Robust exponential stability of uncertain delayed neural networks with stochastic perturbation and impulse effects.

PubMed

Huang, Tingwen; Li, Chuandong; Duan, Shukai; Starzyk, Janusz A

2012-06-01

This paper focuses on the hybrid effects of parameter uncertainty, stochastic perturbation, and impulses on global stability of delayed neural networks. By using the Ito formula, Lyapunov function, and Halanay inequality, we established several mean-square stability criteria from which we can estimate the feasible bounds of impulses, provided that parameter uncertainty and stochastic perturbations are well-constrained. Moreover, the present method can also be applied to general differential systems with stochastic perturbation and impulses.

Mean-square state and parameter estimation for stochastic linear systems with Gaussian and Poisson noises

NASA Astrophysics Data System (ADS)

Basin, M.; Maldonado, J. J.; Zendejo, O.

2016-07-01

This paper proposes new mean-square filter and parameter estimator design for linear stochastic systems with unknown parameters over linear observations, where unknown parameters are considered as combinations of Gaussian and Poisson white noises. The problem is treated by reducing the original problem to a filtering problem for an extended state vector that includes parameters as additional states, modelled as combinations of independent Gaussian and Poisson processes. The solution to this filtering problem is based on the mean-square filtering equations for incompletely polynomial states confused with Gaussian and Poisson noises over linear observations. The resulting mean-square filter serves as an identifier for the unknown parameters. Finally, a simulation example shows effectiveness of the proposed mean-square filter and parameter estimator.

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.

Application of an NLME-Stochastic Deconvolution Approach to Level A IVIVC Modeling.

PubMed

Kakhi, Maziar; Suarez-Sharp, Sandra; Shepard, Terry; Chittenden, Jason

2017-07-01

Stochastic deconvolution is a parameter estimation method that calculates drug absorption using a nonlinear mixed-effects model in which the random effects associated with absorption represent a Wiener process. The present work compares (1) stochastic deconvolution and (2) numerical deconvolution, using clinical pharmacokinetic (PK) data generated for an in vitro-in vivo correlation (IVIVC) study of extended release (ER) formulations of a Biopharmaceutics Classification System class III drug substance. The preliminary analysis found that numerical and stochastic deconvolution yielded superimposable fraction absorbed (F abs ) versus time profiles when supplied with exactly the same externally determined unit impulse response parameters. In a separate analysis, a full population-PK/stochastic deconvolution was applied to the clinical PK data. Scenarios were considered in which immediate release (IR) data were either retained or excluded to inform parameter estimation. The resulting F abs profiles were then used to model level A IVIVCs. All the considered stochastic deconvolution scenarios, and numerical deconvolution, yielded on average similar results with respect to the IVIVC validation. These results could be achieved with stochastic deconvolution without recourse to IR data. Unlike numerical deconvolution, this also implies that in crossover studies where certain individuals do not receive an IR treatment, their ER data alone can still be included as part of the IVIVC analysis. Published by Elsevier Inc.

M-estimator for the 3D symmetric Helmert coordinate transformation

NASA Astrophysics Data System (ADS)

Chang, Guobin; Xu, Tianhe; Wang, Qianxin

2018-01-01

The M-estimator for the 3D symmetric Helmert coordinate transformation problem is developed. Small-angle rotation assumption is abandoned. The direction cosine matrix or the quaternion is used to represent the rotation. The 3 × 1 multiplicative error vector is defined to represent the rotation estimation error. An analytical solution can be employed to provide the initial approximate for iteration, if the outliers are not large. The iteration is carried out using the iterative reweighted least-squares scheme. In each iteration after the first one, the measurement equation is linearized using the available parameter estimates, the reweighting matrix is constructed using the residuals obtained in the previous iteration, and then the parameter estimates with their variance-covariance matrix are calculated. The influence functions of a single pseudo-measurement on the least-squares estimator and on the M-estimator are derived to theoretically show the robustness. In the solution process, the parameter is rescaled in order to improve the numerical stability. Monte Carlo experiments are conducted to check the developed method. Different cases to investigate whether the assumed stochastic model is correct are considered. The results with the simulated data slightly deviating from the true model are used to show the developed method's statistical efficacy at the assumed stochastic model, its robustness against the deviations from the assumed stochastic model, and the validity of the estimated variance-covariance matrix no matter whether the assumed stochastic model is correct or not.

H∞ state estimation of stochastic memristor-based neural networks with time-varying delays.

PubMed

Bao, Haibo; Cao, Jinde; Kurths, Jürgen; Alsaedi, Ahmed; Ahmad, Bashir

2018-03-01

This paper addresses the problem of H ∞ state estimation for a class of stochastic memristor-based neural networks with time-varying delays. Under the framework of Filippov solution, the stochastic memristor-based neural networks are transformed into systems with interval parameters. The present paper is the first to investigate the H ∞ state estimation problem for continuous-time Itô-type stochastic memristor-based neural networks. By means of Lyapunov functionals and some stochastic technique, sufficient conditions are derived to ensure that the estimation error system is asymptotically stable in the mean square with a prescribed H ∞ performance. An explicit expression of the state estimator gain is given in terms of linear matrix inequalities (LMIs). Compared with other results, our results reduce control gain and control cost effectively. Finally, numerical simulations are provided to demonstrate the efficiency of the theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

Improved estimation of hydraulic conductivity by combining stochastically simulated hydrofacies with geophysical data.

PubMed

Zhu, Lin; Gong, Huili; Chen, Yun; Li, Xiaojuan; Chang, Xiang; Cui, Yijiao

2016-03-01

Hydraulic conductivity is a major parameter affecting the output accuracy of groundwater flow and transport models. The most commonly used semi-empirical formula for estimating conductivity is Kozeny-Carman equation. However, this method alone does not work well with heterogeneous strata. Two important parameters, grain size and porosity, often show spatial variations at different scales. This study proposes a method for estimating conductivity distributions by combining a stochastic hydrofacies model with geophysical methods. The Markov chain model with transition probability matrix was adopted to re-construct structures of hydrofacies for deriving spatial deposit information. The geophysical and hydro-chemical data were used to estimate the porosity distribution through the Archie's law. Results show that the stochastic simulated hydrofacies model reflects the sedimentary features with an average model accuracy of 78% in comparison with borehole log data in the Chaobai alluvial fan. The estimated conductivity is reasonable and of the same order of magnitude of the outcomes of the pumping tests. The conductivity distribution is consistent with the sedimentary distributions. This study provides more reliable spatial distributions of the hydraulic parameters for further numerical modeling.

Experimental Design for Stochastic Models of Nonlinear Signaling Pathways Using an Interval-Wise Linear Noise Approximation and State Estimation.

PubMed

Zimmer, Christoph

2016-01-01

Computational modeling is a key technique for analyzing models in systems biology. There are well established methods for the estimation of the kinetic parameters in models of ordinary differential equations (ODE). Experimental design techniques aim at devising experiments that maximize the information encoded in the data. For ODE models there are well established approaches for experimental design and even software tools. However, data from single cell experiments on signaling pathways in systems biology often shows intrinsic stochastic effects prompting the development of specialized methods. While simulation methods have been developed for decades and parameter estimation has been targeted for the last years, only very few articles focus on experimental design for stochastic models. The Fisher information matrix is the central measure for experimental design as it evaluates the information an experiment provides for parameter estimation. This article suggest an approach to calculate a Fisher information matrix for models containing intrinsic stochasticity and high nonlinearity. The approach makes use of a recently suggested multiple shooting for stochastic systems (MSS) objective function. The Fisher information matrix is calculated by evaluating pseudo data with the MSS technique. The performance of the approach is evaluated with simulation studies on an Immigration-Death, a Lotka-Volterra, and a Calcium oscillation model. The Calcium oscillation model is a particularly appropriate case study as it contains the challenges inherent to signaling pathways: high nonlinearity, intrinsic stochasticity, a qualitatively different behavior from an ODE solution, and partial observability. The computational speed of the MSS approach for the Fisher information matrix allows for an application in realistic size models.

Parameter Estimation for Geoscience Applications Using a Measure-Theoretic Approach

NASA Astrophysics Data System (ADS)

Dawson, C.; Butler, T.; Mattis, S. A.; Graham, L.; Westerink, J. J.; Vesselinov, V. V.; Estep, D.

2016-12-01

Effective modeling of complex physical systems arising in the geosciences is dependent on knowing parameters which are often difficult or impossible to measure in situ. In this talk we focus on two such problems, estimating parameters for groundwater flow and contaminant transport, and estimating parameters within a coastal ocean model. The approach we will describe, proposed by collaborators D. Estep, T. Butler and others, is based on a novel stochastic inversion technique based on measure theory. In this approach, given a probability space on certain observable quantities of interest, one searches for the sets of highest probability in parameter space which give rise to these observables. When viewed as mappings between sets, the stochastic inversion problem is well-posed in certain settings, but there are computational challenges related to the set construction. We will focus the talk on estimating scalar parameters and fields in a contaminant transport setting, and in estimating bottom friction in a complicated near-shore coastal application.

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

Bertholon, François; Harant, Olivier; Bourlon, Bertrand

This article introduces a joined Bayesian estimation of gas samples issued from a gas chromatography column (GC) coupled with a NEMS sensor based on Giddings Eyring microscopic molecular stochastic model. The posterior distribution is sampled using a Monte Carlo Markov Chain and Gibbs sampling. Parameters are estimated using the posterior mean. This estimation scheme is finally applied on simulated and real datasets using this molecular stochastic forward model.

Bayesian parameter inference for stochastic biochemical network models using particle Markov chain Monte Carlo

PubMed Central

Golightly, Andrew; Wilkinson, Darren J.

2011-01-01

Computational systems biology is concerned with the development of detailed mechanistic models of biological processes. Such models are often stochastic and analytically intractable, containing uncertain parameters that must be estimated from time course data. In this article, we consider the task of inferring the parameters of a stochastic kinetic model defined as a Markov (jump) process. Inference for the parameters of complex nonlinear multivariate stochastic process models is a challenging problem, but we find here that algorithms based on particle Markov chain Monte Carlo turn out to be a very effective computationally intensive approach to the problem. Approximations to the inferential model based on stochastic differential equations (SDEs) are considered, as well as improvements to the inference scheme that exploit the SDE structure. We apply the methodology to a Lotka–Volterra system and a prokaryotic auto-regulatory network. PMID:23226583

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

Doubly stochastic radial basis function methods

NASA Astrophysics Data System (ADS)

Yang, Fenglian; Yan, Liang; Ling, Leevan

2018-06-01

We propose a doubly stochastic radial basis function (DSRBF) method for function recoveries. Instead of a constant, we treat the RBF shape parameters as stochastic variables whose distribution were determined by a stochastic leave-one-out cross validation (LOOCV) estimation. A careful operation count is provided in order to determine the ranges of all the parameters in our methods. The overhead cost for setting up the proposed DSRBF method is O (n2) for function recovery problems with n basis. Numerical experiments confirm that the proposed method not only outperforms constant shape parameter formulation (in terms of accuracy with comparable computational cost) but also the optimal LOOCV formulation (in terms of both accuracy and computational cost).

An empirical analysis of the distribution of the duration of overshoots in a stationary gaussian stochastic process

NASA Technical Reports Server (NTRS)

Parrish, R. S.; Carter, M. C.

1974-01-01

This analysis utilizes computer simulation and statistical estimation. Realizations of stationary gaussian stochastic processes with selected autocorrelation functions are computer simulated. Analysis of the simulated data revealed that the mean and the variance of a process were functionally dependent upon the autocorrelation parameter and crossing level. Using predicted values for the mean and standard deviation, by the method of moments, the distribution parameters was estimated. Thus, given the autocorrelation parameter, crossing level, mean, and standard deviation of a process, the probability of exceeding the crossing level for a particular length of time was calculated.

Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Takaishi, Tetsuya

2014-03-01

The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the HMCA, we find that the 2MNI is more efficient than the conventional leapfrog integrator. We also find that the autocorrelation time of the volatility variables sampled by the HMCA is very short. Thus it is concluded that the HMCA with the 2MNI is an efficient algorithm for parameter estimations of the RSV model.

Estimating stellar effective temperatures and detected angular parameters using stochastic particle swarm optimization

NASA Astrophysics Data System (ADS)

Zhang, Chuan-Xin; Yuan, Yuan; Zhang, Hao-Wei; Shuai, Yong; Tan, He-Ping

2016-09-01

Considering features of stellar spectral radiation and sky surveys, we established a computational model for stellar effective temperatures, detected angular parameters and gray rates. Using known stellar flux data in some bands, we estimated stellar effective temperatures and detected angular parameters using stochastic particle swarm optimization (SPSO). We first verified the reliability of SPSO, and then determined reasonable parameters that produced highly accurate estimates under certain gray deviation levels. Finally, we calculated 177 860 stellar effective temperatures and detected angular parameters using data from the Midcourse Space Experiment (MSX) catalog. These derived stellar effective temperatures were accurate when we compared them to known values from literatures. This research makes full use of catalog data and presents an original technique for studying stellar characteristics. It proposes a novel method for calculating stellar effective temperatures and detecting angular parameters, and provides theoretical and practical data for finding information about radiation in any band.

A comparison of Monte Carlo-based Bayesian parameter estimation methods for stochastic models of genetic networks

PubMed Central

Zaikin, Alexey; Míguez, Joaquín

2017-01-01

We compare three state-of-the-art Bayesian inference methods for the estimation of the unknown parameters in a stochastic model of a genetic network. In particular, we introduce a stochastic version of the paradigmatic synthetic multicellular clock model proposed by Ullner et al., 2007. By introducing dynamical noise in the model and assuming that the partial observations of the system are contaminated by additive noise, we enable a principled mechanism to represent experimental uncertainties in the synthesis of the multicellular system and pave the way for the design of probabilistic methods for the estimation of any unknowns in the model. Within this setup, we tackle the Bayesian estimation of a subset of the model parameters. Specifically, we compare three Monte Carlo based numerical methods for the approximation of the posterior probability density function of the unknown parameters given a set of partial and noisy observations of the system. The schemes we assess are the particle Metropolis-Hastings (PMH) algorithm, the nonlinear population Monte Carlo (NPMC) method and the approximate Bayesian computation sequential Monte Carlo (ABC-SMC) scheme. We present an extensive numerical simulation study, which shows that while the three techniques can effectively solve the problem there are significant differences both in estimation accuracy and computational efficiency. PMID:28797087

Bayesian inference for dynamic transcriptional regulation; the Hes1 system as a case study.

PubMed

Heron, Elizabeth A; Finkenstädt, Bärbel; Rand, David A

2007-10-01

In this study, we address the problem of estimating the parameters of regulatory networks and provide the first application of Markov chain Monte Carlo (MCMC) methods to experimental data. As a case study, we consider a stochastic model of the Hes1 system expressed in terms of stochastic differential equations (SDEs) to which rigorous likelihood methods of inference can be applied. When fitting continuous-time stochastic models to discretely observed time series the lengths of the sampling intervals are important, and much of our study addresses the problem when the data are sparse. We estimate the parameters of an autoregulatory network providing results both for simulated and real experimental data from the Hes1 system. We develop an estimation algorithm using MCMC techniques which are flexible enough to allow for the imputation of latent data on a finer time scale and the presence of prior information about parameters which may be informed from other experiments as well as additional measurement error.

Experimental Design for Stochastic Models of Nonlinear Signaling Pathways Using an Interval-Wise Linear Noise Approximation and State Estimation

PubMed Central

Zimmer, Christoph

2016-01-01

Background Computational modeling is a key technique for analyzing models in systems biology. There are well established methods for the estimation of the kinetic parameters in models of ordinary differential equations (ODE). Experimental design techniques aim at devising experiments that maximize the information encoded in the data. For ODE models there are well established approaches for experimental design and even software tools. However, data from single cell experiments on signaling pathways in systems biology often shows intrinsic stochastic effects prompting the development of specialized methods. While simulation methods have been developed for decades and parameter estimation has been targeted for the last years, only very few articles focus on experimental design for stochastic models. Methods The Fisher information matrix is the central measure for experimental design as it evaluates the information an experiment provides for parameter estimation. This article suggest an approach to calculate a Fisher information matrix for models containing intrinsic stochasticity and high nonlinearity. The approach makes use of a recently suggested multiple shooting for stochastic systems (MSS) objective function. The Fisher information matrix is calculated by evaluating pseudo data with the MSS technique. Results The performance of the approach is evaluated with simulation studies on an Immigration-Death, a Lotka-Volterra, and a Calcium oscillation model. The Calcium oscillation model is a particularly appropriate case study as it contains the challenges inherent to signaling pathways: high nonlinearity, intrinsic stochasticity, a qualitatively different behavior from an ODE solution, and partial observability. The computational speed of the MSS approach for the Fisher information matrix allows for an application in realistic size models. PMID:27583802

Improved estimation of hydraulic conductivity by combining stochastically simulated hydrofacies with geophysical data

PubMed Central

Zhu, Lin; Gong, Huili; Chen, Yun; Li, Xiaojuan; Chang, Xiang; Cui, Yijiao

2016-01-01

Hydraulic conductivity is a major parameter affecting the output accuracy of groundwater flow and transport models. The most commonly used semi-empirical formula for estimating conductivity is Kozeny-Carman equation. However, this method alone does not work well with heterogeneous strata. Two important parameters, grain size and porosity, often show spatial variations at different scales. This study proposes a method for estimating conductivity distributions by combining a stochastic hydrofacies model with geophysical methods. The Markov chain model with transition probability matrix was adopted to re-construct structures of hydrofacies for deriving spatial deposit information. The geophysical and hydro-chemical data were used to estimate the porosity distribution through the Archie’s law. Results show that the stochastic simulated hydrofacies model reflects the sedimentary features with an average model accuracy of 78% in comparison with borehole log data in the Chaobai alluvial fan. The estimated conductivity is reasonable and of the same order of magnitude of the outcomes of the pumping tests. The conductivity distribution is consistent with the sedimentary distributions. This study provides more reliable spatial distributions of the hydraulic parameters for further numerical modeling. PMID:26927886

The use of copulas to practical estimation of multivariate stochastic differential equation mixed effects models

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

Rupšys, P.

A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.

Structural Reliability Using Probability Density Estimation Methods Within NESSUS

NASA Technical Reports Server (NTRS)

Chamis, Chrisos C. (Technical Monitor); Godines, Cody Ric

2003-01-01

A reliability analysis studies a mathematical model of a physical system taking into account uncertainties of design variables and common results are estimations of a response density, which also implies estimations of its parameters. Some common density parameters include the mean value, the standard deviation, and specific percentile(s) of the response, which are measures of central tendency, variation, and probability regions, respectively. Reliability analyses are important since the results can lead to different designs by calculating the probability of observing safe responses in each of the proposed designs. All of this is done at the expense of added computational time as compared to a single deterministic analysis which will result in one value of the response out of many that make up the density of the response. Sampling methods, such as monte carlo (MC) and latin hypercube sampling (LHS), can be used to perform reliability analyses and can compute nonlinear response density parameters even if the response is dependent on many random variables. Hence, both methods are very robust; however, they are computationally expensive to use in the estimation of the response density parameters. Both methods are 2 of 13 stochastic methods that are contained within the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) program. NESSUS is a probabilistic finite element analysis (FEA) program that was developed through funding from NASA Glenn Research Center (GRC). It has the additional capability of being linked to other analysis programs; therefore, probabilistic fluid dynamics, fracture mechanics, and heat transfer are only a few of what is possible with this software. The LHS method is the newest addition to the stochastic methods within NESSUS. Part of this work was to enhance NESSUS with the LHS method. The new LHS module is complete, has been successfully integrated with NESSUS, and been used to study four different test cases that have been proposed by the Society of Automotive Engineers (SAE). The test cases compare different probabilistic methods within NESSUS because it is important that a user can have confidence that estimates of stochastic parameters of a response will be within an acceptable error limit. For each response, the mean, standard deviation, and 0.99 percentile, are repeatedly estimated which allows confidence statements to be made for each parameter estimated, and for each method. Thus, the ability of several stochastic methods to efficiently and accurately estimate density parameters is compared using four valid test cases. While all of the reliability methods used performed quite well, for the new LHS module within NESSUS it was found that it had a lower estimation error than MC when they were used to estimate the mean, standard deviation, and 0.99 percentile of the four different stochastic responses. Also, LHS required a smaller amount of calculations to obtain low error answers with a high amount of confidence than MC. It can therefore be stated that NESSUS is an important reliability tool that has a variety of sound probabilistic methods a user can employ and the newest LHS module is a valuable new enhancement of the program.

Efficient computation of parameter sensitivities of discrete stochastic chemical reaction networks.

PubMed

Rathinam, Muruhan; Sheppard, Patrick W; Khammash, Mustafa

2010-01-21

Parametric sensitivity of biochemical networks is an indispensable tool for studying system robustness properties, estimating network parameters, and identifying targets for drug therapy. For discrete stochastic representations of biochemical networks where Monte Carlo methods are commonly used, sensitivity analysis can be particularly challenging, as accurate finite difference computations of sensitivity require a large number of simulations for both nominal and perturbed values of the parameters. In this paper we introduce the common random number (CRN) method in conjunction with Gillespie's stochastic simulation algorithm, which exploits positive correlations obtained by using CRNs for nominal and perturbed parameters. We also propose a new method called the common reaction path (CRP) method, which uses CRNs together with the random time change representation of discrete state Markov processes due to Kurtz to estimate the sensitivity via a finite difference approximation applied to coupled reaction paths that emerge naturally in this representation. While both methods reduce the variance of the estimator significantly compared to independent random number finite difference implementations, numerical evidence suggests that the CRP method achieves a greater variance reduction. We also provide some theoretical basis for the superior performance of CRP. The improved accuracy of these methods allows for much more efficient sensitivity estimation. In two example systems reported in this work, speedup factors greater than 300 and 10,000 are demonstrated.

Estimation of Kubo number and correlation length of fluctuating magnetic fields and pressure in BOUT + + edge pedestal collapse simulation

NASA Astrophysics Data System (ADS)

Kim, Jaewook; Lee, W.-J.; Jhang, Hogun; Kaang, H. H.; Ghim, Y.-C.

2017-10-01

Stochastic magnetic fields are thought to be as one of the possible mechanisms for anomalous transport of density, momentum and heat across the magnetic field lines. Kubo number and Chirikov parameter are quantifications of the stochasticity, and previous studies show that perpendicular transport strongly depends on the magnetic Kubo number (MKN). If MKN is smaller than one, diffusion process will follow Rechester-Rosenbluth model; whereas if it is larger than one, percolation theory dominates the diffusion process. Thus, estimation of Kubo number plays an important role to understand diffusion process caused by stochastic magnetic fields. However, spatially localized experimental measurement of fluctuating magnetic fields in a tokamak is difficult, and we attempt to estimate MKNs using BOUT + + simulation data with pedestal collapse. In addition, we calculate correlation length of fluctuating pressures and Chirikov parameters to investigate variation correlation lengths in the simulation. We, then, discuss how one may experimentally estimate MKNs.

Modelling the cancer growth process by Stochastic Differential Equations with the effect of Chondroitin Sulfate (CS) as anticancer therapeutics

NASA Astrophysics Data System (ADS)

Syahidatul Ayuni Mazlan, Mazma; Rosli, Norhayati; Jauhari Arief Ichwan, Solachuddin; Suhaity Azmi, Nina

2017-09-01

A stochastic model is introduced to describe the growth of cancer affected by anti-cancer therapeutics of Chondroitin Sulfate (CS). The parameters values of the stochastic model are estimated via maximum likelihood function. The numerical method of Euler-Maruyama will be employed to solve the model numerically. The efficiency of the stochastic model is measured by comparing the simulated result with the experimental data.

Inference for Stochastic Chemical Kinetics Using Moment Equations and System Size Expansion.

PubMed

Fröhlich, Fabian; Thomas, Philipp; Kazeroonian, Atefeh; Theis, Fabian J; Grima, Ramon; Hasenauer, Jan

2016-07-01

Quantitative mechanistic models are valuable tools for disentangling biochemical pathways and for achieving a comprehensive understanding of biological systems. However, to be quantitative the parameters of these models have to be estimated from experimental data. In the presence of significant stochastic fluctuations this is a challenging task as stochastic simulations are usually too time-consuming and a macroscopic description using reaction rate equations (RREs) is no longer accurate. In this manuscript, we therefore consider moment-closure approximation (MA) and the system size expansion (SSE), which approximate the statistical moments of stochastic processes and tend to be more precise than macroscopic descriptions. We introduce gradient-based parameter optimization methods and uncertainty analysis methods for MA and SSE. Efficiency and reliability of the methods are assessed using simulation examples as well as by an application to data for Epo-induced JAK/STAT signaling. The application revealed that even if merely population-average data are available, MA and SSE improve parameter identifiability in comparison to RRE. Furthermore, the simulation examples revealed that the resulting estimates are more reliable for an intermediate volume regime. In this regime the estimation error is reduced and we propose methods to determine the regime boundaries. These results illustrate that inference using MA and SSE is feasible and possesses a high sensitivity.

Inference for Stochastic Chemical Kinetics Using Moment Equations and System Size Expansion

PubMed Central

Thomas, Philipp; Kazeroonian, Atefeh; Theis, Fabian J.; Grima, Ramon; Hasenauer, Jan

2016-01-01

Quantitative mechanistic models are valuable tools for disentangling biochemical pathways and for achieving a comprehensive understanding of biological systems. However, to be quantitative the parameters of these models have to be estimated from experimental data. In the presence of significant stochastic fluctuations this is a challenging task as stochastic simulations are usually too time-consuming and a macroscopic description using reaction rate equations (RREs) is no longer accurate. In this manuscript, we therefore consider moment-closure approximation (MA) and the system size expansion (SSE), which approximate the statistical moments of stochastic processes and tend to be more precise than macroscopic descriptions. We introduce gradient-based parameter optimization methods and uncertainty analysis methods for MA and SSE. Efficiency and reliability of the methods are assessed using simulation examples as well as by an application to data for Epo-induced JAK/STAT signaling. The application revealed that even if merely population-average data are available, MA and SSE improve parameter identifiability in comparison to RRE. Furthermore, the simulation examples revealed that the resulting estimates are more reliable for an intermediate volume regime. In this regime the estimation error is reduced and we propose methods to determine the regime boundaries. These results illustrate that inference using MA and SSE is feasible and possesses a high sensitivity. PMID:27447730

Stochastic differential equations as a tool to regularize the parameter estimation problem for continuous time dynamical systems given discrete time measurements.

PubMed

Leander, Jacob; Lundh, Torbjörn; Jirstrand, Mats

2014-05-01

In this paper we consider the problem of estimating parameters in ordinary differential equations given discrete time experimental data. The impact of going from an ordinary to a stochastic differential equation setting is investigated as a tool to overcome the problem of local minima in the objective function. Using two different models, it is demonstrated that by allowing noise in the underlying model itself, the objective functions to be minimized in the parameter estimation procedures are regularized in the sense that the number of local minima is reduced and better convergence is achieved. The advantage of using stochastic differential equations is that the actual states in the model are predicted from data and this will allow the prediction to stay close to data even when the parameters in the model is incorrect. The extended Kalman filter is used as a state estimator and sensitivity equations are provided to give an accurate calculation of the gradient of the objective function. The method is illustrated using in silico data from the FitzHugh-Nagumo model for excitable media and the Lotka-Volterra predator-prey system. The proposed method performs well on the models considered, and is able to regularize the objective function in both models. This leads to parameter estimation problems with fewer local minima which can be solved by efficient gradient-based methods. Copyright © 2014 The Authors. Published by Elsevier Inc. All rights reserved.

State-space models’ dirty little secrets: even simple linear Gaussian models can have estimation problems

NASA Astrophysics Data System (ADS)

Auger-Méthé, Marie; Field, Chris; Albertsen, Christoffer M.; Derocher, Andrew E.; Lewis, Mark A.; Jonsen, Ian D.; Mills Flemming, Joanna

2016-05-01

State-space models (SSMs) are increasingly used in ecology to model time-series such as animal movement paths and population dynamics. This type of hierarchical model is often structured to account for two levels of variability: biological stochasticity and measurement error. SSMs are flexible. They can model linear and nonlinear processes using a variety of statistical distributions. Recent ecological SSMs are often complex, with a large number of parameters to estimate. Through a simulation study, we show that even simple linear Gaussian SSMs can suffer from parameter- and state-estimation problems. We demonstrate that these problems occur primarily when measurement error is larger than biological stochasticity, the condition that often drives ecologists to use SSMs. Using an animal movement example, we show how these estimation problems can affect ecological inference. Biased parameter estimates of a SSM describing the movement of polar bears (Ursus maritimus) result in overestimating their energy expenditure. We suggest potential solutions, but show that it often remains difficult to estimate parameters. While SSMs are powerful tools, they can give misleading results and we urge ecologists to assess whether the parameters can be estimated accurately before drawing ecological conclusions from their results.

Kalman filter parameter estimation for a nonlinear diffusion model of epithelial cell migration using stochastic collocation and the Karhunen-Loeve expansion.

PubMed

Barber, Jared; Tanase, Roxana; Yotov, Ivan

2016-06-01

Several Kalman filter algorithms are presented for data assimilation and parameter estimation for a nonlinear diffusion model of epithelial cell migration. These include the ensemble Kalman filter with Monte Carlo sampling and a stochastic collocation (SC) Kalman filter with structured sampling. Further, two types of noise are considered -uncorrelated noise resulting in one stochastic dimension for each element of the spatial grid and correlated noise parameterized by the Karhunen-Loeve (KL) expansion resulting in one stochastic dimension for each KL term. The efficiency and accuracy of the four methods are investigated for two cases with synthetic data with and without noise, as well as data from a laboratory experiment. While it is observed that all algorithms perform reasonably well in matching the target solution and estimating the diffusion coefficient and the growth rate, it is illustrated that the algorithms that employ SC and KL expansion are computationally more efficient, as they require fewer ensemble members for comparable accuracy. In the case of SC methods, this is due to improved approximation in stochastic space compared to Monte Carlo sampling. In the case of KL methods, the parameterization of the noise results in a stochastic space of smaller dimension. The most efficient method is the one combining SC and KL expansion. Copyright © 2016 Elsevier Inc. All rights reserved.

Temperature variation effects on stochastic characteristics for low-cost MEMS-based inertial sensor error

NASA Astrophysics Data System (ADS)

El-Diasty, M.; El-Rabbany, A.; Pagiatakis, S.

2007-11-01

We examine the effect of varying the temperature points on MEMS inertial sensors' noise models using Allan variance and least-squares spectral analysis (LSSA). Allan variance is a method of representing root-mean-square random drift error as a function of averaging times. LSSA is an alternative to the classical Fourier methods and has been applied successfully by a number of researchers in the study of the noise characteristics of experimental series. Static data sets are collected at different temperature points using two MEMS-based IMUs, namely MotionPakII and Crossbow AHRS300CC. The performance of the two MEMS inertial sensors is predicted from the Allan variance estimation results at different temperature points and the LSSA is used to study the noise characteristics and define the sensors' stochastic model parameters. It is shown that the stochastic characteristics of MEMS-based inertial sensors can be identified using Allan variance estimation and LSSA and the sensors' stochastic model parameters are temperature dependent. Also, the Kaiser window FIR low-pass filter is used to investigate the effect of de-noising stage on the stochastic model. It is shown that the stochastic model is also dependent on the chosen cut-off frequency.

A comparison between Gauss-Newton and Markov chain Monte Carlo basedmethods for inverting spectral induced polarization data for Cole-Coleparameters

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

Chen, Jinsong; Kemna, Andreas; Hubbard, Susan S.

2008-05-15

We develop a Bayesian model to invert spectral induced polarization (SIP) data for Cole-Cole parameters using Markov chain Monte Carlo (MCMC) sampling methods. We compare the performance of the MCMC based stochastic method with an iterative Gauss-Newton based deterministic method for Cole-Cole parameter estimation through inversion of synthetic and laboratory SIP data. The Gauss-Newton based method can provide an optimal solution for given objective functions under constraints, but the obtained optimal solution generally depends on the choice of initial values and the estimated uncertainty information is often inaccurate or insufficient. In contrast, the MCMC based inversion method provides extensive globalmore » information on unknown parameters, such as the marginal probability distribution functions, from which we can obtain better estimates and tighter uncertainty bounds of the parameters than with the deterministic method. Additionally, the results obtained with the MCMC method are independent of the choice of initial values. Because the MCMC based method does not explicitly offer single optimal solution for given objective functions, the deterministic and stochastic methods can complement each other. For example, the stochastic method can first be used to obtain the means of the unknown parameters by starting from an arbitrary set of initial values and the deterministic method can then be initiated using the means as starting values to obtain the optimal estimates of the Cole-Cole parameters.« less

Output Feedback Stabilization for a Class of Multi-Variable Bilinear Stochastic Systems with Stochastic Coupling Attenuation

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

Zhang, Qichun; Zhou, Jinglin; Wang, Hong

In this paper, stochastic coupling attenuation is investigated for a class of multi-variable bilinear stochastic systems and a novel output feedback m-block backstepping controller with linear estimator is designed, where gradient descent optimization is used to tune the design parameters of the controller. It has been shown that the trajectories of the closed-loop stochastic systems are bounded in probability sense and the stochastic coupling of the system outputs can be effectively attenuated by the proposed control algorithm. Moreover, the stability of the stochastic systems is analyzed and the effectiveness of the proposed method has been demonstrated using a simulated example.

libSRES: a C library for stochastic ranking evolution strategy for parameter estimation.

PubMed

Ji, Xinglai; Xu, Ying

2006-01-01

Estimation of kinetic parameters in a biochemical pathway or network represents a common problem in systems studies of biological processes. We have implemented a C library, named libSRES, to facilitate a fast implementation of computer software for study of non-linear biochemical pathways. This library implements a (mu, lambda)-ES evolutionary optimization algorithm that uses stochastic ranking as the constraint handling technique. Considering the amount of computing time it might require to solve a parameter-estimation problem, an MPI version of libSRES is provided for parallel implementation, as well as a simple user interface. libSRES is freely available and could be used directly in any C program as a library function. We have extensively tested the performance of libSRES on various pathway parameter-estimation problems and found its performance to be satisfactory. The source code (in C) is free for academic users at http://csbl.bmb.uga.edu/~jix/science/libSRES/

Stochastic differential equation (SDE) model of opening gold share price of bursa saham malaysia

NASA Astrophysics Data System (ADS)

Hussin, F. N.; Rahman, H. A.; Bahar, A.

2017-09-01

Black and Scholes option pricing model is one of the most recognized stochastic differential equation model in mathematical finance. Two parameter estimation methods have been utilized for the Geometric Brownian model (GBM); historical and discrete method. The historical method is a statistical method which uses the property of independence and normality logarithmic return, giving out the simplest parameter estimation. Meanwhile, discrete method considers the function of density of transition from the process of diffusion normal log which has been derived from maximum likelihood method. These two methods are used to find the parameter estimates samples of Malaysians Gold Share Price data such as: Financial Times and Stock Exchange (FTSE) Bursa Malaysia Emas, and Financial Times and Stock Exchange (FTSE) Bursa Malaysia Emas Shariah. Modelling of gold share price is essential since fluctuation of gold affects worldwide economy nowadays, including Malaysia. It is found that discrete method gives the best parameter estimates than historical method due to the smallest Root Mean Square Error (RMSE) value.

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

NASA Technical Reports Server (NTRS)

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

1975-01-01

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

Estimation of stochastic volatility with long memory for index prices of FTSE Bursa Malaysia KLCI

NASA Astrophysics Data System (ADS)

Chen, Kho Chia; Bahar, Arifah; Kane, Ibrahim Lawal; Ting, Chee-Ming; Rahman, Haliza Abd

2015-02-01

In recent years, modeling in long memory properties or fractionally integrated processes in stochastic volatility has been applied in the financial time series. A time series with structural breaks can generate a strong persistence in the autocorrelation function, which is an observed behaviour of a long memory process. This paper considers the structural break of data in order to determine true long memory time series data. Unlike usual short memory models for log volatility, the fractional Ornstein-Uhlenbeck process is neither a Markovian process nor can it be easily transformed into a Markovian process. This makes the likelihood evaluation and parameter estimation for the long memory stochastic volatility (LMSV) model challenging tasks. The drift and volatility parameters of the fractional Ornstein-Unlenbeck model are estimated separately using the least square estimator (lse) and quadratic generalized variations (qgv) method respectively. Finally, the empirical distribution of unobserved volatility is estimated using the particle filtering with sequential important sampling-resampling (SIR) method. The mean square error (MSE) between the estimated and empirical volatility indicates that the performance of the model towards the index prices of FTSE Bursa Malaysia KLCI is fairly well.

Gompertzian stochastic model with delay effect to cervical cancer growth

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

Mazlan, Mazma Syahidatul Ayuni binti; Rosli, Norhayati binti; Bahar, Arifah

2015-02-03

In this paper, a Gompertzian stochastic model with time delay is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of cervical cancer growth. Low values of Mean-Square Error (MSE) of Gompertzian stochastic model with delay effect indicate good fits.

Technical notes and correspondence: Stochastic robustness of linear time-invariant control systems

NASA Technical Reports Server (NTRS)

Stengel, Robert F.; Ray, Laura R.

1991-01-01

A simple numerical procedure for estimating the stochastic robustness of a linear time-invariant system is described. Monte Carlo evaluations of the system's eigenvalues allows the probability of instability and the related stochastic root locus to be estimated. This analysis approach treats not only Gaussian parameter uncertainties but non-Gaussian cases, including uncertain-but-bounded variation. Confidence intervals for the scalar probability of instability address computational issues inherent in Monte Carlo simulation. Trivial extensions of the procedure admit consideration of alternate discriminants; thus, the probabilities that stipulated degrees of instability will be exceeded or that closed-loop roots will leave desirable regions can also be estimated. Results are particularly amenable to graphical presentation.

Estimation of hysteretic damping of structures by stochastic subspace identification

NASA Astrophysics Data System (ADS)

Bajrić, Anela; Høgsberg, Jan

2018-05-01

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

Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo Stock Exchange

NASA Astrophysics Data System (ADS)

Takaishi, Tetsuya

2018-06-01

The realized stochastic volatility model has been introduced to estimate more accurate volatility by using both daily returns and realized volatility. The main advantage of the model is that no special bias-correction factor for the realized volatility is required a priori. Instead, the model introduces a bias-correction parameter responsible for the bias hidden in realized volatility. We empirically investigate the bias-correction parameter for realized volatilities calculated at various sampling frequencies for six stocks on the Tokyo Stock Exchange, and then show that the dynamic behavior of the bias-correction parameter as a function of sampling frequency is qualitatively similar to that of the Hansen-Lunde bias-correction factor although their values are substantially different. Under the stochastic diffusion assumption of the return dynamics, we investigate the accuracy of estimated volatilities by examining the standardized returns. We find that while the moments of the standardized returns from low-frequency realized volatilities are consistent with the expectation from the Gaussian variables, the deviation from the expectation becomes considerably large at high frequencies. This indicates that the realized stochastic volatility model itself cannot completely remove bias at high frequencies.

Multidimensional stochastic approximation using locally contractive functions

NASA Technical Reports Server (NTRS)

Lawton, W. M.

1975-01-01

A Robbins-Monro type multidimensional stochastic approximation algorithm which converges in mean square and with probability one to the fixed point of a locally contractive regression function is developed. The algorithm is applied to obtain maximum likelihood estimates of the parameters for a mixture of multivariate normal distributions.

Stochastic volatility of the futures prices of emission allowances: A Bayesian approach

NASA Astrophysics Data System (ADS)

Kim, Jungmu; Park, Yuen Jung; Ryu, Doojin

2017-01-01

Understanding the stochastic nature of the spot volatility of emission allowances is crucial for risk management in emissions markets. In this study, by adopting a stochastic volatility model with or without jumps to represent the dynamics of European Union Allowances (EUA) futures prices, we estimate the daily volatilities and model parameters by using the Markov Chain Monte Carlo method for stochastic volatility (SV), stochastic volatility with return jumps (SVJ) and stochastic volatility with correlated jumps (SVCJ) models. Our empirical results reveal three important features of emissions markets. First, the data presented herein suggest that EUA futures prices exhibit significant stochastic volatility. Second, the leverage effect is noticeable regardless of whether or not jumps are included. Third, the inclusion of jumps has a significant impact on the estimation of the volatility dynamics. Finally, the market becomes very volatile and large jumps occur at the beginning of a new phase. These findings are important for policy makers and regulators.

Stochastic filtering for damage identification through nonlinear structural finite element model updating

NASA Astrophysics Data System (ADS)

Astroza, Rodrigo; Ebrahimian, Hamed; Conte, Joel P.

2015-03-01

This paper describes a novel framework that combines advanced mechanics-based nonlinear (hysteretic) finite element (FE) models and stochastic filtering techniques to estimate unknown time-invariant parameters of nonlinear inelastic material models used in the FE model. Using input-output data recorded during earthquake events, the proposed framework updates the nonlinear FE model of the structure. The updated FE model can be directly used for damage identification and further used for damage prognosis. To update the unknown time-invariant parameters of the FE model, two alternative stochastic filtering methods are used: the extended Kalman filter (EKF) and the unscented Kalman filter (UKF). A three-dimensional, 5-story, 2-by-1 bay reinforced concrete (RC) frame is used to verify the proposed framework. The RC frame is modeled using fiber-section displacement-based beam-column elements with distributed plasticity and is subjected to the ground motion recorded at the Sylmar station during the 1994 Northridge earthquake. The results indicate that the proposed framework accurately estimate the unknown material parameters of the nonlinear FE model. The UKF outperforms the EKF when the relative root-mean-square error of the recorded responses are compared. In addition, the results suggest that the convergence of the estimate of modeling parameters is smoother and faster when the UKF is utilized.

Applying stochastic small-scale damage functions to German winter storms

NASA Astrophysics Data System (ADS)

Prahl, B. F.; Rybski, D.; Kropp, J. P.; Burghoff, O.; Held, H.

2012-03-01

Analyzing insurance-loss data we derive stochastic storm-damage functions for residential buildings. On district level we fit power-law relations between daily loss and maximum wind speed, typically spanning more than 4 orders of magnitude. The estimated exponents for 439 German districts roughly range from 8 to 12. In addition, we find correlations among the parameters and socio-demographic data, which we employ in a simplified parametrization of the damage function with just 3 independent parameters for each district. A Monte Carlo method is used to generate loss estimates and confidence bounds of daily and annual storm damages in Germany. Our approach reproduces the annual progression of winter storm losses and enables to estimate daily losses over a wide range of magnitudes.

Adaptive control of stochastic linear systems with unknown parameters. M.S. Thesis

NASA Technical Reports Server (NTRS)

Ku, R. T.

1972-01-01

The problem of optimal control of linear discrete-time stochastic dynamical system with unknown and, possibly, stochastically varying parameters is considered on the basis of noisy measurements. It is desired to minimize the expected value of a quadratic cost functional. Since the simultaneous estimation of the state and plant parameters is a nonlinear filtering problem, the extended Kalman filter algorithm is used. Several qualitative and asymptotic properties of the open loop feedback optimal control and the enforced separation scheme are discussed. Simulation results via Monte Carlo method show that, in terms of the performance measure, for stable systems the open loop feedback optimal control system is slightly better than the enforced separation scheme, while for unstable systems the latter scheme is far better.

Stochastic Approximation Methods for Latent Regression Item Response Models

ERIC Educational Resources Information Center

von Davier, Matthias; Sinharay, Sandip

2010-01-01

This article presents an application of a stochastic approximation expectation maximization (EM) algorithm using a Metropolis-Hastings (MH) sampler to estimate the parameters of an item response latent regression model. Latent regression item response models are extensions of item response theory (IRT) to a latent variable model with covariates…

Effects of structural error on the estimates of parameters of dynamical systems

NASA Technical Reports Server (NTRS)

Hadaegh, F. Y.; Bekey, G. A.

1986-01-01

In this paper, the notion of 'near-equivalence in probability' is introduced for identifying a system in the presence of several error sources. Following some basic definitions, necessary and sufficient conditions for the identifiability of parameters are given. The effects of structural error on the parameter estimates for both the deterministic and stochastic cases are considered.

Identification of linear system models and state estimators for controls

NASA Technical Reports Server (NTRS)

Chen, Chung-Wen

1992-01-01

The following paper is presented in viewgraph format and covers topics including: (1) linear state feedback control system; (2) Kalman filter state estimation; (3) relation between residual and stochastic part of output; (4) obtaining Kalman filter gain; (5) state estimation under unknown system model and unknown noises; and (6) relationship between filter Markov parameters and system Markov parameters.

Finding optimal vaccination strategies under parameter uncertainty using stochastic programming.

PubMed

Tanner, Matthew W; Sattenspiel, Lisa; Ntaimo, Lewis

2008-10-01

We present a stochastic programming framework for finding the optimal vaccination policy for controlling infectious disease epidemics under parameter uncertainty. Stochastic programming is a popular framework for including the effects of parameter uncertainty in a mathematical optimization model. The problem is initially formulated to find the minimum cost vaccination policy under a chance-constraint. The chance-constraint requires that the probability that R(*)

Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student’s t-distribution*

PubMed Central

Leão, William L.; Chen, Ming-Hui

2017-01-01

A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor’s 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model. PMID:29333210

Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student's t-distribution.

PubMed

Leão, William L; Abanto-Valle, Carlos A; Chen, Ming-Hui

2017-01-01

A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor's 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model.

Event-Based $H_\\infty $ State Estimation for Time-Varying Stochastic Dynamical Networks With State- and Disturbance-Dependent Noises.

PubMed

Sheng, Li; Wang, Zidong; Zou, Lei; Alsaadi, Fuad E

2017-10-01

In this paper, the event-based finite-horizon H ∞ state estimation problem is investigated for a class of discrete time-varying stochastic dynamical networks with state- and disturbance-dependent noises [also called (x,v) -dependent noises]. An event-triggered scheme is proposed to decrease the frequency of the data transmission between the sensors and the estimator, where the signal is transmitted only when certain conditions are satisfied. The purpose of the problem addressed is to design a time-varying state estimator in order to estimate the network states through available output measurements. By employing the completing-the-square technique and the stochastic analysis approach, sufficient conditions are established to ensure that the error dynamics of the state estimation satisfies a prescribed H ∞ performance constraint over a finite horizon. The desired estimator parameters can be designed via solving coupled backward recursive Riccati difference equations. Finally, a numerical example is exploited to demonstrate the effectiveness of the developed state estimation scheme.

Low Variance Couplings for Stochastic Models of Intracellular Processes with Time-Dependent Rate Functions.

PubMed

Anderson, David F; Yuan, Chaojie

2018-04-18

A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples to provide an exceptionally low variance between the generated paths. This coupling will be useful in the numerical computation of parametric sensitivities and the fast estimation of expectations via multilevel Monte Carlo methods. We provide the requisite estimators in both cases.

Performance in population models for count data, part II: a new SAEM algorithm

PubMed Central

Savic, Radojka; Lavielle, Marc

2009-01-01

Analysis of count data from clinical trials using mixed effect analysis has recently become widely used. However, algorithms available for the parameter estimation, including LAPLACE and Gaussian quadrature (GQ), are associated with certain limitations, including bias in parameter estimates and the long analysis runtime. The stochastic approximation expectation maximization (SAEM) algorithm has proven to be a very efficient and powerful tool in the analysis of continuous data. The aim of this study was to implement and investigate the performance of a new SAEM algorithm for application to count data. A new SAEM algorithm was implemented in MATLAB for estimation of both, parameters and the Fisher information matrix. Stochastic Monte Carlo simulations followed by re-estimation were performed according to scenarios used in previous studies (part I) to investigate properties of alternative algorithms (1). A single scenario was used to explore six probability distribution models. For parameter estimation, the relative bias was less than 0.92% and 4.13 % for fixed and random effects, for all models studied including ones accounting for over- or under-dispersion. Empirical and estimated relative standard errors were similar, with distance between them being <1.7 % for all explored scenarios. The longest CPU time was 95s for parameter estimation and 56s for SE estimation. The SAEM algorithm was extended for analysis of count data. It provides accurate estimates of both, parameters and standard errors. The estimation is significantly faster compared to LAPLACE and GQ. The algorithm is implemented in Monolix 3.1, (beta-version available in July 2009). PMID:19680795

Accounting for parameter uncertainty in the definition of parametric distributions used to describe individual patient variation in health economic models.

PubMed

Degeling, Koen; IJzerman, Maarten J; Koopman, Miriam; Koffijberg, Hendrik

2017-12-15

Parametric distributions based on individual patient data can be used to represent both stochastic and parameter uncertainty. Although general guidance is available on how parameter uncertainty should be accounted for in probabilistic sensitivity analysis, there is no comprehensive guidance on reflecting parameter uncertainty in the (correlated) parameters of distributions used to represent stochastic uncertainty in patient-level models. This study aims to provide this guidance by proposing appropriate methods and illustrating the impact of this uncertainty on modeling outcomes. Two approaches, 1) using non-parametric bootstrapping and 2) using multivariate Normal distributions, were applied in a simulation and case study. The approaches were compared based on point-estimates and distributions of time-to-event and health economic outcomes. To assess sample size impact on the uncertainty in these outcomes, sample size was varied in the simulation study and subgroup analyses were performed for the case-study. Accounting for parameter uncertainty in distributions that reflect stochastic uncertainty substantially increased the uncertainty surrounding health economic outcomes, illustrated by larger confidence ellipses surrounding the cost-effectiveness point-estimates and different cost-effectiveness acceptability curves. Although both approaches performed similar for larger sample sizes (i.e. n = 500), the second approach was more sensitive to extreme values for small sample sizes (i.e. n = 25), yielding infeasible modeling outcomes. Modelers should be aware that parameter uncertainty in distributions used to describe stochastic uncertainty needs to be reflected in probabilistic sensitivity analysis, as it could substantially impact the total amount of uncertainty surrounding health economic outcomes. If feasible, the bootstrap approach is recommended to account for this uncertainty.

Mice take calculated risks.

PubMed

Kheifets, Aaron; Gallistel, C R

2012-05-29

Animals successfully navigate the world despite having only incomplete information about behaviorally important contingencies. It is an open question to what degree this behavior is driven by estimates of stochastic parameters (brain-constructed models of the experienced world) and to what degree it is directed by reinforcement-driven processes that optimize behavior in the limit without estimating stochastic parameters (model-free adaptation processes, such as associative learning). We find that mice adjust their behavior in response to a change in probability more quickly and abruptly than can be explained by differential reinforcement. Our results imply that mice represent probabilities and perform calculations over them to optimize their behavior, even when the optimization produces negligible material gain.

Mice take calculated risks

PubMed Central

Kheifets, Aaron; Gallistel, C. R.

2012-01-01

Animals successfully navigate the world despite having only incomplete information about behaviorally important contingencies. It is an open question to what degree this behavior is driven by estimates of stochastic parameters (brain-constructed models of the experienced world) and to what degree it is directed by reinforcement-driven processes that optimize behavior in the limit without estimating stochastic parameters (model-free adaptation processes, such as associative learning). We find that mice adjust their behavior in response to a change in probability more quickly and abruptly than can be explained by differential reinforcement. Our results imply that mice represent probabilities and perform calculations over them to optimize their behavior, even when the optimization produces negligible material gain. PMID:22592792

A stochastic approach to online vehicle state and parameter estimation, with application to inertia estimation for rollover prevention and battery charge/health estimation.

DOT National Transportation Integrated Search

2013-08-01

This report summarizes research conducted at Penn State, Virginia Tech, and West Virginia University on the development of algorithms based on the generalized polynomial chaos (gpc) expansion for the online estimation of automotive and transportation...

Investigation for improving Global Positioning System (GPS) orbits using a discrete sequential estimator and stochastic models of selected physical processes

NASA Technical Reports Server (NTRS)

Goad, Clyde C.; Chadwell, C. David

1993-01-01

GEODYNII is a conventional batch least-squares differential corrector computer program with deterministic models of the physical environment. Conventional algorithms were used to process differenced phase and pseudorange data to determine eight-day Global Positioning system (GPS) orbits with several meter accuracy. However, random physical processes drive the errors whose magnitudes prevent improving the GPS orbit accuracy. To improve the orbit accuracy, these random processes should be modeled stochastically. The conventional batch least-squares algorithm cannot accommodate stochastic models, only a stochastic estimation algorithm is suitable, such as a sequential filter/smoother. Also, GEODYNII cannot currently model the correlation among data values. Differenced pseudorange, and especially differenced phase, are precise data types that can be used to improve the GPS orbit precision. To overcome these limitations and improve the accuracy of GPS orbits computed using GEODYNII, we proposed to develop a sequential stochastic filter/smoother processor by using GEODYNII as a type of trajectory preprocessor. Our proposed processor is now completed. It contains a correlated double difference range processing capability, first order Gauss Markov models for the solar radiation pressure scale coefficient and y-bias acceleration, and a random walk model for the tropospheric refraction correction. The development approach was to interface the standard GEODYNII output files (measurement partials and variationals) with software modules containing the stochastic estimator, the stochastic models, and a double differenced phase range processing routine. Thus, no modifications to the original GEODYNII software were required. A schematic of the development is shown. The observational data are edited in the preprocessor and the data are passed to GEODYNII as one of its standard data types. A reference orbit is determined using GEODYNII as a batch least-squares processor and the GEODYNII measurement partial (FTN90) and variational (FTN80, V-matrix) files are generated. These two files along with a control statement file and a satellite identification and mass file are passed to the filter/smoother to estimate time-varying parameter states at each epoch, improved satellite initial elements, and improved estimates of constant parameters.

Estimation of parameters and basic reproduction ratio for Japanese encephalitis transmission in the Philippines using sequential Monte Carlo filter

USDA-ARS?s Scientific Manuscript database

We developed a sequential Monte Carlo filter to estimate the states and the parameters in a stochastic model of Japanese Encephalitis (JE) spread in the Philippines. This method is particularly important for its adaptability to the availability of new incidence data. This method can also capture the...

A Practical Guide to Calibration of a GSSHA Hydrologic Model Using ERDC Automated Model Calibration Software - Effective and Efficient Stochastic Global Optimization

DTIC Science & Technology

2012-02-01

parameter estimation method, but rather to carefully describe how to use the ERDC software implementation of MLSL that accommodates the PEST model...model independent LM method based parameter estimation software PEST (Doherty, 2004, 2007a, 2007b), which quantifies model to measure- ment misfit...et al. (2011) focused on one drawback associated with LM-based model independent parameter estimation as implemented in PEST ; viz., that it requires

Noise parameter estimation for poisson corrupted images using variance stabilization transforms.

PubMed

Jin, Xiaodan; Xu, Zhenyu; Hirakawa, Keigo

2014-03-01

Noise is present in all images captured by real-world image sensors. Poisson distribution is said to model the stochastic nature of the photon arrival process and agrees with the distribution of measured pixel values. We propose a method for estimating unknown noise parameters from Poisson corrupted images using properties of variance stabilization. With a significantly lower computational complexity and improved stability, the proposed estimation technique yields noise parameters that are comparable in accuracy to the state-of-art methods.

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

PubMed

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

2016-06-01

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

Cost efficiency of US hospitals: a stochastic frontier approach.

PubMed

Rosko, M D

2001-09-01

This study examined the impact of managed care and other environmental factors on hospital inefficiency in 1631 US hospitals during the period 1990-1996. A panel, stochastic frontier regression model was used to estimate inefficiency parameters and inefficiency scores. The results suggest that mean estimated inefficiency decreased by about 28% during the study period. Inefficiency was negatively associated with health maintenance organization (HMO) penetration and industry concentration. It was positively related with Medicare share and for-profit ownership status. Copyright 2001 John Wiley & Sons, Ltd.

Discovering network behind infectious disease outbreak

NASA Astrophysics Data System (ADS)

Maeno, Yoshiharu

2010-11-01

Stochasticity and spatial heterogeneity are of great interest recently in studying the spread of an infectious disease. The presented method solves an inverse problem to discover the effectively decisive topology of a heterogeneous network and reveal the transmission parameters which govern the stochastic spreads over the network from a dataset on an infectious disease outbreak in the early growth phase. Populations in a combination of epidemiological compartment models and a meta-population network model are described by stochastic differential equations. Probability density functions are derived from the equations and used for the maximal likelihood estimation of the topology and parameters. The method is tested with computationally synthesized datasets and the WHO dataset on the SARS outbreak.

Stochastic Approximation Methods for Latent Regression Item Response Models. Research Report. ETS RR-09-09

ERIC Educational Resources Information Center

von Davier, Matthias; Sinharay, Sandip

2009-01-01

This paper presents an application of a stochastic approximation EM-algorithm using a Metropolis-Hastings sampler to estimate the parameters of an item response latent regression model. Latent regression models are extensions of item response theory (IRT) to a 2-level latent variable model in which covariates serve as predictors of the…

Do stochastic inhomogeneities affect dark-energy precision measurements?

PubMed

Ben-Dayan, I; Gasperini, M; Marozzi, G; Nugier, F; Veneziano, G

2013-01-11

The effect of a stochastic background of cosmological perturbations on the luminosity-redshift relation is computed to second order through a recently proposed covariant and gauge-invariant light-cone averaging procedure. The resulting expressions are free from both ultraviolet and infrared divergences, implying that such perturbations cannot mimic a sizable fraction of dark energy. Different averages are estimated and depend on the particular function of the luminosity distance being averaged. The energy flux being minimally affected by perturbations at large z is proposed as the best choice for precision estimates of dark-energy parameters. Nonetheless, its irreducible (stochastic) variance induces statistical errors on Ω(Λ)(z) typically lying in the few-percent range.

Ensemble methods for stochastic networks with special reference to the biological clock of Neurospora crassa.

PubMed

Caranica, C; Al-Omari, A; Deng, Z; Griffith, J; Nilsen, R; Mao, L; Arnold, J; Schüttler, H-B

2018-01-01

A major challenge in systems biology is to infer the parameters of regulatory networks that operate in a noisy environment, such as in a single cell. In a stochastic regime it is hard to distinguish noise from the real signal and to infer the noise contribution to the dynamical behavior. When the genetic network displays oscillatory dynamics, it is even harder to infer the parameters that produce the oscillations. To address this issue we introduce a new estimation method built on a combination of stochastic simulations, mass action kinetics and ensemble network simulations in which we match the average periodogram and phase of the model to that of the data. The method is relatively fast (compared to Metropolis-Hastings Monte Carlo Methods), easy to parallelize, applicable to large oscillatory networks and large (~2000 cells) single cell expression data sets, and it quantifies the noise impact on the observed dynamics. Standard errors of estimated rate coefficients are typically two orders of magnitude smaller than the mean from single cell experiments with on the order of ~1000 cells. We also provide a method to assess the goodness of fit of the stochastic network using the Hilbert phase of single cells. An analysis of phase departures from the null model with no communication between cells is consistent with a hypothesis of Stochastic Resonance describing single cell oscillators. Stochastic Resonance provides a physical mechanism whereby intracellular noise plays a positive role in establishing oscillatory behavior, but may require model parameters, such as rate coefficients, that differ substantially from those extracted at the macroscopic level from measurements on populations of millions of communicating, synchronized cells.

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).

Developing population models with data from marked individuals

USGS Publications Warehouse

Hae Yeong Ryu,; Kevin T. Shoemaker,; Eva Kneip,; Anna Pidgeon,; Patricia Heglund,; Brooke Bateman,; Thogmartin, Wayne E.; Reşit Akçakaya,

2016-01-01

Population viability analysis (PVA) is a powerful tool for biodiversity assessments, but its use has been limited because of the requirements for fully specified population models such as demographic structure, density-dependence, environmental stochasticity, and specification of uncertainties. Developing a fully specified population model from commonly available data sources – notably, mark–recapture studies – remains complicated due to lack of practical methods for estimating fecundity, true survival (as opposed to apparent survival), natural temporal variability in both survival and fecundity, density-dependence in the demographic parameters, and uncertainty in model parameters. We present a general method that estimates all the key parameters required to specify a stochastic, matrix-based population model, constructed using a long-term mark–recapture dataset. Unlike standard mark–recapture analyses, our approach provides estimates of true survival rates and fecundities, their respective natural temporal variabilities, and density-dependence functions, making it possible to construct a population model for long-term projection of population dynamics. Furthermore, our method includes a formal quantification of parameter uncertainty for global (multivariate) sensitivity analysis. We apply this approach to 9 bird species and demonstrate the feasibility of using data from the Monitoring Avian Productivity and Survivorship (MAPS) program. Bias-correction factors for raw estimates of survival and fecundity derived from mark–recapture data (apparent survival and juvenile:adult ratio, respectively) were non-negligible, and corrected parameters were generally more biologically reasonable than their uncorrected counterparts. Our method allows the development of fully specified stochastic population models using a single, widely available data source, substantially reducing the barriers that have until now limited the widespread application of PVA. This method is expected to greatly enhance our understanding of the processes underlying population dynamics and our ability to analyze viability and project trends for species of conservation concern.

Permanence and asymptotic behaviors of stochastic predator-prey system with Markovian switching and Lévy noise

NASA Astrophysics Data System (ADS)

Wang, Sheng; Wang, Linshan; Wei, Tengda

2018-04-01

This paper concerns the dynamics of a stochastic predator-prey system with Markovian switching and Lévy noise. First, the existence and uniqueness of global positive solution to the system is proved. Then, by combining stochastic analytical techniques with M-matrix analysis, sufficient conditions of stochastic permanence and extinction are obtained. Furthermore, for the stochastic permanence case, by means of four constants related to the stationary probability distribution of the Markov chain and the parameters of the subsystems, both the superior limit and the inferior limit of the average in time of the sample path of the solution are estimated. Finally, our conclusions are illustrated through an example.

State estimation of stochastic non-linear hybrid dynamic system using an interacting multiple model algorithm.

PubMed

Elenchezhiyan, M; Prakash, J

2015-09-01

In this work, state estimation schemes for non-linear hybrid dynamic systems subjected to stochastic state disturbances and random errors in measurements using interacting multiple-model (IMM) algorithms are formulated. In order to compute both discrete modes and continuous state estimates of a hybrid dynamic system either an IMM extended Kalman filter (IMM-EKF) or an IMM based derivative-free Kalman filters is proposed in this study. The efficacy of the proposed IMM based state estimation schemes is demonstrated by conducting Monte-Carlo simulation studies on the two-tank hybrid system and switched non-isothermal continuous stirred tank reactor system. Extensive simulation studies reveal that the proposed IMM based state estimation schemes are able to generate fairly accurate continuous state estimates and discrete modes. In the presence and absence of sensor bias, the simulation studies reveal that the proposed IMM unscented Kalman filter (IMM-UKF) based simultaneous state and parameter estimation scheme outperforms multiple-model UKF (MM-UKF) based simultaneous state and parameter estimation scheme. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

An offline approach for output-only Bayesian identification of stochastic nonlinear systems using unscented Kalman filtering

NASA Astrophysics Data System (ADS)

Erazo, Kalil; Nagarajaiah, Satish

2017-06-01

In this paper an offline approach for output-only Bayesian identification of stochastic nonlinear systems is presented. The approach is based on a re-parameterization of the joint posterior distribution of the parameters that define a postulated state-space stochastic model class. In the re-parameterization the state predictive distribution is included, marginalized, and estimated recursively in a state estimation step using an unscented Kalman filter, bypassing state augmentation as required by existing online methods. In applications expectations of functions of the parameters are of interest, which requires the evaluation of potentially high-dimensional integrals; Markov chain Monte Carlo is adopted to sample the posterior distribution and estimate the expectations. The proposed approach is suitable for nonlinear systems subjected to non-stationary inputs whose realization is unknown, and that are modeled as stochastic processes. Numerical verification and experimental validation examples illustrate the effectiveness and advantages of the approach, including: (i) an increased numerical stability with respect to augmented-state unscented Kalman filtering, avoiding divergence of the estimates when the forcing input is unmeasured; (ii) the ability to handle arbitrary prior and posterior distributions. The experimental validation of the approach is conducted using data from a large-scale structure tested on a shake table. It is shown that the approach is robust to inherent modeling errors in the description of the system and forcing input, providing accurate prediction of the dynamic response when the excitation history is unknown.

