formation during roller compaction was investigated, which required only one batch at the commercial scale to set the operational conditions. The scale-up of ribbon formation was based on a probability method. It was sufficient in describing the mechanism of ribbon formation at both scales. In this method, a statistical relationship between roller compaction parameters and ribbon attributes (thickness and density) was first defined with DoE using a pilot Alexanderwerk WP120 roller compactor. While the milling speed was included in the design, it has no practical effect on granule properties within the study range despite its statistical significance. The statistical relationship was then adapted to a commercial Alexanderwerk WP200 roller compactor with one experimental run. The experimental run served as a calibration of the statistical model parameters. The proposed transfer method was then confirmed by conducting a mapping study on the Alexanderwerk WP200 using a factorial DoE, which showed a match between the predictions and the verification experiments. The study demonstrates the applicability of the roller compaction transfer method using the statistical model from the development scale calibrated with one experiment point at the commercial scale. Copyright © 2016 Elsevier B.V. All rights reserved.

Statistical Development and Application of Cultural Consensus Theory

DTIC Science & Technology

2012-03-31

Bulletin & Review , 17, 275-286. Schmittmann, V.D., Dolan, C.V., Raijmakers, M.E.J., and Batchelder, W.H. (2010). Parameter identification in...Wu, H., Myung, J.I., and Batchelder, W.H. (2010). Minimum description length model selection of multinomial processing tree models. Psychonomic

A Comparison of the Forecast Skills among Three Numerical Models

NASA Astrophysics Data System (ADS)

Lu, D.; Reddy, S. R.; White, L. J.

2003-12-01

Three numerical weather forecast models, MM5, COAMPS and WRF, operating with a joint effort of NOAA HU-NCAS and Jackson State University (JSU) during summer 2003 have been chosen to study their forecast skills against observations. The models forecast over the same region with the same initialization, boundary condition, forecast length and spatial resolution. AVN global dataset have been ingested as initial conditions. Grib resolution of 27 km is chosen to represent the current mesoscale model. The forecasts with the length of 36h are performed to output the result with 12h interval. The key parameters used to evaluate the forecast skill include 12h accumulated precipitation, sea level pressure, wind, surface temperature and dew point. Precipitation is evaluated statistically using conventional skill scores, Threat Score (TS) and Bias Score (BS), for different threshold values based on 12h rainfall observations whereas other statistical methods such as Mean Error (ME), Mean Absolute Error(MAE) and Root Mean Square Error (RMSE) are applied to other forecast parameters.

A self-consistency approach to improve microwave rainfall rate estimation from space

NASA Technical Reports Server (NTRS)

Kummerow, Christian; Mack, Robert A.; Hakkarinen, Ida M.

1989-01-01

A multichannel statistical approach is used to retrieve rainfall rates from the brightness temperature T(B) observed by passive microwave radiometers flown on a high-altitude NASA aircraft. T(B) statistics are based upon data generated by a cloud radiative model. This model simulates variabilities in the underlying geophysical parameters of interest, and computes their associated T(B) in each of the available channels. By further imposing the requirement that the observed T(B) agree with the T(B) values corresponding to the retrieved parameters through the cloud radiative transfer model, the results can be made to agree quite well with coincident radar-derived rainfall rates. Some information regarding the cloud vertical structure is also obtained by such an added requirement. The applicability of this technique to satellite retrievals is also investigated. Data which might be observed by satellite-borne radiometers, including the effects of nonuniformly filled footprints, are simulated by the cloud radiative model for this purpose.

Statistical Inference of a RANS closure for a Jet-in-Crossflow simulation

NASA Astrophysics Data System (ADS)

Heyse, Jan; Edeling, Wouter; Iaccarino, Gianluca

2016-11-01

The jet-in-crossflow is found in several engineering applications, such as discrete film cooling for turbine blades, where a coolant injected through hols in the blade's surface protects the component from the hot gases leaving the combustion chamber. Experimental measurements using MRI techniques have been completed for a single hole injection into a turbulent crossflow, providing full 3D averaged velocity field. For such flows of engineering interest, Reynolds-Averaged Navier-Stokes (RANS) turbulence closure models are often the only viable computational option. However, RANS models are known to provide poor predictions in the region close to the injection point. Since these models are calibrated on simple canonical flow problems, the obtained closure coefficient estimates are unlikely to extrapolate well to more complex flows. We will therefore calibrate the parameters of a RANS model using statistical inference techniques informed by the experimental jet-in-crossflow data. The obtained probabilistic parameter estimates can in turn be used to compute flow fields with quantified uncertainty. Stanford Graduate Fellowship in Science and Engineering.

A new Bayesian recursive technique for parameter estimation

NASA Astrophysics Data System (ADS)

Kaheil, Yasir H.; Gill, M. Kashif; McKee, Mac; Bastidas, Luis

2006-08-01

The performance of any model depends on how well its associated parameters are estimated. In the current application, a localized Bayesian recursive estimation (LOBARE) approach is devised for parameter estimation. The LOBARE methodology is an extension of the Bayesian recursive estimation (BARE) method. It is applied in this paper on two different types of models: an artificial intelligence (AI) model in the form of a support vector machine (SVM) application for forecasting soil moisture and a conceptual rainfall-runoff (CRR) model represented by the Sacramento soil moisture accounting (SAC-SMA) model. Support vector machines, based on statistical learning theory (SLT), represent the modeling task as a quadratic optimization problem and have already been used in various applications in hydrology. They require estimation of three parameters. SAC-SMA is a very well known model that estimates runoff. It has a 13-dimensional parameter space. In the LOBARE approach presented here, Bayesian inference is used in an iterative fashion to estimate the parameter space that will most likely enclose a best parameter set. This is done by narrowing the sampling space through updating the "parent" bounds based on their fitness. These bounds are actually the parameter sets that were selected by BARE runs on subspaces of the initial parameter space. The new approach results in faster convergence toward the optimal parameter set using minimum training/calibration data and fewer sets of parameter values. The efficacy of the localized methodology is also compared with the previously used BARE algorithm.

Taxometric Analysis as a General Strategy for Distinguishing Categorical from Dimensional Latent Structure

ERIC Educational Resources Information Center

McGrath, Robert E.; Walters, Glenn D.

2012-01-01

Statistical analyses investigating latent structure can be divided into those that estimate structural model parameters and those that detect the structural model type. The most basic distinction among structure types is between categorical (discrete) and dimensional (continuous) models. It is a common, and potentially misleading, practice to…

Modeling Conditional Probabilities in Complex Educational Assessments. CSE Technical Report.

ERIC Educational Resources Information Center

Mislevy, Robert J.; Almond, Russell; Dibello, Lou; Jenkins, Frank; Steinberg, Linda; Yan, Duanli; Senturk, Deniz

An active area in psychometric research is coordinated task design and statistical analysis built around cognitive models. Compared with classical test theory and item response theory, there is often less information from observed data about the measurement-model parameters. On the other hand, there is more information from the grounding…

Cyberspace Math Models

DTIC Science & Technology

2013-06-01

or indicators are used as long range memory measurements. Hurst and Holder exponents are the most important and popular parameters. Traditionally...the relation between two important parameters, the Hurst exponent (measurement of global long range memory) and the Entropy (measurement of...empirical results and future study. II. BACKGROUND We recall briey the mathematical and statistical definitions and properties of the Hurst exponents

Sensitivity analysis, calibration, and testing of a distributed hydrological model using error‐based weighting and one objective function

USGS Publications Warehouse

Foglia, L.; Hill, Mary C.; Mehl, Steffen W.; Burlando, P.

2009-01-01

We evaluate the utility of three interrelated means of using data to calibrate the fully distributed rainfall‐runoff model TOPKAPI as applied to the Maggia Valley drainage area in Switzerland. The use of error‐based weighting of observation and prior information data, local sensitivity analysis, and single‐objective function nonlinear regression provides quantitative evaluation of sensitivity of the 35 model parameters to the data, identification of data types most important to the calibration, and identification of correlations among parameters that contribute to nonuniqueness. Sensitivity analysis required only 71 model runs, and regression required about 50 model runs. The approach presented appears to be ideal for evaluation of models with long run times or as a preliminary step to more computationally demanding methods. The statistics used include composite scaled sensitivities, parameter correlation coefficients, leverage, Cook's D, and DFBETAS. Tests suggest predictive ability of the calibrated model typical of hydrologic models.

A Management Information System Model for Program Management. Ph.D. Thesis - Oklahoma State Univ.; [Computerized Systems Analysis

NASA Technical Reports Server (NTRS)

Shipman, D. L.

1972-01-01

The development of a model to simulate the information system of a program management type of organization is reported. The model statistically determines the following parameters: type of messages, destinations, delivery durations, type processing, processing durations, communication channels, outgoing messages, and priorites. The total management information system of the program management organization is considered, including formal and informal information flows and both facilities and equipment. The model is written in General Purpose System Simulation 2 computer programming language for use on the Univac 1108, Executive 8 computer. The model is simulated on a daily basis and collects queue and resource utilization statistics for each decision point. The statistics are then used by management to evaluate proposed resource allocations, to evaluate proposed changes to the system, and to identify potential problem areas. The model employs both empirical and theoretical distributions which are adjusted to simulate the information flow being studied.

Verification Techniques for Parameter Selection and Bayesian Model Calibration Presented for an HIV Model

NASA Astrophysics Data System (ADS)

