Modeling text with generalizable Gaussian mixtures
DEFF Research Database (Denmark)
Hansen, Lars Kai; Sigurdsson, Sigurdur; Kolenda, Thomas
2000-01-01
We apply and discuss generalizable Gaussian mixture (GGM) models for text mining. The model automatically adapts model complexity for a given text representation. We show that the generalizability of these models depends on the dimensionality of the representation and the sample size. We discuss...
Gaussian Mixture Model of Heart Rate Variability
Costa, Tommaso; Boccignone, Giuseppe; Ferraro, Mario
2012-01-01
Heart rate variability (HRV) is an important measure of sympathetic and parasympathetic functions of the autonomic nervous system and a key indicator of cardiovascular condition. This paper proposes a novel method to investigate HRV, namely by modelling it as a linear combination of Gaussians. Results show that three Gaussians are enough to describe the stationary statistics of heart variability and to provide a straightforward interpretation of the HRV power spectrum. Comparisons have been made also with synthetic data generated from different physiologically based models showing the plausibility of the Gaussian mixture parameters. PMID:22666386
Direct Importance Estimation with Gaussian Mixture Models
Yamada, Makoto; Sugiyama, Masashi
The ratio of two probability densities is called the importance and its estimation has gathered a great deal of attention these days since the importance can be used for various data processing purposes. In this paper, we propose a new importance estimation method using Gaussian mixture models (GMMs). Our method is an extention of the Kullback-Leibler importance estimation procedure (KLIEP), an importance estimation method using linear or kernel models. An advantage of GMMs is that covariance matrices can also be learned through an expectation-maximization procedure, so the proposed method — which we call the Gaussian mixture KLIEP (GM-KLIEP) — is expected to work well when the true importance function has high correlation. Through experiments, we show the validity of the proposed approach.
Supervised Gaussian mixture model based remote sensing image ...
African Journals Online (AJOL)
Using the supervised classification technique, both simulated and empirical satellite remote sensing data are used to train and test the Gaussian mixture model algorithm. For the purpose of validating the experiment, the resulting classified satellite image is compared with the ground truth data. For the simulated modelling, ...
Evaluation of Distance Measures Between Gaussian Mixture Models of MFCCs
DEFF Research Database (Denmark)
Jensen, Jesper Højvang; Ellis, Dan P. W.; Christensen, Mads Græsbøll
2007-01-01
In music similarity and in the related task of genre classification, a distance measure between Gaussian mixture models is frequently needed. We present a comparison of the Kullback-Leibler distance, the earth movers distance and the normalized L2 distance for this application. Although...
Color Texture Segmentation by Decomposition of Gaussian Mixture Model
Czech Academy of Sciences Publication Activity Database
Grim, Jiří; Somol, Petr; Haindl, Michal; Pudil, Pavel
2006-01-01
Roč. 19, č. 4225 (2006), s. 287-296 ISSN 0302-9743. [Iberoamerican Congress on Pattern Recognition. CIARP 2006 /11./. Cancun, 14.11.2006-17.11.2006] R&D Projects: GA AV ČR 1ET400750407; GA MŠk 1M0572; GA MŠk 2C06019 EU Projects: European Commission(XE) 507752 - MUSCLE Institutional research plan: CEZ:AV0Z10750506 Keywords : texture segmentation * gaussian mixture model * EM algorithm Subject RIV: IN - Informatics, Computer Science Impact factor: 0.402, year: 2005 http://library.utia.cas.cz/separaty/historie/grim-color texture segmentation by decomposition of gaussian mixture model.pdf
XDGMM: eXtreme Deconvolution Gaussian Mixture Modeling
Holoien, Thomas W.-S.; Marshall, Philip J.; Wechsler, Risa H.
2017-08-01
XDGMM uses Gaussian mixtures to do density estimation of noisy, heterogenous, and incomplete data using extreme deconvolution (XD) algorithms which is compatible with the scikit-learn machine learning methods. It implements both the astroML and Bovy et al. (2011) algorithms, and extends the BaseEstimator class from scikit-learn so that cross-validation methods work. It allows the user to produce a conditioned model if values of some parameters are known.
Multiple Response Regression for Gaussian Mixture Models with Known Labels.
Lee, Wonyul; Du, Ying; Sun, Wei; Hayes, D Neil; Liu, Yufeng
2012-12-01
Multiple response regression is a useful regression technique to model multiple response variables using the same set of predictor variables. Most existing methods for multiple response regression are designed for modeling homogeneous data. In many applications, however, one may have heterogeneous data where the samples are divided into multiple groups. Our motivating example is a cancer dataset where the samples belong to multiple cancer subtypes. In this paper, we consider modeling the data coming from a mixture of several Gaussian distributions with known group labels. A naive approach is to split the data into several groups according to the labels and model each group separately. Although it is simple, this approach ignores potential common structures across different groups. We propose new penalized methods to model all groups jointly in which the common and unique structures can be identified. The proposed methods estimate the regression coefficient matrix, as well as the conditional inverse covariance matrix of response variables. Asymptotic properties of the proposed methods are explored. Through numerical examples, we demonstrate that both estimation and prediction can be improved by modeling all groups jointly using the proposed methods. An application to a glioblastoma cancer dataset reveals some interesting common and unique gene relationships across different cancer subtypes.
International Nuclear Information System (INIS)
Yu, Jie; Chen, Kuilin; Mori, Junichi; Rashid, Mudassir M.
2013-01-01
Optimizing wind power generation and controlling the operation of wind turbines to efficiently harness the renewable wind energy is a challenging task due to the intermittency and unpredictable nature of wind speed, which has significant influence on wind power production. A new approach for long-term wind speed forecasting is developed in this study by integrating GMCM (Gaussian mixture copula model) and localized GPR (Gaussian process regression). The time series of wind speed is first classified into multiple non-Gaussian components through the Gaussian mixture copula model and then Bayesian inference strategy is employed to incorporate the various non-Gaussian components using the posterior probabilities. Further, the localized Gaussian process regression models corresponding to different non-Gaussian components are built to characterize the stochastic uncertainty and non-stationary seasonality of the wind speed data. The various localized GPR models are integrated through the posterior probabilities as the weightings so that a global predictive model is developed for the prediction of wind speed. The proposed GMCM–GPR approach is demonstrated using wind speed data from various wind farm locations and compared against the GMCM-based ARIMA (auto-regressive integrated moving average) and SVR (support vector regression) methods. In contrast to GMCM–ARIMA and GMCM–SVR methods, the proposed GMCM–GPR model is able to well characterize the multi-seasonality and uncertainty of wind speed series for accurate long-term prediction. - Highlights: • A novel predictive modeling method is proposed for long-term wind speed forecasting. • Gaussian mixture copula model is estimated to characterize the multi-seasonality. • Localized Gaussian process regression models can deal with the random uncertainty. • Multiple GPR models are integrated through Bayesian inference strategy. • The proposed approach shows higher prediction accuracy and reliability
Background based Gaussian mixture model lesion segmentation in PET
Energy Technology Data Exchange (ETDEWEB)
Soffientini, Chiara Dolores, E-mail: chiaradolores.soffientini@polimi.it; Baselli, Giuseppe [DEIB, Department of Electronics, Information, and Bioengineering, Politecnico di Milano, Piazza Leonardo da Vinci 32, Milan 20133 (Italy); De Bernardi, Elisabetta [Department of Medicine and Surgery, Tecnomed Foundation, University of Milano—Bicocca, Monza 20900 (Italy); Zito, Felicia; Castellani, Massimo [Nuclear Medicine Department, Fondazione IRCCS Ca’ Granda Ospedale Maggiore Policlinico, via Francesco Sforza 35, Milan 20122 (Italy)
2016-05-15
Purpose: Quantitative {sup 18}F-fluorodeoxyglucose positron emission tomography is limited by the uncertainty in lesion delineation due to poor SNR, low resolution, and partial volume effects, subsequently impacting oncological assessment, treatment planning, and follow-up. The present work develops and validates a segmentation algorithm based on statistical clustering. The introduction of constraints based on background features and contiguity priors is expected to improve robustness vs clinical image characteristics such as lesion dimension, noise, and contrast level. Methods: An eight-class Gaussian mixture model (GMM) clustering algorithm was modified by constraining the mean and variance parameters of four background classes according to the previous analysis of a lesion-free background volume of interest (background modeling). Hence, expectation maximization operated only on the four classes dedicated to lesion detection. To favor the segmentation of connected objects, a further variant was introduced by inserting priors relevant to the classification of neighbors. The algorithm was applied to simulated datasets and acquired phantom data. Feasibility and robustness toward initialization were assessed on a clinical dataset manually contoured by two expert clinicians. Comparisons were performed with respect to a standard eight-class GMM algorithm and to four different state-of-the-art methods in terms of volume error (VE), Dice index, classification error (CE), and Hausdorff distance (HD). Results: The proposed GMM segmentation with background modeling outperformed standard GMM and all the other tested methods. Medians of accuracy indexes were VE <3%, Dice >0.88, CE <0.25, and HD <1.2 in simulations; VE <23%, Dice >0.74, CE <0.43, and HD <1.77 in phantom data. Robustness toward image statistic changes (±15%) was shown by the low index changes: <26% for VE, <17% for Dice, and <15% for CE. Finally, robustness toward the user-dependent volume initialization was
Statistical imitation system using relational interest points and Gaussian mixture models
CSIR Research Space (South Africa)
Claassens, J
2009-11-01
Full Text Available The author proposes an imitation system that uses relational interest points (RIPs) and Gaussian mixture models (GMMs) to characterize a behaviour. The system's structure is inspired by the Robot Programming by Demonstration (RDP) paradigm...
Directory of Open Access Journals (Sweden)
Abdenaceur Boudlal
2010-01-01
Full Text Available This article investigates a new method of motion estimation based on block matching criterion through the modeling of image blocks by a mixture of two and three Gaussian distributions. Mixture parameters (weights, means vectors, and covariance matrices are estimated by the Expectation Maximization algorithm (EM which maximizes the log-likelihood criterion. The similarity between a block in the current image and the more resembling one in a search window on the reference image is measured by the minimization of Extended Mahalanobis distance between the clusters of mixture. Performed experiments on sequences of real images have given good results, and PSNR reached 3 dB.
Factoring variations in natural images with deep Gaussian mixture models
van den Oord, Aäron; Schrauwen, Benjamin
2014-01-01
Generative models can be seen as the swiss army knives of machine learning, as many problems can be written probabilistically in terms of the distribution of the data, including prediction, reconstruction, imputation and simulation. One of the most promising directions for unsupervised learning may lie in Deep Learning methods, given their success in supervised learning. However, one of the cur- rent problems with deep unsupervised learning methods, is that they often are harder to scale. As ...
Lee, Soojeong; Rajan, Sreeraman; Jeon, Gwanggil; Chang, Joon-Hyuk; Dajani, Hilmi R; Groza, Voicu Z
2017-06-01
Blood pressure (BP) is one of the most important vital indicators and plays a key role in determining the cardiovascular activity of patients. This paper proposes a hybrid approach consisting of nonparametric bootstrap (NPB) and machine learning techniques to obtain the characteristic ratios (CR) used in the blood pressure estimation algorithm to improve the accuracy of systolic blood pressure (SBP) and diastolic blood pressure (DBP) estimates and obtain confidence intervals (CI). The NPB technique is used to circumvent the requirement for large sample set for obtaining the CI. A mixture of Gaussian densities is assumed for the CRs and Gaussian mixture model (GMM) is chosen to estimate the SBP and DBP ratios. The K-means clustering technique is used to obtain the mixture order of the Gaussian densities. The proposed approach achieves grade "A" under British Society of Hypertension testing protocol and is superior to the conventional approach based on maximum amplitude algorithm (MAA) that uses fixed CR ratios. The proposed approach also yields a lower mean error (ME) and the standard deviation of the error (SDE) in the estimates when compared to the conventional MAA method. In addition, CIs obtained through the proposed hybrid approach are also narrower with a lower SDE. The proposed approach combining the NPB technique with the GMM provides a methodology to derive individualized characteristic ratio. The results exhibit that the proposed approach enhances the accuracy of SBP and DBP estimation and provides narrower confidence intervals for the estimates. Copyright © 2015 Elsevier Ltd. All rights reserved.
Kinect Posture Reconstruction Based on a Local Mixture of Gaussian Process Models.
Liu, Zhiguang; Zhou, Liuyang; Leung, Howard; Shum, Hubert P H
2016-11-01
Depth sensor based 3D human motion estimation hardware such as Kinect has made interactive applications more popular recently. However, it is still challenging to accurately recognize postures from a single depth camera due to the inherently noisy data derived from depth images and self-occluding action performed by the user. In this paper, we propose a new real-time probabilistic framework to enhance the accuracy of live captured postures that belong to one of the action classes in the database. We adopt the Gaussian Process model as a prior to leverage the position data obtained from Kinect and marker-based motion capture system. We also incorporate a temporal consistency term into the optimization framework to constrain the velocity variations between successive frames. To ensure that the reconstructed posture resembles the accurate parts of the observed posture, we embed a set of joint reliability measurements into the optimization framework. A major drawback of Gaussian Process is its cubic learning complexity when dealing with a large database due to the inverse of a covariance matrix. To solve the problem, we propose a new method based on a local mixture of Gaussian Processes, in which Gaussian Processes are defined in local regions of the state space. Due to the significantly decreased sample size in each local Gaussian Process, the learning time is greatly reduced. At the same time, the prediction speed is enhanced as the weighted mean prediction for a given sample is determined by the nearby local models only. Our system also allows incrementally updating a specific local Gaussian Process in real time, which enhances the likelihood of adapting to run-time postures that are different from those in the database. Experimental results demonstrate that our system can generate high quality postures even under severe self-occlusion situations, which is beneficial for real-time applications such as motion-based gaming and sport training.
International Nuclear Information System (INIS)
Fouque, A.L.; Ciuciu, Ph.; Risser, L.; Fouque, A.L.; Ciuciu, Ph.; Risser, L.
2009-01-01
In this paper, a novel statistical parcellation of intra-subject functional MRI (fMRI) data is proposed. The key idea is to identify functionally homogenous regions of interest from their hemodynamic parameters. To this end, a non-parametric voxel-based estimation of hemodynamic response function is performed as a prerequisite. Then, the extracted hemodynamic features are entered as the input data of a Multivariate Spatial Gaussian Mixture Model (MSGMM) to be fitted. The goal of the spatial aspect is to favor the recovery of connected components in the mixture. Our statistical clustering approach is original in the sense that it extends existing works done on univariate spatially regularized Gaussian mixtures. A specific Gibbs sampler is derived to account for different covariance structures in the feature space. On realistic artificial fMRI datasets, it is shown that our algorithm is helpful for identifying a parsimonious functional parcellation required in the context of joint detection estimation of brain activity. This allows us to overcome the classical assumption of spatial stationarity of the BOLD signal model. (authors)
Zhang, Hong; Hou, Rui; Yi, Lei; Meng, Juan; Pan, Zhisong; Zhou, Yuhuan
2016-07-01
The accurate identification of encrypted data stream helps to regulate illegal data, detect network attacks and protect users' information. In this paper, a novel encrypted data stream identification algorithm is introduced. The proposed method is based on randomness characteristics of encrypted data stream. We use a l1-norm regularized logistic regression to improve sparse representation of randomness features and Fuzzy Gaussian Mixture Model (FGMM) to improve identification accuracy. Experimental results demonstrate that the method can be adopted as an effective technique for encrypted data stream identification.
Assessing clustering strategies for Gaussian mixture filtering a subsurface contaminant model
Liu, Bo
2016-02-03
An ensemble-based Gaussian mixture (GM) filtering framework is studied in this paper in term of its dependence on the choice of the clustering method to construct the GM. In this approach, a number of particles sampled from the posterior distribution are first integrated forward with the dynamical model for forecasting. A GM representation of the forecast distribution is then constructed from the forecast particles. Once an observation becomes available, the forecast GM is updated according to Bayes’ rule. This leads to (i) a Kalman filter-like update of the particles, and (ii) a Particle filter-like update of their weights, generalizing the ensemble Kalman filter update to non-Gaussian distributions. We focus on investigating the impact of the clustering strategy on the behavior of the filter. Three different clustering methods for constructing the prior GM are considered: (i) a standard kernel density estimation, (ii) clustering with a specified mixture component size, and (iii) adaptive clustering (with a variable GM size). Numerical experiments are performed using a two-dimensional reactive contaminant transport model in which the contaminant concentration and the heterogenous hydraulic conductivity fields are estimated within a confined aquifer using solute concentration data. The experimental results suggest that the performance of the GM filter is sensitive to the choice of the GM model. In particular, increasing the size of the GM does not necessarily result in improved performances. In this respect, the best results are obtained with the proposed adaptive clustering scheme.
Gaussian mixture models and semantic gating improve reconstructions from human brain activity
Directory of Open Access Journals (Sweden)
Sanne eSchoenmakers
2015-01-01
Full Text Available Better acquisition protocols and analysis techniques are making it possible to use fMRI to obtain highly detailed visualizations of brain processes. In particular we focus on the reconstruction of natural images from BOLD responses in visual cortex. We expand our linear Gaussian framework for percept decoding with Gaussian mixture models to better represent the prior distribution of natural images. Reconstruction of such images then boils down to probabilistic inference in a hybrid Bayesian network. In our set-up, different mixture components correspond to different character categories. Our framework can automatically infer higher-order semantic categories from lower-level brain areas. Furthermore the framework can gate semantic information from higher-order brain areas to enforce the correct category during reconstruction. When categorical information is not available, we show that automatically learned clusters in the data give a similar improvement in reconstruction. The hybrid Bayesian network leads to highly accurate reconstructions in both supervised and unsupervised settings.
Mixed Platoon Flow Dispersion Model Based on Speed-Truncated Gaussian Mixture Distribution
Directory of Open Access Journals (Sweden)
Weitiao Wu
2013-01-01
Full Text Available A mixed traffic flow feature is presented on urban arterials in China due to a large amount of buses. Based on field data, a macroscopic mixed platoon flow dispersion model (MPFDM was proposed to simulate the platoon dispersion process along the road section between two adjacent intersections from the flow view. More close to field observation, truncated Gaussian mixture distribution was adopted as the speed density distribution for mixed platoon. Expectation maximum (EM algorithm was used for parameters estimation. The relationship between the arriving flow distribution at downstream intersection and the departing flow distribution at upstream intersection was investigated using the proposed model. Comparison analysis using virtual flow data was performed between the Robertson model and the MPFDM. The results confirmed the validity of the proposed model.
Clustering gene expression time series data using an infinite Gaussian process mixture model.
McDowell, Ian C; Manandhar, Dinesh; Vockley, Christopher M; Schmid, Amy K; Reddy, Timothy E; Engelhardt, Barbara E
2018-01-01
Transcriptome-wide time series expression profiling is used to characterize the cellular response to environmental perturbations. The first step to analyzing transcriptional response data is often to cluster genes with similar responses. Here, we present a nonparametric model-based method, Dirichlet process Gaussian process mixture model (DPGP), which jointly models data clusters with a Dirichlet process and temporal dependencies with Gaussian processes. We demonstrate the accuracy of DPGP in comparison to state-of-the-art approaches using hundreds of simulated data sets. To further test our method, we apply DPGP to published microarray data from a microbial model organism exposed to stress and to novel RNA-seq data from a human cell line exposed to the glucocorticoid dexamethasone. We validate our clusters by examining local transcription factor binding and histone modifications. Our results demonstrate that jointly modeling cluster number and temporal dependencies can reveal shared regulatory mechanisms. DPGP software is freely available online at https://github.com/PrincetonUniversity/DP_GP_cluster.
Clustering gene expression time series data using an infinite Gaussian process mixture model.
Directory of Open Access Journals (Sweden)
Ian C McDowell
2018-01-01
Full Text Available Transcriptome-wide time series expression profiling is used to characterize the cellular response to environmental perturbations. The first step to analyzing transcriptional response data is often to cluster genes with similar responses. Here, we present a nonparametric model-based method, Dirichlet process Gaussian process mixture model (DPGP, which jointly models data clusters with a Dirichlet process and temporal dependencies with Gaussian processes. We demonstrate the accuracy of DPGP in comparison to state-of-the-art approaches using hundreds of simulated data sets. To further test our method, we apply DPGP to published microarray data from a microbial model organism exposed to stress and to novel RNA-seq data from a human cell line exposed to the glucocorticoid dexamethasone. We validate our clusters by examining local transcription factor binding and histone modifications. Our results demonstrate that jointly modeling cluster number and temporal dependencies can reveal shared regulatory mechanisms. DPGP software is freely available online at https://github.com/PrincetonUniversity/DP_GP_cluster.
ADAPTIVE BACKGROUND DENGAN METODE GAUSSIAN MIXTURE MODELS UNTUK REAL-TIME TRACKING
Directory of Open Access Journals (Sweden)
Silvia Rostianingsih
2008-01-01
Full Text Available Nowadays, motion tracking application is widely used for many purposes, such as detecting traffic jam and counting how many people enter a supermarket or a mall. A method to separate background and the tracked object is required for motion tracking. It will not be hard to develop the application if the tracking is performed on a static background, but it will be difficult if the tracked object is at a place with a non-static background, because the changing part of the background can be recognized as a tracking area. In order to handle the problem an application can be made to separate background where that separation can adapt to change that occur. This application is made to produce adaptive background using Gaussian Mixture Models (GMM as its method. GMM method clustered the input pixel data with pixel color value as it’s basic. After the cluster formed, dominant distributions are choosen as background distributions. This application is made by using Microsoft Visual C 6.0. The result of this research shows that GMM algorithm could made adaptive background satisfactory. This proofed by the result of the tests that succeed at all condition given. This application can be developed so the tracking process integrated in adaptive background maker process. Abstract in Bahasa Indonesia : Saat ini, aplikasi motion tracking digunakan secara luas untuk banyak tujuan, seperti mendeteksi kemacetan dan menghitung berapa banyak orang yang masuk ke sebuah supermarket atau sebuah mall. Sebuah metode untuk memisahkan antara background dan obyek yang di-track dibutuhkan untuk melakukan motion tracking. Membuat aplikasi tracking pada background yang statis bukanlah hal yang sulit, namun apabila tracking dilakukan pada background yang tidak statis akan lebih sulit, dikarenakan perubahan background dapat dikenali sebagai area tracking. Untuk mengatasi masalah tersebut, dapat dibuat suatu aplikasi untuk memisahkan background dimana aplikasi tersebut dapat
Estimation of Seismic Wavelets Based on the Multivariate Scale Mixture of Gaussians Model
Directory of Open Access Journals (Sweden)
Jing-Huai Gao
2009-12-01
Full Text Available This paper proposes a new method for estimating seismic wavelets. Suppose a seismic wavelet can be modeled by a formula with three free parameters (scale, frequency and phase. We can transform the estimation of the wavelet into determining these three parameters. The phase of the wavelet is estimated by constant-phase rotation to the seismic signal, while the other two parameters are obtained by the Higher-order Statistics (HOS (fourth-order cumulant matching method. In order to derive the estimator of the Higher-order Statistics (HOS, the multivariate scale mixture of Gaussians (MSMG model is applied to formulating the multivariate joint probability density function (PDF of the seismic signal. By this way, we can represent HOS as a polynomial function of second-order statistics to improve the anti-noise performance and accuracy. In addition, the proposed method can work well for short time series.
LEARNING VECTOR QUANTIZATION FOR ADAPTED GAUSSIAN MIXTURE MODELS IN AUTOMATIC SPEAKER IDENTIFICATION
Directory of Open Access Journals (Sweden)
IMEN TRABELSI
2017-05-01
Full Text Available Speaker Identification (SI aims at automatically identifying an individual by extracting and processing information from his/her voice. Speaker voice is a robust a biometric modality that has a strong impact in several application areas. In this study, a new combination learning scheme has been proposed based on Gaussian mixture model-universal background model (GMM-UBM and Learning vector quantization (LVQ for automatic text-independent speaker identification. Features vectors, constituted by the Mel Frequency Cepstral Coefficients (MFCC extracted from the speech signal are used to train the New England subset of the TIMIT database. The best results obtained (90% for gender- independent speaker identification, 97 % for male speakers and 93% for female speakers for test data using 36 MFCC features.
Yu, Wangyang; Chen, Xiangguang; Wu, Lei
2015-04-01
Passive millimeter wave (PMMW) imaging has become one of the most effective means to detect the objects concealed under clothing. Due to the limitations of the available hardware and the inherent physical properties of PMMW imaging systems, images often exhibit poor contrast and low signal-to-noise ratios. Thus, it is difficult to achieve ideal results by using a general segmentation algorithm. In this paper, an advanced Gaussian Mixture Model (GMM) algorithm for the segmentation of concealed objects in PMMW images is presented. Our work is concerned with the fact that the GMM is a parametric statistical model, which is often used to characterize the statistical behavior of images. Our approach is three-fold: First, we remove the noise from the image using both a notch reject filter and a total variation filter. Next, we use an adaptive parameter initialization GMM algorithm (APIGMM) for simulating the histogram of images. The APIGMM provides an initial number of Gaussian components and start with more appropriate parameter. Bayesian decision is employed to separate the pixels of concealed objects from other areas. At last, the confidence interval (CI) method, alongside local gradient information, is used to extract the concealed objects. The proposed hybrid segmentation approach detects the concealed objects more accurately, even compared to two other state-of-the-art segmentation methods.
Gaussian mixture models-based ship target recognition algorithm in remote sensing infrared images
Yao, Shoukui; Qin, Xiaojuan
2018-02-01
Since the resolution of remote sensing infrared images is low, the features of ship targets become unstable. The issue of how to recognize ships with fuzzy features is an open problem. In this paper, we propose a novel ship target recognition algorithm based on Gaussian mixture models (GMMs). In the proposed algorithm, there are mainly two steps. At the first step, the Hu moments of these ship target images are calculated, and the GMMs are trained on the moment features of ships. At the second step, the moment feature of each ship image is assigned to the trained GMMs for recognition. Because of the scale, rotation, translation invariance property of Hu moments and the power feature-space description ability of GMMs, the GMMs-based ship target recognition algorithm can recognize ship reliably. Experimental results of a large simulating image set show that our approach is effective in distinguishing different ship types, and obtains a satisfactory ship recognition performance.
Liu, Sijia; Sa, Ruhan; Maguire, Orla; Minderman, Hans; Chaudhary, Vipin
2015-03-01
Cytogenetic abnormalities are important diagnostic and prognostic criteria for acute myeloid leukemia (AML). A flow cytometry-based imaging approach for FISH in suspension (FISH-IS) was established that enables the automated analysis of several log-magnitude higher number of cells compared to the microscopy-based approaches. The rotational positioning can occur leading to discordance between spot count. As a solution of counting error from overlapping spots, in this study, a Gaussian Mixture Model based classification method is proposed. The Akaike information criterion (AIC) and Bayesian information criterion (BIC) of GMM are used as global image features of this classification method. Via Random Forest classifier, the result shows that the proposed method is able to detect closely overlapping spots which cannot be separated by existing image segmentation based spot detection methods. The experiment results show that by the proposed method we can obtain a significant improvement in spot counting accuracy.
A Grasp-Pose Generation Method Based on Gaussian Mixture Models
Directory of Open Access Journals (Sweden)
Wenjia Wu
2015-11-01
Full Text Available A Gaussian Mixture Model (GMM-based grasp-pose generation method is proposed in this paper. Through offline training, the GMM is set up and used to depict the distribution of the robot's reachable orientations. By dividing the robot's workspace into small 3D voxels and training the GMM for each voxel, a look-up table covering all the workspace is built with the x, y and z positions as the index and the GMM as the entry. Through the definition of Task Space Regions (TSR, an object's feasible grasp poses are expressed as a continuous region. With the GMM, grasp poses can be preferentially sampled from regions with high reachability probabilities in the online grasp-planning stage. The GMM can also be used as a preliminary judgement of a grasp pose's reachability. Experiments on both a simulated and a real robot show the superiority of our method over the existing method.
Assessing clustering strategies for Gaussian mixture filtering a subsurface contaminant model
Liu, Bo; El Gharamti, Mohamad; Hoteit, Ibrahim
2016-01-01
An ensemble-based Gaussian mixture (GM) filtering framework is studied in this paper in term of its dependence on the choice of the clustering method to construct the GM. In this approach, a number of particles sampled from the posterior
Sworn testimony of the model evidence: Gaussian Mixture Importance (GAME) sampling
Volpi, Elena; Schoups, Gerrit; Firmani, Giovanni; Vrugt, Jasper A.
2017-07-01
What is the "best" model? The answer to this question lies in part in the eyes of the beholder, nevertheless a good model must blend rigorous theory with redeeming qualities such as parsimony and quality of fit. Model selection is used to make inferences, via weighted averaging, from a set of K candidate models, Mk; k=>(1,…,K>), and help identify which model is most supported by the observed data, Y>˜=>(y˜1,…,y˜n>). Here, we introduce a new and robust estimator of the model evidence, p>(Y>˜|Mk>), which acts as normalizing constant in the denominator of Bayes' theorem and provides a single quantitative measure of relative support for each hypothesis that integrates model accuracy, uncertainty, and complexity. However, p>(Y>˜|Mk>) is analytically intractable for most practical modeling problems. Our method, coined GAussian Mixture importancE (GAME) sampling, uses bridge sampling of a mixture distribution fitted to samples of the posterior model parameter distribution derived from MCMC simulation. We benchmark the accuracy and reliability of GAME sampling by application to a diverse set of multivariate target distributions (up to 100 dimensions) with known values of p>(Y>˜|Mk>) and to hypothesis testing using numerical modeling of the rainfall-runoff transformation of the Leaf River watershed in Mississippi, USA. These case studies demonstrate that GAME sampling provides robust and unbiased estimates of the evidence at a relatively small computational cost outperforming commonly used estimators. The GAME sampler is implemented in the MATLAB package of DREAM and simplifies considerably scientific inquiry through hypothesis testing and model selection.
Missing Value Imputation Based on Gaussian Mixture Model for the Internet of Things
Directory of Open Access Journals (Sweden)
Xiaobo Yan
2015-01-01
Full Text Available This paper addresses missing value imputation for the Internet of Things (IoT. Nowadays, the IoT has been used widely and commonly by a variety of domains, such as transportation and logistics domain and healthcare domain. However, missing values are very common in the IoT for a variety of reasons, which results in the fact that the experimental data are incomplete. As a result of this, some work, which is related to the data of the IoT, can’t be carried out normally. And it leads to the reduction in the accuracy and reliability of the data analysis results. This paper, for the characteristics of the data itself and the features of missing data in IoT, divides the missing data into three types and defines three corresponding missing value imputation problems. Then, we propose three new models to solve the corresponding problems, and they are model of missing value imputation based on context and linear mean (MCL, model of missing value imputation based on binary search (MBS, and model of missing value imputation based on Gaussian mixture model (MGI. Experimental results showed that the three models can improve the accuracy, reliability, and stability of missing value imputation greatly and effectively.
A Gaussian mixture model based cost function for parameter estimation of chaotic biological systems
Shekofteh, Yasser; Jafari, Sajad; Sprott, Julien Clinton; Hashemi Golpayegani, S. Mohammad Reza; Almasganj, Farshad
2015-02-01
As we know, many biological systems such as neurons or the heart can exhibit chaotic behavior. Conventional methods for parameter estimation in models of these systems have some limitations caused by sensitivity to initial conditions. In this paper, a novel cost function is proposed to overcome those limitations by building a statistical model on the distribution of the real system attractor in state space. This cost function is defined by the use of a likelihood score in a Gaussian mixture model (GMM) which is fitted to the observed attractor generated by the real system. Using that learned GMM, a similarity score can be defined by the computed likelihood score of the model time series. We have applied the proposed method to the parameter estimation of two important biological systems, a neuron and a cardiac pacemaker, which show chaotic behavior. Some simulated experiments are given to verify the usefulness of the proposed approach in clean and noisy conditions. The results show the adequacy of the proposed cost function.
A Gaussian mixture model for definition of lung tumor volumes in positron emission tomography
International Nuclear Information System (INIS)
Aristophanous, Michalis; Penney, Bill C.; Martel, Mary K.; Pelizzari, Charles A.
2007-01-01
The increased interest in 18 F-fluorodeoxyglucose (FDG) positron emission tomography (PET) in radiation treatment planning in the past five years necessitated the independent and accurate segmentation of gross tumor volume (GTV) from FDG-PET scans. In some studies the radiation oncologist contours the GTV based on a computed tomography scan, while incorporating pertinent data from the PET images. Alternatively, a simple threshold, typically 40% of the maximum intensity, has been employed to differentiate tumor from normal tissue, while other researchers have developed algorithms to aid the PET based GTV definition. None of these methods, however, results in reliable PET tumor segmentation that can be used for more sophisticated treatment plans. For this reason, we developed a Gaussian mixture model (GMM) based segmentation technique on selected PET tumor regions from non-small cell lung cancer patients. The purpose of this study was to investigate the feasibility of using a GMM-based tumor volume definition in a robust, reliable and reproducible way. A GMM relies on the idea that any distribution, in our case a distribution of image intensities, can be expressed as a mixture of Gaussian densities representing different classes. According to our implementation, each class belongs to one of three regions in the image; the background (B), the uncertain (U) and the target (T), and from these regions we can obtain the tumor volume. User interaction in the implementation is required, but is limited to the initialization of the model parameters and the selection of an ''analysis region'' to which the modeling is restricted. The segmentation was developed on three and tested on another four clinical cases to ensure robustness against differences observed in the clinic. It also compared favorably with thresholding at 40% of the maximum intensity and a threshold determination function based on tumor to background image intensities proposed in a recent paper. The parts of the
GGRaSP: A R-package for selecting representative genomes using Gaussian mixture models.
Clarke, Thomas H; Brinkac, Lauren M; Sutton, Granger; Fouts, Derrick E
2018-04-14
The vast number of available sequenced bacterial genomes occasionally exceeds the facilities of comparative genomic methods or is dominated by a single outbreak strain, and thus a diverse and representative subset is required. Generation of the reduced subset currently requires a priori supervised clustering and sequence-only selection of medoid genomic sequences, independent of any additional genome metrics or strain attributes. The GGRaSP R-package described below generates a reduced subset of genomes that prioritizes maintaining genomes of interest to the user as well as minimizing the loss of genetic variation. The package also allows for unsupervised clustering by modeling the genomic relationships using a Gaussian Mixture Model to select an appropriate cluster threshold. We demonstrate the capabilities of GGRaSP by generating a reduced list of 315 genomes from a genomic dataset of 4600 Escherichia coli genomes, prioritizing selection by type strain and by genome completeness. GGRaSP is available at https://github.com/JCVenterInstitute/ggrasp/. tclarke@jcvi.org. Supplementary data are available at the GitHub site.
Monthly streamflow forecasting based on hidden Markov model and Gaussian Mixture Regression
Liu, Yongqi; Ye, Lei; Qin, Hui; Hong, Xiaofeng; Ye, Jiajun; Yin, Xingli
2018-06-01
Reliable streamflow forecasts can be highly valuable for water resources planning and management. In this study, we combined a hidden Markov model (HMM) and Gaussian Mixture Regression (GMR) for probabilistic monthly streamflow forecasting. The HMM is initialized using a kernelized K-medoids clustering method, and the Baum-Welch algorithm is then executed to learn the model parameters. GMR derives a conditional probability distribution for the predictand given covariate information, including the antecedent flow at a local station and two surrounding stations. The performance of HMM-GMR was verified based on the mean square error and continuous ranked probability score skill scores. The reliability of the forecasts was assessed by examining the uniformity of the probability integral transform values. The results show that HMM-GMR obtained reasonably high skill scores and the uncertainty spread was appropriate. Different HMM states were assumed to be different climate conditions, which would lead to different types of observed values. We demonstrated that the HMM-GMR approach can handle multimodal and heteroscedastic data.
Gaussian Process-Mixture Conditional Heteroscedasticity.
Platanios, Emmanouil A; Chatzis, Sotirios P
2014-05-01
Generalized autoregressive conditional heteroscedasticity (GARCH) models have long been considered as one of the most successful families of approaches for volatility modeling in financial return series. In this paper, we propose an alternative approach based on methodologies widely used in the field of statistical machine learning. Specifically, we propose a novel nonparametric Bayesian mixture of Gaussian process regression models, each component of which models the noise variance process that contaminates the observed data as a separate latent Gaussian process driven by the observed data. This way, we essentially obtain a Gaussian process-mixture conditional heteroscedasticity (GPMCH) model for volatility modeling in financial return series. We impose a nonparametric prior with power-law nature over the distribution of the model mixture components, namely the Pitman-Yor process prior, to allow for better capturing modeled data distributions with heavy tails and skewness. Finally, we provide a copula-based approach for obtaining a predictive posterior for the covariances over the asset returns modeled by means of a postulated GPMCH model. We evaluate the efficacy of our approach in a number of benchmark scenarios, and compare its performance to state-of-the-art methodologies.
Damage Detection of Refractory Based on Principle Component Analysis and Gaussian Mixture Model
Directory of Open Access Journals (Sweden)
Changming Liu
2018-01-01
Full Text Available Acoustic emission (AE technique is a common approach to identify the damage of the refractories; however, there is a complex problem since there are as many as fifteen involved parameters, which calls for effective data processing and classification algorithms to reduce the level of complexity. In this paper, experiments involving three-point bending tests of refractories were conducted and AE signals were collected. A new data processing method of merging the similar parameters in the description of the damage and reducing the dimension was developed. By means of the principle component analysis (PCA for dimension reduction, the fifteen related parameters can be reduced to two parameters. The parameters were the linear combinations of the fifteen original parameters and taken as the indexes for damage classification. Based on the proposed approach, the Gaussian mixture model was integrated with the Bayesian information criterion to group the AE signals into two damage categories, which accounted for 99% of all damage. Electronic microscope scanning of the refractories verified the two types of damage.
Hierarchical heuristic search using a Gaussian mixture model for UAV coverage planning.