Parameter Estimation in Epidemiology: from Simple to Complex Dynamics

NASA Astrophysics Data System (ADS)

Aguiar, Maíra; Ballesteros, Sebastién; Boto, João Pedro; Kooi, Bob W.; Mateus, Luís; Stollenwerk, Nico

2011-09-01

We revisit the parameter estimation framework for population biological dynamical systems, and apply it to calibrate various models in epidemiology with empirical time series, namely influenza and dengue fever. When it comes to more complex models like multi-strain dynamics to describe the virus-host interaction in dengue fever, even most recently developed parameter estimation techniques, like maximum likelihood iterated filtering, come to their computational limits. However, the first results of parameter estimation with data on dengue fever from Thailand indicate a subtle interplay between stochasticity and deterministic skeleton. The deterministic system on its own already displays complex dynamics up to deterministic chaos and coexistence of multiple attractors.

Estimation of parameters in Shot-Noise-Driven Doubly Stochastic Poisson processes using the EM algorithm--modeling of pre- and postsynaptic spike trains.

PubMed

Mino, H

2007-01-01

To estimate the parameters, the impulse response (IR) functions of some linear time-invariant systems generating intensity processes, in Shot-Noise-Driven Doubly Stochastic Poisson Process (SND-DSPP) in which multivariate presynaptic spike trains and postsynaptic spike trains can be assumed to be modeled by the SND-DSPPs. An explicit formula for estimating the IR functions from observations of multivariate input processes of the linear systems and the corresponding counting process (output process) is derived utilizing the expectation maximization (EM) algorithm. The validity of the estimation formula was verified through Monte Carlo simulations in which two presynaptic spike trains and one postsynaptic spike train were assumed to be observable. The IR functions estimated on the basis of the proposed identification method were close to the true IR functions. The proposed method will play an important role in identifying the input-output relationship of pre- and postsynaptic neural spike trains in practical situations.

Anticipating the Chaotic Behaviour of Industrial Systems Based on Stochastic, Event-Driven Simulations

NASA Astrophysics Data System (ADS)

Bruzzone, Agostino G.; Revetria, Roberto; Simeoni, Simone; Viazzo, Simone; Orsoni, Alessandra

2004-08-01

In logistics and industrial production managers must deal with the impact of stochastic events to improve performances and reduce costs. In fact, production and logistics systems are generally designed considering some parameters as deterministically distributed. While this assumption is mostly used for preliminary prototyping, it is sometimes also retained during the final design stage, and especially for estimated parameters (i.e. Market Request). The proposed methodology can determine the impact of stochastic events in the system by evaluating the chaotic threshold level. Such an approach, based on the application of a new and innovative methodology, can be implemented to find the condition under which chaos makes the system become uncontrollable. Starting from problem identification and risk assessment, several classification techniques are used to carry out an effect analysis and contingency plan estimation. In this paper the authors illustrate the methodology with respect to a real industrial case: a production problem related to the logistics of distributed chemical processing.

Ensemble Kalman Filter for Dynamic State Estimation of Power Grids Stochastically Driven by Time-correlated Mechanical Input Power

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

Rosenthal, William Steven; Tartakovsky, Alex; Huang, Zhenyu

State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. Here a novel approach is to model input power noise with time-correlated stochastic fluctuations, and integratemore » them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.« less

Ensemble Kalman Filter for Dynamic State Estimation of Power Grids Stochastically Driven by Time-correlated Mechanical Input Power

DOE PAGES

Rosenthal, William Steven; Tartakovsky, Alex; Huang, Zhenyu

2017-10-31

State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. Here a novel approach is to model input power noise with time-correlated stochastic fluctuations, and integratemore » them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.« less

Sequential state estimation of nonlinear/non-Gaussian systems with stochastic input for turbine degradation estimation

NASA Astrophysics Data System (ADS)

Hanachi, Houman; Liu, Jie; Banerjee, Avisekh; Chen, Ying

2016-05-01

Health state estimation of inaccessible components in complex systems necessitates effective state estimation techniques using the observable variables of the system. The task becomes much complicated when the system is nonlinear/non-Gaussian and it receives stochastic input. In this work, a novel sequential state estimation framework is developed based on particle filtering (PF) scheme for state estimation of general class of nonlinear dynamical systems with stochastic input. Performance of the developed framework is then validated with simulation on a Bivariate Non-stationary Growth Model (BNGM) as a benchmark. In the next step, three-year operating data of an industrial gas turbine engine (GTE) are utilized to verify the effectiveness of the developed framework. A comprehensive thermodynamic model for the GTE is therefore developed to formulate the relation of the observable parameters and the dominant degradation symptoms of the turbine, namely, loss of isentropic efficiency and increase of the mass flow. The results confirm the effectiveness of the developed framework for simultaneous estimation of multiple degradation symptoms in complex systems with noisy measured inputs.

Stochastic growth logistic model with aftereffect for batch fermentation process

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

Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah

2014-06-19

In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits.

Stochastic growth logistic model with aftereffect for batch fermentation process

NASA Astrophysics Data System (ADS)

Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah; Rahman, Haliza Abdul; Salleh, Madihah Md

2014-06-01

In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits.

A stochastic automata network for earthquake simulation and hazard estimation

NASA Astrophysics Data System (ADS)

Belubekian, Maya Ernest

1998-11-01

This research develops a model for simulation of earthquakes on seismic faults with available earthquake catalog data. The model allows estimation of the seismic hazard at a site of interest and assessment of the potential damage and loss in a region. There are two approaches for studying the earthquakes: mechanistic and stochastic. In the mechanistic approach, seismic processes, such as changes in stress or slip on faults, are studied in detail. In the stochastic approach, earthquake occurrences are simulated as realizations of a certain stochastic process. In this dissertation, a stochastic earthquake occurrence model is developed that uses the results from dislocation theory for the estimation of slip released in earthquakes. The slip accumulation and release laws and the event scheduling mechanism adopted in the model result in a memoryless Poisson process for the small and moderate events and in a time- and space-dependent process for large events. The minimum and maximum of the hazard are estimated by the model when the initial conditions along the faults correspond to a situation right after a largest event and after a long seismic gap, respectively. These estimates are compared with the ones obtained from a Poisson model. The Poisson model overestimates the hazard after the maximum event and underestimates it in the period of a long seismic quiescence. The earthquake occurrence model is formulated as a stochastic automata network. Each fault is divided into cells, or automata, that interact by means of information exchange. The model uses a statistical method called bootstrap for the evaluation of the confidence bounds on its results. The parameters of the model are adjusted to the target magnitude patterns obtained from the catalog. A case study is presented for the city of Palo Alto, where the hazard is controlled by the San Andreas, Hayward and Calaveras faults. The results of the model are used to evaluate the damage and loss distribution in Palo Alto. The sensitivity analysis of the model results to the variation in basic parameters shows that the maximum magnitude has the most significant impact on the hazard, especially for long forecast periods.

Accounting for measurement error in log regression models with applications to accelerated testing.

PubMed

Richardson, Robert; Tolley, H Dennis; Evenson, William E; Lunt, Barry M

2018-01-01

In regression settings, parameter estimates will be biased when the explanatory variables are measured with error. This bias can significantly affect modeling goals. In particular, accelerated lifetime testing involves an extrapolation of the fitted model, and a small amount of bias in parameter estimates may result in a significant increase in the bias of the extrapolated predictions. Additionally, bias may arise when the stochastic component of a log regression model is assumed to be multiplicative when the actual underlying stochastic component is additive. To account for these possible sources of bias, a log regression model with measurement error and additive error is approximated by a weighted regression model which can be estimated using Iteratively Re-weighted Least Squares. Using the reduced Eyring equation in an accelerated testing setting, the model is compared to previously accepted approaches to modeling accelerated testing data with both simulations and real data.

Impact of orbit modeling on DORIS station position and Earth rotation estimates

NASA Astrophysics Data System (ADS)

Štěpánek, Petr; Rodriguez-Solano, Carlos Javier; Hugentobler, Urs; Filler, Vratislav

2014-04-01

The high precision of estimated station coordinates and Earth rotation parameters (ERP) obtained from satellite geodetic techniques is based on the precise determination of the satellite orbit. This paper focuses on the analysis of the impact of different orbit parameterizations on the accuracy of station coordinates and the ERPs derived from DORIS observations. In a series of experiments the DORIS data from the complete year 2011 were processed with different orbit model settings. First, the impact of precise modeling of the non-conservative forces on geodetic parameters was compared with results obtained with an empirical-stochastic modeling approach. Second, the temporal spacing of drag scaling parameters was tested. Third, the impact of estimating once-per-revolution harmonic accelerations in cross-track direction was analyzed. And fourth, two different approaches for solar radiation pressure (SRP) handling were compared, namely adjusting SRP scaling parameter or fixing it on pre-defined values. Our analyses confirm that the empirical-stochastic orbit modeling approach, which does not require satellite attitude information and macro models, results for most of the monitored station parameters in comparable accuracy as the dynamical model that employs precise non-conservative force modeling. However, the dynamical orbit model leads to a reduction of the RMS values for the estimated rotation pole coordinates by 17% for x-pole and 12% for y-pole. The experiments show that adjusting atmospheric drag scaling parameters each 30 min is appropriate for DORIS solutions. Moreover, it was shown that the adjustment of cross-track once-per-revolution empirical parameter increases the RMS of the estimated Earth rotation pole coordinates. With recent data it was however not possible to confirm the previously known high annual variation in the estimated geocenter z-translation series as well as its mitigation by fixing the SRP parameters on pre-defined values.

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.

A modified NARMAX model-based self-tuner with fault tolerance for unknown nonlinear stochastic hybrid systems with an input-output direct feed-through term.

PubMed

Tsai, Jason S-H; Hsu, Wen-Teng; Lin, Long-Guei; Guo, Shu-Mei; Tann, Joseph W

2014-01-01

A modified nonlinear autoregressive moving average with exogenous inputs (NARMAX) model-based state-space self-tuner with fault tolerance is proposed in this paper for the unknown nonlinear stochastic hybrid system with a direct transmission matrix from input to output. Through the off-line observer/Kalman filter identification method, one has a good initial guess of modified NARMAX model to reduce the on-line system identification process time. Then, based on the modified NARMAX-based system identification, a corresponding adaptive digital control scheme is presented for the unknown continuous-time nonlinear system, with an input-output direct transmission term, which also has measurement and system noises and inaccessible system states. Besides, an effective state space self-turner with fault tolerance scheme is presented for the unknown multivariable stochastic system. A quantitative criterion is suggested by comparing the innovation process error estimated by the Kalman filter estimation algorithm, so that a weighting matrix resetting technique by adjusting and resetting the covariance matrices of parameter estimate obtained by the Kalman filter estimation algorithm is utilized to achieve the parameter estimation for faulty system recovery. Consequently, the proposed method can effectively cope with partially abrupt and/or gradual system faults and input failures by the fault detection. Copyright © 2013 ISA. Published by Elsevier Ltd. All rights reserved.

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.

Minimum mean squared error (MSE) adjustment and the optimal Tykhonov-Phillips regularization parameter via reproducing best invariant quadratic uniformly unbiased estimates (repro-BIQUUE)

NASA Astrophysics Data System (ADS)

Schaffrin, Burkhard

2008-02-01

In a linear Gauss-Markov model, the parameter estimates from BLUUE (Best Linear Uniformly Unbiased Estimate) are not robust against possible outliers in the observations. Moreover, by giving up the unbiasedness constraint, the mean squared error (MSE) risk may be further reduced, in particular when the problem is ill-posed. In this paper, the α-weighted S-homBLE (Best homogeneously Linear Estimate) is derived via formulas originally used for variance component estimation on the basis of the repro-BIQUUE (reproducing Best Invariant Quadratic Uniformly Unbiased Estimate) principle in a model with stochastic prior information. In the present model, however, such prior information is not included, which allows the comparison of the stochastic approach (α-weighted S-homBLE) with the well-established algebraic approach of Tykhonov-Phillips regularization, also known as R-HAPS (Hybrid APproximation Solution), whenever the inverse of the “substitute matrix” S exists and is chosen as the R matrix that defines the relative impact of the regularizing term on the final result.

VLBI-derived troposphere parameters during CONT08

NASA Astrophysics Data System (ADS)

Heinkelmann, R.; Böhm, J.; Bolotin, S.; Engelhardt, G.; Haas, R.; Lanotte, R.; MacMillan, D. S.; Negusini, M.; Skurikhina, E.; Titov, O.; Schuh, H.

2011-07-01

Time-series of zenith wet and total troposphere delays as well as north and east gradients are compared, and zenith total delays ( ZTD) are combined on the level of parameter estimates. Input data sets are provided by ten Analysis Centers (ACs) of the International VLBI Service for Geodesy and Astrometry (IVS) for the CONT08 campaign (12-26 August 2008). The inconsistent usage of meteorological data and models, such as mapping functions, causes systematics among the ACs, and differing parameterizations and constraints add noise to the troposphere parameter estimates. The empirical standard deviation of ZTD among the ACs with regard to an unweighted mean is 4.6 mm. The ratio of the analysis noise to the observation noise assessed by the operator/software impact (OSI) model is about 2.5. These and other effects have to be accounted for to improve the intra-technique combination of VLBI-derived troposphere parameters. While the largest systematics caused by inconsistent usage of meteorological data can be avoided and the application of different mapping functions can be considered by applying empirical corrections, the noise has to be modeled in the stochastic model of intra-technique combination. The application of different stochastic models shows no significant effects on the combined parameters but results in different mean formal errors: the mean formal errors of the combined ZTD are 2.3 mm (unweighted), 4.4 mm (diagonal), 8.6 mm [variance component (VC) estimation], and 8.6 mm (operator/software impact, OSI). On the one hand, the OSI model, i.e. the inclusion of off-diagonal elements in the cofactor-matrix, considers the reapplication of observations yielding a factor of about two for mean formal errors as compared to the diagonal approach. On the other hand, the combination based on VC estimation shows large differences among the VCs and exhibits a comparable scaling of formal errors. Thus, for the combination of troposphere parameters a combination of the two extensions of the stochastic model is recommended.

Pixel-By Estimation of Scene Motion in Video

NASA Astrophysics Data System (ADS)

Tashlinskii, A. G.; Smirnov, P. V.; Tsaryov, M. G.

2017-05-01

The paper considers the effectiveness of motion estimation in video using pixel-by-pixel recurrent algorithms. The algorithms use stochastic gradient decent to find inter-frame shifts of all pixels of a frame. These vectors form shift vectors' field. As estimated parameters of the vectors the paper studies their projections and polar parameters. It considers two methods for estimating shift vectors' field. The first method uses stochastic gradient descent algorithm to sequentially process all nodes of the image row-by-row. It processes each row bidirectionally i.e. from the left to the right and from the right to the left. Subsequent joint processing of the results allows compensating inertia of the recursive estimation. The second method uses correlation between rows to increase processing efficiency. It processes rows one after the other with the change in direction after each row and uses obtained values to form resulting estimate. The paper studies two criteria of its formation: gradient estimation minimum and correlation coefficient maximum. The paper gives examples of experimental results of pixel-by-pixel estimation for a video with a moving object and estimation of a moving object trajectory using shift vectors' field.

Stochastic Modelling, Analysis, and Simulations of the Solar Cycle Dynamic Process

NASA Astrophysics Data System (ADS)

Turner, Douglas C.; Ladde, Gangaram S.

2018-03-01

Analytical solutions, discretization schemes and simulation results are presented for the time delay deterministic differential equation model of the solar dynamo presented by Wilmot-Smith et al. In addition, this model is extended under stochastic Gaussian white noise parametric fluctuations. The introduction of stochastic fluctuations incorporates variables affecting the dynamo process in the solar interior, estimation error of parameters, and uncertainty of the α-effect mechanism. Simulation results are presented and analyzed to exhibit the effects of stochastic parametric volatility-dependent perturbations. The results generalize and extend the work of Hazra et al. In fact, some of these results exhibit the oscillatory dynamic behavior generated by the stochastic parametric additative perturbations in the absence of time delay. In addition, the simulation results of the modified stochastic models influence the change in behavior of the very recently developed stochastic model of Hazra et al.

Stochastic reduced order models for inverse problems under uncertainty

PubMed Central

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

2014-01-01

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

New insights into time series analysis. II - Non-correlated observations

NASA Astrophysics Data System (ADS)

Ferreira Lopes, C. E.; Cross, N. J. G.

2017-08-01

Context. Statistical parameters are used to draw conclusions in a vast number of fields such as finance, weather, industrial, and science. These parameters are also used to identify variability patterns on photometric data to select non-stochastic variations that are indicative of astrophysical effects. New, more efficient, selection methods are mandatory to analyze the huge amount of astronomical data. Aims: We seek to improve the current methods used to select non-stochastic variations on non-correlated data. Methods: We used standard and new data-mining parameters to analyze non-correlated data to find the best way to discriminate between stochastic and non-stochastic variations. A new approach that includes a modified Strateva function was performed to select non-stochastic variations. Monte Carlo simulations and public time-domain data were used to estimate its accuracy and performance. Results: We introduce 16 modified statistical parameters covering different features of statistical distribution such as average, dispersion, and shape parameters. Many dispersion and shape parameters are unbound parameters, I.e. equations that do not require the calculation of average. Unbound parameters are computed with single loop and hence decreasing running time. Moreover, the majority of these parameters have lower errors than previous parameters, which is mainly observed for distributions with few measurements. A set of non-correlated variability indices, sample size corrections, and a new noise model along with tests of different apertures and cut-offs on the data (BAS approach) are introduced. The number of mis-selections are reduced by about 520% using a single waveband and 1200% combining all wavebands. On the other hand, the even-mean also improves the correlated indices introduced in Paper I. The mis-selection rate is reduced by about 18% if the even-mean is used instead of the mean to compute the correlated indices in the WFCAM database. Even-statistics allows us to improve the effectiveness of both correlated and non-correlated indices. Conclusions: The selection of non-stochastic variations is improved by non-correlated indices. The even-averages provide a better estimation of mean and median for almost all statistical distributions analyzed. The correlated variability indices, which are proposed in the first paper of this series, are also improved if the even-mean is used. The even-parameters will also be useful for classifying light curves in the last step of this project. We consider that the first step of this project, where we set new techniques and methods that provide a huge improvement on the efficiency of selection of variable stars, is now complete. Many of these techniques may be useful for a large number of fields. Next, we will commence a new step of this project regarding the analysis of period search methods.

Selecting Summary Statistics in Approximate Bayesian Computation for Calibrating Stochastic Models

PubMed Central

Burr, Tom

2013-01-01

Approximate Bayesian computation (ABC) is an approach for using measurement data to calibrate stochastic computer models, which are common in biology applications. ABC is becoming the “go-to” option when the data and/or parameter dimension is large because it relies on user-chosen summary statistics rather than the full data and is therefore computationally feasible. One technical challenge with ABC is that the quality of the approximation to the posterior distribution of model parameters depends on the user-chosen summary statistics. In this paper, the user requirement to choose effective summary statistics in order to accurately estimate the posterior distribution of model parameters is investigated and illustrated by example, using a model and corresponding real data of mitochondrial DNA population dynamics. We show that for some choices of summary statistics, the posterior distribution of model parameters is closely approximated and for other choices of summary statistics, the posterior distribution is not closely approximated. A strategy to choose effective summary statistics is suggested in cases where the stochastic computer model can be run at many trial parameter settings, as in the example. PMID:24288668

Selecting summary statistics in approximate Bayesian computation for calibrating stochastic models.

PubMed

Burr, Tom; Skurikhin, Alexei

2013-01-01

Approximate Bayesian computation (ABC) is an approach for using measurement data to calibrate stochastic computer models, which are common in biology applications. ABC is becoming the "go-to" option when the data and/or parameter dimension is large because it relies on user-chosen summary statistics rather than the full data and is therefore computationally feasible. One technical challenge with ABC is that the quality of the approximation to the posterior distribution of model parameters depends on the user-chosen summary statistics. In this paper, the user requirement to choose effective summary statistics in order to accurately estimate the posterior distribution of model parameters is investigated and illustrated by example, using a model and corresponding real data of mitochondrial DNA population dynamics. We show that for some choices of summary statistics, the posterior distribution of model parameters is closely approximated and for other choices of summary statistics, the posterior distribution is not closely approximated. A strategy to choose effective summary statistics is suggested in cases where the stochastic computer model can be run at many trial parameter settings, as in the example.

SBML-PET: a Systems Biology Markup Language-based parameter estimation tool.

PubMed

Zi, Zhike; Klipp, Edda

2006-11-01

The estimation of model parameters from experimental data remains a bottleneck for a major breakthrough in systems biology. We present a Systems Biology Markup Language (SBML) based Parameter Estimation Tool (SBML-PET). The tool is designed to enable parameter estimation for biological models including signaling pathways, gene regulation networks and metabolic pathways. SBML-PET supports import and export of the models in the SBML format. It can estimate the parameters by fitting a variety of experimental data from different experimental conditions. SBML-PET has a unique feature of supporting event definition in the SMBL model. SBML models can also be simulated in SBML-PET. Stochastic Ranking Evolution Strategy (SRES) is incorporated in SBML-PET for parameter estimation jobs. A classic ODE Solver called ODEPACK is used to solve the Ordinary Differential Equation (ODE) system. http://sysbio.molgen.mpg.de/SBML-PET/. The website also contains detailed documentation for SBML-PET.

Inverse and forward modeling under uncertainty using MRE-based Bayesian approach

NASA Astrophysics Data System (ADS)

Hou, Z.; Rubin, Y.

2004-12-01

A stochastic inverse approach for subsurface characterization is proposed and applied to shallow vadose zone at a winery field site in north California and to a gas reservoir at the Ormen Lange field site in the North Sea. The approach is formulated in a Bayesian-stochastic framework, whereby the unknown parameters are identified in terms of their statistical moments or their probabilities. Instead of the traditional single-valued estimation /prediction provided by deterministic methods, the approach gives a probability distribution for an unknown parameter. This allows calculating the mean, the mode, and the confidence interval, which is useful for a rational treatment of uncertainty and its consequences. The approach also allows incorporating data of various types and different error levels, including measurements of state variables as well as information such as bounds on or statistical moments of the unknown parameters, which may represent prior information. To obtain minimally subjective prior probabilities required for the Bayesian approach, the principle of Minimum Relative Entropy (MRE) is employed. The approach is tested in field sites for flow parameters identification and soil moisture estimation in the vadose zone and for gas saturation estimation at great depth below the ocean floor. Results indicate the potential of coupling various types of field data within a MRE-based Bayesian formalism for improving the estimation of the parameters of interest.

Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Arnold, Andrea; Calvetti, Daniela; Somersalo, Erkki

2014-10-01

A commonly encountered problem in numerous areas of applications is to estimate the unknown coefficients of a dynamical system from direct or indirect observations at discrete times of some of the components of the state vector. A related problem is to estimate unobserved components of the state. An egregious example of such a problem is provided by metabolic models, in which the numerous model parameters and the concentrations of the metabolites in tissue are to be estimated from concentration data in the blood. A popular method for addressing similar questions in stochastic and turbulent dynamics is the ensemble Kalman filter (EnKF), a particle-based filtering method that generalizes classical Kalman filtering. In this work, we adapt the EnKF algorithm for deterministic systems in which the numerical approximation error is interpreted as a stochastic drift with variance based on classical error estimates of numerical integrators. This approach, which is particularly suitable for stiff systems where the stiffness may depend on the parameters, allows us to effectively exploit the parallel nature of particle methods. Moreover, we demonstrate how spatial prior information about the state vector, which helps the stability of the computed solution, can be incorporated into the filter. The viability of the approach is shown by computed examples, including a metabolic system modeling an ischemic episode in skeletal muscle, with a high number of unknown parameters.

A general moment expansion method for stochastic kinetic models

NASA Astrophysics Data System (ADS)

Ale, Angelique; Kirk, Paul; Stumpf, Michael P. H.

2013-05-01

Moment approximation methods are gaining increasing attention for their use in the approximation of the stochastic kinetics of chemical reaction systems. In this paper we derive a general moment expansion method for any type of propensities and which allows expansion up to any number of moments. For some chemical reaction systems, more than two moments are necessary to describe the dynamic properties of the system, which the linear noise approximation is unable to provide. Moreover, also for systems for which the mean does not have a strong dependence on higher order moments, moment approximation methods give information about higher order moments of the underlying probability distribution. We demonstrate the method using a dimerisation reaction, Michaelis-Menten kinetics and a model of an oscillating p53 system. We show that for the dimerisation reaction and Michaelis-Menten enzyme kinetics system higher order moments have limited influence on the estimation of the mean, while for the p53 system, the solution for the mean can require several moments to converge to the average obtained from many stochastic simulations. We also find that agreement between lower order moments does not guarantee that higher moments will agree. Compared to stochastic simulations, our approach is numerically highly efficient at capturing the behaviour of stochastic systems in terms of the average and higher moments, and we provide expressions for the computational cost for different system sizes and orders of approximation. We show how the moment expansion method can be employed to efficiently quantify parameter sensitivity. Finally we investigate the effects of using too few moments on parameter estimation, and provide guidance on how to estimate if the distribution can be accurately approximated using only a few moments.

Bed Capacity Planning Using Stochastic Simulation Approach in Cardiac-surgery Department of Teaching Hospitals, Tehran, Iran

PubMed Central

TORABIPOUR, Amin; ZERAATI, Hojjat; ARAB, Mohammad; RASHIDIAN, Arash; AKBARI SARI, Ali; SARZAIEM, Mahmuod Reza

2016-01-01

Background: To determine the hospital required beds using stochastic simulation approach in cardiac surgery departments. Methods: This study was performed from Mar 2011 to Jul 2012 in three phases: First, collection data from 649 patients in cardiac surgery departments of two large teaching hospitals (in Tehran, Iran). Second, statistical analysis and formulate a multivariate linier regression model to determine factors that affect patient's length of stay. Third, develop a stochastic simulation system (from admission to discharge) based on key parameters to estimate required bed capacity. Results: Current cardiac surgery department with 33 beds can only admit patients in 90.7% of days. (4535 d) and will be required to over the 33 beds only in 9.3% of days (efficient cut off point). According to simulation method, studied cardiac surgery department will requires 41–52 beds for admission of all patients in the 12 next years. Finally, one-day reduction of length of stay lead to decrease need for two hospital beds annually. Conclusion: Variation of length of stay and its affecting factors can affect required beds. Statistic and stochastic simulation model are applied and useful methods to estimate and manage hospital beds based on key hospital parameters. PMID:27957466

Study on individual stochastic model of GNSS observations for precise kinematic applications

NASA Astrophysics Data System (ADS)

Próchniewicz, Dominik; Szpunar, Ryszard

2015-04-01

The proper definition of mathematical positioning model, which is defined by functional and stochastic models, is a prerequisite to obtain the optimal estimation of unknown parameters. Especially important in this definition is realistic modelling of stochastic properties of observations, which are more receiver-dependent and time-varying than deterministic relationships. This is particularly true with respect to precise kinematic applications which are characterized by weakening model strength. In this case, incorrect or simplified definition of stochastic model causes that the performance of ambiguity resolution and accuracy of position estimation can be limited. In this study we investigate the methods of describing the measurement noise of GNSS observations and its impact to derive precise kinematic positioning model. In particular stochastic modelling of individual components of the variance-covariance matrix of observation noise performed using observations from a very short baseline and laboratory GNSS signal generator, is analyzed. Experimental test results indicate that the utilizing the individual stochastic model of observations including elevation dependency and cross-correlation instead of assumption that raw measurements are independent with the same variance improves the performance of ambiguity resolution as well as rover positioning accuracy. This shows that the proposed stochastic assessment method could be a important part in complex calibration procedure of GNSS equipment.

Evaluating growth of the Porcupine Caribou Herd using a stochastic model

USGS Publications Warehouse

Walsh, Noreen E.; Griffith, Brad; McCabe, Thomas R.

1995-01-01

Estimates of the relative effects of demographic parameters on population rates of change, and of the level of natural variation in these parameters, are necessary to address potential effects of perturbations on populations. We used a stochastic model, based on survival and reproduction estimates of the Porcupine Caribou (Rangifer tarandus granti) Herd (PCH), during 1983-89 and 1989-92 to obtain distributions of potential population rates of change (r). The distribution of r produced by 1,000 trajectories of our simulation model (1983-89, r̄ = 0.013; 1989-92, r̄ = 0.003) encompassed the rate of increase calculated from an independent series of photo-survey data over the same years (1983-89, r = 0.048; 1989-92, r = -0.035). Changes in adult female survival had the largest effect on r, followed by changes in calf survival. We hypothesized that petroleum development on calving grounds, or changes in calving and post-calving habitats due to global climate change, would affect model input parameters. A decline in annual adult female survival from 0.871 to 0.847, or a decline in annual calf survival from 0.518 to 0.472, would be sufficient to cause a declining population, if all other input estimates remained the same. We then used these lower survival rates, in conjunction with our estimated amount of among-year variation, to determine a range of resulting population trajectories. Stochastic models can be used to better understand dynamics of populations, optimize sampling investment, and evaluate potential effects of various factors on population growth.

Revisiting the cape cod bacteria injection experiment using a stochastic modeling approach

USGS Publications Warehouse

Maxwell, R.M.; Welty, C.; Harvey, R.W.

2007-01-01

Bromide and resting-cell bacteria tracer tests conducted in a sandy aquifer at the U.S. Geological Survey Cape Cod site in 1987 were reinterpreted using a three-dimensional stochastic approach. Bacteria transport was coupled to colloid filtration theory through functional dependence of local-scale colloid transport parameters upon hydraulic conductivity and seepage velocity in a stochastic advection - dispersion/attachment - detachment model. Geostatistical information on the hydraulic conductivity (K) field that was unavailable at the time of the original test was utilized as input. Using geostatistical parameters, a groundwater flow and particle-tracking model of conservative solute transport was calibrated to the bromide-tracer breakthrough data. An optimization routine was employed over 100 realizations to adjust the mean and variance ofthe natural-logarithm of hydraulic conductivity (InK) field to achieve best fit of a simulated, average bromide breakthrough curve. A stochastic particle-tracking model for the bacteria was run without adjustments to the local-scale colloid transport parameters. Good predictions of mean bacteria breakthrough were achieved using several approaches for modeling components of the system. Simulations incorporating the recent Tufenkji and Elimelech (Environ. Sci. Technol. 2004, 38, 529-536) correlation equation for estimating single collector efficiency were compared to those using the older Rajagopalan and Tien (AIChE J. 1976, 22, 523-533) model. Both appeared to work equally well at predicting mean bacteria breakthrough using a constant mean bacteria diameter for this set of field conditions. Simulations using a distribution of bacterial cell diameters available from original field notes yielded a slight improvement in the model and data agreement compared to simulations using an average bacterial diameter. The stochastic approach based on estimates of local-scale parameters for the bacteria-transport process reasonably captured the mean bacteria transport behavior and calculated an envelope of uncertainty that bracketed the observations in most simulation cases. ?? 2007 American Chemical Society.

Assessing the causal effect of policies: an example using stochastic interventions.

PubMed

Díaz, Iván; van der Laan, Mark J

2013-11-19

Assessing the causal effect of an exposure often involves the definition of counterfactual outcomes in a hypothetical world in which the stochastic nature of the exposure is modified. Although stochastic interventions are a powerful tool to measure the causal effect of a realistic intervention that intends to alter the population distribution of an exposure, their importance to answer questions about plausible policy interventions has been obscured by the generalized use of deterministic interventions. In this article, we follow the approach described in Díaz and van der Laan (2012) to define and estimate the effect of an intervention that is expected to cause a truncation in the population distribution of the exposure. The observed data parameter that identifies the causal parameter of interest is established, as well as its efficient influence function under the non-parametric model. Inverse probability of treatment weighted (IPTW), augmented IPTW and targeted minimum loss-based estimators (TMLE) are proposed, their consistency and efficiency properties are determined. An extension to longitudinal data structures is presented and its use is demonstrated with a real data example.

Stochastic inversion of time-lapse geophysical data to characterize the vadose zone at the Arrenaes field site (Denmark)

NASA Astrophysics Data System (ADS)

Marie, S.; Irving, J. D.; Looms, M. C.; Nielsen, L.; Holliger, K.

2011-12-01

Geophysical methods such as ground-penetrating radar (GPR) can provide valuable information on the hydrological properties of the vadose zone. In particular, there is evidence to suggest that the stochastic inversion of such data may allow for significant reductions in uncertainty regarding subsurface van-Genuchten-Mualem (VGM) parameters, which characterize unsaturated hydrodynamic behaviour as defined by the combination of the water retention and hydraulic conductivity functions. A significant challenge associated with the use of geophysical methods in a hydrological context is that they generally exhibit an indirect and/or weak sensitivity to the hydraulic parameters of interest. A novel and increasingly popular means of addressing this issue involves the acquisition of geophysical data in a time-lapse fashion while changes occur in the hydrological condition of the probed subsurface region. Another significant challenge when attempting to use geophysical data for the estimation of subsurface hydrological properties is the inherent non-linearity and non-uniqueness of the corresponding inverse problems. Stochastic inversion approaches have the advantage of providing a comprehensive exploration of the model space, which makes them ideally suited for addressing such issues. In this work, we present the stochastic inversion of time-lapse zero-offset-profile (ZOP) crosshole GPR traveltime data, collected during a forced infiltration experiment at the Arreneas field site in Denmark, in order to estimate subsurface VGM parameters and their corresponding uncertainties. We do this using a Bayesian Markov-chain-Monte-Carlo (MCMC) inversion approach. We find that the Bayesian-MCMC methodology indeed allows for a substantial refinement in the inferred posterior parameter distributions of the VGM parameters as compared to the corresponding priors. To further understand the potential impact on capturing the underlying hydrological behaviour, we also explore how the posterior VGM parameter distributions affect the hydrodynamic characteristics. In doing so, we find clear evidence that the approach pursued in this study allows for effective characterization of the hydrological behaviour of the probed subsurface region.

The effect of stochiastic technique on estimates of population viability from transition matrix models

USGS Publications Warehouse

Kaye, T.N.; Pyke, David A.

2003-01-01

Population viability analysis is an important tool for conservation biologists, and matrix models that incorporate stochasticity are commonly used for this purpose. However, stochastic simulations may require assumptions about the distribution of matrix parameters, and modelers often select a statistical distribution that seems reasonable without sufficient data to test its fit. We used data from long-term (5a??10 year) studies with 27 populations of five perennial plant species to compare seven methods of incorporating environmental stochasticity. We estimated stochastic population growth rate (a measure of viability) using a matrix-selection method, in which whole observed matrices were selected at random at each time step of the model. In addition, we drew matrix elements (transition probabilities) at random using various statistical distributions: beta, truncated-gamma, truncated-normal, triangular, uniform, or discontinuous/observed. Recruitment rates were held constant at their observed mean values. Two methods of constraining stage-specific survival to a??100% were also compared. Different methods of incorporating stochasticity and constraining matrix column sums interacted in their effects and resulted in different estimates of stochastic growth rate (differing by up to 16%). Modelers should be aware that when constraining stage-specific survival to 100%, different methods may introduce different levels of bias in transition element means, and when this happens, different distributions for generating random transition elements may result in different viability estimates. There was no species effect on the results and the growth rates derived from all methods were highly correlated with one another. We conclude that the absolute value of population viability estimates is sensitive to model assumptions, but the relative ranking of populations (and management treatments) is robust. Furthermore, these results are applicable to a range of perennial plants and possibly other life histories.

A Family of Poisson Processes for Use in Stochastic Models of Precipitation

NASA Astrophysics Data System (ADS)

Penland, C.

2013-12-01

Both modified Poisson processes and compound Poisson processes can be relevant to stochastic parameterization of precipitation. This presentation compares the dynamical properties of these systems and discusses the physical situations in which each might be appropriate. If the parameters describing either class of systems originate in hydrodynamics, then proper consideration of stochastic calculus is required during numerical implementation of the parameterization. It is shown here that an improper numerical treatment can have severe implications for estimating rainfall distributions, particularly in the tails of the distributions and, thus, on the frequency of extreme events.

Estimation of Parameters from Discrete Random Nonstationary Time Series

NASA Astrophysics Data System (ADS)

Takayasu, H.; Nakamura, T.

For the analysis of nonstationary stochastic time series we introduce a formulation to estimate the underlying time-dependent parameters. This method is designed for random events with small numbers that are out of the applicability range of the normal distribution. The method is demonstrated for numerical data generated by a known system, and applied to time series of traffic accidents, batting average of a baseball player and sales volume of home electronics.

Adaptive statistical pattern classifiers for remotely sensed data

NASA Technical Reports Server (NTRS)

Gonzalez, R. C.; Pace, M. O.; Raulston, H. S.

1975-01-01

A technique for the adaptive estimation of nonstationary statistics necessary for Bayesian classification is developed. The basic approach to the adaptive estimation procedure consists of two steps: (1) an optimal stochastic approximation of the parameters of interest and (2) a projection of the parameters in time or position. A divergence criterion is developed to monitor algorithm performance. Comparative results of adaptive and nonadaptive classifier tests are presented for simulated four dimensional spectral scan data.

Bayesian parameter estimation for stochastic models of biological cell migration

NASA Astrophysics Data System (ADS)

Dieterich, Peter; Preuss, Roland

2013-08-01

Cell migration plays an essential role under many physiological and patho-physiological conditions. It is of major importance during embryonic development and wound healing. In contrast, it also generates negative effects during inflammation processes, the transmigration of tumors or the formation of metastases. Thus, a reliable quantification and characterization of cell paths could give insight into the dynamics of these processes. Typically stochastic models are applied where parameters are extracted by fitting models to the so-called mean square displacement of the observed cell group. We show that this approach has several disadvantages and problems. Therefore, we propose a simple procedure directly relying on the positions of the cell's trajectory and the covariance matrix of the positions. It is shown that the covariance is identical with the spatial aging correlation function for the supposed linear Gaussian models of Brownian motion with drift and fractional Brownian motion. The technique is applied and illustrated with simulated data showing a reliable parameter estimation from single cell paths.

Economic policy optimization based on both one stochastic model and the parametric control theory

NASA Astrophysics Data System (ADS)

Ashimov, Abdykappar; Borovskiy, Yuriy; Onalbekov, Mukhit

2016-06-01

A nonlinear dynamic stochastic general equilibrium model with financial frictions is developed to describe two interacting national economies in the environment of the rest of the world. Parameters of nonlinear model are estimated based on its log-linearization by the Bayesian approach. The nonlinear model is verified by retroprognosis, estimation of stability indicators of mappings specified by the model, and estimation the degree of coincidence for results of internal and external shocks' effects on macroeconomic indicators on the basis of the estimated nonlinear model and its log-linearization. On the base of the nonlinear model, the parametric control problems of economic growth and volatility of macroeconomic indicators of Kazakhstan are formulated and solved for two exchange rate regimes (free floating and managed floating exchange rates)

Estimation of stochastic volatility with long memory for index prices of FTSE Bursa Malaysia KLCI

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

Chen, Kho Chia; Kane, Ibrahim Lawal; Rahman, Haliza Abd

In recent years, modeling in long memory properties or fractionally integrated processes in stochastic volatility has been applied in the financial time series. A time series with structural breaks can generate a strong persistence in the autocorrelation function, which is an observed behaviour of a long memory process. This paper considers the structural break of data in order to determine true long memory time series data. Unlike usual short memory models for log volatility, the fractional Ornstein-Uhlenbeck process is neither a Markovian process nor can it be easily transformed into a Markovian process. This makes the likelihood evaluation and parametermore » estimation for the long memory stochastic volatility (LMSV) model challenging tasks. The drift and volatility parameters of the fractional Ornstein-Unlenbeck model are estimated separately using the least square estimator (lse) and quadratic generalized variations (qgv) method respectively. Finally, the empirical distribution of unobserved volatility is estimated using the particle filtering with sequential important sampling-resampling (SIR) method. The mean square error (MSE) between the estimated and empirical volatility indicates that the performance of the model towards the index prices of FTSE Bursa Malaysia KLCI is fairly well.« less

A black box optimization approach to parameter estimation in a model for long/short term variations dynamics of commodity prices

NASA Astrophysics Data System (ADS)

De Santis, Alberto; Dellepiane, Umberto; Lucidi, Stefano

2012-11-01

In this paper we investigate the estimation problem for a model of the commodity prices. This model is a stochastic state space dynamical model and the problem unknowns are the state variables and the system parameters. Data are represented by the commodity spot prices, very seldom time series of Futures contracts are available for free. Both the system joint likelihood function (state variables and parameters) and the system marginal likelihood (the state variables are eliminated) function are addressed.

Simulated maximum likelihood method for estimating kinetic rates in gene expression.

PubMed

Tian, Tianhai; Xu, Songlin; Gao, Junbin; Burrage, Kevin

2007-01-01

Kinetic rate in gene expression is a key measurement of the stability of gene products and gives important information for the reconstruction of genetic regulatory networks. Recent developments in experimental technologies have made it possible to measure the numbers of transcripts and protein molecules in single cells. Although estimation methods based on deterministic models have been proposed aimed at evaluating kinetic rates from experimental observations, these methods cannot tackle noise in gene expression that may arise from discrete processes of gene expression, small numbers of mRNA transcript, fluctuations in the activity of transcriptional factors and variability in the experimental environment. In this paper, we develop effective methods for estimating kinetic rates in genetic regulatory networks. The simulated maximum likelihood method is used to evaluate parameters in stochastic models described by either stochastic differential equations or discrete biochemical reactions. Different types of non-parametric density functions are used to measure the transitional probability of experimental observations. For stochastic models described by biochemical reactions, we propose to use the simulated frequency distribution to evaluate the transitional density based on the discrete nature of stochastic simulations. The genetic optimization algorithm is used as an efficient tool to search for optimal reaction rates. Numerical results indicate that the proposed methods can give robust estimations of kinetic rates with good accuracy.

Application of a stochastic inverse to the geophysical inverse problem

NASA Technical Reports Server (NTRS)

Jordan, T. H.; Minster, J. B.

1972-01-01

The inverse problem for gross earth data can be reduced to an undertermined linear system of integral equations of the first kind. A theory is discussed for computing particular solutions to this linear system based on the stochastic inverse theory presented by Franklin. The stochastic inverse is derived and related to the generalized inverse of Penrose and Moore. A Backus-Gilbert type tradeoff curve is constructed for the problem of estimating the solution to the linear system in the presence of noise. It is shown that the stochastic inverse represents an optimal point on this tradeoff curve. A useful form of the solution autocorrelation operator as a member of a one-parameter family of smoothing operators is derived.

Parameters estimation using the first passage times method in a jump-diffusion model

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

Khaldi, K., E-mail: kkhaldi@umbb.dz; LIMOSE Laboratory, Boumerdes University, 35000; Meddahi, S., E-mail: samia.meddahi@gmail.com

2016-06-02

The main purposes of this paper are two contributions: (1) it presents a new method, which is the first passage time (FPT method) generalized for all passage times (GPT method), in order to estimate the parameters of stochastic Jump-Diffusion process. (2) it compares in a time series model, share price of gold, the empirical results of the estimation and forecasts obtained with the GPT method and those obtained by the moments method and the FPT method applied to the Merton Jump-Diffusion (MJD) model.

Adaptive Parameter Estimation of Person Recognition Model in a Stochastic Human Tracking Process

NASA Astrophysics Data System (ADS)

Nakanishi, W.; Fuse, T.; Ishikawa, T.

2015-05-01

This paper aims at an estimation of parameters of person recognition models using a sequential Bayesian filtering method. In many human tracking method, any parameters of models used for recognize the same person in successive frames are usually set in advance of human tracking process. In real situation these parameters may change according to situation of observation and difficulty level of human position prediction. Thus in this paper we formulate an adaptive parameter estimation using general state space model. Firstly we explain the way to formulate human tracking in general state space model with their components. Then referring to previous researches, we use Bhattacharyya coefficient to formulate observation model of general state space model, which is corresponding to person recognition model. The observation model in this paper is a function of Bhattacharyya coefficient with one unknown parameter. At last we sequentially estimate this parameter in real dataset with some settings. Results showed that sequential parameter estimation was succeeded and were consistent with observation situations such as occlusions.

A stochastic visco-hyperelastic model of human placenta tissue for finite element crash simulations.

PubMed

Hu, Jingwen; Klinich, Kathleen D; Miller, Carl S; Rupp, Jonathan D; Nazmi, Giseli; Pearlman, Mark D; Schneider, Lawrence W

2011-03-01

Placental abruption is the most common cause of fetal deaths in motor-vehicle crashes, but studies on the mechanical properties of human placenta are rare. This study presents a new method of developing a stochastic visco-hyperelastic material model of human placenta tissue using a combination of uniaxial tensile testing, specimen-specific finite element (FE) modeling, and stochastic optimization techniques. In our previous study, uniaxial tensile tests of 21 placenta specimens have been performed using a strain rate of 12/s. In this study, additional uniaxial tensile tests were performed using strain rates of 1/s and 0.1/s on 25 placenta specimens. Response corridors for the three loading rates were developed based on the normalized data achieved by test reconstructions of each specimen using specimen-specific FE models. Material parameters of a visco-hyperelastic model and their associated standard deviations were tuned to match both the means and standard deviations of all three response corridors using a stochastic optimization method. The results show a very good agreement between the tested and simulated response corridors, indicating that stochastic analysis can improve estimation of variability in material model parameters. The proposed method can be applied to develop stochastic material models of other biological soft tissues.

(Non-) homomorphic approaches to denoise intensity SAR images with non-local means and stochastic distances

NASA Astrophysics Data System (ADS)

Penna, Pedro A. A.; Mascarenhas, Nelson D. A.

2018-02-01

The development of new methods to denoise images still attract researchers, who seek to combat the noise with the minimal loss of resolution and details, like edges and fine structures. Many algorithms have the goal to remove additive white Gaussian noise (AWGN). However, it is not the only type of noise which interferes in the analysis and interpretation of images. Therefore, it is extremely important to expand the filters capacity to different noise models present in li-terature, for example the multiplicative noise called speckle that is present in synthetic aperture radar (SAR) images. The state-of-the-art algorithms in remote sensing area work with similarity between patches. This paper aims to develop two approaches using the non local means (NLM), developed for AWGN. In our research, we expanded its capacity for intensity SAR ima-ges speckle. The first approach is grounded on the use of stochastic distances based on the G0 distribution without transforming the data to the logarithm domain, like homomorphic transformation. It takes into account the speckle and backscatter to estimate the parameters necessary to compute the stochastic distances on NLM. The second method uses a priori NLM denoising with a homomorphic transformation and applies the inverse Gamma distribution to estimate the parameters that were used into NLM with stochastic distances. The latter method also presents a new alternative to compute the parameters for the G0 distribution. Finally, this work compares and analyzes the synthetic and real results of the proposed methods with some recent filters of the literature.

Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations.

PubMed

Tornøe, Christoffer W; Overgaard, Rune V; Agersø, Henrik; Nielsen, Henrik A; Madsen, Henrik; Jonsson, E Niclas

2005-08-01

The objective of the present analysis was to explore the use of stochastic differential equations (SDEs) in population pharmacokinetic/pharmacodynamic (PK/PD) modeling. The intra-individual variability in nonlinear mixed-effects models based on SDEs is decomposed into two types of noise: a measurement and a system noise term. The measurement noise represents uncorrelated error due to, for example, assay error while the system noise accounts for structural misspecifications, approximations of the dynamical model, and true random physiological fluctuations. Since the system noise accounts for model misspecifications, the SDEs provide a diagnostic tool for model appropriateness. The focus of the article is on the implementation of the Extended Kalman Filter (EKF) in NONMEM for parameter estimation in SDE models. Various applications of SDEs in population PK/PD modeling are illustrated through a systematic model development example using clinical PK data of the gonadotropin releasing hormone (GnRH) antagonist degarelix. The dynamic noise estimates were used to track variations in model parameters and systematically build an absorption model for subcutaneously administered degarelix. The EKF-based algorithm was successfully implemented in NONMEM for parameter estimation in population PK/PD models described by systems of SDEs. The example indicated that it was possible to pinpoint structural model deficiencies, and that valuable information may be obtained by tracking unexplained variations in parameters.

The Sense of Confidence during Probabilistic Learning: A Normative Account.

PubMed

Meyniel, Florent; Schlunegger, Daniel; Dehaene, Stanislas

2015-06-01

Learning in a stochastic environment consists of estimating a model from a limited amount of noisy data, and is therefore inherently uncertain. However, many classical models reduce the learning process to the updating of parameter estimates and neglect the fact that learning is also frequently accompanied by a variable "feeling of knowing" or confidence. The characteristics and the origin of these subjective confidence estimates thus remain largely unknown. Here we investigate whether, during learning, humans not only infer a model of their environment, but also derive an accurate sense of confidence from their inferences. In our experiment, humans estimated the transition probabilities between two visual or auditory stimuli in a changing environment, and reported their mean estimate and their confidence in this report. To formalize the link between both kinds of estimate and assess their accuracy in comparison to a normative reference, we derive the optimal inference strategy for our task. Our results indicate that subjects accurately track the likelihood that their inferences are correct. Learning and estimating confidence in what has been learned appear to be two intimately related abilities, suggesting that they arise from a single inference process. We show that human performance matches several properties of the optimal probabilistic inference. In particular, subjective confidence is impacted by environmental uncertainty, both at the first level (uncertainty in stimulus occurrence given the inferred stochastic characteristics) and at the second level (uncertainty due to unexpected changes in these stochastic characteristics). Confidence also increases appropriately with the number of observations within stable periods. Our results support the idea that humans possess a quantitative sense of confidence in their inferences about abstract non-sensory parameters of the environment. This ability cannot be reduced to simple heuristics, it seems instead a core property of the learning process.

The Sense of Confidence during Probabilistic Learning: A Normative Account

PubMed Central

Meyniel, Florent; Schlunegger, Daniel; Dehaene, Stanislas

2015-01-01

Learning in a stochastic environment consists of estimating a model from a limited amount of noisy data, and is therefore inherently uncertain. However, many classical models reduce the learning process to the updating of parameter estimates and neglect the fact that learning is also frequently accompanied by a variable “feeling of knowing” or confidence. The characteristics and the origin of these subjective confidence estimates thus remain largely unknown. Here we investigate whether, during learning, humans not only infer a model of their environment, but also derive an accurate sense of confidence from their inferences. In our experiment, humans estimated the transition probabilities between two visual or auditory stimuli in a changing environment, and reported their mean estimate and their confidence in this report. To formalize the link between both kinds of estimate and assess their accuracy in comparison to a normative reference, we derive the optimal inference strategy for our task. Our results indicate that subjects accurately track the likelihood that their inferences are correct. Learning and estimating confidence in what has been learned appear to be two intimately related abilities, suggesting that they arise from a single inference process. We show that human performance matches several properties of the optimal probabilistic inference. In particular, subjective confidence is impacted by environmental uncertainty, both at the first level (uncertainty in stimulus occurrence given the inferred stochastic characteristics) and at the second level (uncertainty due to unexpected changes in these stochastic characteristics). Confidence also increases appropriately with the number of observations within stable periods. Our results support the idea that humans possess a quantitative sense of confidence in their inferences about abstract non-sensory parameters of the environment. This ability cannot be reduced to simple heuristics, it seems instead a core property of the learning process. PMID:26076466

Inverse modeling of hydrologic parameters using surface flux and runoff observations in the Community Land Model

NASA Astrophysics Data System (ADS)

Sun, Y.; Hou, Z.; Huang, M.; Tian, F.; Leung, L. Ruby

2013-12-01

This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Both deterministic least-square fitting and stochastic Markov-chain Monte Carlo (MCMC)-Bayesian inversion approaches are evaluated by applying them to CLM4 at selected sites with different climate and soil conditions. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find that using model parameters calibrated by the sampling-based stochastic inversion approaches provides significant improvements in the model simulations compared to using default CLM4 parameter values, and that as more information comes in, the predictive intervals (ranges of posterior distributions) of the calibrated parameters become narrower. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.

Getting Astrophysical Information from LISA Data

NASA Technical Reports Server (NTRS)

Stebbins, R. T.; Bender, P. L.; Folkner, W. M.

1997-01-01

Gravitational wave signals from a large number of astrophysical sources will be present in the LISA data. Information about as many sources as possible must be estimated from time series of strain measurements. Several types of signals are expected to be present: simple periodic signals from relatively stable binary systems, chirped signals from coalescing binary systems, complex waveforms from highly relativistic binary systems, stochastic backgrounds from galactic and extragalactic binary systems and possibly stochastic backgrounds from the early Universe. The orbital motion of the LISA antenna will modulate the phase and amplitude of all these signals, except the isotropic backgrounds and thereby give information on the directions of sources. Here we describe a candidate process for disentangling the gravitational wave signals and estimating the relevant astrophysical parameters from one year of LISA data. Nearly all of the sources will be identified by searching with templates based on source parameters and directions.

Inverse Modeling of Hydrologic Parameters Using Surface Flux and Runoff Observations in the Community Land Model

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

Sun, Yu; Hou, Zhangshuan; Huang, Maoyi

2013-12-10

This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Two inversion strategies, the deterministic least-square fitting and stochastic Markov-Chain Monte-Carlo (MCMC) - Bayesian inversion approaches, are evaluated by applying them to CLM4 at selected sites. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find thatmore » using model parameters calibrated by the least-square fitting provides little improvements in the model simulations but the sampling-based stochastic inversion approaches are consistent - as more information comes in, the predictive intervals of the calibrated parameters become narrower and the misfits between the calculated and observed responses decrease. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to the different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.« less

Stochastic modeling for time series InSAR: with emphasis on atmospheric effects

NASA Astrophysics Data System (ADS)

Cao, Yunmeng; Li, Zhiwei; Wei, Jianchao; Hu, Jun; Duan, Meng; Feng, Guangcai

2018-02-01

Despite the many applications of time series interferometric synthetic aperture radar (TS-InSAR) techniques in geophysical problems, error analysis and assessment have been largely overlooked. Tropospheric propagation error is still the dominant error source of InSAR observations. However, the spatiotemporal variation of atmospheric effects is seldom considered in the present standard TS-InSAR techniques, such as persistent scatterer interferometry and small baseline subset interferometry. The failure to consider the stochastic properties of atmospheric effects not only affects the accuracy of the estimators, but also makes it difficult to assess the uncertainty of the final geophysical results. To address this issue, this paper proposes a network-based variance-covariance estimation method to model the spatiotemporal variation of tropospheric signals, and to estimate the temporal variance-covariance matrix of TS-InSAR observations. The constructed stochastic model is then incorporated into the TS-InSAR estimators both for parameters (e.g., deformation velocity, topography residual) estimation and uncertainty assessment. It is an incremental and positive improvement to the traditional weighted least squares methods to solve the multitemporal InSAR time series. The performance of the proposed method is validated by using both simulated and real datasets.

Regional-specific Stochastic Simulation of Spatially-distributed Ground-motion Time Histories using Wavelet Packet Analysis

NASA Astrophysics Data System (ADS)

Huang, D.; Wang, G.

2014-12-01

Stochastic simulation of spatially distributed ground-motion time histories is important for performance-based earthquake design of geographically distributed systems. In this study, we develop a novel technique to stochastically simulate regionalized ground-motion time histories using wavelet packet analysis. First, a transient acceleration time history is characterized by wavelet-packet parameters proposed by Yamamoto and Baker (2013). The wavelet-packet parameters fully characterize ground-motion time histories in terms of energy content, time- frequency-domain characteristics and time-frequency nonstationarity. This study further investigates the spatial cross-correlations of wavelet-packet parameters based on geostatistical analysis of 1500 regionalized ground motion data from eight well-recorded earthquakes in California, Mexico, Japan and Taiwan. The linear model of coregionalization (LMC) is used to develop a permissible spatial cross-correlation model for each parameter group. The geostatistical analysis of ground-motion data from different regions reveals significant dependence of the LMC structure on regional site conditions, which can be characterized by the correlation range of Vs30 in each region. In general, the spatial correlation and cross-correlation of wavelet-packet parameters are stronger if the site condition is more homogeneous. Using the regional-specific spatial cross-correlation model and cokriging technique, wavelet packet parameters at unmeasured locations can be best estimated, and regionalized ground-motion time histories can be synthesized. Case studies and blind tests demonstrated that the simulated ground motions generally agree well with the actual recorded data, if the influence of regional-site conditions is considered. The developed method has great potential to be used in computational-based seismic analysis and loss estimation in a regional scale.

Simplified rotor load models and fatigue damage estimates for offshore wind turbines.

PubMed

Muskulus, M

2015-02-28

The aim of rotor load models is to characterize and generate the thrust loads acting on an offshore wind turbine. Ideally, the rotor simulation can be replaced by time series from a model with a few parameters and state variables only. Such models are used extensively in control system design and, as a potentially new application area, structural optimization of support structures. Different rotor load models are here evaluated for a jacket support structure in terms of fatigue lifetimes of relevant structural variables. All models were found to be lacking in accuracy, with differences of more than 20% in fatigue load estimates. The most accurate models were the use of an effective thrust coefficient determined from a regression analysis of dynamic thrust loads, and a novel stochastic model in state-space form. The stochastic model explicitly models the quasi-periodic components obtained from rotational sampling of turbulent fluctuations. Its state variables follow a mean-reverting Ornstein-Uhlenbeck process. Although promising, more work is needed on how to determine the parameters of the stochastic model and before accurate lifetime predictions can be obtained without comprehensive rotor simulations. © 2015 The Author(s) Published by the Royal Society. All rights reserved.

A hyperbolastic type-I diffusion process: Parameter estimation by means of the firefly algorithm.

PubMed

Barrera, Antonio; Román-Román, Patricia; Torres-Ruiz, Francisco

2018-01-01

A stochastic diffusion process, whose mean function is a hyperbolastic curve of type I, is presented. The main characteristics of the process are studied and the problem of maximum likelihood estimation for the parameters of the process is considered. To this end, the firefly metaheuristic optimization algorithm is applied after bounding the parametric space by a stagewise procedure. Some examples based on simulated sample paths and real data illustrate this development. Copyright © 2017 Elsevier B.V. All rights reserved.

A stochastic global identification framework for aerospace structures operating under varying flight states

NASA Astrophysics Data System (ADS)

Kopsaftopoulos, Fotis; Nardari, Raphael; Li, Yu-Hung; Chang, Fu-Kuo

2018-01-01

In this work, a novel data-based stochastic "global" identification framework is introduced for aerospace structures operating under varying flight states and uncertainty. In this context, the term "global" refers to the identification of a model that is capable of representing the structure under any admissible flight state based on data recorded from a sample of these states. The proposed framework is based on stochastic time-series models for representing the structural dynamics and aeroelastic response under multiple flight states, with each state characterized by several variables, such as the airspeed, angle of attack, altitude and temperature, forming a flight state vector. The method's cornerstone lies in the new class of Vector-dependent Functionally Pooled (VFP) models which allow the explicit analytical inclusion of the flight state vector into the model parameters and, hence, system dynamics. This is achieved via the use of functional data pooling techniques for optimally treating - as a single entity - the data records corresponding to the various flight states. In this proof-of-concept study the flight state vector is defined by two variables, namely the airspeed and angle of attack of the vehicle. The experimental evaluation and assessment is based on a prototype bio-inspired self-sensing composite wing that is subjected to a series of wind tunnel experiments under multiple flight states. Distributed micro-sensors in the form of stretchable sensor networks are embedded in the composite layup of the wing in order to provide the sensing capabilities. Experimental data collected from piezoelectric sensors are employed for the identification of a stochastic global VFP model via appropriate parameter estimation and model structure selection methods. The estimated VFP model parameters constitute two-dimensional functions of the flight state vector defined by the airspeed and angle of attack. The identified model is able to successfully represent the wing's aeroelastic response under the admissible flight states via a minimum number of estimated parameters compared to standard identification approaches. The obtained results demonstrate the high accuracy and effectiveness of the proposed global identification framework, thus constituting a first step towards the next generation of "fly-by-feel" aerospace vehicles with state awareness capabilities.

Stochastic capture zone analysis of an arsenic-contaminated well using the generalized likelihood uncertainty estimator (GLUE) methodology

NASA Astrophysics Data System (ADS)

Morse, Brad S.; Pohll, Greg; Huntington, Justin; Rodriguez Castillo, Ramiro

2003-06-01

In 1992, Mexican researchers discovered concentrations of arsenic in excess of World Heath Organization (WHO) standards in several municipal wells in the Zimapan Valley of Mexico. This study describes a method to delineate a capture zone for one of the most highly contaminated wells to aid in future well siting. A stochastic approach was used to model the capture zone because of the high level of uncertainty in several input parameters. Two stochastic techniques were performed and compared: "standard" Monte Carlo analysis and the generalized likelihood uncertainty estimator (GLUE) methodology. The GLUE procedure differs from standard Monte Carlo analysis in that it incorporates a goodness of fit (termed a likelihood measure) in evaluating the model. This allows for more information (in this case, head data) to be used in the uncertainty analysis, resulting in smaller prediction uncertainty. Two likelihood measures are tested in this study to determine which are in better agreement with the observed heads. While the standard Monte Carlo approach does not aid in parameter estimation, the GLUE methodology indicates best fit models when hydraulic conductivity is approximately 10-6.5 m/s, with vertically isotropic conditions and large quantities of interbasin flow entering the basin. Probabilistic isochrones (capture zone boundaries) are then presented, and as predicted, the GLUE-derived capture zones are significantly smaller in area than those from the standard Monte Carlo approach.

Global sensitivity analysis in stochastic simulators of uncertain reaction networks.

PubMed

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

2016-12-28

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

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

DOE PAGES

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

2016-12-23

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

Global sensitivity analysis in stochastic simulators of uncertain reaction networks

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Algorithms for adaptive stochastic control for a class of linear systems

NASA Technical Reports Server (NTRS)

Toda, M.; Patel, R. V.

1977-01-01

Control of linear, discrete time, stochastic systems with unknown control gain parameters is discussed. Two suboptimal adaptive control schemes are derived: one is based on underestimating future control and the other is based on overestimating future control. Both schemes require little on-line computation and incorporate in their control laws some information on estimation errors. The performance of these laws is studied by Monte Carlo simulations on a computer. Two single input, third order systems are considered, one stable and the other unstable, and the performance of the two adaptive control schemes is compared with that of the scheme based on enforced certainty equivalence and the scheme where the control gain parameters are known.

Dynamic State Estimation and Parameter Calibration of DFIG based on Ensemble Kalman Filter

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

Fan, Rui; Huang, Zhenyu; Wang, Shaobu

2015-07-30

With the growing interest in the application of wind energy, doubly fed induction generator (DFIG) plays an essential role in the industry nowadays. To deal with the increasing stochastic variations introduced by intermittent wind resource and responsive loads, dynamic state estimation (DSE) are introduced in any power system associated with DFIGs. However, sometimes this dynamic analysis canould not work because the parameters of DFIGs are not accurate enough. To solve the problem, an ensemble Kalman filter (EnKF) method is proposed for the state estimation and parameter calibration tasks. In this paper, a DFIG is modeled and implemented with the EnKFmore » method. Sensitivity analysis is demonstrated regarding the measurement noise, initial state errors and parameter errors. The results indicate this EnKF method has a robust performance on the state estimation and parameter calibration of DFIGs.« less

Climate change threatens polar bear populations: a stochastic demographic analysis.

PubMed

Hunter, Christine M; Caswell, Hal; Runge, Michael C; Regehr, Eric V; Amstrup, Steve C; Stirling, Ian

2010-10-01

The polar bear (Ursus maritimus) depends on sea ice for feeding, breeding, and movement. Significant reductions in Arctic sea ice are forecast to continue because of climate warming. We evaluated the impacts of climate change on polar bears in the southern Beaufort Sea by means of a demographic analysis, combining deterministic, stochastic, environment-dependent matrix population models with forecasts of future sea ice conditions from IPCC general circulation models (GCMs). The matrix population models classified individuals by age and breeding status; mothers and dependent cubs were treated as units. Parameter estimates were obtained from a capture-recapture study conducted from 2001 to 2006. Candidate statistical models allowed vital rates to vary with time and as functions of a sea ice covariate. Model averaging was used to produce the vital rate estimates, and a parametric bootstrap procedure was used to quantify model selection and parameter estimation uncertainty. Deterministic models projected population growth in years with more extensive ice coverage (2001-2003) and population decline in years with less ice coverage (2004-2005). LTRE (life table response experiment) analysis showed that the reduction in lambda in years with low sea ice was due primarily to reduced adult female survival, and secondarily to reduced breeding. A stochastic model with two environmental states, good and poor sea ice conditions, projected a declining stochastic growth rate, log lambdas, as the frequency of poor ice years increased. The observed frequency of poor ice years since 1979 would imply log lambdas approximately - 0.01, which agrees with available (albeit crude) observations of population size. The stochastic model was linked to a set of 10 GCMs compiled by the IPCC; the models were chosen for their ability to reproduce historical observations of sea ice and were forced with "business as usual" (A1B) greenhouse gas emissions. The resulting stochastic population projections showed drastic declines in the polar bear population by the end of the 21st century. These projections were instrumental in the decision to list the polar bear as a threatened species under the U.S. Endangered Species Act.