Wentworth, Mami Tonoe

Uncertainty quantification plays an important role when making predictive estimates of model responses. In this context, uncertainty quantification is defined as quantifying and reducing uncertainties, and the objective is to quantify uncertainties in parameter, model and measurements, and propagate the uncertainties through the model, so that one can make a predictive estimate with quantified uncertainties. Two of the aspects of uncertainty quantification that must be performed prior to propagating uncertainties are model calibration and parameter selection. There are several efficient techniques for these processes; however, the accuracy of these methods are often not verified. This is the motivation for our work, and in this dissertation, we present and illustrate verification frameworks for model calibration and parameter selection in the context of biological and physical models. First, HIV models, developed and improved by [2, 3, 8], describe the viral infection dynamics of an HIV disease. These are also used to make predictive estimates of viral loads and T-cell counts and to construct an optimal control for drug therapy. Estimating input parameters is an essential step prior to uncertainty quantification. However, not all the parameters are identifiable, implying that they cannot be uniquely determined by the observations. These unidentifiable parameters can be partially removed by performing parameter selection, a process in which parameters that have minimal impacts on the model response are determined. We provide verification techniques for Bayesian model calibration and parameter selection for an HIV model. As an example of a physical model, we employ a heat model with experimental measurements presented in [10]. A steady-state heat model represents a prototypical behavior for heat conduction and diffusion process involved in a thermal-hydraulic model, which is a part of nuclear reactor models. We employ this simple heat model to illustrate verification techniques for model calibration. For Bayesian model calibration, we employ adaptive Metropolis algorithms to construct densities for input parameters in the heat model and the HIV model. To quantify the uncertainty in the parameters, we employ two MCMC algorithms: Delayed Rejection Adaptive Metropolis (DRAM) [33] and Differential Evolution Adaptive Metropolis (DREAM) [66, 68]. The densities obtained using these methods are compared to those obtained through the direct numerical evaluation of the Bayes' formula. We also combine uncertainties in input parameters and measurement errors to construct predictive estimates for a model response. A significant emphasis is on the development and illustration of techniques to verify the accuracy of sampling-based Metropolis algorithms. We verify the accuracy of DRAM and DREAM by comparing chains, densities and correlations obtained using DRAM, DREAM and the direct evaluation of Bayes formula. We also perform similar analysis for credible and prediction intervals for responses. Once the parameters are estimated, we employ energy statistics test [63, 64] to compare the densities obtained by different methods for the HIV model. The energy statistics are used to test the equality of distributions. We also consider parameter selection and verification techniques for models having one or more parameters that are noninfluential in the sense that they minimally impact model outputs. We illustrate these techniques for a dynamic HIV model but note that the parameter selection and verification framework is applicable to a wide range of biological and physical models. To accommodate the nonlinear input to output relations, which are typical for such models, we focus on global sensitivity analysis techniques, including those based on partial correlations, Sobol indices based on second-order model representations, and Morris indices, as well as a parameter selection technique based on standard errors. A significant objective is to provide verification strategies to assess the accuracy of those techniques, which we illustrate in the context of the HIV model. Finally, we examine active subspace methods as an alternative to parameter subset selection techniques. The objective of active subspace methods is to determine the subspace of inputs that most strongly affect the model response, and to reduce the dimension of the input space. The major difference between active subspace methods and parameter selection techniques is that parameter selection identifies influential parameters whereas subspace selection identifies a linear combination of parameters that impacts the model responses significantly. We employ active subspace methods discussed in [22] for the HIV model and present a verification that the active subspace successfully reduces the input dimensions.

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.

Analysis and modeling of wafer-level process variability in 28 nm FD-SOI using split C-V measurements

NASA Astrophysics Data System (ADS)

Pradeep, Krishna; Poiroux, Thierry; Scheer, Patrick; Juge, André; Gouget, Gilles; Ghibaudo, Gérard

2018-07-01

This work details the analysis of wafer level global process variability in 28 nm FD-SOI using split C-V measurements. The proposed approach initially evaluates the native on wafer process variability using efficient extraction methods on split C-V measurements. The on-wafer threshold voltage (VT) variability is first studied and modeled using a simple analytical model. Then, a statistical model based on the Leti-UTSOI compact model is proposed to describe the total C-V variability in different bias conditions. This statistical model is finally used to study the contribution of each process parameter to the total C-V variability.

Effect of ultrasound frequency on the Nakagami statistics of human liver tissues.

PubMed

Tsui, Po-Hsiang; Zhou, Zhuhuang; Lin, Ying-Hsiu; Hung, Chieh-Ming; Chung, Shih-Jou; Wan, Yung-Liang

2017-01-01

The analysis of the backscattered statistics using the Nakagami parameter is an emerging ultrasound technique for assessing hepatic steatosis and fibrosis. Previous studies indicated that the echo amplitude distribution of a normal liver follows the Rayleigh distribution (the Nakagami parameter m is close to 1). However, using different frequencies may change the backscattered statistics of normal livers. This study explored the frequency dependence of the backscattered statistics in human livers and then discussed the sources of ultrasound scattering in the liver. A total of 30 healthy participants were enrolled to undergo a standard care ultrasound examination on the liver, which is a natural model containing diffuse and coherent scatterers. The liver of each volunteer was scanned from the right intercostal view to obtain image raw data at different central frequencies ranging from 2 to 3.5 MHz. Phantoms with diffuse scatterers only were also made to perform ultrasound scanning using the same protocol for comparisons with clinical data. The Nakagami parameter-frequency correlation was evaluated using Pearson correlation analysis. The median and interquartile range of the Nakagami parameter obtained from livers was 1.00 (0.98-1.05) for 2 MHz, 0.93 (0.89-0.98) for 2.3 MHz, 0.87 (0.84-0.92) for 2.5 MHz, 0.82 (0.77-0.88) for 3.3 MHz, and 0.81 (0.76-0.88) for 3.5 MHz. The Nakagami parameter decreased with the increasing central frequency (r = -0.67, p < 0.0001). However, the effect of ultrasound frequency on the statistical distribution of the backscattered envelopes was not found in the phantom results (r = -0.147, p = 0.0727). The current results demonstrated that the backscattered statistics of normal livers is frequency-dependent. Moreover, the coherent scatterers may be the primary factor to dominate the frequency dependence of the backscattered statistics in a liver.

An architecture for efficient gravitational wave parameter estimation with multimodal linear surrogate models

NASA Astrophysics Data System (ADS)

O'Shaughnessy, Richard; Blackman, Jonathan; Field, Scott E.

2017-07-01

The recent direct observation of gravitational waves has further emphasized the desire for fast, low-cost, and accurate methods to infer the parameters of gravitational wave sources. Due to expense in waveform generation and data handling, the cost of evaluating the likelihood function limits the computational performance of these calculations. Building on recently developed surrogate models and a novel parameter estimation pipeline, we show how to quickly generate the likelihood function as an analytic, closed-form expression. Using a straightforward variant of a production-scale parameter estimation code, we demonstrate our method using surrogate models of effective-one-body and numerical relativity waveforms. Our study is the first time these models have been used for parameter estimation and one of the first ever parameter estimation calculations with multi-modal numerical relativity waveforms, which include all \\ell ≤slant 4 modes. Our grid-free method enables rapid parameter estimation for any waveform with a suitable reduced-order model. The methods described in this paper may also find use in other data analysis studies, such as vetting coincident events or the computation of the coalescing-compact-binary detection statistic.

Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates.

PubMed

Campbell, D A; Chkrebtii, O

2013-12-01

Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories. Crown Copyright © 2013. Published by Elsevier Inc. All rights reserved.

Global Sensitivity of Simulated Water Balance Indicators Under Future Climate Change in the Colorado Basin

NASA Astrophysics Data System (ADS)

Bennett, Katrina E.; Urrego Blanco, Jorge R.; Jonko, Alexandra; Bohn, Theodore J.; Atchley, Adam L.; Urban, Nathan M.; Middleton, Richard S.

2018-01-01

The Colorado River Basin is a fundamentally important river for society, ecology, and energy in the United States. Streamflow estimates are often provided using modeling tools which rely on uncertain parameters; sensitivity analysis can help determine which parameters impact model results. Despite the fact that simulated flows respond to changing climate and vegetation in the basin, parameter sensitivity of the simulations under climate change has rarely been considered. In this study, we conduct a global sensitivity analysis to relate changes in runoff, evapotranspiration, snow water equivalent, and soil moisture to model parameters in the Variable Infiltration Capacity (VIC) hydrologic model. We combine global sensitivity analysis with a space-filling Latin Hypercube Sampling of the model parameter space and statistical emulation of the VIC model to examine sensitivities to uncertainties in 46 model parameters following a variance-based approach. We find that snow-dominated regions are much more sensitive to uncertainties in VIC parameters. Although baseflow and runoff changes respond to parameters used in previous sensitivity studies, we discover new key parameter sensitivities. For instance, changes in runoff and evapotranspiration are sensitive to albedo, while changes in snow water equivalent are sensitive to canopy fraction and Leaf Area Index (LAI) in the VIC model. It is critical for improved modeling to narrow uncertainty in these parameters through improved observations and field studies. This is important because LAI and albedo are anticipated to change under future climate and narrowing uncertainty is paramount to advance our application of models such as VIC for water resource management.

Bayesian inference in an item response theory model with a generalized student t link function

NASA Astrophysics Data System (ADS)

Azevedo, Caio L. N.; Migon, Helio S.

2012-10-01

In this paper we introduce a new item response theory (IRT) model with a generalized Student t-link function with unknown degrees of freedom (df), named generalized t-link (GtL) IRT model. In this model we consider only the difficulty parameter in the item response function. GtL is an alternative to the two parameter logit and probit models, since the degrees of freedom (df) play a similar role to the discrimination parameter. However, the behavior of the curves of the GtL is different from those of the two parameter models and the usual Student t link, since in GtL the curve obtained from different df's can cross the probit curves in more than one latent trait level. The GtL model has similar proprieties to the generalized linear mixed models, such as the existence of sufficient statistics and easy parameter interpretation. Also, many techniques of parameter estimation, model fit assessment and residual analysis developed for that models can be used for the GtL model. We develop fully Bayesian estimation and model fit assessment tools through a Metropolis-Hastings step within Gibbs sampling algorithm. We consider a prior sensitivity choice concerning the degrees of freedom. The simulation study indicates that the algorithm recovers all parameters properly. In addition, some Bayesian model fit assessment tools are considered. Finally, a real data set is analyzed using our approach and other usual models. The results indicate that our model fits the data better than the two parameter models.

Assessment of uncertainties of the models used in thermal-hydraulic computer codes

NASA Astrophysics Data System (ADS)

Gricay, A. S.; Migrov, Yu. A.

2015-09-01

The article deals with matters concerned with the problem of determining the statistical characteristics of variable parameters (the variation range and distribution law) in analyzing the uncertainty and sensitivity of calculation results to uncertainty in input data. A comparative analysis of modern approaches to uncertainty in input data is presented. The need to develop an alternative method for estimating the uncertainty of model parameters used in thermal-hydraulic computer codes, in particular, in the closing correlations of the loop thermal hydraulics block, is shown. Such a method shall feature the minimal degree of subjectivism and must be based on objective quantitative assessment criteria. The method includes three sequential stages: selecting experimental data satisfying the specified criteria, identifying the key closing correlation using a sensitivity analysis, and carrying out case calculations followed by statistical processing of the results. By using the method, one can estimate the uncertainty range of a variable parameter and establish its distribution law in the above-mentioned range provided that the experimental information is sufficiently representative. Practical application of the method is demonstrated taking as an example the problem of estimating the uncertainty of a parameter appearing in the model describing transition to post-burnout heat transfer that is used in the thermal-hydraulic computer code KORSAR. The performed study revealed the need to narrow the previously established uncertainty range of this parameter and to replace the uniform distribution law in the above-mentioned range by the Gaussian distribution law. The proposed method can be applied to different thermal-hydraulic computer codes. In some cases, application of the method can make it possible to achieve a smaller degree of conservatism in the expert estimates of uncertainties pertinent to the model parameters used in computer codes.

Numerical weather prediction model tuning via ensemble prediction system

NASA Astrophysics Data System (ADS)

Jarvinen, H.; Laine, M.; Ollinaho, P.; Solonen, A.; Haario, H.