Lin, Lanny; Goodrich, Michael A
2014-12-01
During unmanned aerial vehicle (UAV) search missions, efficient use of UAV flight time requires flight paths that maximize the probability of finding the desired subject. The probability of detecting the desired subject based on UAV sensor information can vary in different search areas due to environment elements like varying vegetation density or lighting conditions, making it likely that the UAV can only partially detect the subject. This adds another dimension of complexity to the already difficult (NP-Hard) problem of finding an optimal search path. We present a new class of algorithms that account for partial detection in the form of a task difficulty map and produce paths that approximate the payoff of optimal solutions. The algorithms use the mode goodness ratio heuristic that uses a Gaussian mixture model to prioritize search subregions. The algorithms search for effective paths through the parameter space at different levels of resolution. We compare the performance of the new algorithms against two published algorithms (Bourgault's algorithm and LHC-GW-CONV algorithm) in simulated searches with three real search and rescue scenarios, and show that the new algorithms outperform existing algorithms significantly and can yield efficient paths that yield payoffs near the optimal.
Identification of damage in composite structures using Gaussian mixture model-processed Lamb waves
Wang, Qiang; Ma, Shuxian; Yue, Dong
2018-04-01
Composite materials have comprehensively better properties than traditional materials, and therefore have been more and more widely used, especially because of its higher strength-weight ratio. However, the damage of composite structures is usually varied and complicated. In order to ensure the security of these structures, it is necessary to monitor and distinguish the structural damage in a timely manner. Lamb wave-based structural health monitoring (SHM) has been proved to be effective in online structural damage detection and evaluation; furthermore, the characteristic parameters of the multi-mode Lamb wave varies in response to different types of damage in the composite material. This paper studies the damage identification approach for composite structures using the Lamb wave and the Gaussian mixture model (GMM). The algorithm and principle of the GMM, and the parameter estimation, is introduced. Multi-statistical characteristic parameters of the excited Lamb waves are extracted, and the parameter space with reduced dimensions is adopted by principal component analysis (PCA). The damage identification system using the GMM is then established through training. Experiments on a glass fiber-reinforced epoxy composite laminate plate are conducted to verify the feasibility of the proposed approach in terms of damage classification. The experimental results show that different types of damage can be identified according to the value of the likelihood function of the GMM.
Vehicle speed detection based on gaussian mixture model using sequential of images
Setiyono, Budi; Ratna Sulistyaningrum, Dwi; Soetrisno; Fajriyah, Farah; Wahyu Wicaksono, Danang
2017-09-01
Intelligent Transportation System is one of the important components in the development of smart cities. Detection of vehicle speed on the highway is supporting the management of traffic engineering. The purpose of this study is to detect the speed of the moving vehicles using digital image processing. Our approach is as follows: The inputs are a sequence of frames, frame rate (fps) and ROI. The steps are following: First we separate foreground and background using Gaussian Mixture Model (GMM) in each frames. Then in each frame, we calculate the location of object and its centroid. Next we determine the speed by computing the movement of centroid in sequence of frames. In the calculation of speed, we only consider frames when the centroid is inside the predefined region of interest (ROI). Finally we transform the pixel displacement into a time unit of km/hour. Validation of the system is done by comparing the speed calculated manually and obtained by the system. The results of software testing can detect the speed of vehicles with the highest accuracy is 97.52% and the lowest accuracy is 77.41%. And the detection results of testing by using real video footage on the road is included with real speed of the vehicle.
Multi-atlas segmentation for abdominal organs with Gaussian mixture models
Burke, Ryan P.; Xu, Zhoubing; Lee, Christopher P.; Baucom, Rebeccah B.; Poulose, Benjamin K.; Abramson, Richard G.; Landman, Bennett A.
2015-03-01
Abdominal organ segmentation with clinically acquired computed tomography (CT) is drawing increasing interest in the medical imaging community. Gaussian mixture models (GMM) have been extensively used through medical segmentation, most notably in the brain for cerebrospinal fluid / gray matter / white matter differentiation. Because abdominal CT exhibit strong localized intensity characteristics, GMM have recently been incorporated in multi-stage abdominal segmentation algorithms. In the context of variable abdominal anatomy and rich algorithms, it is difficult to assess the marginal contribution of GMM. Herein, we characterize the efficacy of an a posteriori framework that integrates GMM of organ-wise intensity likelihood with spatial priors from multiple target-specific registered labels. In our study, we first manually labeled 100 CT images. Then, we assigned 40 images to use as training data for constructing target-specific spatial priors and intensity likelihoods. The remaining 60 images were evaluated as test targets for segmenting 12 abdominal organs. The overlap between the true and the automatic segmentations was measured by Dice similarity coefficient (DSC). A median improvement of 145% was achieved by integrating the GMM intensity likelihood against the specific spatial prior. The proposed framework opens the opportunities for abdominal organ segmentation by efficiently using both the spatial and appearance information from the atlases, and creates a benchmark for large-scale automatic abdominal segmentation.
Speech Enhancement Using Gaussian Mixture Models, Explicit Bayesian Estimation and Wiener Filtering
Directory of Open Access Journals (Sweden)
M. H. Savoji
2014-09-01
Full Text Available Gaussian Mixture Models (GMMs of power spectral densities of speech and noise are used with explicit Bayesian estimations in Wiener filtering of noisy speech. No assumption is made on the nature or stationarity of the noise. No voice activity detection (VAD or any other means is employed to estimate the input SNR. The GMM mean vectors are used to form sets of over-determined system of equations whose solutions lead to the first estimates of speech and noise power spectra. The noise source is also identified and the input SNR estimated in this first step. These first estimates are then refined using approximate but explicit MMSE and MAP estimation formulations. The refined estimates are then used in a Wiener filter to reduce noise and enhance the noisy speech. The proposed schemes show good results. Nevertheless, it is shown that the MAP explicit solution, introduced here for the first time, reduces the computation time to less than one third with a slight higher improvement in SNR and PESQ score and also less distortion in comparison to the MMSE solution.
Flexible Mixture-Amount Models for Business and Industry Using Gaussian Processes
A. Ruseckaite (Aiste); D. Fok (Dennis); P.P. Goos (Peter)
2016-01-01
markdownabstractMany products and services can be described as mixtures of ingredients whose proportions sum to one. Specialized models have been developed for linking the mixture proportions to outcome variables, such as preference, quality and liking. In many scenarios, only the mixture
Precision Measurements of the Cluster Red Sequence using an Error Corrected Gaussian Mixture Model
Energy Technology Data Exchange (ETDEWEB)
Hao, Jiangang; /Fermilab /Michigan U.; Koester, Benjamin P.; /Chicago U.; Mckay, Timothy A.; /Michigan U.; Rykoff, Eli S.; /UC, Santa Barbara; Rozo, Eduardo; /Ohio State U.; Evrard, August; /Michigan U.; Annis, James; /Fermilab; Becker, Matthew; /Chicago U.; Busha, Michael; /KIPAC, Menlo Park /SLAC; Gerdes, David; /Michigan U.; Johnston, David E.; /Northwestern U. /Brookhaven
2009-07-01
The red sequence is an important feature of galaxy clusters and plays a crucial role in optical cluster detection. Measurement of the slope and scatter of the red sequence are affected both by selection of red sequence galaxies and measurement errors. In this paper, we describe a new error corrected Gaussian Mixture Model for red sequence galaxy identification. Using this technique, we can remove the effects of measurement error and extract unbiased information about the intrinsic properties of the red sequence. We use this method to select red sequence galaxies in each of the 13,823 clusters in the maxBCG catalog, and measure the red sequence ridgeline location and scatter of each. These measurements provide precise constraints on the variation of the average red galaxy populations in the observed frame with redshift. We find that the scatter of the red sequence ridgeline increases mildly with redshift, and that the slope decreases with redshift. We also observe that the slope does not strongly depend on cluster richness. Using similar methods, we show that this behavior is mirrored in a spectroscopic sample of field galaxies, further emphasizing that ridgeline properties are independent of environment. These precise measurements serve as an important observational check on simulations and mock galaxy catalogs. The observed trends in the slope and scatter of the red sequence ridgeline with redshift are clues to possible intrinsic evolution of the cluster red-sequence itself. Most importantly, the methods presented in this work lay the groundwork for further improvements in optically-based cluster cosmology.
PRECISION MEASUREMENTS OF THE CLUSTER RED SEQUENCE USING AN ERROR-CORRECTED GAUSSIAN MIXTURE MODEL
International Nuclear Information System (INIS)
Hao Jiangang; Annis, James; Koester, Benjamin P.; Mckay, Timothy A.; Evrard, August; Gerdes, David; Rykoff, Eli S.; Rozo, Eduardo; Becker, Matthew; Busha, Michael; Wechsler, Risa H.; Johnston, David E.; Sheldon, Erin
2009-01-01
The red sequence is an important feature of galaxy clusters and plays a crucial role in optical cluster detection. Measurement of the slope and scatter of the red sequence are affected both by selection of red sequence galaxies and measurement errors. In this paper, we describe a new error-corrected Gaussian Mixture Model for red sequence galaxy identification. Using this technique, we can remove the effects of measurement error and extract unbiased information about the intrinsic properties of the red sequence. We use this method to select red sequence galaxies in each of the 13,823 clusters in the maxBCG catalog, and measure the red sequence ridgeline location and scatter of each. These measurements provide precise constraints on the variation of the average red galaxy populations in the observed frame with redshift. We find that the scatter of the red sequence ridgeline increases mildly with redshift, and that the slope decreases with redshift. We also observe that the slope does not strongly depend on cluster richness. Using similar methods, we show that this behavior is mirrored in a spectroscopic sample of field galaxies, further emphasizing that ridgeline properties are independent of environment. These precise measurements serve as an important observational check on simulations and mock galaxy catalogs. The observed trends in the slope and scatter of the red sequence ridgeline with redshift are clues to possible intrinsic evolution of the cluster red sequence itself. Most importantly, the methods presented in this work lay the groundwork for further improvements in optically based cluster cosmology.
Avendaño-Valencia, Luis David; Fassois, Spilios D.
2017-12-01
The problem of vibration-based damage diagnosis in structures characterized by time-dependent dynamics under significant environmental and/or operational uncertainty is considered. A stochastic framework consisting of a Gaussian Mixture Random Coefficient model of the uncertain time-dependent dynamics under each structural health state, proper estimation methods, and Bayesian or minimum distance type decision making, is postulated. The Random Coefficient (RC) time-dependent stochastic model with coefficients following a multivariate Gaussian Mixture Model (GMM) allows for significant flexibility in uncertainty representation. Certain of the model parameters are estimated via a simple procedure which is founded on the related Multiple Model (MM) concept, while the GMM weights are explicitly estimated for optimizing damage diagnostic performance. The postulated framework is demonstrated via damage detection in a simple simulated model of a quarter-car active suspension with time-dependent dynamics and considerable uncertainty on the payload. Comparisons with a simpler Gaussian RC model based method are also presented, with the postulated framework shown to be capable of offering considerable improvement in diagnostic performance.
Almeida, Javier; Velasco, Nelson; Alvarez, Charlens; Romero, Eduardo
2017-11-01
Autism Spectrum Disorder (ASD) is a complex neurological condition characterized by a triad of signs: stereotyped behaviors, verbal and non-verbal communication problems. The scientific community has been interested on quantifying anatomical brain alterations of this disorder. Several studies have focused on measuring brain cortical and sub-cortical volumes. This article presents a fully automatic method which finds out differences among patients diagnosed with autism and control patients. After the usual pre-processing, a template (MNI152) is registered to an evaluated brain which becomes then a set of regions. Each of these regions is the represented by the normalized histogram of intensities which is approximated by mixture of Gaussian (GMM). The gray and white matter are separated to calculate the mean and standard deviation of each Gaussian. These features are then used to train, region per region, a binary SVM classifier. The method was evaluated in an adult population aged from 18 to 35 years, from the public database Autism Brain Imaging Data Exchange (ABIDE). Highest discrimination values were found for the Right Middle Temporal Gyrus, with an Area Under the Curve (AUC) of the Receiver Operating Characteristic (ROC) the curve of 0.72.
Heggeseth, Brianna C; Jewell, Nicholas P
2013-07-20
Multivariate Gaussian mixtures are a class of models that provide a flexible parametric approach for the representation of heterogeneous multivariate outcomes. When the outcome is a vector of repeated measurements taken on the same subject, there is often inherent dependence between observations. However, a common covariance assumption is conditional independence-that is, given the mixture component label, the outcomes for subjects are independent. In this paper, we study, through asymptotic bias calculations and simulation, the impact of covariance misspecification in multivariate Gaussian mixtures. Although maximum likelihood estimators of regression and mixing probability parameters are not consistent under misspecification, they have little asymptotic bias when mixture components are well separated or if the assumed correlation is close to the truth even when the covariance is misspecified. We also present a robust standard error estimator and show that it outperforms conventional estimators in simulations and can indicate that the model is misspecified. Body mass index data from a national longitudinal study are used to demonstrate the effects of misspecification on potential inferences made in practice. Copyright © 2013 John Wiley & Sons, Ltd.
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Holoien, Thomas W.-S.; /Ohio State U., Dept. Astron. /Ohio State U., CCAPP /KIPAC, Menlo Park /SLAC; Marshall, Philip J.; Wechsler, Risa H.; /KIPAC, Menlo Park /SLAC
2017-05-11
We describe two new open-source tools written in Python for performing extreme deconvolution Gaussian mixture modeling (XDGMM) and using a conditioned model to re-sample observed supernova and host galaxy populations. XDGMM is new program that uses Gaussian mixtures to perform density estimation of noisy data using extreme deconvolution (XD) algorithms. Additionally, it has functionality not available in other XD tools. It allows the user to select between the AstroML and Bovy et al. fitting methods and is compatible with scikit-learn machine learning algorithms. Most crucially, it allows the user to condition a model based on the known values of a subset of parameters. This gives the user the ability to produce a tool that can predict unknown parameters based on a model that is conditioned on known values of other parameters. EmpiriciSN is an exemplary application of this functionality, which can be used to fit an XDGMM model to observed supernova/host data sets and predict likely supernova parameters using a model conditioned on observed host properties. It is primarily intended to simulate realistic supernovae for LSST data simulations based on empirical galaxy properties.
Holoien, Thomas W.-S.; Marshall, Philip J.; Wechsler, Risa H.
2017-06-01
We describe two new open-source tools written in Python for performing extreme deconvolution Gaussian mixture modeling (XDGMM) and using a conditioned model to re-sample observed supernova and host galaxy populations. XDGMM is new program that uses Gaussian mixtures to perform density estimation of noisy data using extreme deconvolution (XD) algorithms. Additionally, it has functionality not available in other XD tools. It allows the user to select between the AstroML and Bovy et al. fitting methods and is compatible with scikit-learn machine learning algorithms. Most crucially, it allows the user to condition a model based on the known values of a subset of parameters. This gives the user the ability to produce a tool that can predict unknown parameters based on a model that is conditioned on known values of other parameters. EmpiriciSN is an exemplary application of this functionality, which can be used to fit an XDGMM model to observed supernova/host data sets and predict likely supernova parameters using a model conditioned on observed host properties. It is primarily intended to simulate realistic supernovae for LSST data simulations based on empirical galaxy properties.
Del Pozzo, W.; Berry, C. P. L.; Ghosh, A.; Haines, T. S. F.; Singer, L. P.; Vecchio, A.
2018-06-01
We reconstruct posterior distributions for the position (sky area and distance) of a simulated set of binary neutron-star gravitational-waves signals observed with Advanced LIGO and Advanced Virgo. We use a Dirichlet Process Gaussian-mixture model, a fully Bayesian non-parametric method that can be used to estimate probability density functions with a flexible set of assumptions. The ability to reliably reconstruct the source position is important for multimessenger astronomy, as recently demonstrated with GW170817. We show that for detector networks comparable to the early operation of Advanced LIGO and Advanced Virgo, typical localization volumes are ˜104-105 Mpc3 corresponding to ˜102-103 potential host galaxies. The localization volume is a strong function of the network signal-to-noise ratio, scaling roughly ∝ϱnet-6. Fractional localizations improve with the addition of further detectors to the network. Our Dirichlet Process Gaussian-mixture model can be adopted for localizing events detected during future gravitational-wave observing runs, and used to facilitate prompt multimessenger follow-up.
Iterative Mixture Component Pruning Algorithm for Gaussian Mixture PHD Filter
Directory of Open Access Journals (Sweden)
Xiaoxi Yan
2014-01-01
Full Text Available As far as the increasing number of mixture components in the Gaussian mixture PHD filter is concerned, an iterative mixture component pruning algorithm is proposed. The pruning algorithm is based on maximizing the posterior probability density of the mixture weights. The entropy distribution of the mixture weights is adopted as the prior distribution of mixture component parameters. The iterative update formulations of the mixture weights are derived by Lagrange multiplier and Lambert W function. Mixture components, whose weights become negative during iterative procedure, are pruned by setting corresponding mixture weights to zeros. In addition, multiple mixture components with similar parameters describing the same PHD peak can be merged into one mixture component in the algorithm. Simulation results show that the proposed iterative mixture component pruning algorithm is superior to the typical pruning algorithm based on thresholds.
Directory of Open Access Journals (Sweden)
Li Yao
2014-01-01
Full Text Available Modeling background and segmenting moving objects are significant techniques for computer vision applications. Mixture-of-Gaussians (MoG background model is commonly used in foreground extraction in video steam. However considering the case that the objects enter the scenery and stay for a while, the foreground extraction would fail as the objects stay still and gradually merge into the background. In this paper, we adopt a blob tracking method to cope with this situation. To construct the MoG model more quickly, we add frame difference method to the foreground extracted from MoG for very crowded situations. What is more, a new shadow removal method based on RGB color space is proposed.
Rings, J.; Vrugt, J.A.; Schoups, G.; Huisman, J.A.; Vereecken, H.
2012-01-01
Bayesian model averaging (BMA) is a standard method for combining predictive distributions from different models. In recent years, this method has enjoyed widespread application and use in many fields of study to improve the spread-skill relationship of forecast ensembles. The BMA predictive
FPGA Implementation of Gaussian Mixture Model Algorithm for 47 fps Segmentation of 1080p Video
Directory of Open Access Journals (Sweden)
Mariangela Genovese
2013-01-01
Full Text Available Circuits and systems able to process high quality video in real time are fundamental in nowadays imaging systems. The circuit proposed in the paper, aimed at the robust identification of the background in video streams, implements the improved formulation of the Gaussian Mixture Model (GMM algorithm that is included in the OpenCV library. An innovative, hardware oriented, formulation of the GMM equations, the use of truncated binary multipliers, and ROM compression techniques allow reduced hardware complexity and increased processing capability. The proposed circuit has been designed having commercial FPGA devices as target and provides speed and logic resources occupation that overcome previously proposed implementations. The circuit, when implemented on Virtex6 or StratixIV, processes more than 45 frame per second in 1080p format and uses few percent of FPGA logic resources.
Li, Zheng; Jiang, Yi-han; Duan, Lian; Zhu, Chao-zhe
2017-08-01
Objective. Functional near infra-red spectroscopy (fNIRS) is a promising brain imaging technology for brain-computer interfaces (BCI). Future clinical uses of fNIRS will likely require operation over long time spans, during which neural activation patterns may change. However, current decoders for fNIRS signals are not designed to handle changing activation patterns. The objective of this study is to test via simulations a new adaptive decoder for fNIRS signals, the Gaussian mixture model adaptive classifier (GMMAC). Approach. GMMAC can simultaneously classify and track activation pattern changes without the need for ground-truth labels. This adaptive classifier uses computationally efficient variational Bayesian inference to label new data points and update mixture model parameters, using the previous model parameters as priors. We test GMMAC in simulations in which neural activation patterns change over time and compare to static decoders and unsupervised adaptive linear discriminant analysis classifiers. Main results. Our simulation experiments show GMMAC can accurately decode under time-varying activation patterns: shifts of activation region, expansions of activation region, and combined contractions and shifts of activation region. Furthermore, the experiments show the proposed method can track the changing shape of the activation region. Compared to prior work, GMMAC performed significantly better than the other unsupervised adaptive classifiers on a difficult activation pattern change simulation: 99% versus brain-computer interfaces, including neurofeedback training systems, where operation over long time spans is required.
Schellenberg, Graham; Stortz, Greg; Goertzen, Andrew L
2016-02-07
A typical positron emission tomography detector is comprised of a scintillator crystal array coupled to a photodetector array or other position sensitive detector. Such detectors using light sharing to read out crystal elements require the creation of a crystal lookup table (CLUT) that maps the detector response to the crystal of interaction based on the x-y position of the event calculated through Anger-type logic. It is vital for system performance that these CLUTs be accurate so that the location of events can be accurately identified and so that crystal-specific corrections, such as energy windowing or time alignment, can be applied. While using manual segmentation of the flood image to create the CLUT is a simple and reliable approach, it is both tedious and time consuming for systems with large numbers of crystal elements. In this work we describe the development of an automated algorithm for CLUT generation that uses a Gaussian mixture model paired with thin plate splines (TPS) to iteratively fit a crystal layout template that includes the crystal numbering pattern. Starting from a region of stability, Gaussians are individually fit to data corresponding to crystal locations while simultaneously updating a TPS for predicting future Gaussian locations at the edge of a region of interest that grows as individual Gaussians converge to crystal locations. The algorithm was tested with flood image data collected from 16 detector modules, each consisting of a 409 crystal dual-layer offset LYSO crystal array readout by a 32 pixel SiPM array. For these detector flood images, depending on user defined input parameters, the algorithm runtime ranged between 17.5-82.5 s per detector on a single core of an Intel i7 processor. The method maintained an accuracy above 99.8% across all tests, with the majority of errors being localized to error prone corner regions. This method can be easily extended for use with other detector types through adjustment of the initial
International Nuclear Information System (INIS)
Schellenberg, Graham; Goertzen, Andrew L; Stortz, Greg
2016-01-01
A typical positron emission tomography detector is comprised of a scintillator crystal array coupled to a photodetector array or other position sensitive detector. Such detectors using light sharing to read out crystal elements require the creation of a crystal lookup table (CLUT) that maps the detector response to the crystal of interaction based on the x–y position of the event calculated through Anger-type logic. It is vital for system performance that these CLUTs be accurate so that the location of events can be accurately identified and so that crystal-specific corrections, such as energy windowing or time alignment, can be applied. While using manual segmentation of the flood image to create the CLUT is a simple and reliable approach, it is both tedious and time consuming for systems with large numbers of crystal elements. In this work we describe the development of an automated algorithm for CLUT generation that uses a Gaussian mixture model paired with thin plate splines (TPS) to iteratively fit a crystal layout template that includes the crystal numbering pattern. Starting from a region of stability, Gaussians are individually fit to data corresponding to crystal locations while simultaneously updating a TPS for predicting future Gaussian locations at the edge of a region of interest that grows as individual Gaussians converge to crystal locations. The algorithm was tested with flood image data collected from 16 detector modules, each consisting of a 409 crystal dual-layer offset LYSO crystal array readout by a 32 pixel SiPM array. For these detector flood images, depending on user defined input parameters, the algorithm runtime ranged between 17.5–82.5 s per detector on a single core of an Intel i7 processor. The method maintained an accuracy above 99.8% across all tests, with the majority of errors being localized to error prone corner regions. This method can be easily extended for use with other detector types through adjustment of the initial
Schellenberg, Graham; Stortz, Greg; Goertzen, Andrew L.
2016-02-01
A typical positron emission tomography detector is comprised of a scintillator crystal array coupled to a photodetector array or other position sensitive detector. Such detectors using light sharing to read out crystal elements require the creation of a crystal lookup table (CLUT) that maps the detector response to the crystal of interaction based on the x-y position of the event calculated through Anger-type logic. It is vital for system performance that these CLUTs be accurate so that the location of events can be accurately identified and so that crystal-specific corrections, such as energy windowing or time alignment, can be applied. While using manual segmentation of the flood image to create the CLUT is a simple and reliable approach, it is both tedious and time consuming for systems with large numbers of crystal elements. In this work we describe the development of an automated algorithm for CLUT generation that uses a Gaussian mixture model paired with thin plate splines (TPS) to iteratively fit a crystal layout template that includes the crystal numbering pattern. Starting from a region of stability, Gaussians are individually fit to data corresponding to crystal locations while simultaneously updating a TPS for predicting future Gaussian locations at the edge of a region of interest that grows as individual Gaussians converge to crystal locations. The algorithm was tested with flood image data collected from 16 detector modules, each consisting of a 409 crystal dual-layer offset LYSO crystal array readout by a 32 pixel SiPM array. For these detector flood images, depending on user defined input parameters, the algorithm runtime ranged between 17.5-82.5 s per detector on a single core of an Intel i7 processor. The method maintained an accuracy above 99.8% across all tests, with the majority of errors being localized to error prone corner regions. This method can be easily extended for use with other detector types through adjustment of the initial
Qiu, Lei; Yuan, Shenfang; Mei, Hanfei; Fang, Fang
2016-01-01
Structural Health Monitoring (SHM) technology is considered to be a key technology to reduce the maintenance cost and meanwhile ensure the operational safety of aircraft structures. It has gradually developed from theoretic and fundamental research to real-world engineering applications in recent decades. The problem of reliable damage monitoring under time-varying conditions is a main issue for the aerospace engineering applications of SHM technology. Among the existing SHM methods, Guided Wave (GW) and piezoelectric sensor-based SHM technique is a promising method due to its high damage sensitivity and long monitoring range. Nevertheless the reliability problem should be addressed. Several methods including environmental parameter compensation, baseline signal dependency reduction and data normalization, have been well studied but limitations remain. This paper proposes a damage propagation monitoring method based on an improved Gaussian Mixture Model (GMM). It can be used on-line without any structural mechanical model and a priori knowledge of damage and time-varying conditions. With this method, a baseline GMM is constructed first based on the GW features obtained under time-varying conditions when the structure under monitoring is in the healthy state. When a new GW feature is obtained during the on-line damage monitoring process, the GMM can be updated by an adaptive migration mechanism including dynamic learning and Gaussian components split-merge. The mixture probability distribution structure of the GMM and the number of Gaussian components can be optimized adaptively. Then an on-line GMM can be obtained. Finally, a best match based Kullback-Leibler (KL) divergence is studied to measure the migration degree between the baseline GMM and the on-line GMM to reveal the weak cumulative changes of the damage propagation mixed in the time-varying influence. A wing spar of an aircraft is used to validate the proposed method. The results indicate that the crack
Modification of Gaussian mixture models for data classification in high energy physics
Štěpánek, Michal; Franc, Jiří; Kůs, Václav
2015-01-01
In high energy physics, we deal with demanding task of signal separation from background. The Model Based Clustering method involves the estimation of distribution mixture parameters via the Expectation-Maximization algorithm in the training phase and application of Bayes' rule in the testing phase. Modifications of the algorithm such as weighting, missing data processing, and overtraining avoidance will be discussed. Due to the strong dependence of the algorithm on initialization, genetic optimization techniques such as mutation, elitism, parasitism, and the rank selection of individuals will be mentioned. Data pre-processing plays a significant role for the subsequent combination of final discriminants in order to improve signal separation efficiency. Moreover, the results of the top quark separation from the Tevatron collider will be compared with those of standard multivariate techniques in high energy physics. Results from this study has been used in the measurement of the inclusive top pair production cross section employing DØ Tevatron full Runll data (9.7 fb-1).
Mazoyer, Bernard; Zago, Laure; Jobard, Gaël; Crivello, Fabrice; Joliot, Marc; Perchey, Guy; Mellet, Emmanuel; Petit, Laurent; Tzourio-Mazoyer, Nathalie
2014-01-01
Hemispheric lateralization for language production and its relationships with manual preference and manual preference strength were studied in a sample of 297 subjects, including 153 left-handers (LH). A hemispheric functional lateralization index (HFLI) for language was derived from fMRI acquired during a covert sentence generation task as compared with a covert word list recitation. The multimodal HFLI distribution was optimally modeled using a mixture of 3 and 4 Gaussian functions in right-handers (RH) and LH, respectively. Gaussian function parameters helped to define 3 types of language hemispheric lateralization, namely "Typical" (left hemisphere dominance with clear positive HFLI values, 88% of RH, 78% of LH), "Ambilateral" (no dominant hemisphere with HFLI values close to 0, 12% of RH, 15% of LH) and "Strongly-atypical" (right-hemisphere dominance with clear negative HFLI values, 7% of LH). Concordance between dominant hemispheres for hand and for language did not exceed chance level, and most of the association between handedness and language lateralization was explained by the fact that all Strongly-atypical individuals were left-handed. Similarly, most of the relationship between language lateralization and manual preference strength was explained by the fact that Strongly-atypical individuals exhibited a strong preference for their left hand. These results indicate that concordance of hemispheric dominance for hand and for language occurs barely above the chance level, except in a group of rare individuals (less than 1% in the general population) who exhibit strong right hemisphere dominance for both language and their preferred hand. They call for a revisit of models hypothesizing common determinants for handedness and for language dominance.
Directory of Open Access Journals (Sweden)
Bernard Mazoyer
Full Text Available Hemispheric lateralization for language production and its relationships with manual preference and manual preference strength were studied in a sample of 297 subjects, including 153 left-handers (LH. A hemispheric functional lateralization index (HFLI for language was derived from fMRI acquired during a covert sentence generation task as compared with a covert word list recitation. The multimodal HFLI distribution was optimally modeled using a mixture of 3 and 4 Gaussian functions in right-handers (RH and LH, respectively. Gaussian function parameters helped to define 3 types of language hemispheric lateralization, namely "Typical" (left hemisphere dominance with clear positive HFLI values, 88% of RH, 78% of LH, "Ambilateral" (no dominant hemisphere with HFLI values close to 0, 12% of RH, 15% of LH and "Strongly-atypical" (right-hemisphere dominance with clear negative HFLI values, 7% of LH. Concordance between dominant hemispheres for hand and for language did not exceed chance level, and most of the association between handedness and language lateralization was explained by the fact that all Strongly-atypical individuals were left-handed. Similarly, most of the relationship between language lateralization and manual preference strength was explained by the fact that Strongly-atypical individuals exhibited a strong preference for their left hand. These results indicate that concordance of hemispheric dominance for hand and for language occurs barely above the chance level, except in a group of rare individuals (less than 1% in the general population who exhibit strong right hemisphere dominance for both language and their preferred hand. They call for a revisit of models hypothesizing common determinants for handedness and for language dominance.
International Nuclear Information System (INIS)
Tabuchi, Motohiro; Yamane, Nobumoto; Morikawa, Yoshitaka
2008-01-01
In recent decades, X-ray CT imaging has become more important as a result of its high-resolution performance. However, it is well known that the X-ray dose is insufficient in the techniques that use low-dose imaging in health screening or thin-slice imaging in work-up. Therefore, the degradation of CT images caused by the streak artifact frequently becomes problematic. In this study, we applied a Wiener filter (WF) using the universal Gaussian mixture distribution model (UNI-GMM) as a statistical model to remove streak artifact. In designing the WF, it is necessary to estimate the statistical model and the precise co-variances of the original image. In the proposed method, we obtained a variety of chest X-ray CT images using a phantom simulating a chest organ, and we estimated the statistical information using the images for training. The results of simulation showed that it is possible to fit the UNI-GMM to the chest X-ray CT images and reduce the specific noise. (author)
Genovese, Mariangela; Napoli, Ettore
2013-05-01
The identification of moving objects is a fundamental step in computer vision processing chains. The development of low cost and lightweight smart cameras steadily increases the request of efficient and high performance circuits able to process high definition video in real time. The paper proposes two processor cores aimed to perform the real time background identification on High Definition (HD, 1920 1080 pixel) video streams. The implemented algorithm is the OpenCV version of the Gaussian Mixture Model (GMM), an high performance probabilistic algorithm for the segmentation of the background that is however computationally intensive and impossible to implement on general purpose CPU with the constraint of real time processing. In the proposed paper, the equations of the OpenCV GMM algorithm are optimized in such a way that a lightweight and low power implementation of the algorithm is obtained. The reported performances are also the result of the use of state of the art truncated binary multipliers and ROM compression techniques for the implementation of the non-linear functions. The first circuit has commercial FPGA devices as a target and provides speed and logic resource occupation that overcome previously proposed implementations. The second circuit is oriented to an ASIC (UMC-90nm) standard cell implementation. Both implementations are able to process more than 60 frames per second in 1080p format, a frame rate compatible with HD television.
Jin, S.; Tamura, M.; Susaki, J.
2014-09-01
Leaf area index (LAI) is one of the most important structural parameters of forestry studies which manifests the ability of the green vegetation interacted with the solar illumination. Classic understanding about LAI is to consider the green canopy as integration of horizontal leaf layers. Since multi-angle remote sensing technique developed, LAI obliged to be deliberated according to the observation geometry. Effective LAI could formulate the leaf-light interaction virtually and precisely. To retrieve the LAI/effective LAI from remotely sensed data therefore becomes a challenge during the past decades. Laser scanning technique can provide accurate surface echoed coordinates with densely scanned intervals. To utilize the density based statistical algorithm for analyzing the voluminous amount of the 3-D points data is one of the subjects of the laser scanning applications. Computational geometry also provides some mature applications for point cloud data (PCD) processing and analysing. In this paper, authors investigated the feasibility of a new application for retrieving the effective LAI of an isolated broad leaf tree. Simplified curvature was calculated for each point in order to remove those non-photosynthetic tissues. Then PCD were discretized into voxel, and clustered by using Gaussian mixture model. Subsequently the area of each cluster was calculated by employing the computational geometry applications. In order to validate our application, we chose an indoor plant to estimate the leaf area, the correlation coefficient between calculation and measurement was 98.28 %. We finally calculated the effective LAI of the tree with 6 × 6 assumed observation directions.
Li, Rui; Perneczky, Robert; Drzezga, Alexander; Kramer, Stefan; Initiative, for the Alzheimer's Disease Neuroimaging
2015-01-01
We present a method to discover interesting brain regions in [18F] fluorodeoxyglucose positron emission tomography (PET) scans, showing also the benefits when PET scans are in combined use with non-imaging variables. The discriminative brain regions facilitate a better understanding of Alzheimer's disease (AD) progression, and they can also be used for predicting conversion from mild cognitive impairment (MCI) to AD. A survival analysis(Cox regression) and infinite Gaussian mixture model (IGM...
Fujitani, Youhei
2017-11-01
Suppose a spherical colloidal particle surrounded by a near-critical binary fluid mixture in the homogeneous phase. The particle surface usually preferentially attracts one component of the mixture, and the resultant concentration gradient, which causes the osmotic pressure, becomes significant in the ambient near-criticality. The concentration profile is deformed by the particle motion, and can generate a nonzero force exerted on the moving particle. This link was previously shown to slightly suppress the positional equal-time correlation of a particle trapped by a harmonic potential. This previous study presupposed a small fluctuation amplitude of a particle much larger than the correlation length, a weak preferential attraction, and the Gaussian model for the free-energy functional of the mixture. In the present study, we calculate the equal-time correlation without assuming the weak preferential attraction and show that the suppression becomes much more distinct in some range of the trap stiffness because of the increased induced mass. This suggests the possible experimental usage of a trapped particle as a probe for local environments of a near-critical binary fluid mixture.
Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels
DEFF Research Database (Denmark)
Khorunzhina, Natalia; Richard, Jean-Francois
The objective of the paper is that of constructing finite Gaussian mixture approximations to analytically intractable density kernels. The proposed method is adaptive in that terms are added one at the time and the mixture is fully re-optimized at each step using a distance measure that approxima...
DEFF Research Database (Denmark)
Bak, N.; Ebdrup, B.H.; Oranje, B
2017-01-01
Deficits in information processing and cognition are among the most robust findings in schizophrenia patients. Previous efforts to translate group-level deficits into clinically relevant and individualized information have, however, been non-successful, which is possibly explained by biologically...... and sixty-five healthy controls underwent extensive electrophysiological and neurocognitive test batteries. Patients were assessed on the Positive and Negative Syndrome Scale (PANSS) before and after 6 weeks of monotherapy with the relatively selective D2 receptor antagonist, amisulpride (280.3±159 mg per...... day). A reduced principal component space based on 19 electrophysiological variables and 26 cognitive variables was used as input for a Gaussian mixture model to identify subgroups of patients. With support vector machines, we explored the relation between PANSS subscores and the identified subgroups...
Gaussian mixture clustering and imputation of microarray data.
Ouyang, Ming; Welsh, William J; Georgopoulos, Panos
2004-04-12
In microarray experiments, missing entries arise from blemishes on the chips. In large-scale studies, virtually every chip contains some missing entries and more than 90% of the genes are affected. Many analysis methods require a full set of data. Either those genes with missing entries are excluded, or the missing entries are filled with estimates prior to the analyses. This study compares methods of missing value estimation. Two evaluation metrics of imputation accuracy are employed. First, the root mean squared error measures the difference between the true values and the imputed values. Second, the number of mis-clustered genes measures the difference between clustering with true values and that with imputed values; it examines the bias introduced by imputation to clustering. The Gaussian mixture clustering with model averaging imputation is superior to all other imputation methods, according to both evaluation metrics, on both time-series (correlated) and non-time series (uncorrelated) data sets.
Estimation of Fuzzy Measures Using Covariance Matrices in Gaussian Mixtures
Directory of Open Access Journals (Sweden)
Nishchal K. Verma
2012-01-01
Full Text Available This paper presents a novel computational approach for estimating fuzzy measures directly from Gaussian mixtures model (GMM. The mixture components of GMM provide the membership functions for the input-output fuzzy sets. By treating consequent part as a function of fuzzy measures, we derived its coefficients from the covariance matrices found directly from GMM and the defuzzified output constructed from both the premise and consequent parts of the nonadditive fuzzy rules that takes the form of Choquet integral. The computational burden involved with the solution of λ-measure is minimized using Q-measure. The fuzzy model whose fuzzy measures were computed using covariance matrices found in GMM has been successfully applied on two benchmark problems and one real-time electric load data of Indian utility. The performance of the resulting model for many experimental studies including the above-mentioned application is found to be better and comparable to recent available fuzzy models. The main contribution of this paper is the estimation of fuzzy measures efficiently and directly from covariance matrices found in GMM, avoiding the computational burden greatly while learning them iteratively and solving polynomial equations of order of the number of input-output variables.