Climate change threatens polar bear populations: A stochastic demographic analysis

USGS Publications Warehouse

Hunter, C.M.; Caswell, H.; Runge, M.C.; Regehr, E.V.; Amstrup, Steven C.; Stirling, I.

2010-01-01

The polar bear (Ursus maritimus) depends on sea ice for feeding, breeding, and movement. Significant reductions in Arctic sea ice are forecast to continue because of climate warming. We evaluated the impacts of climate change on polar bears in the southern Beaufort Sea by means of a demographic analysis, combining deterministic, stochastic, environment-dependent matrix population models with forecasts of future sea ice conditions from IPCC general circulation models (GCMs). The matrix population models classified individuals by age and breeding status; mothers and dependent cubs were treated as units. Parameter estimates were obtained from a capture-recapture study conducted from 2001 to 2006. Candidate statistical models allowed vital rates to vary with time and as functions of a sea ice covariate. Model averaging was used to produce the vital rate estimates, and a parametric bootstrap procedure was used to quantify model selection and parameter estimation uncertainty. Deterministic models projected population growth in years with more extensive ice coverage (2001-2003) and population decline in years with less ice coverage (2004-2005). LTRE (life table response experiment) analysis showed that the reduction in ?? in years with low sea ice was due primarily to reduced adult female survival, and secondarily to reduced breeding. A stochastic model with two environmental states, good and poor sea ice conditions, projected a declining stochastic growth rate, log ??s, as the frequency of poor ice years increased. The observed frequency of poor ice years since 1979 would imply log ??s ' - 0.01, which agrees with available (albeit crude) observations of population size. The stochastic model was linked to a set of 10 GCMs compiled by the IPCC; the models were chosen for their ability to reproduce historical observations of sea ice and were forced with "business as usual" (A1B) greenhouse gas emissions. The resulting stochastic population projections showed drastic declines in the polar bear population by the end of the 21st century. These projections were instrumental in the decision to list the polar bear as a threatened species under the U.S. Endangered Species Act. ?? 2010 by the Ecological Society of America.

Efficient Stochastic Inversion Using Adjoint Models and Kernel-PCA

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

Thimmisetty, Charanraj A.; Zhao, Wenju; Chen, Xiao

2017-10-18

Performing stochastic inversion on a computationally expensive forward simulation model with a high-dimensional uncertain parameter space (e.g. a spatial random field) is computationally prohibitive even when gradient information can be computed efficiently. Moreover, the ‘nonlinear’ mapping from parameters to observables generally gives rise to non-Gaussian posteriors even with Gaussian priors, thus hampering the use of efficient inversion algorithms designed for models with Gaussian assumptions. In this paper, we propose a novel Bayesian stochastic inversion methodology, which is characterized by a tight coupling between the gradient-based Langevin Markov Chain Monte Carlo (LMCMC) method and a kernel principal component analysis (KPCA). Thismore » approach addresses the ‘curse-of-dimensionality’ via KPCA to identify a low-dimensional feature space within the high-dimensional and nonlinearly correlated parameter space. In addition, non-Gaussian posterior distributions are estimated via an efficient LMCMC method on the projected low-dimensional feature space. We will demonstrate this computational framework by integrating and adapting our recent data-driven statistics-on-manifolds constructions and reduction-through-projection techniques to a linear elasticity model.« less

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

PubMed Central

2014-01-01

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

A stochastic estimation procedure for intermittently-observed semi-Markov multistate models with back transitions.

PubMed

Aralis, Hilary; Brookmeyer, Ron

2017-01-01

Multistate models provide an important method for analyzing a wide range of life history processes including disease progression and patient recovery following medical intervention. Panel data consisting of the states occupied by an individual at a series of discrete time points are often used to estimate transition intensities of the underlying continuous-time process. When transition intensities depend on the time elapsed in the current state and back transitions between states are possible, this intermittent observation process presents difficulties in estimation due to intractability of the likelihood function. In this manuscript, we present an iterative stochastic expectation-maximization algorithm that relies on a simulation-based approximation to the likelihood function and implement this algorithm using rejection sampling. In a simulation study, we demonstrate the feasibility and performance of the proposed procedure. We then demonstrate application of the algorithm to a study of dementia, the Nun Study, consisting of intermittently-observed elderly subjects in one of four possible states corresponding to intact cognition, impaired cognition, dementia, and death. We show that the proposed stochastic expectation-maximization algorithm substantially reduces bias in model parameter estimates compared to an alternative approach used in the literature, minimal path estimation. We conclude that in estimating intermittently observed semi-Markov models, the proposed approach is a computationally feasible and accurate estimation procedure that leads to substantial improvements in back transition estimates.

Testing life history predictions in a long-lived seabird: A population matrix approach with improved parameter estimation

USGS Publications Warehouse

Doherty, P.F.; Schreiber, E.A.; Nichols, J.D.; Hines, J.E.; Link, W.A.; Schenk, G.A.; Schreiber, R.W.

2004-01-01

Life history theory and associated empirical generalizations predict that population growth rate (λ) in long-lived animals should be most sensitive to adult survival; the rates to which λ is most sensitive should be those with the smallest temporal variances; and stochastic environmental events should most affect the rates to which λ is least sensitive. To date, most analyses attempting to examine these predictions have been inadequate, their validity being called into question by problems in estimating parameters, problems in estimating the variability of parameters, and problems in measuring population sensitivities to parameters. We use improved methodologies in these three areas and test these life-history predictions in a population of red-tailed tropicbirds (Phaethon rubricauda). We support our first prediction that λ is most sensitive to survival rates. However the support for the second prediction that these rates have the smallest temporal variance was equivocal. Previous support for the second prediction may be an artifact of a high survival estimate near the upper boundary of 1 and not a result of natural selection canalizing variances alone. We did not support our third prediction that effects of environmental stochasticity (El Niño) would most likely be detected in vital rates to which λ was least sensitive and which are thought to have high temporal variances. Comparative data-sets on other seabirds, within and among orders, and in other locations, are needed to understand these environmental effects.

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.

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

PubMed Central

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

2016-01-01

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

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

PubMed

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

2016-01-01

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

Developing stochastic epidemiological models to quantify the dynamics of infectious diseases in domestic livestock.

PubMed

MacKenzie, K; Bishop, S C

2001-08-01

A stochastic model describing disease transmission dynamics for a microparasitic infection in a structured domestic animal population is developed and applied to hypothetical epidemics on a pig farm. Rational decision making regarding appropriate control strategies for infectious diseases in domestic livestock requires an understanding of the disease dynamics and risk profiles for different groups of animals. This is best achieved by means of stochastic epidemic models. Methodologies are presented for 1) estimating the probability of an epidemic, given the presence of an infected animal, whether this epidemic is major (requires intervention) or minor (dies out without intervention), and how the location of the infected animal on the farm influences the epidemic probabilities; 2) estimating the basic reproductive ratio, R0 (i.e., the expected number of secondary cases on the introduction of a single infected animal) and the variability of the estimate of this parameter; and 3) estimating the total proportion of animals infected during an epidemic and the total proportion infected at any point in time. The model can be used for assessing impact of altering farm structure on disease dynamics, as well as disease control strategies, including altering farm structure, vaccination, culling, and genetic selection.

Global identification of stochastic dynamical systems under different pseudo-static operating conditions: The functionally pooled ARMAX case

NASA Astrophysics Data System (ADS)

Sakellariou, J. S.; Fassois, S. D.

2017-01-01

The identification of a single global model for a stochastic dynamical system operating under various conditions is considered. Each operating condition is assumed to have a pseudo-static effect on the dynamics and be characterized by a single measurable scheduling variable. Identification is accomplished within a recently introduced Functionally Pooled (FP) framework, which offers a number of advantages over Linear Parameter Varying (LPV) identification techniques. The focus of the work is on the extension of the framework to include the important FP-ARMAX model case. Compared to their simpler FP-ARX counterparts, FP-ARMAX models are much more general and offer improved flexibility in describing various types of stochastic noise, but at the same time lead to a more complicated, non-quadratic, estimation problem. Prediction Error (PE), Maximum Likelihood (ML), and multi-stage estimation methods are postulated, and the PE estimator optimality, in terms of consistency and asymptotic efficiency, is analytically established. The postulated estimators are numerically assessed via Monte Carlo experiments, while the effectiveness of the approach and its superiority over its FP-ARX counterpart are demonstrated via an application case study pertaining to simulated railway vehicle suspension dynamics under various mass loading conditions.

A posteriori noise estimation in variable data sets. With applications to spectra and light curves

NASA Astrophysics Data System (ADS)

Czesla, S.; Molle, T.; Schmitt, J. H. M. M.

2018-01-01

Most physical data sets contain a stochastic contribution produced by measurement noise or other random sources along with the signal. Usually, neither the signal nor the noise are accurately known prior to the measurement so that both have to be estimated a posteriori. We have studied a procedure to estimate the standard deviation of the stochastic contribution assuming normality and independence, requiring a sufficiently well-sampled data set to yield reliable results. This procedure is based on estimating the standard deviation in a sample of weighted sums of arbitrarily sampled data points and is identical to the so-called DER_SNR algorithm for specific parameter settings. To demonstrate the applicability of our procedure, we present applications to synthetic data, high-resolution spectra, and a large sample of space-based light curves and, finally, give guidelines to apply the procedure in situation not explicitly considered here to promote its adoption in data analysis.

On the robustness of a Bayes estimate. [in reliability theory

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1974-01-01

This paper examines the robustness of a Bayes estimator with respect to the assigned prior distribution. A Bayesian analysis for a stochastic scale parameter of a Weibull failure model is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by the Monte Carlo method in which, although an inverted gamma is the assigned prior, realizations are generated using distribution functions of varying shape. For several distributional forms and even for some fixed values of the parameter, simulated mean squared errors of Bayes and minimum variance unbiased estimators are determined and compared. Results indicate that the Bayes estimator remains squared-error superior and appears to be largely robust to the form of the assigned prior distribution.

Retrospective estimation of breeding phenology of American Goldfinch (Carduelis tristis) using pattern oriented modeling

EPA Science Inventory

Avian seasonal productivity is often modeled as a time-limited stochastic process. Many mathematical formulations have been proposed, including individual based models, continuous-time differential equations, and discrete Markov models. All such models typically include paramete...

Probabilistic models and uncertainty quantification for the ionization reaction rate of atomic Nitrogen

NASA Astrophysics Data System (ADS)

Miki, K.; Panesi, M.; Prudencio, E. E.; Prudhomme, S.

2012-05-01

The objective in this paper is to analyze some stochastic models for estimating the ionization reaction rate constant of atomic Nitrogen (N + e- → N+ + 2e-). Parameters of the models are identified by means of Bayesian inference using spatially resolved absolute radiance data obtained from the Electric Arc Shock Tube (EAST) wind-tunnel. The proposed methodology accounts for uncertainties in the model parameters as well as physical model inadequacies, providing estimates of the rate constant that reflect both types of uncertainties. We present four different probabilistic models by varying the error structure (either additive or multiplicative) and by choosing different descriptions of the statistical correlation among data points. In order to assess the validity of our methodology, we first present some calibration results obtained with manufactured data and then proceed by using experimental data collected at EAST experimental facility. In order to simulate the radiative signature emitted in the shock-heated air plasma, we use a one-dimensional flow solver with Park's two-temperature model that simulates non-equilibrium effects. We also discuss the implications of the choice of the stochastic model on the estimation of the reaction rate and its uncertainties. Our analysis shows that the stochastic models based on correlated multiplicative errors are the most plausible models among the four models proposed in this study. The rate of the atomic Nitrogen ionization is found to be (6.2 ± 3.3) × 1011 cm3 mol-1 s-1 at 10,000 K.

Performance of stochastic approaches for forecasting river water quality.

PubMed

Ahmad, S; Khan, I H; Parida, B P

2001-12-01

This study analysed water quality data collected from the river Ganges in India from 1981 to 1990 for forecasting using stochastic models. Initially the box and whisker plots and Kendall's tau test were used to identify the trends during the study period. For detecting the possible intervention in the data the time series plots and cusum charts were used. The three approaches of stochastic modelling which account for the effect of seasonality in different ways. i.e. multiplicative autoregressive integrated moving average (ARIMA) model. deseasonalised model and Thomas-Fiering model were used to model the observed pattern in water quality. The multiplicative ARIMA model having both nonseasonal and seasonal components were, in general, identified as appropriate models. In the deseasonalised modelling approach, the lower order ARIMA models were found appropriate for the stochastic component. The set of Thomas-Fiering models were formed for each month for all water quality parameters. These models were then used to forecast the future values. The error estimates of forecasts from the three approaches were compared to identify the most suitable approach for the reliable forecast. The deseasonalised modelling approach was recommended for forecasting of water quality parameters of a river.

Fast and robust estimation of spectro-temporal receptive fields using stochastic approximations.

PubMed

Meyer, Arne F; Diepenbrock, Jan-Philipp; Ohl, Frank W; Anemüller, Jörn

2015-05-15

The receptive field (RF) represents the signal preferences of sensory neurons and is the primary analysis method for understanding sensory coding. While it is essential to estimate a neuron's RF, finding numerical solutions to increasingly complex RF models can become computationally intensive, in particular for high-dimensional stimuli or when many neurons are involved. Here we propose an optimization scheme based on stochastic approximations that facilitate this task. The basic idea is to derive solutions on a random subset rather than computing the full solution on the available data set. To test this, we applied different optimization schemes based on stochastic gradient descent (SGD) to both the generalized linear model (GLM) and a recently developed classification-based RF estimation approach. Using simulated and recorded responses, we demonstrate that RF parameter optimization based on state-of-the-art SGD algorithms produces robust estimates of the spectro-temporal receptive field (STRF). Results on recordings from the auditory midbrain demonstrate that stochastic approximations preserve both predictive power and tuning properties of STRFs. A correlation of 0.93 with the STRF derived from the full solution may be obtained in less than 10% of the full solution's estimation time. We also present an on-line algorithm that allows simultaneous monitoring of STRF properties of more than 30 neurons on a single computer. The proposed approach may not only prove helpful for large-scale recordings but also provides a more comprehensive characterization of neural tuning in experiments than standard tuning curves. Copyright © 2015 Elsevier B.V. All rights reserved.

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.

Parameter Estimation and Model Selection for Indoor Environments Based on Sparse Observations

NASA Astrophysics Data System (ADS)

Dehbi, Y.; Loch-Dehbi, S.; Plümer, L.

2017-09-01

This paper presents a novel method for the parameter estimation and model selection for the reconstruction of indoor environments based on sparse observations. While most approaches for the reconstruction of indoor models rely on dense observations, we predict scenes of the interior with high accuracy in the absence of indoor measurements. We use a model-based top-down approach and incorporate strong but profound prior knowledge. The latter includes probability density functions for model parameters and sparse observations such as room areas and the building footprint. The floorplan model is characterized by linear and bi-linear relations with discrete and continuous parameters. We focus on the stochastic estimation of model parameters based on a topological model derived by combinatorial reasoning in a first step. A Gauss-Markov model is applied for estimation and simulation of the model parameters. Symmetries are represented and exploited during the estimation process. Background knowledge as well as observations are incorporated in a maximum likelihood estimation and model selection is performed with AIC/BIC. The likelihood is also used for the detection and correction of potential errors in the topological model. Estimation results are presented and discussed.

Analyzing a stochastic time series obeying a second-order differential equation.

PubMed

Lehle, B; Peinke, J

2015-06-01

The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second-order differential equation can be analyzed this way by employing a particular embedding approach: To obtain a Markovian process in 2N dimensions from a non-Markovian signal in N dimensions, the system is described in a phase space that is extended by the temporal derivative of the signal. For a discrete time series, however, this derivative can only be calculated by a differencing scheme, which introduces an error. If the effects of this error are not accounted for, this leads to systematic errors in the estimation of the drift and diffusion functions of the process. In this paper we will analyze these errors and we will propose an approach that correctly accounts for them. This approach allows an accurate parameter estimation and, additionally, is able to cope with weak measurement noise, which may be superimposed to a given time series.

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems

PubMed Central

Rodriguez-Fernandez, Maria; Egea, Jose A; Banga, Julio R

2006-01-01

Background We consider the problem of parameter estimation (model calibration) in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector). In order to surmount these difficulties, global optimization (GO) methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. Results We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown) structure (i.e. black-box models). In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned) successful methods. Conclusion Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously used for these benchmark problems. PMID:17081289

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems.

PubMed

Rodriguez-Fernandez, Maria; Egea, Jose A; Banga, Julio R

2006-11-02

We consider the problem of parameter estimation (model calibration) in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector). In order to surmount these difficulties, global optimization (GO) methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown) structure (i.e. black-box models). In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned) successful methods. Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously used for these benchmark problems.

A study of Guptkashi, Uttarakhand earthquake of 6 February 2017 ( M w 5.3) in the Himalayan arc and implications for ground motion estimation

NASA Astrophysics Data System (ADS)

Srinagesh, Davuluri; Singh, Shri Krishna; Suresh, Gaddale; Srinivas, Dakuri; Pérez-Campos, Xyoli; Suresh, Gudapati

2018-05-01

The 2017 Guptkashi earthquake occurred in a segment of the Himalayan arc with high potential for a strong earthquake in the near future. In this context, a careful analysis of the earthquake is important as it may shed light on source and ground motion characteristics during future earthquakes. Using the earthquake recording on a single broadband strong-motion seismograph installed at the epicenter, we estimate the earthquake's location (30.546° N, 79.063° E), depth ( H = 19 km), the seismic moment ( M 0 = 1.12×1017 Nm, M w 5.3), the focal mechanism ( φ = 280°, δ = 14°, λ = 84°), the source radius ( a = 1.3 km), and the static stress drop (Δ σ s 22 MPa). The event occurred just above the Main Himalayan Thrust. S-wave spectra of the earthquake at hard sites in the arc are well approximated (assuming ω -2 source model) by attenuation parameters Q( f) = 500 f 0.9, κ = 0.04 s, and f max = infinite, and a stress drop of Δ σ = 70 MPa. Observed and computed peak ground motions, using stochastic method along with parameters inferred from spectral analysis, agree well with each other. These attenuation parameters are also reasonable for the observed spectra and/or peak ground motion parameters in the arc at distances ≤ 200 km during five other earthquakes in the region (4.6 ≤ M w ≤ 6.9). The estimated stress drop of the six events ranges from 20 to 120 MPa. Our analysis suggests that attenuation parameters given above may be used for ground motion estimation at hard sites in the Himalayan arc via the stochastic method.

A study of Guptkashi, Uttarakhand earthquake of 6 February 2017 (M w 5.3) in the Himalayan arc and implications for ground motion estimation

NASA Astrophysics Data System (ADS)

Srinagesh, Davuluri; Singh, Shri Krishna; Suresh, Gaddale; Srinivas, Dakuri; Pérez-Campos, Xyoli; Suresh, Gudapati

2018-02-01

The 2017 Guptkashi earthquake occurred in a segment of the Himalayan arc with high potential for a strong earthquake in the near future. In this context, a careful analysis of the earthquake is important as it may shed light on source and ground motion characteristics during future earthquakes. Using the earthquake recording on a single broadband strong-motion seismograph installed at the epicenter, we estimate the earthquake's location (30.546° N, 79.063° E), depth (H = 19 km), the seismic moment (M 0 = 1.12×1017 Nm, M w 5.3), the focal mechanism (φ = 280°, δ = 14°, λ = 84°), the source radius (a = 1.3 km), and the static stress drop (Δσ s 22 MPa). The event occurred just above the Main Himalayan Thrust. S-wave spectra of the earthquake at hard sites in the arc are well approximated (assuming ω -2 source model) by attenuation parameters Q(f) = 500f 0.9, κ = 0.04 s, and f max = infinite, and a stress drop of Δσ = 70 MPa. Observed and computed peak ground motions, using stochastic method along with parameters inferred from spectral analysis, agree well with each other. These attenuation parameters are also reasonable for the observed spectra and/or peak ground motion parameters in the arc at distances ≤ 200 km during five other earthquakes in the region (4.6 ≤ M w ≤ 6.9). The estimated stress drop of the six events ranges from 20 to 120 MPa. Our analysis suggests that attenuation parameters given above may be used for ground motion estimation at hard sites in the Himalayan arc via the stochastic method.

A parameter estimation technique for stochastic self-assembly systems and its application to human papillomavirus self-assembly.

PubMed

Kumar, M Senthil; Schwartz, Russell

2010-12-09

Virus capsid assembly has been a key model system for studies of complex self-assembly but it does pose some significant challenges for modeling studies. One important limitation is the difficulty of determining accurate rate parameters. The large size and rapid assembly of typical viruses make it infeasible to directly measure coat protein binding rates or deduce them from the relatively indirect experimental measures available. In this work, we develop a computational strategy to deduce coat-coat binding rate parameters for viral capsid assembly systems by fitting stochastic simulation trajectories to experimental measures of assembly progress. Our method combines quadratic response surface and quasi-gradient descent approximations to deal with the high computational cost of simulations, stochastic noise in simulation trajectories and limitations of the available experimental data. The approach is demonstrated on a light scattering trajectory for a human papillomavirus (HPV) in vitro assembly system, showing that the method can provide rate parameters that produce accurate curve fits and are in good concordance with prior analysis of the data. These fits provide an insight into potential assembly mechanisms of the in vitro system and give a basis for exploring how these mechanisms might vary between in vitro and in vivo assembly conditions.

A parameter estimation technique for stochastic self-assembly systems and its application to human papillomavirus self-assembly

NASA Astrophysics Data System (ADS)

Senthil Kumar, M.; Schwartz, Russell

2010-12-01

Virus capsid assembly has been a key model system for studies of complex self-assembly but it does pose some significant challenges for modeling studies. One important limitation is the difficulty of determining accurate rate parameters. The large size and rapid assembly of typical viruses make it infeasible to directly measure coat protein binding rates or deduce them from the relatively indirect experimental measures available. In this work, we develop a computational strategy to deduce coat-coat binding rate parameters for viral capsid assembly systems by fitting stochastic simulation trajectories to experimental measures of assembly progress. Our method combines quadratic response surface and quasi-gradient descent approximations to deal with the high computational cost of simulations, stochastic noise in simulation trajectories and limitations of the available experimental data. The approach is demonstrated on a light scattering trajectory for a human papillomavirus (HPV) in vitro assembly system, showing that the method can provide rate parameters that produce accurate curve fits and are in good concordance with prior analysis of the data. These fits provide an insight into potential assembly mechanisms of the in vitro system and give a basis for exploring how these mechanisms might vary between in vitro and in vivo assembly conditions.

Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models.

PubMed

Daunizeau, J; Friston, K J; Kiebel, S J

2009-11-01

In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power.

Two-lane traffic-flow model with an exact steady-state solution.

PubMed

Kanai, Masahiro

2010-12-01

We propose a stochastic cellular-automaton model for two-lane traffic flow based on the misanthrope process in one dimension. The misanthrope process is a stochastic process allowing for an exact steady-state solution; hence, we have an exact flow-density diagram for two-lane traffic. In addition, we introduce two parameters that indicate, respectively, driver's driving-lane preference and passing-lane priority. Due to the additional parameters, the model shows a deviation of the density ratio for driving-lane use and a biased lane efficiency in flow. Then, a mean-field approach explicitly describes the asymmetric flow by the hop rates, the driving-lane preference, and the passing-lane priority. Meanwhile, the simulation results are in good agreement with an observational data, and we thus estimate these parameters. We conclude that the proposed model successfully produces two-lane traffic flow particularly with the driving-lane preference and the passing-lane priority.

Adaptive Bayes classifiers for remotely sensed data

NASA Technical Reports Server (NTRS)

Raulston, H. S.; Pace, M. O.; Gonzalez, R. C.

1975-01-01

An algorithm is developed for a learning, adaptive, statistical pattern classifier for remotely sensed data. The estimation procedure consists of two steps: (1) an optimal stochastic approximation of the parameters of interest, and (2) a projection of the parameters in time and space. The results reported are for Gaussian data in which the mean vector of each class may vary with time or position after the classifier is trained.

Predicting climate change: Uncertainties and prospects for surmounting them

NASA Astrophysics Data System (ADS)

Ghil, Michael

2008-03-01

General circulation models (GCMs) are among the most detailed and sophisticated models of natural phenomena in existence. Still, the lack of robust and efficient subgrid-scale parametrizations for GCMs, along with the inherent sensitivity to initial data and the complex nonlinearities involved, present a major and persistent obstacle to narrowing the range of estimates for end-of-century warming. Estimating future changes in the distribution of climatic extrema is even more difficult. Brute-force tuning the large number of GCM parameters does not appear to help reduce the uncertainties. Andronov and Pontryagin (1937) proposed structural stability as a way to evaluate model robustness. Unfortunately, many real-world systems proved to be structurally unstable. We illustrate these concepts with a very simple model for the El Niño--Southern Oscillation (ENSO). Our model is governed by a differential delay equation with a single delay and periodic (seasonal) forcing. Like many of its more or less detailed and realistic precursors, this model exhibits a Devil's staircase. We study the model's structural stability, describe the mechanisms of the observed instabilities, and connect our findings to ENSO phenomenology. In the model's phase-parameter space, regions of smooth dependence on parameters alternate with rough, fractal ones. We then apply the tools of random dynamical systems and stochastic structural stability to the circle map and a torus map. The effect of noise with compact support on these maps is fairly intuitive: it is the most robust structures in phase-parameter space that survive the smoothing introduced by the noise. The nature of the stochastic forcing matters, thus suggesting that certain types of stochastic parametrizations might be better than others in achieving GCM robustness. This talk represents joint work with M. Chekroun, E. Simonnet and I. Zaliapin.

Stochastic analysis of multiphase flow in porous media: II. Numerical simulations

NASA Astrophysics Data System (ADS)

Abin, A.; Kalurachchi, J. J.; Kemblowski, M. W.; Chang, C.-M.

1996-08-01

The first paper (Chang et al., 1995b) of this two-part series described the stochastic analysis using spectral/perturbation approach to analyze steady state two-phase (water and oil) flow in a, liquid-unsaturated, three fluid-phase porous medium. In this paper, the results between the numerical simulations and closed-form expressions obtained using the perturbation approach are compared. We present the solution to the one-dimensional, steady-state oil and water flow equations. The stochastic input processes are the spatially correlated logk where k is the intrinsic permeability and the soil retention parameter, α. These solutions are subsequently used in the numerical simulations to estimate the statistical properties of the key output processes. The comparison between the results of the perturbation analysis and numerical simulations showed a good agreement between the two methods over a wide range of logk variability with three different combinations of input stochastic processes of logk and soil parameter α. The results clearly demonstrated the importance of considering the spatial variability of key subsurface properties under a variety of physical scenarios. The variability of both capillary pressure and saturation is affected by the type of input stochastic process used to represent the spatial variability. The results also demonstrated the applicability of perturbation theory in predicting the system variability and defining effective fluid properties through the ergodic assumption.

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

PubMed

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

2012-06-01

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

Stochastic models to demonstrate the effect of motivated testing on HIV incidence estimates using the serological testing algorithm for recent HIV seroconversion (STARHS).

PubMed

White, Edward W; Lumley, Thomas; Goodreau, Steven M; Goldbaum, Gary; Hawes, Stephen E

2010-12-01

To produce valid seroincidence estimates, the serological testing algorithm for recent HIV seroconversion (STARHS) assumes independence between infection and testing, which may be absent in clinical data. STARHS estimates are generally greater than cohort-based estimates of incidence from observable person-time and diagnosis dates. The authors constructed a series of partial stochastic models to examine whether testing motivated by suspicion of infection could bias STARHS. One thousand Monte Carlo simulations of 10,000 men who have sex with men were generated using parameters for HIV incidence and testing frequency from data from a clinical testing population in Seattle. In one set of simulations, infection and testing dates were independent. In another set, some intertest intervals were abbreviated to reflect the distribution of intervals between suspected HIV exposure and testing in a group of Seattle men who have sex with men recently diagnosed as having HIV. Both estimation methods were applied to the simulated datasets. Both cohort-based and STARHS incidence estimates were calculated using the simulated data and compared with previously calculated, empirical cohort-based and STARHS seroincidence estimates from the clinical testing population. Under simulated independence between infection and testing, cohort-based and STARHS incidence estimates resembled cohort estimates from the clinical dataset. Under simulated motivated testing, cohort-based estimates remained unchanged, but STARHS estimates were inflated similar to empirical STARHS estimates. Varying motivation parameters appreciably affected STARHS incidence estimates, but not cohort-based estimates. Cohort-based incidence estimates are robust against dependence between testing and acquisition of infection, whereas STARHS incidence estimates are not.

Characterization of flood and precipitation events in Southwestern Germany and stochastic simulation of extreme precipitation (Project FLORIS-SV)

NASA Astrophysics Data System (ADS)

Florian, Ehmele; Michael, Kunz

2016-04-01

Several major flood events occurred in Germany in the past 15-20 years especially in the eastern parts along the rivers Elbe and Danube. Examples include the major floods of 2002 and 2013 with an estimated loss of about 2 billion Euros each. The last major flood events in the State of Baden-Württemberg in southwest Germany occurred in the years 1978 and 1993/1994 along the rivers Rhine and Neckar with an estimated total loss of about 150 million Euros (converted) each. Flood hazard originates from a combination of different meteorological, hydrological and hydraulic processes. Currently there is no defined methodology available for evaluating and quantifying the flood hazard and related risk for larger areas or whole river catchments instead of single gauges. In order to estimate the probable maximum loss for higher return periods (e.g. 200 years, PML200), a stochastic model approach is designed since observational data are limited in time and space. In our approach, precipitation is linearly composed of three elements: background precipitation, orographically-induces precipitation, and a convectively-driven part. We use linear theory of orographic precipitation formation for the stochastic precipitation model (SPM), which is based on fundamental statistics of relevant atmospheric variables. For an adequate number of historic flood events, the corresponding atmospheric conditions and parameters are determined in order to calculate a probability density function (pdf) for each variable. This method involves all theoretically possible scenarios which may not have happened, yet. This work is part of the FLORIS-SV (FLOod RISk Sparkassen Versicherung) project and establishes the first step of a complete modelling chain of the flood risk. On the basis of the generated stochastic precipitation event set, hydrological and hydraulic simulations will be performed to estimate discharge and water level. The resulting stochastic flood event set will be used to quantify the flood risk and to estimate probable maximum loss (e.g. PML200) for a given property (buildings, industry) portfolio.

Distributed parameter estimation in unreliable sensor networks via broadcast gossip algorithms.

PubMed

Wang, Huiwei; Liao, Xiaofeng; Wang, Zidong; Huang, Tingwen; Chen, Guo

2016-01-01

In this paper, we present an asynchronous algorithm to estimate the unknown parameter under an unreliable network which allows new sensors to join and old sensors to leave, and can tolerate link failures. Each sensor has access to partially informative measurements when it is awakened. In addition, the proposed algorithm can avoid the interference among messages and effectively reduce the accumulated measurement and quantization errors. Based on the theory of stochastic approximation, we prove that our proposed algorithm almost surely converges to the unknown parameter. Finally, we present a numerical example to assess the performance and the communication cost of the algorithm. Copyright © 2015 Elsevier Ltd. All rights reserved.

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

PubMed Central

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

2016-01-01

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

Attitude/attitude-rate estimation from GPS differential phase measurements using integrated-rate parameters

NASA Technical Reports Server (NTRS)

Oshman, Yaakov; Markley, Landis

1998-01-01

A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.

A reliability-based cost effective fail-safe design procedure

NASA Technical Reports Server (NTRS)

Hanagud, S.; Uppaluri, B.

1976-01-01

The authors have developed a methodology for cost-effective fatigue design of structures subject to random fatigue loading. A stochastic model for fatigue crack propagation under random loading has been discussed. Fracture mechanics is then used to estimate the parameters of the model and the residual strength of structures with cracks. The stochastic model and residual strength variations have been used to develop procedures for estimating the probability of failure and its changes with inspection frequency. This information on reliability is then used to construct an objective function in terms of either a total weight function or cost function. A procedure for selecting the design variables, subject to constraints, by optimizing the objective function has been illustrated by examples. In particular, optimum design of stiffened panel has been discussed.

A theory of fine structure image models with an application to detection and classification of dementia.

PubMed

O'Neill, William; Penn, Richard; Werner, Michael; Thomas, Justin

2015-06-01

Estimation of stochastic process models from data is a common application of time series analysis methods. Such system identification processes are often cast as hypothesis testing exercises whose intent is to estimate model parameters and test them for statistical significance. Ordinary least squares (OLS) regression and the Levenberg-Marquardt algorithm (LMA) have proven invaluable computational tools for models being described by non-homogeneous, linear, stationary, ordinary differential equations. In this paper we extend stochastic model identification to linear, stationary, partial differential equations in two independent variables (2D) and show that OLS and LMA apply equally well to these systems. The method employs an original nonparametric statistic as a test for the significance of estimated parameters. We show gray scale and color images are special cases of 2D systems satisfying a particular autoregressive partial difference equation which estimates an analogous partial differential equation. Several applications to medical image modeling and classification illustrate the method by correctly classifying demented and normal OLS models of axial magnetic resonance brain scans according to subject Mini Mental State Exam (MMSE) scores. Comparison with 13 image classifiers from the literature indicates our classifier is at least 14 times faster than any of them and has a classification accuracy better than all but one. Our modeling method applies to any linear, stationary, partial differential equation and the method is readily extended to 3D whole-organ systems. Further, in addition to being a robust image classifier, estimated image models offer insights into which parameters carry the most diagnostic image information and thereby suggest finer divisions could be made within a class. Image models can be estimated in milliseconds which translate to whole-organ models in seconds; such runtimes could make real-time medicine and surgery modeling possible.

Improvement of Parameter Estimations in Tumor Growth Inhibition Models on Xenografted Animals: Handling Sacrifice Censoring and Error Caused by Experimental Measurement on Larger Tumor Sizes.

PubMed

Pierrillas, Philippe B; Tod, Michel; Amiel, Magali; Chenel, Marylore; Henin, Emilie

2016-09-01

The purpose of this study was to explore the impact of censoring due to animal sacrifice on parameter estimates and tumor volume calculated from two diameters in larger tumors during tumor growth experiments in preclinical studies. The type of measurement error that can be expected was also investigated. Different scenarios were challenged using the stochastic simulation and estimation process. One thousand datasets were simulated under the design of a typical tumor growth study in xenografted mice, and then, eight approaches were used for parameter estimation with the simulated datasets. The distribution of estimates and simulation-based diagnostics were computed for comparison. The different approaches were robust regarding the choice of residual error and gave equivalent results. However, by not considering missing data induced by sacrificing the animal, parameter estimates were biased and led to false inferences in terms of compound potency; the threshold concentration for tumor eradication when ignoring censoring was 581 ng.ml(-1), but the true value was 240 ng.ml(-1).

Time-ordered product expansions for computational stochastic system biology.

PubMed

Mjolsness, Eric

2013-06-01

The time-ordered product framework of quantum field theory can also be used to understand salient phenomena in stochastic biochemical networks. It is used here to derive Gillespie's stochastic simulation algorithm (SSA) for chemical reaction networks; consequently, the SSA can be interpreted in terms of Feynman diagrams. It is also used here to derive other, more general simulation and parameter-learning algorithms including simulation algorithms for networks of stochastic reaction-like processes operating on parameterized objects, and also hybrid stochastic reaction/differential equation models in which systems of ordinary differential equations evolve the parameters of objects that can also undergo stochastic reactions. Thus, the time-ordered product expansion can be used systematically to derive simulation and parameter-fitting algorithms for stochastic systems.

Two-part models with stochastic processes for modelling longitudinal semicontinuous data: Computationally efficient inference and modelling the overall marginal mean.

PubMed

Yiu, Sean; Tom, Brian Dm

2017-01-01

Several researchers have described two-part models with patient-specific stochastic processes for analysing longitudinal semicontinuous data. In theory, such models can offer greater flexibility than the standard two-part model with patient-specific random effects. However, in practice, the high dimensional integrations involved in the marginal likelihood (i.e. integrated over the stochastic processes) significantly complicates model fitting. Thus, non-standard computationally intensive procedures based on simulating the marginal likelihood have so far only been proposed. In this paper, we describe an efficient method of implementation by demonstrating how the high dimensional integrations involved in the marginal likelihood can be computed efficiently. Specifically, by using a property of the multivariate normal distribution and the standard marginal cumulative distribution function identity, we transform the marginal likelihood so that the high dimensional integrations are contained in the cumulative distribution function of a multivariate normal distribution, which can then be efficiently evaluated. Hence, maximum likelihood estimation can be used to obtain parameter estimates and asymptotic standard errors (from the observed information matrix) of model parameters. We describe our proposed efficient implementation procedure for the standard two-part model parameterisation and when it is of interest to directly model the overall marginal mean. The methodology is applied on a psoriatic arthritis data set concerning functional disability.

Quantitative radiomics: impact of stochastic effects on textural feature analysis implies the need for standards

PubMed Central

Nyflot, Matthew J.; Yang, Fei; Byrd, Darrin; Bowen, Stephen R.; Sandison, George A.; Kinahan, Paul E.

2015-01-01

Abstract. Image heterogeneity metrics such as textural features are an active area of research for evaluating clinical outcomes with positron emission tomography (PET) imaging and other modalities. However, the effects of stochastic image acquisition noise on these metrics are poorly understood. We performed a simulation study by generating 50 statistically independent PET images of the NEMA IQ phantom with realistic noise and resolution properties. Heterogeneity metrics based on gray-level intensity histograms, co-occurrence matrices, neighborhood difference matrices, and zone size matrices were evaluated within regions of interest surrounding the lesions. The impact of stochastic variability was evaluated with percent difference from the mean of the 50 realizations, coefficient of variation and estimated sample size for clinical trials. Additionally, sensitivity studies were performed to simulate the effects of patient size and image reconstruction method on the quantitative performance of these metrics. Complex trends in variability were revealed as a function of textural feature, lesion size, patient size, and reconstruction parameters. In conclusion, the sensitivity of PET textural features to normal stochastic image variation and imaging parameters can be large and is feature-dependent. Standards are needed to ensure that prospective studies that incorporate textural features are properly designed to measure true effects that may impact clinical outcomes. PMID:26251842

Quantitative radiomics: impact of stochastic effects on textural feature analysis implies the need for standards.

PubMed

Nyflot, Matthew J; Yang, Fei; Byrd, Darrin; Bowen, Stephen R; Sandison, George A; Kinahan, Paul E

2015-10-01

Image heterogeneity metrics such as textural features are an active area of research for evaluating clinical outcomes with positron emission tomography (PET) imaging and other modalities. However, the effects of stochastic image acquisition noise on these metrics are poorly understood. We performed a simulation study by generating 50 statistically independent PET images of the NEMA IQ phantom with realistic noise and resolution properties. Heterogeneity metrics based on gray-level intensity histograms, co-occurrence matrices, neighborhood difference matrices, and zone size matrices were evaluated within regions of interest surrounding the lesions. The impact of stochastic variability was evaluated with percent difference from the mean of the 50 realizations, coefficient of variation and estimated sample size for clinical trials. Additionally, sensitivity studies were performed to simulate the effects of patient size and image reconstruction method on the quantitative performance of these metrics. Complex trends in variability were revealed as a function of textural feature, lesion size, patient size, and reconstruction parameters. In conclusion, the sensitivity of PET textural features to normal stochastic image variation and imaging parameters can be large and is feature-dependent. Standards are needed to ensure that prospective studies that incorporate textural features are properly designed to measure true effects that may impact clinical outcomes.

Predicting the Stochastic Properties of the Shallow Subsurface for Improved Geophysical Modeling

NASA Astrophysics Data System (ADS)

Stroujkova, A.; Vynne, J.; Bonner, J.; Lewkowicz, J.

2005-12-01

Strong ground motion data from numerous explosive field experiments and from moderate to large earthquakes show significant variations in amplitude and waveform shape with respect to both azimuth and range. Attempts to model these variations using deterministic models have often been unsuccessful. It has been hypothesized that a stochastic description of the geological medium is a more realistic approach. To estimate the stochastic properties of the shallow subsurface, we use Measurement While Drilling (MWD) data, which are routinely collected by mines in order to facilitate design of blast patterns. The parameters, such as rotation speed of the drill, torque, and penetration rate, are used to compute the rock's Specific Energy (SE), which is then related to a blastability index. We use values of SE measured at two different mines and calibrated to laboratory measurements of rock properties to determine correlation lengths of the subsurface rocks in 2D, needed to obtain 2D and 3D stochastic models. The stochastic models are then combined with the deterministic models and used to compute synthetic seismic waveforms.

Ion precipitation from the inner plasma sheet due to stochastic diffusion

NASA Technical Reports Server (NTRS)

Zelenyi, L.; Galeev, A.; Kennel, C. F.

1990-01-01

Plasma sheet ions do not conserve their first adiabatic invariant when the magnetic field is appreciably tail-like. They do conserve a different adiabatic invariant but only to linear, rather than exponential, accuracy in the appropriate small parameter. Thus significant stochastic diffusion can occur for particles crossing the separatrix dividing the segments of orbits on which the particles cross and do not cross the tail midplane. Such ions can escape the plasma sheet and precipitate into the atmosphere. Stochastic scattering is strongest from those field lines where the ion's Larmor period in the normal component of the neutral sheet magnetic field approximately equals its bounce period. By comparing the rates of stochastic ion loss and convection in the tail, it is possible to estimate the location and thickness of the inner edge of the ion plasma sheet created by stochastic ion loss. Ions of different masses precipitate into the atmosphere at slightly different locations. Since wave particle interactions are not needed, this precipitation will always occur and should be particularly evident during quiet geomagnetic conditions, when it is less likely to be masked by other precipitation mechanisms.

Stochastic Estimation via Polynomial Chaos

DTIC Science & Technology

2015-10-01

AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic

Stochastic subspace identification for operational modal analysis of an arch bridge

NASA Astrophysics Data System (ADS)

Loh, Chin-Hsiung; Chen, Ming-Che; Chao, Shu-Hsien

2012-04-01

In this paer the application of output-only system identification technique, known as Stochastic Subspace Identification (SSI) algorithms, for civil infrastructures is carried out. The ability of covariance driven stochastic subspace identification (SSI-COV) was proved through the analysis of the ambient data of an arch bridge under operational condition. A newly developed signal processing technique, Singular Spectrum analysis (SSA), capable to smooth noisy signals, is adopted for pre-processing the recorded data before the SSI. The conjunction of SSA and SSICOV provides a useful criterion for the system order determination. With the aim of estimating accurate modal parameters of the structure in off-line analysis, a stabilization diagram is constructed by plotting the identified poles of the system with increasing the size of data Hankel matrix. Identification task of a real structure, Guandu Bridge, is carried out to identify the system natural frequencies and mode shapes. The uncertainty of the identified model parameters from output-only measurement of the bridge under operation condition, such as temperature and traffic loading conditions, is discussed.

Stochastic empirical loading and dilution model (SELDM) version 1.0.0

USGS Publications Warehouse

Granato, Gregory E.

2013-01-01

The Stochastic Empirical Loading and Dilution Model (SELDM) is designed to transform complex scientific data into meaningful information about the risk of adverse effects of runoff on receiving waters, the potential need for mitigation measures, and the potential effectiveness of such management measures for reducing these risks. The U.S. Geological Survey developed SELDM in cooperation with the Federal Highway Administration to help develop planning-level estimates of event mean concentrations, flows, and loads in stormwater from a site of interest and from an upstream basin. Planning-level estimates are defined as the results of analyses used to evaluate alternative management measures; planning-level estimates are recognized to include substantial uncertainties (commonly orders of magnitude). SELDM uses information about a highway site, the associated receiving-water basin, precipitation events, stormflow, water quality, and the performance of mitigation measures to produce a stochastic population of runoff-quality variables. SELDM provides input statistics for precipitation, prestorm flow, runoff coefficients, and concentrations of selected water-quality constituents from National datasets. Input statistics may be selected on the basis of the latitude, longitude, and physical characteristics of the site of interest and the upstream basin. The user also may derive and input statistics for each variable that are specific to a given site of interest or a given area. SELDM is a stochastic model because it uses Monte Carlo methods to produce the random combinations of input variable values needed to generate the stochastic population of values for each component variable. SELDM calculates the dilution of runoff in the receiving waters and the resulting downstream event mean concentrations and annual average lake concentrations. Results are ranked, and plotting positions are calculated, to indicate the level of risk of adverse effects caused by runoff concentrations, flows, and loads on receiving waters by storm and by year. Unlike deterministic hydrologic models, SELDM is not calibrated by changing values of input variables to match a historical record of values. Instead, input values for SELDM are based on site characteristics and representative statistics for each hydrologic variable. Thus, SELDM is an empirical model based on data and statistics rather than theoretical physiochemical equations. SELDM is a lumped parameter model because the highway site, the upstream basin, and the lake basin each are represented as a single homogeneous unit. Each of these source areas is represented by average basin properties, and results from SELDM are calculated as point estimates for the site of interest. Use of the lumped parameter approach facilitates rapid specification of model parameters to develop planning-level estimates with available data. The approach allows for parsimony in the required inputs to and outputs from the model and flexibility in the use of the model. For example, SELDM can be used to model runoff from various land covers or land uses by using the highway-site definition as long as representative water quality and impervious-fraction data are available.

Stochastic goal-oriented error estimation with memory

NASA Astrophysics Data System (ADS)

Ackmann, Jan; Marotzke, Jochem; Korn, Peter

2017-11-01

We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.

Self-referencing Taper Curves for Loblolly Pine

Treesearch

Mike Strub; Chris Cieszewski; David Hyink

2005-01-01

We compare the traditional fitting of relative diameter over relative height with methods based on self-referencing functions and stochastic parameter estimation using data collected by the Virginia Polytechnic Institute and State University Growth and Yield Cooperative. Two sets of self-referencing equations assume known diameter at 4.5 feet inside (dib) and outside (...

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

PubMed

Herzallah, Randa

2015-03-01

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

Estimation and prediction under local volatility jump-diffusion model

NASA Astrophysics Data System (ADS)

Kim, Namhyoung; Lee, Younhee

2018-02-01

Volatility is an important factor in operating a company and managing risk. In the portfolio optimization and risk hedging using the option, the value of the option is evaluated using the volatility model. Various attempts have been made to predict option value. Recent studies have shown that stochastic volatility models and jump-diffusion models reflect stock price movements accurately. However, these models have practical limitations. Combining them with the local volatility model, which is widely used among practitioners, may lead to better performance. In this study, we propose a more effective and efficient method of estimating option prices by combining the local volatility model with the jump-diffusion model and apply it using both artificial and actual market data to evaluate its performance. The calibration process for estimating the jump parameters and local volatility surfaces is divided into three stages. We apply the local volatility model, stochastic volatility model, and local volatility jump-diffusion model estimated by the proposed method to KOSPI 200 index option pricing. The proposed method displays good estimation and prediction performance.

A Two-Stage Algorithm for Origin-Destination Matrices Estimation Considering Dynamic Dispersion Parameter for Route Choice

PubMed Central

Wang, Yong; Ma, Xiaolei; Liu, Yong; Gong, Ke; Henricakson, Kristian C.; Xu, Maozeng; Wang, Yinhai

2016-01-01

This paper proposes a two-stage algorithm to simultaneously estimate origin-destination (OD) matrix, link choice proportion, and dispersion parameter using partial traffic counts in a congested network. A non-linear optimization model is developed which incorporates a dynamic dispersion parameter, followed by a two-stage algorithm in which Generalized Least Squares (GLS) estimation and a Stochastic User Equilibrium (SUE) assignment model are iteratively applied until the convergence is reached. To evaluate the performance of the algorithm, the proposed approach is implemented in a hypothetical network using input data with high error, and tested under a range of variation coefficients. The root mean squared error (RMSE) of the estimated OD demand and link flows are used to evaluate the model estimation results. The results indicate that the estimated dispersion parameter theta is insensitive to the choice of variation coefficients. The proposed approach is shown to outperform two established OD estimation methods and produce parameter estimates that are close to the ground truth. In addition, the proposed approach is applied to an empirical network in Seattle, WA to validate the robustness and practicality of this methodology. In summary, this study proposes and evaluates an innovative computational approach to accurately estimate OD matrices using link-level traffic flow data, and provides useful insight for optimal parameter selection in modeling travelers’ route choice behavior. PMID:26761209

Paracousti-UQ: A Stochastic 3-D Acoustic Wave Propagation Algorithm.

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

Preston, Leiph

Acoustic full waveform algorithms, such as Paracousti, provide deterministic solutions in complex, 3-D variable environments. In reality, environmental and source characteristics are often only known in a statistical sense. Thus, to fully characterize the expected sound levels within an environment, this uncertainty in environmental and source factors should be incorporated into the acoustic simulations. Performing Monte Carlo (MC) simulations is one method of assessing this uncertainty, but it can quickly become computationally intractable for realistic problems. An alternative method, using the technique of stochastic partial differential equations (SPDE), allows computation of the statistical properties of output signals at a fractionmore » of the computational cost of MC. Paracousti-UQ solves the SPDE system of 3-D acoustic wave propagation equations and provides estimates of the uncertainty of the output simulated wave field (e.g., amplitudes, waveforms) based on estimated probability distributions of the input medium and source parameters. This report describes the derivation of the stochastic partial differential equations, their implementation, and comparison of Paracousti-UQ results with MC simulations using simple models.« less

Stochastic Inversion of 2D Magnetotelluric Data

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

Chen, Jinsong

2010-07-01

The algorithm is developed to invert 2D magnetotelluric (MT) data based on sharp boundary parametrization using a Bayesian framework. Within the algorithm, we consider the locations and the resistivity of regions formed by the interfaces are as unknowns. We use a parallel, adaptive finite-element algorithm to forward simulate frequency-domain MT responses of 2D conductivity structure. Those unknown parameters are spatially correlated and are described by a geostatistical model. The joint posterior probability distribution function is explored by Markov Chain Monte Carlo (MCMC) sampling methods. The developed stochastic model is effective for estimating the interface locations and resistivity. Most importantly, itmore » provides details uncertainty information on each unknown parameter. Hardware requirements: PC, Supercomputer, Multi-platform, Workstation; Software requirements C and Fortan; Operation Systems/version is Linux/Unix or Windows« less

Stochastic point-source modeling of ground motions in the Cascadia region

USGS Publications Warehouse

Atkinson, G.M.; Boore, D.M.

1997-01-01

A stochastic model is used to develop preliminary ground motion relations for the Cascadia region for rock sites. The model parameters are derived from empirical analyses of seismographic data from the Cascadia region. The model is based on a Brune point-source characterized by a stress parameter of 50 bars. The model predictions are compared to ground-motion data from the Cascadia region and to data from large earthquakes in other subduction zones. The point-source simulations match the observations from moderate events (M 100 km). The discrepancy at large magnitudes suggests further work on modeling finite-fault effects and regional attenuation is warranted. In the meantime, the preliminary equations are satisfactory for predicting motions from events of M < 7 and provide conservative estimates of motions from larger events at distances less than 100 km.

Stochastic modeling for river pollution of Sungai Perlis

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

Yunus, Nurul Izzaty Mohd.; Rahman, Haliza Abd.; Bahar, Arifah

2015-02-03

River pollution has been recognized as a contributor to a wide range of health problems and disorders in human. It can pose health dangers to humans who come into contact with it, either directly or indirectly. Therefore, it is most important to measure the concentration of Biochemical Oxygen Demand (BOD) as a water quality parameter since the parameter has long been the basic means for determining the degree of water pollution in rivers. In this study, BOD is used as a parameter to estimate the water quality at Sungai Perlis. It has been observed that Sungai Perlis is polluted duemore » to lack of management and improper use of resources. Therefore, it is of importance to model the Sungai Perlis water quality in order to describe and predict the water quality systems. The BOD concentration secondary data set is used which was extracted from the Drainage and Irrigation Department Perlis State website. The first order differential equation from Streeter – Phelps model was utilized as a deterministic model. Then, the model was developed into a stochastic model. Results from this study shows that the stochastic model is more adequate to describe and predict the BOD concentration and the water quality systems in Sungai Perlis by having smaller value of mean squared error (MSE)« less

A matlab framework for estimation of NLME models using stochastic differential equations: applications for estimation of insulin secretion rates.

PubMed

Mortensen, Stig B; Klim, Søren; Dammann, Bernd; Kristensen, Niels R; Madsen, Henrik; Overgaard, Rune V

2007-10-01

The non-linear mixed-effects model based on stochastic differential equations (SDEs) provides an attractive residual error model, that is able to handle serially correlated residuals typically arising from structural mis-specification of the true underlying model. The use of SDEs also opens up for new tools for model development and easily allows for tracking of unknown inputs and parameters over time. An algorithm for maximum likelihood estimation of the model has earlier been proposed, and the present paper presents the first general implementation of this algorithm. The implementation is done in Matlab and also demonstrates the use of parallel computing for improved estimation times. The use of the implementation is illustrated by two examples of application which focus on the ability of the model to estimate unknown inputs facilitated by the extension to SDEs. The first application is a deconvolution-type estimation of the insulin secretion rate based on a linear two-compartment model for C-peptide measurements. In the second application the model is extended to also give an estimate of the time varying liver extraction based on both C-peptide and insulin measurements.

Maximum-likelihood methods in wavefront sensing: stochastic models and likelihood functions

PubMed Central

Barrett, Harrison H.; Dainty, Christopher; Lara, David

2008-01-01

Maximum-likelihood (ML) estimation in wavefront sensing requires careful attention to all noise sources and all factors that influence the sensor data. We present detailed probability density functions for the output of the image detector in a wavefront sensor, conditional not only on wavefront parameters but also on various nuisance parameters. Practical ways of dealing with nuisance parameters are described, and final expressions for likelihoods and Fisher information matrices are derived. The theory is illustrated by discussing Shack–Hartmann sensors, and computational requirements are discussed. Simulation results show that ML estimation can significantly increase the dynamic range of a Shack–Hartmann sensor with four detectors and that it can reduce the residual wavefront error when compared with traditional methods. PMID:17206255

Stochastic approaches for time series forecasting of boron: a case study of Western Turkey.

PubMed

Durdu, Omer Faruk

2010-10-01

In the present study, a seasonal and non-seasonal prediction of boron concentrations time series data for the period of 1996-2004 from Büyük Menderes river in western Turkey are addressed by means of linear stochastic models. The methodology presented here is to develop adequate linear stochastic models known as autoregressive integrated moving average (ARIMA) and multiplicative seasonal autoregressive integrated moving average (SARIMA) to predict boron content in the Büyük Menderes catchment. Initially, the Box-Whisker plots and Kendall's tau test are used to identify the trends during the study period. The measurements locations do not show significant overall trend in boron concentrations, though marginal increasing and decreasing trends are observed for certain periods at some locations. ARIMA modeling approach involves the following three steps: model identification, parameter estimation, and diagnostic checking. In the model identification step, considering the autocorrelation function (ACF) and partial autocorrelation function (PACF) results of boron data series, different ARIMA models are identified. The model gives the minimum Akaike information criterion (AIC) is selected as the best-fit model. The parameter estimation step indicates that the estimated model parameters are significantly different from zero. The diagnostic check step is applied to the residuals of the selected ARIMA models and the results indicate that the residuals are independent, normally distributed, and homoscadastic. For the model validation purposes, the predicted results using the best ARIMA models are compared to the observed data. The predicted data show reasonably good agreement with the actual data. The comparison of the mean and variance of 3-year (2002-2004) observed data vs predicted data from the selected best models show that the boron model from ARIMA modeling approaches could be used in a safe manner since the predicted values from these models preserve the basic statistics of observed data in terms of mean. The ARIMA modeling approach is recommended for predicting boron concentration series of a river.

Stochastic Modeling of Empirical Storm Loss in Germany

NASA Astrophysics Data System (ADS)

Prahl, B. F.; Rybski, D.; Kropp, J. P.; Burghoff, O.; Held, H.

2012-04-01

Based on German insurance loss data for residential property we derive storm damage functions that relate daily loss with maximum gust wind speed. Over a wide range of loss, steep power law relationships are found with spatially varying exponents ranging between approximately 8 and 12. Global correlations between parameters and socio-demographic data are employed to reduce the number of local parameters to 3. We apply a Monte Carlo approach to calculate German loss estimates including confidence bounds in daily and annual resolution. Our model reproduces the annual progression of winter storm losses and enables to estimate daily losses over a wide range of magnitude.

Using Stochastic Approximation Techniques to Efficiently Construct Confidence Intervals for Heritability.

PubMed

Schweiger, Regev; Fisher, Eyal; Rahmani, Elior; Shenhav, Liat; Rosset, Saharon; Halperin, Eran

2018-06-22

Estimation of heritability is an important task in genetics. The use of linear mixed models (LMMs) to determine narrow-sense single-nucleotide polymorphism (SNP)-heritability and related quantities has received much recent attention, due of its ability to account for variants with small effect sizes. Typically, heritability estimation under LMMs uses the restricted maximum likelihood (REML) approach. The common way to report the uncertainty in REML estimation uses standard errors (SEs), which rely on asymptotic properties. However, these assumptions are often violated because of the bounded parameter space, statistical dependencies, and limited sample size, leading to biased estimates and inflated or deflated confidence intervals (CIs). In addition, for larger data sets (e.g., tens of thousands of individuals), the construction of SEs itself may require considerable time, as it requires expensive matrix inversions and multiplications. Here, we present FIESTA (Fast confidence IntErvals using STochastic Approximation), a method for constructing accurate CIs. FIESTA is based on parametric bootstrap sampling, and, therefore, avoids unjustified assumptions on the distribution of the heritability estimator. FIESTA uses stochastic approximation techniques, which accelerate the construction of CIs by several orders of magnitude, compared with previous approaches as well as to the analytical approximation used by SEs. FIESTA builds accurate CIs rapidly, for example, requiring only several seconds for data sets of tens of thousands of individuals, making FIESTA a very fast solution to the problem of building accurate CIs for heritability for all data set sizes.

Genetic Algorithm Based Framework for Automation of Stochastic Modeling of Multi-Season Streamflows

NASA Astrophysics Data System (ADS)

Srivastav, R. K.; Srinivasan, K.; Sudheer, K.

2009-05-01

Synthetic streamflow data generation involves the synthesis of likely streamflow patterns that are statistically indistinguishable from the observed streamflow data. The various kinds of stochastic models adopted for multi-season streamflow generation in hydrology are: i) parametric models which hypothesize the form of the periodic dependence structure and the distributional form a priori (examples are PAR, PARMA); disaggregation models that aim to preserve the correlation structure at the periodic level and the aggregated annual level; ii) Nonparametric models (examples are bootstrap/kernel based methods), which characterize the laws of chance, describing the stream flow process, without recourse to prior assumptions as to the form or structure of these laws; (k-nearest neighbor (k-NN), matched block bootstrap (MABB)); non-parametric disaggregation model. iii) Hybrid models which blend both parametric and non-parametric models advantageously to model the streamflows effectively. Despite many of these developments that have taken place in the field of stochastic modeling of streamflows over the last four decades, accurate prediction of the storage and the critical drought characteristics has been posing a persistent challenge to the stochastic modeler. This is partly because, usually, the stochastic streamflow model parameters are estimated by minimizing a statistically based objective function (such as maximum likelihood (MLE) or least squares (LS) estimation) and subsequently the efficacy of the models is being validated based on the accuracy of prediction of the estimates of the water-use characteristics, which requires large number of trial simulations and inspection of many plots and tables. Still accurate prediction of the storage and the critical drought characteristics may not be ensured. In this study a multi-objective optimization framework is proposed to find the optimal hybrid model (blend of a simple parametric model, PAR(1) model and matched block bootstrap (MABB) ) based on the explicit objective functions of minimizing the relative bias and relative root mean square error in estimating the storage capacity of the reservoir. The optimal parameter set of the hybrid model is obtained based on the search over a multi- dimensional parameter space (involving simultaneous exploration of the parametric (PAR(1)) as well as the non-parametric (MABB) components). This is achieved using the efficient evolutionary search based optimization tool namely, non-dominated sorting genetic algorithm - II (NSGA-II). This approach helps in reducing the drudgery involved in the process of manual selection of the hybrid model, in addition to predicting the basic summary statistics dependence structure, marginal distribution and water-use characteristics accurately. The proposed optimization framework is used to model the multi-season streamflows of River Beaver and River Weber of USA. In case of both the rivers, the proposed GA-based hybrid model yields a much better prediction of the storage capacity (where simultaneous exploration of both parametric and non-parametric components is done) when compared with the MLE-based hybrid models (where the hybrid model selection is done in two stages, thus probably resulting in a sub-optimal model). This framework can be further extended to include different linear/non-linear hybrid stochastic models at other temporal and spatial scales as well.

Intercellular Variability in Protein Levels from Stochastic Expression and Noisy Cell Cycle Processes

PubMed Central

Soltani, Mohammad; Vargas-Garcia, Cesar A.; Antunes, Duarte; Singh, Abhyudai

2016-01-01

Inside individual cells, expression of genes is inherently stochastic and manifests as cell-to-cell variability or noise in protein copy numbers. Since proteins half-lives can be comparable to the cell-cycle length, randomness in cell-division times generates additional intercellular variability in protein levels. Moreover, as many mRNA/protein species are expressed at low-copy numbers, errors incurred in partitioning of molecules between two daughter cells are significant. We derive analytical formulas for the total noise in protein levels when the cell-cycle duration follows a general class of probability distributions. Using a novel hybrid approach the total noise is decomposed into components arising from i) stochastic expression; ii) partitioning errors at the time of cell division and iii) random cell-division events. These formulas reveal that random cell-division times not only generate additional extrinsic noise, but also critically affect the mean protein copy numbers and intrinsic noise components. Counter intuitively, in some parameter regimes, noise in protein levels can decrease as cell-division times become more stochastic. Computations are extended to consider genome duplication, where transcription rate is increased at a random point in the cell cycle. We systematically investigate how the timing of genome duplication influences different protein noise components. Intriguingly, results show that noise contribution from stochastic expression is minimized at an optimal genome-duplication time. Our theoretical results motivate new experimental methods for decomposing protein noise levels from synchronized and asynchronized single-cell expression data. Characterizing the contributions of individual noise mechanisms will lead to precise estimates of gene expression parameters and techniques for altering stochasticity to change phenotype of individual cells. PMID:27536771

Generalised filtering and stochastic DCM for fMRI.

PubMed

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

2011-09-15

This paper is about the fitting or inversion of dynamic causal models (DCMs) of fMRI time series. It tries to establish the validity of stochastic DCMs that accommodate random fluctuations in hidden neuronal and physiological states. We compare and contrast deterministic and stochastic DCMs, which do and do not ignore random fluctuations or noise on hidden states. We then compare stochastic DCMs, which do and do not ignore conditional dependence between hidden states and model parameters (generalised filtering and dynamic expectation maximisation, respectively). We first characterise state-noise by comparing the log evidence of models with different a priori assumptions about its amplitude, form and smoothness. Face validity of the inversion scheme is then established using data simulated with and without state-noise to ensure that DCM can identify the parameters and model that generated the data. Finally, we address construct validity using real data from an fMRI study of internet addiction. Our analyses suggest the following. (i) The inversion of stochastic causal models is feasible, given typical fMRI data. (ii) State-noise has nontrivial amplitude and smoothness. (iii) Stochastic DCM has face validity, in the sense that Bayesian model comparison can distinguish between data that have been generated with high and low levels of physiological noise and model inversion provides veridical estimates of effective connectivity. (iv) Relaxing conditional independence assumptions can have greater construct validity, in terms of revealing group differences not disclosed by variational schemes. Finally, we note that the ability to model endogenous or random fluctuations on hidden neuronal (and physiological) states provides a new and possibly more plausible perspective on how regionally specific signals in fMRI are generated. Copyright © 2011. Published by Elsevier Inc.