2011-12-01

This paper discusses a novel approach to tune predictive skill of numerical weather prediction (NWP) models. NWP models contain tunable parameters which appear in parameterizations schemes of sub-grid scale physical processes. Currently, numerical values of these parameters are specified manually. In a recent dual manuscript (QJRMS, revised) we developed a new concept and method for on-line estimation of the NWP model parameters. The EPPES ("Ensemble prediction and parameter estimation system") method requires only minimal changes to the existing operational ensemble prediction infra-structure and it seems very cost-effective because practically no new computations are introduced. The approach provides an algorithmic decision making tool for model parameter optimization in operational NWP. In EPPES, statistical inference about the NWP model tunable parameters is made by (i) generating each member of the ensemble of predictions using different model parameter values, drawn from a proposal distribution, and (ii) feeding-back the relative merits of the parameter values to the proposal distribution, based on evaluation of a suitable likelihood function against verifying observations. In the presentation, the method is first illustrated in low-order numerical tests using a stochastic version of the Lorenz-95 model which effectively emulates the principal features of ensemble prediction systems. The EPPES method correctly detects the unknown and wrongly specified parameters values, and leads to an improved forecast skill. Second, results with an atmospheric general circulation model based ensemble prediction system show that the NWP model tuning capacity of EPPES scales up to realistic models and ensemble prediction systems. Finally, a global top-end NWP model tuning exercise with preliminary results is published.

NWP model forecast skill optimization via closure parameter variations

NASA Astrophysics Data System (ADS)

Järvinen, H.; Ollinaho, P.; Laine, M.; Solonen, A.; Haario, H.

2012-04-01

We present results of a novel approach to tune predictive skill of numerical weather prediction (NWP) models. These models contain tunable parameters which appear in parameterizations schemes of sub-grid scale physical processes. The current practice is to specify manually the numerical parameter values, based on expert knowledge. We developed recently a concept and method (QJRMS 2011) for on-line estimation of the NWP model parameters via closure parameter variations. The method called EPPES ("Ensemble prediction and parameter estimation system") utilizes ensemble prediction infra-structure for parameter estimation in a very cost-effective way: practically no new computations are introduced. The approach provides an algorithmic decision making tool for model parameter optimization in operational NWP. In EPPES, statistical inference about the NWP model tunable parameters is made by (i) generating an ensemble of predictions so that each member uses different model parameter values, drawn from a proposal distribution, and (ii) feeding-back the relative merits of the parameter values to the proposal distribution, based on evaluation of a suitable likelihood function against verifying observations. In this presentation, the method is first illustrated in low-order numerical tests using a stochastic version of the Lorenz-95 model which effectively emulates the principal features of ensemble prediction systems. The EPPES method correctly detects the unknown and wrongly specified parameters values, and leads to an improved forecast skill. Second, results with an ensemble prediction system emulator, based on the ECHAM5 atmospheric GCM show that the model tuning capability of EPPES scales up to realistic models and ensemble prediction systems. Finally, preliminary results of EPPES in the context of ECMWF forecasting system are presented.

Efficient design based on perturbed parameter ensembles to identify plausible and diverse variants of a model for climate change projections

NASA Astrophysics Data System (ADS)

Karmalkar, A.; Sexton, D.; Murphy, J.

2017-12-01

We present exploratory work towards developing an efficient strategy to select variants of a state-of-the-art but expensive climate model suitable for climate projection studies. The strategy combines information from a set of idealized perturbed parameter ensemble (PPE) and CMIP5 multi-model ensemble (MME) experiments, and uses two criteria as basis to select model variants for a PPE suitable for future projections: a) acceptable model performance at two different timescales, and b) maintaining diversity in model response to climate change. We demonstrate that there is a strong relationship between model errors at weather and climate timescales for a variety of key variables. This relationship is used to filter out parts of parameter space that do not give credible simulations of historical climate, while minimizing the impact on ranges in forcings and feedbacks that drive model responses to climate change. We use statistical emulation to explore the parameter space thoroughly, and demonstrate that about 90% can be filtered out without affecting diversity in global-scale climate change responses. This leads to identification of plausible parts of parameter space from which model variants can be selected for projection studies.

Development of a design space and predictive statistical model for capsule filling of low-fill-weight inhalation products.

PubMed

Faulhammer, E; Llusa, M; Wahl, P R; Paudel, A; Lawrence, S; Biserni, S; Calzolari, V; Khinast, J G

2016-01-01

The objectives of this study were to develop a predictive statistical model for low-fill-weight capsule filling of inhalation products with dosator nozzles via the quality by design (QbD) approach and based on that to create refined models that include quadratic terms for significant parameters. Various controllable process parameters and uncontrolled material attributes of 12 powders were initially screened using a linear model with partial least square (PLS) regression to determine their effect on the critical quality attributes (CQA; fill weight and weight variability). After identifying critical material attributes (CMAs) and critical process parameters (CPPs) that influenced the CQA, model refinement was performed to study if interactions or quadratic terms influence the model. Based on the assessment of the effects of the CPPs and CMAs on fill weight and weight variability for low-fill-weight inhalation products, we developed an excellent linear predictive model for fill weight (R(2 )= 0.96, Q(2 )= 0.96 for powders with good flow properties and R(2 )= 0.94, Q(2 )= 0.93 for cohesive powders) and a model that provides a good approximation of the fill weight variability for each powder group. We validated the model, established a design space for the performance of different types of inhalation grade lactose on low-fill weight capsule filling and successfully used the CMAs and CPPs to predict fill weight of powders that were not included in the development set.

An advection-diffusion-reaction size-structured fish population dynamics model combined with a statistical parameter estimation procedure: application to the Indian ocean skipjack tuna fishery.

PubMed

Faugeras, Blaise; Maury, Olivier

2005-10-01

We develop an advection-diffusion size-structured fish population dynamics model and apply it to simulate the skipjack tuna population in the Indian Ocean. The model is fully spatialized, and movements are parameterized with oceanographical and biological data; thus it naturally reacts to environment changes. We first formulate an initial-boundary value problem and prove existence of a unique positive solution. We then discuss the numerical scheme chosen for the integration of the simulation model. In a second step we address the parameter estimation problem for such a model. With the help of automatic differentiation, we derive the adjoint code which is used to compute the exact gradient of a Bayesian cost function measuring the distance between the outputs of the model and catch and length frequency data. A sensitivity analysis shows that not all parameters can be estimated from the data. Finally twin experiments in which pertubated parameters are recovered from simulated data are successfully conducted.

Systematic Biases in Parameter Estimation of Binary Black-Hole Mergers

NASA Technical Reports Server (NTRS)

Littenberg, Tyson B.; Baker, John G.; Buonanno, Alessandra; Kelly, Bernard J.

2012-01-01

Parameter estimation of binary-black-hole merger events in gravitational-wave data relies on matched filtering techniques, which, in turn, depend on accurate model waveforms. Here we characterize the systematic biases introduced in measuring astrophysical parameters of binary black holes by applying the currently most accurate effective-one-body templates to simulated data containing non-spinning numerical-relativity waveforms. For advanced ground-based detectors, we find that the systematic biases are well within the statistical error for realistic signal-to-noise ratios (SNR). These biases grow to be comparable to the statistical errors at high signal-to-noise ratios for ground-based instruments (SNR approximately 50) but never dominate the error budget. At the much larger signal-to-noise ratios expected for space-based detectors, these biases will become large compared to the statistical errors but are small enough (at most a few percent in the black-hole masses) that we expect they should not affect broad astrophysical conclusions that may be drawn from the data.

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

A rigidity transition and glassy dynamics in a model for confluent 3D tissues

NASA Astrophysics Data System (ADS)

Merkel, Matthias; Manning, M. Lisa

The origin of rigidity in disordered materials is an outstanding open problem in statistical physics. Recently, a new type of rigidity transition was discovered in a family of models for 2D biological tissues, but the mechanisms responsible for rigidity remain unclear. This is not just a statistical physics problem, but also relevant for embryonic development, cancer growth, and wound healing. To gain insight into this rigidity transition and make new predictions about biological bulk tissues, we have developed a fully 3D self-propelled Voronoi (SPV) model. The model takes into account shape, elasticity, and self-propelled motion of the individual cells. We find that in the absence of self-propulsion, this model exhibits a rigidity transition that is controlled by a dimensionless model parameter describing the preferred cell shape, with an accompanying structural order parameter. In the presence of self-propulsion, the rigidity transition appears as a glass-like transition featuring caging and aging effects. Given the similarities between this transition and jamming in particulate solids, it is natural to ask if the two transitions are related. By comparing statistics of Voronoi geometries, we show the transitions are surprisingly close but demonstrably distinct. Furthermore, an index theorem used to identify topologically protected mechanical modes in jammed systems can be extended to these vertex-type models. In our model, residual stresses govern the transition and enter the index theorem in a different way compared to jammed particles, suggesting the origin of rigidity may be different between the two.

Model Parameter Variability for Enhanced Anaerobic Bioremediation of DNAPL Source Zones

NASA Astrophysics Data System (ADS)

Mao, X.; Gerhard, J. I.; Barry, D. A.

2005-12-01

The objective of the Source Area Bioremediation (SABRE) project, an international collaboration of twelve companies, two government agencies and three research institutions, is to evaluate the performance of enhanced anaerobic bioremediation for the treatment of chlorinated ethene source areas containing dense, non-aqueous phase liquids (DNAPL). This 4-year, 5.7 million dollars research effort focuses on a pilot-scale demonstration of enhanced bioremediation at a trichloroethene (TCE) DNAPL field site in the United Kingdom, and includes a significant program of laboratory and modelling studies. Prior to field implementation, a large-scale, multi-laboratory microcosm study was performed to determine the optimal system properties to support dehalogenation of TCE in site soil and groundwater. This statistically-based suite of experiments measured the influence of key variables (electron donor, nutrient addition, bioaugmentation, TCE concentration and sulphate concentration) in promoting the reductive dechlorination of TCE to ethene. As well, a comprehensive biogeochemical numerical model was developed for simulating the anaerobic dehalogenation of chlorinated ethenes. An appropriate (reduced) version of this model was combined with a parameter estimation method based on fitting of the experimental results. Each of over 150 individual microcosm calibrations involved matching predicted and observed time-varying concentrations of all chlorinated compounds. This study focuses on an analysis of this suite of fitted model parameter values. This includes determining the statistical correlation between parameters typically employed in standard Michaelis-Menten type rate descriptions (e.g., maximum dechlorination rates, half-saturation constants) and the key experimental variables. The analysis provides insight into the degree to which aqueous phase TCE and cis-DCE inhibit dechlorination of less-chlorinated compounds. Overall, this work provides a database of the numerical modelling parameters typically employed for simulating TCE dechlorination relevant for a range of system conditions (e.g, bioaugmented, high TCE concentrations, etc.). The significance of the obtained variability of parameters is illustrated with one-dimensional simulations of enhanced anaerobic bioremediation of residual TCE DNAPL.