Efficient Kernel-Based Ensemble Gaussian Mixture Filtering
Liu, Bo
2015-11-11
We consider the Bayesian filtering problem for data assimilation following the kernel-based ensemble Gaussian-mixture filtering (EnGMF) approach introduced by Anderson and Anderson (1999). In this approach, the posterior distribution of the system state is propagated with the model using the ensemble Monte Carlo method, providing a forecast ensemble that is then used to construct a prior Gaussian-mixture (GM) based on the kernel density estimator. This results in two update steps: a Kalman filter (KF)-like update of the ensemble members and a particle filter (PF)-like update of the weights, followed by a resampling step to start a new forecast cycle. After formulating EnGMF for any observational operator, we analyze the influence of the bandwidth parameter of the kernel function on the covariance of the posterior distribution. We then focus on two aspects: i) the efficient implementation of EnGMF with (relatively) small ensembles, where we propose a new deterministic resampling strategy preserving the first two moments of the posterior GM to limit the sampling error; and ii) the analysis of the effect of the bandwidth parameter on contributions of KF and PF updates and on the weights variance. Numerical results using the Lorenz-96 model are presented to assess the behavior of EnGMF with deterministic resampling, study its sensitivity to different parameters and settings, and evaluate its performance against ensemble KFs. The proposed EnGMF approach with deterministic resampling suggests improved estimates in all tested scenarios, and is shown to require less localization and to be less sensitive to the choice of filtering parameters.
Detection Performance of Signals in Dependent Noise From a Gaussian Mixture Uncertainty Class
National Research Council Canada - National Science Library
Gerlach, K
1998-01-01
... (correlated) multivariate noise from a Gaussian mixture uncertainty class. This uncertainty class is defined using upper and lower bounding functions on the univariate Gaussian mixing distribution function...
Skakun, Sergii; Franch, Belen; Vermote, Eric; Roger, Jean-Claude; Becker-Reshef, Inbal; Justice, Christopher; Kussul, Nataliia
2017-01-01
Knowledge on geographical location and distribution of crops at global, national and regional scales is an extremely valuable source of information applications. Traditional approaches to crop mapping using remote sensing data rely heavily on reference or ground truth data in order to train/calibrate classification models. As a rule, such models are only applicable to a single vegetation season and should be recalibrated to be applicable for other seasons. This paper addresses the problem of early season large-area winter crop mapping using Moderate Resolution Imaging Spectroradiometer (MODIS) derived Normalized Difference Vegetation Index (NDVI) time-series and growing degree days (GDD) information derived from the Modern-Era Retrospective analysis for Research and Applications (MERRA-2) product. The model is based on the assumption that winter crops have developed biomass during early spring while other crops (spring and summer) have no biomass. As winter crop development is temporally and spatially non-uniform due to the presence of different agro-climatic zones, we use GDD to account for such discrepancies. A Gaussian mixture model (GMM) is applied to discriminate winter crops from other crops (spring and summer). The proposed method has the following advantages: low input data requirements, robustness, applicability to global scale application and can provide winter crop maps 1.5-2 months before harvest. The model is applied to two study regions, the State of Kansas in the US and Ukraine, and for multiple seasons (2001-2014). Validation using the US Department of Agriculture (USDA) Crop Data Layer (CDL) for Kansas and ground measurements for Ukraine shows that accuracies of greater than 90% can be achieved in mapping winter crops 1.5-2 months before harvest. Results also show good correspondence to official statistics with average coefficients of determination R(exp. 2) greater than 0.85.
International Nuclear Information System (INIS)
Wang, Li; Gac, Nicolas; Mohammad-Djafari, Ali
2015-01-01
In order to improve quality of 3D X-ray tomography reconstruction for Non Destructive Testing (NDT), we investigate in this paper hierarchical Bayesian methods. In NDT, useful prior information on the volume like the limited number of materials or the presence of homogeneous area can be included in the iterative reconstruction algorithms. In hierarchical Bayesian methods, not only the volume is estimated thanks to the prior model of the volume but also the hyper parameters of this prior. This additional complexity in the reconstruction methods when applied to large volumes (from 512 3 to 8192 3 voxels) results in an increasing computational cost. To reduce it, the hierarchical Bayesian methods investigated in this paper lead to an algorithm acceleration by Variational Bayesian Approximation (VBA) [1] and hardware acceleration thanks to projection and back-projection operators paralleled on many core processors like GPU [2]. In this paper, we will consider a Student-t prior on the gradient of the image implemented in a hierarchical way [3, 4, 1]. Operators H (forward or projection) and H t (adjoint or back-projection) implanted in multi-GPU [2] have been used in this study. Different methods will be evalued on synthetic volume 'Shepp and Logan' in terms of quality and time of reconstruction. We used several simple regularizations of order 1 and order 2. Other prior models also exists [5]. Sometimes for a discrete image, we can do the segmentation and reconstruction at the same time, then the reconstruction can be done with less projections
Bridging asymptotic independence and dependence in spatial exbtremes using Gaussian scale mixtures
Huser, Raphaël
2017-06-23
Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case of perfect dependence. In this paper, we study the extremal dependence properties of Gaussian scale mixtures and we unify and extend general results on their joint tail decay rates in both asymptotic dependence and independence cases. Motivated by the analysis of spatial extremes, we propose flexible yet parsimonious parametric copula models that smoothly interpolate from asymptotic dependence to independence and include the Gaussian dependence as a special case. We show how these new models can be fitted to high threshold exceedances using a censored likelihood approach, and we demonstrate that they provide valuable information about tail characteristics. In particular, by borrowing strength across locations, our parametric model-based approach can also be used to provide evidence for or against either asymptotic dependence class, hence complementing information given at an exploratory stage by the widely used nonparametric or parametric estimates of the χ and χ̄ coefficients. We demonstrate the capacity of our methodology by adequately capturing the extremal properties of wind speed data collected in the Pacific Northwest, US.
Bridging asymptotic independence and dependence in spatial exbtremes using Gaussian scale mixtures
Huser, Raphaë l; Opitz, Thomas; Thibaud, Emeric
2017-01-01
Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case of perfect dependence. In this paper, we study the extremal dependence properties of Gaussian scale mixtures and we unify and extend general results on their joint tail decay rates in both asymptotic dependence and independence cases. Motivated by the analysis of spatial extremes, we propose flexible yet parsimonious parametric copula models that smoothly interpolate from asymptotic dependence to independence and include the Gaussian dependence as a special case. We show how these new models can be fitted to high threshold exceedances using a censored likelihood approach, and we demonstrate that they provide valuable information about tail characteristics. In particular, by borrowing strength across locations, our parametric model-based approach can also be used to provide evidence for or against either asymptotic dependence class, hence complementing information given at an exploratory stage by the widely used nonparametric or parametric estimates of the χ and χ̄ coefficients. We demonstrate the capacity of our methodology by adequately capturing the extremal properties of wind speed data collected in the Pacific Northwest, US.
Energy Technology Data Exchange (ETDEWEB)
Liu, T [Department of Radiation Oncology and Winship Cancer Institute, Emory Univ, Atlanta, GA (United States); Yu, D; Beitler, J; Curran, W; Yang, X [Department of Radiation Oncology and Winship Cancer Institute, Emory University, Atlanta, GA (United States); Tridandapani, S [Department of Radiology and Imaging Sciences and Winship Cancer Institute, Emory University, Atlanta, GA (United States); Bruner, D [School of Nursing and Winship Cancer Institute, Emory Univesity, Atlanta, GA (United States)
2014-06-15
Purpose: Xerostomia (dry mouth), secondary to parotid-gland injury, is a distressing side-effect in head-and-neck radiotherapy (RT). This study's purpose is to develop a novel ultrasound technique to quantitatively evaluate post-RT parotid-gland injury. Methods: Recent ultrasound studies have shown that healthy parotid glands exhibit homogeneous echotexture, whereas post-RT parotid glands are often heterogeneous, with multiple hypoechoic (inflammation) or hyperechoic (fibrosis) regions. We propose to use a Gaussian mixture model to analyze the ultrasonic echo-histogram of the parotid glands. An IRB-approved clinical study was conducted: (1) control-group: 13 healthy-volunteers, served as the control; (2) acutetoxicity group − 20 patients (mean age: 62.5 ± 8.9 years, follow-up: 2.0±0.8 months); and (3) late-toxicity group − 18 patients (mean age: 60.7 ± 7.3 years, follow-up: 20.1±10.4 months). All patients experienced RTOG grade 1 or 2 salivary-gland toxicity. Each participant underwent an ultrasound scan (10 MHz) of the bilateral parotid glands. An echo-intensity histogram was derived for each parotid and a Gaussian mixture model was used to fit the histogram using expectation maximization (EM) algorithm. The quality of the fitting was evaluated with the R-squared value. Results: (1) Controlgroup: all parotid glands fitted well with one Gaussian component, with a mean intensity of 79.8±4.9 (R-squared>0.96). (2) Acute-toxicity group: 37 of the 40 post-RT parotid glands fitted well with two Gaussian components, with a mean intensity of 42.9±7.4, 73.3±12.2 (R-squared>0.95). (3) Latetoxicity group: 32 of the 36 post-RT parotid fitted well with 3 Gaussian components, with mean intensities of 49.7±7.6, 77.2±8.7, and 118.6±11.8 (R-squared>0.98). Conclusion: RT-associated parotid-gland injury is common in head-and-neck RT, but challenging to assess. This work has demonstrated that the Gaussian mixture model of the echo-histogram could quantify acute and
International Nuclear Information System (INIS)
Liu, T; Yu, D; Beitler, J; Curran, W; Yang, X; Tridandapani, S; Bruner, D
2014-01-01
Purpose: Xerostomia (dry mouth), secondary to parotid-gland injury, is a distressing side-effect in head-and-neck radiotherapy (RT). This study's purpose is to develop a novel ultrasound technique to quantitatively evaluate post-RT parotid-gland injury. Methods: Recent ultrasound studies have shown that healthy parotid glands exhibit homogeneous echotexture, whereas post-RT parotid glands are often heterogeneous, with multiple hypoechoic (inflammation) or hyperechoic (fibrosis) regions. We propose to use a Gaussian mixture model to analyze the ultrasonic echo-histogram of the parotid glands. An IRB-approved clinical study was conducted: (1) control-group: 13 healthy-volunteers, served as the control; (2) acutetoxicity group − 20 patients (mean age: 62.5 ± 8.9 years, follow-up: 2.0±0.8 months); and (3) late-toxicity group − 18 patients (mean age: 60.7 ± 7.3 years, follow-up: 20.1±10.4 months). All patients experienced RTOG grade 1 or 2 salivary-gland toxicity. Each participant underwent an ultrasound scan (10 MHz) of the bilateral parotid glands. An echo-intensity histogram was derived for each parotid and a Gaussian mixture model was used to fit the histogram using expectation maximization (EM) algorithm. The quality of the fitting was evaluated with the R-squared value. Results: (1) Controlgroup: all parotid glands fitted well with one Gaussian component, with a mean intensity of 79.8±4.9 (R-squared>0.96). (2) Acute-toxicity group: 37 of the 40 post-RT parotid glands fitted well with two Gaussian components, with a mean intensity of 42.9±7.4, 73.3±12.2 (R-squared>0.95). (3) Latetoxicity group: 32 of the 36 post-RT parotid fitted well with 3 Gaussian components, with mean intensities of 49.7±7.6, 77.2±8.7, and 118.6±11.8 (R-squared>0.98). Conclusion: RT-associated parotid-gland injury is common in head-and-neck RT, but challenging to assess. This work has demonstrated that the Gaussian mixture model of the echo-histogram could quantify acute and
Performance of BICM-T transceivers over Gaussian mixture noise channels
Malik, Muhammad Talha; Hossain, Md Jahangir; Alouini, Mohamed-Slim
2014-01-01
in the Gaussian mixture. The results presented for 16-QAM show that the BICM-T can result in gains up to 1.5 dB for a target BER of 10-6 if the impulsive noise in the Gaussian mixture is below a certain threshold level. The simulation results verify the tightness
Tien Bui, Dieu; Hoang, Nhat-Duc
2017-09-01
In this study, a probabilistic model, named as BayGmmKda, is proposed for flood susceptibility assessment in a study area in central Vietnam. The new model is a Bayesian framework constructed by a combination of a Gaussian mixture model (GMM), radial-basis-function Fisher discriminant analysis (RBFDA), and a geographic information system (GIS) database. In the Bayesian framework, GMM is used for modeling the data distribution of flood-influencing factors in the GIS database, whereas RBFDA is utilized to construct a latent variable that aims at enhancing the model performance. As a result, the posterior probabilistic output of the BayGmmKda model is used as flood susceptibility index. Experiment results showed that the proposed hybrid framework is superior to other benchmark models, including the adaptive neuro-fuzzy inference system and the support vector machine. To facilitate the model implementation, a software program of BayGmmKda has been developed in MATLAB. The BayGmmKda program can accurately establish a flood susceptibility map for the study region. Accordingly, local authorities can overlay this susceptibility map onto various land-use maps for the purpose of land-use planning or management.
Directory of Open Access Journals (Sweden)
D. Tien Bui
2017-09-01
Full Text Available In this study, a probabilistic model, named as BayGmmKda, is proposed for flood susceptibility assessment in a study area in central Vietnam. The new model is a Bayesian framework constructed by a combination of a Gaussian mixture model (GMM, radial-basis-function Fisher discriminant analysis (RBFDA, and a geographic information system (GIS database. In the Bayesian framework, GMM is used for modeling the data distribution of flood-influencing factors in the GIS database, whereas RBFDA is utilized to construct a latent variable that aims at enhancing the model performance. As a result, the posterior probabilistic output of the BayGmmKda model is used as flood susceptibility index. Experiment results showed that the proposed hybrid framework is superior to other benchmark models, including the adaptive neuro-fuzzy inference system and the support vector machine. To facilitate the model implementation, a software program of BayGmmKda has been developed in MATLAB. The BayGmmKda program can accurately establish a flood susceptibility map for the study region. Accordingly, local authorities can overlay this susceptibility map onto various land-use maps for the purpose of land-use planning or management.
Remaining Useful Life Prediction for Lithium-Ion Batteries Based on Gaussian Processes Mixture
Li, Lingling; Wang, Pengchong; Chao, Kuei-Hsiang; Zhou, Yatong; Xie, Yang
2016-01-01
The remaining useful life (RUL) prediction of Lithium-ion batteries is closely related to the capacity degeneration trajectories. Due to the self-charging and the capacity regeneration, the trajectories have the property of multimodality. Traditional prediction models such as the support vector machines (SVM) or the Gaussian Process regression (GPR) cannot accurately characterize this multimodality. This paper proposes a novel RUL prediction method based on the Gaussian Process Mixture (GPM). It can process multimodality by fitting different segments of trajectories with different GPR models separately, such that the tiny differences among these segments can be revealed. The method is demonstrated to be effective for prediction by the excellent predictive result of the experiments on the two commercial and chargeable Type 1850 Lithium-ion batteries, provided by NASA. The performance comparison among the models illustrates that the GPM is more accurate than the SVM and the GPR. In addition, GPM can yield the predictive confidence interval, which makes the prediction more reliable than that of traditional models. PMID:27632176
Gaussian mixtures on tensor fields for segmentation: applications to medical imaging.
de Luis-García, Rodrigo; Westin, Carl-Fredrik; Alberola-López, Carlos
2011-01-01
In this paper, we introduce a new approach for tensor field segmentation based on the definition of mixtures of Gaussians on tensors as a statistical model. Working over the well-known Geodesic Active Regions segmentation framework, this scheme presents several interesting advantages. First, it yields a more flexible model than the use of a single Gaussian distribution, which enables the method to better adapt to the complexity of the data. Second, it can work directly on tensor-valued images or, through a parallel scheme that processes independently the intensity and the local structure tensor, on scalar textured images. Two different applications have been considered to show the suitability of the proposed method for medical imaging segmentation. First, we address DT-MRI segmentation on a dataset of 32 volumes, showing a successful segmentation of the corpus callosum and favourable comparisons with related approaches in the literature. Second, the segmentation of bones from hand radiographs is studied, and a complete automatic-semiautomatic approach has been developed that makes use of anatomical prior knowledge to produce accurate segmentation results. Copyright © 2010 Elsevier Ltd. All rights reserved.
Directory of Open Access Journals (Sweden)
César Soto-Valero
2017-07-01
Full Text Available The generation and availability of football data has increased considerably last decades, mostly due to its popularity and also because of technological advances. Gaussian mixture clustering models represents a novel approach to exploring and analyzing performance data in sports. In this paper, we use principal components analysis in conjunction with a model-based Gaussian clustering method with the purpose of characterizing professional football players. Our model approach is tested using 40 attributes from EA Sports' FIFA video game series system, corresponding to 7705 European players. Clustering results reveal a clear distinction among different performance indicators, representing four different roles in the team. Players were labeled according to these roles and a gradient tree boosting model was used for ranking attributes regarding to its importance. We found that the dribbling skill is the most discriminating variable among the different clustered players’ profiles. Resumen En las últimas décadas se ha visto un incremento considerable en la generación y disponibilidad de datos de fútbol, esto se debe fundamentalmente a la popularidad de este deporte así como a los avances tecnológicos realizados en este campo. Los modelos de agrupamiento basados en mixturas Gaussianas representan un enfoque novedoso para explorar y analizar datos de desempeño deportivo. En el presente trabajo, se lleva a cabo una caracterización de jugadores profesionales de fútbol utilizando técnicas de análisis de componentes principales y agrupamiento basados en mixturas Gaussianas. El modelo presentado es comprobado utilizando datos del sistema de videojuegos FIFA de EA Sports, dichos datos representan 40 atributos correspondientes a 7705 futbolistas europeos. Los resultados del agrupamiento revelan una clara distinción entre algunos indicadores de desempeño, los cuales corresponden a cuatro roles diferentes en el equipo. Consecuentemente, los
Model selection for Gaussian kernel PCA denoising
DEFF Research Database (Denmark)
Jørgensen, Kasper Winther; Hansen, Lars Kai
2012-01-01
We propose kernel Parallel Analysis (kPA) for automatic kernel scale and model order selection in Gaussian kernel PCA. Parallel Analysis [1] is based on a permutation test for covariance and has previously been applied for model order selection in linear PCA, we here augment the procedure to also...... tune the Gaussian kernel scale of radial basis function based kernel PCA.We evaluate kPA for denoising of simulated data and the US Postal data set of handwritten digits. We find that kPA outperforms other heuristics to choose the model order and kernel scale in terms of signal-to-noise ratio (SNR...
Qin, Yong; Ma, Hong; Chen, Jinfeng; Cheng, Li
2015-12-01
Conventional multitarget tracking systems presume that each target can produce at most one measurement per scan. Due to the multiple ionospheric propagation paths in over-the-horizon radar (OTHR), this assumption is not valid. To solve this problem, this paper proposes a novel tracking algorithm based on the theory of finite set statistics (FISST) called the multipath probability hypothesis density (MP-PHD) filter in cluttered environments. First, the FISST is used to derive the update equation, and then Gaussian mixture (GM) is introduced to derive the closed-form solution of the MP-PHD filter. Moreover, the extended Kalman filter (EKF) is presented to deal with the nonlinear problem of the measurement model in OTHR. Eventually, the simulation results are provided to demonstrate the effectiveness of the proposed filter.
Probabilistic mixture-based image modelling
Czech Academy of Sciences Publication Activity Database
Haindl, Michal; Havlíček, Vojtěch; Grim, Jiří
2011-01-01
Roč. 47, č. 3 (2011), s. 482-500 ISSN 0023-5954 R&D Projects: GA MŠk 1M0572; GA ČR GA102/08/0593 Grant - others:CESNET(CZ) 387/2010; GA MŠk(CZ) 2C06019; GA ČR(CZ) GA103/11/0335 Institutional research plan: CEZ:AV0Z10750506 Keywords : BTF texture modelling * discrete distribution mixtures * Bernoulli mixture * Gaussian mixture * multi-spectral texture modelling Subject RIV: BD - Theory of Information Impact factor: 0.454, year: 2011 http://library.utia.cas.cz/separaty/2011/RO/haindl-0360244.pdf
Extended Linear Models with Gaussian Priors
DEFF Research Database (Denmark)
Quinonero, Joaquin
2002-01-01
In extended linear models the input space is projected onto a feature space by means of an arbitrary non-linear transformation. A linear model is then applied to the feature space to construct the model output. The dimension of the feature space can be very large, or even infinite, giving the model...... a very big flexibility. Support Vector Machines (SVM's) and Gaussian processes are two examples of such models. In this technical report I present a model in which the dimension of the feature space remains finite, and where a Bayesian approach is used to train the model with Gaussian priors...... on the parameters. The Relevance Vector Machine, introduced by Tipping, is a particular case of such a model. I give the detailed derivations of the expectation-maximisation (EM) algorithm used in the training. These derivations are not found in the literature, and might be helpful for newcomers....
Performance of BICM-T transceivers over Gaussian mixture noise channels
Malik, Muhammad Talha
2014-04-01
Experimental measurements have shown that the noise in many communication channels is non-Gaussian. Bit interleaved coded modulation (BICM) is very popular for spectrally efficient transmission. Recent results have shown that the performance of BICM using convolutional codes in non-fading channels can be significantly improved if the coded bits are not interleaved at all. This particular BICM design is called BICM trivial (BICM-T). In this paper, we analyze the performance of a generalized BICM-T design for communication over Gaussian mixture noise (GMN) channels. The results disclose that for an optimal bit error rate (BER) performance, the use of an interleaver in BICM for GMN channels depends upon the strength of the impulsive noise components in the Gaussian mixture. The results presented for 16-QAM show that the BICM-T can result in gains up to 1.5 dB for a target BER of 10-6 if the impulsive noise in the Gaussian mixture is below a certain threshold level. The simulation results verify the tightness of developed union bound (UB) on BER performance.
Rabbani, Hossein; Sonka, Milan; Abramoff, Michael D
2013-01-01
In this paper, MMSE estimator is employed for noise-free 3D OCT data recovery in 3D complex wavelet domain. Since the proposed distribution for noise-free data plays a key role in the performance of MMSE estimator, a priori distribution for the pdf of noise-free 3D complex wavelet coefficients is proposed which is able to model the main statistical properties of wavelets. We model the coefficients with a mixture of two bivariate Gaussian pdfs with local parameters which are able to capture the heavy-tailed property and inter- and intrascale dependencies of coefficients. In addition, based on the special structure of OCT images, we use an anisotropic windowing procedure for local parameters estimation that results in visual quality improvement. On this base, several OCT despeckling algorithms are obtained based on using Gaussian/two-sided Rayleigh noise distribution and homomorphic/nonhomomorphic model. In order to evaluate the performance of the proposed algorithm, we use 156 selected ROIs from 650 × 512 × 128 OCT dataset in the presence of wet AMD pathology. Our simulations show that the best MMSE estimator using local bivariate mixture prior is for the nonhomomorphic model in the presence of Gaussian noise which results in an improvement of 7.8 ± 1.7 in CNR.
Directory of Open Access Journals (Sweden)
Hossein Rabbani
2013-01-01
Full Text Available In this paper, MMSE estimator is employed for noise-free 3D OCT data recovery in 3D complex wavelet domain. Since the proposed distribution for noise-free data plays a key role in the performance of MMSE estimator, a priori distribution for the pdf of noise-free 3D complex wavelet coefficients is proposed which is able to model the main statistical properties of wavelets. We model the coefficients with a mixture of two bivariate Gaussian pdfs with local parameters which are able to capture the heavy-tailed property and inter- and intrascale dependencies of coefficients. In addition, based on the special structure of OCT images, we use an anisotropic windowing procedure for local parameters estimation that results in visual quality improvement. On this base, several OCT despeckling algorithms are obtained based on using Gaussian/two-sided Rayleigh noise distribution and homomorphic/nonhomomorphic model. In order to evaluate the performance of the proposed algorithm, we use 156 selected ROIs from 650 × 512 × 128 OCT dataset in the presence of wet AMD pathology. Our simulations show that the best MMSE estimator using local bivariate mixture prior is for the nonhomomorphic model in the presence of Gaussian noise which results in an improvement of 7.8 ± 1.7 in CNR.
Raymond, Neil; Iouchtchenko, Dmitri; Roy, Pierre-Nicholas; Nooijen, Marcel
2018-05-01
We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition function in a product basis of continuous nuclear and discrete electronic degrees of freedom without the use of any mapping schemes. We separate our Hamiltonian into a harmonic portion and a coupling portion; the partition function can then be calculated as the product of a Monte Carlo estimator (of the coupling contribution to the partition function) and a normalization factor (that is evaluated analytically). A Gaussian mixture model is used to evaluate the Monte Carlo estimator in a computationally efficient manner. Using two model systems, we demonstrate our approach to reduce the stochastic error associated with the Monte Carlo estimator. We show that the selection of the harmonic oscillators comprising the sampling distribution directly affects the efficiency of the method. Our results demonstrate that our path integral Monte Carlo method's deviation from exact Trotter calculations is dominated by the choice of the sampling distribution. By improving the sampling distribution, we can drastically reduce the stochastic error leading to lower computational cost.
Rabbani, Hossein; Sonka, Milan; Abramoff, Michael D.
2013-01-01
In this paper, MMSE estimator is employed for noise-free 3D OCT data recovery in 3D complex wavelet domain. Since the proposed distribution for noise-free data plays a key role in the performance of MMSE estimator, a priori distribution for the pdf of noise-free 3D complex wavelet coefficients is proposed which is able to model the main statistical properties of wavelets. We model the coefficients with a mixture of two bivariate Gaussian pdfs with local parameters which are able to capture th...
Gu, Wenjun; Zhang, Weizhi; Wang, Jin; Amini Kashani, M. R.; Kavehrad, Mohsen
2015-01-01
Over the past decade, location based services (LBS) have found their wide applications in indoor environments, such as large shopping malls, hospitals, warehouses, airports, etc. Current technologies provide wide choices of available solutions, which include Radio-frequency identification (RFID), Ultra wideband (UWB), wireless local area network (WLAN) and Bluetooth. With the rapid development of light-emitting-diodes (LED) technology, visible light communications (VLC) also bring a practical approach to LBS. As visible light has a better immunity against multipath effect than radio waves, higher positioning accuracy is achieved. LEDs are utilized both for illumination and positioning purpose to realize relatively lower infrastructure cost. In this paper, an indoor positioning system using VLC is proposed, with LEDs as transmitters and photo diodes as receivers. The algorithm for estimation is based on received-signalstrength (RSS) information collected from photo diodes and trilateration technique. By appropriately making use of the characteristics of receiver movements and the property of trilateration, estimation on three-dimensional (3-D) coordinates is attained. Filtering technique is applied to enable tracking capability of the algorithm, and a higher accuracy is reached compare to raw estimates. Gaussian mixture Sigma-point particle filter (GM-SPPF) is proposed for this 3-D system, which introduces the notion of Gaussian Mixture Model (GMM). The number of particles in the filter is reduced by approximating the probability distribution with Gaussian components.
Personalized Risk Scoring for Critical Care Prognosis Using Mixtures of Gaussian Processes.
Alaa, Ahmed M; Yoon, Jinsung; Hu, Scott; van der Schaar, Mihaela
2018-01-01
In this paper, we develop a personalized real-time risk scoring algorithm that provides timely and granular assessments for the clinical acuity of ward patients based on their (temporal) lab tests and vital signs; the proposed risk scoring system ensures timely intensive care unit admissions for clinically deteriorating patients. The risk scoring system is based on the idea of sequential hypothesis testing under an uncertain time horizon. The system learns a set of latent patient subtypes from the offline electronic health record data, and trains a mixture of Gaussian Process experts, where each expert models the physiological data streams associated with a specific patient subtype. Transfer learning techniques are used to learn the relationship between a patient's latent subtype and her static admission information (e.g., age, gender, transfer status, ICD-9 codes, etc). Experiments conducted on data from a heterogeneous cohort of 6321 patients admitted to Ronald Reagan UCLA medical center show that our score significantly outperforms the currently deployed risk scores, such as the Rothman index, MEWS, APACHE, and SOFA scores, in terms of timeliness, true positive rate, and positive predictive value. Our results reflect the importance of adopting the concepts of personalized medicine in critical care settings; significant accuracy and timeliness gains can be achieved by accounting for the patients' heterogeneity. The proposed risk scoring methodology can confer huge clinical and social benefits on a massive number of critically ill inpatients who exhibit adverse outcomes including, but not limited to, cardiac arrests, respiratory arrests, and septic shocks.
Directory of Open Access Journals (Sweden)
Chin-Teng Lin
2018-01-01
Full Text Available Electroencephalogram (EEG signals are usually contaminated with various artifacts, such as signal associated with muscle activity, eye movement, and body motion, which have a noncerebral origin. The amplitude of such artifacts is larger than that of the electrical activity of the brain, so they mask the cortical signals of interest, resulting in biased analysis and interpretation. Several blind source separation methods have been developed to remove artifacts from the EEG recordings. However, the iterative process for measuring separation within multichannel recordings is computationally intractable. Moreover, manually excluding the artifact components requires a time-consuming offline process. This work proposes a real-time artifact removal algorithm that is based on canonical correlation analysis (CCA, feature extraction, and the Gaussian mixture model (GMM to improve the quality of EEG signals. The CCA was used to decompose EEG signals into components followed by feature extraction to extract representative features and GMM to cluster these features into groups to recognize and remove artifacts. The feasibility of the proposed algorithm was demonstrated by effectively removing artifacts caused by blinks, head/body movement, and chewing from EEG recordings while preserving the temporal and spectral characteristics of the signals that are important to cognitive research.
Chabdarov, Shamil M.; Nadeev, Adel F.; Chickrin, Dmitry E.; Faizullin, Rashid R.
2011-04-01
In this paper we discuss unconventional detection technique also known as «full resolution receiver». This receiver uses Gaussian probability mixtures for interference structure adaptation. Full resolution receiver is alternative to conventional matched filter receivers in the case of non-Gaussian interferences. For the DS-CDMA forward channel with presence of complex interferences sufficient performance increasing was shown.
Unbiased free energy estimates in fast nonequilibrium transformations using Gaussian mixtures
International Nuclear Information System (INIS)
Procacci, Piero
2015-01-01
In this paper, we present an improved method for obtaining unbiased estimates of the free energy difference between two thermodynamic states using the work distribution measured in nonequilibrium driven experiments connecting these states. The method is based on the assumption that any observed work distribution is given by a mixture of Gaussian distributions, whose normal components are identical in either direction of the nonequilibrium process, with weights regulated by the Crooks theorem. Using the prototypical example for the driven unfolding/folding of deca-alanine, we show that the predicted behavior of the forward and reverse work distributions, assuming a combination of only two Gaussian components with Crooks derived weights, explains surprisingly well the striking asymmetry in the observed distributions at fast pulling speeds. The proposed methodology opens the way for a perfectly parallel implementation of Jarzynski-based free energy calculations in complex systems
Prevalence Incidence Mixture Models
The R package and webtool fits Prevalence Incidence Mixture models to left-censored and irregularly interval-censored time to event data that is commonly found in screening cohorts assembled from electronic health records. Absolute and relative risk can be estimated for simple random sampling, and stratified sampling (the two approaches of superpopulation and a finite population are supported for target populations). Non-parametric (absolute risks only), semi-parametric, weakly-parametric (using B-splines), and some fully parametric (such as the logistic-Weibull) models are supported.
White Gaussian Noise - Models for Engineers
Jondral, Friedrich K.
2018-04-01
This paper assembles some information about white Gaussian noise (WGN) and its applications. It starts from a description of thermal noise, i. e. the irregular motion of free charge carriers in electronic devices. In a second step, mathematical models of WGN processes and their most important parameters, especially autocorrelation functions and power spectrum densities, are introduced. In order to proceed from mathematical models to simulations, we discuss the generation of normally distributed random numbers. The signal-to-noise ratio as the most important quality measure used in communications, control or measurement technology is accurately introduced. As a practical application of WGN, the transmission of quadrature amplitude modulated (QAM) signals over additive WGN channels together with the optimum maximum likelihood (ML) detector is considered in a demonstrative and intuitive way.
Functional Dual Adaptive Control with Recursive Gaussian Process Model
International Nuclear Information System (INIS)
Prüher, Jakub; Král, Ladislav
2015-01-01
The paper deals with dual adaptive control problem, where the functional uncertainties in the system description are modelled by a non-parametric Gaussian process regression model. Current approaches to adaptive control based on Gaussian process models are severely limited in their practical applicability, because the model is re-adjusted using all the currently available data, which keeps growing with every time step. We propose the use of recursive Gaussian process regression algorithm for significant reduction in computational requirements, thus bringing the Gaussian process-based adaptive controllers closer to their practical applicability. In this work, we design a bi-criterial dual controller based on recursive Gaussian process model for discrete-time stochastic dynamic systems given in an affine-in-control form. Using Monte Carlo simulations, we show that the proposed controller achieves comparable performance with the full Gaussian process-based controller in terms of control quality while keeping the computational demands bounded. (paper)
A Non-Gaussian Spatial Generalized Linear Latent Variable Model
Irincheeva, Irina
2012-08-03
We consider a spatial generalized linear latent variable model with and without normality distributional assumption on the latent variables. When the latent variables are assumed to be multivariate normal, we apply a Laplace approximation. To relax the assumption of marginal normality in favor of a mixture of normals, we construct a multivariate density with Gaussian spatial dependence and given multivariate margins. We use the pairwise likelihood to estimate the corresponding spatial generalized linear latent variable model. The properties of the resulting estimators are explored by simulations. In the analysis of an air pollution data set the proposed methodology uncovers weather conditions to be a more important source of variability than air pollution in explaining all the causes of non-accidental mortality excluding accidents. © 2012 International Biometric Society.
A Non-Gaussian Spatial Generalized Linear Latent Variable Model
Irincheeva, Irina; Cantoni, Eva; Genton, Marc G.
2012-01-01
We consider a spatial generalized linear latent variable model with and without normality distributional assumption on the latent variables. When the latent variables are assumed to be multivariate normal, we apply a Laplace approximation. To relax the assumption of marginal normality in favor of a mixture of normals, we construct a multivariate density with Gaussian spatial dependence and given multivariate margins. We use the pairwise likelihood to estimate the corresponding spatial generalized linear latent variable model. The properties of the resulting estimators are explored by simulations. In the analysis of an air pollution data set the proposed methodology uncovers weather conditions to be a more important source of variability than air pollution in explaining all the causes of non-accidental mortality excluding accidents. © 2012 International Biometric Society.
Stochastic cluster algorithms for discrete Gaussian (SOS) models
International Nuclear Information System (INIS)
Evertz, H.G.; Hamburg Univ.; Hasenbusch, M.; Marcu, M.; Tel Aviv Univ.; Pinn, K.; Muenster Univ.; Solomon, S.
1990-10-01
We present new Monte Carlo cluster algorithms which eliminate critical slowing down in the simulation of solid-on-solid models. In this letter we focus on the two-dimensional discrete Gaussian model. The algorithms are based on reflecting the integer valued spin variables with respect to appropriately chosen reflection planes. The proper choice of the reflection plane turns out to be crucial in order to obtain a small dynamical exponent z. Actually, the successful versions of our algorithm are a mixture of two different procedures for choosing the reflection plane, one of them ergodic but slow, the other one non-ergodic and also slow when combined with a Metropolis algorithm. (orig.)
A Robust Non-Gaussian Data Assimilation Method for Highly Non-Linear Models
Directory of Open Access Journals (Sweden)
Elias D. Nino-Ruiz
2018-03-01
Full Text Available In this paper, we propose an efficient EnKF implementation for non-Gaussian data assimilation based on Gaussian Mixture Models and Markov-Chain-Monte-Carlo (MCMC methods. The proposed method works as follows: based on an ensemble of model realizations, prior errors are estimated via a Gaussian Mixture density whose parameters are approximated by means of an Expectation Maximization method. Then, by using an iterative method, observation operators are linearized about current solutions and posterior modes are estimated via a MCMC implementation. The acceptance/rejection criterion is similar to that of the Metropolis-Hastings rule. Experimental tests are performed on the Lorenz 96 model. The results show that the proposed method can decrease prior errors by several order of magnitudes in a root-mean-square-error sense for nearly sparse or dense observational networks.
Infinite von Mises-Fisher Mixture Modeling of Whole Brain fMRI Data
DEFF Research Database (Denmark)
Røge, Rasmus; Madsen, Kristoffer Hougaard; Schmidt, Mikkel Nørgaard
2017-01-01
spherical manifold are rarely analyzed, in part due to the computational challenges imposed by directional statistics. In this letter, we discuss a Bayesian von Mises-Fisher (vMF) mixture model for data on the unit hypersphere and present an efficient inference procedure based on collapsed Markov chain...... Monte Carlo sampling. Comparing the vMF and gaussian mixture models on synthetic data, we demonstrate that the vMF model has a slight advantage inferring the true underlying clustering when compared to gaussian-based models on data generated from both a mixture of vMFs and a mixture of gaussians......Cluster analysis of functional magnetic resonance imaging (fMRI) data is often performed using gaussian mixture models, but when the time series are standardized such that the data reside on a hypersphere, this modeling assumption is questionable. The consequences of ignoring the underlying...
Directory of Open Access Journals (Sweden)
Milad eLankarany
2013-09-01
Full Text Available Time-varying excitatory and inhibitory synaptic inputs govern activity of neurons and process information in the brain. The importance of trial-to-trial fluctuations of synaptic inputs has recently been investigated in neuroscience. Such fluctuations are ignored in the most conventional techniques because they are removed when trials are averaged during linear regression techniques. Here, we propose a novel recursive algorithm based on Gaussian mixture Kalman filtering for estimating time-varying excitatory and inhibitory synaptic inputs from single trials of noisy membrane potential in current clamp recordings. The Kalman filtering is followed by an expectation maximization algorithm to infer the statistical parameters (time-varying mean and variance of the synaptic inputs in a non-parametric manner. As our proposed algorithm is repeated recursively, the inferred parameters of the mixtures are used to initiate the next iteration. Unlike other recent algorithms, our algorithm does not assume an a priori distribution from which the synaptic inputs are generated. Instead, the algorithm recursively estimates such a distribution by fitting a Gaussian mixture model. The performance of the proposed algorithms is compared to a previously proposed PF-based algorithm (Paninski et al., 2012 with several illustrative examples, assuming that the distribution of synaptic input is unknown. If noise is small, the performance of our algorithms is similar to that of the previous one. However, if noise is large, they can significantly outperform the previous proposal. These promising results suggest that our algorithm is a robust and efficient technique for estimating time varying excitatory and inhibitory synaptic conductances from single trials of membrane potential recordings.