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.

Stochastic ground-motion simulations for the 2016 Kumamoto, Japan, earthquake

NASA Astrophysics Data System (ADS)

Zhang, Long; Chen, Guangqi; Wu, Yanqiang; Jiang, Han

2016-11-01

On April 15, 2016, Kumamoto, Japan, was struck by a large earthquake sequence, leading to severe casualty and building damage. The stochastic finite-fault method based on a dynamic corner frequency has been applied to perform ground-motion simulations for the 2016 Kumamoto earthquake. There are 53 high-quality KiK-net stations available in the Kyushu region, and we employed records from all stations to determine region-specific source, path and site parameters. The calculated S-wave attenuation for the Kyushu region beneath the volcanic and non-volcanic areas can be expressed in the form of Q s = (85.5 ± 1.5) f 0.68±0.01 and Q s = (120 ± 5) f 0.64±0.05, respectively. The effects of lateral S-wave velocity and attenuation heterogeneities on the ground-motion simulations were investigated. Site amplifications were estimated using the corrected cross-spectral ratios technique. Zero-distance kappa filter was obtained to be the value of 0.0514 ± 0.0055 s, using the spectral decay method. The stress drop of the mainshock based on the USGS slip model was estimated optimally to have a value of 64 bars. Our finite-fault model with optimized parameters was validated through the good agreement of observations and simulations at all stations. The attenuation characteristics of the simulated peak ground accelerations were also successfully captured by the ground-motion prediction equations. Finally, the ground motions at two destructively damaged regions, Kumamoto Castle and Minami Aso village, were simulated. We conclude that the stochastic finite-fault method with well-determined parameters can reproduce the ground-motion characteristics of the 2016 Kumamoto earthquake in both the time and frequency domains. This work is necessary for seismic hazard assessment and mitigation.[Figure not available: see fulltext.

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

NASA Astrophysics Data System (ADS)

Wang, C.; Rubin, Y.

2014-12-01

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

On predicting monitoring system effectiveness

NASA Astrophysics Data System (ADS)

Cappello, Carlo; Sigurdardottir, Dorotea; Glisic, Branko; Zonta, Daniele; Pozzi, Matteo

2015-03-01

While the objective of structural design is to achieve stability with an appropriate level of reliability, the design of systems for structural health monitoring is performed to identify a configuration that enables acquisition of data with an appropriate level of accuracy in order to understand the performance of a structure or its condition state. However, a rational standardized approach for monitoring system design is not fully available. Hence, when engineers design a monitoring system, their approach is often heuristic with performance evaluation based on experience, rather than on quantitative analysis. In this contribution, we propose a probabilistic model for the estimation of monitoring system effectiveness based on information available in prior condition, i.e. before acquiring empirical data. The presented model is developed considering the analogy between structural design and monitoring system design. We assume that the effectiveness can be evaluated based on the prediction of the posterior variance or covariance matrix of the state parameters, which we assume to be defined in a continuous space. Since the empirical measurements are not available in prior condition, the estimation of the posterior variance or covariance matrix is performed considering the measurements as a stochastic variable. Moreover, the model takes into account the effects of nuisance parameters, which are stochastic parameters that affect the observations but cannot be estimated using monitoring data. Finally, we present an application of the proposed model to a real structure. The results show how the model enables engineers to predict whether a sensor configuration satisfies the required performance.

Nonlinear Inference in Partially Observed Physical Systems and Deep Neural Networks

NASA Astrophysics Data System (ADS)

Rozdeba, Paul J.

The problem of model state and parameter estimation is a significant challenge in nonlinear systems. Due to practical considerations of experimental design, it is often the case that physical systems are partially observed, meaning that data is only available for a subset of the degrees of freedom required to fully model the observed system's behaviors and, ultimately, predict future observations. Estimation in this context is highly complicated by the presence of chaos, stochasticity, and measurement noise in dynamical systems. One of the aims of this dissertation is to simultaneously analyze state and parameter estimation in as a regularized inverse problem, where the introduction of a model makes it possible to reverse the forward problem of partial, noisy observation; and as a statistical inference problem using data assimilation to transfer information from measurements to the model states and parameters. Ultimately these two formulations achieve the same goal. Similar aspects that appear in both are highlighted as a means for better understanding the structure of the nonlinear inference problem. An alternative approach to data assimilation that uses model reduction is then examined as a way to eliminate unresolved nonlinear gating variables from neuron models. In this formulation, only measured variables enter into the model, and the resulting errors are themselves modeled by nonlinear stochastic processes with memory. Finally, variational annealing, a data assimilation method previously applied to dynamical systems, is introduced as a potentially useful tool for understanding deep neural network training in machine learning by exploiting similarities between the two problems.

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

NASA Astrophysics Data System (ADS)

Icardi, Matteo; Boccardo, Gianluca; Tempone, Raúl

2016-09-01

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

An Estimation Procedure for the Structural Parameters of the Unified Cognitive/IRT Model.

ERIC Educational Resources Information Center

Jiang, Hai; And Others

L. V. DiBello, W. F. Stout, and L. A. Roussos (1993) have developed a new item response model, the Unified Model, which brings together the discrete, deterministic aspects of cognition favored by cognitive scientists, and the continuous, stochastic aspects of test response behavior that underlie item response theory (IRT). The Unified Model blends…

Hybrid pathwise sensitivity methods for discrete stochastic models of chemical reaction systems.

PubMed

Wolf, Elizabeth Skubak; Anderson, David F

2015-01-21

Stochastic models are often used to help understand the behavior of intracellular biochemical processes. The most common such models are continuous time Markov chains (CTMCs). Parametric sensitivities, which are derivatives of expectations of model output quantities with respect to model parameters, are useful in this setting for a variety of applications. In this paper, we introduce a class of hybrid pathwise differentiation methods for the numerical estimation of parametric sensitivities. The new hybrid methods combine elements from the three main classes of procedures for sensitivity estimation and have a number of desirable qualities. First, the new methods are unbiased for a broad class of problems. Second, the methods are applicable to nearly any physically relevant biochemical CTMC model. Third, and as we demonstrate on several numerical examples, the new methods are quite efficient, particularly if one wishes to estimate the full gradient of parametric sensitivities. The methods are rather intuitive and utilize the multilevel Monte Carlo philosophy of splitting an expectation into separate parts and handling each in an efficient manner.

Gravitational waves: search results, data analysis and parameter estimation: Amaldi 10 Parallel session C2.

PubMed

Astone, Pia; Weinstein, Alan; Agathos, Michalis; Bejger, Michał; Christensen, Nelson; Dent, Thomas; Graff, Philip; Klimenko, Sergey; Mazzolo, Giulio; Nishizawa, Atsushi; Robinet, Florent; Schmidt, Patricia; Smith, Rory; Veitch, John; Wade, Madeline; Aoudia, Sofiane; Bose, Sukanta; Calderon Bustillo, Juan; Canizares, Priscilla; Capano, Colin; Clark, James; Colla, Alberto; Cuoco, Elena; Da Silva Costa, Carlos; Dal Canton, Tito; Evangelista, Edgar; Goetz, Evan; Gupta, Anuradha; Hannam, Mark; Keitel, David; Lackey, Benjamin; Logue, Joshua; Mohapatra, Satyanarayan; Piergiovanni, Francesco; Privitera, Stephen; Prix, Reinhard; Pürrer, Michael; Re, Virginia; Serafinelli, Roberto; Wade, Leslie; Wen, Linqing; Wette, Karl; Whelan, John; Palomba, C; Prodi, G

The Amaldi 10 Parallel Session C2 on gravitational wave (GW) search results, data analysis and parameter estimation included three lively sessions of lectures by 13 presenters, and 34 posters. The talks and posters covered a huge range of material, including results and analysis techniques for ground-based GW detectors, targeting anticipated signals from different astrophysical sources: compact binary inspiral, merger and ringdown; GW bursts from intermediate mass binary black hole mergers, cosmic string cusps, core-collapse supernovae, and other unmodeled sources; continuous waves from spinning neutron stars; and a stochastic GW background. There was considerable emphasis on Bayesian techniques for estimating the parameters of coalescing compact binary systems from the gravitational waveforms extracted from the data from the advanced detector network. This included methods to distinguish deviations of the signals from what is expected in the context of General Relativity.

Gravitational Waves: Search Results, Data Analysis and Parameter Estimation. Amaldi 10 Parallel Session C2

NASA Technical Reports Server (NTRS)

Astone, Pia; Weinstein, Alan; Agathos, Michalis; Bejger, Michal; Christensen, Nelson; Dent, Thomas; Graff, Philip; Klimenko, Sergey; Mazzolo, Giulio; Nishizawa, Atsushi

2015-01-01

The Amaldi 10 Parallel Session C2 on gravitational wave(GW) search results, data analysis and parameter estimation included three lively sessions of lectures by 13 presenters, and 34 posters. The talks and posters covered a huge range of material, including results and analysis techniques for ground-based GW detectors, targeting anticipated signals from different astrophysical sources: compact binary inspiral, merger and ringdown; GW bursts from intermediate mass binary black hole mergers, cosmic string cusps, core-collapse supernovae, and other unmodeled sources; continuous waves from spinning neutron stars; and a stochastic GW background. There was considerable emphasis on Bayesian techniques for estimating the parameters of coalescing compact binary systems from the gravitational waveforms extracted from the data from the advanced detector network. This included methods to distinguish deviations of the signals from what is expected in the context of General Relativity.

Stochastic evaluation of annual micropollutant loads and their uncertainties in separate storm sewers.

PubMed

Hannouche, Ali; Chebbo, Ghassan; Joannis, Claude; Gasperi, Johnny; Gromaire, Marie-Christine; Moilleron, Régis; Barraud, Sylvie; Ruban, Véronique

2017-12-01

This article describes a stochastic method to calculate the annual pollutant loads and its application over several years at the outlet of three catchments drained by separate storm sewers. A stochastic methodology using Monte Carlo simulations is proposed for assessing annual pollutant load, as well as the associated uncertainties, from a few event sampling campaigns and/or continuous turbidity measurements (representative of the total suspended solids concentration (TSS)). Indeed, in the latter case, the proposed method takes into account the correlation between pollutants and TSS. The developed method was applied to data acquired within the French research project "INOGEV" (innovations for a sustainable management of urban water) at the outlet of three urban catchments drained by separate storm sewers. Ten or so event sampling campaigns for a large range of pollutants (46 pollutants and 2 conventional water quality parameters: TSS and total organic carbon (TOC)) are combined with hundreds of rainfall events for which, at least one among three continuously monitored parameters (rainfall intensity, flow rate, and turbidity) is available. Results obtained for the three catchments show that the annual pollutant loads can be estimated with uncertainties ranging from 10 to 60%, and the added value of turbidity monitoring for lowering the uncertainty is demonstrated. A low inter-annual and inter-site variability of pollutant loads, for many of studied pollutants, is observed with respect to the estimated uncertainties, and can be explained mainly by annual precipitation.

A Parallel Stochastic Framework for Reservoir Characterization and History Matching

DOE PAGES

Thomas, Sunil G.; Klie, Hector M.; Rodriguez, Adolfo A.; ...

2011-01-01

The spatial distribution of parameters that characterize the subsurface is never known to any reasonable level of accuracy required to solve the governing PDEs of multiphase flow or species transport through porous media. This paper presents a numerically cheap, yet efficient, accurate and parallel framework to estimate reservoir parameters, for example, medium permeability, using sensor information from measurements of the solution variables such as phase pressures, phase concentrations, fluxes, and seismic and well log data. Numerical results are presented to demonstrate the method.

A hierarchical stress release model for synthetic seismicity

NASA Astrophysics Data System (ADS)

Bebbington, Mark

1997-06-01

We construct a stochastic dynamic model for synthetic seismicity involving stochastic stress input, release, and transfer in an environment of heterogeneous strength and interacting segments. The model is not fault-specific, having a number of adjustable parameters with physical interpretation, namely, stress relaxation, stress transfer, stress dissipation, segment structure, strength, and strength heterogeneity, which affect the seismicity in various ways. Local parameters are chosen to be consistent with large historical events, other parameters to reproduce bulk seismicity statistics for the fault as a whole. The one-dimensional fault is divided into a number of segments, each comprising a varying number of nodes. Stress input occurs at each node in a simple random process, representing the slow buildup due to tectonic plate movements. Events are initiated, subject to a stochastic hazard function, when the stress on a node exceeds the local strength. An event begins with the transfer of excess stress to neighboring nodes, which may in turn transfer their excess stress to the next neighbor. If the event grows to include the entire segment, then most of the stress on the segment is transferred to neighboring segments (or dissipated) in a characteristic event. These large events may themselves spread to other segments. We use the Middle America Trench to demonstrate that this model, using simple stochastic stress input and triggering mechanisms, can produce behavior consistent with the historical record over five units of magnitude. We also investigate the effects of perturbing various parameters in order to show how the model might be tailored to a specific fault structure. The strength of the model lies in this ability to reproduce the behavior of a general linear fault system through the choice of a relatively small number of parameters. It remains to develop a procedure for estimating the internal state of the model from the historical observations in order to use the model for forward prediction.

The influence of Stochastic perturbation of Geotechnical media On Electromagnetic tomography

NASA Astrophysics Data System (ADS)

Song, Lei; Yang, Weihao; Huangsonglei, Jiahui; Li, HaiPeng

2015-04-01

Electromagnetic tomography (CT) are commonly utilized in Civil engineering to detect the structure defects or geological anomalies. CT are generally recognized as a high precision geophysical method and the accuracy of CT are expected to be several centimeters and even to be several millimeters. Then, high frequency antenna with short wavelength are utilized commonly in Civil Engineering. As to the geotechnical media, stochastic perturbation of the EM parameters are inevitably exist in geological scales, in structure scales and in local scales, et al. In those cases, the geometric dimensionings of the target body, the EM wavelength and the accuracy expected might be of the same order. When the high frequency EM wave propagated in the stochastic geotechnical media, the GPR signal would be reflected not only from the target bodies but also from the stochastic perturbation of the background media. To detect the karst caves in dissolution fracture rock, one need to assess the influence of the stochastic distributed dissolution holes and fractures; to detect the void in a concrete structure, one should master the influence of the stochastic distributed stones, et al. In this paper, on the base of stochastic media discrete realizations, the authors try to evaluate quantificationally the influence of the stochastic perturbation of Geotechnical media by Radon/Iradon Transfer through full-combined Monte Carlo numerical simulation. It is found the stochastic noise is related with transfer angle, perturbing strength, angle interval, autocorrelation length, et al. And the quantitative formula of the accuracy of the electromagnetic tomography is also established, which could help on the precision estimation of GPR tomography in stochastic perturbation Geotechnical media. Key words: Stochastic Geotechnical Media; Electromagnetic Tomography; Radon/Iradon Transfer.

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

DOE PAGES

Moon, Jae; Manuel, Lance; Churchfield, Matthew; ...

2017-12-28

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Toward Development of a Stochastic Wake Model: Validation Using LES and Turbine Loads

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

Moon, Jae; Manuel, Lance; Churchfield, Matthew

Wind turbines within an array do not experience free-stream undisturbed flow fields. Rather, the flow fields on internal turbines are influenced by wakes generated by upwind unit and exhibit different dynamic characteristics relative to the free stream. The International Electrotechnical Commission (IEC) standard 61400-1 for the design of wind turbines only considers a deterministic wake model for the design of a wind plant. This study is focused on the development of a stochastic model for waked wind fields. First, high-fidelity physics-based waked wind velocity fields are generated using Large-Eddy Simulation (LES). Stochastic characteristics of these LES waked wind velocity field,more » including mean and turbulence components, are analyzed. Wake-related mean and turbulence field-related parameters are then estimated for use with a stochastic model, using Multivariate Multiple Linear Regression (MMLR) with the LES data. To validate the simulated wind fields based on the stochastic model, wind turbine tower and blade loads are generated using aeroelastic simulation for utility-scale wind turbine models and compared with those based directly on the LES inflow. The study's overall objective is to offer efficient and validated stochastic approaches that are computationally tractable for assessing the performance and loads of turbines operating in wakes.« less

Stochastic 3D modeling of Ostwald ripening at ultra-high volume fractions of the coarsening phase

NASA Astrophysics Data System (ADS)

Spettl, A.; Wimmer, R.; Werz, T.; Heinze, M.; Odenbach, S.; Krill, C. E., III; Schmidt, V.

2015-09-01

We present a (dynamic) stochastic simulation model for 3D grain morphologies undergoing a grain coarsening phenomenon known as Ostwald ripening. For low volume fractions of the coarsening phase, the classical LSW theory predicts a power-law evolution of the mean particle size and convergence toward self-similarity of the particle size distribution; experiments suggest that this behavior holds also for high volume fractions. In the present work, we have analyzed 3D images that were recorded in situ over time in semisolid Al-Cu alloys manifesting ultra-high volume fractions of the coarsening (solid) phase. Using this information we developed a stochastic simulation model for the 3D morphology of the coarsening grains at arbitrary time steps. Our stochastic model is based on random Laguerre tessellations and is by definition self-similar—i.e. it depends only on the mean particle diameter, which in turn can be estimated at each point in time. For a given mean diameter, the stochastic model requires only three additional scalar parameters, which influence the distribution of particle sizes and their shapes. An evaluation shows that even with this minimal information the stochastic model yields an excellent representation of the statistical properties of the experimental data.

Real-time forecasting of an epidemic using a discrete time stochastic model: a case study of pandemic influenza (H1N1-2009).

PubMed

Nishiura, Hiroshi

2011-02-16

Real-time forecasting of epidemics, especially those based on a likelihood-based approach, is understudied. This study aimed to develop a simple method that can be used for the real-time epidemic forecasting. A discrete time stochastic model, accounting for demographic stochasticity and conditional measurement, was developed and applied as a case study to the weekly incidence of pandemic influenza (H1N1-2009) in Japan. By imposing a branching process approximation and by assuming the linear growth of cases within each reporting interval, the epidemic curve is predicted using only two parameters. The uncertainty bounds of the forecasts are computed using chains of conditional offspring distributions. The quality of the forecasts made before the epidemic peak appears largely to depend on obtaining valid parameter estimates. The forecasts of both weekly incidence and final epidemic size greatly improved at and after the epidemic peak with all the observed data points falling within the uncertainty bounds. Real-time forecasting using the discrete time stochastic model with its simple computation of the uncertainty bounds was successful. Because of the simplistic model structure, the proposed model has the potential to additionally account for various types of heterogeneity, time-dependent transmission dynamics and epidemiological details. The impact of such complexities on forecasting should be explored when the data become available as part of the disease surveillance.

Reconstruction of neuronal input through modeling single-neuron dynamics and computations

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

Qin, Qing; Wang, Jiang; Yu, Haitao

Mathematical models provide a mathematical description of neuron activity, which can better understand and quantify neural computations and corresponding biophysical mechanisms evoked by stimulus. In this paper, based on the output spike train evoked by the acupuncture mechanical stimulus, we present two different levels of models to describe the input-output system to achieve the reconstruction of neuronal input. The reconstruction process is divided into two steps: First, considering the neuronal spiking event as a Gamma stochastic process. The scale parameter and the shape parameter of Gamma process are, respectively, defined as two spiking characteristics, which are estimated by a state-spacemore » method. Then, leaky integrate-and-fire (LIF) model is used to mimic the response system and the estimated spiking characteristics are transformed into two temporal input parameters of LIF model, through two conversion formulas. We test this reconstruction method by three different groups of simulation data. All three groups of estimates reconstruct input parameters with fairly high accuracy. We then use this reconstruction method to estimate the non-measurable acupuncture input parameters. Results show that under three different frequencies of acupuncture stimulus conditions, estimated input parameters have an obvious difference. The higher the frequency of the acupuncture stimulus is, the higher the accuracy of reconstruction is.« less

Reconstruction of neuronal input through modeling single-neuron dynamics and computations

NASA Astrophysics Data System (ADS)

Qin, Qing; Wang, Jiang; Yu, Haitao; Deng, Bin; Chan, Wai-lok

2016-06-01

Mathematical models provide a mathematical description of neuron activity, which can better understand and quantify neural computations and corresponding biophysical mechanisms evoked by stimulus. In this paper, based on the output spike train evoked by the acupuncture mechanical stimulus, we present two different levels of models to describe the input-output system to achieve the reconstruction of neuronal input. The reconstruction process is divided into two steps: First, considering the neuronal spiking event as a Gamma stochastic process. The scale parameter and the shape parameter of Gamma process are, respectively, defined as two spiking characteristics, which are estimated by a state-space method. Then, leaky integrate-and-fire (LIF) model is used to mimic the response system and the estimated spiking characteristics are transformed into two temporal input parameters of LIF model, through two conversion formulas. We test this reconstruction method by three different groups of simulation data. All three groups of estimates reconstruct input parameters with fairly high accuracy. We then use this reconstruction method to estimate the non-measurable acupuncture input parameters. Results show that under three different frequencies of acupuncture stimulus conditions, estimated input parameters have an obvious difference. The higher the frequency of the acupuncture stimulus is, the higher the accuracy of reconstruction is.

A Monte Carlo simulation based inverse propagation method for stochastic model updating

NASA Astrophysics Data System (ADS)

Bao, Nuo; Wang, Chunjie

2015-08-01

This paper presents an efficient stochastic model updating method based on statistical theory. Significant parameters have been selected implementing the F-test evaluation and design of experiments, and then the incomplete fourth-order polynomial response surface model (RSM) has been developed. Exploiting of the RSM combined with Monte Carlo simulation (MCS), reduces the calculation amount and the rapid random sampling becomes possible. The inverse uncertainty propagation is given by the equally weighted sum of mean and covariance matrix objective functions. The mean and covariance of parameters are estimated synchronously by minimizing the weighted objective function through hybrid of particle-swarm and Nelder-Mead simplex optimization method, thus the better correlation between simulation and test is achieved. Numerical examples of a three degree-of-freedom mass-spring system under different conditions and GARTEUR assembly structure validated the feasibility and effectiveness of the proposed method.

Modern control concepts in hydrology

NASA Technical Reports Server (NTRS)

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

1974-01-01

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

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

A Gompertzian model with random effects to cervical cancer growth

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

Mazlan, Mazma Syahidatul Ayuni; Rosli, Norhayati

2015-05-15

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

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

Tuo, Rui; Wu, C. F. Jeff

Many computer models contain unknown parameters which need to be estimated using physical observations. Furthermore, the calibration method based on Gaussian process models may lead to unreasonable estimate for imperfect computer models. In this work, we extend their study to calibration problems with stochastic physical data. We propose a novel method, called the L 2 calibration, and show its semiparametric efficiency. The conventional method of the ordinary least squares is also studied. Theoretical analysis shows that it is consistent but not efficient. Here, numerical examples show that the proposed method outperforms the existing ones.

Evaluating Kuala Lumpur stock exchange oriented bank performance with stochastic frontiers

NASA Astrophysics Data System (ADS)

Baten, M. A.; Maznah, M. K.; Razamin, R.; Jastini, M. J.

2014-12-01

Banks play an essential role in the economic development and banks need to be efficient; otherwise, they may create blockage in the process of development in any country. The efficiency of banks in Malaysia is important and should receive greater attention. This study formulated an appropriate stochastic frontier model to investigate the efficiency of banks which are traded on Kuala Lumpur Stock Exchange (KLSE) market during the period 2005-2009. All data were analyzed to obtain the maximum likelihood method to estimate the parameters of stochastic production. Unlike the earlier studies which use balance sheet and income statements data, this study used market data as the input and output variables. It was observed that banks listed in KLSE exhibited a commendable overall efficiency level of 96.2% during 2005-2009 hence suggesting minimal input waste of 3.8%. Among the banks, the COMS (Cimb Group Holdings) bank is found to be highly efficient with a score of 0.9715 and BIMB (Bimb Holdings) bank is noted to have the lowest efficiency with a score of 0.9582. The results also show that Cobb-Douglas stochastic frontier model with truncated normal distributional assumption is preferable than Translog stochastic frontier model.

Period Estimation for Sparsely-sampled Quasi-periodic Light Curves Applied to Miras

NASA Astrophysics Data System (ADS)

He, Shiyuan; Yuan, Wenlong; Huang, Jianhua Z.; Long, James; Macri, Lucas M.

2016-12-01

We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequency parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period-luminosity relations.

Evaluation of Stochastic Rainfall Models in Capturing Climate Variability for Future Drought and Flood Risk Assessment

NASA Astrophysics Data System (ADS)

Chowdhury, A. F. M. K.; Lockart, N.; Willgoose, G. R.; Kuczera, G. A.; Kiem, A.; Nadeeka, P. M.

2016-12-01

One of the key objectives of stochastic rainfall modelling is to capture the full variability of climate system for future drought and flood risk assessment. However, it is not clear how well these models can capture the future climate variability when they are calibrated to Global/Regional Climate Model data (GCM/RCM) as these datasets are usually available for very short future period/s (e.g. 20 years). This study has assessed the ability of two stochastic daily rainfall models to capture climate variability by calibrating them to a dynamically downscaled RCM dataset in an east Australian catchment for 1990-2010, 2020-2040, and 2060-2080 epochs. The two stochastic models are: (1) a hierarchical Markov Chain (MC) model, which we developed in a previous study and (2) a semi-parametric MC model developed by Mehrotra and Sharma (2007). Our hierarchical model uses stochastic parameters of MC and Gamma distribution, while the semi-parametric model uses a modified MC process with memory of past periods and kernel density estimation. This study has generated multiple realizations of rainfall series by using parameters of each model calibrated to the RCM dataset for each epoch. The generated rainfall series are used to generate synthetic streamflow by using a SimHyd hydrology model. Assessing the synthetic rainfall and streamflow series, this study has found that both stochastic models can incorporate a range of variability in rainfall as well as streamflow generation for both current and future periods. However, the hierarchical model tends to overestimate the multiyear variability of wet spell lengths (therefore, is less likely to simulate long periods of drought and flood), while the semi-parametric model tends to overestimate the mean annual rainfall depths and streamflow volumes (hence, simulated droughts are likely to be less severe). Sensitivity of these limitations of both stochastic models in terms of future drought and flood risk assessment will be discussed.

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

USGS Publications Warehouse

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

1985-01-01

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

Resilient filtering for time-varying stochastic coupling networks under the event-triggering scheduling

NASA Astrophysics Data System (ADS)

Wang, Fan; Liang, Jinling; Dobaie, Abdullah M.

2018-07-01

The resilient filtering problem is considered for a class of time-varying networks with stochastic coupling strengths. An event-triggered strategy is adopted to save the network resources by scheduling the signal transmission from the sensors to the filters based on certain prescribed rules. Moreover, the filter parameters to be designed are subject to gain perturbations. The primary aim of the addressed problem is to determine a resilient filter that ensures an acceptable filtering performance for the considered network with event-triggering scheduling. To handle such an issue, an upper bound on the estimation error variance is established for each node according to the stochastic analysis. Subsequently, the resilient filter is designed by locally minimizing the derived upper bound at each iteration. Moreover, rigorous analysis shows the monotonicity of the minimal upper bound regarding the triggering threshold. Finally, a simulation example is presented to show effectiveness of the established filter scheme.

Stochastic modeling of total suspended solids (TSS) in urban areas during rain events.

PubMed

Rossi, Luca; Krejci, Vladimir; Rauch, Wolfgang; Kreikenbaum, Simon; Fankhauser, Rolf; Gujer, Willi

2005-10-01

The load of total suspended solids (TSS) is one of the most important parameters for evaluating wet-weather pollution in urban sanitation systems. In fact, pollutants such as heavy metals, polycyclic aromatic hydrocarbons (PAHs), phosphorous and organic compounds are adsorbed onto these particles so that a high TSS load indicates the potential impact on the receiving waters. In this paper, a stochastic model is proposed to estimate the TSS load and its dynamics during rain events. Information on the various simulated processes was extracted from different studies of TSS in urban areas. The model thus predicts the probability of TSS loads arising from combined sewer overflows (CSOs) in combined sewer systems as well as from stormwater in separate sewer systems in addition to the amount of TSS retained in treatment devices in both sewer systems. The results of this TSS model illustrate the potential of the stochastic modeling approach for assessing environmental problems.

Delay-distribution-dependent H∞ state estimation for delayed neural networks with (x,v)-dependent noises and fading channels.

PubMed

Sheng, Li; Wang, Zidong; Tian, Engang; Alsaadi, Fuad E

2016-12-01

This paper deals with the H ∞ state estimation problem for a class of discrete-time neural networks with stochastic delays subject to state- and disturbance-dependent noises (also called (x,v)-dependent noises) and fading channels. The time-varying stochastic delay takes values on certain intervals with known probability distributions. The system measurement is transmitted through fading channels described by the Rice fading model. The aim of the addressed problem is to design a state estimator such that the estimation performance is guaranteed in the mean-square sense against admissible stochastic time-delays, stochastic noises as well as stochastic fading signals. By employing the stochastic analysis approach combined with the Kronecker product, several delay-distribution-dependent conditions are derived to ensure that the error dynamics of the neuron states is stochastically stable with prescribed H ∞ performance. Finally, a numerical example is provided to illustrate the effectiveness of the obtained results. Copyright © 2016 Elsevier Ltd. All rights reserved.

Stochastic control system parameter identifiability

NASA Technical Reports Server (NTRS)

Lee, C. H.; Herget, C. J.

1975-01-01

The parameter identification problem of general discrete time, nonlinear, multiple input/multiple output dynamic systems with Gaussian white distributed measurement errors is considered. The knowledge of the system parameterization was assumed to be known. Concepts of local parameter identifiability and local constrained maximum likelihood parameter identifiability were established. A set of sufficient conditions for the existence of a region of parameter identifiability was derived. A computation procedure employing interval arithmetic was provided for finding the regions of parameter identifiability. If the vector of the true parameters is locally constrained maximum likelihood (CML) identifiable, then with probability one, the vector of true parameters is a unique maximal point of the maximum likelihood function in the region of parameter identifiability and the constrained maximum likelihood estimation sequence will converge to the vector of true parameters.

Stochastic nonlinear mixed effects: a metformin case study.

PubMed

Matzuka, Brett; Chittenden, Jason; Monteleone, Jonathan; Tran, Hien

2016-02-01

In nonlinear mixed effect (NLME) modeling, the intra-individual variability is a collection of errors due to assay sensitivity, dosing, sampling, as well as model misspecification. Utilizing stochastic differential equations (SDE) within the NLME framework allows the decoupling of the measurement errors from the model misspecification. This leads the SDE approach to be a novel tool for model refinement. Using Metformin clinical pharmacokinetic (PK) data, the process of model development through the use of SDEs in population PK modeling was done to study the dynamics of absorption rate. A base model was constructed and then refined by using the system noise terms of the SDEs to track model parameters and model misspecification. This provides the unique advantage of making no underlying assumptions about the structural model for the absorption process while quantifying insufficiencies in the current model. This article focuses on implementing the extended Kalman filter and unscented Kalman filter in an NLME framework for parameter estimation and model development, comparing the methodologies, and illustrating their challenges and utility. The Kalman filter algorithms were successfully implemented in NLME models using MATLAB with run time differences between the ODE and SDE methods comparable to the differences found by Kakhi for their stochastic deconvolution.

Parameter-induced stochastic resonance with a periodic signal

NASA Astrophysics Data System (ADS)

Li, Jian-Long; Xu, Bo-Hou

2006-12-01

In this paper conventional stochastic resonance (CSR) is realized by adding the noise intensity. This demonstrates that tuning the system parameters with fixed noise can make the noise play a constructive role and realize parameter-induced stochastic resonance (PSR). PSR can be interpreted as changing the intrinsic characteristic of the dynamical system to yield the cooperative effect between the stochastic-subjected nonlinear system and the external periodic force. This can be realized at any noise intensity, which greatly differs from CSR that is realized under the condition of the initial noise intensity not greater than the resonance level. Moreover, it is proved that PSR is different from the optimization of system parameters.

Climatology of Station Storm Rainfall in the Continental United States: Parameters of the Bartlett-Lewis and Poisson Rectangular Pulses Models

NASA Technical Reports Server (NTRS)

Hawk, Kelly Lynn; Eagleson, Peter S.

1992-01-01

The parameters of two stochastic models of point rainfall, the Bartlett-Lewis model and the Poisson rectangular pulses model, are estimated for each month of the year from the historical records of hourly precipitation at more than seventy first-order stations in the continental United States. The parameters are presented both in tabular form and as isopleths on maps. The Poisson rectangular pulses parameters are useful in implementing models of the land surface water balance. The Bartlett-Lewis parameters are useful in disaggregating precipitation to a time period shorter than that of existing observations. Information is also included on a floppy disk.

A seasonal Bartlett-Lewis Rectangular Pulse model

NASA Astrophysics Data System (ADS)

Ritschel, Christoph; Agbéko Kpogo-Nuwoklo, Komlan; Rust, Henning; Ulbrich, Uwe; Névir, Peter

2016-04-01

Precipitation time series with a high temporal resolution are needed as input for several hydrological applications, e.g. river runoff or sewer system models. As adequate observational data sets are often not available, simulated precipitation series come to use. Poisson-cluster models are commonly applied to generate these series. It has been shown that this class of stochastic precipitation models is able to well reproduce important characteristics of observed rainfall. For the gauge based case study presented here, the Bartlett-Lewis rectangular pulse model (BLRPM) has been chosen. As it has been shown that certain model parameters vary with season in a midlatitude moderate climate due to different rainfall mechanisms dominating in winter and summer, model parameters are typically estimated separately for individual seasons or individual months. Here, we suggest a simultaneous parameter estimation for the whole year under the assumption that seasonal variation of parameters can be described with harmonic functions. We use an observational precipitation series from Berlin with a high temporal resolution to exemplify the approach. We estimate BLRPM parameters with and without this seasonal extention and compare the results in terms of model performance and robustness of the estimation.

Examination of global correlations in ground deformation for terrestrial reference frame estimation

NASA Astrophysics Data System (ADS)

Chin, T. M.; Abbondanza, C.; Argus, D. F.; Gross, R. S.; Heflin, M. B.; Parker, J. W.; Wu, X.

2016-12-01

The KALman filter for REFerence frames (KALREF, Wu et al. 2015) has been developed to produce terrestrial reference frame (TRF) solutions. TRFs consist of precise position coordinates and velocity vectors of terrestrial reference sites (with the geocenter as the origin) along with the Earth orientation parameters, and they are produced by combining decades worth of space geodetic data using site tie data. To perform the combination, KALREF relies on stochastic models of the geophysical processes that are causing the Earth's surface to deform and reference sites to be displaced. We are investigating application of the GRACE data to improve the KALREF stochastic models by determining spatial statistics of the deformation of the Earth's surface caused by mass loading. A potential target of improvement is the non-uniform distribution of the geodetic observation sites, which can introduce bias in TRF estimates of the geocenter. The global and relatively uniform coverage of the GRACE measurements is expected to be free of such bias and allow us to improve physical realism of the stochastic model. For such a goal, we examine the spatial correlations in ground deformation derived from several GRACE data sets.[Wu et al. 2015: Journal of Geophysical Research (Solid Earth) 120:3775-3802

Development and validation of a generic finite element vehicle buck model for the analysis of driver rib fractures in real life nearside oblique frontal crashes.

PubMed

Iraeus, Johan; Lindquist, Mats

2016-10-01

Frontal crashes still account for approximately half of all fatalities in passenger cars, despite several decades of crash-related research. For serious injuries in this crash mode, several authors have listed the thorax as the most important. Computer simulation provides an effective tool to study crashes and evaluate injury mechanisms, and using stochastic input data, whole populations of crashes can be studied. The aim of this study was to develop a generic buck model and to validate this model on a population of real-life frontal crashes in terms of the risk of rib fracture. The study was conducted in four phases. In the first phase, real-life validation data were derived by analyzing NASS/CDS data to find the relationship between injury risk and crash parameters. In addition, available statistical distributions for the parameters were collected. In the second phase, a generic parameterized finite element (FE) model of a vehicle interior was developed based on laser scans from the A2MAC1 database. In the third phase, model parameters that could not be found in the literature were estimated using reverse engineering based on NCAP tests. Finally, in the fourth phase, the stochastic FE model was used to simulate a population of real-life crashes, and the result was compared to the validation data from phase one. The stochastic FE simulation model overestimates the risk of rib fracture, more for young occupants and less for senior occupants. However, if the effect of underestimation of rib fractures in the NASS/CDS material is accounted for using statistical simulations, the risk of rib fracture based on the stochastic FE model matches the risk based on the NASS/CDS data for senior occupants. The current version of the stochastic model can be used to evaluate new safety measures using a population of frontal crashes for senior occupants. Copyright © 2016 Elsevier Ltd. All rights reserved.

Influence of scanning parameters on the estimation accuracy of control points of B-spline surfaces

NASA Astrophysics Data System (ADS)

Aichinger, Julia; Schwieger, Volker

2018-04-01

This contribution deals with the influence of scanning parameters like scanning distance, incidence angle, surface quality and sampling width on the average estimated standard deviations of the position of control points from B-spline surfaces which are used to model surfaces from terrestrial laser scanning data. The influence of the scanning parameters is analyzed by the Monte Carlo based variance analysis. The samples were generated for non-correlated and correlated data, leading to the samples generated by Latin hypercube and replicated Latin hypercube sampling algorithms. Finally, the investigations show that the most influential scanning parameter is the distance from the laser scanner to the object. The angle of incidence shows a significant effect for distances of 50 m and longer, while the surface quality contributes only negligible effects. The sampling width has no influence. Optimal scanning parameters can be found in the smallest possible object distance at an angle of incidence close to 0° in the highest surface quality. The consideration of correlations improves the estimation accuracy and underlines the importance of complete stochastic models for TLS measurements.

A theory of fine structure image models with an application to detection and classification of dementia

PubMed Central

Penn, Richard; Werner, Michael; Thomas, Justin

2015-01-01

Background Estimation of stochastic process models from data is a common application of time series analysis methods. Such system identification processes are often cast as hypothesis testing exercises whose intent is to estimate model parameters and test them for statistical significance. Ordinary least squares (OLS) regression and the Levenberg-Marquardt algorithm (LMA) have proven invaluable computational tools for models being described by non-homogeneous, linear, stationary, ordinary differential equations. Methods In this paper we extend stochastic model identification to linear, stationary, partial differential equations in two independent variables (2D) and show that OLS and LMA apply equally well to these systems. The method employs an original nonparametric statistic as a test for the significance of estimated parameters. Results We show gray scale and color images are special cases of 2D systems satisfying a particular autoregressive partial difference equation which estimates an analogous partial differential equation. Several applications to medical image modeling and classification illustrate the method by correctly classifying demented and normal OLS models of axial magnetic resonance brain scans according to subject Mini Mental State Exam (MMSE) scores. Comparison with 13 image classifiers from the literature indicates our classifier is at least 14 times faster than any of them and has a classification accuracy better than all but one. Conclusions Our modeling method applies to any linear, stationary, partial differential equation and the method is readily extended to 3D whole-organ systems. Further, in addition to being a robust image classifier, estimated image models offer insights into which parameters carry the most diagnostic image information and thereby suggest finer divisions could be made within a class. Image models can be estimated in milliseconds which translate to whole-organ models in seconds; such runtimes could make real-time medicine and surgery modeling possible. PMID:26029638

Analysis of randomly time varying systems by gaussian closure technique

NASA Astrophysics Data System (ADS)

Dash, P. K.; Iyengar, R. N.

1982-07-01

The Gaussian probability closure technique is applied to study the random response of multidegree of freedom stochastically time varying systems under non-Gaussian excitations. Under the assumption that the response, the coefficient and the excitation processes are jointly Gaussian, deterministic equations are derived for the first two response moments. It is further shown that this technique leads to the best Gaussian estimate in a minimum mean square error sense. An example problem is solved which demonstrates the capability of this technique for handling non-linearity, stochastic system parameters and amplitude limited responses in a unified manner. Numerical results obtained through the Gaussian closure technique compare well with the exact solutions.

Fixed points and limit cycles in the population dynamics of lysogenic viruses and their hosts

NASA Astrophysics Data System (ADS)

Wang, Zhenyu; Goldenfeld, Nigel

2010-07-01

Starting with stochastic rate equations for the fundamental interactions between microbes and their viruses, we derive a mean-field theory for the population dynamics of microbe-virus systems, including the effects of lysogeny. In the absence of lysogeny, our model is a generalization of that proposed phenomenologically by Weitz and Dushoff. In the presence of lysogeny, we analyze the possible states of the system, identifying a limit cycle, which we interpret physically. To test the robustness of our mean-field calculations to demographic fluctuations, we have compared our results with stochastic simulations using the Gillespie algorithm. Finally, we estimate the range of parameters that delineate the various steady states of our model.

Identifying Bearing Rotodynamic Coefficients Using an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Miller, Brad A.; Howard, Samuel A.

2008-01-01

An Extended Kalman Filter is developed to estimate the linearized direct and indirect stiffness and damping force coefficients for bearings in rotor dynamic applications from noisy measurements of the shaft displacement in response to imbalance and impact excitation. The bearing properties are modeled as stochastic random variables using a Gauss-Markov model. Noise terms are introduced into the system model to account for all of the estimation error, including modeling errors and uncertainties and the propagation of measurement errors into the parameter estimates. The system model contains two user-defined parameters that can be tuned to improve the filter's performance; these parameters correspond to the covariance of the system and measurement noise variables. The filter is also strongly influenced by the initial values of the states and the error covariance matrix. The filter is demonstrated using numerically simulated data for a rotor bearing system with two identical bearings, which reduces the number of unknown linear dynamic coefficients to eight. The filter estimates for the direct damping coefficients and all four stiffness coefficients correlated well with actual values, whereas the estimates for the cross-coupled damping coefficients were the least accurate.

An estimator for the relative entropy rate of path measures for stochastic differential equations

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

Opper, Manfred, E-mail: manfred.opper@tu-berlin.de

2017-02-01

We address the problem of estimating the relative entropy rate (RER) for two stochastic processes described by stochastic differential equations. For the case where the drift of one process is known analytically, but one has only observations from the second process, we use a variational bound on the RER to construct an estimator.

Adaptive estimation of the log fluctuating conductivity from tracer data at the Cape Cod Site

USGS Publications Warehouse

Deng, F.W.; Cushman, J.H.; Delleur, J.W.

1993-01-01

An adaptive estimation scheme is used to obtain the integral scale and variance of the log-fluctuating conductivity at the Cape Cod site based on the fast Fourier transform/stochastic model of Deng et al. (1993) and a Kalmanlike filter. The filter incorporates prior estimates of the unknown parameters with tracer moment data to adaptively obtain improved estimates as the tracer evolves. The results show that significant improvement in the prior estimates of the conductivity can lead to substantial improvement in the ability to predict plume movement. The structure of the covariance function of the log-fluctuating conductivity can be identified from the robustness of the estimation. Both the longitudinal and transverse spatial moment data are important to the estimation.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Optimal Estimation of Clock Values and Trends from Finite Data

NASA Technical Reports Server (NTRS)

Greenhall, Charles

2005-01-01

We show how to solve two problems of optimal linear estimation from a finite set of phase data. Clock noise is modeled as a stochastic process with stationary dth increments. The covariance properties of such a process are contained in the generalized autocovariance function (GACV). We set up two principles for optimal estimation: with the help of the GACV, these principles lead to a set of linear equations for the regression coefficients and some auxiliary parameters. The mean square errors of the estimators are easily calculated. The method can be used to check the results of other methods and to find good suboptimal estimators based on a small subset of the available data.

Estimation and Analysis of Nonlinear Stochastic Systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Marcus, S. I.

1975-01-01

The algebraic and geometric structures of certain classes of nonlinear stochastic systems were exploited in order to obtain useful stability and estimation results. The class of bilinear stochastic systems (or linear systems with multiplicative noise) was discussed. The stochastic stability of bilinear systems driven by colored noise was considered. Approximate methods for obtaining sufficient conditions for the stochastic stability of bilinear systems evolving on general Lie groups were discussed. Two classes of estimation problems involving bilinear systems were considered. It was proved that, for systems described by certain types of Volterra series expansions or by certain bilinear equations evolving on nilpotent or solvable Lie groups, the optimal conditional mean estimator consists of a finite dimensional nonlinear set of equations. The theory of harmonic analysis was used to derive suboptimal estimators for bilinear systems driven by white noise which evolve on compact Lie groups or homogeneous spaces.

H∞ state estimation for discrete-time memristive recurrent neural networks with stochastic time-delays

NASA Astrophysics Data System (ADS)

Liu, Hongjian; Wang, Zidong; Shen, Bo; Alsaadi, Fuad E.

2016-07-01

This paper deals with the robust H∞ state estimation problem for a class of memristive recurrent neural networks with stochastic time-delays. The stochastic time-delays under consideration are governed by a Bernoulli-distributed stochastic sequence. The purpose of the addressed problem is to design the robust state estimator such that the dynamics of the estimation error is exponentially stable in the mean square, and the prescribed ? performance constraint is met. By utilizing the difference inclusion theory and choosing a proper Lyapunov-Krasovskii functional, the existence condition of the desired estimator is derived. Based on it, the explicit expression of the estimator gain is given in terms of the solution to a linear matrix inequality. Finally, a numerical example is employed to demonstrate the effectiveness and applicability of the proposed estimation approach.

A well-posed and stable stochastic Galerkin formulation of the incompressible Navier–Stokes equations with random data

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

Pettersson, Per, E-mail: per.pettersson@uib.no; Nordström, Jan, E-mail: jan.nordstrom@liu.se; Doostan, Alireza, E-mail: alireza.doostan@colorado.edu

2016-02-01

We present a well-posed stochastic Galerkin formulation of the incompressible Navier–Stokes equations with uncertainty in model parameters or the initial and boundary conditions. The stochastic Galerkin method involves representation of the solution through generalized polynomial chaos expansion and projection of the governing equations onto stochastic basis functions, resulting in an extended system of equations. A relatively low-order generalized polynomial chaos expansion is sufficient to capture the stochastic solution for the problem considered. We derive boundary conditions for the continuous form of the stochastic Galerkin formulation of the velocity and pressure equations. The resulting problem formulation leads to an energy estimatemore » for the divergence. With suitable boundary data on the pressure and velocity, the energy estimate implies zero divergence of the velocity field. Based on the analysis of the continuous equations, we present a semi-discretized system where the spatial derivatives are approximated using finite difference operators with a summation-by-parts property. With a suitable choice of dissipative boundary conditions imposed weakly through penalty terms, the semi-discrete scheme is shown to be stable. Numerical experiments in the laminar flow regime corroborate the theoretical results and we obtain high-order accurate results for the solution variables and the velocity divergence converges to zero as the mesh is refined.« less

CERENA: ChEmical REaction Network Analyzer--A Toolbox for the Simulation and Analysis of Stochastic Chemical Kinetics.

PubMed

Kazeroonian, Atefeh; Fröhlich, Fabian; Raue, Andreas; Theis, Fabian J; Hasenauer, Jan

2016-01-01

Gene expression, signal transduction and many other cellular processes are subject to stochastic fluctuations. The analysis of these stochastic chemical kinetics is important for understanding cell-to-cell variability and its functional implications, but it is also challenging. A multitude of exact and approximate descriptions of stochastic chemical kinetics have been developed, however, tools to automatically generate the descriptions and compare their accuracy and computational efficiency are missing. In this manuscript we introduced CERENA, a toolbox for the analysis of stochastic chemical kinetics using Approximations of the Chemical Master Equation solution statistics. CERENA implements stochastic simulation algorithms and the finite state projection for microscopic descriptions of processes, the system size expansion and moment equations for meso- and macroscopic descriptions, as well as the novel conditional moment equations for a hybrid description. This unique collection of descriptions in a single toolbox facilitates the selection of appropriate modeling approaches. Unlike other software packages, the implementation of CERENA is completely general and allows, e.g., for time-dependent propensities and non-mass action kinetics. By providing SBML import, symbolic model generation and simulation using MEX-files, CERENA is user-friendly and computationally efficient. The availability of forward and adjoint sensitivity analyses allows for further studies such as parameter estimation and uncertainty analysis. The MATLAB code implementing CERENA is freely available from http://cerenadevelopers.github.io/CERENA/.

CERENA: ChEmical REaction Network Analyzer—A Toolbox for the Simulation and Analysis of Stochastic Chemical Kinetics

PubMed Central

Kazeroonian, Atefeh; Fröhlich, Fabian; Raue, Andreas; Theis, Fabian J.; Hasenauer, Jan

2016-01-01

Gene expression, signal transduction and many other cellular processes are subject to stochastic fluctuations. The analysis of these stochastic chemical kinetics is important for understanding cell-to-cell variability and its functional implications, but it is also challenging. A multitude of exact and approximate descriptions of stochastic chemical kinetics have been developed, however, tools to automatically generate the descriptions and compare their accuracy and computational efficiency are missing. In this manuscript we introduced CERENA, a toolbox for the analysis of stochastic chemical kinetics using Approximations of the Chemical Master Equation solution statistics. CERENA implements stochastic simulation algorithms and the finite state projection for microscopic descriptions of processes, the system size expansion and moment equations for meso- and macroscopic descriptions, as well as the novel conditional moment equations for a hybrid description. This unique collection of descriptions in a single toolbox facilitates the selection of appropriate modeling approaches. Unlike other software packages, the implementation of CERENA is completely general and allows, e.g., for time-dependent propensities and non-mass action kinetics. By providing SBML import, symbolic model generation and simulation using MEX-files, CERENA is user-friendly and computationally efficient. The availability of forward and adjoint sensitivity analyses allows for further studies such as parameter estimation and uncertainty analysis. The MATLAB code implementing CERENA is freely available from http://cerenadevelopers.github.io/CERENA/. PMID:26807911

n-Iterative Exponential Forgetting Factor for EEG Signals Parameter Estimation

PubMed Central

Palma Orozco, Rosaura

2018-01-01

Electroencephalograms (EEG) signals are of interest because of their relationship with physiological activities, allowing a description of motion, speaking, or thinking. Important research has been developed to take advantage of EEG using classification or predictor algorithms based on parameters that help to describe the signal behavior. Thus, great importance should be taken to feature extraction which is complicated for the Parameter Estimation (PE)–System Identification (SI) process. When based on an average approximation, nonstationary characteristics are presented. For PE the comparison of three forms of iterative-recursive uses of the Exponential Forgetting Factor (EFF) combined with a linear function to identify a synthetic stochastic signal is presented. The one with best results seen through the functional error is applied to approximate an EEG signal for a simple classification example, showing the effectiveness of our proposal. PMID:29568310

Stochasticity of convection in Giga-LES data

NASA Astrophysics Data System (ADS)

De La Chevrotière, Michèle; Khouider, Boualem; Majda, Andrew J.

2016-09-01

The poor representation of tropical convection in general circulation models (GCMs) is believed to be responsible for much of the uncertainty in the predictions of weather and climate in the tropics. The stochastic multicloud model (SMCM) was recently developed by Khouider et al. (Commun Math Sci 8(1):187-216, 2010) to represent the missing variability in GCMs due to unresolved features of organized tropical convection. The SMCM is based on three cloud types (congestus, deep and stratiform), and transitions between these cloud types are formalized in terms of probability rules that are functions of the large-scale environment convective state and a set of seven arbitrary cloud timescale parameters. Here, a statistical inference method based on the Bayesian paradigm is applied to estimate these key cloud timescales from the Giga-LES dataset, a 24-h large-eddy simulation (LES) of deep tropical convection (Khairoutdinov et al. in J Adv Model Earth Syst 1(12), 2009) over a domain comparable to a GCM gridbox. A sequential learning strategy is used where the Giga-LES domain is partitioned into a few subdomains, and atmospheric time series obtained on each subdomain are used to train the Bayesian procedure incrementally. Convergence of the marginal posterior densities for all seven parameters is demonstrated for two different grid partitions, and sensitivity tests to other model parameters are also presented. A single column model simulation using the SMCM parameterization with the Giga-LES inferred parameters reproduces many important statistical features of the Giga-LES run, without any further tuning. In particular it exhibits intermittent dynamical behavior in both the stochastic cloud fractions and the large scale dynamics, with periods of dry phases followed by a coherent sequence of congestus, deep, and stratiform convection, varying on timescales of a few hours consistent with the Giga-LES time series. The chaotic variations of the cloud area fractions were captured fairly well both qualitatively and quantitatively demonstrating the stochastic nature of convection in the Giga-LES simulation.

Combined inverse-forward artificial neural networks for fast and accurate estimation of the diffusion coefficients of cartilage based on multi-physics models.

PubMed

Arbabi, Vahid; Pouran, Behdad; Weinans, Harrie; Zadpoor, Amir A

2016-09-06

Analytical and numerical methods have been used to extract essential engineering parameters such as elastic modulus, Poisson׳s ratio, permeability and diffusion coefficient from experimental data in various types of biological tissues. The major limitation associated with analytical techniques is that they are often only applicable to problems with simplified assumptions. Numerical multi-physics methods, on the other hand, enable minimizing the simplified assumptions but require substantial computational expertise, which is not always available. In this paper, we propose a novel approach that combines inverse and forward artificial neural networks (ANNs) which enables fast and accurate estimation of the diffusion coefficient of cartilage without any need for computational modeling. In this approach, an inverse ANN is trained using our multi-zone biphasic-solute finite-bath computational model of diffusion in cartilage to estimate the diffusion coefficient of the various zones of cartilage given the concentration-time curves. Robust estimation of the diffusion coefficients, however, requires introducing certain levels of stochastic variations during the training process. Determining the required level of stochastic variation is performed by coupling the inverse ANN with a forward ANN that receives the diffusion coefficient as input and returns the concentration-time curve as output. Combined together, forward-inverse ANNs enable computationally inexperienced users to obtain accurate and fast estimation of the diffusion coefficients of cartilage zones. The diffusion coefficients estimated using the proposed approach are compared with those determined using direct scanning of the parameter space as the optimization approach. It has been shown that both approaches yield comparable results. Copyright © 2016 Elsevier Ltd. All rights reserved.

A validation study of a stochastic model of human interaction

NASA Astrophysics Data System (ADS)

Burchfield, Mitchel Talmadge

The purpose of this dissertation is to validate a stochastic model of human interactions which is part of a developmentalism paradigm. Incorporating elements of ancient and contemporary philosophy and science, developmentalism defines human development as a progression of increasing competence and utilizes compatible theories of developmental psychology, cognitive psychology, educational psychology, social psychology, curriculum development, neurology, psychophysics, and physics. To validate a stochastic model of human interactions, the study addressed four research questions: (a) Does attitude vary over time? (b) What are the distributional assumptions underlying attitudes? (c) Does the stochastic model, {-}N{intlimitssbsp{-infty}{infty}}varphi(chi,tau)\\ Psi(tau)dtau, have utility for the study of attitudinal distributions and dynamics? (d) Are the Maxwell-Boltzmann, Fermi-Dirac, and Bose-Einstein theories applicable to human groups? Approximately 25,000 attitude observations were made using the Semantic Differential Scale. Positions of individuals varied over time and the logistic model predicted observed distributions with correlations between 0.98 and 1.0, with estimated standard errors significantly less than the magnitudes of the parameters. The results bring into question the applicability of Fisherian research designs (Fisher, 1922, 1928, 1938) for behavioral research based on the apparent failure of two fundamental assumptions-the noninteractive nature of the objects being studied and normal distribution of attributes. The findings indicate that individual belief structures are representable in terms of a psychological space which has the same or similar properties as physical space. The psychological space not only has dimension, but individuals interact by force equations similar to those described in theoretical physics models. Nonlinear regression techniques were used to estimate Fermi-Dirac parameters from the data. The model explained a high degree of the variance in each probability distribution. The correlation between predicted and observed probabilities ranged from a low of 0.955 to a high value of 0.998, indicating that humans behave in psychological space as Fermions behave in momentum space.

Real-time forecasting of an epidemic using a discrete time stochastic model: a case study of pandemic influenza (H1N1-2009)

PubMed Central

2011-01-01

Background Real-time forecasting of epidemics, especially those based on a likelihood-based approach, is understudied. This study aimed to develop a simple method that can be used for the real-time epidemic forecasting. Methods A discrete time stochastic model, accounting for demographic stochasticity and conditional measurement, was developed and applied as a case study to the weekly incidence of pandemic influenza (H1N1-2009) in Japan. By imposing a branching process approximation and by assuming the linear growth of cases within each reporting interval, the epidemic curve is predicted using only two parameters. The uncertainty bounds of the forecasts are computed using chains of conditional offspring distributions. Results The quality of the forecasts made before the epidemic peak appears largely to depend on obtaining valid parameter estimates. The forecasts of both weekly incidence and final epidemic size greatly improved at and after the epidemic peak with all the observed data points falling within the uncertainty bounds. Conclusions Real-time forecasting using the discrete time stochastic model with its simple computation of the uncertainty bounds was successful. Because of the simplistic model structure, the proposed model has the potential to additionally account for various types of heterogeneity, time-dependent transmission dynamics and epidemiological details. The impact of such complexities on forecasting should be explored when the data become available as part of the disease surveillance. PMID:21324153

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.

Uncertainty quantification of voice signal production mechanical model and experimental updating

NASA Astrophysics Data System (ADS)

Cataldo, E.; Soize, C.; Sampaio, R.

2013-11-01

The aim of this paper is to analyze the uncertainty quantification in a voice production mechanical model and update the probability density function corresponding to the tension parameter using the Bayes method and experimental data. Three parameters are considered uncertain in the voice production mechanical model used: the tension parameter, the neutral glottal area and the subglottal pressure. The tension parameter of the vocal folds is mainly responsible for the changing of the fundamental frequency of a voice signal, generated by a mechanical/mathematical model for producing voiced sounds. The three uncertain parameters are modeled by random variables. The probability density function related to the tension parameter is considered uniform and the probability density functions related to the neutral glottal area and the subglottal pressure are constructed using the Maximum Entropy Principle. The output of the stochastic computational model is the random voice signal and the Monte Carlo method is used to solve the stochastic equations allowing realizations of the random voice signals to be generated. For each realization of the random voice signal, the corresponding realization of the random fundamental frequency is calculated and the prior pdf of this random fundamental frequency is then estimated. Experimental data are available for the fundamental frequency and the posterior probability density function of the random tension parameter is then estimated using the Bayes method. In addition, an application is performed considering a case with a pathology in the vocal folds. The strategy developed here is important mainly due to two things. The first one is related to the possibility of updating the probability density function of a parameter, the tension parameter of the vocal folds, which cannot be measured direct and the second one is related to the construction of the likelihood function. In general, it is predefined using the known pdf. Here, it is constructed in a new and different manner, using the own system considered.

On the Probability of Error and Stochastic Resonance in Discrete Memoryless Channels

DTIC Science & Technology

2013-12-01

Information - Driven Doppler Shift Estimation and Compensation Methods for Underwater Wireless Sensor Networks ”, which is to analyze and develop... underwater wireless sensor networks . We formulated an analytic relationship that relates the average probability of error to the systems parameters, the...thesis, we studied the performance of Discrete Memoryless Channels (DMC), arising in the context of cooperative underwater wireless sensor networks

Efficient calibration for imperfect computer models

DOE PAGES

Tuo, Rui; Wu, C. F. Jeff

2015-12-01

Many computer models contain unknown parameters which need to be estimated using physical observations. Furthermore, the calibration method based on Gaussian process models may lead to unreasonable estimate for imperfect computer models. In this work, we extend their study to calibration problems with stochastic physical data. We propose a novel method, called the L 2 calibration, and show its semiparametric efficiency. The conventional method of the ordinary least squares is also studied. Theoretical analysis shows that it is consistent but not efficient. Here, numerical examples show that the proposed method outperforms the existing ones.

Hybrid pathwise sensitivity methods for discrete stochastic models of chemical reaction systems

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

Wolf, Elizabeth Skubak, E-mail: ewolf@saintmarys.edu; Anderson, David F., E-mail: anderson@math.wisc.edu

2015-01-21

Stochastic models are often used to help understand the behavior of intracellular biochemical processes. The most common such models are continuous time Markov chains (CTMCs). Parametric sensitivities, which are derivatives of expectations of model output quantities with respect to model parameters, are useful in this setting for a variety of applications. In this paper, we introduce a class of hybrid pathwise differentiation methods for the numerical estimation of parametric sensitivities. The new hybrid methods combine elements from the three main classes of procedures for sensitivity estimation and have a number of desirable qualities. First, the new methods are unbiased formore » a broad class of problems. Second, the methods are applicable to nearly any physically relevant biochemical CTMC model. Third, and as we demonstrate on several numerical examples, the new methods are quite efficient, particularly if one wishes to estimate the full gradient of parametric sensitivities. The methods are rather intuitive and utilize the multilevel Monte Carlo philosophy of splitting an expectation into separate parts and handling each in an efficient manner.« less

Evaluating Kuala Lumpur stock exchange oriented bank performance with stochastic frontiers

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

Baten, M. A.; Maznah, M. K.; Razamin, R.

Banks play an essential role in the economic development and banks need to be efficient; otherwise, they may create blockage in the process of development in any country. The efficiency of banks in Malaysia is important and should receive greater attention. This study formulated an appropriate stochastic frontier model to investigate the efficiency of banks which are traded on Kuala Lumpur Stock Exchange (KLSE) market during the period 2005–2009. All data were analyzed to obtain the maximum likelihood method to estimate the parameters of stochastic production. Unlike the earlier studies which use balance sheet and income statements data, this studymore » used market data as the input and output variables. It was observed that banks listed in KLSE exhibited a commendable overall efficiency level of 96.2% during 2005–2009 hence suggesting minimal input waste of 3.8%. Among the banks, the COMS (Cimb Group Holdings) bank is found to be highly efficient with a score of 0.9715 and BIMB (Bimb Holdings) bank is noted to have the lowest efficiency with a score of 0.9582. The results also show that Cobb-Douglas stochastic frontier model with truncated normal distributional assumption is preferable than Translog stochastic frontier model.« less

Quantum algorithms for Gibbs sampling and hitting-time estimation

DOE PAGES

Chowdhury, Anirban Narayan; Somma, Rolando D.

2017-02-01

In this paper, we present quantum algorithms for solving two problems regarding stochastic processes. The first algorithm prepares the thermal Gibbs state of a quantum system and runs in time almost linear in √Nβ/Ζ and polynomial in log(1/ϵ), where N is the Hilbert space dimension, β is the inverse temperature, Ζ is the partition function, and ϵ is the desired precision of the output state. Our quantum algorithm exponentially improves the dependence on 1/ϵ and quadratically improves the dependence on β of known quantum algorithms for this problem. The second algorithm estimates the hitting time of a Markov chain. Formore » a sparse stochastic matrix Ρ, it runs in time almost linear in 1/(ϵΔ 3/2), where ϵ is the absolute precision in the estimation and Δ is a parameter determined by Ρ, and whose inverse is an upper bound of the hitting time. Our quantum algorithm quadratically improves the dependence on 1/ϵ and 1/Δ of the analog classical algorithm for hitting-time estimation. Finally, both algorithms use tools recently developed in the context of Hamiltonian simulation, spectral gap amplification, and solving linear systems of equations.« less

Population dynamics of Greater Scaup breeding on the Yukon-Kuskokwim Delta, Alaska

USGS Publications Warehouse

Flint, Paul L.; Grand, J. Barry; Fondell, Thomas F.; Morse, Julie A.

2006-01-01

Using a stochastic model, we estimated that, on average, breeding females produced 0.57 young females/nesting season. We combined this estimate of productivity with our annual estimates of adult survival and an assumed population growth rate of 1.0, then solved for an estimate of first-year survival (0.40). Under these conditions the predicted stable age distribution of breeding females (i.e., the nesting population) was 15.1% 1-year-old, 4.1% 2-year-old first-time breeders, and 80.8% 2-year-old and older, experienced breeders. We subjected this stochastic model to perturbation analyses to examine the relative effects of demographic parameters on k. The relative effects of productivity and adult survival on the population growth rate were 0.26 and 0.72, respectively. Thus, compared to productivity, proportionally equivalent changes in annual survival would have 2.8 times the effect on k. However, when we examined annual variation in predicted population size using standardized regression coefficients, productivity explained twice as much variation as annual survival. Thus, management actions focused on changes in survival or productivity have the ability to influence population size; however, substantially larger changes in productivity are required to influence population trends.