Quantifying geological uncertainty for flow and transport modeling in multi-modal heterogeneous formations

NASA Astrophysics Data System (ADS)

Feyen, Luc; Caers, Jef

2006-06-01

In this work, we address the problem of characterizing the heterogeneity and uncertainty of hydraulic properties for complex geological settings. Hereby, we distinguish between two scales of heterogeneity, namely the hydrofacies structure and the intrafacies variability of the hydraulic properties. We employ multiple-point geostatistics to characterize the hydrofacies architecture. The multiple-point statistics are borrowed from a training image that is designed to reflect the prior geological conceptualization. The intrafacies variability of the hydraulic properties is represented using conventional two-point correlation methods, more precisely, spatial covariance models under a multi-Gaussian spatial law. We address the different levels and sources of uncertainty in characterizing the subsurface heterogeneity, and explore their effect on groundwater flow and transport predictions. Typically, uncertainty is assessed by way of many images, termed realizations, of a fixed statistical model. However, in many cases, sampling from a fixed stochastic model does not adequately represent the space of uncertainty. It neglects the uncertainty related to the selection of the stochastic model and the estimation of its input parameters. We acknowledge the uncertainty inherent in the definition of the prior conceptual model of aquifer architecture and in the estimation of global statistics, anisotropy, and correlation scales. Spatial bootstrap is used to assess the uncertainty of the unknown statistical parameters. As an illustrative example, we employ a synthetic field that represents a fluvial setting consisting of an interconnected network of channel sands embedded within finer-grained floodplain material. For this highly non-stationary setting we quantify the groundwater flow and transport model prediction uncertainty for various levels of hydrogeological uncertainty. Results indicate the importance of accurately describing the facies geometry, especially for transport predictions.

Classification of hydrological parameter sensitivity and evaluation of parameter transferability across 431 US MOPEX basins

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

Ren, Huiying; Hou, Zhangshuan; Huang, Maoyi

The Community Land Model (CLM) represents physical, chemical, and biological processes of the terrestrial ecosystems that interact with climate across a range of spatial and temporal scales. As CLM includes numerous sub-models and associated parameters, the high-dimensional parameter space presents a formidable challenge for quantifying uncertainty and improving Earth system predictions needed to assess environmental changes and risks. This study aims to evaluate the potential of transferring hydrologic model parameters in CLM through sensitivity analyses and classification across watersheds from the Model Parameter Estimation Experiment (MOPEX) in the United States. The sensitivity of CLM-simulated water and energy fluxes to hydrologicalmore » parameters across 431 MOPEX basins are first examined using an efficient stochastic sampling-based sensitivity analysis approach. Linear, interaction, and high-order nonlinear impacts are all identified via statistical tests and stepwise backward removal parameter screening. The basins are then classified accordingly to their parameter sensitivity patterns (internal attributes), as well as their hydrologic indices/attributes (external hydrologic factors) separately, using a Principal component analyses (PCA) and expectation-maximization (EM) –based clustering approach. Similarities and differences among the parameter sensitivity-based classification system (S-Class), the hydrologic indices-based classification (H-Class), and the Koppen climate classification systems (K-Class) are discussed. Within each S-class with similar parameter sensitivity characteristics, similar inversion modeling setups can be used for parameter calibration, and the parameters and their contribution or significance to water and energy cycling may also be more transferrable. This classification study provides guidance on identifiable parameters, and on parameterization and inverse model design for CLM but the methodology is applicable to other models. Inverting parameters at representative sites belonging to the same class can significantly reduce parameter calibration efforts.« less

A Novel Statistical Analysis and Interpretation of Flow Cytometry Data

DTIC Science & Technology

2013-03-31

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

Chain Pooling modeling selection as developed for the statistical analysis of a rotor burst protection experiment

NASA Technical Reports Server (NTRS)

Holms, A. G.

1977-01-01

As many as three iterated statistical model deletion procedures were considered for an experiment. Population model coefficients were chosen to simulate a saturated 2 to the 4th power experiment having an unfavorable distribution of parameter values. Using random number studies, three model selection strategies were developed, namely, (1) a strategy to be used in anticipation of large coefficients of variation, approximately 65 percent, (2) a strategy to be sued in anticipation of small coefficients of variation, 4 percent or less, and (3) a security regret strategy to be used in the absence of such prior knowledge.

Methods of comparing associative models and an application to retrospective revaluation.

PubMed

Witnauer, James E; Hutchings, Ryan; Miller, Ralph R

2017-11-01

Contemporary theories of associative learning are increasingly complex, which necessitates the use of computational methods to reveal predictions of these models. We argue that comparisons across multiple models in terms of goodness of fit to empirical data from experiments often reveal more about the actual mechanisms of learning and behavior than do simulations of only a single model. Such comparisons are best made when the values of free parameters are discovered through some optimization procedure based on the specific data being fit (e.g., hill climbing), so that the comparisons hinge on the psychological mechanisms assumed by each model rather than being biased by using parameters that differ in quality across models with respect to the data being fit. Statistics like the Bayesian information criterion facilitate comparisons among models that have different numbers of free parameters. These issues are examined using retrospective revaluation data. Copyright © 2017 Elsevier B.V. All rights reserved.

DETERMINATION OF CLOUD PARAMETERS FOR NEROS II FROM DIGITAL SATELLITE DATA

EPA Science Inventory

As part of the input for their regional-scale photochemical oxidant model of air pollution, known as the Regional Oxidant Model, requires statistical descriptions of total cloud amount, cumulus cloud amount, and cumulus cloud top height for certain regions and dates. These statis...

Computer Simulation of Paratrooper Deployment by Static Line from A400M

DTIC Science & Technology

2006-10-01

UNLIMITED Discussor’s Name: M. Vallance Question: 1) Is model mature to allow for prediction or airflow influence of defensive suite aerials...this model, statistical variations of the parameters involved in inflation are considered on Montecarlo simulations. Discussor’s Name: Richard Benney

Probabilistic Graphical Model Representation in Phylogenetics

PubMed Central

Höhna, Sebastian; Heath, Tracy A.; Boussau, Bastien; Landis, Michael J.; Ronquist, Fredrik; Huelsenbeck, John P.

2014-01-01

Recent years have seen a rapid expansion of the model space explored in statistical phylogenetics, emphasizing the need for new approaches to statistical model representation and software development. Clear communication and representation of the chosen model is crucial for: (i) reproducibility of an analysis, (ii) model development, and (iii) software design. Moreover, a unified, clear and understandable framework for model representation lowers the barrier for beginners and nonspecialists to grasp complex phylogenetic models, including their assumptions and parameter/variable dependencies. Graphical modeling is a unifying framework that has gained in popularity in the statistical literature in recent years. The core idea is to break complex models into conditionally independent distributions. The strength lies in the comprehensibility, flexibility, and adaptability of this formalism, and the large body of computational work based on it. Graphical models are well-suited to teach statistical models, to facilitate communication among phylogeneticists and in the development of generic software for simulation and statistical inference. Here, we provide an introduction to graphical models for phylogeneticists and extend the standard graphical model representation to the realm of phylogenetics. We introduce a new graphical model component, tree plates, to capture the changing structure of the subgraph corresponding to a phylogenetic tree. We describe a range of phylogenetic models using the graphical model framework and introduce modules to simplify the representation of standard components in large and complex models. Phylogenetic model graphs can be readily used in simulation, maximum likelihood inference, and Bayesian inference using, for example, Metropolis–Hastings or Gibbs sampling of the posterior distribution. [Computation; graphical models; inference; modularization; statistical phylogenetics; tree plate.] PMID:24951559

Equivalence between Step Selection Functions and Biased Correlated Random Walks for Statistical Inference on Animal Movement.

PubMed

Duchesne, Thierry; Fortin, Daniel; Rivest, Louis-Paul

2015-01-01

Animal movement has a fundamental impact on population and community structure and dynamics. Biased correlated random walks (BCRW) and step selection functions (SSF) are commonly used to study movements. Because no studies have contrasted the parameters and the statistical properties of their estimators for models constructed under these two Lagrangian approaches, it remains unclear whether or not they allow for similar inference. First, we used the Weak Law of Large Numbers to demonstrate that the log-likelihood function for estimating the parameters of BCRW models can be approximated by the log-likelihood of SSFs. Second, we illustrated the link between the two approaches by fitting BCRW with maximum likelihood and with SSF to simulated movement data in virtual environments and to the trajectory of bison (Bison bison L.) trails in natural landscapes. Using simulated and empirical data, we found that the parameters of a BCRW estimated directly from maximum likelihood and by fitting an SSF were remarkably similar. Movement analysis is increasingly used as a tool for understanding the influence of landscape properties on animal distribution. In the rapidly developing field of movement ecology, management and conservation biologists must decide which method they should implement to accurately assess the determinants of animal movement. We showed that BCRW and SSF can provide similar insights into the environmental features influencing animal movements. Both techniques have advantages. BCRW has already been extended to allow for multi-state modeling. Unlike BCRW, however, SSF can be estimated using most statistical packages, it can simultaneously evaluate habitat selection and movement biases, and can easily integrate a large number of movement taxes at multiple scales. SSF thus offers a simple, yet effective, statistical technique to identify movement taxis.

Ascertainment-adjusted parameter estimation approach to improve robustness against misspecification of health monitoring methods

NASA Astrophysics Data System (ADS)

Juesas, P.; Ramasso, E.

2016-12-01

Condition monitoring aims at ensuring system safety which is a fundamental requirement for industrial applications and that has become an inescapable social demand. This objective is attained by instrumenting the system and developing data analytics methods such as statistical models able to turn data into relevant knowledge. One difficulty is to be able to correctly estimate the parameters of those methods based on time-series data. This paper suggests the use of the Weighted Distribution Theory together with the Expectation-Maximization algorithm to improve parameter estimation in statistical models with latent variables with an application to health monotonic under uncertainty. The improvement of estimates is made possible by incorporating uncertain and possibly noisy prior knowledge on latent variables in a sound manner. The latent variables are exploited to build a degradation model of dynamical system represented as a sequence of discrete states. Examples on Gaussian Mixture Models, Hidden Markov Models (HMM) with discrete and continuous outputs are presented on both simulated data and benchmarks using the turbofan engine datasets. A focus on the application of a discrete HMM to health monitoring under uncertainty allows to emphasize the interest of the proposed approach in presence of different operating conditions and fault modes. It is shown that the proposed model depicts high robustness in presence of noisy and uncertain prior.

Large ensemble modeling of last deglacial retreat of the West Antarctic Ice Sheet: comparison of simple and advanced statistical techniques

NASA Astrophysics Data System (ADS)

Pollard, D.; Chang, W.; Haran, M.; Applegate, P.; DeConto, R.