A note on moving average models for Gaussian random fields
DEFF Research Database (Denmark)
Hansen, Linda Vadgård; Thorarinsdottir, Thordis L.
The class of moving average models offers a flexible modeling framework for Gaussian random fields with many well known models such as the Matérn covariance family and the Gaussian covariance falling under this framework. Moving average models may also be viewed as a kernel smoothing of a Lévy...... basis, a general modeling framework which includes several types of non-Gaussian models. We propose a new one-parameter spatial correlation model which arises from a power kernel and show that the associated Hausdorff dimension of the sample paths can take any value between 2 and 3. As a result...
Directory of Open Access Journals (Sweden)
Georgios C Manikis
Full Text Available The purpose of this study was to compare the performance of four diffusion models, including mono and bi-exponential both Gaussian and non-Gaussian models, in diffusion weighted imaging of rectal cancer.Nineteen patients with rectal adenocarcinoma underwent MRI examination of the rectum before chemoradiation therapy including a 7 b-value diffusion sequence (0, 25, 50, 100, 500, 1000 and 2000 s/mm2 at a 1.5T scanner. Four different diffusion models including mono- and bi-exponential Gaussian (MG and BG and non-Gaussian (MNG and BNG were applied on whole tumor volumes of interest. Two different statistical criteria were recruited to assess their fitting performance, including the adjusted-R2 and Root Mean Square Error (RMSE. To decide which model better characterizes rectal cancer, model selection was relied on Akaike Information Criteria (AIC and F-ratio.All candidate models achieved a good fitting performance with the two most complex models, the BG and the BNG, exhibiting the best fitting performance. However, both criteria for model selection indicated that the MG model performed better than any other model. In particular, using AIC Weights and F-ratio, the pixel-based analysis demonstrated that tumor areas better described by the simplest MG model in an average area of 53% and 33%, respectively. Non-Gaussian behavior was illustrated in an average area of 37% according to the F-ratio, and 7% using AIC Weights. However, the distributions of the pixels best fitted by each of the four models suggest that MG failed to perform better than any other model in all patients, and the overall tumor area.No single diffusion model evaluated herein could accurately describe rectal tumours. These findings probably can be explained on the basis of increased tumour heterogeneity, where areas with high vascularity could be fitted better with bi-exponential models, and areas with necrosis would mostly follow mono-exponential behavior.
Application Of Shared Gamma And Inverse-Gaussian Frailty Models ...
African Journals Online (AJOL)
Shared Gamma and Inverse-Gaussian Frailty models are used to analyze the survival times of patients who are clustered according to cancer/tumor types under Parametric Proportional Hazard framework. The result of the ... However, no evidence is strong enough for preference of either Gamma or Inverse Gaussian Frailty.
Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.
Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi
2015-02-01
We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically most familiar, and hence that these are natural components with which to work. For the marginal distribution, we use a nonparametric Bayesian prior distribution along with a cdf-inverse cdf transformation to obtain large support. For the internal dynamics, we rely on the traditionally successful techniques of normal-theory time series. Coupling the two components gives us a family of (Gaussian) copula transformed autoregressive models. The models provide coherent adjustments of time scales and are compatible with many extensions, including changes in volatility of the series. We describe basic properties of the models, show their ability to recover non-Gaussian marginal distributions, and use a GARCH modification of the basic model to analyze stock index return series. The models are found to provide better fit and improved short-range and long-range predictions than Gaussian competitors. The models are extensible to a large variety of fields, including continuous time models, spatial models, models for multiple series, models driven by external covariate streams, and non-stationary models.
Directory of Open Access Journals (Sweden)
Masaru Yokoe
2009-03-01
Full Text Available This paper proposes a method to quantitatively measure and evaluate finger tapping movements for the assessment of motor function using log-linearized Gaussian mixture networks (LLGMNs. First, finger tapping movements are measured using magnetic sensors, and eleven indices are computed for evaluation. After standardizing these indices based on those of normal subjects, they are input to LLGMNs to assess motor function. Then, motor ability is probabilistically discriminated to determine whether it is normal or not using a classifier combined with the output of multiple LLGMNs based on bagging and entropy. This paper reports on evaluation and discrimination experiments performed on finger tapping movements in 33 Parkinson’s disease (PD patients and 32 normal elderly subjects. The results showed that the patients could be classified correctly in terms of their impairment status with a high degree of accuracy (average rate: 93:1 § 3:69% using 12 LLGMNs, which was about 5% higher than the results obtained using a single LLGMN.
Wen, Xian-Huan; Gómez-Hernández, J. Jaime
1998-03-01
The macrodispersion of an inert solute in a 2-D heterogeneous porous media is estimated numerically in a series of fields of varying heterogeneity. Four different random function (RF) models are used to model log-transmissivity (ln T) spatial variability, and for each of these models, ln T variance is varied from 0.1 to 2.0. The four RF models share the same univariate Gaussian histogram and the same isotropic covariance, but differ from one another in terms of the spatial connectivity patterns at extreme transmissivity values. More specifically, model A is a multivariate Gaussian model for which, by definition, extreme values (both high and low) are spatially uncorrelated. The other three models are non-multi-Gaussian: model B with high connectivity of high extreme values, model C with high connectivity of low extreme values, and model D with high connectivities of both high and low extreme values. Residence time distributions (RTDs) and macrodispersivities (longitudinal and transverse) are computed on ln T fields corresponding to the different RF models, for two different flow directions and at several scales. They are compared with each other, as well as with predicted values based on first-order analytical results. Numerically derived RTDs and macrodispersivities for the multi-Gaussian model are in good agreement with analytically derived values using first-order theories for log-transmissivity variance up to 2.0. The results from the non-multi-Gaussian models differ from each other and deviate largely from the multi-Gaussian results even when ln T variance is small. RTDs in non-multi-Gaussian realizations with high connectivity at high extreme values display earlier breakthrough than in multi-Gaussian realizations, whereas later breakthrough and longer tails are observed for RTDs from non-multi-Gaussian realizations with high connectivity at low extreme values. Longitudinal macrodispersivities in the non-multi-Gaussian realizations are, in general, larger than
Revisiting non-Gaussianity from non-attractor inflation models
Cai, Yi-Fu; Chen, Xingang; Namjoo, Mohammad Hossein; Sasaki, Misao; Wang, Dong-Gang; Wang, Ziwei
2018-05-01
Non-attractor inflation is known as the only single field inflationary scenario that can violate non-Gaussianity consistency relation with the Bunch-Davies vacuum state and generate large local non-Gaussianity. However, it is also known that the non-attractor inflation by itself is incomplete and should be followed by a phase of slow-roll attractor. Moreover, there is a transition process between these two phases. In the past literature, this transition was approximated as instant and the evolution of non-Gaussianity in this phase was not fully studied. In this paper, we follow the detailed evolution of the non-Gaussianity through the transition phase into the slow-roll attractor phase, considering different types of transition. We find that the transition process has important effect on the size of the local non-Gaussianity. We first compute the net contribution of the non-Gaussianities at the end of inflation in canonical non-attractor models. If the curvature perturbations keep evolving during the transition—such as in the case of smooth transition or some sharp transition scenarios—the Script O(1) local non-Gaussianity generated in the non-attractor phase can be completely erased by the subsequent evolution, although the consistency relation remains violated. In extremal cases of sharp transition where the super-horizon modes freeze immediately right after the end of the non-attractor phase, the original non-attractor result can be recovered. We also study models with non-canonical kinetic terms, and find that the transition can typically contribute a suppression factor in the squeezed bispectrum, but the final local non-Gaussianity can still be made parametrically large.
Improved Denoising via Poisson Mixture Modeling of Image Sensor Noise.
Zhang, Jiachao; Hirakawa, Keigo
2017-04-01
This paper describes a study aimed at comparing the real image sensor noise distribution to the models of noise often assumed in image denoising designs. A quantile analysis in pixel, wavelet transform, and variance stabilization domains reveal that the tails of Poisson, signal-dependent Gaussian, and Poisson-Gaussian models are too short to capture real sensor noise behavior. A new Poisson mixture noise model is proposed to correct the mismatch of tail behavior. Based on the fact that noise model mismatch results in image denoising that undersmoothes real sensor data, we propose a mixture of Poisson denoising method to remove the denoising artifacts without affecting image details, such as edge and textures. Experiments with real sensor data verify that denoising for real image sensor data is indeed improved by this new technique.
Combinatorial bounds on the α-divergence of univariate mixture models
Nielsen, Frank
2017-06-20
We derive lower- and upper-bounds of α-divergence between univariate mixture models with components in the exponential family. Three pairs of bounds are presented in order with increasing quality and increasing computational cost. They are verified empirically through simulated Gaussian mixture models. The presented methodology generalizes to other divergence families relying on Hellinger-type integrals.
Perturbative corrections for approximate inference in gaussian latent variable models
DEFF Research Database (Denmark)
Opper, Manfred; Paquet, Ulrich; Winther, Ole
2013-01-01
Expectation Propagation (EP) provides a framework for approximate inference. When the model under consideration is over a latent Gaussian field, with the approximation being Gaussian, we show how these approximations can systematically be corrected. A perturbative expansion is made of the exact b...... illustrate on tree-structured Ising model approximations. Furthermore, they provide a polynomial-time assessment of the approximation error. We also provide both theoretical and practical insights on the exactness of the EP solution. © 2013 Manfred Opper, Ulrich Paquet and Ole Winther....
An approximate fractional Gaussian noise model with computational cost
Sø rbye, Sigrunn H.; Myrvoll-Nilsen, Eirik; Rue, Haavard
2017-01-01
Fractional Gaussian noise (fGn) is a stationary time series model with long memory properties applied in various fields like econometrics, hydrology and climatology. The computational cost in fitting an fGn model of length $n$ using a likelihood
Modelling and control of dynamic systems using gaussian process models
Kocijan, Juš
2016-01-01
This monograph opens up new horizons for engineers and researchers in academia and in industry dealing with or interested in new developments in the field of system identification and control. It emphasizes guidelines for working solutions and practical advice for their implementation rather than the theoretical background of Gaussian process (GP) models. The book demonstrates the potential of this recent development in probabilistic machine-learning methods and gives the reader an intuitive understanding of the topic. The current state of the art is treated along with possible future directions for research. Systems control design relies on mathematical models and these may be developed from measurement data. This process of system identification, when based on GP models, can play an integral part of control design in data-based control and its description as such is an essential aspect of the text. The background of GP regression is introduced first with system identification and incorporation of prior know...
Inverse Gaussian model for small area estimation via Gibbs sampling
African Journals Online (AJOL)
We present a Bayesian method for estimating small area parameters under an inverse Gaussian model. The method is extended to estimate small area parameters for finite populations. The Gibbs sampler is proposed as a mechanism for implementing the Bayesian paradigm. We illustrate the method by application to ...
Modelling of an homogeneous equilibrium mixture model
International Nuclear Information System (INIS)
Bernard-Champmartin, A.; Poujade, O.; Mathiaud, J.; Mathiaud, J.; Ghidaglia, J.M.
2014-01-01
We present here a model for two phase flows which is simpler than the 6-equations models (with two densities, two velocities, two temperatures) but more accurate than the standard mixture models with 4 equations (with two densities, one velocity and one temperature). We are interested in the case when the two-phases have been interacting long enough for the drag force to be small but still not negligible. The so-called Homogeneous Equilibrium Mixture Model (HEM) that we present is dealing with both mixture and relative quantities, allowing in particular to follow both a mixture velocity and a relative velocity. This relative velocity is not tracked by a conservation law but by a closure law (drift relation), whose expression is related to the drag force terms of the two-phase flow. After the derivation of the model, a stability analysis and numerical experiments are presented. (authors)
Goossens, Bart; Aelterman, Jan; Luong, Hiep; Pizurica, Aleksandra; Philips, Wilfried
2013-02-01
In digital cameras and mobile phones, there is an ongoing trend to increase the image resolution, decrease the sensor size and to use lower exposure times. Because smaller sensors inherently lead to more noise and a worse spatial resolution, digital post-processing techniques are required to resolve many of the artifacts. Color filter arrays (CFAs), which use alternating patterns of color filters, are very popular because of price and power consumption reasons. However, color filter arrays require the use of a post-processing technique such as demosaicing to recover full resolution RGB images. Recently, there has been some interest in techniques that jointly perform the demosaicing and denoising. This has the advantage that the demosaicing and denoising can be performed optimally (e.g. in the MSE sense) for the considered noise model, while avoiding artifacts introduced when using demosaicing and denoising sequentially. In this paper, we will continue the research line of the wavelet-based demosaicing techniques. These approaches are computationally simple and very suited for combination with denoising. Therefore, we will derive Bayesian Minimum Squared Error (MMSE) joint demosaicing and denoising rules in the complex wavelet packet domain, taking local adaptivity into account. As an image model, we will use Gaussian Scale Mixtures, thereby taking advantage of the directionality of the complex wavelets. Our results show that this technique is well capable of reconstructing fine details in the image, while removing all of the noise, at a relatively low computational cost. In particular, the complete reconstruction (including color correction, white balancing etc) of a 12 megapixel RAW image takes 3.5 sec on a recent mid-range GPU.
Directory of Open Access Journals (Sweden)
Feng Lian
2012-01-01
Full Text Available The convergence of the Gaussian mixture extended-target probability hypothesis density (GM-EPHD filter and its extended Kalman (EK filtering approximation in mildly nonlinear condition, namely, the EK-GM-EPHD filter, is studied here. This paper proves that both the GM-EPHD filter and the EK-GM-EPHD filter converge uniformly to the true EPHD filter. The significance of this paper is in theory to present the convergence results of the GM-EPHD and EK-GM-EPHD filters and the conditions under which the two filters satisfy uniform convergence.
Rao-Blackwellization for Adaptive Gaussian Sum Nonlinear Model Propagation
Semper, Sean R.; Crassidis, John L.; George, Jemin; Mukherjee, Siddharth; Singla, Puneet
2015-01-01
When dealing with imperfect data and general models of dynamic systems, the best estimate is always sought in the presence of uncertainty or unknown parameters. In many cases, as the first attempt, the Extended Kalman filter (EKF) provides sufficient solutions to handling issues arising from nonlinear and non-Gaussian estimation problems. But these issues may lead unacceptable performance and even divergence. In order to accurately capture the nonlinearities of most real-world dynamic systems, advanced filtering methods have been created to reduce filter divergence while enhancing performance. Approaches, such as Gaussian sum filtering, grid based Bayesian methods and particle filters are well-known examples of advanced methods used to represent and recursively reproduce an approximation to the state probability density function (pdf). Some of these filtering methods were conceptually developed years before their widespread uses were realized. Advanced nonlinear filtering methods currently benefit from the computing advancements in computational speeds, memory, and parallel processing. Grid based methods, multiple-model approaches and Gaussian sum filtering are numerical solutions that take advantage of different state coordinates or multiple-model methods that reduced the amount of approximations used. Choosing an efficient grid is very difficult for multi-dimensional state spaces, and oftentimes expensive computations must be done at each point. For the original Gaussian sum filter, a weighted sum of Gaussian density functions approximates the pdf but suffers at the update step for the individual component weight selections. In order to improve upon the original Gaussian sum filter, Ref. [2] introduces a weight update approach at the filter propagation stage instead of the measurement update stage. This weight update is performed by minimizing the integral square difference between the true forecast pdf and its Gaussian sum approximation. By adaptively updating
Directory of Open Access Journals (Sweden)
Douglas Scott C
2007-01-01
Full Text Available We derive new fixed-point algorithms for the blind separation of complex-valued mixtures of independent, noncircularly symmetric, and non-Gaussian source signals. Leveraging recently developed results on the separability of complex-valued signal mixtures, we systematically construct iterative procedures on a kurtosis-based contrast whose evolutionary characteristics are identical to those of the FastICA algorithm of Hyvarinen and Oja in the real-valued mixture case. Thus, our methods inherit the fast convergence properties, computational simplicity, and ease of use of the FastICA algorithm while at the same time extending this class of techniques to complex signal mixtures. For extracting multiple sources, symmetric and asymmetric signal deflation procedures can be employed. Simulations for both noiseless and noisy mixtures indicate that the proposed algorithms have superior finite-sample performance in data-starved scenarios as compared to existing complex ICA methods while performing about as well as the best of these techniques for larger data-record lengths.
Nonparametric Mixture of Regression Models.
Huang, Mian; Li, Runze; Wang, Shaoli
2013-07-01
Motivated by an analysis of US house price index data, we propose nonparametric finite mixture of regression models. We study the identifiability issue of the proposed models, and develop an estimation procedure by employing kernel regression. We further systematically study the sampling properties of the proposed estimators, and establish their asymptotic normality. A modified EM algorithm is proposed to carry out the estimation procedure. We show that our algorithm preserves the ascent property of the EM algorithm in an asymptotic sense. Monte Carlo simulations are conducted to examine the finite sample performance of the proposed estimation procedure. An empirical analysis of the US house price index data is illustrated for the proposed methodology.
Dynamical reduction models with general gaussian noises
International Nuclear Information System (INIS)
Bassi, Angelo; Ghirardi, GianCarlo
2002-02-01
We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently performed without altering the most interesting features of the previous models. One of the reasons to discuss this matter derives from the desire of being allowed to deal with physical stochastic fields, such as the gravitational one, which cannot give rise to white noises. From our point of view the most relevant motivation for the approach we propose here derives from the fact that in relativistic models the occurrence of white noises is the main responsible for the appearance of untractable divergences. Therefore, one can hope that resorting to non white noises one can overcome such a difficulty. We investigate stochastic equations with non white noises, we discuss their reduction properties and their physical implications. Our analysis has a precise interest not only for the above mentioned subject but also for the general study of dissipative systems and decoherence. (author)
Dynamical reduction models with general Gaussian noises
International Nuclear Information System (INIS)
Bassi, Angelo; Ghirardi, GianCarlo
2002-01-01
We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the state vector, white-noise stochastic processes with nonwhite ones. We prove that such a modification can be consistently performed without altering the most interesting features of the previous models. One of the reasons to discuss this matter derives from the desire of being allowed to deal with physical stochastic fields, such as the gravitational one, which cannot give rise to white noises. From our point of view, the most relevant motivation for the approach we propose here derives from the fact that in relativistic models intractable divergences appear as a consequence of the white nature of the noises. Therefore, one can hope that resorting to nonwhite noises, one can overcome such a difficulty. We investigate stochastic equations with nonwhite noises, we discuss their reduction properties and their physical implications. Our analysis has a precise interest not only for the above-mentioned subject but also for the general study of dissipative systems and decoherence
An approximate fractional Gaussian noise model with computational cost
Sørbye, Sigrunn H.
2017-09-18
Fractional Gaussian noise (fGn) is a stationary time series model with long memory properties applied in various fields like econometrics, hydrology and climatology. The computational cost in fitting an fGn model of length $n$ using a likelihood-based approach is ${\\\\mathcal O}(n^{2})$, exploiting the Toeplitz structure of the covariance matrix. In most realistic cases, we do not observe the fGn process directly but only through indirect Gaussian observations, so the Toeplitz structure is easily lost and the computational cost increases to ${\\\\mathcal O}(n^{3})$. This paper presents an approximate fGn model of ${\\\\mathcal O}(n)$ computational cost, both with direct or indirect Gaussian observations, with or without conditioning. This is achieved by approximating fGn with a weighted sum of independent first-order autoregressive processes, fitting the parameters of the approximation to match the autocorrelation function of the fGn model. The resulting approximation is stationary despite being Markov and gives a remarkably accurate fit using only four components. The performance of the approximate fGn model is demonstrated in simulations and two real data examples.
Variable Selection for Nonparametric Gaussian Process Priors: Models and Computational Strategies.
Savitsky, Terrance; Vannucci, Marina; Sha, Naijun
2011-02-01
This paper presents a unified treatment of Gaussian process models that extends to data from the exponential dispersion family and to survival data. Our specific interest is in the analysis of data sets with predictors that have an a priori unknown form of possibly nonlinear associations to the response. The modeling approach we describe incorporates Gaussian processes in a generalized linear model framework to obtain a class of nonparametric regression models where the covariance matrix depends on the predictors. We consider, in particular, continuous, categorical and count responses. We also look into models that account for survival outcomes. We explore alternative covariance formulations for the Gaussian process prior and demonstrate the flexibility of the construction. Next, we focus on the important problem of selecting variables from the set of possible predictors and describe a general framework that employs mixture priors. We compare alternative MCMC strategies for posterior inference and achieve a computationally efficient and practical approach. We demonstrate performances on simulated and benchmark data sets.
Consistency of the MLE under mixture models
Chen, Jiahua
2016-01-01
The large-sample properties of likelihood-based statistical inference under mixture models have received much attention from statisticians. Although the consistency of the nonparametric MLE is regarded as a standard conclusion, many researchers ignore the precise conditions required on the mixture model. An incorrect claim of consistency can lead to false conclusions even if the mixture model under investigation seems well behaved. Under a finite normal mixture model, for instance, the consis...
On a Generalized Squared Gaussian Diffusion Model for Option Valuation
Directory of Open Access Journals (Sweden)
Edeki S.O.
2017-01-01
Full Text Available In financial mathematics, option pricing models are vital tools whose usefulness cannot be overemphasized. Modern approaches and modelling of financial derivatives are therefore required in option pricing and valuation settings. In this paper, we derive via the application of Ito lemma, a pricing model referred to as Generalized Squared Gaussian Diffusion Model (GSGDM for option pricing and valuation. Same approach can be considered via Stratonovich stochastic dynamics. We also show that the classical Black-Scholes, and the square root constant elasticity of variance models are special cases of the GSGDM. In addition, general solution of the GSGDM is obtained using modified variational iterative method (MVIM.
On the thermodynamic properties of the generalized Gaussian core model
Directory of Open Access Journals (Sweden)
B.M.Mladek
2005-01-01
Full Text Available We present results of a systematic investigation of the properties of the generalized Gaussian core model of index n. The potential of this system interpolates via the index n between the potential of the Gaussian core model and the penetrable sphere system, thereby varying the steepness of the repulsion. We have used both conventional and self-consistent liquid state theories to calculate the structural and thermodynamic properties of the system; reference data are provided by computer simulations. The results indicate that the concept of self-consistency becomes indispensable to guarantee excellent agreement with simulation data; in particular, structural consistency (in our approach taken into account via the zero separation theorem is obviously a very important requirement. Simulation results for the dimensionless equation of state, β P / ρ, indicate that for an index-value of 4, a clustering transition, possibly into a structurally ordered phase might set in as the system is compressed.
Prediction of Geological Subsurfaces Based on Gaussian Random Field Models
Energy Technology Data Exchange (ETDEWEB)
Abrahamsen, Petter
1997-12-31
During the sixties, random functions became practical tools for predicting ore reserves with associated precision measures in the mining industry. This was the start of the geostatistical methods called kriging. These methods are used, for example, in petroleum exploration. This thesis reviews the possibilities for using Gaussian random functions in modelling of geological subsurfaces. It develops methods for including many sources of information and observations for precise prediction of the depth of geological subsurfaces. The simple properties of Gaussian distributions make it possible to calculate optimal predictors in the mean square sense. This is done in a discussion of kriging predictors. These predictors are then extended to deal with several subsurfaces simultaneously. It is shown how additional velocity observations can be used to improve predictions. The use of gradient data and even higher order derivatives are also considered and gradient data are used in an example. 130 refs., 44 figs., 12 tabs.
A model of non-Gaussian diffusion in heterogeneous media
Lanoiselée, Yann; Grebenkov, Denis S.
2018-04-01
Recent progress in single-particle tracking has shown evidence of the non-Gaussian distribution of displacements in living cells, both near the cellular membrane and inside the cytoskeleton. Similar behavior has also been observed in granular materials, turbulent flows, gels and colloidal suspensions, suggesting that this is a general feature of diffusion in complex media. A possible interpretation of this phenomenon is that a tracer explores a medium with spatio-temporal fluctuations which result in local changes of diffusivity. We propose and investigate an ergodic, easily interpretable model, which implements the concept of diffusing diffusivity. Depending on the parameters, the distribution of displacements can be either flat or peaked at small displacements with an exponential tail at large displacements. We show that the distribution converges slowly to a Gaussian one. We calculate statistical properties, derive the asymptotic behavior and discuss some implications and extensions.
Evaluation of Gaussian approximations for data assimilation in reservoir models
Iglesias, Marco A.
2013-07-14
The Bayesian framework is the standard approach for data assimilation in reservoir modeling. This framework involves characterizing the posterior distribution of geological parameters in terms of a given prior distribution and data from the reservoir dynamics, together with a forward model connecting the space of geological parameters to the data space. Since the posterior distribution quantifies the uncertainty in the geologic parameters of the reservoir, the characterization of the posterior is fundamental for the optimal management of reservoirs. Unfortunately, due to the large-scale highly nonlinear properties of standard reservoir models, characterizing the posterior is computationally prohibitive. Instead, more affordable ad hoc techniques, based on Gaussian approximations, are often used for characterizing the posterior distribution. Evaluating the performance of those Gaussian approximations is typically conducted by assessing their ability at reproducing the truth within the confidence interval provided by the ad hoc technique under consideration. This has the disadvantage of mixing up the approximation properties of the history matching algorithm employed with the information content of the particular observations used, making it hard to evaluate the effect of the ad hoc approximations alone. In this paper, we avoid this disadvantage by comparing the ad hoc techniques with a fully resolved state-of-the-art probing of the Bayesian posterior distribution. The ad hoc techniques whose performance we assess are based on (1) linearization around the maximum a posteriori estimate, (2) randomized maximum likelihood, and (3) ensemble Kalman filter-type methods. In order to fully resolve the posterior distribution, we implement a state-of-the art Markov chain Monte Carlo (MCMC) method that scales well with respect to the dimension of the parameter space, enabling us to study realistic forward models, in two space dimensions, at a high level of grid refinement. Our
Graphical Gaussian models with edge and vertex symmetries
DEFF Research Database (Denmark)
Højsgaard, Søren; Lauritzen, Steffen L
2008-01-01
We introduce new types of graphical Gaussian models by placing symmetry restrictions on the concentration or correlation matrix. The models can be represented by coloured graphs, where parameters that are associated with edges or vertices of the same colour are restricted to being identical. We...... study the properties of such models and derive the necessary algorithms for calculating maximum likelihood estimates. We identify conditions for restrictions on the concentration and correlation matrices being equivalent. This is for example the case when symmetries are generated by permutation...
Missing data reconstruction using Gaussian mixture models for fingerprint images
Agaian, Sos S.; Yeole, Rushikesh D.; Rao, Shishir P.; Mulawka, Marzena; Troy, Mike; Reinecke, Gary
2016-05-01
Publisher's Note: This paper, originally published on 25 May 2016, was replaced with a revised version on 16 June 2016. If you downloaded the original PDF, but are unable to access the revision, please contact SPIE Digital Library Customer Service for assistance. One of the most important areas in biometrics is matching partial fingerprints in fingerprint databases. Recently, significant progress has been made in designing fingerprint identification systems for missing fingerprint information. However, a dependable reconstruction of fingerprint images still remains challenging due to the complexity and the ill-posed nature of the problem. In this article, both binary and gray-level images are reconstructed. This paper also presents a new similarity score to evaluate the performance of the reconstructed binary image. The offered fingerprint image identification system can be automated and extended to numerous other security applications such as postmortem fingerprints, forensic science, investigations, artificial intelligence, robotics, all-access control, and financial security, as well as for the verification of firearm purchasers, driver license applicants, etc.
Case studies in Gaussian process modelling of computer codes
International Nuclear Information System (INIS)
Kennedy, Marc C.; Anderson, Clive W.; Conti, Stefano; O'Hagan, Anthony
2006-01-01
In this paper we present a number of recent applications in which an emulator of a computer code is created using a Gaussian process model. Tools are then applied to the emulator to perform sensitivity analysis and uncertainty analysis. Sensitivity analysis is used both as an aid to model improvement and as a guide to how much the output uncertainty might be reduced by learning about specific inputs. Uncertainty analysis allows us to reflect output uncertainty due to unknown input parameters, when the finished code is used for prediction. The computer codes themselves are currently being developed within the UK Centre for Terrestrial Carbon Dynamics
Gaussian Process Regression Model in Spatial Logistic Regression
Sofro, A.; Oktaviarina, A.
2018-01-01
Spatial analysis has developed very quickly in the last decade. One of the favorite approaches is based on the neighbourhood of the region. Unfortunately, there are some limitations such as difficulty in prediction. Therefore, we offer Gaussian process regression (GPR) to accommodate the issue. In this paper, we will focus on spatial modeling with GPR for binomial data with logit link function. The performance of the model will be investigated. We will discuss the inference of how to estimate the parameters and hyper-parameters and to predict as well. Furthermore, simulation studies will be explained in the last section.
Fractional Gaussian noise: Prior specification and model comparison
Sø rbye, Sigrunn Holbek; Rue, Haavard
2017-01-01
Fractional Gaussian noise (fGn) is a stationary stochastic process used to model antipersistent or persistent dependency structures in observed time series. Properties of the autocovariance function of fGn are characterised by the Hurst exponent (H), which, in Bayesian contexts, typically has been assigned a uniform prior on the unit interval. This paper argues why a uniform prior is unreasonable and introduces the use of a penalised complexity (PC) prior for H. The PC prior is computed to penalise divergence from the special case of white noise and is invariant to reparameterisations. An immediate advantage is that the exact same prior can be used for the autocorrelation coefficient ϕ(symbol) of a first-order autoregressive process AR(1), as this model also reflects a flexible version of white noise. Within the general setting of latent Gaussian models, this allows us to compare an fGn model component with AR(1) using Bayes factors, avoiding the confounding effects of prior choices for the two hyperparameters H and ϕ(symbol). Among others, this is useful in climate regression models where inference for underlying linear or smooth trends depends heavily on the assumed noise model.
Fractional Gaussian noise: Prior specification and model comparison
Sørbye, Sigrunn Holbek
2017-07-07
Fractional Gaussian noise (fGn) is a stationary stochastic process used to model antipersistent or persistent dependency structures in observed time series. Properties of the autocovariance function of fGn are characterised by the Hurst exponent (H), which, in Bayesian contexts, typically has been assigned a uniform prior on the unit interval. This paper argues why a uniform prior is unreasonable and introduces the use of a penalised complexity (PC) prior for H. The PC prior is computed to penalise divergence from the special case of white noise and is invariant to reparameterisations. An immediate advantage is that the exact same prior can be used for the autocorrelation coefficient ϕ(symbol) of a first-order autoregressive process AR(1), as this model also reflects a flexible version of white noise. Within the general setting of latent Gaussian models, this allows us to compare an fGn model component with AR(1) using Bayes factors, avoiding the confounding effects of prior choices for the two hyperparameters H and ϕ(symbol). Among others, this is useful in climate regression models where inference for underlying linear or smooth trends depends heavily on the assumed noise model.
State of the art atmospheric dispersion modelling. Should the Gaussian plume model still be used?
Energy Technology Data Exchange (ETDEWEB)
Richter, Cornelia [Gesellschaft fuer Anlagen- und Reaktorsicherheit (GRS) gGmbH, Koeln (Germany)
2016-11-15
For regulatory purposes with respect to licensing and supervision of airborne releases of nuclear installations, the Gaussian plume model is still in use in Germany. However, for complex situations the Gaussian plume model is to be replaced by a Lagrangian particle model. Now the new EU basic safety standards for protection against the dangers arising from exposure to ionising radiation (EU BSS) [1] asks for a realistic assessment of doses to the members of the public from authorised practices. This call for a realistic assessment raises the question whether dispersion modelling with the Gaussian plume model is an adequate approach anymore or whether the use of more complex models is mandatory.
Performance of monitoring networks estimated from a Gaussian plume model
International Nuclear Information System (INIS)
Seebregts, A.J.; Hienen, J.F.A.
1990-10-01
In support of the ECN study on monitoring strategies after nuclear accidents, the present report describes the analysis of the performance of a monitoring network in a square grid. This network is used to estimate the distribution of the deposition pattern after a release of radioactivity into the atmosphere. The analysis is based upon a single release, a constant wind direction and an atmospheric dispersion according to a simplified Gaussian plume model. A technique is introduced to estimate the parameters in this Gaussian model based upon measurements at specific monitoring locations and linear regression, although this model is intrinsically non-linear. With these estimated parameters and the Gaussian model the distribution of the contamination due to deposition can be estimated. To investigate the relation between the network and the accuracy of the estimates for the deposition, deposition data have been generated by the Gaussian model, including a measurement error by a Monte Carlo simulation and this procedure has been repeated for several grid sizes, dispersion conditions, number of measurements per location, and errors per single measurement. The present technique has also been applied for the mesh sizes of two networks in the Netherlands, viz. the Landelijk Meetnet Radioaciviteit (National Measurement Network on Radioactivity, mesh size approx. 35 km) and the proposed Landelijk Meetnet Nucleaire Incidenten (National Measurement Network on Nuclear Incidents, mesh size approx. 15 km). The results show accuracies of 11 and 7 percent, respectively, if monitoring locations are used more than 10 km away from the postulated accident site. These figures are based upon 3 measurements per location and a dispersion during neutral weather with a wind velocity of 4 m/s. For stable weather conditions and low wind velocities, i.e. a small plume, the calculated accuracies are at least a factor 1.5 worse.The present type of analysis makes a cost-benefit approach to the
Fault Tolerant Control Using Gaussian Processes and Model Predictive Control
Directory of Open Access Journals (Sweden)
Yang Xiaoke
2015-03-01
Full Text Available Essential ingredients for fault-tolerant control are the ability to represent system behaviour following the occurrence of a fault, and the ability to exploit this representation for deciding control actions. Gaussian processes seem to be very promising candidates for the first of these, and model predictive control has a proven capability for the second. We therefore propose to use the two together to obtain fault-tolerant control functionality. Our proposal is illustrated by several reasonably realistic examples drawn from flight control.
Gaussian free turbulence: structures and relaxation in plasma models
International Nuclear Information System (INIS)
Gruzinov, A.V.
1993-01-01
Free-turbulent relaxation in two-dimensional MHD, the degenerate Hasegawa-Mima equation and a two-dimensional microtearing model are studied. The Gibbs distributions of these three systems can be completely analyzed, due to the special structure of their invariants and due to the existence of ultraviolet catastrophe. The free-turbulent field is seen to be a sum of a certain coherent structure (statistical attractor) and Gaussian random noise. Two-dimensional current layers are shown to be statistical attractors in 2D MHD. (author)
Gaussian random bridges and a geometric model for information equilibrium
Mengütürk, Levent Ali
2018-03-01
The paper introduces a class of conditioned stochastic processes that we call Gaussian random bridges (GRBs) and proves some of their properties. Due to the anticipative representation of any GRB as the sum of a random variable and a Gaussian (T , 0) -bridge, GRBs can model noisy information processes in partially observed systems. In this spirit, we propose an asset pricing model with respect to what we call information equilibrium in a market with multiple sources of information. The idea is to work on a topological manifold endowed with a metric that enables us to systematically determine an equilibrium point of a stochastic system that can be represented by multiple points on that manifold at each fixed time. In doing so, we formulate GRB-based information diversity over a Riemannian manifold and show that it is pinned to zero over the boundary determined by Dirac measures. We then define an influence factor that controls the dominance of an information source in determining the best estimate of a signal in the L2-sense. When there are two sources, this allows us to construct information equilibrium as a functional of a geodesic-valued stochastic process, which is driven by an equilibrium convergence rate representing the signal-to-noise ratio. This leads us to derive price dynamics under what can be considered as an equilibrium probability measure. We also provide a semimartingale representation of Markovian GRBs associated with Gaussian martingales and a non-anticipative representation of fractional Brownian random bridges that can incorporate degrees of information coupling in a given system via the Hurst exponent.
Dirichlet Process Parsimonious Mixtures for clustering
Chamroukhi, Faicel; Bartcus, Marius; Glotin, Hervé
2015-01-01
The parsimonious Gaussian mixture models, which exploit an eigenvalue decomposition of the group covariance matrices of the Gaussian mixture, have shown their success in particular in cluster analysis. Their estimation is in general performed by maximum likelihood estimation and has also been considered from a parametric Bayesian prospective. We propose new Dirichlet Process Parsimonious mixtures (DPPM) which represent a Bayesian nonparametric formulation of these parsimonious Gaussian mixtur...
Mixture Modeling: Applications in Educational Psychology
Harring, Jeffrey R.; Hodis, Flaviu A.
2016-01-01
Model-based clustering methods, commonly referred to as finite mixture modeling, have been applied to a wide variety of cross-sectional and longitudinal data to account for heterogeneity in population characteristics. In this article, we elucidate 2 such approaches: growth mixture modeling and latent profile analysis. Both techniques are…
Out-of-equilibrium dynamics in a Gaussian trap model
International Nuclear Information System (INIS)
Diezemann, Gregor
2007-01-01
The violations of the fluctuation-dissipation theorem are analysed for a trap model with a Gaussian density of states. In this model, the system reaches thermal equilibrium for long times after a quench to any finite temperature and therefore all ageing effect are of a transient nature. For not too long times after the quench it is found that the so-called fluctuation-dissipation ratio tends to a non-trivial limit, thus indicating the possibility for the definition of a timescale-dependent effective temperature. However, different definitions of the effective temperature yield distinct results. In particular, plots of the integrated response versus the correlation function strongly depend on the way they are constructed. Also the definition of effective temperatures in the frequency domain is not unique for the model considered. This may have some implications for the interpretation of results from computer simulations and experimental determinations of effective temperatures
The Gaussian streaming model and convolution Lagrangian effective field theory
Energy Technology Data Exchange (ETDEWEB)
Vlah, Zvonimir [Stanford Institute for Theoretical Physics and Department of Physics, Stanford University, Stanford, CA 94306 (United States); Castorina, Emanuele; White, Martin, E-mail: zvlah@stanford.edu, E-mail: ecastorina@berkeley.edu, E-mail: mwhite@berkeley.edu [Department of Physics, University of California, Berkeley, CA 94720 (United States)
2016-12-01
We update the ingredients of the Gaussian streaming model (GSM) for the redshift-space clustering of biased tracers using the techniques of Lagrangian perturbation theory, effective field theory (EFT) and a generalized Lagrangian bias expansion. After relating the GSM to the cumulant expansion, we present new results for the real-space correlation function, mean pairwise velocity and pairwise velocity dispersion including counter terms from EFT and bias terms through third order in the linear density, its leading derivatives and its shear up to second order. We discuss the connection to the Gaussian peaks formalism. We compare the ingredients of the GSM to a suite of large N-body simulations, and show the performance of the theory on the low order multipoles of the redshift-space correlation function and power spectrum. We highlight the importance of a general biasing scheme, which we find to be as important as higher-order corrections due to non-linear evolution for the halos we consider on the scales of interest to us.