PERIOD ESTIMATION FOR SPARSELY SAMPLED QUASI-PERIODIC LIGHT CURVES APPLIED TO MIRAS

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

He, Shiyuan; Huang, Jianhua Z.; Long, James

2016-12-01

We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequencymore » parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period–luminosity relations.« less

Application of the Approximate Bayesian Computation methods in the stochastic estimation of atmospheric contamination parameters for mobile sources

NASA Astrophysics Data System (ADS)

Kopka, Piotr; Wawrzynczak, Anna; Borysiewicz, Mieczyslaw

2016-11-01

In this paper the Bayesian methodology, known as Approximate Bayesian Computation (ABC), is applied to the problem of the atmospheric contamination source identification. The algorithm input data are on-line arriving concentrations of the released substance registered by the distributed sensors network. This paper presents the Sequential ABC algorithm in detail and tests its efficiency in estimation of probabilistic distributions of atmospheric release parameters of a mobile contamination source. The developed algorithms are tested using the data from Over-Land Atmospheric Diffusion (OLAD) field tracer experiment. The paper demonstrates estimation of seven parameters characterizing the contamination source, i.e.: contamination source starting position (x,y), the direction of the motion of the source (d), its velocity (v), release rate (q), start time of release (ts) and its duration (td). The online-arriving new concentrations dynamically update the probability distributions of search parameters. The atmospheric dispersion Second-order Closure Integrated PUFF (SCIPUFF) Model is used as the forward model to predict the concentrations at the sensors locations.

Stochastic Gabor reflectivity and acoustic impedance inversion

NASA Astrophysics Data System (ADS)

Hariri Naghadeh, Diako; Morley, Christopher Keith; Ferguson, Angus John

2018-02-01

To delineate subsurface lithology to estimate petrophysical properties of a reservoir, it is possible to use acoustic impedance (AI) which is the result of seismic inversion. To change amplitude to AI, removal of wavelet effects from the seismic signal in order to get a reflection series, and subsequently transforming those reflections to AI, is vital. To carry out seismic inversion correctly it is important to not assume that the seismic signal is stationary. However, all stationary deconvolution methods are designed following that assumption. To increase temporal resolution and interpretation ability, amplitude compensation and phase correction are inevitable. Those are pitfalls of stationary reflectivity inversion. Although stationary reflectivity inversion methods are trying to estimate reflectivity series, because of incorrect assumptions their estimations will not be correct, but may be useful. Trying to convert those reflection series to AI, also merging with the low frequency initial model, can help us. The aim of this study was to apply non-stationary deconvolution to eliminate time variant wavelet effects from the signal and to convert the estimated reflection series to the absolute AI by getting bias from well logs. To carry out this aim, stochastic Gabor inversion in the time domain was used. The Gabor transform derived the signal’s time-frequency analysis and estimated wavelet properties from different windows. Dealing with different time windows gave an ability to create a time-variant kernel matrix, which was used to remove matrix effects from seismic data. The result was a reflection series that does not follow the stationary assumption. The subsequent step was to convert those reflections to AI using well information. Synthetic and real data sets were used to show the ability of the introduced method. The results highlight that the time cost to get seismic inversion is negligible related to general Gabor inversion in the frequency domain. Also, obtaining bias could help the method to estimate reliable AI. To justify the effect of random noise on deterministic and stochastic inversion results, a stationary noisy trace with signal-to-noise ratio equal to 2 was used. The results highlight the inability of deterministic inversion in dealing with a noisy data set even using a high number of regularization parameters. Also, despite the low level of signal, stochastic Gabor inversion not only can estimate correctly the wavelet’s properties but also, because of bias from well logs, the inversion result is very close to the real AI. Comparing deterministic and introduced inversion results on a real data set shows that low resolution results, especially in the deeper parts of seismic sections using deterministic inversion, creates significant reliability problems for seismic prospects, but this pitfall is solved completely using stochastic Gabor inversion. The estimated AI using Gabor inversion in the time domain is much better and faster than general Gabor inversion in the frequency domain. This is due to the extra number of windows required to analyze the time-frequency information and also the amount of temporal increment between windows. In contrast, stochastic Gabor inversion can estimate trustable physical properties close to the real characteristics. Applying to a real data set could give an ability to detect the direction of volcanic intrusion and the ability of lithology distribution delineation along the fan. Comparing the inversion results highlights the efficiency of stochastic Gabor inversion to delineate lateral lithology changes because of the improved frequency content and zero phasing of the final inversion volume.

Instantaneous and time-averaged dispersion and measurement models for estimation theory applications with elevated point source plumes

NASA Technical Reports Server (NTRS)

Diamante, J. M.; Englar, T. S., Jr.; Jazwinski, A. H.

1977-01-01

Estimation theory, which originated in guidance and control research, is applied to the analysis of air quality measurements and atmospheric dispersion models to provide reliable area-wide air quality estimates. A method for low dimensional modeling (in terms of the estimation state vector) of the instantaneous and time-average pollutant distributions is discussed. In particular, the fluctuating plume model of Gifford (1959) is extended to provide an expression for the instantaneous concentration due to an elevated point source. Individual models are also developed for all parameters in the instantaneous and the time-average plume equations, including the stochastic properties of the instantaneous fluctuating plume.

Statistical properties of a filtered Poisson process with additive random noise: distributions, correlations and moment estimation

NASA Astrophysics Data System (ADS)

Theodorsen, A.; E Garcia, O.; Rypdal, M.

2017-05-01

Filtered Poisson processes are often used as reference models for intermittent fluctuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical term in a stochastic differential equation. The lowest order moments, probability density function, auto-correlation function and power spectral density are derived and used to identify and compare the effects of the two different noise terms. Monte-Carlo studies of synthetic time series are used to investigate the accuracy of model parameter estimation and to identify methods for distinguishing the noise types. It is shown that the probability density function and the three lowest order moments provide accurate estimations of the model parameters, but are unable to separate the noise types. The auto-correlation function and the power spectral density also provide methods for estimating the model parameters, as well as being capable of identifying the noise type. The number of times the signal crosses a prescribed threshold level in the positive direction also promises to be able to differentiate the noise type.

Computation of output feedback gains for linear stochastic systems using the Zangwill-Powell method

NASA Technical Reports Server (NTRS)

Kaufman, H.

1977-01-01

Because conventional optimal linear regulator theory results in a controller which requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. To this effect a stochastic linear model has been developed that accounts for process parameter and initial uncertainty, measurement noise, and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was then performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell.

Stochastic Acceleration of Ions Driven by Pc1 Wave Packets

NASA Technical Reports Server (NTRS)

Khazanov, G. V.; Sibeck, D. G.; Tel'nikhin, A. A.; Kronberg, T. K.

2015-01-01

The stochastic motion of protons and He(sup +) ions driven by Pc1 wave packets is studied in the context of resonant particle heating. Resonant ion cyclotron heating typically occurs when wave powers exceed 10(exp -4) nT sq/Hz. Gyroresonance breaks the first adiabatic invariant and energizes keV ions. Cherenkov resonances with the electrostatic component of wave packets can also accelerate ions. The main effect of this interaction is to accelerate thermal protons to the local Alfven speed. The dependencies of observable quantities on the wave power and plasma parameters are determined, and estimates for the heating extent and rate of particle heating in these wave-particle interactions are shown to be in reasonable agreement with known empirical data.

Long-range persistence in the global mean surface temperature and the global warming "time bomb"

NASA Astrophysics Data System (ADS)

Rypdal, M.; Rypdal, K.

2012-04-01

Detrended Fluctuation Analysis (DFA) and Maximum Likelihood Estimations (MLE) based on instrumental data over the last 160 years indicate that there is Long-Range Persistence (LRP) in Global Mean Surface Temperature (GMST) on time scales of months to decades. The persistence is much higher in sea surface temperature than in land temperatures. Power spectral analysis of multi-model, multi-ensemble runs of global climate models indicate further that this persistence may extend to centennial and maybe even millennial time-scales. We also support these conclusions by wavelet variogram analysis, DFA, and MLE of Northern hemisphere mean surface temperature reconstructions over the last two millennia. These analyses indicate that the GMST is a strongly persistent noise with Hurst exponent H>0.9 on time scales from decades up to at least 500 years. We show that such LRP can be very important for long-term climate prediction and for the establishment of a "time bomb" in the climate system due to a growing energy imbalance caused by the slow relaxation to radiative equilibrium under rising anthropogenic forcing. We do this by the construction of a multi-parameter dynamic-stochastic model for the GMST response to deterministic and stochastic forcing, where LRP is represented by a power-law response function. Reconstructed data for total forcing and GMST over the last millennium are used with this model to estimate trend coefficients and Hurst exponent for the GMST on multi-century time scale by means of MLE. Ensembles of solutions generated from the stochastic model also allow us to estimate confidence intervals for these estimates.

Vector Observation-Aided/Attitude-Rate Estimation Using Global Positioning System Signals

NASA Technical Reports Server (NTRS)

Oshman, Yaakov; Markley, F. Landis

1997-01-01

A sequential filtering algorithm is presented for attitude and attitude-rate estimation from Global Positioning System (GPS) differential carrier phase measurements. A third-order, minimal-parameter method for solving the attitude matrix kinematic equation is used to parameterize the filter's state, which renders the resulting estimator computationally efficient. Borrowing from tracking theory concepts, the angular acceleration is modeled as an exponentially autocorrelated stochastic process, thus avoiding the use of the uncertain spacecraft dynamic model. The new formulation facilitates the use of aiding vector observations in a unified filtering algorithm, which can enhance the method's robustness and accuracy. Numerical examples are used to demonstrate the performance of the method.

Robust Bayesian Analysis of Heavy-tailed Stochastic Volatility Models using Scale Mixtures of Normal Distributions

PubMed Central

Abanto-Valle, C. A.; Bandyopadhyay, D.; Lachos, V. H.; Enriquez, I.

2009-01-01

A Bayesian analysis of stochastic volatility (SV) models using the class of symmetric scale mixtures of normal (SMN) distributions is considered. In the face of non-normality, this provides an appealing robust alternative to the routine use of the normal distribution. Specific distributions examined include the normal, student-t, slash and the variance gamma distributions. Using a Bayesian paradigm, an efficient Markov chain Monte Carlo (MCMC) algorithm is introduced for parameter estimation. Moreover, the mixing parameters obtained as a by-product of the scale mixture representation can be used to identify outliers. The methods developed are applied to analyze daily stock returns data on S&P500 index. Bayesian model selection criteria as well as out-of- sample forecasting results reveal that the SV models based on heavy-tailed SMN distributions provide significant improvement in model fit as well as prediction to the S&P500 index data over the usual normal model. PMID:20730043

Inverse problems and computational cell metabolic models: a statistical approach

NASA Astrophysics Data System (ADS)

Calvetti, D.; Somersalo, E.

2008-07-01

In this article, we give an overview of the Bayesian modelling of metabolic systems at the cellular and subcellular level. The models are based on detailed description of key biochemical reactions occurring in tissue, which may in turn be compartmentalized into cytosol and mitochondria, and of transports between the compartments. The classical deterministic approach which models metabolic systems as dynamical systems with Michaelis-Menten kinetics, is replaced by a stochastic extension where the model parameters are interpreted as random variables with an appropriate probability density. The inverse problem of cell metabolism in this setting consists of estimating the density of the model parameters. After discussing some possible approaches to solving the problem, we address the issue of how to assess the reliability of the predictions of a stochastic model by proposing an output analysis in terms of model uncertainties. Visualization modalities for organizing the large amount of information provided by the Bayesian dynamic sensitivity analysis are also illustrated.

Simulation of water-energy fluxes through small-scale reservoir systems under limited data availability

NASA Astrophysics Data System (ADS)

Papoulakos, Konstantinos; Pollakis, Giorgos; Moustakis, Yiannis; Markopoulos, Apostolis; Iliopoulou, Theano; Dimitriadis, Panayiotis; Koutsoyiannis, Demetris; Efstratiadis, Andreas

2017-04-01

Small islands are regarded as promising areas for developing hybrid water-energy systems that combine multiple sources of renewable energy with pumped-storage facilities. Essential element of such systems is the water storage component (reservoir), which implements both flow and energy regulations. Apparently, the representation of the overall water-energy management problem requires the simulation of the operation of the reservoir system, which in turn requires a faithful estimation of water inflows and demands of water and energy. Yet, in small-scale reservoir systems, this task in far from straightforward, since both the availability and accuracy of associated information is generally very poor. For, in contrast to large-scale reservoir systems, for which it is quite easy to find systematic and reliable hydrological data, in the case of small systems such data may be minor or even totally missing. The stochastic approach is the unique means to account for input data uncertainties within the combined water-energy management problem. Using as example the Livadi reservoir, which is the pumped storage component of the small Aegean island of Astypalaia, Greece, we provide a simulation framework, comprising: (a) a stochastic model for generating synthetic rainfall and temperature time series; (b) a stochastic rainfall-runoff model, whose parameters cannot be inferred through calibration and, thus, they are represented as correlated random variables; (c) a stochastic model for estimating water supply and irrigation demands, based on simulated temperature and soil moisture, and (d) a daily operation model of the reservoir system, providing stochastic forecasts of water and energy outflows. Acknowledgement: This research is conducted within the frame of the undergraduate course "Stochastic Methods in Water Resources" of the National Technical University of Athens (NTUA). The School of Civil Engineering of NTUA provided moral support for the participation of the students in the Assembly.

Identification of AR(I)MA processes for modelling temporal correlations of GPS observations

NASA Astrophysics Data System (ADS)

Luo, X.; Mayer, M.; Heck, B.

2009-04-01

In many geodetic applications observations of the Global Positioning System (GPS) are routinely processed by means of the least-squares method. However, this algorithm delivers reliable estimates of unknown parameters und realistic accuracy measures only if both the functional and stochastic models are appropriately defined within GPS data processing. One deficiency of the stochastic model used in many GPS software products consists in neglecting temporal correlations of GPS observations. In practice the knowledge of the temporal stochastic behaviour of GPS observations can be improved by analysing time series of residuals resulting from the least-squares evaluation. This paper presents an approach based on the theory of autoregressive (integrated) moving average (AR(I)MA) processes to model temporal correlations of GPS observations using time series of observation residuals. A practicable integration of AR(I)MA models in GPS data processing requires the determination of the order parameters of AR(I)MA processes at first. In case of GPS, the identification of AR(I)MA processes could be affected by various factors impacting GPS positioning results, e.g. baseline length, multipath effects, observation weighting, or weather variations. The influences of these factors on AR(I)MA identification are empirically analysed based on a large amount of representative residual time series resulting from differential GPS post-processing using 1-Hz observation data collected within the permanent SAPOS® (Satellite Positioning Service of the German State Survey) network. Both short and long time series are modelled by means of AR(I)MA processes. The final order parameters are determined based on the whole residual database; the corresponding empirical distribution functions illustrate that multipath and weather variations seem to affect the identification of AR(I)MA processes much more significantly than baseline length and observation weighting. Additionally, the modelling results of temporal correlations using high-order AR(I)MA processes are compared with those by means of first order autoregressive (AR(1)) processes and empirically estimated autocorrelation functions.

Parameter discovery in stochastic biological models using simulated annealing and statistical model checking.

PubMed

Hussain, Faraz; Jha, Sumit K; Jha, Susmit; Langmead, Christopher J

2014-01-01

Stochastic models are increasingly used to study the behaviour of biochemical systems. While the structure of such models is often readily available from first principles, unknown quantitative features of the model are incorporated into the model as parameters. Algorithmic discovery of parameter values from experimentally observed facts remains a challenge for the computational systems biology community. We present a new parameter discovery algorithm that uses simulated annealing, sequential hypothesis testing, and statistical model checking to learn the parameters in a stochastic model. We apply our technique to a model of glucose and insulin metabolism used for in-silico validation of artificial pancreata and demonstrate its effectiveness by developing parallel CUDA-based implementation for parameter synthesis in this model.

Dimensional flow and fuzziness in quantum gravity: Emergence of stochastic spacetime

NASA Astrophysics Data System (ADS)

Calcagni, Gianluca; Ronco, Michele

2017-10-01

We show that the uncertainty in distance and time measurements found by the heuristic combination of quantum mechanics and general relativity is reproduced in a purely classical and flat multi-fractal spacetime whose geometry changes with the probed scale (dimensional flow) and has non-zero imaginary dimension, corresponding to a discrete scale invariance at short distances. Thus, dimensional flow can manifest itself as an intrinsic measurement uncertainty and, conversely, measurement-uncertainty estimates are generally valid because they rely on this universal property of quantum geometries. These general results affect multi-fractional theories, a recent proposal related to quantum gravity, in two ways: they can fix two parameters previously left free (in particular, the value of the spacetime dimension at short scales) and point towards a reinterpretation of the ultraviolet structure of geometry as a stochastic foam or fuzziness. This is also confirmed by a correspondence we establish between Nottale scale relativity and the stochastic geometry of multi-fractional models.

Stochastic Matching and the Voluntary Nature of Choice

PubMed Central

Neuringer, Allen; Jensen, Greg; Piff, Paul

2007-01-01

Attempts to characterize voluntary behavior have been ongoing for thousands of years. We provide experimental evidence that judgments of volition are based upon distributions of responses in relation to obtained rewards. Participants watched as responses, said to be made by “actors,” appeared on a computer screen. The participant's task was to estimate how well each actor represented the voluntary choices emitted by a real person. In actuality, all actors' responses were generated by algorithms based on Baum's (1979) generalized matching function. We systematically varied the exponent values (sensitivity parameter) of these algorithms: some actors matched response proportions to received reinforcer proportions, others overmatched (predominantly chose the highest-valued alternative), and yet others undermatched (chose relatively equally among the alternatives). In each of five experiments, we found that the matching actor's responses were judged most closely to approximate voluntary choice. We found also that judgments of high volition depended upon stochastic (or probabilistic) generation. Thus, stochastic responses that match reinforcer proportions best represent voluntary human choice. PMID:17725049

Identification and stochastic control of helicopter dynamic modes

NASA Technical Reports Server (NTRS)

Molusis, J. A.; Bar-Shalom, Y.

1983-01-01

A general treatment of parameter identification and stochastic control for use on helicopter dynamic systems is presented. Rotor dynamic models, including specific applications to rotor blade flapping and the helicopter ground resonance problem are emphasized. Dynamic systems which are governed by periodic coefficients as well as constant coefficient models are addressed. The dynamic systems are modeled by linear state variable equations which are used in the identification and stochastic control formulation. The pure identification problem as well as the stochastic control problem which includes combined identification and control for dynamic systems is addressed. The stochastic control problem includes the effect of parameter uncertainty on the solution and the concept of learning and how this is affected by the control's duel effect. The identification formulation requires algorithms suitable for on line use and thus recursive identification algorithms are considered. The applications presented use the recursive extended kalman filter for parameter identification which has excellent convergence for systems without process noise.

A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations

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

Vidal-Codina, F., E-mail: fvidal@mit.edu; Nguyen, N.C., E-mail: cuongng@mit.edu; Giles, M.B., E-mail: mike.giles@maths.ox.ac.uk

We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basismore » approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method.« less

Stochastic ground-motion simulation of two Himalayan earthquakes: seismic hazard assessment perspective

NASA Astrophysics Data System (ADS)

Harbindu, Ashish; Sharma, Mukat Lal; Kamal

2012-04-01

The earthquakes in Uttarkashi (October 20, 1991, M w 6.8) and Chamoli (March 8, 1999, M w 6.4) are among the recent well-documented earthquakes that occurred in the Garhwal region of India and that caused extensive damage as well as loss of life. Using strong-motion data of these two earthquakes, we estimate their source, path, and site parameters. The quality factor ( Q β ) as a function of frequency is derived as Q β ( f) = 140 f 1.018. The site amplification functions are evaluated using the horizontal-to-vertical spectral ratio technique. The ground motions of the Uttarkashi and Chamoli earthquakes are simulated using the stochastic method of Boore (Bull Seismol Soc Am 73:1865-1894, 1983). The estimated source, path, and site parameters are used as input for the simulation. The simulated time histories are generated for a few stations and compared with the observed data. The simulated response spectra at 5% damping are in fair agreement with the observed response spectra for most of the stations over a wide range of frequencies. Residual trends closely match the observed and simulated response spectra. The synthetic data are in rough agreement with the ground-motion attenuation equation available for the Himalayas (Sharma, Bull Seismol Soc Am 98:1063-1069, 1998).

Dual adaptive dynamic control of mobile robots using neural networks.

PubMed

Bugeja, Marvin K; Fabri, Simon G; Camilleri, Liberato

2009-02-01

This paper proposes two novel dual adaptive neural control schemes for the dynamic control of nonholonomic mobile robots. The two schemes are developed in discrete time, and the robot's nonlinear dynamic functions are assumed to be unknown. Gaussian radial basis function and sigmoidal multilayer perceptron neural networks are used for function approximation. In each scheme, the unknown network parameters are estimated stochastically in real time, and no preliminary offline neural network training is used. In contrast to other adaptive techniques hitherto proposed in the literature on mobile robots, the dual control laws presented in this paper do not rely on the heuristic certainty equivalence property but account for the uncertainty in the estimates. This results in a major improvement in tracking performance, despite the plant uncertainty and unmodeled dynamics. Monte Carlo simulation and statistical hypothesis testing are used to illustrate the effectiveness of the two proposed stochastic controllers as applied to the trajectory-tracking problem of a differentially driven wheeled mobile robot.

Quantifying uncertainty in soot volume fraction estimates using Bayesian inference of auto-correlated laser-induced incandescence measurements

NASA Astrophysics Data System (ADS)

Hadwin, Paul J.; Sipkens, T. A.; Thomson, K. A.; Liu, F.; Daun, K. J.

2016-01-01

Auto-correlated laser-induced incandescence (AC-LII) infers the soot volume fraction (SVF) of soot particles by comparing the spectral incandescence from laser-energized particles to the pyrometrically inferred peak soot temperature. This calculation requires detailed knowledge of model parameters such as the absorption function of soot, which may vary with combustion chemistry, soot age, and the internal structure of the soot. This work presents a Bayesian methodology to quantify such uncertainties. This technique treats the additional "nuisance" model parameters, including the soot absorption function, as stochastic variables and incorporates the current state of knowledge of these parameters into the inference process through maximum entropy priors. While standard AC-LII analysis provides a point estimate of the SVF, Bayesian techniques infer the posterior probability density, which will allow scientists and engineers to better assess the reliability of AC-LII inferred SVFs in the context of environmental regulations and competing diagnostics.

Model-free uncertainty estimation in stochastical optical fluctuation imaging (SOFI) leads to a doubled temporal resolution

PubMed Central

Vandenberg, Wim; Duwé, Sam; Leutenegger, Marcel; Moeyaert, Benjamien; Krajnik, Bartosz; Lasser, Theo; Dedecker, Peter

2016-01-01

Stochastic optical fluctuation imaging (SOFI) is a super-resolution fluorescence imaging technique that makes use of stochastic fluctuations in the emission of the fluorophores. During a SOFI measurement multiple fluorescence images are acquired from the sample, followed by the calculation of the spatiotemporal cumulants of the intensities observed at each position. Compared to other techniques, SOFI works well under conditions of low signal-to-noise, high background, or high emitter densities. However, it can be difficult to unambiguously determine the reliability of images produced by any superresolution imaging technique. In this work we present a strategy that enables the estimation of the variance or uncertainty associated with each pixel in the SOFI image. In addition to estimating the image quality or reliability, we show that this can be used to optimize the signal-to-noise ratio (SNR) of SOFI images by including multiple pixel combinations in the cumulant calculation. We present an algorithm to perform this optimization, which automatically takes all relevant instrumental, sample, and probe parameters into account. Depending on the optical magnification of the system, this strategy can be used to improve the SNR of a SOFI image by 40% to 90%. This gain in information is entirely free, in the sense that it does not require additional efforts or complications. Alternatively our approach can be applied to reduce the number of fluorescence images to meet a particular quality level by about 30% to 50%, strongly improving the temporal resolution of SOFI imaging. PMID:26977356

Stochastic global identification of a bio-inspired self-sensing composite UAV wing via wind tunnel experiments

NASA Astrophysics Data System (ADS)

Kopsaftopoulos, Fotios; Nardari, Raphael; Li, Yu-Hung; Wang, Pengchuan; Chang, Fu-Kuo

2016-04-01

In this work, the system design, integration, and wind tunnel experimental evaluation are presented for a bioinspired self-sensing intelligent composite unmanned aerial vehicle (UAV) wing. A total of 148 micro-sensors, including piezoelectric, strain, and temperature sensors, in the form of stretchable sensor networks are embedded in the layup of a composite wing in order to enable its self-sensing capabilities. Novel stochastic system identification techniques based on time series models and statistical parameter estimation are employed in order to accurately interpret the sensing data and extract real-time information on the coupled air flow-structural dynamics. Special emphasis is given to the wind tunnel experimental assessment under various flight conditions defined by multiple airspeeds and angles of attack. A novel modeling approach based on the recently introduced Vector-dependent Functionally Pooled (VFP) model structure is employed for the stochastic identification of the "global" coupled airflow-structural dynamics of the wing and their correlation with dynamic utter and stall. The obtained results demonstrate the successful system-level integration and effectiveness of the stochastic identification approach, thus opening new perspectives for the state sensing and awareness capabilities of the next generation of "fly-by-fee" UAVs.

Identifying Bearing Rotordynamic Coefficients using an Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Miller, Brad A.; Howard, Samuel A.

2008-01-01

An Extended Kalman Filter is developed to estimate the linearized direct and indirect stiffness and damping force coefficients for bearings in rotor-dynamic applications from noisy measurements of the shaft displacement in response to imbalance and impact excitation. The bearing properties are modeled as stochastic random variables using a Gauss-Markov model. Noise terms are introduced into the system model to account for all of the estimation error, including modeling errors and uncertainties and the propagation of measurement errors into the parameter estimates. The system model contains two user-defined parameters that can be tuned to improve the filter s performance; these parameters correspond to the covariance of the system and measurement noise variables. The filter is also strongly influenced by the initial values of the states and the error covariance matrix. The filter is demonstrated using numerically simulated data for a rotor-bearing system with two identical bearings, which reduces the number of unknown linear dynamic coefficients to eight. The filter estimates for the direct damping coefficients and all four stiffness coefficients correlated well with actual values, whereas the estimates for the cross-coupled damping coefficients were the least accurate.

Using genetic data to estimate diffusion rates in heterogeneous landscapes.

PubMed

Roques, L; Walker, E; Franck, P; Soubeyrand, S; Klein, E K

2016-08-01

Having a precise knowledge of the dispersal ability of a population in a heterogeneous environment is of critical importance in agroecology and conservation biology as it can provide management tools to limit the effects of pests or to increase the survival of endangered species. In this paper, we propose a mechanistic-statistical method to estimate space-dependent diffusion parameters of spatially-explicit models based on stochastic differential equations, using genetic data. Dividing the total population into subpopulations corresponding to different habitat patches with known allele frequencies, the expected proportions of individuals from each subpopulation at each position is computed by solving a system of reaction-diffusion equations. Modelling the capture and genotyping of the individuals with a statistical approach, we derive a numerically tractable formula for the likelihood function associated with the diffusion parameters. In a simulated environment made of three types of regions, each associated with a different diffusion coefficient, we successfully estimate the diffusion parameters with a maximum-likelihood approach. Although higher genetic differentiation among subpopulations leads to more accurate estimations, once a certain level of differentiation has been reached, the finite size of the genotyped population becomes the limiting factor for accurate estimation.

Statistical Bayesian method for reliability evaluation based on ADT data

NASA Astrophysics Data System (ADS)

Lu, Dawei; Wang, Lizhi; Sun, Yusheng; Wang, Xiaohong

2018-05-01

Accelerated degradation testing (ADT) is frequently conducted in the laboratory to predict the products’ reliability under normal operating conditions. Two kinds of methods, degradation path models and stochastic process models, are utilized to analyze degradation data and the latter one is the most popular method. However, some limitations like imprecise solution process and estimation result of degradation ratio still exist, which may affect the accuracy of the acceleration model and the extrapolation value. Moreover, the conducted solution of this problem, Bayesian method, lose key information when unifying the degradation data. In this paper, a new data processing and parameter inference method based on Bayesian method is proposed to handle degradation data and solve the problems above. First, Wiener process and acceleration model is chosen; Second, the initial values of degradation model and parameters of prior and posterior distribution under each level is calculated with updating and iteration of estimation values; Third, the lifetime and reliability values are estimated on the basis of the estimation parameters; Finally, a case study is provided to demonstrate the validity of the proposed method. The results illustrate that the proposed method is quite effective and accuracy in estimating the lifetime and reliability of a product.

Worst-error analysis of batch filter and sequential filter in navigation problems. [in spacecraft trajectory estimation

NASA Technical Reports Server (NTRS)

Nishimura, T.

1975-01-01

This paper proposes a worst-error analysis for dealing with problems of estimation of spacecraft trajectories in deep space missions. Navigation filters in use assume either constant or stochastic (Markov) models for their estimated parameters. When the actual behavior of these parameters does not follow the pattern of the assumed model, the filters sometimes result in very poor performance. To prepare for such pathological cases, the worst errors of both batch and sequential filters are investigated based on the incremental sensitivity studies of these filters. By finding critical switching instances of non-gravitational accelerations, intensive tracking can be carried out around those instances. Also the worst errors in the target plane provide a measure in assignment of the propellant budget for trajectory corrections. Thus the worst-error study presents useful information as well as practical criteria in establishing the maneuver and tracking strategy of spacecraft's missions.

Comparison of two non-convex mixed-integer nonlinear programming algorithms applied to autoregressive moving average model structure and parameter estimation

NASA Astrophysics Data System (ADS)

Uilhoorn, F. E.

2016-10-01

In this article, the stochastic modelling approach proposed by Box and Jenkins is treated as a mixed-integer nonlinear programming (MINLP) problem solved with a mesh adaptive direct search and a real-coded genetic class of algorithms. The aim is to estimate the real-valued parameters and non-negative integer, correlated structure of stationary autoregressive moving average (ARMA) processes. The maximum likelihood function of the stationary ARMA process is embedded in Akaike's information criterion and the Bayesian information criterion, whereas the estimation procedure is based on Kalman filter recursions. The constraints imposed on the objective function enforce stability and invertibility. The best ARMA model is regarded as the global minimum of the non-convex MINLP problem. The robustness and computational performance of the MINLP solvers are compared with brute-force enumeration. Numerical experiments are done for existing time series and one new data set.

Time-Varying Delay Estimation Applied to the Surface Electromyography Signals Using the Parametric Approach

NASA Astrophysics Data System (ADS)

Luu, Gia Thien; Boualem, Abdelbassit; Duy, Tran Trung; Ravier, Philippe; Butteli, Olivier

Muscle Fiber Conduction Velocity (MFCV) can be calculated from the time delay between the surface electromyographic (sEMG) signals recorded by electrodes aligned with the fiber direction. In order to take into account the non-stationarity during the dynamic contraction (the most daily life situation) of the data, the developed methods have to consider that the MFCV changes over time, which induces time-varying delays and the data is non-stationary (change of Power Spectral Density (PSD)). In this paper, the problem of TVD estimation is considered using a parametric method. First, the polynomial model of TVD has been proposed. Then, the TVD model parameters are estimated by using a maximum likelihood estimation (MLE) strategy solved by a deterministic optimization technique (Newton) and stochastic optimization technique, called simulated annealing (SA). The performance of the two techniques is also compared. We also derive two appropriate Cramer-Rao Lower Bounds (CRLB) for the estimated TVD model parameters and for the TVD waveforms. Monte-Carlo simulation results show that the estimation of both the model parameters and the TVD function is unbiased and that the variance obtained is close to the derived CRBs. A comparison with non-parametric approaches of the TVD estimation is also presented and shows the superiority of the method proposed.

Performance comparison of first-order conditional estimation with interaction and Bayesian estimation methods for estimating the population parameters and its distribution from data sets with a low number of subjects.

PubMed

Pradhan, Sudeep; Song, Byungjeong; Lee, Jaeyeon; Chae, Jung-Woo; Kim, Kyung Im; Back, Hyun-Moon; Han, Nayoung; Kwon, Kwang-Il; Yun, Hwi-Yeol

2017-12-01

Exploratory preclinical, as well as clinical trials, may involve a small number of patients, making it difficult to calculate and analyze the pharmacokinetic (PK) parameters, especially if the PK parameters show very high inter-individual variability (IIV). In this study, the performance of a classical first-order conditional estimation with interaction (FOCE-I) and expectation maximization (EM)-based Markov chain Monte Carlo Bayesian (BAYES) estimation methods were compared for estimating the population parameters and its distribution from data sets having a low number of subjects. In this study, 100 data sets were simulated with eight sampling points for each subject and with six different levels of IIV (5%, 10%, 20%, 30%, 50%, and 80%) in their PK parameter distribution. A stochastic simulation and estimation (SSE) study was performed to simultaneously simulate data sets and estimate the parameters using four different methods: FOCE-I only, BAYES(C) (FOCE-I and BAYES composite method), BAYES(F) (BAYES with all true initial parameters and fixed ω 2 ), and BAYES only. Relative root mean squared error (rRMSE) and relative estimation error (REE) were used to analyze the differences between true and estimated values. A case study was performed with a clinical data of theophylline available in NONMEM distribution media. NONMEM software assisted by Pirana, PsN, and Xpose was used to estimate population PK parameters, and R program was used to analyze and plot the results. The rRMSE and REE values of all parameter (fixed effect and random effect) estimates showed that all four methods performed equally at the lower IIV levels, while the FOCE-I method performed better than other EM-based methods at higher IIV levels (greater than 30%). In general, estimates of random-effect parameters showed significant bias and imprecision, irrespective of the estimation method used and the level of IIV. Similar performance of the estimation methods was observed with theophylline dataset. The classical FOCE-I method appeared to estimate the PK parameters more reliably than the BAYES method when using a simple model and data containing only a few subjects. EM-based estimation methods can be considered for adapting to the specific needs of a modeling project at later steps of modeling.

Cardiovascular oscillations: in search of a nonlinear parametric model

NASA Astrophysics Data System (ADS)

Bandrivskyy, Andriy; Luchinsky, Dmitry; McClintock, Peter V.; Smelyanskiy, Vadim; Stefanovska, Aneta; Timucin, Dogan

2003-05-01

We suggest a fresh approach to the modeling of the human cardiovascular system. Taking advantage of a new Bayesian inference technique, able to deal with stochastic nonlinear systems, we show that one can estimate parameters for models of the cardiovascular system directly from measured time series. We present preliminary results of inference of parameters of a model of coupled oscillators from measured cardiovascular data addressing cardiorespiratory interaction. We argue that the inference technique offers a very promising tool for the modeling, able to contribute significantly towards the solution of a long standing challenge -- development of new diagnostic techniques based on noninvasive measurements.

Motion estimation under location uncertainty for turbulent fluid flows

NASA Astrophysics Data System (ADS)

Cai, Shengze; Mémin, Etienne; Dérian, Pierre; Xu, Chao

2018-01-01

In this paper, we propose a novel optical flow formulation for estimating two-dimensional velocity fields from an image sequence depicting the evolution of a passive scalar transported by a fluid flow. This motion estimator relies on a stochastic representation of the flow allowing to incorporate naturally a notion of uncertainty in the flow measurement. In this context, the Eulerian fluid flow velocity field is decomposed into two components: a large-scale motion field and a small-scale uncertainty component. We define the small-scale component as a random field. Subsequently, the data term of the optical flow formulation is based on a stochastic transport equation, derived from the formalism under location uncertainty proposed in Mémin (Geophys Astrophys Fluid Dyn 108(2):119-146, 2014) and Resseguier et al. (Geophys Astrophys Fluid Dyn 111(3):149-176, 2017a). In addition, a specific regularization term built from the assumption of constant kinetic energy involves the very same diffusion tensor as the one appearing in the data transport term. Opposite to the classical motion estimators, this enables us to devise an optical flow method dedicated to fluid flows in which the regularization parameter has now a clear physical interpretation and can be easily estimated. Experimental evaluations are presented on both synthetic and real world image sequences. Results and comparisons indicate very good performance of the proposed formulation for turbulent flow motion estimation.

Stochastic seismic response of building with super-elastic damper

NASA Astrophysics Data System (ADS)

Gur, Sourav; Mishra, Sudib Kumar; Roy, Koushik

2016-05-01

Hysteretic yield dampers are widely employed for seismic vibration control of buildings. An improved version of such damper has been proposed recently by exploiting the superelastic force-deformation characteristics of the Shape-Memory-Alloy (SMA). Although a number of studies have illustrated the performance of such damper, precise estimate of the optimal parameters and performances, along with the comparison with the conventional yield damper is lacking. Presently, the optimal parameters for the superelastic damper are proposed by conducting systematic design optimization, in which, the stochastic response serves as the objective function, evaluated through nonlinear random vibration analysis. These optimal parameters can be employed to establish an initial design for the SMA-damper. Further, a comparison among the optimal responses is also presented in order to assess the improvement that can be achieved by the superelastic damper over the yield damper. The consistency of the improvements is also checked by considering the anticipated variation in the system parameters as well as seismic loading condition. In spite of the improved performance of super-elastic damper, the available variant of SMA(s) is quite expensive to limit their applicability. However, recently developed ferrous SMA are expected to offer even superior performance along with improved cost effectiveness, that can be studied through a life cycle cost analysis in future work.

Modeling metabolic networks in C. glutamicum: a comparison of rate laws in combination with various parameter optimization strategies

PubMed Central

Dräger, Andreas; Kronfeld, Marcel; Ziller, Michael J; Supper, Jochen; Planatscher, Hannes; Magnus, Jørgen B; Oldiges, Marco; Kohlbacher, Oliver; Zell, Andreas

2009-01-01

Background To understand the dynamic behavior of cellular systems, mathematical modeling is often necessary and comprises three steps: (1) experimental measurement of participating molecules, (2) assignment of rate laws to each reaction, and (3) parameter calibration with respect to the measurements. In each of these steps the modeler is confronted with a plethora of alternative approaches, e. g., the selection of approximative rate laws in step two as specific equations are often unknown, or the choice of an estimation procedure with its specific settings in step three. This overall process with its numerous choices and the mutual influence between them makes it hard to single out the best modeling approach for a given problem. Results We investigate the modeling process using multiple kinetic equations together with various parameter optimization methods for a well-characterized example network, the biosynthesis of valine and leucine in C. glutamicum. For this purpose, we derive seven dynamic models based on generalized mass action, Michaelis-Menten and convenience kinetics as well as the stochastic Langevin equation. In addition, we introduce two modeling approaches for feedback inhibition to the mass action kinetics. The parameters of each model are estimated using eight optimization strategies. To determine the most promising modeling approaches together with the best optimization algorithms, we carry out a two-step benchmark: (1) coarse-grained comparison of the algorithms on all models and (2) fine-grained tuning of the best optimization algorithms and models. To analyze the space of the best parameters found for each model, we apply clustering, variance, and correlation analysis. Conclusion A mixed model based on the convenience rate law and the Michaelis-Menten equation, in which all reactions are assumed to be reversible, is the most suitable deterministic modeling approach followed by a reversible generalized mass action kinetics model. A Langevin model is advisable to take stochastic effects into account. To estimate the model parameters, three algorithms are particularly useful: For first attempts the settings-free Tribes algorithm yields valuable results. Particle swarm optimization and differential evolution provide significantly better results with appropriate settings. PMID:19144170

Design and validation of a dynamic discrete event stochastic simulation model of mastitis control in dairy herds.

PubMed

Allore, H G; Schruben, L W; Erb, H N; Oltenacu, P A

1998-03-01

A dynamic stochastic simulation model for discrete events, SIMMAST, was developed to simulate the effect of mastitis on the composition of the bulk tank milk of dairy herds. Intramammary infections caused by Streptococcus agalactiae, Streptococcus spp. other than Strep. agalactiae, Staphylococcus aureus, and coagulase-negative staphylococci were modeled as were the milk, fat, and protein test day solutions for individual cows, which accounted for the fixed effects of days in milk, age at calving, season of calving, somatic cell count (SCC), and random effects of test day, cow yield differences from herdmates, and autocorrelated errors. Probabilities for the transitions among various states of udder health (uninfected or subclinically or clinically infected) were calculated to account for exposure, heifer infection, spontaneous recovery, lactation cure, infection or cure during the dry period, month of lactation, parity, within-herd yields, and the number of quarters with clinical intramammary infection in the previous and current lactations. The stochastic simulation model was constructed using estimates from the literature and also using data from 164 herds enrolled with Quality Milk Promotion Services that each had bulk tank SCC between 500,000 and 750,000/ml. Model parameters and outputs were validated against a separate data file of 69 herds from the Northeast Dairy Herd Improvement Association, each with a bulk tank SCC that was > or = 500,000/ml. Sensitivity analysis was performed on all input parameters for control herds. Using the validated stochastic simulation model, the control herds had a stable time average bulk tank SCC between 500,000 and 750,000/ml.

Predicting Lg Coda Using Synthetic Seismograms and Media With Stochastic Heterogeneity

NASA Astrophysics Data System (ADS)

Tibuleac, I. M.; Stroujkova, A.; Bonner, J. L.; Mayeda, K.

2005-12-01

Recent examinations of the characteristics of coda-derived Sn and Lg spectra for yield estimation have shown that the spectral peak of Nevada Test Site (NTS) explosion spectra is depth-of-burial dependent, and that this peak is shifted to higher frequencies for Lop Nor explosions at the same depths. To confidently use coda-based yield formulas, we need to understand and predict coda spectral shape variations with depth, source media, velocity structure, topography, and geological heterogeneity. We present results of a coda modeling study to predict Lg coda. During the initial stages of this research, we have acquired and parameterized a deterministic 6 deg. x 6 deg. velocity and attenuation model centered on the Nevada Test Site. Near-source data are used to constrain density and attenuation profiles for the upper five km. The upper crust velocity profiles are quilted into a background velocity profile at depths greater than five km. The model is parameterized for use in a modified version of the Generalized Fourier Method in two dimensions (GFM2D). We modify this model to include stochastic heterogeneities of varying correlation lengths within the crust. Correlation length, Hurst number and fractional velocity perturbation of the heterogeneities are used to construct different realizations of the random media. We use nuclear explosion and earthquake cluster waveform analysis, as well as well log and geological information to constrain the stochastic parameters for a path between the NTS and the seismic stations near Mina, Nevada. Using multiple runs, we quantify the effects of variations in the stochastic parameters, of heterogeneity location in the crust and attenuation on coda amplitude and spectral characteristics. We calibrate these parameters by matching synthetic earthquake Lg coda envelopes to coda envelopes of local earthquakes with well-defined moments and mechanisms. We generate explosion synthetics for these calibrated deterministic and stochastic models. Secondary effects, including a compensated linear vector dipole source, are superposed on the synthetics in order to adequately characterize the Lg generation. We use this technique to characterize the effects of depth of burial on the coda spectral shapes.

Bayesian experimental design for models with intractable likelihoods.

PubMed

Drovandi, Christopher C; Pettitt, Anthony N

2013-12-01

In this paper we present a methodology for designing experiments for efficiently estimating the parameters of models with computationally intractable likelihoods. The approach combines a commonly used methodology for robust experimental design, based on Markov chain Monte Carlo sampling, with approximate Bayesian computation (ABC) to ensure that no likelihood evaluations are required. The utility function considered for precise parameter estimation is based upon the precision of the ABC posterior distribution, which we form efficiently via the ABC rejection algorithm based on pre-computed model simulations. Our focus is on stochastic models and, in particular, we investigate the methodology for Markov process models of epidemics and macroparasite population evolution. The macroparasite example involves a multivariate process and we assess the loss of information from not observing all variables. © 2013, The International Biometric Society.

Double-observer line transect surveys with Markov-modulated Poisson process models for animal availability.

PubMed

Borchers, D L; Langrock, R

2015-12-01

We develop maximum likelihood methods for line transect surveys in which animals go undetected at distance zero, either because they are stochastically unavailable while within view or because they are missed when they are available. These incorporate a Markov-modulated Poisson process model for animal availability, allowing more clustered availability events than is possible with Poisson availability models. They include a mark-recapture component arising from the independent-observer survey, leading to more accurate estimation of detection probability given availability. We develop models for situations in which (a) multiple detections of the same individual are possible and (b) some or all of the availability process parameters are estimated from the line transect survey itself, rather than from independent data. We investigate estimator performance by simulation, and compare the multiple-detection estimators with estimators that use only initial detections of individuals, and with a single-observer estimator. Simultaneous estimation of detection function parameters and availability model parameters is shown to be feasible from the line transect survey alone with multiple detections and double-observer data but not with single-observer data. Recording multiple detections of individuals improves estimator precision substantially when estimating the availability model parameters from survey data, and we recommend that these data be gathered. We apply the methods to estimate detection probability from a double-observer survey of North Atlantic minke whales, and find that double-observer data greatly improve estimator precision here too. © 2015 The Authors Biometrics published by Wiley Periodicals, Inc. on behalf of International Biometric Society.

Stochastic formulation of patient positioning using linac-mounted cone beam imaging with prior knowledge

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

Hoegele, W.; Loeschel, R.; Dobler, B.

2011-02-15

Purpose: In this work, a novel stochastic framework for patient positioning based on linac-mounted CB projections is introduced. Based on this formulation, the most probable shifts and rotations of the patient are estimated, incorporating interfractional deformations of patient anatomy and other uncertainties associated with patient setup. Methods: The target position is assumed to be defined by and is stochastically determined from positions of various features such as anatomical landmarks or markers in CB projections, i.e., radiographs acquired with a CB-CT system. The patient positioning problem of finding the target location from CB projections is posed as an inverse problem withmore » prior knowledge and is solved using a Bayesian maximum a posteriori (MAP) approach. The prior knowledge is three-fold and includes the accuracy of an initial patient setup (such as in-room laser and skin marks), the plasticity of the body (relative shifts between target and features), and the feature detection error in CB projections (which may vary depending on specific detection algorithm and feature type). For this purpose, MAP estimators are derived and a procedure of using them in clinical practice is outlined. Furthermore, a rule of thumb is theoretically derived, relating basic parameters of the prior knowledge (initial setup accuracy, plasticity of the body, and number of features) and the parameters of CB data acquisition (number of projections and accuracy of feature detection) to the expected estimation accuracy. Results: MAP estimation can be applied to arbitrary features and detection algorithms. However, to experimentally demonstrate its applicability and to perform the validation of the algorithm, a water-equivalent, deformable phantom with features represented by six 1 mm chrome balls were utilized. These features were detected in the cone beam projections (XVI, Elekta Synergy) by a local threshold method for demonstration purposes only. The accuracy of estimation (strongly varying for different plasticity parameters of the body) agreed with the rule of thumb formula. Moreover, based on this rule of thumb formula, about 20 projections for 6 detectable features seem to be sufficient for a target estimation accuracy of 0.2 cm, even for relatively large feature detection errors with standard deviation of 0.5 cm and spatial displacements of the features with standard deviation of 0.5 cm. Conclusions: The authors have introduced a general MAP-based patient setup algorithm accounting for different sources of uncertainties, which are utilized as the prior knowledge in a transparent way. This new framework can be further utilized for different clinical sites, as well as theoretical developments in the field of patient positioning for radiotherapy.« less

Ambient Vibration Testing for Story Stiffness Estimation of a Heritage Timber Building

PubMed Central

Min, Kyung-Won; Kim, Junhee; Park, Sung-Ah; Park, Chan-Soo

2013-01-01

This paper investigates dynamic characteristics of a historic wooden structure by ambient vibration testing, presenting a novel estimation methodology of story stiffness for the purpose of vibration-based structural health monitoring. As for the ambient vibration testing, measured structural responses are analyzed by two output-only system identification methods (i.e., frequency domain decomposition and stochastic subspace identification) to estimate modal parameters. The proposed methodology of story stiffness is estimation based on an eigenvalue problem derived from a vibratory rigid body model. Using the identified natural frequencies, the eigenvalue problem is efficiently solved and uniquely yields story stiffness. It is noteworthy that application of the proposed methodology is not necessarily confined to the wooden structure exampled in the paper. PMID:24227999

Stochastic Models in the DORIS Position Time Series: Estimates from the IDS Contribution to the ITRF2014

NASA Astrophysics Data System (ADS)

Klos, A.; Bogusz, J.; Moreaux, G.

2017-12-01

This research focuses on the investigation of the deterministic and stochastic parts of the DORIS (Doppler Orbitography and Radiopositioning Integrated by Satellite) weekly coordinate time series from the IDS contribution to the ITRF2014A set of 90 stations was divided into three groups depending on when the data was collected at an individual station. To reliably describe the DORIS time series, we employed a mathematical model that included the long-term nonlinear signal, linear trend, seasonal oscillations (these three sum up to produce the Polynomial Trend Model) and a stochastic part, all being resolved with Maximum Likelihood Estimation (MLE). We proved that the values of the parameters delivered for DORIS data are strictly correlated with the time span of the observations, meaning that the most recent data are the most reliable ones. Not only did the seasonal amplitudes decrease over the years, but also, and most importantly, the noise level and its type changed significantly. We examined five different noise models to be applied to the stochastic part of the DORIS time series: a pure white noise (WN), a pure power-law noise (PL), a combination of white and power-law noise (WNPL), an autoregressive process of first order (AR(1)) and a Generalized Gauss Markov model (GGM). From our study it arises that the PL process may be chosen as the preferred one for most of the DORIS data. Moreover, the preferred noise model has changed through the years from AR(1) to pure PL with few stations characterized by a positive spectral index.

The modified turning bands (MTB) model for space-time rainfall. I. Model definition and properties

NASA Astrophysics Data System (ADS)

Mellor, Dale

1996-02-01

A new stochastic model of space-time rainfall, the Modified Turning Bands (MTB) model, is proposed which reproduces, in particular, the movements and developments of rainbands, cluster potential regions and raincells, as well as their respective interactions. The ensemble correlation structure is unsuitable for practical estimation of the model parameters because the model is not ergodic in this statistic, and hence it cannot easily be measured from a single real storm. Thus, some general theory on the internal covariance structure of a class of stochastic models is presented, of which the MTB model is an example. It is noted that, for the MTB model, the internal covariance structure may be measured from a single storm, and can thus be used for model identification.

Fusion of Hard and Soft Information in Nonparametric Density Estimation

DTIC Science & Technology

2015-06-10

and stochastic optimization models, in analysis of simulation output, and when instantiating probability models. We adopt a constrained maximum...particular, density estimation is needed for generation of input densities to simulation and stochastic optimization models, in analysis of simulation output...an essential step in simulation analysis and stochastic optimization is the generation of probability densities for input random variables; see for

Heart rate variability as determinism with jump stochastic parameters.

PubMed

Zheng, Jiongxuan; Skufca, Joseph D; Bollt, Erik M

2013-08-01

We use measured heart rate information (RR intervals) to develop a one-dimensional nonlinear map that describes short term deterministic behavior in the data. Our study suggests that there is a stochastic parameter with persistence which causes the heart rate and rhythm system to wander about a bifurcation point. We propose a modified circle map with a jump process noise term as a model which can qualitatively capture such this behavior of low dimensional transient determinism with occasional (stochastically defined) jumps from one deterministic system to another within a one parameter family of deterministic systems.

Optimal Search for an Astrophysical Gravitational-Wave Background

NASA Astrophysics Data System (ADS)

Smith, Rory; Thrane, Eric

2018-04-01

Roughly every 2-10 min, a pair of stellar-mass black holes merge somewhere in the Universe. A small fraction of these mergers are detected as individually resolvable gravitational-wave events by advanced detectors such as LIGO and Virgo. The rest contribute to a stochastic background. We derive the statistically optimal search strategy (producing minimum credible intervals) for a background of unresolved binaries. Our method applies Bayesian parameter estimation to all available data. Using Monte Carlo simulations, we demonstrate that the search is both "safe" and effective: it is not fooled by instrumental artifacts such as glitches and it recovers simulated stochastic signals without bias. Given realistic assumptions, we estimate that the search can detect the binary black hole background with about 1 day of design sensitivity data versus ≈40 months using the traditional cross-correlation search. This framework independently constrains the merger rate and black hole mass distribution, breaking a degeneracy present in the cross-correlation approach. The search provides a unified framework for population studies of compact binaries, which is cast in terms of hyperparameter estimation. We discuss a number of extensions and generalizations, including application to other sources (such as binary neutron stars and continuous-wave sources), simultaneous estimation of a continuous Gaussian background, and applications to pulsar timing.

Hydrological parameter estimations from a conservative tracer test with variable-density effects at the Boise Hydrogeophysical Research Site

NASA Astrophysics Data System (ADS)

Dafflon, B.; Barrash, W.; Cardiff, M.; Johnson, T. C.

2011-12-01

Reliable predictions of groundwater flow and solute transport require an estimation of the detailed distribution of the parameters (e.g., hydraulic conductivity, effective porosity) controlling these processes. However, such parameters are difficult to estimate because of the inaccessibility and complexity of the subsurface. In this regard, developments in parameter estimation techniques and investigations of field experiments are still challenging and necessary to improve our understanding and the prediction of hydrological processes. Here we analyze a conservative tracer test conducted at the Boise Hydrogeophysical Research Site in 2001 in a heterogeneous unconfined fluvial aquifer. Some relevant characteristics of this test include: variable-density (sinking) effects because of the injection concentration of the bromide tracer, the relatively small size of the experiment, and the availability of various sources of geophysical and hydrological information. The information contained in this experiment is evaluated through several parameter estimation approaches, including a grid-search-based strategy, stochastic simulation of hydrological property distributions, and deterministic inversion using regularization and pilot-point techniques. Doing this allows us to investigate hydraulic conductivity and effective porosity distributions and to compare the effects of assumptions from several methods and parameterizations. Our results provide new insights into the understanding of variable-density transport processes and the hydrological relevance of incorporating various sources of information in parameter estimation approaches. Among others, the variable-density effect and the effective porosity distribution, as well as their coupling with the hydraulic conductivity structure, are seen to be significant in the transport process. The results also show that assumed prior information can strongly influence the estimated distributions of hydrological properties.

Estimating cellular parameters through optimization procedures: elementary principles and applications.

PubMed

Kimura, Akatsuki; Celani, Antonio; Nagao, Hiromichi; Stasevich, Timothy; Nakamura, Kazuyuki

2015-01-01

Construction of quantitative models is a primary goal of quantitative biology, which aims to understand cellular and organismal phenomena in a quantitative manner. In this article, we introduce optimization procedures to search for parameters in a quantitative model that can reproduce experimental data. The aim of optimization is to minimize the sum of squared errors (SSE) in a prediction or to maximize likelihood. A (local) maximum of likelihood or (local) minimum of the SSE can efficiently be identified using gradient approaches. Addition of a stochastic process enables us to identify the global maximum/minimum without becoming trapped in local maxima/minima. Sampling approaches take advantage of increasing computational power to test numerous sets of parameters in order to determine the optimum set. By combining Bayesian inference with gradient or sampling approaches, we can estimate both the optimum parameters and the form of the likelihood function related to the parameters. Finally, we introduce four examples of research that utilize parameter optimization to obtain biological insights from quantified data: transcriptional regulation, bacterial chemotaxis, morphogenesis, and cell cycle regulation. With practical knowledge of parameter optimization, cell and developmental biologists can develop realistic models that reproduce their observations and thus, obtain mechanistic insights into phenomena of interest.

Noise stochastic corrected maximum a posteriori estimator for birefringence imaging using polarization-sensitive optical coherence tomography

PubMed Central

Kasaragod, Deepa; Makita, Shuichi; Hong, Young-Joo; Yasuno, Yoshiaki

2017-01-01

This paper presents a noise-stochastic corrected maximum a posteriori estimator for birefringence imaging using Jones matrix optical coherence tomography. The estimator described in this paper is based on the relationship between probability distribution functions of the measured birefringence and the effective signal to noise ratio (ESNR) as well as the true birefringence and the true ESNR. The Monte Carlo method is used to numerically describe this relationship and adaptive 2D kernel density estimation provides the likelihood for a posteriori estimation of the true birefringence. Improved estimation is shown for the new estimator with stochastic model of ESNR in comparison to the old estimator, both based on the Jones matrix noise model. A comparison with the mean estimator is also done. Numerical simulation validates the superiority of the new estimator. The superior performance of the new estimator was also shown by in vivo measurement of optic nerve head. PMID:28270974

Clustering network layers with the strata multilayer stochastic block model.

PubMed

Stanley, Natalie; Shai, Saray; Taylor, Dane; Mucha, Peter J

2016-01-01

Multilayer networks are a useful data structure for simultaneously capturing multiple types of relationships between a set of nodes. In such networks, each relational definition gives rise to a layer. While each layer provides its own set of information, community structure across layers can be collectively utilized to discover and quantify underlying relational patterns between nodes. To concisely extract information from a multilayer network, we propose to identify and combine sets of layers with meaningful similarities in community structure. In this paper, we describe the "strata multilayer stochastic block model" (sMLSBM), a probabilistic model for multilayer community structure. The central extension of the model is that there exist groups of layers, called "strata", which are defined such that all layers in a given stratum have community structure described by a common stochastic block model (SBM). That is, layers in a stratum exhibit similar node-to-community assignments and SBM probability parameters. Fitting the sMLSBM to a multilayer network provides a joint clustering that yields node-to-community and layer-to-stratum assignments, which cooperatively aid one another during inference. We describe an algorithm for separating layers into their appropriate strata and an inference technique for estimating the SBM parameters for each stratum. We demonstrate our method using synthetic networks and a multilayer network inferred from data collected in the Human Microbiome Project.

Clustering network layers with the strata multilayer stochastic block model

PubMed Central

Stanley, Natalie; Shai, Saray; Taylor, Dane; Mucha, Peter J.

2016-01-01

Multilayer networks are a useful data structure for simultaneously capturing multiple types of relationships between a set of nodes. In such networks, each relational definition gives rise to a layer. While each layer provides its own set of information, community structure across layers can be collectively utilized to discover and quantify underlying relational patterns between nodes. To concisely extract information from a multilayer network, we propose to identify and combine sets of layers with meaningful similarities in community structure. In this paper, we describe the “strata multilayer stochastic block model” (sMLSBM), a probabilistic model for multilayer community structure. The central extension of the model is that there exist groups of layers, called “strata”, which are defined such that all layers in a given stratum have community structure described by a common stochastic block model (SBM). That is, layers in a stratum exhibit similar node-to-community assignments and SBM probability parameters. Fitting the sMLSBM to a multilayer network provides a joint clustering that yields node-to-community and layer-to-stratum assignments, which cooperatively aid one another during inference. We describe an algorithm for separating layers into their appropriate strata and an inference technique for estimating the SBM parameters for each stratum. We demonstrate our method using synthetic networks and a multilayer network inferred from data collected in the Human Microbiome Project. PMID:28435844

Hierarchical Bayesian modeling of ionospheric TEC disturbances as non-stationary processes

NASA Astrophysics Data System (ADS)

Seid, Abdu Mohammed; Berhane, Tesfahun; Roininen, Lassi; Nigussie, Melessew

2018-03-01

We model regular and irregular variation of ionospheric total electron content as stationary and non-stationary processes, respectively. We apply the method developed to SCINDA GPS data set observed at Bahir Dar, Ethiopia (11.6 °N, 37.4 °E) . We use hierarchical Bayesian inversion with Gaussian Markov random process priors, and we model the prior parameters in the hyperprior. We use Matérn priors via stochastic partial differential equations, and use scaled Inv -χ2 hyperpriors for the hyperparameters. For drawing posterior estimates, we use Markov Chain Monte Carlo methods: Gibbs sampling and Metropolis-within-Gibbs for parameter and hyperparameter estimations, respectively. This allows us to quantify model parameter estimation uncertainties as well. We demonstrate the applicability of the method proposed using a synthetic test case. Finally, we apply the method to real GPS data set, which we decompose to regular and irregular variation components. The result shows that the approach can be used as an accurate ionospheric disturbance characterization technique that quantifies the total electron content variability with corresponding error uncertainties.

Sequential estimation of intrinsic activity and synaptic input in single neurons by particle filtering with optimal importance density

NASA Astrophysics Data System (ADS)

Closas, Pau; Guillamon, Antoni

2017-12-01

This paper deals with the problem of inferring the signals and parameters that cause neural activity to occur. The ultimate challenge being to unveil brain's connectivity, here we focus on a microscopic vision of the problem, where single neurons (potentially connected to a network of peers) are at the core of our study. The sole observation available are noisy, sampled voltage traces obtained from intracellular recordings. We design algorithms and inference methods using the tools provided by stochastic filtering that allow a probabilistic interpretation and treatment of the problem. Using particle filtering, we are able to reconstruct traces of voltages and estimate the time course of auxiliary variables. By extending the algorithm, through PMCMC methodology, we are able to estimate hidden physiological parameters as well, like intrinsic conductances or reversal potentials. Last, but not least, the method is applied to estimate synaptic conductances arriving at a target cell, thus reconstructing the synaptic excitatory/inhibitory input traces. Notably, the performance of these estimations achieve the theoretical lower bounds even in spiking regimes.

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.

Regionalisation of a distributed method for flood quantiles estimation: Revaluation of local calibration hypothesis to enhance the spatial structure of the optimised parameter

NASA Astrophysics Data System (ADS)

Odry, Jean; Arnaud, Patrick

2016-04-01

The SHYREG method (Aubert et al., 2014) associates a stochastic rainfall generator and a rainfall-runoff model to produce rainfall and flood quantiles on a 1 km2 mesh covering the whole French territory. The rainfall generator is based on the description of rainy events by descriptive variables following probability distributions and is characterised by a high stability. This stochastic generator is fully regionalised, and the rainfall-runoff transformation is calibrated with a single parameter. Thanks to the stability of the approach, calibration can be performed against only flood quantiles associated with observated frequencies which can be extracted from relatively short time series. The aggregation of SHYREG flood quantiles to the catchment scale is performed using an areal reduction factor technique unique on the whole territory. Past studies demonstrated the accuracy of SHYREG flood quantiles estimation for catchments where flow data are available (Arnaud et al., 2015). Nevertheless, the parameter of the rainfall-runoff model is independently calibrated for each target catchment. As a consequence, this parameter plays a corrective role and compensates approximations and modelling errors which makes difficult to identify its proper spatial pattern. It is an inherent objective of the SHYREG approach to be completely regionalised in order to provide a complete and accurate flood quantiles database throughout France. Consequently, it appears necessary to identify the model configuration in which the calibrated parameter could be regionalised with acceptable performances. The revaluation of some of the method hypothesis is a necessary step before the regionalisation. Especially the inclusion or the modification of the spatial variability of imposed parameters (like production and transfer reservoir size, base flow addition and quantiles aggregation function) should lead to more realistic values of the only calibrated parameter. The objective of the work presented here is to develop a SHYREG evaluation scheme focusing on both local and regional performances. Indeed, it is necessary to maintain the accuracy of at site flood quantiles estimation while identifying a configuration leading to a satisfactory spatial pattern of the calibrated parameter. This ability to be regionalised can be appraised by the association of common regionalisation techniques and split sample validation tests on a set of around 1,500 catchments representing the whole diversity of France physiography. Also, the presence of many nested catchments and a size-based split sample validation make possible to assess the relevance of the calibrated parameter spatial structure inside the largest catchments. The application of this multi-objective evaluation leads to the selection of a version of SHYREG more suitable for regionalisation. References: Arnaud, P., Cantet, P., Aubert, Y., 2015. Relevance of an at-site flood frequency analysis method for extreme events based on stochastic simulation of hourly rainfall. Hydrological Sciences Journal: on press. DOI:10.1080/02626667.2014.965174 Aubert, Y., Arnaud, P., Ribstein, P., Fine, J.A., 2014. The SHYREG flow method-application to 1605 basins in metropolitan France. Hydrological Sciences Journal, 59(5): 993-1005. DOI:10.1080/02626667.2014.902061

Estimating model parameters for an impact-produced shock-wave simulation: Optimal use of partial data with the extended Kalman filter

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

Kao, Jim; Flicker, Dawn; Ide, Kayo

2006-05-20

This paper builds upon our recent data assimilation work with the extended Kalman filter (EKF) method [J. Kao, D. Flicker, R. Henninger, S. Frey, M. Ghil, K. Ide, Data assimilation with an extended Kalman filter for an impact-produced shock-wave study, J. Comp. Phys. 196 (2004) 705-723.]. The purpose is to test the capability of EKF in optimizing a model's physical parameters. The problem is to simulate the evolution of a shock produced through a high-speed flyer plate. In the earlier work, we have showed that the EKF allows one to estimate the evolving state of the shock wave from amore » single pressure measurement, assuming that all model parameters are known. In the present paper, we show that imperfectly known model parameters can also be estimated accordingly, along with the evolving model state, from the same single measurement. The model parameter optimization using the EKF can be achieved through a simple modification of the original EKF formalism by including the model parameters into an augmented state variable vector. While the regular state variables are governed by both deterministic and stochastic forcing mechanisms, the parameters are only subject to the latter. The optimally estimated model parameters are thus obtained through a unified assimilation operation. We show that improving the accuracy of the model parameters also improves the state estimate. The time variation of the optimized model parameters results from blending the data and the corresponding values generated from the model and lies within a small range, of less than 2%, from the parameter values of the original model. The solution computed with the optimized parameters performs considerably better and has a smaller total variance than its counterpart using the original time-constant parameters. These results indicate that the model parameters play a dominant role in the performance of the shock-wave hydrodynamic code at hand.« less

Stochastic mixed-mode oscillations in a three-species predator-prey model

NASA Astrophysics Data System (ADS)

Sadhu, Susmita; Kuehn, Christian

2018-03-01

The effect of demographic stochasticity, in the form of Gaussian white noise, in a predator-prey model with one fast and two slow variables is studied. We derive the stochastic differential equations (SDEs) from a discrete model. For suitable parameter values, the deterministic drift part of the model admits a folded node singularity and exhibits a singular Hopf bifurcation. We focus on the parameter regime near the Hopf bifurcation, where small amplitude oscillations exist as stable dynamics in the absence of noise. In this regime, the stochastic model admits noise-driven mixed-mode oscillations (MMOs), which capture the intermediate dynamics between two cycles of population outbreaks. We perform numerical simulations to calculate the distribution of the random number of small oscillations between successive spikes for varying noise intensities and distance to the Hopf bifurcation. We also study the effect of noise on a suitable Poincaré map. Finally, we prove that the stochastic model can be transformed into a normal form near the folded node, which can be linked to recent results on the interplay between deterministic and stochastic small amplitude oscillations. The normal form can also be used to study the parameter influence on the noise level near folded singularities.