2015-11-01

A 3-D hybrid ice-sheet model is applied to the last deglacial retreat of the West Antarctic Ice Sheet over the last ~ 20 000 years. A large ensemble of 625 model runs is used to calibrate the model to modern and geologic data, including reconstructed grounding lines, relative sea-level records, elevation-age data and uplift rates, with an aggregate score computed for each run that measures overall model-data misfit. Two types of statistical methods are used to analyze the large-ensemble results: simple averaging weighted by the aggregate score, and more advanced Bayesian techniques involving Gaussian process-based emulation and calibration, and Markov chain Monte Carlo. Results for best-fit parameter ranges and envelopes of equivalent sea-level rise with the simple averaging method agree quite well with the more advanced techniques, but only for a large ensemble with full factorial parameter sampling. Best-fit parameter ranges confirm earlier values expected from prior model tuning, including large basal sliding coefficients on modern ocean beds. Each run is extended 5000 years into the "future" with idealized ramped climate warming. In the majority of runs with reasonable scores, this produces grounding-line retreat deep into the West Antarctic interior, and the analysis provides sea-level-rise envelopes with well defined parametric uncertainty bounds.

Towards accurate modelling of galaxy clustering on small scales: testing the standard ΛCDM + halo model

NASA Astrophysics Data System (ADS)

Sinha, Manodeep; Berlind, Andreas A.; McBride, Cameron K.; Scoccimarro, Roman; Piscionere, Jennifer A.; Wibking, Benjamin D.

2018-07-01

Interpreting the small-scale clustering of galaxies with halo models can elucidate the connection between galaxies and dark matter haloes. Unfortunately, the modelling is typically not sufficiently accurate for ruling out models statistically. It is thus difficult to use the information encoded in small scales to test cosmological models or probe subtle features of the galaxy-halo connection. In this paper, we attempt to push halo modelling into the `accurate' regime with a fully numerical mock-based methodology and careful treatment of statistical and systematic errors. With our forward-modelling approach, we can incorporate clustering statistics beyond the traditional two-point statistics. We use this modelling methodology to test the standard Λ cold dark matter (ΛCDM) + halo model against the clustering of Sloan Digital Sky Survey (SDSS) seventh data release (DR7) galaxies. Specifically, we use the projected correlation function, group multiplicity function, and galaxy number density as constraints. We find that while the model fits each statistic separately, it struggles to fit them simultaneously. Adding group statistics leads to a more stringent test of the model and significantly tighter constraints on model parameters. We explore the impact of varying the adopted halo definition and cosmological model and find that changing the cosmology makes a significant difference. The most successful model we tried (Planck cosmology with Mvir haloes) matches the clustering of low-luminosity galaxies, but exhibits a 2.3σ tension with the clustering of luminous galaxies, thus providing evidence that the `standard' halo model needs to be extended. This work opens the door to adding interesting freedom to the halo model and including additional clustering statistics as constraints.

Angular ellipticity correlations in a composite alignment model for elliptical and spiral galaxies and inference from weak lensing

NASA Astrophysics Data System (ADS)

Tugendhat, Tim M.; Schäfer, Björn Malte

2018-05-01

We investigate a physical, composite alignment model for both spiral and elliptical galaxies and its impact on cosmological parameter estimation from weak lensing for a tomographic survey. Ellipticity correlation functions and angular ellipticity spectra for spiral and elliptical galaxies are derived on the basis of tidal interactions with the cosmic large-scale structure and compared to the tomographic weak-lensing signal. We find that elliptical galaxies cause a contribution to the weak-lensing dominated ellipticity correlation on intermediate angular scales between ℓ ≃ 40 and ℓ ≃ 400 before that of spiral galaxies dominates on higher multipoles. The predominant term on intermediate scales is the negative cross-correlation between intrinsic alignments and weak gravitational lensing (GI-alignment). We simulate parameter inference from weak gravitational lensing with intrinsic alignments unaccounted; the bias induced by ignoring intrinsic alignments in a survey like Euclid is shown to be several times larger than the statistical error and can lead to faulty conclusions when comparing to other observations. The biases generally point into different directions in parameter space, such that in some cases one can observe a partial cancellation effect. Furthermore, it is shown that the biases increase with the number of tomographic bins used for the parameter estimation process. We quantify this parameter estimation bias in units of the statistical error and compute the loss of Bayesian evidence for a model due to the presence of systematic errors as well as the Kullback-Leibler divergence to quantify the distance between the true model and the wrongly inferred one.

The Box-Cox power transformation on nursing sensitive indicators: Does it matter if structural effects are omitted during the estimation of the transformation parameter?

PubMed Central

2011-01-01

Background Many nursing and health related research studies have continuous outcome measures that are inherently non-normal in distribution. The Box-Cox transformation provides a powerful tool for developing a parsimonious model for data representation and interpretation when the distribution of the dependent variable, or outcome measure, of interest deviates from the normal distribution. The objectives of this study was to contrast the effect of obtaining the Box-Cox power transformation parameter and subsequent analysis of variance with or without a priori knowledge of predictor variables under the classic linear or linear mixed model settings. Methods Simulation data from a 3 × 4 factorial treatments design, along with the Patient Falls and Patient Injury Falls from the National Database of Nursing Quality Indicators (NDNQI®) for the 3rd quarter of 2007 from a convenience sample of over one thousand US hospitals were analyzed. The effect of the nonlinear monotonic transformation was contrasted in two ways: a) estimating the transformation parameter along with factors with potential structural effects, and b) estimating the transformation parameter first and then conducting analysis of variance for the structural effect. Results Linear model ANOVA with Monte Carlo simulation and mixed models with correlated error terms with NDNQI examples showed no substantial differences on statistical tests for structural effects if the factors with structural effects were omitted during the estimation of the transformation parameter. Conclusions The Box-Cox power transformation can still be an effective tool for validating statistical inferences with large observational, cross-sectional, and hierarchical or repeated measure studies under the linear or the mixed model settings without prior knowledge of all the factors with potential structural effects. PMID:21854614

The Box-Cox power transformation on nursing sensitive indicators: does it matter if structural effects are omitted during the estimation of the transformation parameter?

PubMed

Hou, Qingjiang; Mahnken, Jonathan D; Gajewski, Byron J; Dunton, Nancy

2011-08-19

Many nursing and health related research studies have continuous outcome measures that are inherently non-normal in distribution. The Box-Cox transformation provides a powerful tool for developing a parsimonious model for data representation and interpretation when the distribution of the dependent variable, or outcome measure, of interest deviates from the normal distribution. The objectives of this study was to contrast the effect of obtaining the Box-Cox power transformation parameter and subsequent analysis of variance with or without a priori knowledge of predictor variables under the classic linear or linear mixed model settings. Simulation data from a 3 × 4 factorial treatments design, along with the Patient Falls and Patient Injury Falls from the National Database of Nursing Quality Indicators (NDNQI® for the 3rd quarter of 2007 from a convenience sample of over one thousand US hospitals were analyzed. The effect of the nonlinear monotonic transformation was contrasted in two ways: a) estimating the transformation parameter along with factors with potential structural effects, and b) estimating the transformation parameter first and then conducting analysis of variance for the structural effect. Linear model ANOVA with Monte Carlo simulation and mixed models with correlated error terms with NDNQI examples showed no substantial differences on statistical tests for structural effects if the factors with structural effects were omitted during the estimation of the transformation parameter. The Box-Cox power transformation can still be an effective tool for validating statistical inferences with large observational, cross-sectional, and hierarchical or repeated measure studies under the linear or the mixed model settings without prior knowledge of all the factors with potential structural effects.

Moral foundations in an interacting neural networks society: A statistical mechanics analysis

NASA Astrophysics Data System (ADS)

Vicente, R.; Susemihl, A.; Jericó, J. P.; Caticha, N.

2014-04-01

The moral foundations theory supports that people, across cultures, tend to consider a small number of dimensions when classifying issues on a moral basis. The data also show that the statistics of weights attributed to each moral dimension is related to self-declared political affiliation, which in turn has been connected to cognitive learning styles by the recent literature in neuroscience and psychology. Inspired by these data, we propose a simple statistical mechanics model with interacting neural networks classifying vectors and learning from members of their social neighbourhood about their average opinion on a large set of issues. The purpose of learning is to reduce dissension among agents when disagreeing. We consider a family of learning algorithms parametrized by δ, that represents the importance given to corroborating (same sign) opinions. We define an order parameter that quantifies the diversity of opinions in a group with homogeneous learning style. Using Monte Carlo simulations and a mean field approximation we find the relation between the order parameter and the learning parameter δ at a temperature we associate with the importance of social influence in a given group. In concordance with data, groups that rely more strongly on corroborating evidence sustain less opinion diversity. We discuss predictions of the model and propose possible experimental tests.

The Effects of Statistical Multiplicity of Infection on Virus Quantification and Infectivity Assays.

PubMed

Mistry, Bhaven A; D'Orsogna, Maria R; Chou, Tom

2018-06-19

Many biological assays are employed in virology to quantify parameters of interest. Two such classes of assays, virus quantification assays (VQAs) and infectivity assays (IAs), aim to estimate the number of viruses present in a solution and the ability of a viral strain to successfully infect a host cell, respectively. VQAs operate at extremely dilute concentrations, and results can be subject to stochastic variability in virus-cell interactions. At the other extreme, high viral-particle concentrations are used in IAs, resulting in large numbers of viruses infecting each cell, enough for measurable change in total transcription activity. Furthermore, host cells can be infected at any concentration regime by multiple particles, resulting in a statistical multiplicity of infection and yielding potentially significant variability in the assay signal and parameter estimates. We develop probabilistic models for statistical multiplicity of infection at low and high viral-particle-concentration limits and apply them to the plaque (VQA), endpoint dilution (VQA), and luciferase reporter (IA) assays. A web-based tool implementing our models and analysis is also developed and presented. We test our proposed new methods for inferring experimental parameters from data using numerical simulations and show improvement on existing procedures in all limits. Copyright © 2018 Biophysical Society. Published by Elsevier Inc. All rights reserved.

On the Statistical Errors of RADAR Location Sensor Networks with Built-In Wi-Fi Gaussian Linear Fingerprints

PubMed Central

Zhou, Mu; Xu, Yu Bin; Ma, Lin; Tian, Shuo

2012-01-01

The expected errors of RADAR sensor networks with linear probabilistic location fingerprints inside buildings with varying Wi-Fi Gaussian strength are discussed. As far as we know, the statistical errors of equal and unequal-weighted RADAR networks have been suggested as a better way to evaluate the behavior of different system parameters and the deployment of reference points (RPs). However, up to now, there is still not enough related work on the relations between the statistical errors, system parameters, number and interval of the RPs, let alone calculating the correlated analytical expressions of concern. Therefore, in response to this compelling problem, under a simple linear distribution model, much attention will be paid to the mathematical relations of the linear expected errors, number of neighbors, number and interval of RPs, parameters in logarithmic attenuation model and variations of radio signal strength (RSS) at the test point (TP) with the purpose of constructing more practical and reliable RADAR location sensor networks (RLSNs) and also guaranteeing the accuracy requirements for the location based services in future ubiquitous context-awareness environments. Moreover, the numerical results and some real experimental evaluations of the error theories addressed in this paper will also be presented for our future extended analysis. PMID:22737027

On the statistical errors of RADAR location sensor networks with built-in Wi-Fi Gaussian linear fingerprints.