A Gaussian graphical model approach to climate networks
Energy Technology Data Exchange (ETDEWEB)
Zerenner, Tanja, E-mail: tanjaz@uni-bonn.de [Meteorological Institute, University of Bonn, Auf dem Hügel 20, 53121 Bonn (Germany); Friederichs, Petra; Hense, Andreas [Meteorological Institute, University of Bonn, Auf dem Hügel 20, 53121 Bonn (Germany); Interdisciplinary Center for Complex Systems, University of Bonn, Brühler Straße 7, 53119 Bonn (Germany); Lehnertz, Klaus [Department of Epileptology, University of Bonn, Sigmund-Freud-Straße 25, 53105 Bonn (Germany); Helmholtz Institute for Radiation and Nuclear Physics, University of Bonn, Nussallee 14-16, 53115 Bonn (Germany); Interdisciplinary Center for Complex Systems, University of Bonn, Brühler Straße 7, 53119 Bonn (Germany)
2014-06-15
Distinguishing between direct and indirect connections is essential when interpreting network structures in terms of dynamical interactions and stability. When constructing networks from climate data the nodes are usually defined on a spatial grid. The edges are usually derived from a bivariate dependency measure, such as Pearson correlation coefficients or mutual information. Thus, the edges indistinguishably represent direct and indirect dependencies. Interpreting climate data fields as realizations of Gaussian Random Fields (GRFs), we have constructed networks according to the Gaussian Graphical Model (GGM) approach. In contrast to the widely used method, the edges of GGM networks are based on partial correlations denoting direct dependencies. Furthermore, GRFs can be represented not only on points in space, but also by expansion coefficients of orthogonal basis functions, such as spherical harmonics. This leads to a modified definition of network nodes and edges in spectral space, which is motivated from an atmospheric dynamics perspective. We construct and analyze networks from climate data in grid point space as well as in spectral space, and derive the edges from both Pearson and partial correlations. Network characteristics, such as mean degree, average shortest path length, and clustering coefficient, reveal that the networks posses an ordered and strongly locally interconnected structure rather than small-world properties. Despite this, the network structures differ strongly depending on the construction method. Straightforward approaches to infer networks from climate data while not regarding any physical processes may contain too strong simplifications to describe the dynamics of the climate system appropriately.
Fast uncertainty reduction strategies relying on Gaussian process models
International Nuclear Information System (INIS)
Chevalier, Clement
2013-01-01
This work deals with sequential and batch-sequential evaluation strategies of real-valued functions under limited evaluation budget, using Gaussian process models. Optimal Stepwise Uncertainty Reduction (SUR) strategies are investigated for two different problems, motivated by real test cases in nuclear safety. First we consider the problem of identifying the excursion set above a given threshold T of a real-valued function f. Then we study the question of finding the set of 'safe controlled configurations', i.e. the set of controlled inputs where the function remains below T, whatever the value of some others non-controlled inputs. New SUR strategies are presented, together with efficient procedures and formulas to compute and use them in real world applications. The use of fast formulas to recalculate quickly the posterior mean or covariance function of a Gaussian process (referred to as the 'kriging update formulas') does not only provide substantial computational savings. It is also one of the key tools to derive closed form formulas enabling a practical use of computationally-intensive sampling strategies. A contribution in batch-sequential optimization (with the multi-points Expected Improvement) is also presented. (author)
A Gaussian graphical model approach to climate networks
International Nuclear Information System (INIS)
Zerenner, Tanja; Friederichs, Petra; Hense, Andreas; Lehnertz, Klaus
2014-01-01
Distinguishing between direct and indirect connections is essential when interpreting network structures in terms of dynamical interactions and stability. When constructing networks from climate data the nodes are usually defined on a spatial grid. The edges are usually derived from a bivariate dependency measure, such as Pearson correlation coefficients or mutual information. Thus, the edges indistinguishably represent direct and indirect dependencies. Interpreting climate data fields as realizations of Gaussian Random Fields (GRFs), we have constructed networks according to the Gaussian Graphical Model (GGM) approach. In contrast to the widely used method, the edges of GGM networks are based on partial correlations denoting direct dependencies. Furthermore, GRFs can be represented not only on points in space, but also by expansion coefficients of orthogonal basis functions, such as spherical harmonics. This leads to a modified definition of network nodes and edges in spectral space, which is motivated from an atmospheric dynamics perspective. We construct and analyze networks from climate data in grid point space as well as in spectral space, and derive the edges from both Pearson and partial correlations. Network characteristics, such as mean degree, average shortest path length, and clustering coefficient, reveal that the networks posses an ordered and strongly locally interconnected structure rather than small-world properties. Despite this, the network structures differ strongly depending on the construction method. Straightforward approaches to infer networks from climate data while not regarding any physical processes may contain too strong simplifications to describe the dynamics of the climate system appropriately
Statistically tuned Gaussian background subtraction technique for ...
Indian Academy of Sciences (India)
temporal median method and mixture of Gaussian model and performance evaluation ... to process the videos captured by unmanned aerial vehicle (UAV). ..... The output is obtained by simulation using MATLAB 2010 in a standalone PC with ...
A Monte Carlo simulation model for stationary non-Gaussian processes
DEFF Research Database (Denmark)
Grigoriu, M.; Ditlevsen, Ove Dalager; Arwade, S. R.
2003-01-01
includes translation processes and is useful for both Monte Carlo simulation and analytical studies. As for translation processes, the mixture of translation processes can have a wide range of marginal distributions and correlation functions. Moreover, these processes can match a broader range of second...... athe proposed Monte Carlo algorithm and compare features of translation processes and mixture of translation processes. Keywords: Monte Carlo simulation, non-Gaussian processes, sampling theorem, stochastic processes, translation processes......A class of stationary non-Gaussian processes, referred to as the class of mixtures of translation processes, is defined by their finite dimensional distributions consisting of mixtures of finite dimensional distributions of translation processes. The class of mixtures of translation processes...
GaussianCpG: a Gaussian model for detection of CpG island in human genome sequences.
Yu, Ning; Guo, Xuan; Zelikovsky, Alexander; Pan, Yi
2017-05-24
As crucial markers in identifying biological elements and processes in mammalian genomes, CpG islands (CGI) play important roles in DNA methylation, gene regulation, epigenetic inheritance, gene mutation, chromosome inactivation and nuclesome retention. The generally accepted criteria of CGI rely on: (a) %G+C content is ≥ 50%, (b) the ratio of the observed CpG content and the expected CpG content is ≥ 0.6, and (c) the general length of CGI is greater than 200 nucleotides. Most existing computational methods for the prediction of CpG island are programmed on these rules. However, many experimentally verified CpG islands deviate from these artificial criteria. Experiments indicate that in many cases %G+C is human genome. We analyze the energy distribution over genomic primary structure for each CpG site and adopt the parameters from statistics of Human genome. The evaluation results show that the new model can predict CpG islands efficiently by balancing both sensitivity and specificity over known human CGI data sets. Compared with other models, GaussianCpG can achieve better performance in CGI detection. Our Gaussian model aims to simplify the complex interaction between nucleotides. The model is computed not by the linear statistical method but by the Gaussian energy distribution and accumulation. The parameters of Gaussian function are not arbitrarily designated but deliberately chosen by optimizing the biological statistics. By using the pseudopotential analysis on CpG islands, the novel model is validated on both the real and artificial data sets.
Surrogacy assessment using principal stratification and a Gaussian copula model.
Conlon, Asc; Taylor, Jmg; Elliott, M R
2017-02-01
In clinical trials, a surrogate outcome ( S) can be measured before the outcome of interest ( T) and may provide early information regarding the treatment ( Z) effect on T. Many methods of surrogacy validation rely on models for the conditional distribution of T given Z and S. However, S is a post-randomization variable, and unobserved, simultaneous predictors of S and T may exist, resulting in a non-causal interpretation. Frangakis and Rubin developed the concept of principal surrogacy, stratifying on the joint distribution of the surrogate marker under treatment and control to assess the association between the causal effects of treatment on the marker and the causal effects of treatment on the clinical outcome. Working within the principal surrogacy framework, we address the scenario of an ordinal categorical variable as a surrogate for a censored failure time true endpoint. A Gaussian copula model is used to model the joint distribution of the potential outcomes of T, given the potential outcomes of S. Because the proposed model cannot be fully identified from the data, we use a Bayesian estimation approach with prior distributions consistent with reasonable assumptions in the surrogacy assessment setting. The method is applied to data from a colorectal cancer clinical trial, previously analyzed by Burzykowski et al.
On modeling of structured multiphase mixtures
International Nuclear Information System (INIS)
Dobran, F.
1987-01-01
The usual modeling of multiphase mixtures involves a set of conservation and balance equations of mass, momentum, energy and entropy (the basic set) constructed by an averaging procedure or postulated. The averaged models are constructed by averaging, over space or time segments, the local macroscopic field equations of each phase, whereas the postulated models are usually motivated by the single phase multicomponent mixture models. In both situations, the resulting equations yield superimposed continua models and are closed by the constitutive equations which place restrictions on the possible material response during the motion and phase change. In modeling the structured multiphase mixtures, the modeling of intrinsic motion of grains or particles is accomplished by adjoining to the basic set of field equations the additional balance equations, thereby placing restrictions on the motion of phases only within the imposed extrinsic and intrinsic sources. The use of the additional balance equations has been primarily advocated in the postulatory theories of multiphase mixtures and are usually derived through very special assumptions of the material deformation. Nevertheless, the resulting mixture models can predict a wide variety of complex phenomena such as the Mohr-Coulomb yield criterion in granular media, Rayleigh bubble equation, wave dispersion and dilatancy. Fundamental to the construction of structured models of multiphase mixtures are the problems pertaining to the existence and number of additional balance equations to model the structural characteristics of a mixture. Utilizing a volume averaging procedure it is possible not only to derive the basic set of field equation discussed above, but also a very general set of additional balance equations for modeling of structural properties of the mixture
Model structure selection in convolutive mixtures
DEFF Research Database (Denmark)
Dyrholm, Mads; Makeig, S.; Hansen, Lars Kai
2006-01-01
The CICAAR algorithm (convolutive independent component analysis with an auto-regressive inverse model) allows separation of white (i.i.d) source signals from convolutive mixtures. We introduce a source color model as a simple extension to the CICAAR which allows for a more parsimonious represent......The CICAAR algorithm (convolutive independent component analysis with an auto-regressive inverse model) allows separation of white (i.i.d) source signals from convolutive mixtures. We introduce a source color model as a simple extension to the CICAAR which allows for a more parsimonious...... representation in many practical mixtures. The new filter-CICAAR allows Bayesian model selection and can help answer questions like: ’Are we actually dealing with a convolutive mixture?’. We try to answer this question for EEG data....
Directory of Open Access Journals (Sweden)
Silva-Aguilar Martín
2011-01-01
Full Text Available Metals are ubiquitous pollutants present as mixtures. In particular, mixture of arsenic-cadmium-lead is among the leading toxic agents detected in the environment. These metals have carcinogenic and cell-transforming potential. In this study, we used a two step cell transformation model, to determine the role of oxidative stress in transformation induced by a mixture of arsenic-cadmium-lead. Oxidative damage and antioxidant response were determined. Metal mixture treatment induces the increase of damage markers and the antioxidant response. Loss of cell viability and increased transforming potential were observed during the promotion phase. This finding correlated significantly with generation of reactive oxygen species. Cotreatment with N-acetyl-cysteine induces effect on the transforming capacity; while a diminution was found in initiation, in promotion phase a total block of the transforming capacity was observed. Our results suggest that oxidative stress generated by metal mixture plays an important role only in promotion phase promoting transforming capacity.
Memory effects in the relaxation of the Gaussian trap model
Diezemann, Gregor; Heuer, Andreas
2011-03-01
We investigate the memory effect in a simple model for glassy relaxation, a trap model with a Gaussian density of states. In this model, thermal equilibrium is reached at all finite temperatures and we therefore can consider jumps from low to high temperatures in addition to the quenches usually considered in aging studies. We show that the evolution of the energy following the Kovacs protocol can approximately be expressed as a difference of two monotonously decaying functions and thus show the existence of a so-called Kovacs hump whenever these functions are not single exponentials. It is well established that the Kovacs effect also occurs in the linear response regime, and we show that most of the gross features do not change dramatically when large temperature jumps are considered. However, there is one distinguishing feature that only exists beyond the linear regime, which we discuss in detail. For the memory experiment with inverted temperatures, i.e., jumping up and then down again, we find a very similar behavior apart from an opposite sign of the hump.
Markov random field and Gaussian mixture for segmented MRI-based partial volume correction in PET
International Nuclear Information System (INIS)
Bousse, Alexandre; Thomas, Benjamin A; Erlandsson, Kjell; Hutton, Brian F; Pedemonte, Stefano; Ourselin, Sébastien; Arridge, Simon
2012-01-01
In this paper we propose a segmented magnetic resonance imaging (MRI) prior-based maximum penalized likelihood deconvolution technique for positron emission tomography (PET) images. The model assumes the existence of activity classes that behave like a hidden Markov random field (MRF) driven by the segmented MRI. We utilize a mean field approximation to compute the likelihood of the MRF. We tested our method on both simulated and clinical data (brain PET) and compared our results with PET images corrected with the re-blurred Van Cittert (VC) algorithm, the simplified Guven (SG) algorithm and the region-based voxel-wise (RBV) technique. We demonstrated our algorithm outperforms the VC algorithm and outperforms SG and RBV corrections when the segmented MRI is inconsistent (e.g. mis-segmentation, lesions, etc) with the PET image. (paper)
Gaussian copula as a likelihood function for environmental models
Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.
2017-12-01
Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an
Fast and Scalable Gaussian Process Modeling with Applications to Astronomical Time Series
Foreman-Mackey, Daniel; Agol, Eric; Ambikasaran, Sivaram; Angus, Ruth
2017-12-01
The growing field of large-scale time domain astronomy requires methods for probabilistic data analysis that are computationally tractable, even with large data sets. Gaussian processes (GPs) are a popular class of models used for this purpose, but since the computational cost scales, in general, as the cube of the number of data points, their application has been limited to small data sets. In this paper, we present a novel method for GPs modeling in one dimension where the computational requirements scale linearly with the size of the data set. We demonstrate the method by applying it to simulated and real astronomical time series data sets. These demonstrations are examples of probabilistic inference of stellar rotation periods, asteroseismic oscillation spectra, and transiting planet parameters. The method exploits structure in the problem when the covariance function is expressed as a mixture of complex exponentials, without requiring evenly spaced observations or uniform noise. This form of covariance arises naturally when the process is a mixture of stochastically driven damped harmonic oscillators—providing a physical motivation for and interpretation of this choice—but we also demonstrate that it can be a useful effective model in some other cases. We present a mathematical description of the method and compare it to existing scalable GP methods. The method is fast and interpretable, with a range of potential applications within astronomical data analysis and beyond. We provide well-tested and documented open-source implementations of this method in C++, Python, and Julia.
Fitting the Fractional Polynomial Model to Non-Gaussian Longitudinal Data
Directory of Open Access Journals (Sweden)
Ji Hoon Ryoo
2017-08-01
Full Text Available As in cross sectional studies, longitudinal studies involve non-Gaussian data such as binomial, Poisson, gamma, and inverse-Gaussian distributions, and multivariate exponential families. A number of statistical tools have thus been developed to deal with non-Gaussian longitudinal data, including analytic techniques to estimate parameters in both fixed and random effects models. However, as yet growth modeling with non-Gaussian data is somewhat limited when considering the transformed expectation of the response via a linear predictor as a functional form of explanatory variables. In this study, we introduce a fractional polynomial model (FPM that can be applied to model non-linear growth with non-Gaussian longitudinal data and demonstrate its use by fitting two empirical binary and count data models. The results clearly show the efficiency and flexibility of the FPM for such applications.
Gaussian graphical modeling reveals specific lipid correlations in glioblastoma cells
Mueller, Nikola S.; Krumsiek, Jan; Theis, Fabian J.; Böhm, Christian; Meyer-Bäse, Anke
2011-06-01
Advances in high-throughput measurements of biological specimens necessitate the development of biologically driven computational techniques. To understand the molecular level of many human diseases, such as cancer, lipid quantifications have been shown to offer an excellent opportunity to reveal disease-specific regulations. The data analysis of the cell lipidome, however, remains a challenging task and cannot be accomplished solely based on intuitive reasoning. We have developed a method to identify a lipid correlation network which is entirely disease-specific. A powerful method to correlate experimentally measured lipid levels across the various samples is a Gaussian Graphical Model (GGM), which is based on partial correlation coefficients. In contrast to regular Pearson correlations, partial correlations aim to identify only direct correlations while eliminating indirect associations. Conventional GGM calculations on the entire dataset can, however, not provide information on whether a correlation is truly disease-specific with respect to the disease samples and not a correlation of control samples. Thus, we implemented a novel differential GGM approach unraveling only the disease-specific correlations, and applied it to the lipidome of immortal Glioblastoma tumor cells. A large set of lipid species were measured by mass spectrometry in order to evaluate lipid remodeling as a result to a combination of perturbation of cells inducing programmed cell death, while the other perturbations served solely as biological controls. With the differential GGM, we were able to reveal Glioblastoma-specific lipid correlations to advance biomedical research on novel gene therapies.
Linear velocity fields in non-Gaussian models for large-scale structure
Scherrer, Robert J.
1992-01-01
Linear velocity fields in two types of physically motivated non-Gaussian models are examined for large-scale structure: seed models, in which the density field is a convolution of a density profile with a distribution of points, and local non-Gaussian fields, derived from a local nonlinear transformation on a Gaussian field. The distribution of a single component of the velocity is derived for seed models with randomly distributed seeds, and these results are applied to the seeded hot dark matter model and the global texture model with cold dark matter. An expression for the distribution of a single component of the velocity in arbitrary local non-Gaussian models is given, and these results are applied to such fields with chi-squared and lognormal distributions. It is shown that all seed models with randomly distributed seeds and all local non-Guassian models have single-component velocity distributions with positive kurtosis.
Chen, Tai-Been; Chen, Jyh-Cheng; Lu, Henry Horng-Shing
2012-01-01
Segmentation of positron emission tomography (PET) is typically achieved using the K-Means method or other approaches. In preclinical and clinical applications, the K-Means method needs a prior estimation of parameters such as the number of clusters and appropriate initialized values. This work segments microPET images using a hybrid method combining the Gaussian mixture model (GMM) with kernel density estimation. Segmentation is crucial to registration of disordered 2-deoxy-2-fluoro-D-glucose (FDG) accumulation locations with functional diagnosis and to estimate standardized uptake values (SUVs) of region of interests (ROIs) in PET images. Therefore, simulation studies are conducted to apply spherical targets to evaluate segmentation accuracy based on Tanimoto's definition of similarity. The proposed method generates a higher degree of similarity than the K-Means method. The PET images of a rat brain are used to compare the segmented shape and area of the cerebral cortex by the K-Means method and the proposed method by volume rendering. The proposed method provides clearer and more detailed activity structures of an FDG accumulation location in the cerebral cortex than those by the K-Means method.
A comparison of the Gaussian Plume models of Pasquill and Smith
International Nuclear Information System (INIS)
Barker, C.D.
1978-03-01
The Gaussian Plume models of Pasquill and Smith are compared over the full range of atmospheric stability for both short and continuous releases of material. For low level releases the two models compare well (to within a factor of approximately 2) except for very unstable conditions. The agreement between the two models for high level sources is not so good. It is concluded that the two Gaussian models are cheap and simple to use, but may require experimental verification in specific applications. (author)
Simulation of ultrasonic surface waves with multi-Gaussian and point source beam models
International Nuclear Information System (INIS)
Zhao, Xinyu; Schmerr, Lester W. Jr.; Li, Xiongbing; Sedov, Alexander
2014-01-01
In the past decade, multi-Gaussian beam models have been developed to solve many complicated bulk wave propagation problems. However, to date those models have not been extended to simulate the generation of Rayleigh waves. Here we will combine Gaussian beams with an explicit high frequency expression for the Rayleigh wave Green function to produce a three-dimensional multi-Gaussian beam model for the fields radiated from an angle beam transducer mounted on a solid wedge. Simulation results obtained with this model are compared to those of a point source model. It is shown that the multi-Gaussian surface wave beam model agrees well with the point source model while being computationally much more efficient
American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution
DEFF Research Database (Denmark)
Stentoft, Lars Peter
In this paper we propose a feasible way to price American options in a model with time varying volatility and conditional skewness and leptokurtosis using GARCH processes and the Normal Inverse Gaussian distribution. We show how the risk neutral dynamics can be obtained in this model, we interpret...... properties shows that there are important option pricing differences compared to the Gaussian case as well as to the symmetric special case. A large scale empirical examination shows that our model outperforms the Gaussian case for pricing options on three large US stocks as well as a major index...
The Gaussian Graphical Model in Cross-Sectional and Time-Series Data.
Epskamp, Sacha; Waldorp, Lourens J; Mõttus, René; Borsboom, Denny
2018-04-16
We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis tool. The GGM shows which variables predict one-another, allows for sparse modeling of covariance structures, and may highlight potential causal relationships between observed variables. We describe the utility in three kinds of psychological data sets: data sets in which consecutive cases are assumed independent (e.g., cross-sectional data), temporally ordered data sets (e.g., n = 1 time series), and a mixture of the 2 (e.g., n > 1 time series). In time-series analysis, the GGM can be used to model the residual structure of a vector-autoregression analysis (VAR), also termed graphical VAR. Two network models can then be obtained: a temporal network and a contemporaneous network. When analyzing data from multiple subjects, a GGM can also be formed on the covariance structure of stationary means-the between-subjects network. We discuss the interpretation of these models and propose estimation methods to obtain these networks, which we implement in the R packages graphicalVAR and mlVAR. The methods are showcased in two empirical examples, and simulation studies on these methods are included in the supplementary materials.
Spatially adaptive mixture modeling for analysis of FMRI time series.
Vincent, Thomas; Risser, Laurent; Ciuciu, Philippe
2010-04-01
Within-subject analysis in fMRI essentially addresses two problems, the detection of brain regions eliciting evoked activity and the estimation of the underlying dynamics. In Makni et aL, 2005 and Makni et aL, 2008, a detection-estimation framework has been proposed to tackle these problems jointly, since they are connected to one another. In the Bayesian formalism, detection is achieved by modeling activating and nonactivating voxels through independent mixture models (IMM) within each region while hemodynamic response estimation is performed at a regional scale in a nonparametric way. Instead of IMMs, in this paper we take advantage of spatial mixture models (SMM) for their nonlinear spatial regularizing properties. The proposed method is unsupervised and spatially adaptive in the sense that the amount of spatial correlation is automatically tuned from the data and this setting automatically varies across brain regions. In addition, the level of regularization is specific to each experimental condition since both the signal-to-noise ratio and the activation pattern may vary across stimulus types in a given brain region. These aspects require the precise estimation of multiple partition functions of underlying Ising fields. This is addressed efficiently using first path sampling for a small subset of fields and then using a recently developed fast extrapolation technique for the large remaining set. Simulation results emphasize that detection relying on supervised SMM outperforms its IMM counterpart and that unsupervised spatial mixture models achieve similar results without any hand-tuning of the correlation parameter. On real datasets, the gain is illustrated in a localizer fMRI experiment: brain activations appear more spatially resolved using SMM in comparison with classical general linear model (GLM)-based approaches, while estimating a specific parcel-based HRF shape. Our approach therefore validates the treatment of unsmoothed fMRI data without fixed GLM
A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory
DEFF Research Database (Denmark)
Nonejad, Nima
We propose a flexible model to describe nonlinearities and long-range dependence in time series dynamics. Our model is an extension of the heterogeneous autoregressive model. Structural breaks occur through mixture distributions in state innovations of linear Gaussian state space models. Monte...... Carlo simulations evaluate the properties of the estimation procedures. Results show that the proposed model is viable and flexible for purposes of forecasting volatility. Model uncertainty is accounted for by employing Bayesian model averaging. Bayesian model averaging provides very competitive...... forecasts compared to any single model specification. It provides further improvements when we average over nonlinear specifications....
Interactive Gaussian Graphical Models for Discovering Depth Trends in ChemCam Data
Oyen, D. A.; Komurlu, C.; Lanza, N. L.
2018-04-01
Interactive Gaussian graphical models discover surface compositional features on rocks in ChemCam targets. Our approach visualizes shot-to-shot relationships among LIBS observations, and identifies the wavelengths involved in the trend.
Improved Expectation Maximization Algorithm for Gaussian Mixed Model Using the Kernel Method
Directory of Open Access Journals (Sweden)
Mohd Izhan Mohd Yusoff
2013-01-01
Full Text Available Fraud activities have contributed to heavy losses suffered by telecommunication companies. In this paper, we attempt to use Gaussian mixed model, which is a probabilistic model normally used in speech recognition to identify fraud calls in the telecommunication industry. We look at several issues encountered when calculating the maximum likelihood estimates of the Gaussian mixed model using an Expectation Maximization algorithm. Firstly, we look at a mechanism for the determination of the initial number of Gaussian components and the choice of the initial values of the algorithm using the kernel method. We show via simulation that the technique improves the performance of the algorithm. Secondly, we developed a procedure for determining the order of the Gaussian mixed model using the log-likelihood function and the Akaike information criteria. Finally, for illustration, we apply the improved algorithm to real telecommunication data. The modified method will pave the way to introduce a comprehensive method for detecting fraud calls in future work.
Optimal designs for linear mixture models
Mendieta, E.J.; Linssen, H.N.; Doornbos, R.
1975-01-01
In a recent paper Snee and Marquardt [8] considered designs for linear mixture models, where the components are subject to individual lower and/or upper bounds. When the number of components is large their algorithm XVERT yields designs far too extensive for practical purposes. The purpose of this
Optimal designs for linear mixture models
Mendieta, E.J.; Linssen, H.N.; Doornbos, R.
1975-01-01
In a recent paper Snee and Marquardt (1974) considered designs for linear mixture models, where the components are subject to individual lower and/or upper bounds. When the number of components is large their algorithm XVERT yields designs far too extensive for practical purposes. The purpose of
Probabilistic wind power forecasting with online model selection and warped gaussian process
International Nuclear Information System (INIS)
Kou, Peng; Liang, Deliang; Gao, Feng; Gao, Lin
2014-01-01
Highlights: • A new online ensemble model for the probabilistic wind power forecasting. • Quantifying the non-Gaussian uncertainties in wind power. • Online model selection that tracks the time-varying characteristic of wind generation. • Dynamically altering the input features. • Recursive update of base models. - Abstract: Based on the online model selection and the warped Gaussian process (WGP), this paper presents an ensemble model for the probabilistic wind power forecasting. This model provides the non-Gaussian predictive distributions, which quantify the non-Gaussian uncertainties associated with wind power. In order to follow the time-varying characteristics of wind generation, multiple time dependent base forecasting models and an online model selection strategy are established, thus adaptively selecting the most probable base model for each prediction. WGP is employed as the base model, which handles the non-Gaussian uncertainties in wind power series. Furthermore, a regime switch strategy is designed to modify the input feature set dynamically, thereby enhancing the adaptiveness of the model. In an online learning framework, the base models should also be time adaptive. To achieve this, a recursive algorithm is introduced, thus permitting the online updating of WGP base models. The proposed model has been tested on the actual data collected from both single and aggregated wind farms
Gaussian mixed model in support of semiglobal matching leveraged by ground control points
Ma, Hao; Zheng, Shunyi; Li, Chang; Li, Yingsong; Gui, Li
2017-04-01
Semiglobal matching (SGM) has been widely applied in large aerial images because of its good tradeoff between complexity and robustness. The concept of ground control points (GCPs) is adopted to make SGM more robust. We model the effect of GCPs as two data terms for stereo matching between high-resolution aerial epipolar images in an iterative scheme. One term based on GCPs is formulated by Gaussian mixture model, which strengths the relation between GCPs and the pixels to be estimated and encodes some degree of consistency between them with respect to disparity values. Another term depends on pixel-wise confidence, and we further design a confidence updating equation based on three rules. With this confidence-based term, the assignment of disparity can be heuristically selected among disparity search ranges during the iteration process. Several iterations are sufficient to bring out satisfactory results according to our experiments. Experimental results validate that the proposed method outperforms surface reconstruction, which is a representative variant of SGM and behaves excellently on aerial images.
Finite mixture models for sub-pixel coastal land cover classification
CSIR Research Space (South Africa)
Ritchie, Michaela C
2017-05-01
Full Text Available Models for Sub- pixel Coastal Land Cover Classification M. Ritchie Dr. M. Lück-Vogel Dr. P. Debba Dr. V. Goodall ISRSE - 37 Tshwane, South Africa 10 May 2017 2Study Area Africa South Africa FALSE BAY 3Strand Gordon’s Bay Study Area WorldView-2 Image.../Urban 1 10 10 Herbaceous Vegetation 1 5 5 Shadow 1 8 8 Sparse Vegetation 1 3 3 Water 1 10 10 Woody Vegetation 1 5 5 11 Maximum Likelihood Classification (MLC) 12 Gaussian Mixture Discriminant Analysis (GMDA) 13 A B C t-distribution Mixture Discriminant...
Information Geometric Complexity of a Trivariate Gaussian Statistical Model
Directory of Open Access Journals (Sweden)
Domenico Felice
2014-05-01
Full Text Available We evaluate the information geometric complexity of entropic motion on low-dimensional Gaussian statistical manifolds in order to quantify how difficult it is to make macroscopic predictions about systems in the presence of limited information. Specifically, we observe that the complexity of such entropic inferences not only depends on the amount of available pieces of information but also on the manner in which such pieces are correlated. Finally, we uncover that, for certain correlational structures, the impossibility of reaching the most favorable configuration from an entropic inference viewpoint seems to lead to an information geometric analog of the well-known frustration effect that occurs in statistical physics.
Zhang, Guangwen; Wang, Shuangshuang; Wen, Didi; Zhang, Jing; Wei, Xiaocheng; Ma, Wanling; Zhao, Weiwei; Wang, Mian; Wu, Guosheng; Zhang, Jinsong
2016-12-09
Water molecular diffusion in vivo tissue is much more complicated. We aimed to compare non-Gaussian diffusion models of diffusion-weighted imaging (DWI) including intra-voxel incoherent motion (IVIM), stretched-exponential model (SEM) and Gaussian diffusion model at 3.0 T MRI in patients with rectal cancer, and to determine the optimal model for investigating the water diffusion properties and characterization of rectal carcinoma. Fifty-nine consecutive patients with pathologically confirmed rectal adenocarcinoma underwent DWI with 16 b-values at a 3.0 T MRI system. DWI signals were fitted to the mono-exponential and non-Gaussian diffusion models (IVIM-mono, IVIM-bi and SEM) on primary tumor and adjacent normal rectal tissue. Parameters of standard apparent diffusion coefficient (ADC), slow- and fast-ADC, fraction of fast ADC (f), α value and distributed diffusion coefficient (DDC) were generated and compared between the tumor and normal tissues. The SEM exhibited the best fitting results of actual DWI signal in rectal cancer and the normal rectal wall (R 2 = 0.998, 0.999 respectively). The DDC achieved relatively high area under the curve (AUC = 0.980) in differentiating tumor from normal rectal wall. Non-Gaussian diffusion models could assess tissue properties more accurately than the ADC derived Gaussian diffusion model. SEM may be used as a potential optimal model for characterization of rectal cancer.
Hamby, D M
2002-01-01
Reconstructed meteorological data are often used in some form of long-term wind trajectory models for estimating the historical impacts of atmospheric emissions. Meteorological data for the straight-line Gaussian plume model are put into a joint frequency distribution, a three-dimensional array describing atmospheric wind direction, speed, and stability. Methods using the Gaussian model and joint frequency distribution inputs provide reasonable estimates of downwind concentration and have been shown to be accurate to within a factor of four. We have used multiple joint frequency distributions and probabilistic techniques to assess the Gaussian plume model and determine concentration-estimate uncertainty and model sensitivity. We examine the straight-line Gaussian model while calculating both sector-averaged and annual-averaged relative concentrations at various downwind distances. The sector-average concentration model was found to be most sensitive to wind speed, followed by horizontal dispersion (sigmaZ), the importance of which increases as stability increases. The Gaussian model is not sensitive to stack height uncertainty. Precision of the frequency data appears to be most important to meteorological inputs when calculations are made for near-field receptors, increasing as stack height increases.
Text document classification based on mixture models
Czech Academy of Sciences Publication Activity Database
Novovičová, Jana; Malík, Antonín
2004-01-01
Roč. 40, č. 3 (2004), s. 293-304 ISSN 0023-5954 R&D Projects: GA AV ČR IAA2075302; GA ČR GA102/03/0049; GA AV ČR KSK1019101 Institutional research plan: CEZ:AV0Z1075907 Keywords : text classification * text categorization * multinomial mixture model Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.224, year: 2004
Spatio-Temporal Data Analysis at Scale Using Models Based on Gaussian Processes
Energy Technology Data Exchange (ETDEWEB)
Stein, Michael [Univ. of Chicago, IL (United States)
2017-03-13
Gaussian processes are the most commonly used statistical model for spatial and spatio-temporal processes that vary continuously. They are broadly applicable in the physical sciences and engineering and are also frequently used to approximate the output of complex computer models, deterministic or stochastic. We undertook research related to theory, computation, and applications of Gaussian processes as well as some work on estimating extremes of distributions for which a Gaussian process assumption might be inappropriate. Our theoretical contributions include the development of new classes of spatial-temporal covariance functions with desirable properties and new results showing that certain covariance models lead to predictions with undesirable properties. To understand how Gaussian process models behave when applied to deterministic computer models, we derived what we believe to be the first significant results on the large sample properties of estimators of parameters of Gaussian processes when the actual process is a simple deterministic function. Finally, we investigated some theoretical issues related to maxima of observations with varying upper bounds and found that, depending on the circumstances, standard large sample results for maxima may or may not hold. Our computational innovations include methods for analyzing large spatial datasets when observations fall on a partially observed grid and methods for estimating parameters of a Gaussian process model from observations taken by a polar-orbiting satellite. In our application of Gaussian process models to deterministic computer experiments, we carried out some matrix computations that would have been infeasible using even extended precision arithmetic by focusing on special cases in which all elements of the matrices under study are rational and using exact arithmetic. The applications we studied include total column ozone as measured from a polar-orbiting satellite, sea surface temperatures over the
Receiver design for SPAD-based VLC systems under Poisson-Gaussian mixed noise model.
Mao, Tianqi; Wang, Zhaocheng; Wang, Qi
2017-01-23
Single-photon avalanche diode (SPAD) is a promising photosensor because of its high sensitivity to optical signals in weak illuminance environment. Recently, it has drawn much attention from researchers in visible light communications (VLC). However, existing literature only deals with the simplified channel model, which only considers the effects of Poisson noise introduced by SPAD, but neglects other noise sources. Specifically, when an analog SPAD detector is applied, there exists Gaussian thermal noise generated by the transimpedance amplifier (TIA) and the digital-to-analog converter (D/A). Therefore, in this paper, we propose an SPAD-based VLC system with pulse-amplitude-modulation (PAM) under Poisson-Gaussian mixed noise model, where Gaussian-distributed thermal noise at the receiver is also investigated. The closed-form conditional likelihood of received signals is derived using the Laplace transform and the saddle-point approximation method, and the corresponding quasi-maximum-likelihood (quasi-ML) detector is proposed. Furthermore, the Poisson-Gaussian-distributed signals are converted to Gaussian variables with the aid of the generalized Anscombe transform (GAT), leading to an equivalent additive white Gaussian noise (AWGN) channel, and a hard-decision-based detector is invoked. Simulation results demonstrate that, the proposed GAT-based detector can reduce the computational complexity with marginal performance loss compared with the proposed quasi-ML detector, and both detectors are capable of accurately demodulating the SPAD-based PAM signals.
Fitting non-gaussian Models to Financial data: An Empirical Study
Directory of Open Access Journals (Sweden)
Pablo Olivares
2011-04-01
Full Text Available In this paper are presented some experiences about the modeling of financial data by three classes of models as alternative to Gaussian Linear models. Dynamic Volatility, Stable L'evy and Diffusion with Jumps models are considered. The techniques are illustrated with some examples of financial series on currency, futures and indexes.
A turbulence model in mixtures. First part: Statistical description of mixture
International Nuclear Information System (INIS)
Besnard, D.
1987-03-01
Classical theory of mixtures gives a model for molecular mixtures. This kind of model is based on a small gradient approximation for concentration, temperature, and pression. We present here a mixture model, allowing for large gradients in the flow. We also show that, with a local balance assumption between material diffusion and flow gradients evolution, we obtain a model similar to those mentioned above [fr
Zhou, Anran; Xie, Weixin; Pei, Jihong; Chen, Yapei
2018-02-01
For ship targets detection in cluttered infrared image sequences, a robust detection method, based on the probabilistic single Gaussian model of sea background in Fourier domain, is put forward. The amplitude spectrum sequences at each frequency point of the pure seawater images in Fourier domain, being more stable than the gray value sequences of each background pixel in the spatial domain, are regarded as a Gaussian model. Next, a probability weighted matrix is built based on the stability of the pure seawater's total energy spectrum in the row direction, to make the Gaussian model more accurate. Then, the foreground frequency points are separated from the background frequency points by the model. Finally, the false-alarm points are removed utilizing ships' shape features. The performance of the proposed method is tested by visual and quantitative comparisons with others.