Stochastic spectral projection of electrochemical thermal model for lithium-ion cell state estimation

NASA Astrophysics Data System (ADS)

Tagade, Piyush; Hariharan, Krishnan S.; Kolake, Subramanya Mayya; Song, Taewon; Oh, Dukjin

2017-03-01

A novel approach for integrating a pseudo-two dimensional electrochemical thermal (P2D-ECT) model and data assimilation algorithm is presented for lithium-ion cell state estimation. This approach refrains from making any simplifications in the P2D-ECT model while making it amenable for online state estimation. Though deterministic, uncertainty in the initial states induces stochasticity in the P2D-ECT model. This stochasticity is resolved by spectrally projecting the stochastic P2D-ECT model on a set of orthogonal multivariate Hermite polynomials. Volume averaging in the stochastic dimensions is proposed for efficient numerical solution of the resultant model. A state estimation framework is developed using a transformation of the orthogonal basis to assimilate the measurables with this system of equations. Effectiveness of the proposed method is first demonstrated by assimilating the cell voltage and temperature data generated using a synthetic test bed. This validated method is used with the experimentally observed cell voltage and temperature data for state estimation at different operating conditions and drive cycle protocols. The results show increased prediction accuracy when the data is assimilated every 30s. High accuracy of the estimated states is exploited to infer temperature dependent behavior of the lithium-ion cell.

Bayesian estimation of extreme flood quantiles using a rainfall-runoff model and a stochastic daily rainfall generator

NASA Astrophysics Data System (ADS)

Costa, Veber; Fernandes, Wilson

2017-11-01

Extreme flood estimation has been a key research topic in hydrological sciences. Reliable estimates of such events are necessary as structures for flood conveyance are continuously evolving in size and complexity and, as a result, their failure-associated hazards become more and more pronounced. Due to this fact, several estimation techniques intended to improve flood frequency analysis and reducing uncertainty in extreme quantile estimation have been addressed in the literature in the last decades. In this paper, we develop a Bayesian framework for the indirect estimation of extreme flood quantiles from rainfall-runoff models. In the proposed approach, an ensemble of long daily rainfall series is simulated with a stochastic generator, which models extreme rainfall amounts with an upper-bounded distribution function, namely, the 4-parameter lognormal model. The rationale behind the generation model is that physical limits for rainfall amounts, and consequently for floods, exist and, by imposing an appropriate upper bound for the probabilistic model, more plausible estimates can be obtained for those rainfall quantiles with very low exceedance probabilities. Daily rainfall time series are converted into streamflows by routing each realization of the synthetic ensemble through a conceptual hydrologic model, the Rio Grande rainfall-runoff model. Calibration of parameters is performed through a nonlinear regression model, by means of the specification of a statistical model for the residuals that is able to accommodate autocorrelation, heteroscedasticity and nonnormality. By combining the outlined steps in a Bayesian structure of analysis, one is able to properly summarize the resulting uncertainty and estimating more accurate credible intervals for a set of flood quantiles of interest. The method for extreme flood indirect estimation was applied to the American river catchment, at the Folsom dam, in the state of California, USA. Results show that most floods, including exceptionally large non-systematic events, were reasonably estimated with the proposed approach. In addition, by accounting for uncertainties in each modeling step, one is able to obtain a better understanding of the influential factors in large flood formation dynamics.

Bayesian inference for the spatio-temporal invasion of alien species.

PubMed

Cook, Alex; Marion, Glenn; Butler, Adam; Gibson, Gavin

2007-08-01

In this paper we develop a Bayesian approach to parameter estimation in a stochastic spatio-temporal model of the spread of invasive species across a landscape. To date, statistical techniques, such as logistic and autologistic regression, have outstripped stochastic spatio-temporal models in their ability to handle large numbers of covariates. Here we seek to address this problem by making use of a range of covariates describing the bio-geographical features of the landscape. Relative to regression techniques, stochastic spatio-temporal models are more transparent in their representation of biological processes. They also explicitly model temporal change, and therefore do not require the assumption that the species' distribution (or other spatial pattern) has already reached equilibrium as is often the case with standard statistical approaches. In order to illustrate the use of such techniques we apply them to the analysis of data detailing the spread of an invasive plant, Heracleum mantegazzianum, across Britain in the 20th Century using geo-referenced covariate information describing local temperature, elevation and habitat type. The use of Markov chain Monte Carlo sampling within a Bayesian framework facilitates statistical assessments of differences in the suitability of different habitat classes for H. mantegazzianum, and enables predictions of future spread to account for parametric uncertainty and system variability. Our results show that ignoring such covariate information may lead to biased estimates of key processes and implausible predictions of future distributions.

Generalized Likelihood Uncertainty Estimation (GLUE) Using Multi-Optimization Algorithm as Sampling Method

NASA Astrophysics Data System (ADS)

Wang, Z.

2015-12-01

For decades, distributed and lumped hydrological models have furthered our understanding of hydrological system. The development of hydrological simulation in large scale and high precision elaborated the spatial descriptions and hydrological behaviors. Meanwhile, the new trend is also followed by the increment of model complexity and number of parameters, which brings new challenges of uncertainty quantification. Generalized Likelihood Uncertainty Estimation (GLUE) has been widely used in uncertainty analysis for hydrological models referring to Monte Carlo method coupled with Bayesian estimation. However, the stochastic sampling method of prior parameters adopted by GLUE appears inefficient, especially in high dimensional parameter space. The heuristic optimization algorithms utilizing iterative evolution show better convergence speed and optimality-searching performance. In light of the features of heuristic optimization algorithms, this study adopted genetic algorithm, differential evolution, shuffled complex evolving algorithm to search the parameter space and obtain the parameter sets of large likelihoods. Based on the multi-algorithm sampling, hydrological model uncertainty analysis is conducted by the typical GLUE framework. To demonstrate the superiority of the new method, two hydrological models of different complexity are examined. The results shows the adaptive method tends to be efficient in sampling and effective in uncertainty analysis, providing an alternative path for uncertainty quantilization.

An empirical analysis of the distribution of overshoots in a stationary Gaussian stochastic process

NASA Technical Reports Server (NTRS)

Carter, M. C.; Madison, M. W.

1973-01-01

The frequency distribution of overshoots in a stationary Gaussian stochastic process is analyzed. The primary processes involved in this analysis are computer simulation and statistical estimation. Computer simulation is used to simulate stationary Gaussian stochastic processes that have selected autocorrelation functions. An analysis of the simulation results reveals a frequency distribution for overshoots with a functional dependence on the mean and variance of the process. Statistical estimation is then used to estimate the mean and variance of a process. It is shown that for an autocorrelation function, the mean and the variance for the number of overshoots, a frequency distribution for overshoots can be estimated.

Seeking parsimony in hydrology and water resources technology

NASA Astrophysics Data System (ADS)

Koutsoyiannis, D.

2009-04-01

The principle of parsimony, also known as the principle of simplicity, the principle of economy and Ockham's razor, advises scientists to prefer the simplest theory among those that fit the data equally well. In this, it is an epistemic principle but reflects an ontological characterization that the universe is ultimately parsimonious. Is this principle useful and can it really be reconciled with, and implemented to, our modelling approaches of complex hydrological systems, whose elements and events are extraordinarily numerous, different and unique? The answer underlying the mainstream hydrological research of the last two decades seems to be negative. Hopes were invested to the power of computers that would enable faithful and detailed representation of the diverse system elements and the hydrological processes, based on merely "first principles" and resulting in "physically-based" models that tend to approach in complexity the real world systems. Today the account of such research endeavour seems not positive, as it did not improve model predictive capacity and processes comprehension. A return to parsimonious modelling seems to be again the promising route. The experience from recent research and from comparisons of parsimonious and complicated models indicates that the former can facilitate insight and comprehension, improve accuracy and predictive capacity, and increase efficiency. In addition - and despite aspiration that "physically based" models will have lower data requirements and, even, they ultimately become "data-free" - parsimonious models require fewer data to achieve the same accuracy with more complicated models. Naturally, the concepts that reconcile the simplicity of parsimonious models with the complexity of hydrological systems are probability theory and statistics. Probability theory provides the theoretical basis for moving from a microscopic to a macroscopic view of phenomena, by mapping sets of diverse elements and events of hydrological systems to single numbers (a probability or an expected value), and statistics provides the empirical basis of summarizing data, making inference from them, and supporting decision making in water resource management. Unfortunately, the current state of the art in probability, statistics and their union, often called stochastics, is not fully satisfactory for the needs of modelling of hydrological and water resource systems. A first problem is that stochastic modelling has traditionally relied on classical statistics, which is based on the independent "coin-tossing" prototype, rather than on the study of real-world systems whose behaviour is very different from the classical prototype. A second problem is that the stochastic models (particularly the multivariate ones) are often not parsimonious themselves. Therefore, substantial advancement of stochastics is necessary in a new paradigm of parsimonious hydrological modelling. These ideas are illustrated using several examples, namely: (a) hydrological modelling of a karst system in Bosnia and Herzegovina using three different approaches ranging from parsimonious to detailed "physically-based"; (b) parsimonious modelling of a peculiar modified catchment in Greece; (c) a stochastic approach that can replace parameter-excessive ARMA-type models with a generalized algorithm that produces any shape of autocorrelation function (consistent with the accuracy provided by the data) using a couple of parameters; (d) a multivariate stochastic approach which replaces a huge number of parameters estimated from data with coefficients estimated by the principle of maximum entropy; and (e) a parsimonious approach for decision making in multi-reservoir systems using a handful of parameters instead of thousands of decision variables.

Stochastic models for atomic clocks

NASA Technical Reports Server (NTRS)

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

1983-01-01

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

Multi-Scale Modeling to Improve Single-Molecule, Single-Cell Experiments

NASA Astrophysics Data System (ADS)

Munsky, Brian; Shepherd, Douglas

2014-03-01

Single-cell, single-molecule experiments are producing an unprecedented amount of data to capture the dynamics of biological systems. When integrated with computational models, observations of spatial, temporal and stochastic fluctuations can yield powerful quantitative insight. We concentrate on experiments that localize and count individual molecules of mRNA. These high precision experiments have large imaging and computational processing costs, and we explore how improved computational analyses can dramatically reduce overall data requirements. In particular, we show how analyses of spatial, temporal and stochastic fluctuations can significantly enhance parameter estimation results for small, noisy data sets. We also show how full probability distribution analyses can constrain parameters with far less data than bulk analyses or statistical moment closures. Finally, we discuss how a systematic modeling progression from simple to more complex analyses can reduce total computational costs by orders of magnitude. We illustrate our approach using single-molecule, spatial mRNA measurements of Interleukin 1-alpha mRNA induction in human THP1 cells following stimulation. Our approach could improve the effectiveness of single-molecule gene regulation analyses for many other process.

State-space self-tuner for on-line adaptive control

NASA Technical Reports Server (NTRS)

Shieh, L. S.

1994-01-01

Dynamic systems, such as flight vehicles, satellites and space stations, operating in real environments, constantly face parameter and/or structural variations owing to nonlinear behavior of actuators, failure of sensors, changes in operating conditions, disturbances acting on the system, etc. In the past three decades, adaptive control has been shown to be effective in dealing with dynamic systems in the presence of parameter uncertainties, structural perturbations, random disturbances and environmental variations. Among the existing adaptive control methodologies, the state-space self-tuning control methods, initially proposed by us, are shown to be effective in designing advanced adaptive controllers for multivariable systems. In our approaches, we have embedded the standard Kalman state-estimation algorithm into an online parameter estimation algorithm. Thus, the advanced state-feedback controllers can be easily established for digital adaptive control of continuous-time stochastic multivariable systems. A state-space self-tuner for a general multivariable stochastic system has been developed and successfully applied to the space station for on-line adaptive control. Also, a technique for multistage design of an optimal momentum management controller for the space station has been developed and reported in. Moreover, we have successfully developed various digital redesign techniques which can convert a continuous-time controller to an equivalent digital controller. As a result, the expensive and unreliable continuous-time controller can be implemented using low-cost and high performance microprocessors. Recently, we have developed a new hybrid state-space self tuner using a new dual-rate sampling scheme for on-line adaptive control of continuous-time uncertain systems.

Predictive performance for population models using stochastic differential equations applied on data from an oral glucose tolerance test.

PubMed

Møller, Jonas B; Overgaard, Rune V; Madsen, Henrik; Hansen, Torben; Pedersen, Oluf; Ingwersen, Steen H

2010-02-01

Several articles have investigated stochastic differential equations (SDEs) in PK/PD models, but few have quantitatively investigated the benefits to predictive performance of models based on real data. Estimation of first phase insulin secretion which reflects beta-cell function using models of the OGTT is a difficult problem in need of further investigation. The present work aimed at investigating the power of SDEs to predict the first phase insulin secretion (AIR (0-8)) in the IVGTT based on parameters obtained from the minimal model of the OGTT, published by Breda et al. (Diabetes 50(1):150-158, 2001). In total 174 subjects underwent both an OGTT and a tolbutamide modified IVGTT. Estimation of parameters in the oral minimal model (OMM) was performed using the FOCE-method in NONMEM VI on insulin and C-peptide measurements. The suggested SDE models were based on a continuous AR(1) process, i.e. the Ornstein-Uhlenbeck process, and the extended Kalman filter was implemented in order to estimate the parameters of the models. Inclusion of the Ornstein-Uhlenbeck (OU) process caused improved description of the variation in the data as measured by the autocorrelation function (ACF) of one-step prediction errors. A main result was that application of SDE models improved the correlation between the individual first phase indexes obtained from OGTT and AIR (0-8) (r = 0.36 to r = 0.49 and r = 0.32 to r = 0.47 with C-peptide and insulin measurements, respectively). In addition to the increased correlation also the properties of the indexes obtained using the SDE models more correctly assessed the properties of the first phase indexes obtained from the IVGTT. In general it is concluded that the presented SDE approach not only caused autocorrelation of errors to decrease but also improved estimation of clinical measures obtained from the glucose tolerance tests. Since, the estimation time of extended models was not heavily increased compared to basic models, the applied method is concluded to have high relevance not only in theory but also in practice.

Stochastic fluctuations and the detectability limit of network communities.

PubMed

Floretta, Lucio; Liechti, Jonas; Flammini, Alessandro; De Los Rios, Paolo

2013-12-01

We have analyzed the detectability limits of network communities in the framework of the popular Girvan and Newman benchmark. By carefully taking into account the inevitable stochastic fluctuations that affect the construction of each and every instance of the benchmark, we come to the conclusion that the native, putative partition of the network is completely lost even before the in-degree/out-degree ratio becomes equal to that of a structureless Erdös-Rényi network. We develop a simple iterative scheme, analytically well described by an infinite branching process, to provide an estimate of the true detectability limit. Using various algorithms based on modularity optimization, we show that all of them behave (semiquantitatively) in the same way, with the same functional form of the detectability threshold as a function of the network parameters. Because the same behavior has also been found by further modularity-optimization methods and for methods based on different heuristics implementations, we conclude that indeed a correct definition of the detectability limit must take into account the stochastic fluctuations of the network construction.

Adaptive neural network output feedback control for stochastic nonlinear systems with unknown dead-zone and unmodeled dynamics.

PubMed

Tong, Shaocheng; Wang, Tong; Li, Yongming; Zhang, Huaguang

2014-06-01

This paper discusses the problem of adaptive neural network output feedback control for a class of stochastic nonlinear strict-feedback systems. The concerned systems have certain characteristics, such as unknown nonlinear uncertainties, unknown dead-zones, unmodeled dynamics and without the direct measurements of state variables. In this paper, the neural networks (NNs) are employed to approximate the unknown nonlinear uncertainties, and then by representing the dead-zone as a time-varying system with a bounded disturbance. An NN state observer is designed to estimate the unmeasured states. Based on both backstepping design technique and a stochastic small-gain theorem, a robust adaptive NN output feedback control scheme is developed. It is proved that all the variables involved in the closed-loop system are input-state-practically stable in probability, and also have robustness to the unmodeled dynamics. Meanwhile, the observer errors and the output of the system can be regulated to a small neighborhood of the origin by selecting appropriate design parameters. Simulation examples are also provided to illustrate the effectiveness of the proposed approach.

GW150914: Implications for the Stochastic Gravitational-Wave Background from Binary Black Holes

NASA Astrophysics Data System (ADS)

Abbott, B. P.; Abbott, R.; Abbott, T. D.; Abernathy, M. R.; Acernese, F.; Ackley, K.; Adams, C.; Adams, T.; Addesso, P.; Adhikari, R. X.; Adya, V. B.; Affeldt, C.; Agathos, M.; Agatsuma, K.; Aggarwal, N.; Aguiar, O. D.; Aiello, L.; Ain, A.; Ajith, P.; Allen, B.; Allocca, A.; Altin, P. A.; Anderson, S. B.; Anderson, W. G.; Arai, K.; Araya, M. C.; Arceneaux, C. C.; Areeda, J. S.; Arnaud, N.; Arun, K. G.; Ascenzi, S.; Ashton, G.; Ast, M.; Aston, S. M.; Astone, P.; Aufmuth, P.; Aulbert, C.; Babak, S.; Bacon, P.; Bader, M. K. M.; Baker, P. T.; Baldaccini, F.; Ballardin, G.; Ballmer, S. W.; Barayoga, J. C.; Barclay, S. E.; Barish, B. C.; Barker, D.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barta, D.; Bartlett, J.; Bartos, I.; Bassiri, R.; Basti, A.; Batch, J. C.; Baune, C.; Bavigadda, V.; Bazzan, M.; Behnke, B.; Bejger, M.; Bell, A. S.; Bell, C. J.; Berger, B. K.; Bergman, J.; Bergmann, G.; Berry, C. P. L.; Bersanetti, D.; Bertolini, A.; Betzwieser, J.; Bhagwat, S.; Bhandare, R.; Bilenko, I. A.; Billingsley, G.; Birch, J.; Birney, R.; Biscans, S.; Bisht, A.; Bitossi, M.; Biwer, C.; Bizouard, M. A.; Blackburn, J. K.; Blair, C. D.; Blair, D. G.; Blair, R. M.; Bloemen, S.; Bock, O.; Bodiya, T. P.; Boer, M.; Bogaert, G.; Bogan, C.; Bohe, A.; Bojtos, P.; Bond, C.; Bondu, F.; Bonnand, R.; Boom, B. A.; Bork, R.; Boschi, V.; Bose, S.; Bouffanais, Y.; Bozzi, A.; Bradaschia, C.; Brady, P. R.; Braginsky, V. B.; Branchesi, M.; Brau, J. E.; Briant, T.; Brillet, A.; Brinkmann, M.; Brisson, V.; Brockill, P.; Brooks, A. F.; Brown, D. D.; Brown, N. M.; Buchanan, C. C.; Buikema, A.; Bulik, T.; Bulten, H. J.; Buonanno, A.; Buskulic, D.; Buy, C.; Byer, R. L.; Cadonati, L.; Cagnoli, G.; Cahillane, C.; Bustillo, J. Calderón; Callister, T.; Calloni, E.; Camp, J. B.; Cannon, K. C.; Cao, J.; Capano, C. D.; Capocasa, E.; Carbognani, F.; Caride, S.; Diaz, J. Casanueva; Casentini, C.; Caudill, S.; Cavaglià, M.; Cavalier, F.; Cavalieri, R.; Cella, G.; Cepeda, C. B.; Baiardi, L. Cerboni; Cerretani, G.; Cesarini, E.; Chakraborty, R.; Chalermsongsak, T.; Chamberlin, S. J.; Chan, M.; Chao, S.; Charlton, P.; Chassande-Mottin, E.; Chen, H. Y.; Chen, Y.; Cheng, C.; Chincarini, A.; Chiummo, A.; Cho, H. S.; Cho, M.; Chow, J. H.; Christensen, N.; Chu, Q.; Chua, S.; Chung, S.; Ciani, G.; Clara, F.; Clark, J. A.; Cleva, F.; Coccia, E.; Cohadon, P.-F.; Colla, A.; Collette, C. G.; Cominsky, L.; Constancio, M.; Conte, A.; Conti, L.; Cook, D.; Corbitt, T. R.; Cornish, N.; Corsi, A.; Cortese, S.; Costa, C. A.; Coughlin, M. W.; Coughlin, S. B.; Coulon, J.-P.; Countryman, S. T.; Couvares, P.; Cowan, E. E.; Coward, D. M.; Cowart, M. J.; Coyne, D. C.; Coyne, R.; Craig, K.; Creighton, J. D. E.; Cripe, J.; Crowder, S. G.; Cumming, A.; Cunningham, L.; Cuoco, E.; Canton, T. Dal; Danilishin, S. L.; D'Antonio, S.; Danzmann, K.; Darman, N. S.; Dattilo, V.; Dave, I.; Daveloza, H. P.; Davier, M.; Davies, G. S.; Daw, E. J.; Day, R.; DeBra, D.; Debreczeni, G.; Degallaix, J.; De Laurentis, M.; Deléglise, S.; Del Pozzo, W.; Denker, T.; Dent, T.; Dereli, H.; Dergachev, V.; DeRosa, R. T.; De Rosa, R.; DeSalvo, R.; Dhurandhar, S.; Díaz, M. C.; Di Fiore, L.; Di Giovanni, M.; Di Lieto, A.; Di Pace, S.; Di Palma, I.; Di Virgilio, A.; Dojcinoski, G.; Dolique, V.; Donovan, F.; Dooley, K. L.; Doravari, S.; Douglas, R.; Downes, T. P.; Drago, M.; Drever, R. W. P.; Driggers, J. C.; Du, Z.; Ducrot, M.; Dwyer, S. E.; Edo, T. B.; Edwards, M. C.; Effler, A.; Eggenstein, H.-B.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Engels, W.; Essick, R. C.; Etzel, T.; Evans, M.; Evans, T. M.; Everett, R.; Factourovich, M.; Fafone, V.; Fair, H.; Fairhurst, S.; Fan, X.; Fang, Q.; Farinon, S.; Farr, B.; Farr, W. M.; Favata, M.; Fays, M.; Fehrmann, H.; Fejer, M. M.; Ferrante, I.; Ferreira, E. C.; Ferrini, F.; Fidecaro, F.; Fiori, I.; Fiorucci, D.; Fisher, R. P.; Flaminio, R.; Fletcher, M.; Fournier, J.-D.; Franco, S.; Frasca, S.; Frasconi, F.; Frei, Z.; Freise, A.; Frey, R.; Frey, V.; Fricke, T. T.; Fritschel, P.; Frolov, V. V.; Fulda, P.; Fyffe, M.; Gabbard, H. A. G.; Gair, J. R.; Gammaitoni, L.; Gaonkar, S. G.; Garufi, F.; Gatto, A.; Gaur, G.; Gehrels, N.; Gemme, G.; Gendre, B.; Genin, E.; Gennai, A.; George, J.; Gergely, L.; Germain, V.; Ghosh, Archisman; Ghosh, S.; Giaime, J. A.; Giardina, K. D.; Giazotto, A.; Gill, K.; Glaefke, A.; Goetz, E.; Goetz, R.; Gondan, L.; González, G.; Castro, J. M. Gonzalez; Gopakumar, A.; Gordon, N. A.; Gorodetsky, M. L.; Gossan, S. E.; Gosselin, M.; Gouaty, R.; Graef, C.; Graff, P. B.; Granata, M.; Grant, A.; Gras, S.; Gray, C.; Greco, G.; Green, A. C.; Groot, P.; Grote, H.; Grunewald, S.; Guidi, G. M.; Guo, X.; Gupta, A.; Gupta, M. K.; Gushwa, K. E.; Gustafson, E. K.; Gustafson, R.; Hacker, J. J.; Hall, B. R.; Hall, E. D.; Hammond, G.; Haney, M.; Hanke, M. M.; Hanks, J.; Hanna, C.; Hannam, M. D.; Hanson, J.; Hardwick, T.; Haris, K.; Harms, J.; Harry, G. M.; Harry, I. W.; Hart, M. J.; Hartman, M. T.; Haster, C.-J.; Haughian, K.; Heidmann, A.; Heintze, M. C.; Heitmann, H.; Hello, P.; Hemming, G.; Hendry, M.; Heng, I. S.; Hennig, J.; Heptonstall, A. W.; Heurs, M.; Hild, S.; Hoak, D.; Hodge, K. A.; Hofman, D.; Hollitt, S. E.; Holt, K.; Holz, D. E.; Hopkins, P.; Hosken, D. J.; Hough, J.; Houston, E. A.; Howell, E. J.; Hu, Y. M.; Huang, S.; Huerta, E. A.; Huet, D.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh-Dinh, T.; Idrisy, A.; Indik, N.; Ingram, D. R.; Inta, R.; Isa, H. N.; Isac, J.-M.; Isi, M.; Islas, G.; Isogai, T.; Iyer, B. R.; Izumi, K.; Jacqmin, T.; Jang, H.; Jani, K.; Jaranowski, P.; Jawahar, S.; Jiménez-Forteza, F.; Johnson, W. W.; Jones, D. I.; Jones, R.; Jonker, R. J. G.; Ju, L.; Kalaghatgi, C. V.; Kalogera, V.; Kandhasamy, S.; Kang, G.; Kanner, J. B.; Karki, S.; Kasprzack, M.; Katsavounidis, E.; Katzman, W.; Kaufer, S.; Kaur, T.; Kawabe, K.; Kawazoe, F.; Kéfélian, F.; Kehl, M. S.; Keitel, D.; Kelley, D. B.; Kells, W.; Kennedy, R.; Key, J. S.; Khalaidovski, A.; Khalili, F. Y.; Khan, I.; Khan, S.; Khan, Z.; Khazanov, E. A.; Kijbunchoo, N.; Kim, C.; Kim, J.; Kim, K.; Kim, Nam-Gyu; Kim, Namjun; Kim, Y.-M.; King, E. J.; King, P. J.; Kinzel, D. L.; Kissel, J. S.; Kleybolte, L.; Klimenko, S.; Koehlenbeck, S. M.; Kokeyama, K.; Koley, S.; Kondrashov, V.; Kontos, A.; Korobko, M.; Korth, W. Z.; Kowalska, I.; Kozak, D. B.; Kringel, V.; Królak, A.; Krueger, C.; Kuehn, G.; Kumar, P.; Kuo, L.; Kutynia, A.; Lackey, B. D.; Landry, M.; Lange, J.; Lantz, B.; Lasky, P. D.; Lazzarini, A.; Lazzaro, C.; Leaci, P.; Leavey, S.; Lebigot, E. O.; Lee, C. H.; Lee, H. K.; Lee, H. M.; Lee, K.; Lenon, A.; Leonardi, M.; Leong, J. R.; Leroy, N.; Letendre, N.; Levin, Y.; Levine, B. M.; Li, T. G. F.; Libson, A.; Littenberg, T. B.; Lockerbie, N. A.; Logue, J.; Lombardi, A. L.; Lord, J. E.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J. D.; Lück, H.; Lundgren, A. P.; Luo, J.; Lynch, R.; Ma, Y.; MacDonald, T.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magaña-Sandoval, F.; Magee, R. M.; Mageswaran, M.; Majorana, E.; Maksimovic, I.; Malvezzi, V.; Man, N.; Mandel, I.; Mandic, V.; Mangano, V.; Mansell, G. L.; Manske, M.; Mantovani, M.; Marchesoni, F.; Marion, F.; Márka, S.; Márka, Z.; Markosyan, A. S.; Maros, E.; Martelli, F.; Martellini, L.; Martin, I. W.; Martin, R. M.; Martynov, D. V.; Marx, J. N.; Mason, K.; Masserot, A.; Massinger, T. J.; Masso-Reid, M.; Matichard, F.; Matone, L.; Mavalvala, N.; Mazumder, N.; Mazzolo, G.; McCarthy, R.; McClelland, D. E.; McCormick, S.; McGuire, S. C.; McIntyre, G.; McIver, J.; McManus, D. J.; McWilliams, S. T.; Meacher, D.; Meadors, G. D.; Meidam, J.; Melatos, A.; Mendell, G.; Mendoza-Gandara, D.; Mercer, R. A.; Merilh, E.; Merzougui, M.; Meshkov, S.; Messenger, C.; Messick, C.; Meyers, P. M.; Mezzani, F.; Miao, H.; Michel, C.; Middleton, H.; Mikhailov, E. E.; Milano, L.; Miller, J.; Millhouse, M.; Minenkov, Y.; Ming, J.; Mirshekari, S.; Mishra, C.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moggi, A.; Mohan, M.; Mohapatra, S. R. P.; Montani, M.; Moore, B. C.; Moore, C. J.; Moraru, D.; Moreno, G.; Morriss, S. R.; Mossavi, K.; Mours, B.; Mow-Lowry, C. M.; Mueller, C. L.; Mueller, G.; Muir, A. W.; Mukherjee, Arunava; Mukherjee, D.; Mukherjee, S.; Mukund, N.; Mullavey, A.; Munch, J.; Murphy, D. J.; Murray, P. G.; Mytidis, A.; Nardecchia, I.; Naticchioni, L.; Nayak, R. K.; Necula, V.; Nedkova, K.; Nelemans, G.; Neri, M.; Neunzert, A.; Newton, G.; Nguyen, T. T.; Nielsen, A. B.; Nissanke, S.; Nitz, A.; Nocera, F.; Nolting, D.; Normandin, M. E. N.; Nuttall, L. K.; Oberling, J.; Ochsner, E.; O'Dell, J.; Oelker, E.; Ogin, G. H.; Oh, J. J.; Oh, S. H.; Ohme, F.; Oliver, M.; Oppermann, P.; Oram, Richard J.; O'Reilly, B.; O'Shaughnessy, R.; Ottaway, D. J.; Ottens, R. S.; Overmier, H.; Owen, B. J.; Pai, A.; Pai, S. A.; Palamos, J. R.; Palashov, O.; Palomba, C.; Pal-Singh, A.; Pan, H.; Pankow, C.; Pannarale, F.; Pant, B. C.; Paoletti, F.; Paoli, A.; Papa, M. A.; Paris, H. R.; Parker, W.; Pascucci, D.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Patricelli, B.; Patrick, Z.; Pearlstone, B. L.; Pedraza, M.; Pedurand, R.; Pekowsky, L.; Pele, A.; Penn, S.; Perreca, A.; Phelps, M.; Piccinni, O.; Pichot, M.; Piergiovanni, F.; Pierro, V.; Pillant, G.; Pinard, L.; Pinto, I. M.; Pitkin, M.; Poggiani, R.; Popolizio, P.; Post, A.; Powell, J.; Prasad, J.; Predoi, V.; Premachandra, S. S.; Prestegard, T.; Price, L. R.; Prijatelj, M.; Principe, M.; Privitera, S.; Prodi, G. A.; Prokhorov, L.; Puncken, O.; Punturo, M.; Puppo, P.; Pürrer, M.; Qi, H.; Qin, J.; Quetschke, V.; Quintero, E. A.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Radkins, H.; Raffai, P.; Raja, S.; Rakhmanov, M.; Rapagnani, P.; Raymond, V.; Razzano, M.; Re, V.; Read, J.; Reed, C. M.; Regimbau, T.; Rei, L.; Reid, S.; Reitze, D. H.; Rew, H.; Reyes, S. D.; Ricci, F.; Riles, K.; Robertson, N. A.; Robie, R.; Robinet, F.; Rocchi, A.; Rolland, L.; Rollins, J. G.; Roma, V. J.; Romano, J. D.; Romano, R.; Romanov, G.; Romie, J. H.; Rosińska, D.; Rowan, S.; Rüdiger, A.; Ruggi, P.; Ryan, K.; Sachdev, S.; Sadecki, T.; Sadeghian, L.; Salconi, L.; Saleem, M.; Salemi, F.; Samajdar, A.; Sammut, L.; Sanchez, E. J.; Sandberg, V.; Sandeen, B.; Sanders, J. R.; Sassolas, B.; Sathyaprakash, B. S.; Saulson, P. R.; Sauter, O.; Savage, R. L.; Sawadsky, A.; Schale, P.; Schilling, R.; Schmidt, J.; Schmidt, P.; Schnabel, R.; Schofield, R. M. S.; Schönbeck, A.; Schreiber, E.; Schuette, D.; Schutz, B. F.; Scott, J.; Scott, S. M.; Sellers, D.; Sentenac, D.; Sequino, V.; Sergeev, A.; Serna, G.; Setyawati, Y.; Sevigny, A.; Shaddock, D. A.; Shah, S.; Shahriar, M. 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I.; Töyrä, D.; Travasso, F.; Traylor, G.; Trifirò, D.; Tringali, M. C.; Trozzo, L.; Tse, M.; Turconi, M.; Tuyenbayev, D.; Ugolini, D.; Unnikrishnan, C. S.; Urban, A. L.; Usman, S. A.; Vahlbruch, H.; Vajente, G.; Valdes, G.; van Bakel, N.; van Beuzekom, M.; van den Brand, J. F. J.; Van Den Broeck, C.; Vander-Hyde, D. C.; van der Schaaf, L.; van Heijningen, J. V.; van Veggel, A. A.; Vardaro, M.; Vass, S.; Vasúth, M.; Vaulin, R.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P. J.; Venkateswara, K.; Verkindt, D.; Vetrano, F.; Viceré, A.; Vinciguerra, S.; Vine, D. J.; Vinet, J.-Y.; Vitale, S.; Vo, T.; Vocca, H.; Vorvick, C.; Voss, D.; Vousden, W. D.; Vyatchanin, S. P.; Wade, A. R.; Wade, L. E.; Wade, M.; Walker, M.; Wallace, L.; Walsh, S.; Wang, G.; Wang, H.; Wang, M.; Wang, X.; Wang, Y.; Ward, R. L.; Warner, J.; Was, M.; Weaver, B.; Wei, L.-W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Welborn, T.; Wen, L.; Weßels, P.; Westphal, T.; Wette, K.; Whelan, J. T.; White, D. J.; Whiting, B. F.; Williams, R. D.; Williamson, A. R.; Willis, J. L.; Willke, B.; Wimmer, M. H.; Winkler, W.; Wipf, C. C.; Wittel, H.; Woan, G.; Worden, J.; Wright, J. L.; Wu, G.; Yablon, J.; Yam, W.; Yamamoto, H.; Yancey, C. C.; Yap, M. J.; Yu, H.; Yvert, M.; ZadroŻny, A.; Zangrando, L.; Zanolin, M.; Zendri, J.-P.; Zevin, M.; Zhang, F.; Zhang, L.; Zhang, M.; Zhang, Y.; Zhao, C.; Zhou, M.; Zhou, Z.; Zhu, X. J.; Zucker, M. E.; Zuraw, S. E.; Zweizig, J.; LIGO Scientific Collaboration; Virgo Collaboration

2016-04-01

The LIGO detection of the gravitational wave transient GW150914, from the inspiral and merger of two black holes with masses ≳30 M⊙, suggests a population of binary black holes with relatively high mass. This observation implies that the stochastic gravitational-wave background from binary black holes, created from the incoherent superposition of all the merging binaries in the Universe, could be higher than previously expected. Using the properties of GW150914, we estimate the energy density of such a background from binary black holes. In the most sensitive part of the Advanced LIGO and Advanced Virgo band for stochastic backgrounds (near 25 Hz), we predict ΩGW(f =25 Hz )=1. 1-0.9+2.7×10-9 with 90% confidence. This prediction is robustly demonstrated for a variety of formation scenarios with different parameters. The differences between models are small compared to the statistical uncertainty arising from the currently poorly constrained local coalescence rate. We conclude that this background is potentially measurable by the Advanced LIGO and Advanced Virgo detectors operating at their projected final sensitivity.

GW150914: Implications for the Stochastic Gravitational-Wave Background from Binary Black Holes.

PubMed

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Strigin, S; Sturani, R; Stuver, A L; Summerscales, T Z; Sun, L; Sutton, P J; Swinkels, B L; Szczepańczyk, M J; Tacca, M; Talukder, D; Tanner, D B; Tápai, M; Tarabrin, S P; Taracchini, A; Taylor, R; Theeg, T; Thirugnanasambandam, M P; Thomas, E G; Thomas, M; Thomas, P; Thorne, K A; Thorne, K S; Thrane, E; Tiwari, S; Tiwari, V; Tokmakov, K V; Tomlinson, C; Tonelli, M; Torres, C V; Torrie, C I; Töyrä, D; Travasso, F; Traylor, G; Trifirò, D; Tringali, M C; Trozzo, L; Tse, M; Turconi, M; Tuyenbayev, D; Ugolini, D; Unnikrishnan, C S; Urban, A L; Usman, S A; Vahlbruch, H; Vajente, G; Valdes, G; van Bakel, N; van Beuzekom, M; van den Brand, J F J; Van Den Broeck, C; Vander-Hyde, D C; van der Schaaf, L; van Heijningen, J V; van Veggel, A A; Vardaro, M; Vass, S; Vasúth, M; Vaulin, R; Vecchio, A; Vedovato, G; Veitch, J; Veitch, P J; Venkateswara, K; Verkindt, D; Vetrano, F; Viceré, A; Vinciguerra, S; Vine, D J; Vinet, J-Y; Vitale, S; Vo, T; Vocca, H; Vorvick, C; Voss, D; Vousden, W D; Vyatchanin, S P; Wade, A R; Wade, L E; Wade, M; Walker, M; Wallace, L; Walsh, S; Wang, G; Wang, H; Wang, M; Wang, X; Wang, Y; Ward, R L; Warner, J; Was, M; Weaver, B; Wei, L-W; Weinert, M; Weinstein, A J; Weiss, R; Welborn, T; Wen, L; Weßels, P; Westphal, T; Wette, K; Whelan, J T; White, D J; Whiting, B F; Williams, R D; Williamson, A R; Willis, J L; Willke, B; Wimmer, M H; Winkler, W; Wipf, C C; Wittel, H; Woan, G; Worden, J; Wright, J L; Wu, G; Yablon, J; Yam, W; Yamamoto, H; Yancey, C C; Yap, M J; Yu, H; Yvert, M; Zadrożny, A; Zangrando, L; Zanolin, M; Zendri, J-P; Zevin, M; Zhang, F; Zhang, L; Zhang, M; Zhang, Y; Zhao, C; Zhou, M; Zhou, Z; Zhu, X J; Zucker, M E; Zuraw, S E; Zweizig, J

2016-04-01

The LIGO detection of the gravitational wave transient GW150914, from the inspiral and merger of two black holes with masses ≳30M_{⊙}, suggests a population of binary black holes with relatively high mass. This observation implies that the stochastic gravitational-wave background from binary black holes, created from the incoherent superposition of all the merging binaries in the Universe, could be higher than previously expected. Using the properties of GW150914, we estimate the energy density of such a background from binary black holes. In the most sensitive part of the Advanced LIGO and Advanced Virgo band for stochastic backgrounds (near 25 Hz), we predict Ω_{GW}(f=25  Hz)=1.1_{-0.9}^{+2.7}×10^{-9} with 90% confidence. This prediction is robustly demonstrated for a variety of formation scenarios with different parameters. The differences between models are small compared to the statistical uncertainty arising from the currently poorly constrained local coalescence rate. We conclude that this background is potentially measurable by the Advanced LIGO and Advanced Virgo detectors operating at their projected final sensitivity.

A comparison of two approaches to modelling snow cover dynamics at the Polish Polar Station at Hornsund

NASA Astrophysics Data System (ADS)

Luks, B.; Osuch, M.; Romanowicz, R. J.

2012-04-01

We compare two approaches to modelling snow cover dynamics at the Polish Polar Station at Hornsund. In the first approach we apply physically-based Utah Energy Balance Snow Accumulation and Melt Model (UEB) (Tarboton et al., 1995; Tarboton and Luce, 1996). The model uses a lumped representation of the snowpack with two primary state variables: snow water equivalence and energy. Its main driving inputs are: air temperature, precipitation, wind speed, humidity and radiation (estimated from the diurnal temperature range). Those variables are used for physically-based calculations of radiative, sensible, latent and advective heat exchanges with a 3 hours time step. The second method is an application of a statistically efficient lumped parameter time series approach to modelling the dynamics of snow cover , based on daily meteorological measurements from the same area. A dynamic Stochastic Transfer Function model is developed that follows the Data Based Mechanistic approach, where a stochastic data-based identification of model structure and an estimation of its parameters are followed by a physical interpretation. We focus on the analysis of uncertainty of both model outputs. In the time series approach, the applied techniques also provide estimates of the modeling errors and the uncertainty of the model parameters. In the first, physically-based approach the applied UEB model is deterministic. It assumes that the observations are without errors and that the model structure perfectly describes the processes within the snowpack. To take into account the model and observation errors, we applied a version of the Generalized Likelihood Uncertainty Estimation technique (GLUE). This technique also provide estimates of the modelling errors and the uncertainty of the model parameters. The observed snowpack water equivalent values are compared with those simulated with 95% confidence bounds. This work was supported by National Science Centre of Poland (grant no. 7879/B/P01/2011/40). Tarboton, D. G., T. G. Chowdhury and T. H. Jackson, 1995. A Spatially Distributed Energy Balance Snowmelt Model. In K. A. Tonnessen, M. W. Williams and M. Tranter (Ed.), Proceedings of a Boulder Symposium, July 3-14, IAHS Publ. no. 228, pp. 141-155. Tarboton, D. G. and C. H. Luce, 1996. Utah Energy Balance Snow Accumulation and Melt Model (UEB). Computer model technical description and users guide, Utah Water Research Laboratory and USDA Forest Service Intermountain Research Station (http://www.engineering.usu.edu/dtarb/). 64 pp.

A core stochastic population projection model for Florida manatees (Trichechus manatus latirostris)

USGS Publications Warehouse

Runge, Michael C.; Sanders-Reed, Carol A.; Fonnesbeck, Christopher J.

2007-01-01

A stochastic, stage-based population model was developed to describe the life history and forecast the population dynamics of the Florida manatee (Trichechus manatus latirostris) in four separate regions of Florida. This population model includes annual variability in survival and reproductive rates, demographic stochasticity, effects of changes in warm-water capacity, and catastrophes. Further, the model explicitly accounts for uncertainty in parameter estimates. This model is meant to serve as a flexible tool for use in assessments relevant to management decision making, and was used in the State of Florida's recent biological status review. The parameter estimates and model structure described herein reflect our understanding of manatee demography at the time that this status review was completed. In the Northwest and Upper St. Johns regions, the model predicts that the populations will increase over time until warm-water capacity is reached, at which point growth will taper off. In the Atlantic region, the model predicts a stable or slightly increasing population over the next decade or so, and then a decrease as industrial warm-water capacity is lost. In the Southwest region, the model predicts a decline over time, driven by high annual mortality in the short-term and exacerbated by loss of industrial warm-water winter refuges over the next 40 years. Statewide, the likelihood of a 50% or greater decline in three manatee generations was 12%; the likelihood of a 20% or greater decline in two generations was 56%. These declines are largely driven by the anticipated loss of warm-water capacity, especially in the Atlantic and Southwest regions. The estimates of probability of extinction within 100 years were 11.9% for the Southwest region, 0.6% for the Northwest, 0.04% for the Atlantic, and <0.02% for the Upper St. Johns. The estimated probability that the statewide population will fall below 1000 animals within 100 years was 2.3%. Thus, while the estimated probability of extinction is low, the model predicts that current and emerging threats are likely to result in a long-term decline in the statewide population and a change in the regional distribution of manatees. Analyses of sensitivity and variance contribution highlight the importance of reducing uncertainty in some life-history parameters, particularly adult survival, temporal variance of adult survival, and long-term warm-water capacity. This core biological model is expected to evolve over time, as better information becomes available about manatees and their habitat, and as new assessment needs arise. We anticipate that this core model will be customized for other state and federal assessments in the near future.

Satellite altimetry based rating curves throughout the entire Amazon basin

NASA Astrophysics Data System (ADS)

Paris, A.; Calmant, S.; Paiva, R. C.; Collischonn, W.; Silva, J. S.; Bonnet, M.; Seyler, F.

2013-05-01

The Amazonian basin is the largest hydrological basin all over the world. In the recent past years, the basin has experienced an unusual succession of extreme draughts and floods, which origin is still a matter of debate. Yet, the amount of data available is poor, both over time and space scales, due to factor like basin's size, access difficulty and so on. One of the major locks is to get discharge series distributed over the entire basin. Satellite altimetry can be used to improve our knowledge of the hydrological stream flow conditions in the basin, through rating curves. Rating curves are mathematical relationships between stage and discharge at a given place. The common way to determine the parameters of the relationship is to compute the non-linear regression between the discharge and stage series. In this study, the discharge data was obtained by simulation through the entire basin using the MGB-IPH model with TRMM Merge input rainfall data and assimilation of gage data, run from 1998 to 2010. The stage dataset is made of ~800 altimetry series at ENVISAT and JASON-2 virtual stations. Altimetry series span between 2002 and 2010. In the present work we present the benefits of using stochastic methods instead of probabilistic ones to determine a dataset of rating curve parameters which are consistent throughout the entire Amazon basin. The rating curve parameters have been computed using a parameter optimization technique based on Markov Chain Monte Carlo sampler and Bayesian inference scheme. This technique provides an estimate of the best parameters for the rating curve, but also their posterior probability distribution, allowing the determination of a credibility interval for the rating curve. Also is included in the rating curve determination the error over discharges estimates from the MGB-IPH model. These MGB-IPH errors come from either errors in the discharge derived from the gage readings or errors in the satellite rainfall estimates. The present experiment shows that the stochastic approach is more efficient than the determinist one. By using for the parameters prior credible intervals defined by the user, this method provides an estimate of best rating curve estimate without any unlikely parameter, and all sites achieved convergence before reaching the maximum number of model evaluations. Results were assessed trough the Nash Sutcliffe efficiency coefficient, applied both to discharge and logarithm of discharges. Most of the virtual stations had good or very good results, showing values of Ens going from 0.7 to 0.98. However, worse results were found at a few virtual stations, unveiling the necessity of investigating possibilities of segmentation of the rating curve, depending on the stage or the rising or recession limb, but also possible errors in the altimetry series.

A robust nonparametric framework for reconstruction of stochastic differential equation models

NASA Astrophysics Data System (ADS)

Rajabzadeh, Yalda; Rezaie, Amir Hossein; Amindavar, Hamidreza

2016-05-01

In this paper, we employ a nonparametric framework to robustly estimate the functional forms of drift and diffusion terms from discrete stationary time series. The proposed method significantly improves the accuracy of the parameter estimation. In this framework, drift and diffusion coefficients are modeled through orthogonal Legendre polynomials. We employ the least squares regression approach along with the Euler-Maruyama approximation method to learn coefficients of stochastic model. Next, a numerical discrete construction of mean squared prediction error (MSPE) is established to calculate the order of Legendre polynomials in drift and diffusion terms. We show numerically that the new method is robust against the variation in sample size and sampling rate. The performance of our method in comparison with the kernel-based regression (KBR) method is demonstrated through simulation and real data. In case of real dataset, we test our method for discriminating healthy electroencephalogram (EEG) signals from epilepsy ones. We also demonstrate the efficiency of the method through prediction in the financial data. In both simulation and real data, our algorithm outperforms the KBR method.

Cell survival fraction estimation based on the probability densities of domain and cell nucleus specific energies using improved microdosimetric kinetic models.

PubMed

Sato, Tatsuhiko; Furusawa, Yoshiya

2012-10-01

Estimation of the survival fractions of cells irradiated with various particles over a wide linear energy transfer (LET) range is of great importance in the treatment planning of charged-particle therapy. Two computational models were developed for estimating survival fractions based on the concept of the microdosimetric kinetic model. They were designated as the double-stochastic microdosimetric kinetic and stochastic microdosimetric kinetic models. The former model takes into account the stochastic natures of both domain and cell nucleus specific energies, whereas the latter model represents the stochastic nature of domain specific energy by its approximated mean value and variance to reduce the computational time. The probability densities of the domain and cell nucleus specific energies are the fundamental quantities for expressing survival fractions in these models. These densities are calculated using the microdosimetric and LET-estimator functions implemented in the Particle and Heavy Ion Transport code System (PHITS) in combination with the convolution or database method. Both the double-stochastic microdosimetric kinetic and stochastic microdosimetric kinetic models can reproduce the measured survival fractions for high-LET and high-dose irradiations, whereas a previously proposed microdosimetric kinetic model predicts lower values for these fractions, mainly due to intrinsic ignorance of the stochastic nature of cell nucleus specific energies in the calculation. The models we developed should contribute to a better understanding of the mechanism of cell inactivation, as well as improve the accuracy of treatment planning of charged-particle therapy.

H∞ filtering for discrete-time systems subject to stochastic missing measurements: a decomposition approach

NASA Astrophysics Data System (ADS)

Gu, Zhou; Fei, Shumin; Yue, Dong; Tian, Engang

2014-07-01

This paper deals with the problem of H∞ filtering for discrete-time systems with stochastic missing measurements. A new missing measurement model is developed by decomposing the interval of the missing rate into several segments. The probability of the missing rate in each subsegment is governed by its corresponding random variables. We aim to design a linear full-order filter such that the estimation error converges to zero exponentially in the mean square with a less conservatism while the disturbance rejection attenuation is constrained to a given level by means of an H∞ performance index. Based on Lyapunov theory, the reliable filter parameters are characterised in terms of the feasibility of a set of linear matrix inequalities. Finally, a numerical example is provided to demonstrate the effectiveness and applicability of the proposed design approach.

Computation of output feedback gains for linear stochastic systems using the Zangnill-Powell Method

NASA Technical Reports Server (NTRS)

Kaufman, H.

1975-01-01

Because conventional optimal linear regulator theory results in a controller which requires the capability of measuring and/or estimating the entire state vector, it is of interest to consider procedures for computing controls which are restricted to be linear feedback functions of a lower dimensional output vector and which take into account the presence of measurement noise and process uncertainty. To this effect a stochastic linear model has been developed that accounts for process parameter and initial uncertainty, measurement noise, and a restricted number of measurable outputs. Optimization with respect to the corresponding output feedback gains was then performed for both finite and infinite time performance indices without gradient computation by using Zangwill's modification of a procedure originally proposed by Powell. Results using a seventh order process show the proposed procedures to be very effective.

Adaptive non-linear control for cancer therapy through a Fokker-Planck observer.

PubMed

Shakeri, Ehsan; Latif-Shabgahi, Gholamreza; Esmaeili Abharian, Amir

2018-04-01

In recent years, many efforts have been made to present optimal strategies for cancer therapy through the mathematical modelling of tumour-cell population dynamics and optimal control theory. In many cases, therapy effect is included in the drift term of the stochastic Gompertz model. By fitting the model with empirical data, the parameters of therapy function are estimated. The reported research works have not presented any algorithm to determine the optimal parameters of therapy function. In this study, a logarithmic therapy function is entered in the drift term of the Gompertz model. Using the proposed control algorithm, the therapy function parameters are predicted and adaptively adjusted. To control the growth of tumour-cell population, its moments must be manipulated. This study employs the probability density function (PDF) control approach because of its ability to control all the process moments. A Fokker-Planck-based non-linear stochastic observer will be used to determine the PDF of the process. A cost function based on the difference between a predefined desired PDF and PDF of tumour-cell population is defined. Using the proposed algorithm, the therapy function parameters are adjusted in such a manner that the cost function is minimised. The existence of an optimal therapy function is also proved. The numerical results are finally given to demonstrate the effectiveness of the proposed method.

On the Use of the Beta Distribution in Probabilistic Resource Assessments

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

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

2011-12-15

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

Identifiability and Performance Analysis of Output Over-sampling Approach to Direct Closed-loop Identification

NASA Astrophysics Data System (ADS)

Sun, Lianming; Sano, Akira

Output over-sampling based closed-loop identification algorithm is investigated in this paper. Some instinct properties of the continuous stochastic noise and the plant input, output in the over-sampling approach are analyzed, and they are used to demonstrate the identifiability in the over-sampling approach and to evaluate its identification performance. Furthermore, the selection of plant model order, the asymptotic variance of estimated parameters and the asymptotic variance of frequency response of the estimated model are also explored. It shows that the over-sampling approach can guarantee the identifiability and improve the performance of closed-loop identification greatly.

A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media

NASA Astrophysics Data System (ADS)

Liao, Qinzhuo; Zhang, Dongxiao; Tchelepi, Hamdi

2017-02-01

A new computational method is proposed for efficient uncertainty quantification of multiphase flow in porous media with stochastic permeability. For pressure estimation, it combines the dimension-adaptive stochastic collocation method on Smolyak sparse grids and the Kronrod-Patterson-Hermite nested quadrature formulas. For saturation estimation, an additional stage is developed, in which the pressure and velocity samples are first generated by the sparse grid interpolation and then substituted into the transport equation to solve for the saturation samples, to address the low regularity problem of the saturation. Numerical examples are presented for multiphase flow with stochastic permeability fields to demonstrate accuracy and efficiency of the proposed two-stage adaptive stochastic collocation method on nested sparse grids.

Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis :

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

Adams, Brian M.; Ebeida, Mohamed Salah; Eldred, Michael S.

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components requiredmore » for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.« less

Phenomenology of stochastic exponential growth

NASA Astrophysics Data System (ADS)

Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya

2017-06-01

Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.

Smoothing spline ANOVA frailty model for recurrent event data.

PubMed

Du, Pang; Jiang, Yihua; Wang, Yuedong

2011-12-01

Gap time hazard estimation is of particular interest in recurrent event data. This article proposes a fully nonparametric approach for estimating the gap time hazard. Smoothing spline analysis of variance (ANOVA) decompositions are used to model the log gap time hazard as a joint function of gap time and covariates, and general frailty is introduced to account for between-subject heterogeneity and within-subject correlation. We estimate the nonparametric gap time hazard function and parameters in the frailty distribution using a combination of the Newton-Raphson procedure, the stochastic approximation algorithm (SAA), and the Markov chain Monte Carlo (MCMC) method. The convergence of the algorithm is guaranteed by decreasing the step size of parameter update and/or increasing the MCMC sample size along iterations. Model selection procedure is also developed to identify negligible components in a functional ANOVA decomposition of the log gap time hazard. We evaluate the proposed methods with simulation studies and illustrate its use through the analysis of bladder tumor data. © 2011, The International Biometric Society.

MONALISA for stochastic simulations of Petri net models of biochemical systems.

PubMed

Balazki, Pavel; Lindauer, Klaus; Einloft, Jens; Ackermann, Jörg; Koch, Ina

2015-07-10

The concept of Petri nets (PN) is widely used in systems biology and allows modeling of complex biochemical systems like metabolic systems, signal transduction pathways, and gene expression networks. In particular, PN allows the topological analysis based on structural properties, which is important and useful when quantitative (kinetic) data are incomplete or unknown. Knowing the kinetic parameters, the simulation of time evolution of such models can help to study the dynamic behavior of the underlying system. If the number of involved entities (molecules) is low, a stochastic simulation should be preferred against the classical deterministic approach of solving ordinary differential equations. The Stochastic Simulation Algorithm (SSA) is a common method for such simulations. The combination of the qualitative and semi-quantitative PN modeling and stochastic analysis techniques provides a valuable approach in the field of systems biology. Here, we describe the implementation of stochastic analysis in a PN environment. We extended MONALISA - an open-source software for creation, visualization and analysis of PN - by several stochastic simulation methods. The simulation module offers four simulation modes, among them the stochastic mode with constant firing rates and Gillespie's algorithm as exact and approximate versions. The simulator is operated by a user-friendly graphical interface and accepts input data such as concentrations and reaction rate constants that are common parameters in the biological context. The key features of the simulation module are visualization of simulation, interactive plotting, export of results into a text file, mathematical expressions for describing simulation parameters, and up to 500 parallel simulations of the same parameter sets. To illustrate the method we discuss a model for insulin receptor recycling as case study. We present a software that combines the modeling power of Petri nets with stochastic simulation of dynamic processes in a user-friendly environment supported by an intuitive graphical interface. The program offers a valuable alternative to modeling, using ordinary differential equations, especially when simulating single-cell experiments with low molecule counts. The ability to use mathematical expressions provides an additional flexibility in describing the simulation parameters. The open-source distribution allows further extensions by third-party developers. The software is cross-platform and is licensed under the Artistic License 2.0.

Stochastic modelling of wall stresses in abdominal aortic aneurysms treated by a gene therapy.

PubMed

Mohand-Kaci, Faïza; Ouni, Anissa Eddhahak; Dai, Jianping; Allaire, Eric; Zidi, Mustapha

2012-01-01

A stochastic mechanical model using the membrane theory was used to simulate the in vivo mechanical behaviour of abdominal aortic aneurysms (AAAs) in order to compute the wall stresses after stabilisation by gene therapy. For that, both length and diameter of AAAs rats were measured during their expansion. Four groups of animals, control and treated by an endovascular gene therapy during 3 or 28 days were included. The mechanical problem was solved analytically using the geometric parameters and assuming the shape of aneurysms by a 'parabolic-exponential curve'. When compared to controls, stress variations in the wall of AAAs for treated arteries during 28 days decreased, while they were nearly constant at day 3. The measured geometric parameters of AAAs were then investigated using probability density functions (pdf) attributed to every random variable. Different trials were useful to define a reliable confidence region in which the probability to have a realisation is equal to 99%. The results demonstrated that the error in the estimation of the stresses can be greater than 28% when parameters uncertainties are not considered in the modelling. The relevance of the proposed approach for the study of AAA growth may be studied further and extended to other treatments aimed at stabilisation AAAs, using biotherapies and pharmacological approaches.

Efficient Ensemble State-Parameters Estimation Techniques in Ocean Ecosystem Models: Application to the North Atlantic

NASA Astrophysics Data System (ADS)

El Gharamti, M.; Bethke, I.; Tjiputra, J.; Bertino, L.

2016-02-01

Given the recent strong international focus on developing new data assimilation systems for biological models, we present in this comparative study the application of newly developed state-parameters estimation tools to an ocean ecosystem model. It is quite known that the available physical models are still too simple compared to the complexity of the ocean biology. Furthermore, various biological parameters remain poorly unknown and hence wrong specifications of such parameters can lead to large model errors. Standard joint state-parameters augmentation technique using the ensemble Kalman filter (Stochastic EnKF) has been extensively tested in many geophysical applications. Some of these assimilation studies reported that jointly updating the state and the parameters might introduce significant inconsistency especially for strongly nonlinear models. This is usually the case for ecosystem models particularly during the period of the spring bloom. A better handling of the estimation problem is often carried out by separating the update of the state and the parameters using the so-called Dual EnKF. The dual filter is computationally more expensive than the Joint EnKF but is expected to perform more accurately. Using a similar separation strategy, we propose a new EnKF estimation algorithm in which we apply a one-step-ahead smoothing to the state. The new state-parameters estimation scheme is derived in a consistent Bayesian filtering framework and results in separate update steps for the state and the parameters. Unlike the classical filtering path, the new scheme starts with an update step and later a model propagation step is performed. We test the performance of the new smoothing-based schemes against the standard EnKF in a one-dimensional configuration of the Norwegian Earth System Model (NorESM) in the North Atlantic. We use nutrients profile (up to 2000 m deep) data and surface partial CO2 measurements from Mike weather station (66o N, 2o E) to estimate different biological parameters of phytoplanktons and zooplanktons. We analyze the performance of the filters in terms of complexity and accuracy of the state and parameters estimates.

Stochastic evolutionary voluntary public goods game with punishment in a Quasi-birth-and-death process.

PubMed

Quan, Ji; Liu, Wei; Chu, Yuqing; Wang, Xianjia

2017-11-23

Traditional replication dynamic model and the corresponding concept of evolutionary stable strategy (ESS) only takes into account whether the system can return to the equilibrium after being subjected to a small disturbance. In the real world, due to continuous noise, the ESS of the system may not be stochastically stable. In this paper, a model of voluntary public goods game with punishment is studied in a stochastic situation. Unlike the existing model, we describe the evolutionary process of strategies in the population as a generalized quasi-birth-and-death process. And we investigate the stochastic stable equilibrium (SSE) instead. By numerical experiments, we get all possible SSEs of the system for any combination of parameters, and investigate the influence of parameters on the probabilities of the system to select different equilibriums. It is found that in the stochastic situation, the introduction of the punishment and non-participation strategies can change the evolutionary dynamics of the system and equilibrium of the game. There is a large range of parameters that the system selects the cooperative states as its SSE with a high probability. This result provides us an insight and control method for the evolution of cooperation in the public goods game in stochastic situations.

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

PubMed

Cataldo, E; Soize, C

2018-06-06

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

Stochastic dynamics and logistic population growth

NASA Astrophysics Data System (ADS)

Méndez, Vicenç; Assaf, Michael; Campos, Daniel; Horsthemke, Werner

2015-06-01

The Verhulst model is probably the best known macroscopic rate equation in population ecology. It depends on two parameters, the intrinsic growth rate and the carrying capacity. These parameters can be estimated for different populations and are related to the reproductive fitness and the competition for limited resources, respectively. We investigate analytically and numerically the simplest possible microscopic scenarios that give rise to the logistic equation in the deterministic mean-field limit. We provide a definition of the two parameters of the Verhulst equation in terms of microscopic parameters. In addition, we derive the conditions for extinction or persistence of the population by employing either the momentum-space spectral theory or the real-space Wentzel-Kramers-Brillouin approximation to determine the probability distribution function and the mean time to extinction of the population. Our analytical results agree well with numerical simulations.

Improving Forecasts Through Realistic Uncertainty Estimates: A Novel Data Driven Method for Model Uncertainty Quantification in Data Assimilation

NASA Astrophysics Data System (ADS)

Pathiraja, S. D.; Moradkhani, H.; Marshall, L. A.; Sharma, A.; Geenens, G.

2016-12-01

Effective combination of model simulations and observations through Data Assimilation (DA) depends heavily on uncertainty characterisation. Many traditional methods for quantifying model uncertainty in DA require some level of subjectivity (by way of tuning parameters or by assuming Gaussian statistics). Furthermore, the focus is typically on only estimating the first and second moments. We propose a data-driven methodology to estimate the full distributional form of model uncertainty, i.e. the transition density p(xt|xt-1). All sources of uncertainty associated with the model simulations are considered collectively, without needing to devise stochastic perturbations for individual components (such as model input, parameter and structural uncertainty). A training period is used to derive the distribution of errors in observed variables conditioned on hidden states. Errors in hidden states are estimated from the conditional distribution of observed variables using non-linear optimization. The theory behind the framework and case study applications are discussed in detail. Results demonstrate improved predictions and more realistic uncertainty bounds compared to a standard perturbation approach.