PubMed

Zhou, Mu; Xu, Yu Bin; Ma, Lin; Tian, Shuo

2012-01-01

The expected errors of RADAR sensor networks with linear probabilistic location fingerprints inside buildings with varying Wi-Fi Gaussian strength are discussed. As far as we know, the statistical errors of equal and unequal-weighted RADAR networks have been suggested as a better way to evaluate the behavior of different system parameters and the deployment of reference points (RPs). However, up to now, there is still not enough related work on the relations between the statistical errors, system parameters, number and interval of the RPs, let alone calculating the correlated analytical expressions of concern. Therefore, in response to this compelling problem, under a simple linear distribution model, much attention will be paid to the mathematical relations of the linear expected errors, number of neighbors, number and interval of RPs, parameters in logarithmic attenuation model and variations of radio signal strength (RSS) at the test point (TP) with the purpose of constructing more practical and reliable RADAR location sensor networks (RLSNs) and also guaranteeing the accuracy requirements for the location based services in future ubiquitous context-awareness environments. Moreover, the numerical results and some real experimental evaluations of the error theories addressed in this paper will also be presented for our future extended analysis.

Chemometrics.

ERIC Educational Resources Information Center

Delaney, Michael F.

1984-01-01

This literature review on chemometrics (covering December 1981 to December 1983) is organized under these headings: personal supermicrocomputers; education and books; statistics; modeling and parameter estimation; resolution; calibration; signal processing; image analysis; factor analysis; pattern recognition; optimization; artificial…

An improved approach for flight readiness certification: Methodology for failure risk assessment and application examples. Volume 2: Software documentation

NASA Technical Reports Server (NTRS)

Moore, N. R.; Ebbeler, D. H.; Newlin, L. E.; Sutharshana, S.; Creager, M.

1992-01-01

An improved methodology for quantitatively evaluating failure risk of spaceflight systems to assess flight readiness and identify risk control measures is presented. This methodology, called Probabilistic Failure Assessment (PFA), combines operating experience from tests and flights with engineering analysis to estimate failure risk. The PFA methodology is of particular value when information on which to base an assessment of failure risk, including test experience and knowledge of parameters used in engineering analyses of failure phenomena, is expensive or difficult to acquire. The PFA methodology is a prescribed statistical structure in which engineering analysis models that characterize failure phenomena are used conjointly with uncertainties about analysis parameters and/or modeling accuracy to estimate failure probability distributions for specific failure modes, These distributions can then be modified, by means of statistical procedures of the PFA methodology, to reflect any test or flight experience. Conventional engineering analysis models currently employed for design of failure prediction are used in this methodology. The PFA methodology is described and examples of its application are presented. Conventional approaches to failure risk evaluation for spaceflight systems are discussed, and the rationale for the approach taken in the PFA methodology is presented. The statistical methods, engineering models, and computer software used in fatigue failure mode applications are thoroughly documented.

An improved approach for flight readiness certification: Methodology for failure risk assessment and application examples, volume 1

NASA Technical Reports Server (NTRS)

Moore, N. R.; Ebbeler, D. H.; Newlin, L. E.; Sutharshana, S.; Creager, M.

1992-01-01

An improved methodology for quantitatively evaluating failure risk of spaceflight systems to assess flight readiness and identify risk control measures is presented. This methodology, called Probabilistic Failure Assessment (PFA), combines operating experience from tests and flights with engineering analysis to estimate failure risk. The PFA methodology is of particular value when information on which to base an assessment of failure risk, including test experience and knowledge of parameters used in engineering analyses of failure phenomena, is expensive or difficult to acquire. The PFA methodology is a prescribed statistical structure in which engineering analysis models that characterize failure phenomena are used conjointly with uncertainties about analysis parameters and/or modeling accuracy to estimate failure probability distributions for specific failure modes. These distributions can then be modified, by means of statistical procedures of the PFA methodology, to reflect any test or flight experience. Conventional engineering analysis models currently employed for design of failure prediction are used in this methodology. The PFA methodology is described and examples of its application are presented. Conventional approaches to failure risk evaluation for spaceflight systems are discussed, and the rationale for the approach taken in the PFA methodology is presented. The statistical methods, engineering models, and computer software used in fatigue failure mode applications are thoroughly documented.

Climate Considerations Of The Electricity Supply Systems In Industries

NASA Astrophysics Data System (ADS)

Asset, Khabdullin; Zauresh, Khabdullina

2014-12-01

The study is focused on analysis of climate considerations of electricity supply systems in a pellet industry. The developed analysis model consists of two modules: statistical data of active power losses evaluation module and climate aspects evaluation module. The statistical data module is presented as a universal mathematical model of electrical systems and components of industrial load. It forms a basis for detailed accounting of power loss from the voltage levels. On the basis of the universal model, a set of programs is designed to perform the calculation and experimental research. It helps to obtain the statistical characteristics of the power losses and loads of the electricity supply systems and to define the nature of changes in these characteristics. Within the module, several methods and algorithms for calculating parameters of equivalent circuits of low- and high-voltage ADC and SD with a massive smooth rotor with laminated poles are developed. The climate aspects module includes an analysis of the experimental data of power supply system in pellet production. It allows identification of GHG emission reduction parameters: operation hours, type of electrical motors, values of load factor and deviation of standard value of voltage.

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

PubMed

Miller, Jeff; Schwarz, Wolf

2011-09-01

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

Estimation of Quasi-Stiffness and Propulsive Work of the Human Ankle in the Stance Phase of Walking

PubMed Central

Shamaei, Kamran; Sawicki, Gregory S.; Dollar, Aaron M.

2013-01-01

Characterizing the quasi-stiffness and work of lower extremity joints is critical for evaluating human locomotion and designing assistive devices such as prostheses and orthoses intended to emulate the biological behavior of human legs. This work aims to establish statistical models that allow us to predict the ankle quasi-stiffness and net mechanical work for adults walking on level ground. During the stance phase of walking, the ankle joint propels the body through three distinctive phases of nearly constant stiffness known as the quasi-stiffness of each phase. Using a generic equation for the ankle moment obtained through an inverse dynamics analysis, we identify key independent parameters needed to predict ankle quasi-stiffness and propulsive work and also the functional form of each correlation. These parameters include gait speed, ankle excursion, and subject height and weight. Based on the identified form of the correlation and key variables, we applied linear regression on experimental walking data for 216 gait trials across 26 subjects (speeds from 0.75–2.63 m/s) to obtain statistical models of varying complexity. The most general forms of the statistical models include all the key parameters and have an R2 of 75% to 81% in the prediction of the ankle quasi-stiffnesses and propulsive work. The most specific models include only subject height and weight and could predict the ankle quasi-stiffnesses and work for optimal walking speed with average error of 13% to 30%. We discuss how these models provide a useful framework and foundation for designing subject- and gait-specific prosthetic and exoskeletal devices designed to emulate biological ankle function during level ground walking. PMID:23555839

Targeted estimation of nuisance parameters to obtain valid statistical inference.

PubMed

van der Laan, Mark J

2014-01-01

In order to obtain concrete results, we focus on estimation of the treatment specific mean, controlling for all measured baseline covariates, based on observing independent and identically distributed copies of a random variable consisting of baseline covariates, a subsequently assigned binary treatment, and a final outcome. The statistical model only assumes possible restrictions on the conditional distribution of treatment, given the covariates, the so-called propensity score. Estimators of the treatment specific mean involve estimation of the propensity score and/or estimation of the conditional mean of the outcome, given the treatment and covariates. In order to make these estimators asymptotically unbiased at any data distribution in the statistical model, it is essential to use data-adaptive estimators of these nuisance parameters such as ensemble learning, and specifically super-learning. Because such estimators involve optimal trade-off of bias and variance w.r.t. the infinite dimensional nuisance parameter itself, they result in a sub-optimal bias/variance trade-off for the resulting real-valued estimator of the estimand. We demonstrate that additional targeting of the estimators of these nuisance parameters guarantees that this bias for the estimand is second order and thereby allows us to prove theorems that establish asymptotic linearity of the estimator of the treatment specific mean under regularity conditions. These insights result in novel targeted minimum loss-based estimators (TMLEs) that use ensemble learning with additional targeted bias reduction to construct estimators of the nuisance parameters. In particular, we construct collaborative TMLEs (C-TMLEs) with known influence curve allowing for statistical inference, even though these C-TMLEs involve variable selection for the propensity score based on a criterion that measures how effective the resulting fit of the propensity score is in removing bias for the estimand. As a particular special case, we also demonstrate the required targeting of the propensity score for the inverse probability of treatment weighted estimator using super-learning to fit the propensity score.

The Problem of Auto-Correlation in Parasitology

PubMed Central

Pollitt, Laura C.; Reece, Sarah E.; Mideo, Nicole; Nussey, Daniel H.; Colegrave, Nick

2012-01-01

Explaining the contribution of host and pathogen factors in driving infection dynamics is a major ambition in parasitology. There is increasing recognition that analyses based on single summary measures of an infection (e.g., peak parasitaemia) do not adequately capture infection dynamics and so, the appropriate use of statistical techniques to analyse dynamics is necessary to understand infections and, ultimately, control parasites. However, the complexities of within-host environments mean that tracking and analysing pathogen dynamics within infections and among hosts poses considerable statistical challenges. Simple statistical models make assumptions that will rarely be satisfied in data collected on host and parasite parameters. In particular, model residuals (unexplained variance in the data) should not be correlated in time or space. Here we demonstrate how failure to account for such correlations can result in incorrect biological inference from statistical analysis. We then show how mixed effects models can be used as a powerful tool to analyse such repeated measures data in the hope that this will encourage better statistical practices in parasitology. PMID:22511865

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

ERIC Educational Resources Information Center

Breithaupt, Krista; Zumbo, Bruno D.

2002-01-01

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

Plackett-Burman experimental design for bacterial cellulose-silica composites synthesis.

PubMed

Guzun, Anicuta Stoica; Stroescu, Marta; Jinga, Sorin Ion; Voicu, Georgeta; Grumezescu, Alexandru Mihai; Holban, Alina Maria

2014-09-01

Bacterial cellulose-silica hybrid composites were prepared starting from wet bacterial cellulose (BC) membranes using Stöber reaction. The structure and surface morphology of hybrid composites were examined by FTIR and SEM. The SEM pictures revealed that the silica particles are attached to BC fibrils and are well dispersed in the BC matrix. The influence of silica particles upon BC crystallinity was studied using XRD analysis. Thermogravimetric (TG) analysis showed that the composites are stable up to 300°C. A Plackett-Burman design was applied in order to investigate the influence of process parameters upon silica particle sizes and silica content of BC-silica composites. The statistical model predicted that it is possible for silica particles size to vary the synthesis parameters in order to obtain silica particles deposed on BC membranes in the range from 34.5 to 500 nm, the significant parameters being ammonia concentration, reaction time and temperature. The silica content also varies depending on process parameters, the statistical model predicting that the most influential parameters are water-tetraethoxysilane (TEOS) ratio and reaction temperature. The antimicrobial behavior on Staphylococcus aureus of BC-silica composites functionalized with usnic acid (UA) was also studied, in order to create improved surfaces with antiadherence and anti-biofilm properties. Copyright © 2014 Elsevier B.V. All rights reserved.