Energy Technology Data Exchange (ETDEWEB)
Ma, Denglong [Fuli School of Food Equipment Engineering and Science, Xi’an Jiaotong University, No.28 Xianning West Road, Xi’an 710049 (China); Zhang, Zaoxiao, E-mail: zhangzx@mail.xjtu.edu.cn [State Key Laboratory of Multiphase Flow in Power Engineering, Xi’an Jiaotong University, No.28 Xianning West Road, Xi’an 710049 (China); School of Chemical Engineering and Technology, Xi’an Jiaotong University, No.28 Xianning West Road, Xi’an 710049 (China)
2016-07-05
Highlights: • The intelligent network models were built to predict contaminant gas concentrations. • The improved network models coupled with Gaussian dispersion model were presented. • New model has high efficiency and accuracy for concentration prediction. • New model were applied to indentify the leakage source with satisfied results. - Abstract: Gas dispersion model is important for predicting the gas concentrations when contaminant gas leakage occurs. Intelligent network models such as radial basis function (RBF), back propagation (BP) neural network and support vector machine (SVM) model can be used for gas dispersion prediction. However, the prediction results from these network models with too many inputs based on original monitoring parameters are not in good agreement with the experimental data. Then, a new series of machine learning algorithms (MLA) models combined classic Gaussian model with MLA algorithm has been presented. The prediction results from new models are improved greatly. Among these models, Gaussian-SVM model performs best and its computation time is close to that of classic Gaussian dispersion model. Finally, Gaussian-MLA models were applied to identifying the emission source parameters with the particle swarm optimization (PSO) method. The estimation performance of PSO with Gaussian-MLA is better than that with Gaussian, Lagrangian stochastic (LS) dispersion model and network models based on original monitoring parameters. Hence, the new prediction model based on Gaussian-MLA is potentially a good method to predict contaminant gas dispersion as well as a good forward model in emission source parameters identification problem.
International Nuclear Information System (INIS)
Ma, Denglong; Zhang, Zaoxiao
2016-01-01
Highlights: • The intelligent network models were built to predict contaminant gas concentrations. • The improved network models coupled with Gaussian dispersion model were presented. • New model has high efficiency and accuracy for concentration prediction. • New model were applied to indentify the leakage source with satisfied results. - Abstract: Gas dispersion model is important for predicting the gas concentrations when contaminant gas leakage occurs. Intelligent network models such as radial basis function (RBF), back propagation (BP) neural network and support vector machine (SVM) model can be used for gas dispersion prediction. However, the prediction results from these network models with too many inputs based on original monitoring parameters are not in good agreement with the experimental data. Then, a new series of machine learning algorithms (MLA) models combined classic Gaussian model with MLA algorithm has been presented. The prediction results from new models are improved greatly. Among these models, Gaussian-SVM model performs best and its computation time is close to that of classic Gaussian dispersion model. Finally, Gaussian-MLA models were applied to identifying the emission source parameters with the particle swarm optimization (PSO) method. The estimation performance of PSO with Gaussian-MLA is better than that with Gaussian, Lagrangian stochastic (LS) dispersion model and network models based on original monitoring parameters. Hence, the new prediction model based on Gaussian-MLA is potentially a good method to predict contaminant gas dispersion as well as a good forward model in emission source parameters identification problem.
Superdiffusion in a non-Markovian random walk model with a Gaussian memory profile
Borges, G. M.; Ferreira, A. S.; da Silva, M. A. A.; Cressoni, J. C.; Viswanathan, G. M.; Mariz, A. M.
2012-09-01
Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e.g., fractional Brownian motion, Lévy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation σt which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.
Poisson Mixture Regression Models for Heart Disease Prediction.
Mufudza, Chipo; Erol, Hamza
2016-01-01
Early heart disease control can be achieved by high disease prediction and diagnosis efficiency. This paper focuses on the use of model based clustering techniques to predict and diagnose heart disease via Poisson mixture regression models. Analysis and application of Poisson mixture regression models is here addressed under two different classes: standard and concomitant variable mixture regression models. Results show that a two-component concomitant variable Poisson mixture regression model predicts heart disease better than both the standard Poisson mixture regression model and the ordinary general linear Poisson regression model due to its low Bayesian Information Criteria value. Furthermore, a Zero Inflated Poisson Mixture Regression model turned out to be the best model for heart prediction over all models as it both clusters individuals into high or low risk category and predicts rate to heart disease componentwise given clusters available. It is deduced that heart disease prediction can be effectively done by identifying the major risks componentwise using Poisson mixture regression model.
Energy Technology Data Exchange (ETDEWEB)
Hoejstrup, J [NEG Micon Project Development A/S, Randers (Denmark); Hansen, K S [Denmarks Technical Univ., Dept. of Energy Engineering, Lyngby (Denmark); Pedersen, B J [VESTAS Wind Systems A/S, Lem (Denmark); Nielsen, M [Risoe National Lab., Wind Energy and Atmospheric Physics, Roskilde (Denmark)
1999-03-01
The pdf`s of atmospheric turbulence have somewhat wider tails than a Gaussian, especially regarding accelerations, whereas velocities are close to Gaussian. This behaviour is being investigated using data from a large WEB-database in order to quantify the amount of non-Gaussianity. Models for non-Gaussian turbulence have been developed, by which artificial turbulence can be generated with specified distributions, spectra and cross-correlations. The artificial time series will then be used in load models and the resulting loads in the Gaussian and the non-Gaussian cases will be compared. (au)
Chen, Zhaoxue; Chen, Hao
2014-01-01
A deconvolution method based on the Gaussian radial basis function (GRBF) interpolation is proposed. Both the original image and Gaussian point spread function are expressed as the same continuous GRBF model, thus image degradation is simplified as convolution of two continuous Gaussian functions, and image deconvolution is converted to calculate the weighted coefficients of two-dimensional control points. Compared with Wiener filter and Lucy-Richardson algorithm, the GRBF method has an obvious advantage in the quality of restored images. In order to overcome such a defect of long-time computing, the method of graphic processing unit multithreading or increasing space interval of control points is adopted, respectively, to speed up the implementation of GRBF method. The experiments show that based on the continuous GRBF model, the image deconvolution can be efficiently implemented by the method, which also has a considerable reference value for the study of three-dimensional microscopic image deconvolution.
MacKenzie, Donald; Spears, Taylor
2014-06-01
Drawing on documentary sources and 114 interviews with market participants, this and a companion article discuss the development and use in finance of the Gaussian copula family of models, which are employed to estimate the probability distribution of losses on a pool of loans or bonds, and which were centrally involved in the credit crisis. This article, which explores how and why the Gaussian copula family developed in the way it did, employs the concept of 'evaluation culture', a set of practices, preferences and beliefs concerning how to determine the economic value of financial instruments that is shared by members of multiple organizations. We identify an evaluation culture, dominant within the derivatives departments of investment banks, which we call the 'culture of no-arbitrage modelling', and explore its relation to the development of Gaussian copula models. The article suggests that two themes from the science and technology studies literature on models (modelling as 'impure' bricolage, and modelling as articulating with heterogeneous objectives and constraints) help elucidate the history of Gaussian copula models in finance.
Model-independent test for scale-dependent non-Gaussianities in the cosmic microwave background.
Räth, C; Morfill, G E; Rossmanith, G; Banday, A J; Górski, K M
2009-04-03
We present a model-independent method to test for scale-dependent non-Gaussianities in combination with scaling indices as test statistics. Therefore, surrogate data sets are generated, in which the power spectrum of the original data is preserved, while the higher order correlations are partly randomized by applying a scale-dependent shuffling procedure to the Fourier phases. We apply this method to the Wilkinson Microwave Anisotropy Probe data of the cosmic microwave background and find signatures for non-Gaussianities on large scales. Further tests are required to elucidate the origin of the detected anomalies.
Nguyen, Hien D; Ullmann, Jeremy F P; McLachlan, Geoffrey J; Voleti, Venkatakaushik; Li, Wenze; Hillman, Elizabeth M C; Reutens, David C; Janke, Andrew L
2018-02-01
Calcium is a ubiquitous messenger in neural signaling events. An increasing number of techniques are enabling visualization of neurological activity in animal models via luminescent proteins that bind to calcium ions. These techniques generate large volumes of spatially correlated time series. A model-based functional data analysis methodology via Gaussian mixtures is suggested for the clustering of data from such visualizations is proposed. The methodology is theoretically justified and a computationally efficient approach to estimation is suggested. An example analysis of a zebrafish imaging experiment is presented.
Robust non-rigid point set registration using student's-t mixture model.
Directory of Open Access Journals (Sweden)
Zhiyong Zhou
Full Text Available The Student's-t mixture model, which is heavily tailed and more robust than the Gaussian mixture model, has recently received great attention on image processing. In this paper, we propose a robust non-rigid point set registration algorithm using the Student's-t mixture model. Specifically, first, we consider the alignment of two point sets as a probability density estimation problem and treat one point set as Student's-t mixture model centroids. Then, we fit the Student's-t mixture model centroids to the other point set which is treated as data. Finally, we get the closed-form solutions of registration parameters, leading to a computationally efficient registration algorithm. The proposed algorithm is especially effective for addressing the non-rigid point set registration problem when significant amounts of noise and outliers are present. Moreover, less registration parameters have to be set manually for our algorithm compared to the popular coherent points drift (CPD algorithm. We have compared our algorithm with other state-of-the-art registration algorithms on both 2D and 3D data with noise and outliers, where our non-rigid registration algorithm showed accurate results and outperformed the other algorithms.
Semiparametric Gaussian copula models : Geometry and efficient rank-based estimation
Segers, J.; van den Akker, R.; Werker, B.J.M.
2014-01-01
We propose, for multivariate Gaussian copula models with unknown margins and structured correlation matrices, a rank-based, semiparametrically efficient estimator for the Euclidean copula parameter. This estimator is defined as a one-step update of a rank-based pilot estimator in the direction of
Ground states and formal duality relations in the Gaussian core model
Cohn, H.; Kumar, A.; Schürmann, A.
2009-01-01
We study dimensional trends in ground states for soft-matter systems. Specifically, using a high-dimensional version of Parrinello-Rahman dynamics, we investigate the behavior of the Gaussian core model in up to eight dimensions. The results include unexpected geometric structures, with surprising
Fractional statistics in 2+1 dimensions through the Gaussian model
International Nuclear Information System (INIS)
Murthy, G.
1986-01-01
The free massless field in 2+1 dimensions is written as an ''integral'' over free massless fields in 1+1 dimensions. Taking the operators with fractional dimension in the Gaussian model as a springboard we construct operators with fractional statistics in the former theory
DEFF Research Database (Denmark)
Franchin, P.; Ditlevsen, Ove Dalager; Kiureghian, Armen Der
2002-01-01
The model correction factor method (MCFM) is used in conjunction with the first-order reliability method (FORM) to solve structural reliability problems involving integrals of non-Gaussian random fields. The approach replaces the limit-state function with an idealized one, in which the integrals ...
An equivalence between the discrete Gaussian model and a generalized Sine Gordon theory on a lattice
International Nuclear Information System (INIS)
Baskaran, G.; Gupte, N.
1983-11-01
We demonstrate an equivalence between the statistical mechanics of the discrete Gaussian model and a generalized Sine-Gordon theory on an Euclidean lattice in arbitrary dimensions. The connection is obtained by a simple transformation of the partition function and is non perturbative in nature. (author)
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models
Koopman, S.J.; Lucas, A.; Scharth, M.
2015-01-01
We propose a general likelihood evaluation method for nonlinear non-Gaussian state-space models using the simulation-based method of efficient importance sampling. We minimize the simulation effort by replacing some key steps of the likelihood estimation procedure by numerical integration. We refer
Mixture of Regression Models with Single-Index
Xiang, Sijia; Yao, Weixin
2016-01-01
In this article, we propose a class of semiparametric mixture regression models with single-index. We argue that many recently proposed semiparametric/nonparametric mixture regression models can be considered special cases of the proposed model. However, unlike existing semiparametric mixture regression models, the new pro- posed model can easily incorporate multivariate predictors into the nonparametric components. Backfitting estimates and the corresponding algorithms have been proposed for...
Maximum likelihood estimation of finite mixture model for economic data
Phoong, Seuk-Yen; Ismail, Mohd Tahir
2014-06-01
Finite mixture model is a mixture model with finite-dimension. This models are provides a natural representation of heterogeneity in a finite number of latent classes. In addition, finite mixture models also known as latent class models or unsupervised learning models. Recently, maximum likelihood estimation fitted finite mixture models has greatly drawn statistician's attention. The main reason is because maximum likelihood estimation is a powerful statistical method which provides consistent findings as the sample sizes increases to infinity. Thus, the application of maximum likelihood estimation is used to fit finite mixture model in the present paper in order to explore the relationship between nonlinear economic data. In this paper, a two-component normal mixture model is fitted by maximum likelihood estimation in order to investigate the relationship among stock market price and rubber price for sampled countries. Results described that there is a negative effect among rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia.
Evaluation of Gaussian approximations for data assimilation in reservoir models
Iglesias, Marco A.; Law, Kody J H; Stuart, Andrew M.
2013-01-01
is fundamental for the optimal management of reservoirs. Unfortunately, due to the large-scale highly nonlinear properties of standard reservoir models, characterizing the posterior is computationally prohibitive. Instead, more affordable ad hoc techniques, based
Bayes factor between Student t and Gaussian mixed models within an animal breeding context
Directory of Open Access Journals (Sweden)
García-Cortés Luis
2008-07-01
Full Text Available Abstract The implementation of Student t mixed models in animal breeding has been suggested as a useful statistical tool to effectively mute the impact of preferential treatment or other sources of outliers in field data. Nevertheless, these additional sources of variation are undeclared and we do not know whether a Student t mixed model is required or if a standard, and less parameterized, Gaussian mixed model would be sufficient to serve the intended purpose. Within this context, our aim was to develop the Bayes factor between two nested models that only differed in a bounded variable in order to easily compare a Student t and a Gaussian mixed model. It is important to highlight that the Student t density converges to a Gaussian process when degrees of freedom tend to infinity. The twomodels can then be viewed as nested models that differ in terms of degrees of freedom. The Bayes factor can be easily calculated from the output of a Markov chain Monte Carlo sampling of the complex model (Student t mixed model. The performance of this Bayes factor was tested under simulation and on a real dataset, using the deviation information criterion (DIC as the standard reference criterion. The two statistical tools showed similar trends along the parameter space, although the Bayes factor appeared to be the more conservative. There was considerable evidence favoring the Student t mixed model for data sets simulated under Student t processes with limited degrees of freedom, and moderate advantages associated with using the Gaussian mixed model when working with datasets simulated with 50 or more degrees of freedom. For the analysis of real data (weight of Pietrain pigs at six months, both the Bayes factor and DIC slightly favored the Student t mixed model, with there being a reduced incidence of outlier individuals in this population.
Nonparametric Mixture Models for Supervised Image Parcellation.
Sabuncu, Mert R; Yeo, B T Thomas; Van Leemput, Koen; Fischl, Bruce; Golland, Polina
2009-09-01
We present a nonparametric, probabilistic mixture model for the supervised parcellation of images. The proposed model yields segmentation algorithms conceptually similar to the recently developed label fusion methods, which register a new image with each training image separately. Segmentation is achieved via the fusion of transferred manual labels. We show that in our framework various settings of a model parameter yield algorithms that use image intensity information differently in determining the weight of a training subject during fusion. One particular setting computes a single, global weight per training subject, whereas another setting uses locally varying weights when fusing the training data. The proposed nonparametric parcellation approach capitalizes on recently developed fast and robust pairwise image alignment tools. The use of multiple registrations allows the algorithm to be robust to occasional registration failures. We report experiments on 39 volumetric brain MRI scans with expert manual labels for the white matter, cerebral cortex, ventricles and subcortical structures. The results demonstrate that the proposed nonparametric segmentation framework yields significantly better segmentation than state-of-the-art algorithms.
Stochastic radiative transfer model for mixture of discontinuous vegetation canopies
International Nuclear Information System (INIS)
Shabanov, Nikolay V.; Huang, D.; Knjazikhin, Y.; Dickinson, R.E.; Myneni, Ranga B.
2007-01-01
Modeling of the radiation regime of a mixture of vegetation species is a fundamental problem of the Earth's land remote sensing and climate applications. The major existing approaches, including the linear mixture model and the turbid medium (TM) mixture radiative transfer model, provide only an approximate solution to this problem. In this study, we developed the stochastic mixture radiative transfer (SMRT) model, a mathematically exact tool to evaluate radiation regime in a natural canopy with spatially varying optical properties, that is, canopy, which exhibits a structured mixture of vegetation species and gaps. The model solves for the radiation quantities, direct input to the remote sensing/climate applications: mean radiation fluxes over whole mixture and over individual species. The canopy structure is parameterized in the SMRT model in terms of two stochastic moments: the probability of finding species and the conditional pair-correlation of species. The second moment is responsible for the 3D radiation effects, namely, radiation streaming through gaps without interaction with vegetation and variation of the radiation fluxes between different species. We performed analytical and numerical analysis of the radiation effects, simulated with the SMRT model for the three cases of canopy structure: (a) non-ordered mixture of species and gaps (TM); (b) ordered mixture of species without gaps; and (c) ordered mixture of species with gaps. The analysis indicates that the variation of radiation fluxes between different species is proportional to the variation of species optical properties (leaf albedo, density of foliage, etc.) Gaps introduce significant disturbance to the radiation regime in the canopy as their optical properties constitute major contrast to those of any vegetation species. The SMRT model resolves deficiencies of the major existing mixture models: ignorance of species radiation coupling via multiple scattering of photons (the linear mixture model
Speech Enhancement by MAP Spectral Amplitude Estimation Using a Super-Gaussian Speech Model
Directory of Open Access Journals (Sweden)
Lotter Thomas
2005-01-01
Full Text Available This contribution presents two spectral amplitude estimators for acoustical background noise suppression based on maximum a posteriori estimation and super-Gaussian statistical modelling of the speech DFT amplitudes. The probability density function of the speech spectral amplitude is modelled with a simple parametric function, which allows a high approximation accuracy for Laplace- or Gamma-distributed real and imaginary parts of the speech DFT coefficients. Also, the statistical model can be adapted to optimally fit the distribution of the speech spectral amplitudes for a specific noise reduction system. Based on the super-Gaussian statistical model, computationally efficient maximum a posteriori speech estimators are derived, which outperform the commonly applied Ephraim-Malah algorithm.
An integrated numerical model for the prediction of Gaussian and billet shapes
International Nuclear Information System (INIS)
Hattel, J.H.; Pryds, N.H.; Pedersen, T.B.
2004-01-01
Separate models for the atomisation and the deposition stages were recently integrated by the authors to form a unified model describing the entire spray-forming process. In the present paper, the focus is on describing the shape of the deposited material during the spray-forming process, obtained by this model. After a short review of the models and their coupling, the important factors which influence the resulting shape, i.e. Gaussian or billet, are addressed. The key parameters, which are utilized to predict the geometry and dimension of the deposited material, are the sticking efficiency and the shading effect for Gaussian and billet shape, respectively. From the obtained results, the effect of these parameters on the final shape is illustrated
mixtools: An R Package for Analyzing Mixture Models
Directory of Open Access Journals (Sweden)
Tatiana Benaglia
2009-10-01
Full Text Available The mixtools package for R provides a set of functions for analyzing a variety of finite mixture models. These functions include both traditional methods, such as EM algorithms for univariate and multivariate normal mixtures, and newer methods that reflect some recent research in finite mixture models. In the latter category, mixtools provides algorithms for estimating parameters in a wide range of different mixture-of-regression contexts, in multinomial mixtures such as those arising from discretizing continuous multivariate data, in nonparametric situations where the multivariate component densities are completely unspecified, and in semiparametric situations such as a univariate location mixture of symmetric but otherwise unspecified densities. Many of the algorithms of the mixtools package are EM algorithms or are based on EM-like ideas, so this article includes an overview of EM algorithms for finite mixture models.
Modelling Inverse Gaussian Data with Censored Response Values: EM versus MCMC
Directory of Open Access Journals (Sweden)
R. S. Sparks
2011-01-01
Full Text Available Low detection limits are common in measure environmental variables. Building models using data containing low or high detection limits without adjusting for the censoring produces biased models. This paper offers approaches to estimate an inverse Gaussian distribution when some of the data used are censored because of low or high detection limits. Adjustments for the censoring can be made if there is between 2% and 20% censoring using either the EM algorithm or MCMC. This paper compares these approaches.
A Gaussian beam method for ultrasonic non-destructive evaluation modeling
Jacquet, O.; Leymarie, N.; Cassereau, D.
2018-05-01
The propagation of high-frequency ultrasonic body waves can be efficiently estimated with a semi-analytic Dynamic Ray Tracing approach using paraxial approximation. Although this asymptotic field estimation avoids the computational cost of numerical methods, it may encounter several limitations in reproducing identified highly interferential features. Nevertheless, some can be managed by allowing paraxial quantities to be complex-valued. This gives rise to localized solutions, known as paraxial Gaussian beams. Whereas their propagation and transmission/reflection laws are well-defined, the fact remains that the adopted complexification introduces additional initial conditions. While their choice is usually performed according to strategies specifically tailored to limited applications, a Gabor frame method has been implemented to indiscriminately initialize a reasonable number of paraxial Gaussian beams. Since this method can be applied for an usefully wide range of ultrasonic transducers, the typical case of the time-harmonic piston radiator is investigated. Compared to the commonly used Multi-Gaussian Beam model [1], a better agreement is obtained throughout the radiated field between the results of numerical integration (or analytical on-axis solution) and the resulting Gaussian beam superposition. Sparsity of the proposed solution is also discussed.
Durbin, J.; Koopman, S.J.M.
1998-01-01
The analysis of non-Gaussian time series using state space models is considered from both classical and Bayesian perspectives. The treatment in both cases is based on simulation using importance sampling and antithetic variables; Monte Carlo Markov chain methods are not employed. Non-Gaussian
Topology in two dimensions. IV - CDM models with non-Gaussian initial conditions
Coles, Peter; Moscardini, Lauro; Plionis, Manolis; Lucchin, Francesco; Matarrese, Sabino; Messina, Antonio
1993-02-01
The results of N-body simulations with both Gaussian and non-Gaussian initial conditions are used here to generate projected galaxy catalogs with the same selection criteria as the Shane-Wirtanen counts of galaxies. The Euler-Poincare characteristic is used to compare the statistical nature of the projected galaxy clustering in these simulated data sets with that of the observed galaxy catalog. All the models produce a topology dominated by a meatball shift when normalized to the known small-scale clustering properties of galaxies. Models characterized by a positive skewness of the distribution of primordial density perturbations are inconsistent with the Lick data, suggesting problems in reconciling models based on cosmic textures with observations. Gaussian CDM models fit the distribution of cell counts only if they have a rather high normalization but possess too low a coherence length compared with the Lick counts. This suggests that a CDM model with extra large scale power would probably fit the available data.
Evaluating Mixture Modeling for Clustering: Recommendations and Cautions
Steinley, Douglas; Brusco, Michael J.
2011-01-01
This article provides a large-scale investigation into several of the properties of mixture-model clustering techniques (also referred to as latent class cluster analysis, latent profile analysis, model-based clustering, probabilistic clustering, Bayesian classification, unsupervised learning, and finite mixture models; see Vermunt & Magdison,…
Gaussian tunneling model of c-axis twist Josephson junctions
International Nuclear Information System (INIS)
Bille, A.; Klemm, R.A.; Scharnberg, K.
2001-01-01
We calculate the critical current density J c J ((var p hi) 0 ) for Josephson tunneling between identical high-temperature superconductors twisted an angle (var p hi) 0 about the c axis. Regardless of the shape of the two-dimensional Fermi surface and for very general tunneling matrix elements, an order parameter (OP) with general d-wave symmetry leads to J c J (π/4)=0. This general result is inconsistent with the data of Li et al. [Phys. Rev. Lett. 83, 4160 (1999)] on Bi 2 Sr 2 CaCu 2 O 8+δ (Bi2212), which showed J c J to be independent of (var p hi) 0 . If the momentum parallel to the barrier is conserved in the tunneling process, J c J should vary substantially with the twist angle (var p hi) 0 when the tight-binding Fermi surface appropriate for Bi2212 is taken into account, even if the OP is completely isotropic. We quantify the degree of momentum nonconservation necessary to render J c J ((var p hi) 0 ) constant within experimental error for a variety of pair states by interpolating between the coherent and incoherent limits using five specific models to describe the momentum dependence of the tunneling matrix element squared. From the data of Li et al., we conclude that the c-axis tunneling in Bi2212 must be very nearly incoherent, and that the OP must have a nonvanishing Fermi-surface average for T c . We further show that the apparent conventional sum-rule violation observed by Basov et al. [Science 283, 49 (1999)] can be consistent with such strongly incoherent c-axis tunneling.
Maximum Correntropy Criterion Kalman Filter for α-Jerk Tracking Model with Non-Gaussian Noise
Directory of Open Access Journals (Sweden)
Bowen Hou
2017-11-01
Full Text Available As one of the most critical issues for target track, α -jerk model is an effective maneuver target track model. Non-Gaussian noises always exist in the track process, which usually lead to inconsistency and divergence of the track filter. A novel Kalman filter is derived and applied on α -jerk tracking model to handle non-Gaussian noise. The weighted least square solution is presented and the standard Kalman filter is deduced firstly. A novel Kalman filter with the weighted least square based on the maximum correntropy criterion is deduced. The robustness of the maximum correntropy criterion is also analyzed with the influence function and compared with the Huber-based filter, and, moreover, the kernel size of Gaussian kernel plays an important role in the filter algorithm. A new adaptive kernel method is proposed in this paper to adjust the parameter in real time. Finally, simulation results indicate the validity and the efficiency of the proposed filter. The comparison study shows that the proposed filter can significantly reduce the noise influence for α -jerk model.
Soft Sensor Modeling Based on Multiple Gaussian Process Regression and Fuzzy C-mean Clustering
Directory of Open Access Journals (Sweden)
Xianglin ZHU
2014-06-01
Full Text Available In order to overcome the difficulties of online measurement of some crucial biochemical variables in fermentation processes, a new soft sensor modeling method is presented based on the Gaussian process regression and fuzzy C-mean clustering. With the consideration that the typical fermentation process can be distributed into 4 phases including lag phase, exponential growth phase, stable phase and dead phase, the training samples are classified into 4 subcategories by using fuzzy C- mean clustering algorithm. For each sub-category, the samples are trained using the Gaussian process regression and the corresponding soft-sensing sub-model is established respectively. For a new sample, the membership between this sample and sub-models are computed based on the Euclidean distance, and then the prediction output of soft sensor is obtained using the weighting sum. Taking the Lysine fermentation as example, the simulation and experiment are carried out and the corresponding results show that the presented method achieves better fitting and generalization ability than radial basis function neutral network and single Gaussian process regression model.
International Nuclear Information System (INIS)
Emad, A.A.; El Shazly, S.M.; Kassem, Kh.O.
2010-01-01
A line source model, developed in laboratory of environmental physics, faculty of science at Qena, Egypt is proposed to describe the downwind dispersion of pollutants near roadways, at different cities in Egypt. The model is based on the Gaussian plume methodology and is used to predict air pollutants' concentrations near roadways. In this direction, simple software has been presented in this paper, developed by authors, adopted completely Graphical User Interface (GUI) technique for operating in various windows-based microcomputers. The software interface and code have been designed by Microsoft Visual basic 6.0 based on the Gaussian diffusion equation. This software is developed to predict concentrations of gaseous pollutants (eg. CO, SO 2 , NO 2 and particulates) at a user specified receptor grid
Guo, Yongfeng; Shen, Yajun; Tan, Jianguo
2016-09-01
The phenomenon of stochastic resonance (SR) in a piecewise nonlinear model driven by a periodic signal and correlated noises for the cases of a multiplicative non-Gaussian noise and an additive Gaussian white noise is investigated. Applying the path integral approach, the unified colored noise approximation and the two-state model theory, the analytical expression of the signal-to-noise ratio (SNR) is derived. It is found that conventional stochastic resonance exists in this system. From numerical computations we obtain that: (i) As a function of the non-Gaussian noise intensity, the SNR is increased when the non-Gaussian noise deviation parameter q is increased. (ii) As a function of the Gaussian noise intensity, the SNR is decreased when q is increased. This demonstrates that the effect of the non-Gaussian noise on SNR is different from that of the Gaussian noise in this system. Moreover, we further discuss the effect of the correlation time of the non-Gaussian noise, cross-correlation strength, the amplitude and frequency of the periodic signal on SR.
Lam, Lun Tak; Sun, Yi; Davey, Neil; Adams, Rod; Prapopoulou, Maria; Brown, Marc B; Moss, Gary P
2010-06-01
The aim was to employ Gaussian processes to assess mathematically the nature of a skin permeability dataset and to employ these methods, particularly feature selection, to determine the key physicochemical descriptors which exert the most significant influence on percutaneous absorption, and to compare such models with established existing models. Gaussian processes, including automatic relevance detection (GPRARD) methods, were employed to develop models of percutaneous absorption that identified key physicochemical descriptors of percutaneous absorption. Using MatLab software, the statistical performance of these models was compared with single linear networks (SLN) and quantitative structure-permeability relationships (QSPRs). Feature selection methods were used to examine in more detail the physicochemical parameters used in this study. A range of statistical measures to determine model quality were used. The inherently nonlinear nature of the skin data set was confirmed. The Gaussian process regression (GPR) methods yielded predictive models that offered statistically significant improvements over SLN and QSPR models with regard to predictivity (where the rank order was: GPR > SLN > QSPR). Feature selection analysis determined that the best GPR models were those that contained log P, melting point and the number of hydrogen bond donor groups as significant descriptors. Further statistical analysis also found that great synergy existed between certain parameters. It suggested that a number of the descriptors employed were effectively interchangeable, thus questioning the use of models where discrete variables are output, usually in the form of an equation. The use of a nonlinear GPR method produced models with significantly improved predictivity, compared with SLN or QSPR models. Feature selection methods were able to provide important mechanistic information. However, it was also shown that significant synergy existed between certain parameters, and as such it
Extreme-Strike and Small-time Asymptotics for Gaussian Stochastic Volatility Models
Zhang, Xin
2016-01-01
Asymptotic behavior of implied volatility is of our interest in this dissertation. For extreme strike, we consider a stochastic volatility asset price model in which the volatility is the absolute value of a continuous Gaussian process with arbitrary prescribed mean and covariance. By exhibiting a Karhunen-Loève expansion for the integrated variance, and using sharp estimates of the density of a general second-chaos variable, we derive asymptotics for the asset price density for large or smal...
Nguyen, Ngoc Minh; Corff, Sylvain Le; Moulines, Éric
2017-12-01
This paper focuses on sequential Monte Carlo approximations of smoothing distributions in conditionally linear and Gaussian state spaces. To reduce Monte Carlo variance of smoothers, it is typical in these models to use Rao-Blackwellization: particle approximation is used to sample sequences of hidden regimes while the Gaussian states are explicitly integrated conditional on the sequence of regimes and observations, using variants of the Kalman filter/smoother. The first successful attempt to use Rao-Blackwellization for smoothing extends the Bryson-Frazier smoother for Gaussian linear state space models using the generalized two-filter formula together with Kalman filters/smoothers. More recently, a forward-backward decomposition of smoothing distributions mimicking the Rauch-Tung-Striebel smoother for the regimes combined with backward Kalman updates has been introduced. This paper investigates the benefit of introducing additional rejuvenation steps in all these algorithms to sample at each time instant new regimes conditional on the forward and backward particles. This defines particle-based approximations of the smoothing distributions whose support is not restricted to the set of particles sampled in the forward or backward filter. These procedures are applied to commodity markets which are described using a two-factor model based on the spot price and a convenience yield for crude oil data.
Performance modeling and analysis of parallel Gaussian elimination on multi-core computers
Directory of Open Access Journals (Sweden)
Fadi N. Sibai
2014-01-01
Full Text Available Gaussian elimination is used in many applications and in particular in the solution of systems of linear equations. This paper presents mathematical performance models and analysis of four parallel Gaussian Elimination methods (precisely the Original method and the new Meet in the Middle –MiM– algorithms and their variants with SIMD vectorization on multi-core systems. Analytical performance models of the four methods are formulated and presented followed by evaluations of these models with modern multi-core systems’ operation latencies. Our results reveal that the four methods generally exhibit good performance scaling with increasing matrix size and number of cores. SIMD vectorization only makes a large difference in performance for low number of cores. For a large matrix size (n ⩾ 16 K, the performance difference between the MiM and Original methods falls from 16× with four cores to 4× with 16 K cores. The efficiencies of all four methods are low with 1 K cores or more stressing a major problem of multi-core systems where the network-on-chip and memory latencies are too high in relation to basic arithmetic operations. Thus Gaussian Elimination can greatly benefit from the resources of multi-core systems, but higher performance gains can be achieved if multi-core systems can be designed with lower memory operation, synchronization, and interconnect communication latencies, requirements of utmost importance and challenge in the exascale computing age.
Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian
Teneng, Dean
2013-09-01
We fit the normal inverse Gaussian(NIG) distribution to foreign exchange closing prices using the open software package R and select best models by Käärik and Umbleja (2011) proposed strategy. We observe that daily closing prices (12/04/2008 - 07/08/2012) of CHF/JPY, AUD/JPY, GBP/JPY, NZD/USD, QAR/CHF, QAR/EUR, SAR/CHF, SAR/EUR, TND/CHF and TND/EUR are excellent fits while EGP/EUR and EUR/GBP are good fits with a Kolmogorov-Smirnov test p-value of 0.062 and 0.08 respectively. It was impossible to estimate normal inverse Gaussian parameters (by maximum likelihood; computational problem) for JPY/CHF but CHF/JPY was an excellent fit. Thus, while the stochastic properties of an exchange rate can be completely modeled with a probability distribution in one direction, it may be impossible the other way around. We also demonstrate that foreign exchange closing prices can be forecasted with the normal inverse Gaussian (NIG) Lévy process, both in cases where the daily closing prices can and cannot be modeled by NIG distribution.
Gaussian and Affine Approximation of Stochastic Diffusion Models for Interest and Mortality Rates
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Marcus C. Christiansen
2013-10-01
Full Text Available In the actuarial literature, it has become common practice to model future capital returns and mortality rates stochastically in order to capture market risk and forecasting risk. Although interest rates often should and mortality rates always have to be non-negative, many authors use stochastic diffusion models with an affine drift term and additive noise. As a result, the diffusion process is Gaussian and, thus, analytically tractable, but negative values occur with positive probability. The argument is that the class of Gaussian diffusions would be a good approximation of the real future development. We challenge that reasoning and study the asymptotics of diffusion processes with affine drift and a general noise term with corresponding diffusion processes with an affine drift term and an affine noise term or additive noise. Our study helps to quantify the error that is made by approximating diffusive interest and mortality rate models with Gaussian diffusions and affine diffusions. In particular, we discuss forward interest and forward mortality rates and the error that approximations cause on the valuation of life insurance claims.
Yang, Kangjian; Yang, Ping; Wang, Shuai; Dong, Lizhi; Xu, Bing
2018-05-01
We propose a method to identify tip-tilt disturbance model for Linear Quadratic Gaussian control. This identification method based on Levenberg-Marquardt method conducts with a little prior information and no auxiliary system and it is convenient to identify the tip-tilt disturbance model on-line for real-time control. This identification method makes it easy that Linear Quadratic Gaussian control runs efficiently in different adaptive optics systems for vibration mitigation. The validity of the Linear Quadratic Gaussian control associated with this tip-tilt disturbance model identification method is verified by experimental data, which is conducted in replay mode by simulation.
An integrated numerical model for the prediction of Gaussian and billet shapes
DEFF Research Database (Denmark)
Hattel, Jesper; Pryds, Nini; Pedersen, Trine Bjerre
2004-01-01
Separate models for the atomisation and the deposition stages were recently integrated by the authors to form a unified model describing the entire spray-forming process. In the present paper, the focus is on describing the shape of the deposited material during the spray-forming process, obtained...... by this model. After a short review of the models and their coupling, the important factors which influence the resulting shape, i.e. Gaussian or billet, are addressed. The key parameters, which are utilized to predict the geometry and dimension of the deposited material, are the sticking efficiency...
Modeling the effects of binary mixtures on survival in time.
Baas, J.; van Houte, B.P.P.; van Gestel, C.A.M.; Kooijman, S.A.L.M.
2007-01-01
In general, effects of mixtures are difficult to describe, and most of the models in use are descriptive in nature and lack a strong mechanistic basis. The aim of this experiment was to develop a process-based model for the interpretation of mixture toxicity measurements, with effects of binary
Poisson Mixture Regression Models for Heart Disease Prediction
Erol, Hamza
2016-01-01
Early heart disease control can be achieved by high disease prediction and diagnosis efficiency. This paper focuses on the use of model based clustering techniques to predict and diagnose heart disease via Poisson mixture regression models. Analysis and application of Poisson mixture regression models is here addressed under two different classes: standard and concomitant variable mixture regression models. Results show that a two-component concomitant variable Poisson mixture regression model predicts heart disease better than both the standard Poisson mixture regression model and the ordinary general linear Poisson regression model due to its low Bayesian Information Criteria value. Furthermore, a Zero Inflated Poisson Mixture Regression model turned out to be the best model for heart prediction over all models as it both clusters individuals into high or low risk category and predicts rate to heart disease componentwise given clusters available. It is deduced that heart disease prediction can be effectively done by identifying the major risks componentwise using Poisson mixture regression model. PMID:27999611
Amalia, Junita; Purhadi, Otok, Bambang Widjanarko
2017-11-01
Poisson distribution is a discrete distribution with count data as the random variables and it has one parameter defines both mean and variance. Poisson regression assumes mean and variance should be same (equidispersion). Nonetheless, some case of the count data unsatisfied this assumption because variance exceeds mean (over-dispersion). The ignorance of over-dispersion causes underestimates in standard error. Furthermore, it causes incorrect decision in the statistical test. Previously, paired count data has a correlation and it has bivariate Poisson distribution. If there is over-dispersion, modeling paired count data is not sufficient with simple bivariate Poisson regression. Bivariate Poisson Inverse Gaussian Regression (BPIGR) model is mix Poisson regression for modeling paired count data within over-dispersion. BPIGR model produces a global model for all locations. In another hand, each location has different geographic conditions, social, cultural and economic so that Geographically Weighted Regression (GWR) is needed. The weighting function of each location in GWR generates a different local model. Geographically Weighted Bivariate Poisson Inverse Gaussian Regression (GWBPIGR) model is used to solve over-dispersion and to generate local models. Parameter estimation of GWBPIGR model obtained by Maximum Likelihood Estimation (MLE) method. Meanwhile, hypothesis testing of GWBPIGR model acquired by Maximum Likelihood Ratio Test (MLRT) method.