Taking error into account when fitting models using Approximate Bayesian Computation.

PubMed

van der Vaart, Elske; Prangle, Dennis; Sibly, Richard M

2018-03-01

Stochastic computer simulations are often the only practical way of answering questions relating to ecological management. However, due to their complexity, such models are difficult to calibrate and evaluate. Approximate Bayesian Computation (ABC) offers an increasingly popular approach to this problem, widely applied across a variety of fields. However, ensuring the accuracy of ABC's estimates has been difficult. Here, we obtain more accurate estimates by incorporating estimation of error into the ABC protocol. We show how this can be done where the data consist of repeated measures of the same quantity and errors may be assumed to be normally distributed and independent. We then derive the correct acceptance probabilities for a probabilistic ABC algorithm, and update the coverage test with which accuracy is assessed. We apply this method, which we call error-calibrated ABC, to a toy example and a realistic 14-parameter simulation model of earthworms that is used in environmental risk assessment. A comparison with exact methods and the diagnostic coverage test show that our approach improves estimation of parameter values and their credible intervals for both models. © 2017 by the Ecological Society of America.

Fuzzy Stochastic Petri Nets for Modeling Biological Systems with Uncertain Kinetic Parameters

PubMed Central

Liu, Fei; Heiner, Monika; Yang, Ming

2016-01-01

Stochastic Petri nets (SPNs) have been widely used to model randomness which is an inherent feature of biological systems. However, for many biological systems, some kinetic parameters may be uncertain due to incomplete, vague or missing kinetic data (often called fuzzy uncertainty), or naturally vary, e.g., between different individuals, experimental conditions, etc. (often called variability), which has prevented a wider application of SPNs that require accurate parameters. Considering the strength of fuzzy sets to deal with uncertain information, we apply a specific type of stochastic Petri nets, fuzzy stochastic Petri nets (FSPNs), to model and analyze biological systems with uncertain kinetic parameters. FSPNs combine SPNs and fuzzy sets, thereby taking into account both randomness and fuzziness of biological systems. For a biological system, SPNs model the randomness, while fuzzy sets model kinetic parameters with fuzzy uncertainty or variability by associating each parameter with a fuzzy number instead of a crisp real value. We introduce a simulation-based analysis method for FSPNs to explore the uncertainties of outputs resulting from the uncertainties associated with input parameters, which works equally well for bounded and unbounded models. We illustrate our approach using a yeast polarization model having an infinite state space, which shows the appropriateness of FSPNs in combination with simulation-based analysis for modeling and analyzing biological systems with uncertain information. PMID:26910830

Inferring the temperature dependence of population parameters: the effects of experimental design and inference algorithm

PubMed Central

Palamara, Gian Marco; Childs, Dylan Z; Clements, Christopher F; Petchey, Owen L; Plebani, Marco; Smith, Matthew J

2014-01-01

Understanding and quantifying the temperature dependence of population parameters, such as intrinsic growth rate and carrying capacity, is critical for predicting the ecological responses to environmental change. Many studies provide empirical estimates of such temperature dependencies, but a thorough investigation of the methods used to infer them has not been performed yet. We created artificial population time series using a stochastic logistic model parameterized with the Arrhenius equation, so that activation energy drives the temperature dependence of population parameters. We simulated different experimental designs and used different inference methods, varying the likelihood functions and other aspects of the parameter estimation methods. Finally, we applied the best performing inference methods to real data for the species Paramecium caudatum. The relative error of the estimates of activation energy varied between 5% and 30%. The fraction of habitat sampled played the most important role in determining the relative error; sampling at least 1% of the habitat kept it below 50%. We found that methods that simultaneously use all time series data (direct methods) and methods that estimate population parameters separately for each temperature (indirect methods) are complementary. Indirect methods provide a clearer insight into the shape of the functional form describing the temperature dependence of population parameters; direct methods enable a more accurate estimation of the parameters of such functional forms. Using both methods, we found that growth rate and carrying capacity of Paramecium caudatum scale with temperature according to different activation energies. Our study shows how careful choice of experimental design and inference methods can increase the accuracy of the inferred relationships between temperature and population parameters. The comparison of estimation methods provided here can increase the accuracy of model predictions, with important implications in understanding and predicting the effects of temperature on the dynamics of populations. PMID:25558365

A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media

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

Liao, Qinzhuo, E-mail: liaoqz@pku.edu.cn; Zhang, Dongxiao; Tchelepi, Hamdi

A new computational method is proposed for efficient uncertainty quantification of multiphase flow in porous media with stochastic permeability. For pressure estimation, it combines the dimension-adaptive stochastic collocation method on Smolyak sparse grids and the Kronrod–Patterson–Hermite nested quadrature formulas. For saturation estimation, an additional stage is developed, in which the pressure and velocity samples are first generated by the sparse grid interpolation and then substituted into the transport equation to solve for the saturation samples, to address the low regularity problem of the saturation. Numerical examples are presented for multiphase flow with stochastic permeability fields to demonstrate accuracy and efficiencymore » of the proposed two-stage adaptive stochastic collocation method on nested sparse grids.« less

BACKWARD ESTIMATION OF STOCHASTIC PROCESSES WITH FAILURE EVENTS AS TIME ORIGINS1

PubMed Central

Gary Chan, Kwun Chuen; Wang, Mei-Cheng

2011-01-01

Stochastic processes often exhibit sudden systematic changes in pattern a short time before certain failure events. Examples include increase in medical costs before death and decrease in CD4 counts before AIDS diagnosis. To study such terminal behavior of stochastic processes, a natural and direct way is to align the processes using failure events as time origins. This paper studies backward stochastic processes counting time backward from failure events, and proposes one-sample nonparametric estimation of the mean of backward processes when follow-up is subject to left truncation and right censoring. We will discuss benefits of including prevalent cohort data to enlarge the identifiable region and large sample properties of the proposed estimator with related extensions. A SEER–Medicare linked data set is used to illustrate the proposed methodologies. PMID:21359167

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.

Experimental pig-to-pig transmission dynamics for African swine fever virus, Georgia 2007/1 strain.

PubMed

Guinat, C; Gubbins, S; Vergne, T; Gonzales, J L; Dixon, L; Pfeiffer, D U

2016-01-01

African swine fever virus (ASFV) continues to cause outbreaks in domestic pigs and wild boar in Eastern European countries. To gain insights into its transmission dynamics, we estimated the pig-to-pig basic reproduction number (R 0) for the Georgia 2007/1 ASFV strain using a stochastic susceptible-exposed-infectious-recovered (SEIR) model with parameters estimated from transmission experiments. Models showed that R 0 is 2·8 [95% confidence interval (CI) 1·3-4·8] within a pen and 1·4 (95% CI 0·6-2·4) between pens. The results furthermore suggest that ASFV genome detection in oronasal samples is an effective diagnostic tool for early detection of infection. This study provides quantitative information on transmission parameters for ASFV in domestic pigs, which are required to more effectively assess the potential impact of strategies for the control of between-farm epidemic spread in European countries.

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.

Multiscale stochastic simulations of chemical reactions with regulated scale separation

NASA Astrophysics Data System (ADS)

Koumoutsakos, Petros; Feigelman, Justin

2013-07-01

We present a coupling of multiscale frameworks with accelerated stochastic simulation algorithms for systems of chemical reactions with disparate propensities. The algorithms regulate the propensities of the fast and slow reactions of the system, using alternating micro and macro sub-steps simulated with accelerated algorithms such as τ and R-leaping. The proposed algorithms are shown to provide significant speedups in simulations of stiff systems of chemical reactions with a trade-off in accuracy as controlled by a regulating parameter. More importantly, the error of the methods exhibits a cutoff phenomenon that allows for optimal parameter choices. Numerical experiments demonstrate that hybrid algorithms involving accelerated stochastic simulations can be, in certain cases, more accurate while faster, than their corresponding stochastic simulation algorithm counterparts.

Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations

NASA Astrophysics Data System (ADS)

Sandhu, Rimple; Poirel, Dominique; Pettit, Chris; Khalil, Mohammad; Sarkar, Abhijit

2016-07-01

A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid-structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic system leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib-Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.

Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations

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

Sandhu, Rimple; Poirel, Dominique; Pettit, Chris

2016-07-01

A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid–structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic systemmore » leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib–Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.« less

Monte Carlo Solution to Find Input Parameters in Systems Design Problems

NASA Astrophysics Data System (ADS)

Arsham, Hossein

2013-06-01

Most engineering system designs, such as product, process, and service design, involve a framework for arriving at a target value for a set of experiments. This paper considers a stochastic approximation algorithm for estimating the controllable input parameter within a desired accuracy, given a target value for the performance function. Two different problems, what-if and goal-seeking problems, are explained and defined in an auxiliary simulation model, which represents a local response surface model in terms of a polynomial. A method of constructing this polynomial by a single run simulation is explained. An algorithm is given to select the design parameter for the local response surface model. Finally, the mean time to failure (MTTF) of a reliability subsystem is computed and compared with its known analytical MTTF value for validation purposes.

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

PubMed

El-Diasty, Mohammed; Pagiatakis, Spiros

2009-01-01

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

Stochastic sediment property inversion in Shallow Water 06.

PubMed

Michalopoulou, Zoi-Heleni

2017-11-01

Received time-series at a short distance from the source allow the identification of distinct paths; four of these are direct, surface and bottom reflections, and sediment reflection. In this work, a Gibbs sampling method is used for the estimation of the arrival times of these paths and the corresponding probability density functions. The arrival times for the first three paths are then employed along with linearization for the estimation of source range and depth, water column depth, and sound speed in the water. Propagating densities of arrival times through the linearized inverse problem, densities are also obtained for the above parameters, providing maximum a posteriori estimates. These estimates are employed to calculate densities and point estimates of sediment sound speed and thickness using a non-linear, grid-based model. Density computation is an important aspect of this work, because those densities express the uncertainty in the inversion for sediment properties.

Robust stability for stochastic bidirectional associative memory neural networks with time delays

NASA Astrophysics Data System (ADS)

Shu, H. S.; Lv, Z. W.; Wei, G. L.

2008-02-01

In this paper, the asymptotic stability is considered for a class of uncertain stochastic bidirectional associative memory neural networks with time delays and parameter uncertainties. The delays are time-invariant and the uncertainties are norm-bounded that enter into all network parameters. The aim of this paper is to establish easily verifiable conditions under which the delayed neural network is robustly asymptotically stable in the mean square for all admissible parameter uncertainties. By employing a Lyapunov-Krasovskii functional and conducting the stochastic analysis, a linear matrix inequality matrix inequality (LMI) approach is developed to derive the stability criteria. The proposed criteria can be easily checked by the Matlab LMI toolbox. A numerical example is given to demonstrate the usefulness of the proposed criteria.

Global exponential stability of neutral high-order stochastic Hopfield neural networks with Markovian jump parameters and mixed time delays.

PubMed

Huang, Haiying; Du, Qiaosheng; Kang, Xibing

2013-11-01

In this paper, a class of neutral high-order stochastic Hopfield neural networks with Markovian jump parameters and mixed time delays is investigated. The jumping parameters are modeled as a continuous-time finite-state Markov chain. At first, the existence of equilibrium point for the addressed neural networks is studied. By utilizing the Lyapunov stability theory, stochastic analysis theory and linear matrix inequality (LMI) technique, new delay-dependent stability criteria are presented in terms of linear matrix inequalities to guarantee the neural networks to be globally exponentially stable in the mean square. Numerical simulations are carried out to illustrate the main results. © 2013 ISA. Published by ISA. All rights reserved.

Event-based recursive filtering for a class of nonlinear stochastic parameter systems over fading channels

NASA Astrophysics Data System (ADS)

Shen, Yuxuan; Wang, Zidong; Shen, Bo; Alsaadi, Fuad E.

2018-07-01

In this paper, the recursive filtering problem is studied for a class of time-varying nonlinear systems with stochastic parameter matrices. The measurement transmission between the sensor and the filter is conducted through a fading channel characterized by the Rice fading model. An event-based transmission mechanism is adopted to decide whether the sensor measurement should be transmitted to the filter. A recursive filter is designed such that, in the simultaneous presence of the stochastic parameter matrices and fading channels, the filtering error covariance is guaranteed to have an upper bound and such an upper bound is then minimized by appropriately choosing filter gain matrix. Finally, a simulation example is presented to demonstrate the effectiveness of the proposed filtering scheme.

Study on Nonlinear Vibration Analysis of Gear System with Random Parameters

NASA Astrophysics Data System (ADS)

Tong, Cao; Liu, Xiaoyuan; Fan, Li

2018-03-01

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

A modified PATH algorithm rapidly generates transition states comparable to those found by other well established algorithms

PubMed Central

Chandrasekaran, Srinivas Niranj; Das, Jhuma; Dokholyan, Nikolay V.; Carter, Charles W.

2016-01-01

PATH rapidly computes a path and a transition state between crystal structures by minimizing the Onsager-Machlup action. It requires input parameters whose range of values can generate different transition-state structures that cannot be uniquely compared with those generated by other methods. We outline modifications to estimate these input parameters to circumvent these difficulties and validate the PATH transition states by showing consistency between transition-states derived by different algorithms for unrelated protein systems. Although functional protein conformational change trajectories are to a degree stochastic, they nonetheless pass through a well-defined transition state whose detailed structural properties can rapidly be identified using PATH. PMID:26958584

OPEN PROBLEM: Orbits' statistics in chaotic dynamical systems

NASA Astrophysics Data System (ADS)

Arnold, V.

2008-07-01

This paper shows how the measurement of the stochasticity degree of a finite sequence of real numbers, published by Kolmogorov in Italian in a journal of insurances' statistics, can be usefully applied to measure the objective stochasticity degree of sequences, originating from dynamical systems theory and from number theory. Namely, whenever the value of Kolmogorov's stochasticity parameter of a given sequence of numbers is too small (or too big), one may conclude that the conjecture describing this sequence as a sample of independent values of a random variables is highly improbable. Kolmogorov used this strategy fighting (in a paper in 'Doklady', 1940) against Lysenko, who had tried to disprove the classical genetics' law of Mendel experimentally. Calculating his stochasticity parameter value for the numbers from Lysenko's experiment reports, Kolmogorov deduced, that, while these numbers were different from the exact fulfilment of Mendel's 3 : 1 law, any smaller deviation would be a manifestation of the report's number falsification. The calculation of the values of the stochasticity parameter would be useful for many other generators of pseudorandom numbers and for many other chaotically looking statistics, including even the prime numbers distribution (discussed in this paper as an example).

Modeling animal movements using stochastic differential equations

Treesearch

Haiganoush K. Preisler; Alan A. Ager; Bruce K. Johnson; John G. Kie

2004-01-01

We describe the use of bivariate stochastic differential equations (SDE) for modeling movements of 216 radiocollared female Rocky Mountain elk at the Starkey Experimental Forest and Range in northeastern Oregon. Spatially and temporally explicit vector fields were estimated using approximating difference equations and nonparametric regression techniques. Estimated...

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.

Jump rates for surface diffusion of large molecules from first principles

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

Shea, Patrick, E-mail: patrick.shea@dal.ca; Kreuzer, Hans Jürgen

2015-04-21

We apply a recently developed stochastic model for the surface diffusion of large molecules to calculate jump rates for 9,10-dithioanthracene on a Cu(111) surface. The necessary input parameters for the stochastic model are calculated from first principles using density functional theory (DFT). We find that the inclusion of van der Waals corrections to the DFT energies is critical to obtain good agreement with experimental results for the adsorption geometry and energy barrier for diffusion. The predictions for jump rates in our model are in excellent agreement with measured values and show a marked improvement over transition state theory (TST). Wemore » find that the jump rate prefactor is reduced by an order of magnitude from the TST estimate due to frictional damping resulting from energy exchange with surface phonons, as well as a rotational mode of the diffusing molecule.« less

Recognition of Equations Using a Two-Dimensional Stochastic Context-Free Grammar

NASA Astrophysics Data System (ADS)

Chou, Philip A.

1989-11-01

We propose using two-dimensional stochastic context-free grammars for image recognition, in a manner analogous to using hidden Markov models for speech recognition. The value of the approach is demonstrated in a system that recognizes printed, noisy equations. The system uses a two-dimensional probabilistic version of the Cocke-Younger-Kasami parsing algorithm to find the most likely parse of the observed image, and then traverses the corresponding parse tree in accordance with translation formats associated with each production rule, to produce eqn I troff commands for the imaged equation. In addition, it uses two-dimensional versions of the Inside/Outside and Baum re-estimation algorithms for learning the parameters of the grammar from a training set of examples. Parsing the image of a simple noisy equation currently takes about one second of cpu time on an Alliant FX/80.

Multiscale stochastic simulations for tensile testing of nanotube-based macroscopic cables.

PubMed

Pugno, Nicola M; Bosia, Federico; Carpinteri, Alberto

2008-08-01

Thousands of multiscale stochastic simulations are carried out in order to perform the first in-silico tensile tests of carbon nanotube (CNT)-based macroscopic cables with varying length. The longest treated cable is the space-elevator megacable but more realistic shorter cables are also considered in this bottom-up investigation. Different sizes, shapes, and concentrations of defects are simulated, resulting in cable macrostrengths not larger than approximately 10 GPa, which is much smaller than the theoretical nanotube strength (approximately 100 GPa). No best-fit parameters are present in the multiscale simulations: the input at level 1 is directly estimated from nanotensile tests of CNTs, whereas its output is considered as the input for the level 2, and so on up to level 5, corresponding to the megacable. Thus, five hierarchical levels are used to span lengths from that of a single nanotube (approximately 100 nm) to that of the space-elevator megacable (approximately 100 Mm).

Observer-based state tracking control of uncertain stochastic systems via repetitive controller

NASA Astrophysics Data System (ADS)

Sakthivel, R.; Susana Ramya, L.; Selvaraj, P.

2017-08-01

This paper develops the repetitive control scheme for state tracking control of uncertain stochastic time-varying delay systems via equivalent-input-disturbance approach. The main purpose of this work is to design a repetitive controller to guarantee the tracking performance under the effects of unknown disturbances with bounded frequency and parameter variations. Specifically, a new set of linear matrix inequality (LMI)-based conditions is derived based on the suitable Lyapunov-Krasovskii functional theory for designing a repetitive controller which guarantees stability and desired tracking performance. More precisely, an equivalent-input-disturbance estimator is incorporated into the control design to reduce the effect of the external disturbances. Simulation results are provided to demonstrate the desired control system stability and their tracking performance. A practical stream water quality preserving system is also provided to show the effectiveness and advantage of the proposed approach.

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.

DESIGN OF AQUIFER REMEDIATION SYSTEMS: (2) Estimating site-specific performance and benefits of partial source removal

EPA Science Inventory

A Lagrangian stochastic model is proposed as a tool that can be utilized in forecasting remedial performance and estimating the benefits (in terms of flux and mass reduction) derived from a source zone remedial effort. The stochastic functional relationships that describe the hyd...

A class of Box-Cox transformation models for recurrent event data.

PubMed

Sun, Liuquan; Tong, Xingwei; Zhou, Xian

2011-04-01

In this article, we propose a class of Box-Cox transformation models for recurrent event data, which includes the proportional means models as special cases. The new model offers great flexibility in formulating the effects of covariates on the mean functions of counting processes while leaving the stochastic structure completely unspecified. For the inference on the proposed models, we apply a profile pseudo-partial likelihood method to estimate the model parameters via estimating equation approaches and establish large sample properties of the estimators and examine its performance in moderate-sized samples through simulation studies. In addition, some graphical and numerical procedures are presented for model checking. An example of application on a set of multiple-infection data taken from a clinic study on chronic granulomatous disease (CGD) is also illustrated.

Modeling, Real-Time Estimation, and Identification of UWB Indoor Wireless Channels

DOE PAGES

Olama, Mohammed M.; Djouadi, Seddik M.; Li, Yanyan; ...

2013-01-01

Stochastic differential equations (SDEs) are used to model ultrawideband (UWB) indoor wireless channels. We show that the impulse responses for time-varying indoor wireless channels can be approximated in a mean-square sense as close as desired by impulse responses that can be realized by SDEs. The state variables represent the inphase and quadrature components of the UWB channel. The expected maximization and extended Kalman filter are employed to recursively identify and estimate the channel parameters and states, respectively, from online received signal strength measured data. Both resolvable and nonresolvable multipath received signals are considered and represented as small-scaled Nakagami fading. Themore » proposed models together with the estimation algorithm are tested using UWB indoor measurement data demonstrating the method’s viability and the results are presented.« less

Evolution of the Climate Continuum from the Mid-Miocene Climatic Optimum to the Present

NASA Astrophysics Data System (ADS)

Aswasereelert, W.; Meyers, S. R.; Hinnov, L. A.; Kelly, D.

2011-12-01

The recognition of orbital rhythms in paleoclimate data has led to a rich understanding of climate evolution during the Neogene and Quaternary. In contrast, changes in stochastic variability associated with the transition from unipolar to bipolar glaciation have received less attention, although the stochastic component likely preserves key insights about climate. In this study, we seek to evaluate the dominance and character of stochastic climate energy since the Middle Miocene Climatic Optimum (~17 Ma). These analyses extend a previous study that suggested diagnostic stochastic responses associated with Northern Hemisphere ice sheet development during the Plio-Pleistocene (Meyers and Hinnov, 2010). A critical and challenging step necessary to conduct the work is the conversion of depth data to time data. We investigate climate proxy datasets using multiple time scale hypotheses, including depth-derived time scales, sedimentologic/geochemical "tuning", minimal orbital tuning, and comprehensive orbital tuning. To extract the stochastic component of climate, and also explore potential relationships between the orbital parameters and paleoclimate response, a number of approaches rooted in Thomson's (1982) multi-taper spectral method (MTM) are applied. Importantly, the MTM technique is capable of separating the spectral "continuum" - a measure of stochastic variability - from the deterministic periodic orbital signals (spectral "lines") preserved in proxy data. Time series analysis of the proxy records using different chronologic approaches allows us to evaluate the sensitivity of our conclusion about stochastic and deterministic orbital processes during the Middle Miocene to present. Moreover, comparison of individual records permits examination of the spatial dependence of the identified climate responses. Meyers, S.R., and Hinnov, L.A. (2010), Northern Hemisphere glaciation and the evolution of Plio-Pleistocene climate noise: Paleoceanography, 25, PA3207, doi:10.1029/2009PA001834. Thomson, D.J. (1982), Spectrum estimation and harmonic analysis: IEEE Proceedings, v. 70, p. 1055-1096.

Multiobjective optimization in structural design with uncertain parameters and stochastic processes

NASA Technical Reports Server (NTRS)

Rao, S. S.

1984-01-01

The application of multiobjective optimization techniques to structural design problems involving uncertain parameters and random processes is studied. The design of a cantilever beam with a tip mass subjected to a stochastic base excitation is considered for illustration. Several of the problem parameters are assumed to be random variables and the structural mass, fatigue damage, and negative of natural frequency of vibration are considered for minimization. The solution of this three-criteria design problem is found by using global criterion, utility function, game theory, goal programming, goal attainment, bounded objective function, and lexicographic methods. It is observed that the game theory approach is superior in finding a better optimum solution, assuming the proper balance of the various objective functions. The procedures used in the present investigation are expected to be useful in the design of general dynamic systems involving uncertain parameters, stochastic process, and multiple objectives.

Global determination of rating curves in the Amazon basin from satellite altimetry

NASA Astrophysics Data System (ADS)

Paris, Adrien; Paiva, Rodrigo C. D.; Santos da Silva, Joecila; Medeiros Moreira, Daniel; Calmant, Stéphane; Collischonn, Walter; Bonnet, Marie-Paule; Seyler, Frédérique

2014-05-01

The Amazonian basin is the largest hydrological basin all over the world. Over the past few years, it has experienced an unusual succession of extreme droughts and floods, which origin is still a matter of debate. One of the major issues in understanding such events is to get discharge series distributed over the entire basin. Satellite altimetry can be used to improve our knowledge of the hydrological stream flow conditions in the basin, through rating curves. Rating curves are mathematical relationships between stage and discharge at a given place. The common way to determine the parameters of the relationship is to compute the non-linear regression between the discharge and stage series. In this study, the discharge data was obtained by simulation through the entire basin using the MGB-IPH model with TRMM Merge input rainfall data and assimilation of gage data, run from 1998 to 2009. The stage dataset is made of ~900 altimetry series at ENVISAT and Jason-2 virtual stations, sampling the stages over more than a hundred of rivers in the basin. Altimetry series span between 2002 and 2011. In the present work we present the benefits of using stochastic methods instead of probabilistic ones to determine a dataset of rating curve parameters which are hydrologicaly meaningful throughout the entire Amazon basin. The rating curve parameters have been computed using an optimization technique based on Markov Chain Monte Carlo sampler and Bayesian inference scheme. This technique provides an estimate of the best value for the parameters together with their posterior probability distribution, allowing the determination of a credibility interval for calculated discharge. Also the error over discharges estimates from the MGB-IPH model is included in the rating curve determination. These MGB-IPH errors come from either errors in the discharge derived from the gage readings or errors in the satellite rainfall estimates. The present experiment shows that the stochastic approach is more efficient than the determinist one. By using for the parameters prior credible intervals defined by the user, this method provides an estimate of best rating curve estimate without any unlikely parameter. Results were assessed trough the Nash Sutcliffe efficiency coefficient. Ens superior to 0.7 is found for most of the 920 virtual stations . From these results we were able to determinate a fully coherent map of river bed height, mean depth and Manning's roughness coefficient, information that can be reused in hydrological modeling. Bad results found at a few virtual stations are also of interest. For some sub-basins in the Andean piemont, the bad result confirms that the model failed to estimate discharges overthere. Other are found at tributary mouths experiencing backwater effects from the Amazon. Considering mean monthly slope at the virtual station in the rating curve equation, we obtain rated discharges much more consistent with modeled and measured ones, showing that it is now possible to obtain a meaningful rating curve in such critical areas.

A stochastic ensemble-based model to predict crop water requirements from numerical weather forecasts and VIS-NIR high resolution satellite images in Southern Italy

NASA Astrophysics Data System (ADS)

Pelosi, Anna; Falanga Bolognesi, Salvatore; De Michele, Carlo; Medina Gonzalez, Hanoi; Villani, Paolo; D'Urso, Guido; Battista Chirico, Giovanni

2015-04-01

Irrigation agriculture is one the biggest consumer of water in Europe, especially in southern regions, where it accounts for up to 70% of the total water consumption. The EU Common Agricultural Policy, combined with the Water Framework Directive, imposes to farmers and irrigation managers a substantial increase of the efficiency in the use of water in agriculture for the next decade. Ensemble numerical weather predictions can be valuable data for developing operational advisory irrigation services. We propose a stochastic ensemble-based model providing spatial and temporal estimates of crop water requirements, implemented within an advisory service offering detailed maps of irrigation water requirements and crop water consumption estimates, to be used by water irrigation managers and farmers. The stochastic model combines estimates of crop potential evapotranspiration retrieved from ensemble numerical weather forecasts (COSMO-LEPS, 16 members, 7 km resolution) and canopy parameters (LAI, albedo, fractional vegetation cover) derived from high resolution satellite images in the visible and near infrared wavelengths. The service provides users with daily estimates of crop water requirements for lead times up to five days. The temporal evolution of the crop potential evapotranspiration is simulated with autoregressive models. An ensemble Kalman filter is employed for updating model states by assimilating both ground based meteorological variables (where available) and numerical weather forecasts. The model has been applied in Campania region (Southern Italy), where a satellite assisted irrigation advisory service has been operating since 2006. This work presents the results of the system performance for one year of experimental service. The results suggest that the proposed model can be an effective support for a sustainable use and management of irrigation water, under conditions of water scarcity and drought. Since the evapotranspiration term represents a staple component in the water balance of a catchment, as outstanding future development, the model could also offer an advanced support for water resources management decisions at catchment scale.

Improved PPP Ambiguity Resolution Considering the Stochastic Characteristics of Atmospheric Corrections from Regional Networks

PubMed Central

Li, Yihe; Li, Bofeng; Gao, Yang

2015-01-01

With the increased availability of regional reference networks, Precise Point Positioning (PPP) can achieve fast ambiguity resolution (AR) and precise positioning by assimilating the satellite fractional cycle biases (FCBs) and atmospheric corrections derived from these networks. In such processing, the atmospheric corrections are usually treated as deterministic quantities. This is however unrealistic since the estimated atmospheric corrections obtained from the network data are random and furthermore the interpolated corrections diverge from the realistic corrections. This paper is dedicated to the stochastic modelling of atmospheric corrections and analyzing their effects on the PPP AR efficiency. The random errors of the interpolated corrections are processed as two components: one is from the random errors of estimated corrections at reference stations, while the other arises from the atmospheric delay discrepancies between reference stations and users. The interpolated atmospheric corrections are then applied by users as pseudo-observations with the estimated stochastic model. Two data sets are processed to assess the performance of interpolated corrections with the estimated stochastic models. The results show that when the stochastic characteristics of interpolated corrections are properly taken into account, the successful fix rate reaches 93.3% within 5 min for a medium inter-station distance network and 80.6% within 10 min for a long inter-station distance network. PMID:26633400

Improved PPP Ambiguity Resolution Considering the Stochastic Characteristics of Atmospheric Corrections from Regional Networks.

PubMed

Li, Yihe; Li, Bofeng; Gao, Yang

2015-11-30

With the increased availability of regional reference networks, Precise Point Positioning (PPP) can achieve fast ambiguity resolution (AR) and precise positioning by assimilating the satellite fractional cycle biases (FCBs) and atmospheric corrections derived from these networks. In such processing, the atmospheric corrections are usually treated as deterministic quantities. This is however unrealistic since the estimated atmospheric corrections obtained from the network data are random and furthermore the interpolated corrections diverge from the realistic corrections. This paper is dedicated to the stochastic modelling of atmospheric corrections and analyzing their effects on the PPP AR efficiency. The random errors of the interpolated corrections are processed as two components: one is from the random errors of estimated corrections at reference stations, while the other arises from the atmospheric delay discrepancies between reference stations and users. The interpolated atmospheric corrections are then applied by users as pseudo-observations with the estimated stochastic model. Two data sets are processed to assess the performance of interpolated corrections with the estimated stochastic models. The results show that when the stochastic characteristics of interpolated corrections are properly taken into account, the successful fix rate reaches 93.3% within 5 min for a medium inter-station distance network and 80.6% within 10 min for a long inter-station distance network.

Addressing model uncertainty through stochastic parameter perturbations within the High Resolution Rapid Refresh (HRRR) ensemble

NASA Astrophysics Data System (ADS)

Wolff, J.; Jankov, I.; Beck, J.; Carson, L.; Frimel, J.; Harrold, M.; Jiang, H.

2016-12-01

It is well known that global and regional numerical weather prediction ensemble systems are under-dispersive, producing unreliable and overconfident ensemble forecasts. Typical approaches to alleviate this problem include the use of multiple dynamic cores, multiple physics suite configurations, or a combination of the two. While these approaches may produce desirable results, they have practical and theoretical deficiencies and are more difficult and costly to maintain. An active area of research that promotes a more unified and sustainable system for addressing the deficiencies in ensemble modeling is the use of stochastic physics to represent model-related uncertainty. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), Stochastic Perturbation of Physics Tendencies (SPPT), or some combination of all three. The focus of this study is to assess the model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) when using stochastic approaches. For this purpose, the test utilized a single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model, with ensemble members produced by employing stochastic methods. Parameter perturbations were employed in the Rapid Update Cycle (RUC) land surface model and Mellor-Yamada-Nakanishi-Niino (MYNN) planetary boundary layer scheme. Results will be presented in terms of bias, error, spread, skill, accuracy, reliability, and sharpness using the Model Evaluation Tools (MET) verification package. Due to the high level of complexity of running a frequently updating (hourly), high spatial resolution (3 km), large domain (CONUS) ensemble system, extensive high performance computing (HPC) resources were needed to meet this objective. Supercomputing resources were provided through the National Center for Atmospheric Research (NCAR) Strategic Capability (NSC) project support, allowing for a more extensive set of tests over multiple seasons, consequently leading to more robust results. Through the use of these stochastic innovations and powerful supercomputing at NCAR, further insights and advancements in ensemble forecasting at convection-permitting scales will be possible.

Soil Erosion as a stochastic process

NASA Astrophysics Data System (ADS)

Casper, Markus C.

2015-04-01

The main tools to provide estimations concerning risk and amount of erosion are different types of soil erosion models: on the one hand, there are empirically based model concepts on the other hand there are more physically based or process based models. However, both types of models have substantial weak points. All empirical model concepts are only capable of providing rough estimates over larger temporal and spatial scales, they do not account for many driving factors that are in the scope of scenario related analysis. In addition, the physically based models contain important empirical parts and hence, the demand for universality and transferability is not given. As a common feature, we find, that all models rely on parameters and input variables, which are to certain, extend spatially and temporally averaged. A central question is whether the apparent heterogeneity of soil properties or the random nature of driving forces needs to be better considered in our modelling concepts. Traditionally, researchers have attempted to remove spatial and temporal variability through homogenization. However, homogenization has been achieved through physical manipulation of the system, or by statistical averaging procedures. The price for obtaining this homogenized (average) model concepts of soils and soil related processes has often been a failure to recognize the profound importance of heterogeneity in many of the properties and processes that we study. Especially soil infiltrability and the resistance (also called "critical shear stress" or "critical stream power") are the most important empirical factors of physically based erosion models. The erosion resistance is theoretically a substrate specific parameter, but in reality, the threshold where soil erosion begins is determined experimentally. The soil infiltrability is often calculated with empirical relationships (e.g. based on grain size distribution). Consequently, to better fit reality, this value needs to be corrected experimentally. To overcome this disadvantage of our actual models, soil erosion models are needed that are able to use stochastic directly variables and parameter distributions. There are only some minor approaches in this direction. The most advanced is the model "STOSEM" proposed by Sidorchuk in 2005. In this model, only a small part of the soil erosion processes is described, the aggregate detachment and the aggregate transport by flowing water. The concept is highly simplified, for example, many parameters are temporally invariant. Nevertheless, the main problem is that our existing measurements and experiments are not geared to provide stochastic parameters (e.g. as probability density functions); in the best case they deliver a statistical validation of the mean values. Again, we get effective parameters, spatially and temporally averaged. There is an urgent need for laboratory and field experiments on overland flow structure, raindrop effects and erosion rate, which deliver information on spatial and temporal structure of soil and surface properties and processes.

A stochastic storm surge generator for the German North Sea and the multivariate statistical assessment of the simulation results

NASA Astrophysics Data System (ADS)

Wahl, Thomas; Jensen, Jürgen; Mudersbach, Christoph

2010-05-01

Storm surges along the German North Sea coastline led to major damages in the past and the risk of inundation is expected to increase in the course of an ongoing climate change. The knowledge of the characteristics of possible storm surges is essential for the performance of integrated risk analyses, e.g. based on the source-pathway-receptor concept. The latter includes the storm surge simulation/analyses (source), modelling of dike/dune breach scenarios (pathway) and the quantification of potential losses (receptor). In subproject 1b of the German joint research project XtremRisK (www.xtremrisk.de), a stochastic storm surge generator for the south-eastern North Sea area is developed. The input data for the multivariate model are high resolution sea level observations from tide gauges during extreme events. Based on 25 parameters (19 sea level parameters and 6 time parameters) observed storm surge hydrographs consisting of three tides are parameterised. Followed by the adaption of common parametric probability distributions and a large number of Monte-Carlo-Simulations, the final reconstruction leads to a set of 100.000 (default) synthetic storm surge events with a one-minute resolution. Such a data set can potentially serve as the basis for a large number of applications. For risk analyses, storm surges with peak water levels exceeding the design water levels are of special interest. The occurrence probabilities of the simulated extreme events are estimated based on multivariate statistics, considering the parameters "peak water level" and "fullness/intensity". In the past, most studies considered only the peak water levels during extreme events, which might not be the most important parameter in any cases. Here, a 2D-Archimedian copula model is used for the estimation of the joint probabilities of the selected parameters, accounting for the structures of dependence overlooking the margins. In coordination with subproject 1a, the results will be used as the input for the XtremRisK subprojects 2 to 4. The project is funded by the German Federal Ministry of Education and Research (BMBF) (Project No. 03 F 0483 B).

On the Use of the Beta Distribution in Probabilistic Resource Assessments

USGS Publications Warehouse

Olea, R.A.

2011-01-01

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

A stochastic multiple imputation algorithm for missing covariate data in tree-structured survival analysis.

PubMed

Wallace, Meredith L; Anderson, Stewart J; Mazumdar, Sati

2010-12-20

Missing covariate data present a challenge to tree-structured methodology due to the fact that a single tree model, as opposed to an estimated parameter value, may be desired for use in a clinical setting. To address this problem, we suggest a multiple imputation algorithm that adds draws of stochastic error to a tree-based single imputation method presented by Conversano and Siciliano (Technical Report, University of Naples, 2003). Unlike previously proposed techniques for accommodating missing covariate data in tree-structured analyses, our methodology allows the modeling of complex and nonlinear covariate structures while still resulting in a single tree model. We perform a simulation study to evaluate our stochastic multiple imputation algorithm when covariate data are missing at random and compare it to other currently used methods. Our algorithm is advantageous for identifying the true underlying covariate structure when complex data and larger percentages of missing covariate observations are present. It is competitive with other current methods with respect to prediction accuracy. To illustrate our algorithm, we create a tree-structured survival model for predicting time to treatment response in older, depressed adults. Copyright © 2010 John Wiley & Sons, Ltd.

Compensating for estimation smoothing in kriging

USGS Publications Warehouse

Olea, R.A.; Pawlowsky, Vera

1996-01-01

Smoothing is a characteristic inherent to all minimum mean-square-error spatial estimators such as kriging. Cross-validation can be used to detect and model such smoothing. Inversion of the model produces a new estimator-compensated kriging. A numerical comparison based on an exhaustive permeability sampling of a 4-fr2 slab of Berea Sandstone shows that the estimation surface generated by compensated kriging has properties intermediate between those generated by ordinary kriging and stochastic realizations resulting from simulated annealing and sequential Gaussian simulation. The frequency distribution is well reproduced by the compensated kriging surface, which also approximates the experimental semivariogram well - better than ordinary kriging, but not as well as stochastic realizations. Compensated kriging produces surfaces that are more accurate than stochastic realizations, but not as accurate as ordinary kriging. ?? 1996 International Association for Mathematical Geology.

Probabilistic inference of ecohydrological parameters using observations from point to satellite scales

NASA Astrophysics Data System (ADS)

Bassiouni, Maoya; Higgins, Chad W.; Still, Christopher J.; Good, Stephen P.

2018-06-01

Vegetation controls on soil moisture dynamics are challenging to measure and translate into scale- and site-specific ecohydrological parameters for simple soil water balance models. We hypothesize that empirical probability density functions (pdfs) of relative soil moisture or soil saturation encode sufficient information to determine these ecohydrological parameters. Further, these parameters can be estimated through inverse modeling of the analytical equation for soil saturation pdfs, derived from the commonly used stochastic soil water balance framework. We developed a generalizable Bayesian inference framework to estimate ecohydrological parameters consistent with empirical soil saturation pdfs derived from observations at point, footprint, and satellite scales. We applied the inference method to four sites with different land cover and climate assuming (i) an annual rainfall pattern and (ii) a wet season rainfall pattern with a dry season of negligible rainfall. The Nash-Sutcliffe efficiencies of the analytical model's fit to soil observations ranged from 0.89 to 0.99. The coefficient of variation of posterior parameter distributions ranged from < 1 to 15 %. The parameter identifiability was not significantly improved in the more complex seasonal model; however, small differences in parameter values indicate that the annual model may have absorbed dry season dynamics. Parameter estimates were most constrained for scales and locations at which soil water dynamics are more sensitive to the fitted ecohydrological parameters of interest. In these cases, model inversion converged more slowly but ultimately provided better goodness of fit and lower uncertainty. Results were robust using as few as 100 daily observations randomly sampled from the full records, demonstrating the advantage of analyzing soil saturation pdfs instead of time series to estimate ecohydrological parameters from sparse records. Our work combines modeling and empirical approaches in ecohydrology and provides a simple framework to obtain scale- and site-specific analytical descriptions of soil moisture dynamics consistent with soil moisture observations.

Uncertainty quantification of Antarctic contribution to sea-level rise using the fast Elementary Thermomechanical Ice Sheet (f.ETISh) model

NASA Astrophysics Data System (ADS)

Bulthuis, Kevin; Arnst, Maarten; Pattyn, Frank; Favier, Lionel

2017-04-01

Uncertainties in sea-level rise projections are mostly due to uncertainties in Antarctic ice-sheet predictions (IPCC AR5 report, 2013), because key parameters related to the current state of the Antarctic ice sheet (e.g. sub-ice-shelf melting) and future climate forcing are poorly constrained. Here, we propose to improve the predictions of Antarctic ice-sheet behaviour using new uncertainty quantification methods. As opposed to ensemble modelling (Bindschadler et al., 2013) which provides a rather limited view on input and output dispersion, new stochastic methods (Le Maître and Knio, 2010) can provide deeper insight into the impact of uncertainties on complex system behaviour. Such stochastic methods usually begin with deducing a probabilistic description of input parameter uncertainties from the available data. Then, the impact of these input parameter uncertainties on output quantities is assessed by estimating the probability distribution of the outputs by means of uncertainty propagation methods such as Monte Carlo methods or stochastic expansion methods. The use of such uncertainty propagation methods in glaciology may be computationally costly because of the high computational complexity of ice-sheet models. This challenge emphasises the importance of developing reliable and computationally efficient ice-sheet models such as the f.ETISh ice-sheet model (Pattyn, 2015), a new fast thermomechanical coupled ice sheet/ice shelf model capable of handling complex and critical processes such as the marine ice-sheet instability mechanism. Here, we apply these methods to investigate the role of uncertainties in sub-ice-shelf melting, calving rates and climate projections in assessing Antarctic contribution to sea-level rise for the next centuries using the f.ETISh model. We detail the methods and show results that provide nominal values and uncertainty bounds for future sea-level rise as a reflection of the impact of the input parameter uncertainties under consideration, as well as a ranking of the input parameter uncertainties in the order of the significance of their contribution to uncertainty in future sea-level rise. In addition, we discuss how limitations posed by the available information (poorly constrained data) pose challenges that motivate our current research.

Prediction of mortality rates using a model with stochastic parameters

NASA Astrophysics Data System (ADS)

Tan, Chon Sern; Pooi, Ah Hin

2016-10-01

Prediction of future mortality rates is crucial to insurance companies because they face longevity risks while providing retirement benefits to a population whose life expectancy is increasing. In the past literature, a time series model based on multivariate power-normal distribution has been applied on mortality data from the United States for the years 1933 till 2000 to forecast the future mortality rates for the years 2001 till 2010. In this paper, a more dynamic approach based on the multivariate time series will be proposed where the model uses stochastic parameters that vary with time. The resulting prediction intervals obtained using the model with stochastic parameters perform better because apart from having good ability in covering the observed future mortality rates, they also tend to have distinctly shorter interval lengths.

Quasi-dynamic earthquake fault systems with rheological heterogeneity

NASA Astrophysics Data System (ADS)

Brietzke, G. B.; Hainzl, S.; Zoeller, G.; Holschneider, M.

2009-12-01

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, such models cannot allow for physical statements of the described seismicity. In contrary such empirical stochastic models, physics based earthquake fault systems models allow for a physical reasoning and interpretation of the produced seismicity and system dynamics. Recently different fault system earthquake simulators based on frictional stick-slip behavior have been used to study effects of stress heterogeneity, rheological heterogeneity, or geometrical complexity on earthquake occurrence, spatial and temporal clustering of earthquakes, and system dynamics. Here we present a comparison of characteristics of synthetic earthquake catalogs produced by two different formulations of quasi-dynamic fault system earthquake simulators. Both models are based on discretized frictional faults embedded in an elastic half-space. While one (1) is governed by rate- and state-dependent friction with allowing three evolutionary stages of independent fault patches, the other (2) is governed by instantaneous frictional weakening with scheduled (and therefore causal) stress transfer. We analyze spatial and temporal clustering of events and characteristics of system dynamics by means of physical parameters of the two approaches.

Stochastic bifurcation in a model of love with colored noise

NASA Astrophysics Data System (ADS)

Yue, Xiaokui; Dai, Honghua; Yuan, Jianping

2015-07-01

In this paper, we wish to examine the stochastic bifurcation induced by multiplicative Gaussian colored noise in a dynamical model of love where the random factor is used to describe the complexity and unpredictability of psychological systems. First, the dynamics in deterministic love-triangle model are considered briefly including equilibrium points and their stability, chaotic behaviors and chaotic attractors. Then, the influences of Gaussian colored noise with different parameters are explored such as the phase plots, top Lyapunov exponents, stationary probability density function (PDF) and stochastic bifurcation. The stochastic P-bifurcation through a qualitative change of the stationary PDF will be observed and bifurcation diagram on parameter plane of correlation time and noise intensity is presented to find the bifurcation behaviors in detail. Finally, the top Lyapunov exponent is computed to determine the D-bifurcation when the noise intensity achieves to a critical value. By comparison, we find there is no connection between two kinds of stochastic bifurcation.

Decoding and modelling of time series count data using Poisson hidden Markov model and Markov ordinal logistic regression models.

PubMed

Sebastian, Tunny; Jeyaseelan, Visalakshi; Jeyaseelan, Lakshmanan; Anandan, Shalini; George, Sebastian; Bangdiwala, Shrikant I

2018-01-01

Hidden Markov models are stochastic models in which the observations are assumed to follow a mixture distribution, but the parameters of the components are governed by a Markov chain which is unobservable. The issues related to the estimation of Poisson-hidden Markov models in which the observations are coming from mixture of Poisson distributions and the parameters of the component Poisson distributions are governed by an m-state Markov chain with an unknown transition probability matrix are explained here. These methods were applied to the data on Vibrio cholerae counts reported every month for 11-year span at Christian Medical College, Vellore, India. Using Viterbi algorithm, the best estimate of the state sequence was obtained and hence the transition probability matrix. The mean passage time between the states were estimated. The 95% confidence interval for the mean passage time was estimated via Monte Carlo simulation. The three hidden states of the estimated Markov chain are labelled as 'Low', 'Moderate' and 'High' with the mean counts of 1.4, 6.6 and 20.2 and the estimated average duration of stay of 3, 3 and 4 months, respectively. Environmental risk factors were studied using Markov ordinal logistic regression analysis. No significant association was found between disease severity levels and climate components.

Stochastic estimation of human arm impedance under nonlinear friction in robot joints: a model study.

PubMed

Chang, Pyung Hun; Kang, Sang Hoon

2010-05-30

The basic assumption of stochastic human arm impedance estimation methods is that the human arm and robot behave linearly for small perturbations. In the present work, we have identified the degree of influence of nonlinear friction in robot joints to the stochastic human arm impedance estimation. Internal model based impedance control (IMBIC) is then proposed as a means to make the estimation accurate by compensating for the nonlinear friction. From simulations with a nonlinear Lugre friction model, it is observed that the reliability and accuracy of the estimation are severely degraded with nonlinear friction: below 2 Hz, multiple and partial coherence functions are far less than unity; estimated magnitudes and phases are severely deviated from that of a real human arm throughout the frequency range of interest; and the accuracy is not enhanced with an increase of magnitude of the force perturbations. In contrast, the combined use of stochastic estimation and IMBIC provides with accurate estimation results even with large friction: the multiple coherence functions are larger than 0.9 throughout the frequency range of interest and the estimated magnitudes and phases are well matched with that of a real human arm. Furthermore, the performance of suggested method is independent of human arm and robot posture, and human arm impedance. Therefore, the IMBIC will be useful in measuring human arm impedance with conventional robot, as well as in designing a spatial impedance measuring robot, which requires gearing. (c) 2010 Elsevier B.V. All rights reserved.

Efficiency in the Community College Sector: Stochastic Frontier Analysis

ERIC Educational Resources Information Center

Agasisti, Tommaso; Belfield, Clive

2017-01-01

This paper estimates technical efficiency scores across the community college sector in the United States. Using stochastic frontier analysis and data from the Integrated Postsecondary Education Data System for 2003-2010, we estimate efficiency scores for 950 community colleges and perform a series of sensitivity tests to check for robustness. We…

Hierarchial mark-recapture models: a framework for inference about demographic processes

USGS Publications Warehouse

Link, W.A.; Barker, R.J.

2004-01-01

The development of sophisticated mark-recapture models over the last four decades has provided fundamental tools for the study of wildlife populations, allowing reliable inference about population sizes and demographic rates based on clearly formulated models for the sampling processes. Mark-recapture models are now routinely described by large numbers of parameters. These large models provide the next challenge to wildlife modelers: the extraction of signal from noise in large collections of parameters. Pattern among parameters can be described by strong, deterministic relations (as in ultrastructural models) but is more flexibly and credibly modeled using weaker, stochastic relations. Trend in survival rates is not likely to be manifest by a sequence of values falling precisely on a given parametric curve; rather, if we could somehow know the true values, we might anticipate a regression relation between parameters and explanatory variables, in which true value equals signal plus noise. Hierarchical models provide a useful framework for inference about collections of related parameters. Instead of regarding parameters as fixed but unknown quantities, we regard them as realizations of stochastic processes governed by hyperparameters. Inference about demographic processes is based on investigation of these hyperparameters. We advocate the Bayesian paradigm as a natural, mathematically and scientifically sound basis for inference about hierarchical models. We describe analysis of capture-recapture data from an open population based on hierarchical extensions of the Cormack-Jolly-Seber model. In addition to recaptures of marked animals, we model first captures of animals and losses on capture, and are thus able to estimate survival probabilities w (i.e., the complement of death or permanent emigration) and per capita growth rates f (i.e., the sum of recruitment and immigration rates). Covariation in these rates, a feature of demographic interest, is explicitly described in the model.

Techno-economic and uncertainty analysis of in situ and ex situ fast pyrolysis for biofuel production

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

Li, Boyan; Ou, Longwen; Dang, Qi

This study evaluates the techno-economic uncertainty in cost estimates for two emerging biorefinery technologies for biofuel production: in situ and ex situ catalytic pyrolysis. Stochastic simulations based on process and economic parameter distributions are applied to calculate biorefinery performance and production costs. The probability distributions for the minimum fuel-selling price (MFSP) indicate that in situ catalytic pyrolysis has an expected MFSP of $4.20 per gallon with a standard deviation of 1.15, while the ex situ catalytic pyrolysis has a similar MFSP with a smaller deviation ($4.27 per gallon and 0.79 respectively). These results suggest that a biorefinery based on exmore » situ catalytic pyrolysis could have a lower techno-economic risk than in situ pyrolysis despite a slightly higher MFSP cost estimate. Analysis of how each parameter affects the NPV indicates that internal rate of return, feedstock price, total project investment, electricity price, biochar yield and bio-oil yield are significant parameters which have substantial impact on the MFSP for both in situ and ex situ catalytic pyrolysis.« less

Model inversion via multi-fidelity Bayesian optimization: a new paradigm for parameter estimation in haemodynamics, and beyond.

PubMed

Perdikaris, Paris; Karniadakis, George Em

2016-05-01

We present a computational framework for model inversion based on multi-fidelity information fusion and Bayesian optimization. The proposed methodology targets the accurate construction of response surfaces in parameter space, and the efficient pursuit to identify global optima while keeping the number of expensive function evaluations at a minimum. We train families of correlated surrogates on available data using Gaussian processes and auto-regressive stochastic schemes, and exploit the resulting predictive posterior distributions within a Bayesian optimization setting. This enables a smart adaptive sampling procedure that uses the predictive posterior variance to balance the exploration versus exploitation trade-off, and is a key enabler for practical computations under limited budgets. The effectiveness of the proposed framework is tested on three parameter estimation problems. The first two involve the calibration of outflow boundary conditions of blood flow simulations in arterial bifurcations using multi-fidelity realizations of one- and three-dimensional models, whereas the last one aims to identify the forcing term that generated a particular solution to an elliptic partial differential equation. © 2016 The Author(s).

Model inversion via multi-fidelity Bayesian optimization: a new paradigm for parameter estimation in haemodynamics, and beyond

PubMed Central

Perdikaris, Paris; Karniadakis, George Em

2016-01-01

We present a computational framework for model inversion based on multi-fidelity information fusion and Bayesian optimization. The proposed methodology targets the accurate construction of response surfaces in parameter space, and the efficient pursuit to identify global optima while keeping the number of expensive function evaluations at a minimum. We train families of correlated surrogates on available data using Gaussian processes and auto-regressive stochastic schemes, and exploit the resulting predictive posterior distributions within a Bayesian optimization setting. This enables a smart adaptive sampling procedure that uses the predictive posterior variance to balance the exploration versus exploitation trade-off, and is a key enabler for practical computations under limited budgets. The effectiveness of the proposed framework is tested on three parameter estimation problems. The first two involve the calibration of outflow boundary conditions of blood flow simulations in arterial bifurcations using multi-fidelity realizations of one- and three-dimensional models, whereas the last one aims to identify the forcing term that generated a particular solution to an elliptic partial differential equation. PMID:27194481

Review: Optimization methods for groundwater modeling and management

NASA Astrophysics Data System (ADS)

Yeh, William W.-G.

2015-09-01

Optimization methods have been used in groundwater modeling as well as for the planning and management of groundwater systems. This paper reviews and evaluates the various optimization methods that have been used for solving the inverse problem of parameter identification (estimation), experimental design, and groundwater planning and management. Various model selection criteria are discussed, as well as criteria used for model discrimination. The inverse problem of parameter identification concerns the optimal determination of model parameters using water-level observations. In general, the optimal experimental design seeks to find sampling strategies for the purpose of estimating the unknown model parameters. A typical objective of optimal conjunctive-use planning of surface water and groundwater is to minimize the operational costs of meeting water demand. The optimization methods include mathematical programming techniques such as linear programming, quadratic programming, dynamic programming, stochastic programming, nonlinear programming, and the global search algorithms such as genetic algorithms, simulated annealing, and tabu search. Emphasis is placed on groundwater flow problems as opposed to contaminant transport problems. A typical two-dimensional groundwater flow problem is used to explain the basic formulations and algorithms that have been used to solve the formulated optimization problems.

Deep Unfolding for Topic Models.

PubMed

Chien, Jen-Tzung; Lee, Chao-Hsi

2018-02-01

Deep unfolding provides an approach to integrate the probabilistic generative models and the deterministic neural networks. Such an approach is benefited by deep representation, easy interpretation, flexible learning and stochastic modeling. This study develops the unsupervised and supervised learning of deep unfolded topic models for document representation and classification. Conventionally, the unsupervised and supervised topic models are inferred via the variational inference algorithm where the model parameters are estimated by maximizing the lower bound of logarithm of marginal likelihood using input documents without and with class labels, respectively. The representation capability or classification accuracy is constrained by the variational lower bound and the tied model parameters across inference procedure. This paper aims to relax these constraints by directly maximizing the end performance criterion and continuously untying the parameters in learning process via deep unfolding inference (DUI). The inference procedure is treated as the layer-wise learning in a deep neural network. The end performance is iteratively improved by using the estimated topic parameters according to the exponentiated updates. Deep learning of topic models is therefore implemented through a back-propagation procedure. Experimental results show the merits of DUI with increasing number of layers compared with variational inference in unsupervised as well as supervised topic models.

Impact of parametric uncertainty on estimation of the energy deposition into an irradiated brain tumor

NASA Astrophysics Data System (ADS)

Taverniers, Søren; Tartakovsky, Daniel M.

2017-11-01

Predictions of the total energy deposited into a brain tumor through X-ray irradiation are notoriously error-prone. We investigate how this predictive uncertainty is affected by uncertainty in both the location of the region occupied by a dose-enhancing iodinated contrast agent and the agent's concentration. This is done within the probabilistic framework in which these uncertain parameters are modeled as random variables. We employ the stochastic collocation (SC) method to estimate statistical moments of the deposited energy in terms of statistical moments of the random inputs, and the global sensitivity analysis (GSA) to quantify the relative importance of uncertainty in these parameters on the overall predictive uncertainty. A nonlinear radiation-diffusion equation dramatically magnifies the coefficient of variation of the uncertain parameters, yielding a large coefficient of variation for the predicted energy deposition. This demonstrates that accurate prediction of the energy deposition requires a proper treatment of even small parametric uncertainty. Our analysis also reveals that SC outperforms standard Monte Carlo, but its relative efficiency decreases as the number of uncertain parameters increases from one to three. A robust GSA ameliorates this problem by reducing this number.

Stochastic exponential synchronization of memristive neural networks with time-varying delays via quantized control.

PubMed

Zhang, Wanli; Yang, Shiju; Li, Chuandong; Zhang, Wei; Yang, Xinsong

2018-08-01

This paper focuses on stochastic exponential synchronization of delayed memristive neural networks (MNNs) by the aid of systems with interval parameters which are established by using the concept of Filippov solution. New intermittent controller and adaptive controller with logarithmic quantization are structured to deal with the difficulties induced by time-varying delays, interval parameters as well as stochastic perturbations, simultaneously. Moreover, not only control cost can be reduced but also communication channels and bandwidth are saved by using these controllers. Based on novel Lyapunov functions and new analytical methods, several synchronization criteria are established to realize the exponential synchronization of MNNs with stochastic perturbations via intermittent control and adaptive control with or without logarithmic quantization. Finally, numerical simulations are offered to substantiate our theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

Probabilistic distribution and stochastic P-bifurcation of a hybrid energy harvester under colored noise

NASA Astrophysics Data System (ADS)

Mokem Fokou, I. S.; Nono Dueyou Buckjohn, C.; Siewe Siewe, M.; Tchawoua, C.

2018-03-01

In this manuscript, a hybrid energy harvesting system combining piezoelectric and electromagnetic transduction and subjected to colored noise is investigated. By using the stochastic averaging method, the stationary probability density functions of amplitudes are obtained and reveal interesting dynamics related to the long term behavior of the device. From stationary probability densities, we discuss the stochastic bifurcation through the qualitative change which shows that noise intensity, correlation time and other system parameters can be treated as bifurcation parameters. Numerical simulations are made for a comparison with analytical findings. The Mean first passage time (MFPT) is numerical provided in the purpose to investigate the system stability. By computing the Mean residence time (TMR), we explore the stochastic resonance phenomenon; we show how it is related to the correlation time of colored noise and high output power.

Stochastic resonance in a fractional oscillator driven by multiplicative quadratic noise

NASA Astrophysics Data System (ADS)

Ren, Ruibin; Luo, Maokang; Deng, Ke

2017-02-01

Stochastic resonance of a fractional oscillator subject to an external periodic field as well as to multiplicative and additive noise is investigated. The fluctuations of the eigenfrequency are modeled as the quadratic function of the trichotomous noise. Applying the moment equation method and Shapiro-Loginov formula, we obtain the exact expression of the complex susceptibility and related stability criteria. Theoretical analysis and numerical simulations indicate that the spectral amplification (SPA) depends non-monotonicly both on the external driving frequency and the parameters of the quadratic noise. In addition, the investigations into fractional stochastic systems have suggested that both the noise parameters and the memory effect can induce the phenomenon of stochastic multi-resonance (SMR), which is previously reported and believed to be absent in the case of the multiplicative noise with only a linear term.

Safety assessment of a shallow foundation using the random finite element method

NASA Astrophysics Data System (ADS)

Zaskórski, Łukasz; Puła, Wojciech

2015-04-01

A complex structure of soil and its random character are reasons why soil modeling is a cumbersome task. Heterogeneity of soil has to be considered even within a homogenous layer of soil. Therefore an estimation of shear strength parameters of soil for the purposes of a geotechnical analysis causes many problems. In applicable standards (Eurocode 7) there is not presented any explicit method of an evaluation of characteristic values of soil parameters. Only general guidelines can be found how these values should be estimated. Hence many approaches of an assessment of characteristic values of soil parameters are presented in literature and can be applied in practice. In this paper, the reliability assessment of a shallow strip footing was conducted using a reliability index β. Therefore some approaches of an estimation of characteristic values of soil properties were compared by evaluating values of reliability index β which can be achieved by applying each of them. Method of Orr and Breysse, Duncan's method, Schneider's method, Schneider's method concerning influence of fluctuation scales and method included in Eurocode 7 were examined. Design values of the bearing capacity based on these approaches were referred to the stochastic bearing capacity estimated by the random finite element method (RFEM). Design values of the bearing capacity were conducted for various widths and depths of a foundation in conjunction with design approaches DA defined in Eurocode. RFEM was presented by Griffiths and Fenton (1993). It combines deterministic finite element method, random field theory and Monte Carlo simulations. Random field theory allows to consider a random character of soil parameters within a homogenous layer of soil. For this purpose a soil property is considered as a separate random variable in every element of a mesh in the finite element method with proper correlation structure between points of given area. RFEM was applied to estimate which theoretical probability distribution fits the empirical probability distribution of bearing capacity basing on 3000 realizations. Assessed probability distribution was applied to compute design values of the bearing capacity and related reliability indices β. Conducted analysis were carried out for a cohesion soil. Hence a friction angle and a cohesion were defined as a random parameters and characterized by two dimensional random fields. A friction angle was described by a bounded distribution as it differs within limited range. While a lognormal distribution was applied in case of a cohesion. Other properties - Young's modulus, Poisson's ratio and unit weight were assumed as deterministic values because they have negligible influence on the stochastic bearing capacity. Griffiths D. V., & Fenton G. A. (1993). Seepage beneath water retaining structures founded on spatially random soil. Géotechnique, 43(6), 577-587.

An extended stochastic method for seismic hazard estimation

NASA Astrophysics Data System (ADS)

Abd el-aal, A. K.; El-Eraki, M. A.; Mostafa, S. I.

2015-12-01

In this contribution, we developed an extended stochastic technique for seismic hazard assessment purposes. This technique depends on the hypothesis of stochastic technique of Boore (2003) "Simulation of ground motion using the stochastic method. Appl. Geophy. 160:635-676". The essential characteristics of extended stochastic technique are to obtain and simulate ground motion in order to minimize future earthquake consequences. The first step of this technique is defining the seismic sources which mostly affect the study area. Then, the maximum expected magnitude is defined for each of these seismic sources. It is followed by estimating the ground motion using an empirical attenuation relationship. Finally, the site amplification is implemented in calculating the peak ground acceleration (PGA) at each site of interest. We tested and applied this developed technique at Cairo, Suez, Port Said, Ismailia, Zagazig and Damietta cities to predict the ground motion. Also, it is applied at Cairo, Zagazig and Damietta cities to estimate the maximum peak ground acceleration at actual soil conditions. In addition, 0.5, 1, 5, 10 and 20 % damping median response spectra are estimated using the extended stochastic simulation technique. The calculated highest acceleration values at bedrock conditions are found at Suez city with a value of 44 cm s-2. However, these acceleration values decrease towards the north of the study area to reach 14.1 cm s-2 at Damietta city. This comes in agreement with the results of previous studies of seismic hazards in northern Egypt and is found to be comparable. This work can be used for seismic risk mitigation and earthquake engineering purposes.

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

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

Chen, J.; Hoversten, G.M.

2011-09-15

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

Quantifying Intrinsic and Extrinsic Variability in Stochastic Gene Expression Models

PubMed Central

Singh, Abhyudai; Soltani, Mohammad

2013-01-01

Genetically identical cell populations exhibit considerable intercellular variation in the level of a given protein or mRNA. Both intrinsic and extrinsic sources of noise drive this variability in gene expression. More specifically, extrinsic noise is the expression variability that arises from cell-to-cell differences in cell-specific factors such as enzyme levels, cell size and cell cycle stage. In contrast, intrinsic noise is the expression variability that is not accounted for by extrinsic noise, and typically arises from the inherent stochastic nature of biochemical processes. Two-color reporter experiments are employed to decompose expression variability into its intrinsic and extrinsic noise components. Analytical formulas for intrinsic and extrinsic noise are derived for a class of stochastic gene expression models, where variations in cell-specific factors cause fluctuations in model parameters, in particular, transcription and/or translation rate fluctuations. Assuming mRNA production occurs in random bursts, transcription rate is represented by either the burst frequency (how often the bursts occur) or the burst size (number of mRNAs produced in each burst). Our analysis shows that fluctuations in the transcription burst frequency enhance extrinsic noise but do not affect the intrinsic noise. On the contrary, fluctuations in the transcription burst size or mRNA translation rate dramatically increase both intrinsic and extrinsic noise components. Interestingly, simultaneous fluctuations in transcription and translation rates arising from randomness in ATP abundance can decrease intrinsic noise measured in a two-color reporter assay. Finally, we discuss how these formulas can be combined with single-cell gene expression data from two-color reporter experiments for estimating model parameters. PMID:24391934

Quantifying intrinsic and extrinsic variability in stochastic gene expression models.