Statistical analysis of polarization-inhomogeneous Fourier spectra of laser radiation scattered by human skin in the tasks of differentiation of benign and malignant formations

NASA Astrophysics Data System (ADS)

Ushenko, Alexander G.; Dubolazov, Alexander V.; Ushenko, Vladimir A.; Novakovskaya, Olga Y.

2016-07-01

The optical model of formation of polarization structure of laser radiation scattered by polycrystalline networks of human skin in Fourier plane was elaborated. The results of investigation of the values of statistical (statistical moments of the 1st to 4th order) parameters of polarization-inhomogeneous images of skin surface in Fourier plane were presented. The diagnostic criteria of pathological process in human skin and its severity degree differentiation were determined.

Sensitivity of the model error parameter specification in weak-constraint four-dimensional variational data assimilation

NASA Astrophysics Data System (ADS)

Shaw, Jeremy A.; Daescu, Dacian N.

2017-08-01

This article presents the mathematical framework to evaluate the sensitivity of a forecast error aspect to the input parameters of a weak-constraint four-dimensional variational data assimilation system (w4D-Var DAS), extending the established theory from strong-constraint 4D-Var. Emphasis is placed on the derivation of the equations for evaluating the forecast sensitivity to parameters in the DAS representation of the model error statistics, including bias, standard deviation, and correlation structure. A novel adjoint-based procedure for adaptive tuning of the specified model error covariance matrix is introduced. Results from numerical convergence tests establish the validity of the model error sensitivity equations. Preliminary experiments providing a proof-of-concept are performed using the Lorenz multi-scale model to illustrate the theoretical concepts and potential benefits for practical applications.

Fitting mechanistic epidemic models to data: A comparison of simple Markov chain Monte Carlo approaches.

PubMed

Li, Michael; Dushoff, Jonathan; Bolker, Benjamin M

2018-07-01

Simple mechanistic epidemic models are widely used for forecasting and parameter estimation of infectious diseases based on noisy case reporting data. Despite the widespread application of models to emerging infectious diseases, we know little about the comparative performance of standard computational-statistical frameworks in these contexts. Here we build a simple stochastic, discrete-time, discrete-state epidemic model with both process and observation error and use it to characterize the effectiveness of different flavours of Bayesian Markov chain Monte Carlo (MCMC) techniques. We use fits to simulated data, where parameters (and future behaviour) are known, to explore the limitations of different platforms and quantify parameter estimation accuracy, forecasting accuracy, and computational efficiency across combinations of modeling decisions (e.g. discrete vs. continuous latent states, levels of stochasticity) and computational platforms (JAGS, NIMBLE, Stan).

An expert panel-based study on recognition of gastro-esophageal reflux in difficult esophageal pH-impedance tracings.

PubMed

Smits, M J; Loots, C M; van Wijk, M P; Bredenoord, A J; Benninga, M A; Smout, A J P M

2015-05-01

Despite existing criteria for scoring gastro-esophageal reflux (GER) in esophageal multichannel pH-impedance measurement (pH-I) tracings, inter- and intra-rater variability is large and agreement with automated analysis is poor. To identify parameters of difficult to analyze pH-I patterns and combine these into a statistical model that can identify GER episodes with an international consensus as gold standard. Twenty-one experts from 10 countries were asked to mark GER presence for adult and pediatric pH-I patterns in an online pre-assessment. During a consensus meeting, experts voted on patterns not reaching majority consensus (>70% agreement). Agreement was calculated between raters, between consensus and individual raters, and between consensus and software generated automated analysis. With eight selected parameters, multiple logistic regression analysis was performed to describe an algorithm sensitive and specific for detection of GER. Majority consensus was reached for 35/79 episodes in the online pre-assessment (interrater κ = 0.332). Mean agreement between pre-assessment scores and final consensus was moderate (κ = 0.466). Combining eight pH-I parameters did not result in a statistically significant model able to identify presence of GER. Recognizing a pattern as retrograde is the best indicator of GER, with 100% sensitivity and 81% specificity with expert consensus as gold standard. Agreement between experts scoring difficult impedance patterns for presence or absence of GER is poor. Combining several characteristics into a statistical model did not improve diagnostic accuracy. Only the parameter 'retrograde propagation pattern' is an indicator of GER in difficult pH-I patterns. © 2015 John Wiley & Sons Ltd.

Inferring epidemiological parameters from phylogenies using regression-ABC: A comparative study

PubMed Central

Gascuel, Olivier

2017-01-01

Inferring epidemiological parameters such as the R0 from time-scaled phylogenies is a timely challenge. Most current approaches rely on likelihood functions, which raise specific issues that range from computing these functions to finding their maxima numerically. Here, we present a new regression-based Approximate Bayesian Computation (ABC) approach, which we base on a large variety of summary statistics intended to capture the information contained in the phylogeny and its corresponding lineage-through-time plot. The regression step involves the Least Absolute Shrinkage and Selection Operator (LASSO) method, which is a robust machine learning technique. It allows us to readily deal with the large number of summary statistics, while avoiding resorting to Markov Chain Monte Carlo (MCMC) techniques. To compare our approach to existing ones, we simulated target trees under a variety of epidemiological models and settings, and inferred parameters of interest using the same priors. We found that, for large phylogenies, the accuracy of our regression-ABC is comparable to that of likelihood-based approaches involving birth-death processes implemented in BEAST2. Our approach even outperformed these when inferring the host population size with a Susceptible-Infected-Removed epidemiological model. It also clearly outperformed a recent kernel-ABC approach when assuming a Susceptible-Infected epidemiological model with two host types. Lastly, by re-analyzing data from the early stages of the recent Ebola epidemic in Sierra Leone, we showed that regression-ABC provides more realistic estimates for the duration parameters (latency and infectiousness) than the likelihood-based method. Overall, ABC based on a large variety of summary statistics and a regression method able to perform variable selection and avoid overfitting is a promising approach to analyze large phylogenies. PMID:28263987

An Optimization Principle for Deriving Nonequilibrium Statistical Models of Hamiltonian Dynamics

NASA Astrophysics Data System (ADS)

Turkington, Bruce

2013-08-01

A general method for deriving closed reduced models of Hamiltonian dynamical systems is developed using techniques from optimization and statistical estimation. Given a vector of resolved variables, selected to describe the macroscopic state of the system, a family of quasi-equilibrium probability densities on phase space corresponding to the resolved variables is employed as a statistical model, and the evolution of the mean resolved vector is estimated by optimizing over paths of these densities. Specifically, a cost function is constructed to quantify the lack-of-fit to the microscopic dynamics of any feasible path of densities from the statistical model; it is an ensemble-averaged, weighted, squared-norm of the residual that results from submitting the path of densities to the Liouville equation. The path that minimizes the time integral of the cost function determines the best-fit evolution of the mean resolved vector. The closed reduced equations satisfied by the optimal path are derived by Hamilton-Jacobi theory. When expressed in terms of the macroscopic variables, these equations have the generic structure of governing equations for nonequilibrium thermodynamics. In particular, the value function for the optimization principle coincides with the dissipation potential that defines the relation between thermodynamic forces and fluxes. The adjustable closure parameters in the best-fit reduced equations depend explicitly on the arbitrary weights that enter into the lack-of-fit cost function. Two particular model reductions are outlined to illustrate the general method. In each example the set of weights in the optimization principle contracts into a single effective closure parameter.

'Chain pooling' model selection as developed for the statistical analysis of a rotor burst protection experiment

NASA Technical Reports Server (NTRS)

Holms, A. G.

1977-01-01

A statistical decision procedure called chain pooling had been developed for model selection in fitting the results of a two-level fixed-effects full or fractional factorial experiment not having replication. The basic strategy included the use of one nominal level of significance for a preliminary test and a second nominal level of significance for the final test. The subject has been reexamined from the point of view of using as many as three successive statistical model deletion procedures in fitting the results of a single experiment. The investigation consisted of random number studies intended to simulate the results of a proposed aircraft turbine-engine rotor-burst-protection experiment. As a conservative approach, population model coefficients were chosen to represent a saturated 2 to the 4th power experiment with a distribution of parameter values unfavorable to the decision procedures. Three model selection strategies were developed.

Use of observational and model-derived fields and regime model output statistics in mesoscale forecasting

NASA Technical Reports Server (NTRS)

Forbes, G. S.; Pielke, R. A.

1985-01-01

Various empirical and statistical weather-forecasting studies which utilize stratification by weather regime are described. Objective classification was used to determine weather regime in some studies. In other cases the weather pattern was determined on the basis of a parameter representing the physical and dynamical processes relevant to the anticipated mesoscale phenomena, such as low level moisture convergence and convective precipitation, or the Froude number and the occurrence of cold-air damming. For mesoscale phenomena already in existence, new forecasting techniques were developed. The use of cloud models in operational forecasting is discussed. Models to calculate the spatial scales of forcings and resultant response for mesoscale systems are presented. The use of these models to represent the climatologically most prevalent systems, and to perform case-by-case simulations is reviewed. Operational implementation of mesoscale data into weather forecasts, using both actual simulation output and method-output statistics is discussed.

VARIABLE SELECTION FOR REGRESSION MODELS WITH MISSING DATA

PubMed Central

Garcia, Ramon I.; Ibrahim, Joseph G.; Zhu, Hongtu

2009-01-01

We consider the variable selection problem for a class of statistical models with missing data, including missing covariate and/or response data. We investigate the smoothly clipped absolute deviation penalty (SCAD) and adaptive LASSO and propose a unified model selection and estimation procedure for use in the presence of missing data. We develop a computationally attractive algorithm for simultaneously optimizing the penalized likelihood function and estimating the penalty parameters. Particularly, we propose to use a model selection criterion, called the ICQ statistic, for selecting the penalty parameters. We show that the variable selection procedure based on ICQ automatically and consistently selects the important covariates and leads to efficient estimates with oracle properties. The methodology is very general and can be applied to numerous situations involving missing data, from covariates missing at random in arbitrary regression models to nonignorably missing longitudinal responses and/or covariates. Simulations are given to demonstrate the methodology and examine the finite sample performance of the variable selection procedures. Melanoma data from a cancer clinical trial is presented to illustrate the proposed methodology. PMID:20336190

The effects of neuron morphology on graph theoretic measures of network connectivity: the analysis of a two-level statistical model.