Modeling of Multicomponent Mixture Separation Processes Using Hollow fiber Membrane
Energy Technology Data Exchange (ETDEWEB)
Kim, Sin-Ah; Kim, Jin-Kuk; Lee, Young Moo; Yeo, Yeong-Koo [Hanyang University, Seoul (Korea, Republic of)
2015-02-15
So far, most of research activities on modeling of membrane separation processes have been focused on binary feed mixture. But, in actual separation operations, binary feed is hard to find and most separation processes involve multicomponent feed mixture. In this work models for membrane separation processes treating multicomponent feed mixture are developed. Various model types are investigated and validity of proposed models are analysed based on experimental data obtained using hollowfiber membranes. The proposed separation models show quick convergence and exhibit good tracking performance.
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models
DEFF Research Database (Denmark)
Andreasen, Martin Møller
This paper studies how non-Gaussian shocks affect risk premia in DSGE models approximated to second and third order. Based on an extension of the results in Schmitt-Grohé & Uribe (2004) to third order, we derive propositions for how rare disasters, stochastic volatility, and GARCH affect any risk...... premia in a wide class of DSGE models. To quantify these effects, we then set up a standard New Keynesian DSGE model where total factor productivity includes rare disasters, stochastic volatility, and GARCH. We …find that rare disasters increase the mean level of the 10-year nominal term premium, whereas...
Modelling interactions in grass-clover mixtures
Nassiri Mahallati, M.
1998-01-01
The study described in this thesis focuses on a quantitative understanding of the complex interactions in binary mixtures of perennial ryegrass (Lolium perenne L.) and white clover (Trifolium repens L.) under cutting. The first part of the study describes the dynamics of growth, production
Thermodynamic modeling of CO2 mixtures
DEFF Research Database (Denmark)
Bjørner, Martin Gamel
Knowledge of the thermodynamic properties and phase equilibria of mixtures containing carbon dioxide (CO2) is important in several industrial processes such as enhanced oil recovery, carbon capture and storage, and supercritical extractions, where CO2 is used as a solvent. Despite this importance...
DEFF Research Database (Denmark)
Jacobsen, Christian Robert Dahl; Møller, Jesper
2017-01-01
We introduce new estimation methods for a subclass of the Gaussian scale mixture models for wavelet trees by Wainwright, Simoncelli and Willsky that rely on modern results for composite likelihoods and approximate Bayesian inference. Our methodology is illustrated for denoising and edge detection...
Gaussian model for emission rate measurement of heated plumes using hyperspectral data
Grauer, Samuel J.; Conrad, Bradley M.; Miguel, Rodrigo B.; Daun, Kyle J.
2018-02-01
This paper presents a novel model for measuring the emission rate of a heated gas plume using hyperspectral data from an FTIR imaging spectrometer. The radiative transfer equation (RTE) is used to relate the spectral intensity of a pixel to presumed Gaussian distributions of volume fraction and temperature within the plume, along a line-of-sight that corresponds to the pixel, whereas previous techniques exclusively presume uniform distributions for these parameters. Estimates of volume fraction and temperature are converted to a column density by integrating the local molecular density along each path. Image correlation velocimetry is then employed on raw spectral intensity images to estimate the volume-weighted normal velocity at each pixel. Finally, integrating the product of velocity and column density along a control surface yields an estimate of the instantaneous emission rate. For validation, emission rate estimates were derived from synthetic hyperspectral images of a heated methane plume, generated using data from a large-eddy simulation. Calculating the RTE with Gaussian distributions of volume fraction and temperature, instead of uniform distributions, improved the accuracy of column density measurement by 14%. Moreover, the mean methane emission rate measured using our approach was within 4% of the ground truth. These results support the use of Gaussian distributions of thermodynamic properties in calculation of the RTE for optical gas diagnostics.
Application of Gaussian cubature to model two-dimensional population balances
Directory of Open Access Journals (Sweden)
Bałdyga Jerzy
2017-09-01
Full Text Available In many systems of engineering interest the moment transformation of population balance is applied. One of the methods to solve the transformed population balance equations is the quadrature method of moments. It is based on the approximation of the density function in the source term by the Gaussian quadrature so that it preserves the moments of the original distribution. In this work we propose another method to be applied to the multivariate population problem in chemical engineering, namely a Gaussian cubature (GC technique that applies linear programming for the approximation of the multivariate distribution. Examples of the application of the Gaussian cubature (GC are presented for four processes typical for chemical engineering applications. The first and second ones are devoted to crystallization modeling with direction-dependent two-dimensional and three-dimensional growth rates, the third one represents drop dispersion accompanied by mass transfer in liquid-liquid dispersions and finally the fourth case regards the aggregation and sintering of particle populations.
Communication: Modeling electrolyte mixtures with concentration dependent dielectric permittivity
Chen, Hsieh; Panagiotopoulos, Athanassios Z.
2018-01-01
We report a new implicit-solvent simulation model for electrolyte mixtures based on the concept of concentration dependent dielectric permittivity. A combining rule is found to predict the dielectric permittivity of electrolyte mixtures based on the experimentally measured dielectric permittivity for pure electrolytes as well as the mole fractions of the electrolytes in mixtures. Using grand canonical Monte Carlo simulations, we demonstrate that this approach allows us to accurately reproduce the mean ionic activity coefficients of NaCl in NaCl-CaCl2 mixtures at ionic strengths up to I = 3M. These results are important for thermodynamic studies of geologically relevant brines and physiological fluids.
International Nuclear Information System (INIS)
Bachoc, F.
2013-01-01
The parametric estimation of the covariance function of a Gaussian process is studied, in the framework of the Kriging model. Maximum Likelihood and Cross Validation estimators are considered. The correctly specified case, in which the covariance function of the Gaussian process does belong to the parametric set used for estimation, is first studied in an increasing-domain asymptotic framework. The sampling considered is a randomly perturbed multidimensional regular grid. Consistency and asymptotic normality are proved for the two estimators. It is then put into evidence that strong perturbations of the regular grid are always beneficial to Maximum Likelihood estimation. The incorrectly specified case, in which the covariance function of the Gaussian process does not belong to the parametric set used for estimation, is then studied. It is shown that Cross Validation is more robust than Maximum Likelihood in this case. Finally, two applications of the Kriging model with Gaussian processes are carried out on industrial data. For a validation problem of the friction model of the thermal-hydraulic code FLICA 4, where experimental results are available, it is shown that Gaussian process modeling of the FLICA 4 code model error enables to considerably improve its predictions. Finally, for a meta modeling problem of the GERMINAL thermal-mechanical code, the interest of the Kriging model with Gaussian processes, compared to neural network methods, is shown. (author) [fr
A Dirichlet process mixture model for brain MRI tissue classification.
Ferreira da Silva, Adelino R
2007-04-01
Accurate classification of magnetic resonance images according to tissue type or region of interest has become a critical requirement in diagnosis, treatment planning, and cognitive neuroscience. Several authors have shown that finite mixture models give excellent results in the automated segmentation of MR images of the human normal brain. However, performance and robustness of finite mixture models deteriorate when the models have to deal with a variety of anatomical structures. In this paper, we propose a nonparametric Bayesian model for tissue classification of MR images of the brain. The model, known as Dirichlet process mixture model, uses Dirichlet process priors to overcome the limitations of current parametric finite mixture models. To validate the accuracy and robustness of our method we present the results of experiments carried out on simulated MR brain scans, as well as on real MR image data. The results are compared with similar results from other well-known MRI segmentation methods.
Adapting cultural mixture modeling for continuous measures of knowledge and memory fluency.
Tan, Yin-Yin Sarah; Mueller, Shane T
2016-09-01
Previous research (e.g., cultural consensus theory (Romney, Weller, & Batchelder, American Anthropologist, 88, 313-338, 1986); cultural mixture modeling (Mueller & Veinott, 2008)) has used overt response patterns (i.e., responses to questionnaires and surveys) to identify whether a group shares a single coherent attitude or belief set. Yet many domains in social science have focused on implicit attitudes that are not apparent in overt responses but still may be detected via response time patterns. We propose a method for modeling response times as a mixture of Gaussians, adapting the strong-consensus model of cultural mixture modeling to model this implicit measure of knowledge strength. We report the results of two behavioral experiments and one simulation experiment that establish the usefulness of the approach, as well as some of the boundary conditions under which distinct groups of shared agreement might be recovered, even when the group identity is not known. The results reveal that the ability to recover and identify shared-belief groups depends on (1) the level of noise in the measurement, (2) the differential signals for strong versus weak attitudes, and (3) the similarity between group attitudes. Consequently, the method shows promise for identifying latent groups among a population whose overt attitudes do not differ, but whose implicit or covert attitudes or knowledge may differ.
Bayesian leave-one-out cross-validation approximations for Gaussian latent variable models
DEFF Research Database (Denmark)
Vehtari, Aki; Mononen, Tommi; Tolvanen, Ville
2016-01-01
The future predictive performance of a Bayesian model can be estimated using Bayesian cross-validation. In this article, we consider Gaussian latent variable models where the integration over the latent values is approximated using the Laplace method or expectation propagation (EP). We study...... the properties of several Bayesian leave-one-out (LOO) cross-validation approximations that in most cases can be computed with a small additional cost after forming the posterior approximation given the full data. Our main objective is to assess the accuracy of the approximative LOO cross-validation estimators...
Tian, Yuzhen; Guo, Jin; Wang, Rui; Wang, Tingfeng
2011-09-12
In order to research the statistical properties of Gaussian beam propagation through an arbitrary thickness random phase screen for adaptive optics and laser communication application in the laboratory, we establish mathematic models of statistical quantities, which are based on the Rytov method and the thin phase screen model, involved in the propagation process. And the analytic results are developed for an arbitrary thickness phase screen based on the Kolmogorov power spectrum. The comparison between the arbitrary thickness phase screen and the thin phase screen shows that it is more suitable for our results to describe the generalized case, especially the scintillation index.
Directory of Open Access Journals (Sweden)
Pablo Gregori
2014-03-01
Full Text Available This paper represents a survey of recent advances in modeling of space or space-time Gaussian Random Fields (GRF, tools of Geostatistics at hand for the understanding of special cases of noise in image analysis. They can be used when stationarity or isotropy are unrealistic assumptions, or even when negative covariance between some couples of locations are evident. We show some strategies in order to escape from these restrictions, on the basis of rich classes of well known stationary or isotropic non negative covariance models, and through suitable operations, like linear combinations, generalized means, or with particular Fourier transforms.
International Nuclear Information System (INIS)
Brown, M.J.; Arya, S.P.; Snyder, W.H.
1993-01-01
The vertical diffusion of a passive tracer released from surface and elevated sources in a neutrally stratified boundary layer has been studied by comparing field and laboratory experiments with a non-Gaussian K-theory model that assumes power-law profiles for the mean velocity and vertical eddy diffusivity. Several important differences between model predictions and experimental data were discovered: (1) the model overestimated ground-level concentrations from surface and elevated releases at distances beyond the peak concentration; (2) the model overpredicted vertical mixing near elevated sources, especially in the upward direction; (3) the model-predicted exponent α in the exponential vertical concentration profile for a surface release [bar C(z)∝ exp(-z α )] was smaller than the experimentally measured exponent. Model closure assumptions and experimental short-comings are discussed in relation to their probable effect on model predictions and experimental measurements. 42 refs., 13 figs., 3 tabs
Discrimination of numerical proportions: A comparison of binomial and Gaussian models.
Raidvee, Aire; Lember, Jüri; Allik, Jüri
2017-01-01
Observers discriminated the numerical proportion of two sets of elements (N = 9, 13, 33, and 65) that differed either by color or orientation. According to the standard Thurstonian approach, the accuracy of proportion discrimination is determined by irreducible noise in the nervous system that stochastically transforms the number of presented visual elements onto a continuum of psychological states representing numerosity. As an alternative to this customary approach, we propose a Thurstonian-binomial model, which assumes discrete perceptual states, each of which is associated with a certain visual element. It is shown that the probability β with which each visual element can be noticed and registered by the perceptual system can explain data of numerical proportion discrimination at least as well as the continuous Thurstonian-Gaussian model, and better, if the greater parsimony of the Thurstonian-binomial model is taken into account using AIC model selection. We conclude that Gaussian and binomial models represent two different fundamental principles-internal noise vs. using only a fraction of available information-which are both plausible descriptions of visual perception.
Gaussian covariance graph models accounting for correlated marker effects in genome-wide prediction.
Martínez, C A; Khare, K; Rahman, S; Elzo, M A
2017-10-01
Several statistical models used in genome-wide prediction assume uncorrelated marker allele substitution effects, but it is known that these effects may be correlated. In statistics, graphical models have been identified as a useful tool for covariance estimation in high-dimensional problems and it is an area that has recently experienced a great expansion. In Gaussian covariance graph models (GCovGM), the joint distribution of a set of random variables is assumed to be Gaussian and the pattern of zeros of the covariance matrix is encoded in terms of an undirected graph G. In this study, methods adapting the theory of GCovGM to genome-wide prediction were developed (Bayes GCov, Bayes GCov-KR and Bayes GCov-H). In simulated data sets, improvements in correlation between phenotypes and predicted breeding values and accuracies of predicted breeding values were found. Our models account for correlation of marker effects and permit to accommodate general structures as opposed to models proposed in previous studies, which consider spatial correlation only. In addition, they allow incorporation of biological information in the prediction process through its use when constructing graph G, and their extension to the multi-allelic loci case is straightforward. © 2017 Blackwell Verlag GmbH.
Schifferstein, H.N.J.
1996-01-01
The Equiratio Mixture Model predicts the psychophysical function for an equiratio mixture type on the basis of the psychophysical functions for the unmixed components. The model reliably estimates the sweetness of mixtures of sugars and sugar-alchohols, but is unable to predict intensity for
Primordial non-Gaussianities in single field inflationary models with non-trivial initial states
Energy Technology Data Exchange (ETDEWEB)
Bahrami, Sina; Flanagan, Éanna É., E-mail: sb933@cornell.edu, E-mail: eef3@cornell.edu [Department of Physics, Cornell University, Ithaca, NY 14853 (United States)
2014-10-01
We compute the non-Gaussianities that arise in single field, slow roll inflationary models arising from arbitrary homogeneous initial states, as well as subleading contributions to the power spectrum. Non Bunch-Davies vacuum initial states can arise if the transition to the single field, slow roll inflation phase occurs only shortly before observable modes left the horizon. They can also arise from new physics at high energies that has been integrated out. Our general result for the bispectrum exhibits several features that were previously seen in special cases.
The Gaussian copula model for the joint deficit index for droughts
Van de Vyver, H.; Van den Bergh, J.
2018-06-01
The characterization of droughts and their impacts is very dependent on the time scale that is involved. In order to obtain an overall drought assessment, the cumulative effects of water deficits over different times need to be examined together. For example, the recently developed joint deficit index (JDI) is based on multivariate probabilities of precipitation over various time scales from 1- to 12-months, and was constructed from empirical copulas. In this paper, we examine the Gaussian copula model for the JDI. We model the covariance across the temporal scales with a two-parameter function that is commonly used in the specific context of spatial statistics or geostatistics. The validity of the covariance models is demonstrated with long-term precipitation series. Bootstrap experiments indicate that the Gaussian copula model has advantages over the empirical copula method in the context of drought severity assessment: (i) it is able to quantify droughts outside the range of the empirical copula, (ii) provides adequate drought quantification, and (iii) provides a better understanding of the uncertainty in the estimation.
A novel multitarget model of radiation-induced cell killing based on the Gaussian distribution.
Zhao, Lei; Mi, Dong; Sun, Yeqing
2017-05-07
The multitarget version of the traditional target theory based on the Poisson distribution is still used to describe the dose-survival curves of cells after ionizing radiation in radiobiology and radiotherapy. However, noting that the usual ionizing radiation damage is the result of two sequential stochastic processes, the probability distribution of the damage number per cell should follow a compound Poisson distribution, like e.g. Neyman's distribution of type A (N. A.). In consideration of that the Gaussian distribution can be considered as the approximation of the N. A. in the case of high flux, a multitarget model based on the Gaussian distribution is proposed to describe the cell inactivation effects in low linear energy transfer (LET) radiation with high dose-rate. Theoretical analysis and experimental data fitting indicate that the present theory is superior to the traditional multitarget model and similar to the Linear - Quadratic (LQ) model in describing the biological effects of low-LET radiation with high dose-rate, and the parameter ratio in the present model can be used as an alternative indicator to reflect the radiation damage and radiosensitivity of the cells. Copyright © 2017 Elsevier Ltd. All rights reserved.
Segmenting Continuous Motions with Hidden Semi-markov Models and Gaussian Processes
Directory of Open Access Journals (Sweden)
Tomoaki Nakamura
2017-12-01
Full Text Available Humans divide perceived continuous information into segments to facilitate recognition. For example, humans can segment speech waves into recognizable morphemes. Analogously, continuous motions are segmented into recognizable unit actions. People can divide continuous information into segments without using explicit segment points. This capacity for unsupervised segmentation is also useful for robots, because it enables them to flexibly learn languages, gestures, and actions. In this paper, we propose a Gaussian process-hidden semi-Markov model (GP-HSMM that can divide continuous time series data into segments in an unsupervised manner. Our proposed method consists of a generative model based on the hidden semi-Markov model (HSMM, the emission distributions of which are Gaussian processes (GPs. Continuous time series data is generated by connecting segments generated by the GP. Segmentation can be achieved by using forward filtering-backward sampling to estimate the model's parameters, including the lengths and classes of the segments. In an experiment using the CMU motion capture dataset, we tested GP-HSMM with motion capture data containing simple exercise motions; the results of this experiment showed that the proposed GP-HSMM was comparable with other methods. We also conducted an experiment using karate motion capture data, which is more complex than exercise motion capture data; in this experiment, the segmentation accuracy of GP-HSMM was 0.92, which outperformed other methods.
Fast fitting of non-Gaussian state-space models to animal movement data via Template Model Builder
DEFF Research Database (Denmark)
Albertsen, Christoffer Moesgaard; Whoriskey, Kim; Yurkowski, David
2015-01-01
recommend using the Laplace approximation combined with automatic differentiation (as implemented in the novel R package Template Model Builder; TMB) for the fast fitting of continuous-time multivariate non-Gaussian SSMs. Through Argos satellite tracking data, we demonstrate that the use of continuous...... are able to estimate additional parameters compared to previous methods, all without requiring a substantial increase in computational time. The model implementation is made available through the R package argosTrack....
International Nuclear Information System (INIS)
Fields, D.E.; Miller, C.W.
1980-05-01
The most commonly used approach for estimating the atmospheric concentration and deposition of material downwind from its point of release is the Gaussian plume atmospheric dispersion model. Two of the critical parameters in this model are sigma/sub y/ and sigma/sub z/, the horizontal and vertical dispersion parameters, respectively. A number of different sets of values for sigma/sub y/ and sigma/sub z/ have been determined empirically for different release heights and meteorological and terrain conditions. The computer code DWNWND, described in this report, is an interactive implementation of the Gaussian plume model. This code allows the user to specify any one of eight different sets of the empirically determined dispersion paramters. Using the selected dispersion paramters, ground-level normalized exposure estimates are made at any specified downwind distance. Computed values may be corrected for plume depletion due to deposition and for plume settling due to gravitational fall. With this interactive code, the user chooses values for ten parameters which define the source, the dispersion and deposition process, and the sampling point. DWNWND is written in FORTRAN for execution on a PDP-10 computer, requiring less than one second of central processor unit time for each simulation
A novel Gaussian model based battery state estimation approach: State-of-Energy
International Nuclear Information System (INIS)
He, HongWen; Zhang, YongZhi; Xiong, Rui; Wang, Chun
2015-01-01
Highlights: • The Gaussian model is employed to construct a novel battery model. • The genetic algorithm is used to implement model parameter identification. • The AIC is used to decide the best hysteresis order of the battery model. • A novel battery SoE estimator is proposed and verified by two kinds of batteries. - Abstract: State-of-energy (SoE) is a very important index for battery management system (BMS) used in electric vehicles (EVs), it is indispensable for ensuring safety and reliable operation of batteries. For achieving battery SoE accurately, the main work can be summarized in three aspects. (1) In considering that different kinds of batteries show different open circuit voltage behaviors, the Gaussian model is employed to construct the battery model. What is more, the genetic algorithm is employed to locate the optimal parameter for the selecting battery model. (2) To determine an optimal tradeoff between battery model complexity and prediction precision, the Akaike information criterion (AIC) is used to determine the best hysteresis order of the combined battery model. Results from a comparative analysis show that the first-order hysteresis battery model is thought of being the best based on the AIC values. (3) The central difference Kalman filter (CDKF) is used to estimate the real-time SoE and an erroneous initial SoE is considered to evaluate the robustness of the SoE estimator. Lastly, two kinds of lithium-ion batteries are used to verify the proposed SoE estimation approach. The results show that the maximum SoE estimation error is within 1% for both LiFePO 4 and LiMn 2 O 4 battery datasets
Vakanski, A; Ferguson, J M; Lee, S
2016-12-01
The objective of the proposed research is to develop a methodology for modeling and evaluation of human motions, which will potentially benefit patients undertaking a physical rehabilitation therapy (e.g., following a stroke or due to other medical conditions). The ultimate aim is to allow patients to perform home-based rehabilitation exercises using a sensory system for capturing the motions, where an algorithm will retrieve the trajectories of a patient's exercises, will perform data analysis by comparing the performed motions to a reference model of prescribed motions, and will send the analysis results to the patient's physician with recommendations for improvement. The modeling approach employs an artificial neural network, consisting of layers of recurrent neuron units and layers of neuron units for estimating a mixture density function over the spatio-temporal dependencies within the human motion sequences. Input data are sequences of motions related to a prescribed exercise by a physiotherapist to a patient, and recorded with a motion capture system. An autoencoder subnet is employed for reducing the dimensionality of captured sequences of human motions, complemented with a mixture density subnet for probabilistic modeling of the motion data using a mixture of Gaussian distributions. The proposed neural network architecture produced a model for sets of human motions represented with a mixture of Gaussian density functions. The mean log-likelihood of observed sequences was employed as a performance metric in evaluating the consistency of a subject's performance relative to the reference dataset of motions. A publically available dataset of human motions captured with Microsoft Kinect was used for validation of the proposed method. The article presents a novel approach for modeling and evaluation of human motions with a potential application in home-based physical therapy and rehabilitation. The described approach employs the recent progress in the field of
Beta Regression Finite Mixture Models of Polarization and Priming
Smithson, Michael; Merkle, Edgar C.; Verkuilen, Jay
2011-01-01
This paper describes the application of finite-mixture general linear models based on the beta distribution to modeling response styles, polarization, anchoring, and priming effects in probability judgments. These models, in turn, enhance our capacity for explicitly testing models and theories regarding the aforementioned phenomena. The mixture…
Inverse modelling of atmospheric tracers: non-Gaussian methods and second-order sensitivity analysis
Directory of Open Access Journals (Sweden)
M. Bocquet
2008-02-01
Full Text Available For a start, recent techniques devoted to the reconstruction of sources of an atmospheric tracer at continental scale are introduced. A first method is based on the principle of maximum entropy on the mean and is briefly reviewed here. A second approach, which has not been applied in this field yet, is based on an exact Bayesian approach, through a maximum a posteriori estimator. The methods share common grounds, and both perform equally well in practice. When specific prior hypotheses on the sources are taken into account such as positivity, or boundedness, both methods lead to purposefully devised cost-functions. These cost-functions are not necessarily quadratic because the underlying assumptions are not Gaussian. As a consequence, several mathematical tools developed in data assimilation on the basis of quadratic cost-functions in order to establish a posteriori analysis, need to be extended to this non-Gaussian framework. Concomitantly, the second-order sensitivity analysis needs to be adapted, as well as the computations of the averaging kernels of the source and the errors obtained in the reconstruction. All of these developments are applied to a real case of tracer dispersion: the European Tracer Experiment [ETEX]. Comparisons are made between a least squares cost function (similar to the so-called 4D-Var approach and a cost-function which is not based on Gaussian hypotheses. Besides, the information content of the observations which is used in the reconstruction is computed and studied on the application case. A connection with the degrees of freedom for signal is also established. As a by-product of these methodological developments, conclusions are drawn on the information content of the ETEX dataset as seen from the inverse modelling point of view.
New models for predicting thermophysical properties of ionic liquid mixtures.
Huang, Ying; Zhang, Xiangping; Zhao, Yongsheng; Zeng, Shaojuan; Dong, Haifeng; Zhang, Suojiang
2015-10-28
Potential applications of ILs require the knowledge of the physicochemical properties of ionic liquid (IL) mixtures. In this work, a series of semi-empirical models were developed to predict the density, surface tension, heat capacity and thermal conductivity of IL mixtures. Each semi-empirical model only contains one new characteristic parameter, which can be determined using one experimental data point. In addition, as another effective tool, artificial neural network (ANN) models were also established. The two kinds of models were verified by a total of 2304 experimental data points for binary mixtures of ILs and molecular compounds. The overall average absolute deviations (AARDs) of both the semi-empirical and ANN models are less than 2%. Compared to previously reported models, these new semi-empirical models require fewer adjustable parameters and can be applied in a wider range of applications.
Bayesian sensitivity analysis of a 1D vascular model with Gaussian process emulators.
Melis, Alessandro; Clayton, Richard H; Marzo, Alberto
2017-12-01
One-dimensional models of the cardiovascular system can capture the physics of pulse waves but involve many parameters. Since these may vary among individuals, patient-specific models are difficult to construct. Sensitivity analysis can be used to rank model parameters by their effect on outputs and to quantify how uncertainty in parameters influences output uncertainty. This type of analysis is often conducted with a Monte Carlo method, where large numbers of model runs are used to assess input-output relations. The aim of this study was to demonstrate the computational efficiency of variance-based sensitivity analysis of 1D vascular models using Gaussian process emulators, compared to a standard Monte Carlo approach. The methodology was tested on four vascular networks of increasing complexity to analyse its scalability. The computational time needed to perform the sensitivity analysis with an emulator was reduced by the 99.96% compared to a Monte Carlo approach. Despite the reduced computational time, sensitivity indices obtained using the two approaches were comparable. The scalability study showed that the number of mechanistic simulations needed to train a Gaussian process for sensitivity analysis was of the order O(d), rather than O(d×103) needed for Monte Carlo analysis (where d is the number of parameters in the model). The efficiency of this approach, combined with capacity to estimate the impact of uncertain parameters on model outputs, will enable development of patient-specific models of the vascular system, and has the potential to produce results with clinical relevance. © 2017 The Authors International Journal for Numerical Methods in Biomedical Engineering Published by John Wiley & Sons Ltd.
Childhood malnutrition in Egypt using geoadditive Gaussian and latent variable models.
Khatab, Khaled
2010-04-01
Major progress has been made over the last 30 years in reducing the prevalence of malnutrition amongst children less than 5 years of age in developing countries. However, approximately 27% of children under the age of 5 in these countries are still malnourished. This work focuses on the childhood malnutrition in one of the biggest developing countries, Egypt. This study examined the association between bio-demographic and socioeconomic determinants and the malnutrition problem in children less than 5 years of age using the 2003 Demographic and Health survey data for Egypt. In the first step, we use separate geoadditive Gaussian models with the continuous response variables stunting (height-for-age), underweight (weight-for-age), and wasting (weight-for-height) as indicators of nutritional status in our case study. In a second step, based on the results of the first step, we apply the geoadditive Gaussian latent variable model for continuous indicators in which the 3 measurements of the malnutrition status of children are assumed as indicators for the latent variable "nutritional status".
Beyond GLMs: a generative mixture modeling approach to neural system identification.
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Lucas Theis
Full Text Available Generalized linear models (GLMs represent a popular choice for the probabilistic characterization of neural spike responses. While GLMs are attractive for their computational tractability, they also impose strong assumptions and thus only allow for a limited range of stimulus-response relationships to be discovered. Alternative approaches exist that make only very weak assumptions but scale poorly to high-dimensional stimulus spaces. Here we seek an approach which can gracefully interpolate between the two extremes. We extend two frequently used special cases of the GLM-a linear and a quadratic model-by assuming that the spike-triggered and non-spike-triggered distributions can be adequately represented using Gaussian mixtures. Because we derive the model from a generative perspective, its components are easy to interpret as they correspond to, for example, the spike-triggered distribution and the interspike interval distribution. The model is able to capture complex dependencies on high-dimensional stimuli with far fewer parameters than other approaches such as histogram-based methods. The added flexibility comes at the cost of a non-concave log-likelihood. We show that in practice this does not have to be an issue and the mixture-based model is able to outperform generalized linear and quadratic models.
DEFF Research Database (Denmark)
Tsivintzelis, Ioannis; Kontogeorgis, Georgios; Michelsen, Michael Locht
2011-01-01
In Part I of this series of articles, the study of H2S mixtures has been presented with CPA. In this study the phase behavior of CO2 containing mixtures is modeled. Binary mixtures with water, alcohols, glycols and hydrocarbons are investigated. Both phase equilibria (vapor–liquid and liquid–liqu...
Non-Gaussianity and statistical anisotropy from vector field populated inflationary models
Dimastrogiovanni, Emanuela; Matarrese, Sabino; Riotto, Antonio
2010-01-01
We present a review of vector field models of inflation and, in particular, of the statistical anisotropy and non-Gaussianity predictions of models with SU(2) vector multiplets. Non-Abelian gauge groups introduce a richer amount of predictions compared to the Abelian ones, mostly because of the presence of vector fields self-interactions. Primordial vector fields can violate isotropy leaving their imprint in the comoving curvature fluctuations zeta at late times. We provide the analytic expressions of the correlation functions of zeta up to fourth order and an analysis of their amplitudes and shapes. The statistical anisotropy signatures expected in these models are important and, potentially, the anisotropic contributions to the bispectrum and the trispectrum can overcome the isotropic parts.
Sensitivity analysis of an operational advanced Gaussian model to different turbulent regimes
International Nuclear Information System (INIS)
Mangia, C.; Rizza, U.; Tirabassi, T.
1998-01-01
A non-reactive air pollution model evaluating ground level concentration is presented. It relies on a new Gaussian formulation (Lupini, R. and Tirabassi, T., J. Appl. Meteor., 20 (1981) 565-570; Tirabassi, T. and Rizza, U., Atmos. Environ., 28 (1994) 611-615) for transport and vertical diffusion in the Atmospheric Boundary Layer (ABL). In this formulation, the source height is replaced by a virtual height expressed by simple functions of meteorological variables. The model accepts a general profile of wind u(z) and eddy diffusivity coefficient K z . The lateral dispersion coefficient is based on Taylor's theory (Taylor, G. I., Proc. London Math. Soc., 20 (1921) 196-204). The turbulence in the ABL is subdivided into various regimes, each characterized by different parameters for length and velocity scales. The model performances under unstable conditions have been tested utilizing two different data sets
Finite size scaling of the Higgs-Yukawa model near the Gaussian fixed point
Energy Technology Data Exchange (ETDEWEB)
Chu, David Y.J.; Lin, C.J. David [National Chiao-Tung Univ., Hsinchu, Taiwan (China); Jansen, Karl [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Knippschild, Bastian [HISKP, Bonn (Germany); Nagy, Attila [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Humboldt-Univ. Berlin (Germany)
2016-12-15
We study the scaling properties of Higgs-Yukawa models. Using the technique of Finite-Size Scaling, we are able to derive scaling functions that describe the observables of the model in the vicinity of a Gaussian fixed point. A feasibility study of our strategy is performed for the pure scalar theory in the weak-coupling regime. Choosing the on-shell renormalisation scheme gives us an advantage to fit the scaling functions against lattice data with only a small number of fit parameters. These formulae can be used to determine the universality of the observed phase transitions, and thus play an essential role in future investigations of Higgs-Yukawa models, in particular in the strong Yukawa coupling region.
Mathur, Neha; Glesk, Ivan; Buis, Arjan
2016-06-01
Elevated skin temperature at the body/device interface of lower-limb prostheses is one of the major factors that affect tissue health. The heat dissipation in prosthetic sockets is greatly influenced by the thermal conductive properties of the hard socket and liner material employed. However, monitoring of the interface temperature at skin level in lower-limb prosthesis is notoriously complicated. This is due to the flexible nature of the interface liners used which requires consistent positioning of sensors during donning and doffing. Predicting the residual limb temperature by monitoring the temperature between socket and liner rather than skin and liner could be an important step in alleviating complaints on increased temperature and perspiration in prosthetic sockets. To predict the residual limb temperature, a machine learning algorithm - Gaussian processes is employed, which utilizes the thermal time constant values of commonly used socket and liner materials. This Letter highlights the relevance of thermal time constant of prosthetic materials in Gaussian processes technique which would be useful in addressing the challenge of non-invasively monitoring the residual limb skin temperature. With the introduction of thermal time constant, the model can be optimised and generalised for a given prosthetic setup, thereby making the predictions more reliable.
Bayesian Sensitivity Analysis of a Cardiac Cell Model Using a Gaussian Process Emulator
Chang, Eugene T Y; Strong, Mark; Clayton, Richard H
2015-01-01
Models of electrical activity in cardiac cells have become important research tools as they can provide a quantitative description of detailed and integrative physiology. However, cardiac cell models have many parameters, and how uncertainties in these parameters affect the model output is difficult to assess without undertaking large numbers of model runs. In this study we show that a surrogate statistical model of a cardiac cell model (the Luo-Rudy 1991 model) can be built using Gaussian process (GP) emulators. Using this approach we examined how eight outputs describing the action potential shape and action potential duration restitution depend on six inputs, which we selected to be the maximum conductances in the Luo-Rudy 1991 model. We found that the GP emulators could be fitted to a small number of model runs, and behaved as would be expected based on the underlying physiology that the model represents. We have shown that an emulator approach is a powerful tool for uncertainty and sensitivity analysis in cardiac cell models. PMID:26114610
DEFF Research Database (Denmark)
Li, Chunjian; Andersen, Søren Vang
2007-01-01
We propose two blind system identification methods that exploit the underlying dynamics of non-Gaussian signals. The two signal models to be identified are: an Auto-Regressive (AR) model driven by a discrete-state Hidden Markov process, and the same model whose output is perturbed by white Gaussi...... outputs. The signal models are general and suitable to numerous important signals, such as speech signals and base-band communication signals. Applications to speech analysis and blind channel equalization are given to exemplify the efficiency of the new methods....
PySSM: A Python Module for Bayesian Inference of Linear Gaussian State Space Models
Directory of Open Access Journals (Sweden)
Christopher Strickland
2014-04-01
Full Text Available PySSM is a Python package that has been developed for the analysis of time series using linear Gaussian state space models. PySSM is easy to use; models can be set up quickly and efficiently and a variety of different settings are available to the user. It also takes advantage of scientific libraries NumPy and SciPy and other high level features of the Python language. PySSM is also used as a platform for interfacing between optimized and parallelized Fortran routines. These Fortran routines heavily utilize basic linear algebra and linear algebra Package functions for maximum performance. PySSM contains classes for filtering, classical smoothing as well as simulation smoothing.
A study of the Gaussian overlap approach in the two-center shell model
International Nuclear Information System (INIS)
Reinhard, P.-G.
1976-01-01
The Gaussian overlap approach (GOA) to the generator coordinate method (GCM) is carried through up to fourth order in the derivatives. By diagonalizing the norm overlap, a collective Schroedinger equation is obtained. The potential therein contains the usual potential energy surface (PES) plus correction terms, which subtract the zero-point energies (ZPE) is the PES. The formalism is applied to BCS states obtained from a two-center shell model (TCSM). To understand the crucial role of the pairing contributions in the GOA a schematic picture, the multi-level model, is constructed. An explicit numerical study of the convergence of the GOA is given for the TCSM, with the result that the GOA seems to be justified for medium and heavy nuclei but critical for light nuclei. (Auth.)
Propagation of Gaussian laser beam in cold plasma of Drude model
International Nuclear Information System (INIS)
Wang Ying; Yuan Chengxun; Zhou Zhongxiang; Li Lei; Du Yanwei
2011-01-01
The propagation characters of Gaussian laser beam in plasmas of Drude model have been investigated by complex eikonal function assumption. The dielectric constant of Drude model is representative and applicable in describing the cold unmagnetized plasmas. The dynamics of ponderomotive nonlinearity, spatial diffraction, and collision attenuation is considered. The derived coupling equations determine the variations of laser beam and irradiation attenuation. The modified laser beam-width parameter F, the dimensionless axis irradiation intensity I, and the spatial electron density distribution n/n 0 have been studied in connection with collision frequency, initial laser intensity and beam-width, and electron temperature of plasma. The variations of laser beam and plasma density due to different selections of parameters are reasonably explained, and results indicate the feasible modification of the propagating characters of laser beam in plasmas, which possesses significance to fast ignition, extended propagation, and other applications.
Directory of Open Access Journals (Sweden)
Robert B. Gramacy
2007-06-01
Full Text Available The tgp package for R is a tool for fully Bayesian nonstationary, semiparametric nonlinear regression and design by treed Gaussian processes with jumps to the limiting linear model. Special cases also implemented include Bayesian linear models, linear CART, stationary separable and isotropic Gaussian processes. In addition to inference and posterior prediction, the package supports the (sequential design of experiments under these models paired with several objective criteria. 1-d and 2-d plotting, with higher dimension projection and slice capabilities, and tree drawing functions (requiring maptree and combinat packages, are also provided for visualization of tgp objects.
Narukawa, Masaki; Nohara, Katsuhito
2018-04-01
This study proposes an estimation approach to panel count data, truncated at zero, in order to apply a contingent behavior travel cost method to revealed and stated preference data collected via a web-based survey. We develop zero-truncated panel Poisson mixture models by focusing on respondents who visited a site. In addition, we introduce an inverse Gaussian distribution to unobserved individual heterogeneity as an alternative to a popular gamma distribution, making it possible to capture effectively the long tail typically observed in trip data. We apply the proposed method to estimate the impact on tourism benefits in Fukushima Prefecture as a result of the Fukushima Nuclear Power Plant No. 1 accident. Copyright © 2018 Elsevier Ltd. All rights reserved.