PubMed

Singh, Abhyudai; Soltani, Mohammad

2013-01-01

Genetically identical cell populations exhibit considerable intercellular variation in the level of a given protein or mRNA. Both intrinsic and extrinsic sources of noise drive this variability in gene expression. More specifically, extrinsic noise is the expression variability that arises from cell-to-cell differences in cell-specific factors such as enzyme levels, cell size and cell cycle stage. In contrast, intrinsic noise is the expression variability that is not accounted for by extrinsic noise, and typically arises from the inherent stochastic nature of biochemical processes. Two-color reporter experiments are employed to decompose expression variability into its intrinsic and extrinsic noise components. Analytical formulas for intrinsic and extrinsic noise are derived for a class of stochastic gene expression models, where variations in cell-specific factors cause fluctuations in model parameters, in particular, transcription and/or translation rate fluctuations. Assuming mRNA production occurs in random bursts, transcription rate is represented by either the burst frequency (how often the bursts occur) or the burst size (number of mRNAs produced in each burst). Our analysis shows that fluctuations in the transcription burst frequency enhance extrinsic noise but do not affect the intrinsic noise. On the contrary, fluctuations in the transcription burst size or mRNA translation rate dramatically increase both intrinsic and extrinsic noise components. Interestingly, simultaneous fluctuations in transcription and translation rates arising from randomness in ATP abundance can decrease intrinsic noise measured in a two-color reporter assay. Finally, we discuss how these formulas can be combined with single-cell gene expression data from two-color reporter experiments for estimating model parameters.

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.

Multidirectional In Vivo Characterization of Skin Using Wiener Nonlinear Stochastic System Identification Techniques.

PubMed

Parker, Matthew D; Jones, Lynette A; Hunter, Ian W; Taberner, A J; Nash, M P; Nielsen, P M F

2017-01-01

A triaxial force-sensitive microrobot was developed to dynamically perturb skin in multiple deformation modes, in vivo. Wiener static nonlinear identification was used to extract the linear dynamics and static nonlinearity of the force-displacement behavior of skin. Stochastic input forces were applied to the volar forearm and thenar eminence of the hand, producing probe tip perturbations in indentation and tangential extension. Wiener static nonlinear approaches reproduced the resulting displacements with variances accounted for (VAF) ranging 94-97%, indicating a good fit to the data. These approaches provided VAF improvements of 0.1-3.4% over linear models. Thenar eminence stiffness measures were approximately twice those measured on the forearm. Damping was shown to be significantly higher on the palm, whereas the perturbed mass typically was lower. Coefficients of variation (CVs) for nonlinear parameters were assessed within and across individuals. Individual CVs ranged from 2% to 11% for indentation and from 2% to 19% for extension. Stochastic perturbations with incrementally increasing mean amplitudes were applied to the same test areas. Differences between full-scale and incremental reduced-scale perturbations were investigated. Different incremental preloading schemes were investigated. However, no significant difference in parameters was found between different incremental preloading schemes. Incremental schemes provided depth-dependent estimates of stiffness and damping, ranging from 300 N/m and 2 Ns/m, respectively, at the surface to 5 kN/m and 50 Ns/m at greater depths. The device and techniques used in this research have potential applications in areas, such as evaluating skincare products, assessing skin hydration, or analyzing wound healing.

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.

The impact of male circumcision on HIV incidence and cost per infection prevented: a stochastic simulation model from Rakai, Uganda.

PubMed

Gray, Ronald H; Li, Xianbin; Kigozi, Godfrey; Serwadda, David; Nalugoda, Fred; Watya, Stephen; Reynolds, Steven J; Wawer, Maria

2007-04-23

To estimate the impact of male circumcision on HIV incidence, the number of procedures per HIV infection averted, and costs per infection averted. A stochastic simulation model with empirically derived parameters from a cohort in Rakai, Uganda was used to estimate HIV incidence, assuming that male circumcision reduced the risks of HIV acquisition with rate ratios (RR) ranging from 0.3 to 0.6 in men, their female partners, and in both sexes combined, with circumcision coverage 0-100%. The reproductive number (R0) was also estimated. The number of HIV infections averted per circumcision was estimated from the incident cases in the absence of surgery minus the projected number of incident cases over 10 years following circumcision. The cost per procedure ($69.00) was used to estimate the cost per HIV infection averted. Baseline HIV incidence was 1.2/100 person-years. Male circumcision could markedly reduce HIV incidence in this population, particularly if there was preventative efficacy in both sexes. Under many scenarios, with RR < or = 0.5, circumcision could reduce R0 to < 1.0 and potentially abort the epidemic. The number of surgeries per infection averted over 10 years was 19-58, and the costs per infection averted was $1269-3911, depending on the efficacy of circumcision for either or both sexes, assuming 75% service coverage. However, behavioral disinhibition could offset any benefits of circumcision. Male circumcision could have substantial impact on the HIV epidemic and provide a cost-effective prevention strategy if benefits are not countered by behavioral disinhibition.

Stochastic Models of Plant Diversity: Application to White Sands Missile Range

DTIC Science & Technology

2000-02-01

decades and its models have been well developed. These models fall in the categories: dynamic models and stochastic models. In their book , Modeling...Gelb 1974), and dendro- climatology (Visser and Molenaar 1988). Optimal Estimation An optimal estimator is a computational algorithm that...Evaluation, M.B. Usher, ed., Chapman and Hall, London. Visser, H., and J. Molenaar . 1990. "Estimating Trends in Tree-ring Data." For. Sei. 36(1): 87

Particle-based simulations of polarity establishment reveal stochastic promotion of Turing pattern formation

PubMed Central

Ramirez, Samuel A.; Elston, Timothy C.

2018-01-01

Polarity establishment, the spontaneous generation of asymmetric molecular distributions, is a crucial component of many cellular functions. Saccharomyces cerevisiae (yeast) undergoes directed growth during budding and mating, and is an ideal model organism for studying polarization. In yeast and many other cell types, the Rho GTPase Cdc42 is the key molecular player in polarity establishment. During yeast polarization, multiple patches of Cdc42 initially form, then resolve into a single front. Because polarization relies on strong positive feedback, it is likely that the amplification of molecular-level fluctuations underlies the generation of multiple nascent patches. In the absence of spatial cues, these fluctuations may be key to driving polarization. Here we used particle-based simulations to investigate the role of stochastic effects in a Turing-type model of yeast polarity establishment. In the model, reactions take place either between two molecules on the membrane, or between a cytosolic and a membrane-bound molecule. Thus, we developed a computational platform that explicitly simulates molecules at and near the cell membrane, and implicitly handles molecules away from the membrane. To evaluate stochastic effects, we compared particle simulations to deterministic reaction-diffusion equation simulations. Defining macroscopic rate constants that are consistent with the microscopic parameters for this system is challenging, because diffusion occurs in two dimensions and particles exchange between the membrane and cytoplasm. We address this problem by empirically estimating macroscopic rate constants from appropriately designed particle-based simulations. Ultimately, we find that stochastic fluctuations speed polarity establishment and permit polarization in parameter regions predicted to be Turing stable. These effects can operate at Cdc42 abundances expected of yeast cells, and promote polarization on timescales consistent with experimental results. To our knowledge, our work represents the first particle-based simulations of a model for yeast polarization that is based on a Turing mechanism. PMID:29529021

Definition and solution of a stochastic inverse problem for the Manning's n parameter field in hydrodynamic models.

PubMed

Butler, T; Graham, L; Estep, D; Dawson, C; Westerink, J J

2015-04-01

The uncertainty in spatially heterogeneous Manning's n fields is quantified using a novel formulation and numerical solution of stochastic inverse problems for physics-based models. The uncertainty is quantified in terms of a probability measure and the physics-based model considered here is the state-of-the-art ADCIRC model although the presented methodology applies to other hydrodynamic models. An accessible overview of the formulation and solution of the stochastic inverse problem in a mathematically rigorous framework based on measure theory is presented. Technical details that arise in practice by applying the framework to determine the Manning's n parameter field in a shallow water equation model used for coastal hydrodynamics are presented and an efficient computational algorithm and open source software package are developed. A new notion of "condition" for the stochastic inverse problem is defined and analyzed as it relates to the computation of probabilities. This notion of condition is investigated to determine effective output quantities of interest of maximum water elevations to use for the inverse problem for the Manning's n parameter and the effect on model predictions is analyzed.

Definition and solution of a stochastic inverse problem for the Manning's n parameter field in hydrodynamic models

NASA Astrophysics Data System (ADS)

Butler, T.; Graham, L.; Estep, D.; Dawson, C.; Westerink, J. J.

2015-04-01

The uncertainty in spatially heterogeneous Manning's n fields is quantified using a novel formulation and numerical solution of stochastic inverse problems for physics-based models. The uncertainty is quantified in terms of a probability measure and the physics-based model considered here is the state-of-the-art ADCIRC model although the presented methodology applies to other hydrodynamic models. An accessible overview of the formulation and solution of the stochastic inverse problem in a mathematically rigorous framework based on measure theory is presented. Technical details that arise in practice by applying the framework to determine the Manning's n parameter field in a shallow water equation model used for coastal hydrodynamics are presented and an efficient computational algorithm and open source software package are developed. A new notion of "condition" for the stochastic inverse problem is defined and analyzed as it relates to the computation of probabilities. This notion of condition is investigated to determine effective output quantities of interest of maximum water elevations to use for the inverse problem for the Manning's n parameter and the effect on model predictions is analyzed.

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

Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Li, X. M., E-mail: lixinmiaotju@163.com; Xu, J., E-mail: xujia-ld@163.com

A kind of magnetic shape memory alloy (MSMA) microgripper is proposed in this paper, and its nonlinear dynamic characteristics are studied when the stochastic perturbation is considered. Nonlinear differential items are introduced to explain the hysteretic phenomena of MSMA, and the constructive relationships among strain, stress, and magnetic field intensity are obtained by the partial least-square regression method. The nonlinear dynamic model of a MSMA microgripper subjected to in-plane stochastic excitation is developed. The stationary probability density function of the system’s response is obtained, the transition sets of the system are determined, and the conditions of stochastic bifurcation are obtained.more » The homoclinic and heteroclinic orbits of the system are given, and the boundary of the system’s safe basin is obtained by stochastic Melnikov integral method. The numerical and experimental results show that the system’s motion depends on its parameters, and stochastic Hopf bifurcation appears in the variation of the parameters; the area of the safe basin decreases with the increase of the stochastic excitation, and the boundary of the safe basin becomes fractal. The results of this paper are helpful for the application of MSMA microgripper in engineering fields.« less

A coupled stochastic inverse-management framework for dealing with nonpoint agriculture pollution under groundwater parameter uncertainty

NASA Astrophysics Data System (ADS)

Llopis-Albert, Carlos; Palacios-Marqués, Daniel; Merigó, José M.

2014-04-01

In this paper a methodology for the stochastic management of groundwater quality problems is presented, which can be used to provide agricultural advisory services. A stochastic algorithm to solve the coupled flow and mass transport inverse problem is combined with a stochastic management approach to develop methods for integrating uncertainty; thus obtaining more reliable policies on groundwater nitrate pollution control from agriculture. The stochastic inverse model allows identifying non-Gaussian parameters and reducing uncertainty in heterogeneous aquifers by constraining stochastic simulations to data. The management model determines the spatial and temporal distribution of fertilizer application rates that maximizes net benefits in agriculture constrained by quality requirements in groundwater at various control sites. The quality constraints can be taken, for instance, by those given by water laws such as the EU Water Framework Directive (WFD). Furthermore, the methodology allows providing the trade-off between higher economic returns and reliability in meeting the environmental standards. Therefore, this new technology can help stakeholders in the decision-making process under an uncertainty environment. The methodology has been successfully applied to a 2D synthetic aquifer, where an uncertainty assessment has been carried out by means of Monte Carlo simulation techniques.

Method for using global optimization to the estimation of surface-consistent residual statics

DOEpatents

Reister, David B.; Barhen, Jacob; Oblow, Edward M.

2001-01-01

An efficient method for generating residual statics corrections to compensate for surface-consistent static time shifts in stacked seismic traces. The method includes a step of framing the residual static corrections as a global optimization problem in a parameter space. The method also includes decoupling the global optimization problem involving all seismic traces into several one-dimensional problems. The method further utilizes a Stochastic Pijavskij Tunneling search to eliminate regions in the parameter space where a global minimum is unlikely to exist so that the global minimum may be quickly discovered. The method finds the residual statics corrections by maximizing the total stack power. The stack power is a measure of seismic energy transferred from energy sources to receivers.

Parameter estimation for terrain modeling from gradient data. [navigation system for Martian rover

NASA Technical Reports Server (NTRS)

Dangelo, K. R.

1974-01-01

A method is developed for modeling terrain surfaces for use on an unmanned Martian roving vehicle. The modeling procedure employs a two-step process which uses gradient as well as height data in order to improve the accuracy of the model's gradient. Least square approximation is used in order to stochastically determine the parameters which describe the modeled surface. A complete error analysis of the modeling procedure is included which determines the effect of instrumental measurement errors on the model's accuracy. Computer simulation is used as a means of testing the entire modeling process which includes the acquisition of data points, the two-step modeling process and the error analysis. Finally, to illustrate the procedure, a numerical example is included.

Stochastic models for inferring genetic regulation from microarray gene expression data.

PubMed

Tian, Tianhai

2010-03-01

Microarray expression profiles are inherently noisy and many different sources of variation exist in microarray experiments. It is still a significant challenge to develop stochastic models to realize noise in microarray expression profiles, which has profound influence on the reverse engineering of genetic regulation. Using the target genes of the tumour suppressor gene p53 as the test problem, we developed stochastic differential equation models and established the relationship between the noise strength of stochastic models and parameters of an error model for describing the distribution of the microarray measurements. Numerical results indicate that the simulated variance from stochastic models with a stochastic degradation process can be represented by a monomial in terms of the hybridization intensity and the order of the monomial depends on the type of stochastic process. The developed stochastic models with multiple stochastic processes generated simulations whose variance is consistent with the prediction of the error model. This work also established a general method to develop stochastic models from experimental information. 2009 Elsevier Ireland Ltd. All rights reserved.

Stochastic processes, estimation theory and image enhancement

NASA Technical Reports Server (NTRS)

Assefi, T.

1978-01-01

An introductory account of stochastic processes, estimation theory, and image enhancement is presented. The book is primarily intended for first-year graduate students and practicing engineers and scientists whose work requires an acquaintance with the theory. Fundamental concepts of probability were reviewed that are required to support the main topics. The appendices discuss the remaining mathematical background.

Stochastic Estimation and Non-Linear Wall-Pressure Sources in a Separating/Reattaching Flow

NASA Technical Reports Server (NTRS)

Naguib, A.; Hudy, L.; Humphreys, W. M., Jr.

2002-01-01

Simultaneous wall-pressure and PIV measurements are used to study the conditional flow field associated with surface-pressure generation in a separating/reattaching flow established over a fence-with-splitter-plate geometry. The conditional flow field is captured using linear and quadratic stochastic estimation based on the occurrence of positive and negative pressure events in the vicinity of the mean reattachment location. The results shed light on the dominant flow structures associated with significant wall-pressure generation. Furthermore, analysis based on the individual terms in the stochastic estimation expansion shows that both the linear and non-linear flow sources of the coherent (conditional) velocity field are equally important contributors to the generation of the conditional surface pressure.

Stochastic effects in a seasonally forced epidemic model

NASA Astrophysics Data System (ADS)

Rozhnova, G.; Nunes, A.

2010-10-01

The interplay of seasonality, the system’s nonlinearities and intrinsic stochasticity, is studied for a seasonally forced susceptible-exposed-infective-recovered stochastic model. The model is explored in the parameter region that corresponds to childhood infectious diseases such as measles. The power spectrum of the stochastic fluctuations around the attractors of the deterministic system that describes the model in the thermodynamic limit is computed analytically and validated by stochastic simulations for large system sizes. Size effects are studied through additional simulations. Other effects such as switching between coexisting attractors induced by stochasticity often mentioned in the literature as playing an important role in the dynamics of childhood infectious diseases are also investigated. The main conclusion is that stochastic amplification, rather than these effects, is the key ingredient to understand the observed incidence patterns.

On the impact of a refined stochastic model for airborne LiDAR measurements

NASA Astrophysics Data System (ADS)

Bolkas, Dimitrios; Fotopoulos, Georgia; Glennie, Craig

2016-09-01

Accurate topographic information is critical for a number of applications in science and engineering. In recent years, airborne light detection and ranging (LiDAR) has become a standard tool for acquiring high quality topographic information. The assessment of airborne LiDAR derived DEMs is typically based on (i) independent ground control points and (ii) forward error propagation utilizing the LiDAR geo-referencing equation. The latter approach is dependent on the stochastic model information of the LiDAR observation components. In this paper, the well-known statistical tool of variance component estimation (VCE) is implemented for a dataset in Houston, Texas, in order to refine the initial stochastic information. Simulations demonstrate the impact of stochastic-model refinement for two practical applications, namely coastal inundation mapping and surface displacement estimation. Results highlight scenarios where erroneous stochastic information is detrimental. Furthermore, the refined stochastic information provides insights on the effect of each LiDAR measurement in the airborne LiDAR error budget. The latter is important for targeting future advancements in order to improve point cloud accuracy.

Stochastic Modeling and Analysis of Multiple Nonlinear Accelerated Degradation Processes through Information Fusion

PubMed Central

Sun, Fuqiang; Liu, Le; Li, Xiaoyang; Liao, Haitao

2016-01-01

Accelerated degradation testing (ADT) is an efficient technique for evaluating the lifetime of a highly reliable product whose underlying failure process may be traced by the degradation of the product’s performance parameters with time. However, most research on ADT mainly focuses on a single performance parameter. In reality, the performance of a modern product is usually characterized by multiple parameters, and the degradation paths are usually nonlinear. To address such problems, this paper develops a new s-dependent nonlinear ADT model for products with multiple performance parameters using a general Wiener process and copulas. The general Wiener process models the nonlinear ADT data, and the dependency among different degradation measures is analyzed using the copula method. An engineering case study on a tuner’s ADT data is conducted to demonstrate the effectiveness of the proposed method. The results illustrate that the proposed method is quite effective in estimating the lifetime of a product with s-dependent performance parameters. PMID:27509499

Stochastic Modeling and Analysis of Multiple Nonlinear Accelerated Degradation Processes through Information Fusion.

PubMed

Sun, Fuqiang; Liu, Le; Li, Xiaoyang; Liao, Haitao

2016-08-06

Accelerated degradation testing (ADT) is an efficient technique for evaluating the lifetime of a highly reliable product whose underlying failure process may be traced by the degradation of the product's performance parameters with time. However, most research on ADT mainly focuses on a single performance parameter. In reality, the performance of a modern product is usually characterized by multiple parameters, and the degradation paths are usually nonlinear. To address such problems, this paper develops a new s-dependent nonlinear ADT model for products with multiple performance parameters using a general Wiener process and copulas. The general Wiener process models the nonlinear ADT data, and the dependency among different degradation measures is analyzed using the copula method. An engineering case study on a tuner's ADT data is conducted to demonstrate the effectiveness of the proposed method. The results illustrate that the proposed method is quite effective in estimating the lifetime of a product with s-dependent performance parameters.

Image Discrimination Models With Stochastic Channel Selection

NASA Technical Reports Server (NTRS)

Ahumada, Albert J., Jr.; Beard, Bettina L.; Null, Cynthia H. (Technical Monitor)

1995-01-01

Many models of human image processing feature a large fixed number of channels representing cortical units varying in spatial position (visual field direction and eccentricity) and spatial frequency (radial frequency and orientation). The values of these parameters are usually sampled at fixed values selected to ensure adequate overlap considering the bandwidth and/or spread parameters, which are usually fixed. Even high levels of overlap does not always ensure that the performance of the model will vary smoothly with image translation or scale changes. Physiological measurements of bandwidth and/or spread parameters result in a broad distribution of estimated parameter values and the prediction of some psychophysical results are facilitated by the assumption that these parameters also take on a range of values. Selecting a sample of channels from a continuum of channels rather than using a fixed set can make model performance vary smoothly with changes in image position, scale, and orientation. It also facilitates the addition of spatial inhomogeneity, nonlinear feature channels, and focus of attention to channel models.

Stochastic strong ground motion simulations for the intermediate-depth earthquakes of the south Aegean subduction zone

NASA Astrophysics Data System (ADS)

Kkallas, Harris; Papazachos, Konstantinos; Boore, David; Margaris, Vasilis

2015-04-01

We have employed the stochastic finite-fault modelling approach of Motazedian and Atkinson (2005), as described by Boore (2009), for the simulation of Fourier spectra of the Intermediate-depth earthquakes of the south Aegean subduction zone. The stochastic finite-fault method is a practical tool for simulating ground motions of future earthquakes which requires region-specific source, path and site characterizations as input model parameters. For this reason we have used data from both acceleration-sensor and broadband velocity-sensor instruments from intermediate-depth earthquakes with magnitude of M 4.5-6.7 that occurred in the south Aegean subduction zone. Source mechanisms for intermediate-depth events of north Aegean subduction zone are either collected from published information or are constrained using the main faulting types from Kkallas et al. (2013). The attenuation parameters for simulations were adopted from Skarladoudis et al. (2013) and are based on regression analysis of a response spectra database. The site amplification functions for each soil class were adopted from Klimis et al., (1999), while the kappa values were constrained from the analysis of the EGELADOS network data from Ventouzi et al., (2013). The investigation of stress-drop values was based on simulations performed with the EXSIM code for several ranges of stress drop values and by comparing the results with the available Fourier spectra of intermediate-depth earthquakes. Significant differences regarding the strong-motion duration, which is determined from Husid plots (Husid, 1969), have been identified between the for-arc and along-arc stations due to the effect of the low-velocity/low-Q mantle wedge on the seismic wave propagation. In order to estimate appropriate values for the duration of P-waves, we have automatically picked P-S durations on the available seismograms. For the S-wave durations we have used the part of the seismograms starting from the S-arrivals and ending at the 95%-energy limit of the Husid plots. After appropriate calibration of all parameters involved in the simulations we generated separate stochastic waveforms for both P- and S-waves, and produce the final synthetics by appropriate merging of the two stochastic waveforms. This work has been partly supported by the 3D-SEGMENTS project #1337 funded by EC European Social Fund and the Operational Programme "Education and Lifelong Learning" of the ARISTEIA-I call of the Greek Secretariat of Research and Technology.

Colored noise and a stochastic fractional model for correlated inputs and adaptation in neuronal firing.

PubMed

Pirozzi, Enrica

2018-04-01

High variability in the neuronal response to stimulations and the adaptation phenomenon cannot be explained by the standard stochastic leaky integrate-and-fire model. The main reason is that the uncorrelated inputs involved in the model are not realistic. There exists some form of dependency between the inputs, and it can be interpreted as memory effects. In order to include these physiological features in the standard model, we reconsider it with time-dependent coefficients and correlated inputs. Due to its hard mathematical tractability, we perform simulations of it for a wide investigation of its output. A Gauss-Markov process is constructed for approximating its non-Markovian dynamics. The first passage time probability density of such a process can be numerically evaluated, and it can be used to fit the histograms of simulated firing times. Some estimates of the moments of firing times are also provided. The effect of the correlation time of the inputs on firing densities and on firing rates is shown. An exponential probability density of the first firing time is estimated for low values of input current and high values of correlation time. For comparison, a simulation-based investigation is also carried out for a fractional stochastic model that allows to preserve the memory of the time evolution of the neuronal membrane potential. In this case, the memory parameter that affects the firing activity is the fractional derivative order. In both models an adaptation level of spike frequency is attained, even if along different modalities. Comparisons and discussion of the obtained results are provided.

NHPP-Based Software Reliability Models Using Equilibrium Distribution

NASA Astrophysics Data System (ADS)

Xiao, Xiao; Okamura, Hiroyuki; Dohi, Tadashi

Non-homogeneous Poisson processes (NHPPs) have gained much popularity in actual software testing phases to estimate the software reliability, the number of remaining faults in software and the software release timing. In this paper, we propose a new modeling approach for the NHPP-based software reliability models (SRMs) to describe the stochastic behavior of software fault-detection processes. The fundamental idea is to apply the equilibrium distribution to the fault-detection time distribution in NHPP-based modeling. We also develop efficient parameter estimation procedures for the proposed NHPP-based SRMs. Through numerical experiments, it can be concluded that the proposed NHPP-based SRMs outperform the existing ones in many data sets from the perspective of goodness-of-fit and prediction performance.

Estimating demographic contributions to effective population size in an age-structured wild population experiencing environmental and demographic stochasticity.

PubMed

Trask, Amanda E; Bignal, Eric M; McCracken, Davy I; Piertney, Stuart B; Reid, Jane M

2017-09-01

A population's effective size (N e ) is a key parameter that shapes rates of inbreeding and loss of genetic diversity, thereby influencing evolutionary processes and population viability. However, estimating N e , and identifying key demographic mechanisms that underlie the N e to census population size (N) ratio, remains challenging, especially for small populations with overlapping generations and substantial environmental and demographic stochasticity and hence dynamic age-structure. A sophisticated demographic method of estimating N e /N, which uses Fisher's reproductive value to account for dynamic age-structure, has been formulated. However, this method requires detailed individual- and population-level data on sex- and age-specific reproduction and survival, and has rarely been implemented. Here, we use the reproductive value method and detailed demographic data to estimate N e /N for a small and apparently isolated red-billed chough (Pyrrhocorax pyrrhocorax) population of high conservation concern. We additionally calculated two single-sample molecular genetic estimates of N e to corroborate the demographic estimate and examine evidence for unobserved immigration and gene flow. The demographic estimate of N e /N was 0.21, reflecting a high total demographic variance (σ2dg) of 0.71. Females and males made similar overall contributions to σ2dg. However, contributions varied among sex-age classes, with greater contributions from 3 year-old females than males, but greater contributions from ≥5 year-old males than females. The demographic estimate of N e was ~30, suggesting that rates of increase of inbreeding and loss of genetic variation per generation will be relatively high. Molecular genetic estimates of N e computed from linkage disequilibrium and approximate Bayesian computation were approximately 50 and 30, respectively, providing no evidence of substantial unobserved immigration which could bias demographic estimates of N e . Our analyses identify key sex-age classes contributing to demographic variance and thus decreasing N e /N in a small age-structured population inhabiting a variable environment. They thereby demonstrate how assessments of N e can incorporate stochastic sex- and age-specific demography and elucidate key demographic processes affecting a population's evolutionary trajectory and viability. Furthermore, our analyses show that N e for the focal chough population is critically small, implying that management to re-establish genetic connectivity may be required to ensure population viability. © 2017 The Authors. Journal of Animal Ecology © 2017 British Ecological Society.

Global climate impacts of stochastic deep convection parameterization in the NCAR CAM5

DOE PAGES

Wang, Yong; Zhang, Guang J.

2016-09-29

In this paper, the stochastic deep convection parameterization of Plant and Craig (PC) is implemented in the Community Atmospheric Model version 5 (CAM5) to incorporate the stochastic processes of convection into the Zhang-McFarlane (ZM) deterministic deep convective scheme. Its impacts on deep convection, shallow convection, large-scale precipitation and associated dynamic and thermodynamic fields are investigated. Results show that with the introduction of the PC stochastic parameterization, deep convection is decreased while shallow convection is enhanced. The decrease in deep convection is mainly caused by the stochastic process and the spatial averaging of input quantities for the PC scheme. More detrainedmore » liquid water associated with more shallow convection leads to significant increase in liquid water and ice water paths, which increases large-scale precipitation in tropical regions. Specific humidity, relative humidity, zonal wind in the tropics, and precipitable water are all improved. The simulation of shortwave cloud forcing (SWCF) is also improved. The PC stochastic parameterization decreases the global mean SWCF from -52.25 W/m 2 in the standard CAM5 to -48.86 W/m 2, close to -47.16 W/m 2 in observations. The improvement in SWCF over the tropics is due to decreased low cloud fraction simulated by the stochastic scheme. Sensitivity tests of tuning parameters are also performed to investigate the sensitivity of simulated climatology to uncertain parameters in the stochastic deep convection scheme.« less

Global climate impacts of stochastic deep convection parameterization in the NCAR CAM5

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

Wang, Yong; Zhang, Guang J.

In this paper, the stochastic deep convection parameterization of Plant and Craig (PC) is implemented in the Community Atmospheric Model version 5 (CAM5) to incorporate the stochastic processes of convection into the Zhang-McFarlane (ZM) deterministic deep convective scheme. Its impacts on deep convection, shallow convection, large-scale precipitation and associated dynamic and thermodynamic fields are investigated. Results show that with the introduction of the PC stochastic parameterization, deep convection is decreased while shallow convection is enhanced. The decrease in deep convection is mainly caused by the stochastic process and the spatial averaging of input quantities for the PC scheme. More detrainedmore » liquid water associated with more shallow convection leads to significant increase in liquid water and ice water paths, which increases large-scale precipitation in tropical regions. Specific humidity, relative humidity, zonal wind in the tropics, and precipitable water are all improved. The simulation of shortwave cloud forcing (SWCF) is also improved. The PC stochastic parameterization decreases the global mean SWCF from -52.25 W/m 2 in the standard CAM5 to -48.86 W/m 2, close to -47.16 W/m 2 in observations. The improvement in SWCF over the tropics is due to decreased low cloud fraction simulated by the stochastic scheme. Sensitivity tests of tuning parameters are also performed to investigate the sensitivity of simulated climatology to uncertain parameters in the stochastic deep convection scheme.« less

Assessment of a stochastic downscaling methodology in generating an ensemble of hourly future climate time series

NASA Astrophysics Data System (ADS)

Fatichi, S.; Ivanov, V. Y.; Caporali, E.

2013-04-01

This study extends a stochastic downscaling methodology to generation of an ensemble of hourly time series of meteorological variables that express possible future climate conditions at a point-scale. The stochastic downscaling uses general circulation model (GCM) realizations and an hourly weather generator, the Advanced WEather GENerator (AWE-GEN). Marginal distributions of factors of change are computed for several climate statistics using a Bayesian methodology that can weight GCM realizations based on the model relative performance with respect to a historical climate and a degree of disagreement in projecting future conditions. A Monte Carlo technique is used to sample the factors of change from their respective marginal distributions. As a comparison with traditional approaches, factors of change are also estimated by averaging GCM realizations. With either approach, the derived factors of change are applied to the climate statistics inferred from historical observations to re-evaluate parameters of the weather generator. The re-parameterized generator yields hourly time series of meteorological variables that can be considered to be representative of future climate conditions. In this study, the time series are generated in an ensemble mode to fully reflect the uncertainty of GCM projections, climate stochasticity, as well as uncertainties of the downscaling procedure. Applications of the methodology in reproducing future climate conditions for the periods of 2000-2009, 2046-2065 and 2081-2100, using the period of 1962-1992 as the historical baseline are discussed for the location of Firenze (Italy). The inferences of the methodology for the period of 2000-2009 are tested against observations to assess reliability of the stochastic downscaling procedure in reproducing statistics of meteorological variables at different time scales.

Brownian motion model with stochastic parameters for asset prices

NASA Astrophysics Data System (ADS)

Ching, Soo Huei; Hin, Pooi Ah

2013-09-01

The Brownian motion model may not be a completely realistic model for asset prices because in real asset prices the drift μ and volatility σ may change over time. Presently we consider a model in which the parameter x = (μ,σ) is such that its value x (t + Δt) at a short time Δt ahead of the present time t depends on the value of the asset price at time t + Δt as well as the present parameter value x(t) and m-1 other parameter values before time t via a conditional distribution. The Malaysian stock prices are used to compare the performance of the Brownian motion model with fixed parameter with that of the model with stochastic parameter.

An uncertainty analysis of the hydrogen source term for a station blackout accident in Sequoyah using MELCOR 1.8.5

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

Gauntt, Randall O.; Bixler, Nathan E.; Wagner, Kenneth Charles

2014-03-01

A methodology for using the MELCOR code with the Latin Hypercube Sampling method was developed to estimate uncertainty in various predicted quantities such as hydrogen generation or release of fission products under severe accident conditions. In this case, the emphasis was on estimating the range of hydrogen sources in station blackout conditions in the Sequoyah Ice Condenser plant, taking into account uncertainties in the modeled physics known to affect hydrogen generation. The method uses user-specified likelihood distributions for uncertain model parameters, which may include uncertainties of a stochastic nature, to produce a collection of code calculations, or realizations, characterizing themore » range of possible outcomes. Forty MELCOR code realizations of Sequoyah were conducted that included 10 uncertain parameters, producing a range of in-vessel hydrogen quantities. The range of total hydrogen produced was approximately 583kg 131kg. Sensitivity analyses revealed expected trends with respected to the parameters of greatest importance, however, considerable scatter in results when plotted against any of the uncertain parameters was observed, with no parameter manifesting dominant effects on hydrogen generation. It is concluded that, with respect to the physics parameters investigated, in order to further reduce predicted hydrogen uncertainty, it would be necessary to reduce all physics parameter uncertainties similarly, bearing in mind that some parameters are inherently uncertain within a range. It is suspected that some residual uncertainty associated with modeling complex, coupled and synergistic phenomena, is an inherent aspect of complex systems and cannot be reduced to point value estimates. The probabilistic analyses such as the one demonstrated in this work are important to properly characterize response of complex systems such as severe accident progression in nuclear power plants.« less

Limitations to estimating bacterial cross-species transmission using genetic and genomic markers: inferences from simulation modeling

PubMed Central

Benavides, Julio A; Cross, Paul C; Luikart, Gordon; Creel, Scott

2014-01-01

Cross-species transmission (CST) of bacterial pathogens has major implications for human health, livestock, and wildlife management because it determines whether control actions in one species may have subsequent effects on other potential host species. The study of bacterial transmission has benefitted from methods measuring two types of genetic variation: variable number of tandem repeats (VNTRs) and single nucleotide polymorphisms (SNPs). However, it is unclear whether these data can distinguish between different epidemiological scenarios. We used a simulation model with two host species and known transmission rates (within and between species) to evaluate the utility of these markers for inferring CST. We found that CST estimates are biased for a wide range of parameters when based on VNTRs and a most parsimonious reconstructed phylogeny. However, estimations of CST rates lower than 5% can be achieved with relatively low bias using as low as 250 SNPs. CST estimates are sensitive to several parameters, including the number of mutations accumulated since introduction, stochasticity, the genetic difference of strains introduced, and the sampling effort. Our results suggest that, even with whole-genome sequences, unbiased estimates of CST will be difficult when sampling is limited, mutation rates are low, or for pathogens that were recently introduced. PMID:25469159

Limitations to estimating bacterial cross-speciestransmission using genetic and genomic markers: inferencesfrom simulation modeling

USGS Publications Warehouse

Julio Andre, Benavides; Cross, Paul C.; Luikart, Gordon; Scott, Creel

2014-01-01

Cross-species transmission (CST) of bacterial pathogens has major implications for human health, livestock, and wildlife management because it determines whether control actions in one species may have subsequent effects on other potential host species. The study of bacterial transmission has benefitted from methods measuring two types of genetic variation: variable number of tandem repeats (VNTRs) and single nucleotide polymorphisms (SNPs). However, it is unclear whether these data can distinguish between different epidemiological scenarios. We used a simulation model with two host species and known transmission rates (within and between species) to evaluate the utility of these markers for inferring CST. We found that CST estimates are biased for a wide range of parameters when based on VNTRs and a most parsimonious reconstructed phylogeny. However, estimations of CST rates lower than 5% can be achieved with relatively low bias using as low as 250 SNPs. CST estimates are sensitive to several parameters, including the number of mutations accumulated since introduction, stochasticity, the genetic difference of strains introduced, and the sampling effort. Our results suggest that, even with whole-genome sequences, unbiased estimates of CST will be difficult when sampling is limited, mutation rates are low, or for pathogens that were recently introduced.

Approximation of state variables for discrete-time stochastic genetic regulatory networks with leakage, distributed, and probabilistic measurement delays: a robust stability problem.

PubMed

Pandiselvi, S; Raja, R; Cao, Jinde; Rajchakit, G; Ahmad, Bashir

2018-01-01

This work predominantly labels the problem of approximation of state variables for discrete-time stochastic genetic regulatory networks with leakage, distributed, and probabilistic measurement delays. Here we design a linear estimator in such a way that the absorption of mRNA and protein can be approximated via known measurement outputs. By utilizing a Lyapunov-Krasovskii functional and some stochastic analysis execution, we obtain the stability formula of the estimation error systems in the structure of linear matrix inequalities under which the estimation error dynamics is robustly exponentially stable. Further, the obtained conditions (in the form of LMIs) can be effortlessly solved by some available software packages. Moreover, the specific expression of the desired estimator is also shown in the main section. Finally, two mathematical illustrative examples are accorded to show the advantage of the proposed conceptual results.

Importance sampling variance reduction for the Fokker–Planck rarefied gas particle method

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

Collyer, B.S., E-mail: benjamin.collyer@gmail.com; London Mathematical Laboratory, 14 Buckingham Street, London WC2N 6DF; Connaughton, C.

The Fokker–Planck approximation to the Boltzmann equation, solved numerically by stochastic particle schemes, is used to provide estimates for rarefied gas flows. This paper presents a variance reduction technique for a stochastic particle method that is able to greatly reduce the uncertainty of the estimated flow fields when the characteristic speed of the flow is small in comparison to the thermal velocity of the gas. The method relies on importance sampling, requiring minimal changes to the basic stochastic particle scheme. We test the importance sampling scheme on a homogeneous relaxation, planar Couette flow and a lid-driven-cavity flow, and find thatmore » our method is able to greatly reduce the noise of estimated quantities. Significantly, we find that as the characteristic speed of the flow decreases, the variance of the noisy estimators becomes independent of the characteristic speed.« less

Array magnetics modal analysis for the DIII-D tokamak based on localized time-series modelling

DOE PAGES

Olofsson, K. Erik J.; Hanson, Jeremy M.; Shiraki, Daisuke; ...

2014-07-14

Here, time-series analysis of magnetics data in tokamaks is typically done using block-based fast Fourier transform methods. This work presents the development and deployment of a new set of algorithms for magnetic probe array analysis. The method is based on an estimation technique known as stochastic subspace identification (SSI). Compared with the standard coherence approach or the direct singular value decomposition approach, the new technique exhibits several beneficial properties. For example, the SSI method does not require that frequencies are orthogonal with respect to the timeframe used in the analysis. Frequencies are obtained directly as parameters of localized time-series models.more » The parameters are extracted by solving small-scale eigenvalue problems. Applications include maximum-likelihood regularized eigenmode pattern estimation, detection of neoclassical tearing modes, including locked mode precursors, and automatic clustering of modes, and magnetics-pattern characterization of sawtooth pre- and postcursors, edge harmonic oscillations and fishbones.« less

Essays on variational approximation techniques for stochastic optimization problems

NASA Astrophysics Data System (ADS)

Deride Silva, Julio A.

This dissertation presents five essays on approximation and modeling techniques, based on variational analysis, applied to stochastic optimization problems. It is divided into two parts, where the first is devoted to equilibrium problems and maxinf optimization, and the second corresponds to two essays in statistics and uncertainty modeling. Stochastic optimization lies at the core of this research as we were interested in relevant equilibrium applications that contain an uncertain component, and the design of a solution strategy. In addition, every stochastic optimization problem relies heavily on the underlying probability distribution that models the uncertainty. We studied these distributions, in particular, their design process and theoretical properties such as their convergence. Finally, the last aspect of stochastic optimization that we covered is the scenario creation problem, in which we described a procedure based on a probabilistic model to create scenarios for the applied problem of power estimation of renewable energies. In the first part, Equilibrium problems and maxinf optimization, we considered three Walrasian equilibrium problems: from economics, we studied a stochastic general equilibrium problem in a pure exchange economy, described in Chapter 3, and a stochastic general equilibrium with financial contracts, in Chapter 4; finally from engineering, we studied an infrastructure planning problem in Chapter 5. We stated these problems as belonging to the maxinf optimization class and, in each instance, we provided an approximation scheme based on the notion of lopsided convergence and non-concave duality. This strategy is the foundation of the augmented Walrasian algorithm, whose convergence is guaranteed by lopsided convergence, that was implemented computationally, obtaining numerical results for relevant examples. The second part, Essays about statistics and uncertainty modeling, contains two essays covering a convergence problem for a sequence of estimators, and a problem for creating probabilistic scenarios on renewable energies estimation. In Chapter 7 we re-visited one of the "folk theorems" in statistics, where a family of Bayes estimators under 0-1 loss functions is claimed to converge to the maximum a posteriori estimator. This assertion is studied under the scope of the hypo-convergence theory, and the density functions are included in the class of upper semicontinuous functions. We conclude this chapter with an example in which the convergence does not hold true, and we provided sufficient conditions that guarantee convergence. The last chapter, Chapter 8, addresses the important topic of creating probabilistic scenarios for solar power generation. Scenarios are a fundamental input for the stochastic optimization problem of energy dispatch, especially when incorporating renewables. We proposed a model designed to capture the constraints induced by physical characteristics of the variables based on the application of an epi-spline density estimation along with a copula estimation, in order to account for partial correlations between variables.

Modeling precipitation-runoff relationships to determine water yield from a ponderosa pine forest watershed

Treesearch

Assefa S. Desta

2006-01-01

A stochastic precipitation-runoff modeling is used to estimate a cold and warm-seasons water yield from a ponderosa pine forested watershed in the north-central Arizona. The model consists of two parts namely, simulation of the temporal and spatial distribution of precipitation using a stochastic, event-based approach and estimation of water yield from the watershed...

Disease mapping based on stochastic SIR-SI model for Dengue and Chikungunya in Malaysia

NASA Astrophysics Data System (ADS)

Samat, N. A.; Ma'arof, S. H. Mohd Imam

2014-12-01

This paper describes and demonstrates a method for relative risk estimation which is based on the stochastic SIR-SI vector-borne infectious disease transmission model specifically for Dengue and Chikungunya diseases in Malaysia. Firstly, the common compartmental model for vector-borne infectious disease transmission called the SIR-SI model (susceptible-infective-recovered for human populations; susceptible-infective for vector populations) is presented. This is followed by the explanations on the stochastic SIR-SI model which involve the Bayesian description. This stochastic model then is used in the relative risk formulation in order to obtain the posterior relative risk estimation. Then, this relative estimation model is demonstrated using Dengue and Chikungunya data of Malaysia. The viruses of these diseases are transmitted by the same type of female vector mosquito named Aedes Aegypti and Aedes Albopictus. Finally, the findings of the analysis of relative risk estimation for both Dengue and Chikungunya diseases are presented, compared and displayed in graphs and maps. The distribution from risk maps show the high and low risk area of Dengue and Chikungunya diseases occurrence. This map can be used as a tool for the prevention and control strategies for both diseases.

Disease mapping based on stochastic SIR-SI model for Dengue and Chikungunya in Malaysia

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

Samat, N. A.; Ma'arof, S. H. Mohd Imam

This paper describes and demonstrates a method for relative risk estimation which is based on the stochastic SIR-SI vector-borne infectious disease transmission model specifically for Dengue and Chikungunya diseases in Malaysia. Firstly, the common compartmental model for vector-borne infectious disease transmission called the SIR-SI model (susceptible-infective-recovered for human populations; susceptible-infective for vector populations) is presented. This is followed by the explanations on the stochastic SIR-SI model which involve the Bayesian description. This stochastic model then is used in the relative risk formulation in order to obtain the posterior relative risk estimation. Then, this relative estimation model is demonstrated using Denguemore » and Chikungunya data of Malaysia. The viruses of these diseases are transmitted by the same type of female vector mosquito named Aedes Aegypti and Aedes Albopictus. Finally, the findings of the analysis of relative risk estimation for both Dengue and Chikungunya diseases are presented, compared and displayed in graphs and maps. The distribution from risk maps show the high and low risk area of Dengue and Chikungunya diseases occurrence. This map can be used as a tool for the prevention and control strategies for both diseases.« less

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods. PMID:28231313

A stochastic hybrid systems based framework for modeling dependent failure processes.

PubMed

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods.

Methods of Stochastic Analysis of Complex Regimes in the 3D Hindmarsh-Rose Neuron Model

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina; Ryashko, Lev; Slepukhina, Evdokia

A problem of the stochastic nonlinear analysis of neuronal activity is studied by the example of the Hindmarsh-Rose (HR) model. For the parametric region of tonic spiking oscillations, it is shown that random noise transforms the spiking dynamic regime into the bursting one. This stochastic phenomenon is specified by qualitative changes in distributions of random trajectories and interspike intervals (ISIs). For a quantitative analysis of the noise-induced bursting, we suggest a constructive semi-analytical approach based on the stochastic sensitivity function (SSF) technique and the method of confidence domains that allows us to describe geometrically a distribution of random states around the deterministic attractors. Using this approach, we develop a new algorithm for estimation of critical values for the noise intensity corresponding to the qualitative changes in stochastic dynamics. We show that the obtained estimations are in good agreement with the numerical results. An interplay between noise-induced bursting and transitions from order to chaos is discussed.

Stochastic dynamics and stable equilibrium of evolutionary optional public goods game in finite populations

NASA Astrophysics Data System (ADS)

Quan, Ji; Liu, Wei; Chu, Yuqing; Wang, Xianjia

2018-07-01

Continuous noise caused by mutation is widely present in evolutionary systems. Considering the noise effects and under the optional participation mechanism, a stochastic model for evolutionary public goods game in a finite size population is established. The evolutionary process of strategies in the population is described as a multidimensional ergodic and continuous time Markov process. The stochastic stable state of the system is analyzed by the limit distribution of the stochastic process. By numerical experiments, the influences of the fixed income coefficient for non-participants and the investment income coefficient of the public goods on the stochastic stable equilibrium of the system are analyzed. Through the numerical calculation results, we found that the optional participation mechanism can change the evolutionary dynamics and the equilibrium of the public goods game, and there is a range of parameters which can effectively promote the evolution of cooperation. Further, we obtain the accurate quantitative relationship between the parameters and the probabilities for the system to choose different stable equilibriums, which can be used to realize the control of cooperation.

Human Dose-Response Data for Francisella tularensis and a Dose- and Time-Dependent Mathematical Model of Early-Phase Fever Associated with Tularemia After Inhalation Exposure.

PubMed

McClellan, Gene; Coleman, Margaret; Crary, David; Thurman, Alec; Thran, Brandolyn

2018-04-25

Military health risk assessors, medical planners, operational planners, and defense system developers require knowledge of human responses to doses of biothreat agents to support force health protection and chemical, biological, radiological, nuclear (CBRN) defense missions. This article reviews extensive data from 118 human volunteers administered aerosols of the bacterial agent Francisella tularensis, strain Schu S4, which causes tularemia. The data set includes incidence of early-phase febrile illness following administration of well-characterized inhaled doses of F. tularensis. Supplemental data on human body temperature profiles over time available from de-identified case reports is also presented. A unified, logically consistent model of early-phase febrile illness is described as a lognormal dose-response function for febrile illness linked with a stochastic time profile of fever. Three parameters are estimated from the human data to describe the time profile: incubation period or onset time for fever; rise time of fever; and near-maximum body temperature. Inhaled dose-dependence and variability are characterized for each of the three parameters. These parameters enable a stochastic model for the response of an exposed population through incorporation of individual-by-individual variability by drawing random samples from the statistical distributions of these three parameters for each individual. This model provides risk assessors and medical decisionmakers reliable representations of the predicted health impacts of early-phase febrile illness for as long as one week after aerosol exposures of human populations to F. tularensis. © 2018 Society for Risk Analysis.

Model parameter estimations from residual gravity anomalies due to simple-shaped sources using Differential Evolution Algorithm

NASA Astrophysics Data System (ADS)

Ekinci, Yunus Levent; Balkaya, Çağlayan; Göktürkler, Gökhan; Turan, Seçil

2016-06-01

An efficient approach to estimate model parameters from residual gravity data based on differential evolution (DE), a stochastic vector-based metaheuristic algorithm, has been presented. We have showed the applicability and effectiveness of this algorithm on both synthetic and field anomalies. According to our knowledge, this is a first attempt of applying DE for the parameter estimations of residual gravity anomalies due to isolated causative sources embedded in the subsurface. The model parameters dealt with here are the amplitude coefficient (A), the depth and exact origin of causative source (zo and xo, respectively) and the shape factors (q and ƞ). The error energy maps generated for some parameter pairs have successfully revealed the nature of the parameter estimation problem under consideration. Noise-free and noisy synthetic single gravity anomalies have been evaluated with success via DE/best/1/bin, which is a widely used strategy in DE. Additionally some complicated gravity anomalies caused by multiple source bodies have been considered, and the results obtained have showed the efficiency of the algorithm. Then using the strategy applied in synthetic examples some field anomalies observed for various mineral explorations such as a chromite deposit (Camaguey district, Cuba), a manganese deposit (Nagpur, India) and a base metal sulphide deposit (Quebec, Canada) have been considered to estimate the model parameters of the ore bodies. Applications have exhibited that the obtained results such as the depths and shapes of the ore bodies are quite consistent with those published in the literature. Uncertainty in the solutions obtained from DE algorithm has been also investigated by Metropolis-Hastings (M-H) sampling algorithm based on simulated annealing without cooling schedule. Based on the resulting histogram reconstructions of both synthetic and field data examples the algorithm has provided reliable parameter estimations being within the sampling limits of M-H sampler. Although it is not a common inversion technique in geophysics, it can be stated that DE algorithm is worth to get more interest for parameter estimations from potential field data in geophysics considering its good accuracy, less computational cost (in the present problem) and the fact that a well-constructed initial guess is not required to reach the global minimum.

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.

Balancing the stochastic description of uncertainties as a function of hydrologic model complexity

NASA Astrophysics Data System (ADS)

Del Giudice, D.; Reichert, P.; Albert, C.; Kalcic, M.; Logsdon Muenich, R.; Scavia, D.; Bosch, N. S.; Michalak, A. M.

2016-12-01

Uncertainty analysis is becoming an important component of forecasting water and pollutant fluxes in urban and rural environments. Properly accounting for errors in the modeling process can help to robustly assess the uncertainties associated with the inputs (e.g. precipitation) and outputs (e.g. runoff) of hydrological models. In recent years we have investigated several Bayesian methods to infer the parameters of a mechanistic hydrological model along with those of the stochastic error component. The latter describes the uncertainties of model outputs and possibly inputs. We have adapted our framework to a variety of applications, ranging from predicting floods in small stormwater systems to nutrient loads in large agricultural watersheds. Given practical constraints, we discuss how in general the number of quantities to infer probabilistically varies inversely with the complexity of the mechanistic model. Most often, when evaluating a hydrological model of intermediate complexity, we can infer the parameters of the model as well as of the output error model. Describing the output errors as a first order autoregressive process can realistically capture the "downstream" effect of inaccurate inputs and structure. With simpler runoff models we can additionally quantify input uncertainty by using a stochastic rainfall process. For complex hydrologic transport models, instead, we show that keeping model parameters fixed and just estimating time-dependent output uncertainties could be a viable option. The common goal across all these applications is to create time-dependent prediction intervals which are both reliable (cover the nominal amount of validation data) and precise (are as narrow as possible). In conclusion, we recommend focusing both on the choice of the hydrological model and of the probabilistic error description. The latter can include output uncertainty only, if the model is computationally-expensive, or, with simpler models, it can separately account for different sources of errors like in the inputs and the structure of the model.

The economic impact of subclinical ketosis at the farm level: Tackling the challenge of over-estimation due to multiple interactions.

PubMed

Raboisson, D; Mounié, M; Khenifar, E; Maigné, E

2015-12-01

Subclinical ketosis (SCK) is a major metabolic disorder that affects dairy cows, and its lactational prevalence in Europe is estimated to be at 25%. Nonetheless, few data are available on the economics of SCK, although its management clearly must be improved. With this in mind, this study develops a double-step stochastic approach to evaluate the total cost of SCK to dairy farming. First, all the production and reproduction changes and all the health disorders associated with SCK were quantified using the meta-analysis from a previous study. Second, the total cost of SCK was determined with a stochastic model using distribution laws as input parameters. The mean total cost of SCK was estimated to be Є257 per calving cow with SCK (95% prediction interval (PI): Є72-442). The margin over feeding costs slightly influenced the results. When the parameters of the model are not modified to account for the conclusions from the meta-analysis and for the prevalence of health disorders in the population without SCK, the mean cost of SCK was overestimated by 68%, reaching Є434 per calving cow (95%PI: Є192-676). This result indicates that the total cost of complex health disorders is likely to be substantially overestimated when calculations use raw results from the literature or-even worse-punctual data. Excluding labour costs in the estimation reduced the SCK total cost by 12%, whereas excluding contributors with scarce data and imprecise calibrations (for lameness and udder health) reduced costs by another 18-20% (Є210, 95%PI=30-390). The proposed method accounted for uncertainty and variability in inputs by using distributions instead of point estimates. The mean value and associated prediction intervals (PIs) yielded good insight into the economic consequences of this complex disease and can be easily and practically used by decision makers in the field while simultaneously accounting for biological variability. Moreover, PIs can help prevent the blind use of economic results in the field when only the mean value is considered. Copyright © 2015 Elsevier B.V. All rights reserved.

Simultaneous estimation of deterministic and fractal stochastic components in non-stationary time series

NASA Astrophysics Data System (ADS)

García, Constantino A.; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G.

2018-07-01

In the past few decades, it has been recognized that 1 / f fluctuations are ubiquitous in nature. The most widely used mathematical models to capture the long-term memory properties of 1 / f fluctuations have been stochastic fractal models. However, physical systems do not usually consist of just stochastic fractal dynamics, but they often also show some degree of deterministic behavior. The present paper proposes a model based on fractal stochastic and deterministic components that can provide a valuable basis for the study of complex systems with long-term correlations. The fractal stochastic component is assumed to be a fractional Brownian motion process and the deterministic component is assumed to be a band-limited signal. We also provide a method that, under the assumptions of this model, is able to characterize the fractal stochastic component and to provide an estimate of the deterministic components present in a given time series. The method is based on a Bayesian wavelet shrinkage procedure that exploits the self-similar properties of the fractal processes in the wavelet domain. This method has been validated over simulated signals and over real signals with economical and biological origin. Real examples illustrate how our model may be useful for exploring the deterministic-stochastic duality of complex systems, and uncovering interesting patterns present in time series.

Dynamic State Estimation of Terrestrial and Solar Plasmas

NASA Astrophysics Data System (ADS)

Kamalabadi, Farzad

A pervasive problem in virtually all branches of space science is the estimation of multi-dimensional state parameters of a dynamical system from a collection of indirect, often incomplete, and imprecise measurements. Subsequent scientific inference is predicated on rigorous analysis, interpretation, and understanding of physical observations and on the reliability of the associated quantitative statistical bounds and performance characteristics of the algorithms used. In this work, we focus on these dynamic state estimation problems and illustrate their importance in the context of two timely activities in space remote sensing. First, we discuss the estimation of multi-dimensional ionospheric state parameters from UV spectral imaging measurements anticipated to be acquired the recently selected NASA Heliophysics mission, Ionospheric Connection Explorer (ICON). Next, we illustrate that similar state-space formulations provide the means for the estimation of 3D, time-dependent densities and temperatures in the solar corona from a series of white-light and EUV measurements. We demonstrate that, while a general framework for the stochastic formulation of the state estimation problem is suited for systematic inference of the parameters of a hidden Markov process, several challenges must be addressed in the assimilation of an increasing volume and diversity of space observations. These challenges are: (1) the computational tractability when faced with voluminous and multimodal data, (2) the inherent limitations of the underlying models which assume, often incorrectly, linear dynamics and Gaussian noise, and (3) the unavailability or inaccuracy of transition probabilities and noise statistics. We argue that pursuing answers to these questions necessitates cross-disciplinary research that enables progress toward systematically reconciling observational and theoretical understanding of the space environment.

Estimating radiative feedbacks from stochastic fluctuations in surface temperature and energy imbalance

NASA Astrophysics Data System (ADS)

Proistosescu, C.; Donohoe, A.; Armour, K.; Roe, G.; Stuecker, M. F.; Bitz, C. M.

2017-12-01

Joint observations of global surface temperature and energy imbalance provide for a unique opportunity to empirically constrain radiative feedbacks. However, the satellite record of Earth's radiative imbalance is relatively short and dominated by stochastic fluctuations. Estimates of radiative feedbacks obtained by regressing energy imbalance against surface temperature depend strongly on sampling choices and on assumptions about whether the stochastic fluctuations are primarily forced by atmospheric or oceanic variability (e.g. Murphy and Forster 2010, Dessler 2011, Spencer and Braswell 2011, Forster 2016). We develop a framework around a stochastic energy balance model that allows us to parse the different contributions of atmospheric and oceanic forcing based on their differing impacts on the covariance structure - or lagged regression - of temperature and radiative imbalance. We validate the framework in a hierarchy of general circulation models: the impact of atmospheric forcing is examined in unforced control simulations of fixed sea-surface temperature and slab ocean model versions; the impact of oceanic forcing is examined in coupled simulations with prescribed ENSO variability. With the impact of atmospheric and oceanic forcing constrained, we are able to predict the relationship between temperature and radiative imbalance in a fully coupled control simulation, finding that both forcing sources are needed to explain the structure of the lagged-regression. We further model the dependence of feedback estimates on sampling interval by considering the effects of a finite equilibration time for the atmosphere, and issues of smoothing and aliasing. Finally, we develop a method to fit the stochastic model to the short timeseries of temperature and radiative imbalance by performing a Bayesian inference based on a modified version of the spectral Whittle likelihood. We are thus able to place realistic joint uncertainty estimates on both stochastic forcing and radiative feedbacks derived from observational records. We find that these records are, as of yet, too short to be useful in constraining radiative feedbacks, and we provide estimates of how the uncertainty narrows as a function of record length.

Numerical Simulation and Quantitative Uncertainty Assessment of Microchannel Flow

NASA Astrophysics Data System (ADS)

Debusschere, Bert; Najm, Habib; Knio, Omar; Matta, Alain; Ghanem, Roger; Le Maitre, Olivier

2002-11-01

This study investigates the effect of uncertainty in physical model parameters on computed electrokinetic flow of proteins in a microchannel with a potassium phosphate buffer. The coupled momentum, species transport, and electrostatic field equations give a detailed representation of electroosmotic and pressure-driven flow, including sample dispersion mechanisms. The chemistry model accounts for pH-dependent protein labeling reactions as well as detailed buffer electrochemistry in a mixed finite-rate/equilibrium formulation. To quantify uncertainty, the governing equations are reformulated using a pseudo-spectral stochastic methodology, which uses polynomial chaos expansions to describe uncertain/stochastic model parameters, boundary conditions, and flow quantities. Integration of the resulting equations for the spectral mode strengths gives the evolution of all stochastic modes for all variables. Results show the spatiotemporal evolution of uncertainties in predicted quantities and highlight the dominant parameters contributing to these uncertainties during various flow phases. This work is supported by DARPA.

Estimated monthly streamflows for selected locations on the Kabul and Logar Rivers, Aynak copper, cobalt, and chromium area of interest, Afghanistan, 1951-2010

USGS Publications Warehouse

Vining, Kevin C.; Vecchia, Aldo V.

2014-01-01

The U.S. Geological Survey, in cooperation with the U.S. Department of Defense Task Force for Business and Stability Operations, used the stochastic monthly water-balance model and existing climate data to estimate monthly streamflows for 1951–2010 for selected streamgaging stations located within the Aynak copper, cobalt, and chromium area of interest in Afghanistan. The model used physically based, nondeterministic methods to estimate the monthly volumetric water-balance components of a watershed. A comparison of estimated and recorded monthly streamflows for the streamgaging stations Kabul River at Maidan and Kabul River at Tangi-Saidan indicated that the stochastic water-balance model was able to provide satisfactory estimates of monthly streamflows for high-flow months and low-flow months even though withdrawals for irrigation likely occurred. A comparison of estimated and recorded monthly streamflows for the streamgaging stations Logar River at Shekhabad and Logar River at Sangi-Naweshta also indicated that the stochastic water-balance model was able to provide reasonable estimates of monthly streamflows for the high-flow months; however, for the upstream streamgaging station, the model overestimated monthly streamflows during periods when summer irrigation withdrawals likely occurred. Results from the stochastic water-balance model indicate that the model should be able to produce satisfactory estimates of monthly streamflows for locations along the Kabul and Logar Rivers. This information could be used by Afghanistan authorities to make decisions about surface-water resources for the Aynak copper, cobalt, and chromium area of interest.

Global sensitivity analysis of groundwater transport

NASA Astrophysics Data System (ADS)

Cvetkovic, V.; Soltani, S.; Vigouroux, G.

2015-12-01

In this work we address the model and parametric sensitivity of groundwater transport using the Lagrangian-Stochastic Advection-Reaction (LaSAR) methodology. The 'attenuation index' is used as a relevant and convenient measure of the coupled transport mechanisms. The coefficients of variation (CV) for seven uncertain parameters are assumed to be between 0.25 and 3.5, the highest value being for the lower bound of the mass transfer coefficient k0 . In almost all cases, the uncertainties in the macro-dispersion (CV = 0.35) and in the mass transfer rate k0 (CV = 3.5) are most significant. The global sensitivity analysis using Sobol and derivative-based indices yield consistent rankings on the significance of different models and/or parameter ranges. The results presented here are generic however the proposed methodology can be easily adapted to specific conditions where uncertainty ranges in models and/or parameters can be estimated from field and/or laboratory measurements.

Comparison between satellite and instrumental solar irradiance data at the city of Athens, Greece

NASA Astrophysics Data System (ADS)

Markonis, Yannis; Dimoulas, Thanos; Atalioti, Athina; Konstantinou, Charalampos; Kontini, Anna; Pipini, Magdalini-Io; Skarlatou, Eleni; Sarantopoulos, Vasilis; Tzouka, Katerina; Papalexiou, Simon; Koutsoyiannis, Demetris

2015-04-01

In this study, we examine and compare the statistical properties of satellite and instrumental solar irradiance data at the capital of Greece, Athens. Our aim is to determine whether satellite data are sufficient for the requirements of solar energy modelling applications. To this end we estimate the corresponding probability density functions, the auto-correlation functions and the parameters of some fitted simple stochastic models. We also investigate the effect of sample size to the variance in the temporal interpolation of daily time series. Finally, as an alternative, we examine if temperature can be used as a better predictor for the daily irradiance non-seasonal component instead of the satellite data. Acknowledgement: This research is conducted within the frame of the undergraduate course "Stochastic Methods in Water Resources" of the National Technical University of Athens (NTUA). The School of Civil Engineering of NTUA provided moral support for the participation of the students in the Assembly.

Returns and determinants of technical efficiency in small-scale Malabari goat production units in Kerala, India.

PubMed

Alex, Rani; Kunniyoor Cheemani, Raghavan; Thomas, Naicy

2013-11-01

A stochastic frontier production function was employed to measure technical efficiency and its determinants in smallholder Malabari goat production units in Kerala, India. Data were obtained from 100 goat farmers in northern Kerala, selected using multistage random sampling. The parameters of the stochastic frontier production function were estimated using the maximum likelihood method. Cost and return analysis showed that the major expenditure was feed and fodder, and veterinary expenses were secondary. The chief returns were the sale of live animals, milk and manure. Individual farm technical efficiency ranged from 0.34 to 0.97 with a mean of 0.88. The study found herd size (number of animal units) and centre (locality of farm) significantly affected technical efficiency, but sex of farmer, education, land size and family size did not. Technical efficiency decreased as herd size increased; half the units with five or more adult animals had technical efficiency below 60 %.