PubMed

Aćimović, Jugoslava; Mäki-Marttunen, Tuomo; Linne, Marja-Leena

2015-01-01

We developed a two-level statistical model that addresses the question of how properties of neurite morphology shape the large-scale network connectivity. We adopted a low-dimensional statistical description of neurites. From the neurite model description we derived the expected number of synapses, node degree, and the effective radius, the maximal distance between two neurons expected to form at least one synapse. We related these quantities to the network connectivity described using standard measures from graph theory, such as motif counts, clustering coefficient, minimal path length, and small-world coefficient. These measures are used in a neuroscience context to study phenomena from synaptic connectivity in the small neuronal networks to large scale functional connectivity in the cortex. For these measures we provide analytical solutions that clearly relate different model properties. Neurites that sparsely cover space lead to a small effective radius. If the effective radius is small compared to the overall neuron size the obtained networks share similarities with the uniform random networks as each neuron connects to a small number of distant neurons. Large neurites with densely packed branches lead to a large effective radius. If this effective radius is large compared to the neuron size, the obtained networks have many local connections. In between these extremes, the networks maximize the variability of connection repertoires. The presented approach connects the properties of neuron morphology with large scale network properties without requiring heavy simulations with many model parameters. The two-steps procedure provides an easier interpretation of the role of each modeled parameter. The model is flexible and each of its components can be further expanded. We identified a range of model parameters that maximizes variability in network connectivity, the property that might affect network capacity to exhibit different dynamical regimes.

Quantum statistics in complex networks

NASA Astrophysics Data System (ADS)

Bianconi, Ginestra

The Barabasi-Albert (BA) model for a complex network shows a characteristic power law connectivity distribution typical of scale free systems. The Ising model on the BA network shows that the ferromagnetic phase transition temperature depends logarithmically on its size. We have introduced a fitness parameter for the BA network which describes the different abilities of nodes to compete for links. This model predicts the formation of a scale free network where each node increases its connectivity in time as a power-law with an exponent depending on its fitness. This model includes the fact that the node connectivity and growth rate do not depend on the node age alone and it reproduces non trivial correlation properties of the Internet. We have proposed a model of bosonic networks by a generalization of the BA model where the properties of quantum statistics can be applied. We have introduced a fitness eta i = e-bei where the temperature T = 1/ b is determined by the noise in the system and the energy ei accounts for qualitative differences of each node for acquiring links. The results of this work show that a power law network with exponent gamma = 2 can give a Bose condensation where a single node grabs a finite fraction of all the links. In order to address the connection with self-organized processes we have introduced a model for a growing Cayley tree that generalizes the dynamics of invasion percolation. At each node we associate a parameter ei (called energy) such that the probability to grow for each node is given by pii ∝ ebei where T = 1/ b is a statistical parameter of the system determined by the noise called the temperature. This model has been solved analytically with a similar mathematical technique as the bosonic scale-free networks and it shows the self organization of the low energy nodes at the interface. In the thermodynamic limit the Fermi distribution describes the probability of the energy distribution at the interface.

Statistical Compression of Wind Speed Data

NASA Astrophysics Data System (ADS)

Tagle, F.; Castruccio, S.; Crippa, P.; Genton, M.

2017-12-01

In this work we introduce a lossy compression approach that utilizes a stochastic wind generator based on a non-Gaussian distribution to reproduce the internal climate variability of daily wind speed as represented by the CESM Large Ensemble over Saudi Arabia. Stochastic wind generators, and stochastic weather generators more generally, are statistical models that aim to match certain statistical properties of the data on which they are trained. They have been used extensively in applications ranging from agricultural models to climate impact studies. In this novel context, the parameters of the fitted model can be interpreted as encoding the information contained in the original uncompressed data. The statistical model is fit to only 3 of the 30 ensemble members and it adequately captures the variability of the ensemble in terms of seasonal internannual variability of daily wind speed. To deal with such a large spatial domain, it is partitioned into 9 region, and the model is fit independently to each of these. We further discuss a recent refinement of the model, which relaxes this assumption of regional independence, by introducing a large-scale component that interacts with the fine-scale regional effects.

Probability distribution and statistical properties of spherically compensated cosmic regions in ΛCDM cosmology

NASA Astrophysics Data System (ADS)

Alimi, Jean-Michel; de Fromont, Paul

2018-04-01

The statistical properties of cosmic structures are well known to be strong probes for cosmology. In particular, several studies tried to use the cosmic void counting number to obtain tight constrains on dark energy. In this paper, we model the statistical properties of these regions using the CoSphere formalism (de Fromont & Alimi) in both primordial and non-linearly evolved Universe in the standard Λ cold dark matter model. This formalism applies similarly for minima (voids) and maxima (such as DM haloes), which are here considered symmetrically. We first derive the full joint Gaussian distribution of CoSphere's parameters in the Gaussian random field. We recover the results of Bardeen et al. only in the limit where the compensation radius becomes very large, i.e. when the central extremum decouples from its cosmic environment. We compute the probability distribution of the compensation size in this primordial field. We show that this distribution is redshift independent and can be used to model cosmic voids size distribution. We also derive the statistical distribution of the peak parameters introduced by Bardeen et al. and discuss their correlation with the cosmic environment. We show that small central extrema with low density are associated with narrow compensation regions with deep compensation density, while higher central extrema are preferentially located in larger but smoother over/under massive regions.

Magnetic Helicity and Planetary Dynamos

NASA Technical Reports Server (NTRS)

Shebalin, John V.

2012-01-01

A model planetary dynamo based on the Boussinesq approximation along with homogeneous boundary conditions is considered. A statistical theory describing a large-scale MHD dynamo is found, in which magnetic helicity is the critical parameter

Stochastic analysis of experimentally determined physical parameters of HPMC:NiCl{sub 2} polymer composites

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

Thejas, Urs G.; Somashekar, R., E-mail: rs@physics.uni-mysore.ac.in; Sangappa, Y.

A stochastic approach to explain the variation of physical parameters in polymer composites is discussed in this study. We have given a statistical model to derive the characteristic variation of physical parameters as a function of dopant concentration. Results of X-ray diffraction study and conductivity have been taken to validate this function, which can be extended to any of the physical parameters and polymer composites. For this study we have considered a polymer composites of HPMC doped with various concentrations of Nickel Chloride.

On a simple molecular–statistical model of a liquid-crystal suspension of anisometric particles

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

Zakhlevnykh, A. N., E-mail: anz@psu.ru; Lubnin, M. S.; Petrov, D. A.

2016-11-15

A molecular–statistical mean-field theory is constructed for suspensions of anisometric particles in nematic liquid crystals (NLCs). The spherical approximation, well known in the physics of ferromagnetic materials, is considered that allows one to obtain an analytic expression for the free energy and simple equations for the orientational state of a suspension that describe the temperature dependence of the order parameters of the suspension components. The transition temperature from ordered to isotropic state and the jumps in the order parameters at the phase-transition point are studied as a function of the anchoring energy of dispersed particles to the matrix, the concentrationmore » of the impurity phase, and the size of particles. The proposed approach allows one to generalize the model to the case of biaxial ordering.« less

A Multidimensional Partial Credit Model with Associated Item and Test Statistics: An Application to Mixed-Format Tests

ERIC Educational Resources Information Center

Yao, Lihua; Schwarz, Richard D.

2006-01-01

Multidimensional item response theory (IRT) models have been proposed for better understanding the dimensional structure of data or to define diagnostic profiles of student learning. A compensatory multidimensional two-parameter partial credit model (M-2PPC) for constructed-response items is presented that is a generalization of those proposed to…

Uncertainty in eddy covariance measurements and its application to physiological models

Treesearch

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

2005-01-01

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

Smoking and Cancers: Case-Robust Analysis of a Classic Data Set

ERIC Educational Resources Information Center

Bentler, Peter M.; Satorra, Albert; Yuan, Ke-Hai

2009-01-01

A typical structural equation model is intended to reproduce the means, variances, and correlations or covariances among a set of variables based on parameter estimates of a highly restricted model. It is not widely appreciated that the sample statistics being modeled can be quite sensitive to outliers and influential observations, leading to bias…

Investigation of a Nonparametric Procedure for Assessing Goodness-of-Fit in Item Response Theory

ERIC Educational Resources Information Center

Wells, Craig S.; Bolt, Daniel M.

2008-01-01

Tests of model misfit are often performed to validate the use of a particular model in item response theory. Douglas and Cohen (2001) introduced a general nonparametric approach for detecting misfit under the two-parameter logistic model. However, the statistical properties of their approach, and empirical comparisons to other methods, have not…

On the Way to Appropriate Model Complexity

NASA Astrophysics Data System (ADS)

Höge, M.

2016-12-01

When statistical models are used to represent natural phenomena they are often too simple or too complex - this is known. But what exactly is model complexity? Among many other definitions, the complexity of a model can be conceptualized as a measure of statistical dependence between observations and parameters (Van der Linde, 2014). However, several issues remain when working with model complexity: A unique definition for model complexity is missing. Assuming a definition is accepted, how can model complexity be quantified? How can we use a quantified complexity to the better of modeling? Generally defined, "complexity is a measure of the information needed to specify the relationships between the elements of organized systems" (Bawden & Robinson, 2015). The complexity of a system changes as the knowledge about the system changes. For models this means that complexity is not a static concept: With more data or higher spatio-temporal resolution of parameters, the complexity of a model changes. There are essentially three categories into which all commonly used complexity measures can be classified: (1) An explicit representation of model complexity as "Degrees of freedom" of a model, e.g. effective number of parameters. (2) Model complexity as code length, a.k.a. "Kolmogorov complexity": The longer the shortest model code, the higher its complexity (e.g. in bits). (3) Complexity defined via information entropy of parametric or predictive uncertainty. Preliminary results show that Bayes theorem allows for incorporating all parts of the non-static concept of model complexity like data quality and quantity or parametric uncertainty. Therefore, we test how different approaches for measuring model complexity perform in comparison to a fully Bayesian model selection procedure. Ultimately, we want to find a measure that helps to assess the most appropriate model.

Nested Structural Equation Models: Noncentrality and Power of Restriction Test.

ERIC Educational Resources Information Center

Raykov, Tenko; Penev, Spiridon

1998-01-01

Discusses the difference in noncentrality parameters of nested structural equation models and their utility in evaluating statistical power associated with the pertinent restriction test. Asymptotic confidence intervals for that difference are presented. These intervals represent a useful adjunct to goodness-of-fit indexes in assessing constraints…

Causal Measurement Models: Can Criticism Stimulate Clarification?

ERIC Educational Resources Information Center

Markus, Keith A.

2016-01-01

In their 2016 work, Aguirre-Urreta et al. provided a contribution to the literature on causal measurement models that enhances clarity and stimulates further thinking. Aguirre-Urreta et al. presented a form of statistical identity involving mapping onto the portion of the parameter space involving the nomological net, relationships between the…