Missing Value Imputation Based on Gaussian Mixture Model for the Internet of Things
Yan, Xiaobo; Xiong, Weiqing; Hu, Liang; Wang, Feng; Zhao, Kuo
2015-01-01
This paper addresses missing value imputation for the Internet of Things (IoT). Nowadays, the IoT has been used widely and commonly by a variety of domains, such as transportation and logistics domain and healthcare domain. However, missing values are very common in the IoT for a variety of reasons, which results in the fact that the experimental data are incomplete. As a result of this, some work, which is related to the data of the IoT, can’t be carried out normally. And it leads to the red...
A univocal definition of the neuronal soma morphology using Gaussian mixture models
Directory of Open Access Journals (Sweden)
Sergio eLuengo-Sanchez
2015-11-01
Full Text Available The definition of the soma is fuzzy, as there is no clear line demarcating the soma of the labeled neurons and the origin of the dendrites and axon. Thus, the morphometric analysis of the neuronal soma is highly subjective. In this paper, we provide a mathematical definition and an automatic segmentation method to delimit the neuronal soma. We applied this method to the characterization of pyramidal cells, which are the most abundant neurons in the cerebral cortex. Since there are no benchmarks with which to compare the proposed procedure, we validated the goodness of this automatic segmentation method against manual segmentation by experts in neuroanatomy to set up a framework for comparison. We concluded that there were no significant differences between automatically and manually segmented somata, i.e., the proposed procedure segments the neurons more or less as an expert does. It also provides univocal, justifiable and objective cutoffs. Thus, this study is a means of characterizing pyramidal neurons in order to objectively compare the morphometry of the somata of these neurons in different cortical areas and species.
A univocal definition of the neuronal soma morphology using Gaussian mixture models.
Luengo-Sanchez, Sergio; Bielza, Concha; Benavides-Piccione, Ruth; Fernaud-Espinosa, Isabel; DeFelipe, Javier; Larrañaga, Pedro
2015-01-01
The definition of the soma is fuzzy, as there is no clear line demarcating the soma of the labeled neurons and the origin of the dendrites and axon. Thus, the morphometric analysis of the neuronal soma is highly subjective. In this paper, we provide a mathematical definition and an automatic segmentation method to delimit the neuronal soma. We applied this method to the characterization of pyramidal cells, which are the most abundant neurons in the cerebral cortex. Since there are no benchmarks with which to compare the proposed procedure, we validated the goodness of this automatic segmentation method against manual segmentation by neuroanatomists to set up a framework for comparison. We concluded that there were no significant differences between automatically and manually segmented somata, i.e., the proposed procedure segments the neurons similarly to how a neuroanatomist does. It also provides univocal, justifiable and objective cutoffs. Thus, this study is a means of characterizing pyramidal neurons in order to objectively compare the morphometry of the somata of these neurons in different cortical areas and species.
Single-step emulation of nonlinear fiber-optic link with gaussian mixture model
DEFF Research Database (Denmark)
Borkowski, Robert; Doberstein, Andy; Haisch, Hansjörg
2015-01-01
We use a fast and low-complexity statistical signal processing method to emulate nonlinear noise in fiber links. The proposed emulation technique stands in good agreement with the numerical NLSE simulation for 32 Gbaud DP-16QAM nonlinear transmission.......We use a fast and low-complexity statistical signal processing method to emulate nonlinear noise in fiber links. The proposed emulation technique stands in good agreement with the numerical NLSE simulation for 32 Gbaud DP-16QAM nonlinear transmission....
On-line signature verification using Gaussian Mixture Models and small-sample learning strategies
Directory of Open Access Journals (Sweden)
Gabriel Jaime Zapata-Zapata
2016-01-01
Full Text Available El artículo aborda el problema de entrenamiento de sistemas de verificación de firmas en línea cuando el número de muestras disponibles para el entrenamiento es bajo, debido a que en la mayoría de situaciones reales el número de firmas disponibles por usuario es muy limitado. El artículo evalúa nueve diferentes estrategias de clasificación basadas en modelos de mezclas de Gaussianas (GMM por sus siglas en inglés y la estrategia conocida como modelo histórico universal (UBM por sus siglas en inglés, la cual está diseñada con el objetivo de trabajar bajo condiciones de menor número de muestras. Las estrategias de aprendizaje de los GMM incluyen el algoritmo convencional de Esperanza y Maximización, y una aproximación Bayesiana basada en aprendizaje variacional. Las firmas son caracterizadas principalmente en términos de velocidades y aceleraciones de los patrones de escritura a mano de los usuarios. Los resultados muestran que cuando se evalúa el sistema en una configuración genuino vs. impostor, el método GMM-UBM es capaz de mantener una precisión por encima del 93%, incluso en casos en los que únicamente se usa para entrenamiento el 20% de las muestras disponibles (equivalente a 5 firmas, mientras que la combinación de un modelo Bayesiano UBM con una Máquina de Soporte Vectorial (SVM por sus siglas en inglés, modelo conocido como GMM-Supervector, logra un 99% de acierto cuando las muestras de entrenamiento exceden las 20. Por otro lado, cuando se simula un ambiente real en el que no están disponibles muestras impostoras y se usa
Dirichlet Process Gaussian Mixture Model for Activity Discovery in Smart Homes with Ambient Sensors
Nguyen, Thuong; Le Viet Duc, Duc Viet; Zhang, Quing; Karunanithi, Mohan
2017-01-01
Most of the existing approaches to activity recognition in smart homes rely on supervised learning with well annotated sensor data. However obtaining such labeled data is not only challenging but sometimes also an unobtainable task, especially for senior citizens who may suffer various mental health
A univocal definition of the neuronal soma morphology using Gaussian mixture models
Luengo-Sanchez, Sergio; Bielza, Concha; Benavides-Piccione, Ruth; Fernaud-Espinosa, Isabel; DeFelipe, Javier; Larrañaga, Pedro
2015-01-01
The definition of the soma is fuzzy, as there is no clear line demarcating the soma of the labeled neurons and the origin of the dendrites and axon. Thus, the morphometric analysis of the neuronal soma is highly subjective. In this paper, we provide a mathematical definition and an automatic segmentation method to delimit the neuronal soma. We applied this method to the characterization of pyramidal cells, which are the most abundant neurons in the cerebral cortex. Since there are no benchmarks with which to compare the proposed procedure, we validated the goodness of this automatic segmentation method against manual segmentation by neuroanatomists to set up a framework for comparison. We concluded that there were no significant differences between automatically and manually segmented somata, i.e., the proposed procedure segments the neurons similarly to how a neuroanatomist does. It also provides univocal, justifiable and objective cutoffs. Thus, this study is a means of characterizing pyramidal neurons in order to objectively compare the morphometry of the somata of these neurons in different cortical areas and species. PMID:26578898
Directory of Open Access Journals (Sweden)
Yun Wang
2016-01-01
Full Text Available Gamma Gaussian inverse Wishart cardinalized probability hypothesis density (GGIW-CPHD algorithm was always used to track group targets in the presence of cluttered measurements and missing detections. A multiple models GGIW-CPHD algorithm based on best-fitting Gaussian approximation method (BFG and strong tracking filter (STF is proposed aiming at the defect that the tracking error of GGIW-CPHD algorithm will increase when the group targets are maneuvering. The best-fitting Gaussian approximation method is proposed to implement the fusion of multiple models using the strong tracking filter to correct the predicted covariance matrix of the GGIW component. The corresponding likelihood functions are deduced to update the probability of multiple tracking models. From the simulation results we can see that the proposed tracking algorithm MM-GGIW-CPHD can effectively deal with the combination/spawning of groups and the tracking error of group targets in the maneuvering stage is decreased.
Detecting Housing Submarkets using Unsupervised Learning of Finite Mixture Models
DEFF Research Database (Denmark)
Ntantamis, Christos
association between prices that can be attributed, among others, to unobserved neighborhood effects. In this paper, a model of spatial association for housing markets is introduced. Spatial association is treated in the context of spatial heterogeneity, which is explicitly modeled in both a global and a local....... The identified mixtures are considered as the different spatial housing submarkets. The main advantage of the approach is that submarkets are recovered by the housing prices data compared to submarkets imposed by administrative or geographical criteria. The Finite Mixture Model is estimated using the Figueiredo...
Bayesian Plackett-Luce Mixture Models for Partially Ranked Data.
Mollica, Cristina; Tardella, Luca
2017-06-01
The elicitation of an ordinal judgment on multiple alternatives is often required in many psychological and behavioral experiments to investigate preference/choice orientation of a specific population. The Plackett-Luce model is one of the most popular and frequently applied parametric distributions to analyze rankings of a finite set of items. The present work introduces a Bayesian finite mixture of Plackett-Luce models to account for unobserved sample heterogeneity of partially ranked data. We describe an efficient way to incorporate the latent group structure in the data augmentation approach and the derivation of existing maximum likelihood procedures as special instances of the proposed Bayesian method. Inference can be conducted with the combination of the Expectation-Maximization algorithm for maximum a posteriori estimation and the Gibbs sampling iterative procedure. We additionally investigate several Bayesian criteria for selecting the optimal mixture configuration and describe diagnostic tools for assessing the fitness of ranking distributions conditionally and unconditionally on the number of ranked items. The utility of the novel Bayesian parametric Plackett-Luce mixture for characterizing sample heterogeneity is illustrated with several applications to simulated and real preference ranked data. We compare our method with the frequentist approach and a Bayesian nonparametric mixture model both assuming the Plackett-Luce model as a mixture component. Our analysis on real datasets reveals the importance of an accurate diagnostic check for an appropriate in-depth understanding of the heterogenous nature of the partial ranking data.
Investigating Individual Differences in Toddler Search with Mixture Models
Berthier, Neil E.; Boucher, Kelsea; Weisner, Nina
2015-01-01
Children's performance on cognitive tasks is often described in categorical terms in that a child is described as either passing or failing a test, or knowing or not knowing some concept. We used binomial mixture models to determine whether individual children could be classified as passing or failing two search tasks, the DeLoache model room…
Klein, A.A.B.; Melard, G.; Zahaf, T.
2000-01-01
The Fisher information matrix is of fundamental importance for the analysis of parameter estimation of time series models. In this paper the exact information matrix of a multivariate Gaussian time series model expressed in state space form is derived. A computationally efficient procedure is used
Gao, Feng-Yin; Kang, Yan-Mei; Chen, Xi; Chen, Guanrong
2018-05-01
This paper reveals the effect of fractional Gaussian noise with Hurst exponent H ∈(1 /2 ,1 ) on the information capacity of a general nonlinear neuron model with binary signal input. The fGn and its corresponding fractional Brownian motion exhibit long-range, strong-dependent increments. It extends standard Brownian motion to many types of fractional processes found in nature, such as the synaptic noise. In the paper, for the subthreshold binary signal, sufficient conditions are given based on the "forbidden interval" theorem to guarantee the occurrence of stochastic resonance, while for the suprathreshold binary signal, the simulated results show that additive fGn with Hurst exponent H ∈(1 /2 ,1 ) could increase the mutual information or bits count. The investigation indicated that the synaptic noise with the characters of long-range dependence and self-similarity might be the driving factor for the efficient encoding and decoding of the nervous system.
Ma, Rubao; Xu, Weichao; Zhang, Yun; Ye, Zhongfu
2014-01-01
This paper investigates the robustness properties of Pearson's rank-variate correlation coefficient (PRVCC) in scenarios where one channel is corrupted by impulsive noise and the other is impulsive noise-free. As shown in our previous work, these scenarios that frequently encountered in radar and/or sonar, can be well emulated by a particular bivariate contaminated Gaussian model (CGM). Under this CGM, we establish the asymptotic closed forms of the expectation and variance of PRVCC by means of the well known Delta method. To gain a deeper understanding, we also compare PRVCC with two other classical correlation coefficients, i.e., Spearman's rho (SR) and Kendall's tau (KT), in terms of the root mean squared error (RMSE). Monte Carlo simulations not only verify our theoretical findings, but also reveal the advantage of PRVCC by an example of estimating the time delay in the particular impulsive noise environment.
Optimal multigrid algorithms for the massive Gaussian model and path integrals
International Nuclear Information System (INIS)
Brandt, A.; Galun, M.
1996-01-01
Multigrid algorithms are presented which, in addition to eliminating the critical slowing down, can also eliminate the open-quotes volume factorclose quotes. The elimination of the volume factor removes the need to produce many independent fine-grid configurations for averaging out their statistical deviations, by averaging over the many samples produced on coarse grids during the multigrid cycle. Thermodynamic limits of observables can be calculated to relative accuracy var-epsilon r in just O(var-epsilon r -2 ) computer operations, where var-epsilon r is the error relative to the standard deviation of the observable. In this paper, we describe in detail the calculation of the susceptibility in the one-dimensional massive Gaussian model, which is also a simple example of path integrals. Numerical experiments show that the susceptibility can be calculated to relative accuracy var-epsilon r in about 8 var-epsilon r -2 random number generations, independent of the mass size
Duan, Leo L; Wang, Xia; Clancy, John P; Szczesniak, Rhonda D
2018-01-01
A two-level Gaussian process (GP) joint model is proposed to improve personalized prediction of medical monitoring data. The proposed model is applied to jointly analyze multiple longitudinal biomedical outcomes, including continuous measurements and binary outcomes, to achieve better prediction in disease progression. At the population level of the hierarchy, two independent GPs are used to capture the nonlinear trends in both the continuous biomedical marker and the binary outcome, respectively; at the individual level, a third GP, which is shared by the longitudinal measurement model and the longitudinal binary model, induces the correlation between these two model components and strengthens information borrowing across individuals. The proposed model is particularly advantageous in personalized prediction. It is applied to the motivating clinical data on cystic fibrosis disease progression, for which lung function measurements and onset of acute respiratory events are monitored jointly throughout each patient's clinical course. The results from both the simulation studies and the cystic fibrosis data application suggest that the inclusion of the shared individual-level GPs under the joint model framework leads to important improvements in personalized disease progression prediction.
International Nuclear Information System (INIS)
Barker, C.D.
1979-07-01
The Gaussian Plume Diffusion Model, using Smith's scheme for σsub(z) and various models for σsub(y), is compared with measured values of the location and strength of maximum ground level concentration taken during the Tilbury and Northfleet experiments. The position of maximum ground level concentration (xsub(m)) is found to be relatively insensitive to σsub(y) and Smith's model for σsub(z) is found to predict xsub(m) on average to within 50% for plume heights less than 200 - 400m (dependent on atmosphere stability). Several models for σsub(y) are examined by comparing predicted and observed values for the normalised maximum ground level concentration (Xsub(m)) and a modified form of Moore's model for σsub(y) is found to give the best overall fit, on average to within 30%. Gifford's release duration dependent model for σsub(y) is found to consistently underestimate Xsub(m) by 35 - 45%. This comparison is only a partial validation of the models described above and suggestions are made as to where further work is required. (author)
Gaussian Process Regression (GPR) Representation in Predictive Model Markup Language (PMML).
Park, J; Lechevalier, D; Ak, R; Ferguson, M; Law, K H; Lee, Y-T T; Rachuri, S
2017-01-01
This paper describes Gaussian process regression (GPR) models presented in predictive model markup language (PMML). PMML is an extensible-markup-language (XML) -based standard language used to represent data-mining and predictive analytic models, as well as pre- and post-processed data. The previous PMML version, PMML 4.2, did not provide capabilities for representing probabilistic (stochastic) machine-learning algorithms that are widely used for constructing predictive models taking the associated uncertainties into consideration. The newly released PMML version 4.3, which includes the GPR model, provides new features: confidence bounds and distribution for the predictive estimations. Both features are needed to establish the foundation for uncertainty quantification analysis. Among various probabilistic machine-learning algorithms, GPR has been widely used for approximating a target function because of its capability of representing complex input and output relationships without predefining a set of basis functions, and predicting a target output with uncertainty quantification. GPR is being employed to various manufacturing data-analytics applications, which necessitates representing this model in a standardized form for easy and rapid employment. In this paper, we present a GPR model and its representation in PMML. Furthermore, we demonstrate a prototype using a real data set in the manufacturing domain.
Gaussian Graphical Models Identify Networks of Dietary Intake in a German Adult Population.
Iqbal, Khalid; Buijsse, Brian; Wirth, Janine; Schulze, Matthias B; Floegel, Anna; Boeing, Heiner
2016-03-01
Data-reduction methods such as principal component analysis are often used to derive dietary patterns. However, such methods do not assess how foods are consumed in relation to each other. Gaussian graphical models (GGMs) are a set of novel methods that can address this issue. We sought to apply GGMs to derive sex-specific dietary intake networks representing consumption patterns in a German adult population. Dietary intake data from 10,780 men and 16,340 women of the European Prospective Investigation into Cancer and Nutrition (EPIC)-Potsdam cohort were cross-sectionally analyzed to construct dietary intake networks. Food intake for each participant was estimated using a 148-item food-frequency questionnaire that captured the intake of 49 food groups. GGMs were applied to log-transformed intakes (grams per day) of 49 food groups to construct sex-specific food networks. Semiparametric Gaussian copula graphical models (SGCGMs) were used to confirm GGM results. In men, GGMs identified 1 major dietary network that consisted of intakes of red meat, processed meat, cooked vegetables, sauces, potatoes, cabbage, poultry, legumes, mushrooms, soup, and whole-grain and refined breads. For women, a similar network was identified with the addition of fried potatoes. Other identified networks consisted of dairy products and sweet food groups. SGCGMs yielded results comparable to those of GGMs. GGMs are a powerful exploratory method that can be used to construct dietary networks representing dietary intake patterns that reveal how foods are consumed in relation to each other. GGMs indicated an apparent major role of red meat intake in a consumption pattern in the studied population. In the future, identified networks might be transformed into pattern scores for investigating their associations with health outcomes. © 2016 American Society for Nutrition.
Fast pencil beam dose calculation for proton therapy using a double-Gaussian beam model
Directory of Open Access Journals (Sweden)
Joakim eda Silva
2015-12-01
Full Text Available The highly conformal dose distributions produced by scanned proton pencil beams are more sensitive to motion and anatomical changes than those produced by conventional radiotherapy. The ability to calculate the dose in real time as it is being delivered would enable, for example, online dose monitoring, and is therefore highly desirable. We have previously described an implementation of a pencil beam algorithm running on graphics processing units (GPUs intended specifically for online dose calculation. Here we present an extension to the dose calculation engine employing a double-Gaussian beam model to better account for the low-dose halo. To the best of our knowledge, it is the first such pencil beam algorithm for proton therapy running on a GPU. We employ two different parametrizations for the halo dose, one describing the distribution of secondary particles from nuclear interactions found in the literature and one relying on directly fitting the model to Monte Carlo simulations of pencil beams in water. Despite the large width of the halo contribution, we show how in either case the second Gaussian can be included whilst prolonging the calculation of the investigated plans by no more than 16%, or the calculation of the most time-consuming energy layers by about 25%. Further, the calculation time is relatively unaffected by the parametrization used, which suggests that these results should hold also for different systems. Finally, since the implementation is based on an algorithm employed by a commercial treatment planning system, it is expected that with adequate tuning, it should be able to reproduce the halo dose from a general beam line with sufficient accuracy.
Identifying Clusters with Mixture Models that Include Radial Velocity Observations
Czarnatowicz, Alexis; Ybarra, Jason E.
2018-01-01
The study of stellar clusters plays an integral role in the study of star formation. We present a cluster mixture model that considers radial velocity data in addition to spatial data. Maximum likelihood estimation through the Expectation-Maximization (EM) algorithm is used for parameter estimation. Our mixture model analysis can be used to distinguish adjacent or overlapping clusters, and estimate properties for each cluster.Work supported by awards from the Virginia Foundation for Independent Colleges (VFIC) Undergraduate Science Research Fellowship and The Research Experience @Bridgewater (TREB).
Dynamic Socialized Gaussian Process Models for Human Behavior Prediction in a Health Social Network
Shen, Yelong; Phan, NhatHai; Xiao, Xiao; Jin, Ruoming; Sun, Junfeng; Piniewski, Brigitte; Kil, David; Dou, Dejing
2016-01-01
Modeling and predicting human behaviors, such as the level and intensity of physical activity, is a key to preventing the cascade of obesity and helping spread healthy behaviors in a social network. In our conference paper, we have developed a social influence model, named Socialized Gaussian Process (SGP), for socialized human behavior modeling. Instead of explicitly modeling social influence as individuals' behaviors influenced by their friends' previous behaviors, SGP models the dynamic social correlation as the result of social influence. The SGP model naturally incorporates personal behavior factor and social correlation factor (i.e., the homophily principle: Friends tend to perform similar behaviors) into a unified model. And it models the social influence factor (i.e., an individual's behavior can be affected by his/her friends) implicitly in dynamic social correlation schemes. The detailed experimental evaluation has shown the SGP model achieves better prediction accuracy compared with most of baseline methods. However, a Socialized Random Forest model may perform better at the beginning compared with the SGP model. One of the main reasons is the dynamic social correlation function is purely based on the users' sequential behaviors without considering other physical activity-related features. To address this issue, we further propose a novel “multi-feature SGP model” (mfSGP) which improves the SGP model by using multiple physical activity-related features in the dynamic social correlation learning. Extensive experimental results illustrate that the mfSGP model clearly outperforms all other models in terms of prediction accuracy and running time. PMID:27746515
Modeling of a VMJ PV array under Gaussian high intensity laser power beam condition
Eom, Jeongsook; Kim, Gunzung; Park, Yongwan
2018-02-01
The high intensity laser power beaming (HILPB) system is one of the most promising systems in the long-rang wireless power transfer field. The vertical multi-junction photovoltaic (VMJ PV) array converts the HILPB into electricity to power the load or charges a battery. The output power of a VMJ PV array depends mainly on irradiance values of each VMJ PV cells. For simulating an entire VMJ PV array, the irradiance profile of the Gaussian HILPB and the irradiance level of the VMJ PV cell are mathematically modeled first. The VMJ PV array is modeled as a network with dimension m*n, where m represents the number of VMJ PV cells in a column, and n represents the number of VMJ PV cells in a row. In order to validate the results obtained in modeling and simulation, a laboratory setup was developed using 55 VMJ PV array. By using the output power model of VMJ PV array, we can establish an optimal power transmission path by the receiver based on the received signal strength. When the laser beam from multiple transmitters aimed at a VMJ PV array at the same time, the received power is the sum of all energy at a VMJ PV array. The transmitter sends its power characteristics as optically coded laser pulses and powers as HILPB. Using the attenuated power model and output power model of VMJ PV array, the receiver can estimate the maximum receivable powers from the transmitters and select optimal transmitters.
PENENTUAN HARGA KONTRAK OPSI TIPE ASIA MENGGUNAKAN MODEL SIMULASI NORMAL INVERSE GAUSSIAN (NIG
Directory of Open Access Journals (Sweden)
I PUTU OKA PARAMARTHA
2015-02-01
Full Text Available The aim to determine of the simulation results and to calculate the stock price of Asian Option with Normal Inverse Gaussian (NIG method and Monte Carlo method using MATLAB program. Results of both models are compared and selected a fair price. Besides to determine simulation accuracy of the stock price, speed of program execution MATLAB is calculated for both models for time efficiency. The first part, set variabels used to calculate the trajectory of stock prices at time t to simulate the stock price at the time. The second part, simulate the stock price with NIG model. The third part, simulate the stock price with Monte Carlo model. After simulating the stock price, calculated the value of the pay-off of the Asian Option, and then estimate the price of Asian Option by averaging the entire value of pay-off from each iteration. The last part, compare result of both models. The results of this research is price of Asian Option calculated using Monte Carlo simulation and NIG. The rates were calculated using the NIG produce a fair price, because of the pricing contract NIG using four parameters ?, ?, ?, and ?, while Monte Carlo is using only two parameters ? and ?. For execution time of the program, the Monte Carlo model is better in all iterations.
PENENTUAN HARGA KONTRAK OPSI TIPE ASIA MENGGUNAKAN MODEL SIMULASI NORMAL INVERSE GAUSSIAN (NIG
Directory of Open Access Journals (Sweden)
I PUTU OKA PARAMARTHA
2014-08-01
Full Text Available The aim to determine of the simulation results and to calculate the stock price of Asian Option with Normal Inverse Gaussian (NIG method and Monte Carlo method using MATLAB program. Results of both models are compared and selected a fair price. Besides to determine simulation accuracy of the stock price, speed of program execution MATLAB is calculated for both models for time efficiency. The first part, set variabels used to calculate the trajectory of stock prices at time t to simulate the stock price at the time. The second part, simulate the stock price with NIG model. The third part, simulate the stock price with Monte Carlo model. After simulating the stock price, calculated the value of the pay-off of the Asian Option, and then estimate the price of Asian Option by averaging the entire value of pay-off from each iteration. The last part, compare result of both models. The results of this research is price of Asian Option calculated using Monte Carlo simulation and NIG. The rates were calculated using the NIG produce a fair price, because of the pricing contract NIG using four parameters ?, ?, ?, and ?, while Monte Carlo is using only two parameters ? and ?. For execution time of the program, the Monte Carlo model is better in all iterations.
Bivariate Gaussian bridges: directional factorization of diffusion in Brownian bridge models.
Kranstauber, Bart; Safi, Kamran; Bartumeus, Frederic
2014-01-01
In recent years high resolution animal tracking data has become the standard in movement ecology. The Brownian Bridge Movement Model (BBMM) is a widely adopted approach to describe animal space use from such high resolution tracks. One of the underlying assumptions of the BBMM is isotropic diffusive motion between consecutive locations, i.e. invariant with respect to the direction. Here we propose to relax this often unrealistic assumption by separating the Brownian motion variance into two directional components, one parallel and one orthogonal to the direction of the motion. Our new model, the Bivariate Gaussian bridge (BGB), tracks movement heterogeneity across time. Using the BGB and identifying directed and non-directed movement within a trajectory resulted in more accurate utilisation distributions compared to dynamic Brownian bridges, especially for trajectories with a non-isotropic diffusion, such as directed movement or Lévy like movements. We evaluated our model with simulated trajectories and observed tracks, demonstrating that the improvement of our model scales with the directional correlation of a correlated random walk. We find that many of the animal trajectories do not adhere to the assumptions of the BBMM. The proposed model improves accuracy when describing the space use both in simulated correlated random walks as well as observed animal tracks. Our novel approach is implemented and available within the "move" package for R.
On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations
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Yongning Wang
2013-04-01
Full Text Available This paper focuses on the diagnostic checking of vector ARMA (VARMA models with multivariate GARCH errors. For a fitted VARMA-GARCH model with Gaussian or Student-t innovations, we derive the asymptotic distributions of autocorrelation matrices of the cross-product vector of standardized residuals. This is different from the traditional approach that employs only the squared series of standardized residuals. We then study two portmanteau statistics, called Q1(M and Q2(M, for model checking. A residual-based bootstrap method is provided and demonstrated as an effective way to approximate the diagnostic checking statistics. Simulations are used to compare the performance of the proposed statistics with other methods available in the literature. In addition, we also investigate the effect of GARCH shocks on checking a fitted VARMA model. Empirical sizes and powers of the proposed statistics are investigated and the results suggest a procedure of using jointly Q1(M and Q2(M in diagnostic checking. The bivariate time series of FTSE 100 and DAX index returns is used to illustrate the performance of the proposed portmanteau statistics. The results show that it is important to consider the cross-product series of standardized residuals and GARCH effects in model checking.
Bayesian modeling of JET Li-BES for edge electron density profiles using Gaussian processes
Kwak, Sehyun; Svensson, Jakob; Brix, Mathias; Ghim, Young-Chul; JET Contributors Collaboration
2015-11-01
A Bayesian model for the JET lithium beam emission spectroscopy (Li-BES) system has been developed to infer edge electron density profiles. The 26 spatial channels measure emission profiles with ~15 ms temporal resolution and ~1 cm spatial resolution. The lithium I (2p-2s) line radiation in an emission spectrum is calculated using a multi-state model, which expresses collisions between the neutral lithium beam atoms and the plasma particles as a set of differential equations. The emission spectrum is described in the model including photon and electronic noise, spectral line shapes, interference filter curves, and relative calibrations. This spectral modeling gets rid of the need of separate background measurements for calculating the intensity of the line radiation. Gaussian processes are applied to model both emission spectrum and edge electron density profile, and the electron temperature to calculate all the rate coefficients is obtained from the JET high resolution Thomson scattering (HRTS) system. The posterior distributions of the edge electron density profile are explored via the numerical technique and the Markov chain Monte Carlo (MCMC) samplings. See the Appendix of F. Romanelli et al., Proceedings of the 25th IAEA Fusion Energy Conference 2014, Saint Petersburg, Russia.
Models for the computation of opacity of mixtures
International Nuclear Information System (INIS)
Klapisch, Marcel; Busquet, Michel
2013-01-01
We compare four models for the partial densities of the components of mixtures. These models yield different opacities as shown on polystyrene, acrylic and polyimide in local thermodynamical equilibrium (LTE). Two of these models, the ‘whole volume partial pressure’ model (M1) and its modification (M2) are not thermodynamically consistent (TC). The other two models are TC and minimize free energy. M3, the ‘partial volume equal pressure’ model, uses equality of chemical potential. M4 uses commonality of free electron density. The latter two give essentially identical results in LTE, but M4’s convergence is slower. M4 is easily generalized to non-LTE conditions. Non-LTE effects are shown by the variation of the Planck mean opacity of the mixtures with temperature and density. (paper)
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models
Martin Burda; Artem Prokhorov
2012-01-01
Bayesian nonparametric models based on infinite mixtures of density kernels have been recently gaining in popularity due to their flexibility and feasibility of implementation even in complicated modeling scenarios. In economics, they have been particularly useful in estimating nonparametric distributions of latent variables. However, these models have been rarely applied in more than one dimension. Indeed, the multivariate case suffers from the curse of dimensionality, with a rapidly increas...
Li, Baoyue; Bruyneel, Luk; Lesaffre, Emmanuel
2014-05-20
A traditional Gaussian hierarchical model assumes a nested multilevel structure for the mean and a constant variance at each level. We propose a Bayesian multivariate multilevel factor model that assumes a multilevel structure for both the mean and the covariance matrix. That is, in addition to a multilevel structure for the mean we also assume that the covariance matrix depends on covariates and random effects. This allows to explore whether the covariance structure depends on the values of the higher levels and as such models heterogeneity in the variances and correlation structure of the multivariate outcome across the higher level values. The approach is applied to the three-dimensional vector of burnout measurements collected on nurses in a large European study to answer the research question whether the covariance matrix of the outcomes depends on recorded system-level features in the organization of nursing care, but also on not-recorded factors that vary with countries, hospitals, and nursing units. Simulations illustrate the performance of our modeling approach. Copyright © 2013 John Wiley & Sons, Ltd.
The R Package bgmm : Mixture Modeling with Uncertain Knowledge
Directory of Open Access Journals (Sweden)
Przemys law Biecek
2012-04-01
Full Text Available Classical supervised learning enjoys the luxury of accessing the true known labels for the observations in a modeled dataset. Real life, however, poses an abundance of problems, where the labels are only partially defined, i.e., are uncertain and given only for a subsetof observations. Such partial labels can occur regardless of the knowledge source. For example, an experimental assessment of labels may have limited capacity and is prone to measurement errors. Also expert knowledge is often restricted to a specialized area and is thus unlikely to provide trustworthy labels for all observations in the dataset. Partially supervised mixture modeling is able to process such sparse and imprecise input. Here, we present an R package calledbgmm, which implements two partially supervised mixture modeling methods: soft-label and belief-based modeling. For completeness, we equipped the package also with the functionality of unsupervised, semi- and fully supervised mixture modeling. On real data we present the usage of bgmm for basic model-fitting in all modeling variants. The package can be applied also to selection of the best-fitting from a set of models with different component numbers or constraints on their structures. This functionality is presented on an artificial dataset, which can be simulated in bgmm from a distribution defined by a given model.
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
DEFF Research Database (Denmark)
Rombouts, Jeroen V. K; Stentoft, Lars
2015-01-01
We propose an asymmetric GARCH in mean mixture model and provide a feasible method for option pricing within this general framework by deriving the appropriate risk neutral dynamics. We forecast the out-of-sample prices of a large sample of options on the S&P 500 index from January 2006 to December...
Application of association models to mixtures containing alkanolamines
DEFF Research Database (Denmark)
Avlund, Ane Søgaard; Eriksen, Daniel Kunisch; Kontogeorgis, Georgios
2011-01-01
Two association models,the CPA and sPC-SAFT equations of state, are applied to binarymixtures containing alkanolamines and hydrocarbons or water. CPA is applied to mixtures of MEA and DEA, while sPC-SAFT is applied to MEA–n-heptane liquid–liquid equilibria and MEA–water vapor–liquid equilibria. T...
The Semiparametric Normal Variance-Mean Mixture Model
DEFF Research Database (Denmark)
Korsholm, Lars
1997-01-01
We discuss the normal vairance-mean mixture model from a semi-parametric point of view, i.e. we let the mixing distribution belong to a non parametric family. The main results are consistency of the non parametric maximum likelihood estimat or in this case, and construction of an asymptotically...... normal and efficient estimator....
Parameter Estimation and Model Selection for Mixtures of Truncated Exponentials
DEFF Research Database (Denmark)
Langseth, Helge; Nielsen, Thomas Dyhre; Rumí, Rafael
2010-01-01
Bayesian networks with mixtures of truncated exponentials (MTEs) support efficient inference algorithms and provide a flexible way of modeling hybrid domains (domains containing both discrete and continuous variables). On the other hand, estimating an MTE from data has turned out to be a difficul...
Detecting Math Anxiety with a Mixture Partial Credit Model
Ölmez, Ibrahim Burak; Cohen, Allan S.
2017-01-01
The purpose of this study was to investigate a new methodology for detection of differences in middle grades students' math anxiety. A mixture partial credit model analysis revealed two distinct latent classes based on homogeneities in response patterns within each latent class. Students in Class 1 had less anxiety about apprehension of math…
Mixture models with entropy regularization for community detection in networks
Chang, Zhenhai; Yin, Xianjun; Jia, Caiyan; Wang, Xiaoyang
2018-04-01
Community detection is a key exploratory tool in network analysis and has received much attention in recent years. NMM (Newman's mixture model) is one of the best models for exploring a range of network structures including community structure, bipartite and core-periphery structures, etc. However, NMM needs to know the number of communities in advance. Therefore, in this study, we have proposed an entropy regularized mixture model (called EMM), which is capable of inferring the number of communities and identifying network structure contained in a network, simultaneously. In the model, by minimizing the entropy of mixing coefficients of NMM using EM (expectation-maximization) solution, the small clusters contained little information can be discarded step by step. The empirical study on both synthetic networks and real networks has shown that the proposed model EMM is superior to the state-of-the-art methods.
DEFF Research Database (Denmark)
Andreasen, Martin Møller; Christensen, Bent Jesper
This paper suggests a new and easy approach to estimate linear and non-linear dynamic term structure models with latent factors. We impose no distributional assumptions on the factors and they may therefore be non-Gaussian. The novelty of our approach is to use many observables (yields or bonds p...
Schoups, G.; Vrugt, J.A.
2010-01-01
Estimation of parameter and predictive uncertainty of hydrologic models has traditionally relied on several simplifying assumptions. Residual errors are often assumed to be independent and to be adequately described by a Gaussian probability distribution with a mean of zero and a constant variance.
L?nnberg, Tapio; Svensson, Valentine; James, Kylie R.; Fernandez-Ruiz, Daniel; Sebina, Ismail; Montandon, Ruddy; Soon, Megan S. F.; Fogg, Lily G.; Nair, Arya Sheela; Liligeto, Urijah; Stubbington, Michael J. T.; Ly, Lam-Ha; Bagger, Frederik Otzen; Zwiessele, Max; Lawrence, Neil D.
2017-01-01
Differentiation of na?ve CD4+ T cells into functionally distinct T helper subsets is crucial for the orchestration of immune responses. Due to extensive heterogeneity and multiple overlapping transcriptional programs in differentiating T cell populations, this process has remained a challenge for systematic dissection in vivo. By using single-cell transcriptomics and computational analysis using a temporal mixtures of Gaussian processes model, termed GPfates, we reconstructed the developmenta...
Gilthorpe, M S; Dahly, D L; Tu, Y K; Kubzansky, L D; Goodman, E
2014-06-01
Lifecourse trajectories of clinical or anthropological attributes are useful for identifying how our early-life experiences influence later-life morbidity and mortality. Researchers often use growth mixture models (GMMs) to estimate such phenomena. It is common to place constrains on the random part of the GMM to improve parsimony or to aid convergence, but this can lead to an autoregressive structure that distorts the nature of the mixtures and subsequent model interpretation. This is especially true if changes in the outcome within individuals are gradual compared with the magnitude of differences between individuals. This is not widely appreciated, nor is its impact well understood. Using repeat measures of body mass index (BMI) for 1528 US adolescents, we estimated GMMs that required variance-covariance constraints to attain convergence. We contrasted constrained models with and without an autocorrelation structure to assess the impact this had on the ideal number of latent classes, their size and composition. We also contrasted model options using simulations. When the GMM variance-covariance structure was constrained, a within-class autocorrelation structure emerged. When not modelled explicitly, this led to poorer model fit and models that differed substantially in the ideal number of latent classes, as well as class size and composition. Failure to carefully consider the random structure of data within a GMM framework may lead to erroneous model inferences, especially for outcomes with greater within-person than between-person homogeneity, such as BMI. It is crucial to reflect on the underlying data generation processes when building such models.
Normal Inverse Gaussian Model-Based Image Denoising in the NSCT Domain
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Jian Jia
2015-01-01
Full Text Available The objective of image denoising is to retain useful details while removing as much noise as possible to recover an original image from its noisy version. This paper proposes a novel normal inverse Gaussian (NIG model-based method that uses a Bayesian estimator to carry out image denoising in the nonsubsampled contourlet transform (NSCT domain. In the proposed method, the NIG model is first used to describe the distributions of the image transform coefficients of each subband in the NSCT domain. Then, the corresponding threshold function is derived from the model using Bayesian maximum a posteriori probability estimation theory. Finally, optimal linear interpolation thresholding algorithm (OLI-Shrink is employed to guarantee a gentler thresholding effect. The results of comparative experiments conducted indicate that the denoising performance of our proposed method in terms of peak signal-to-noise ratio is superior to that of several state-of-the-art methods, including BLS-GSM, K-SVD, BivShrink, and BM3D. Further, the proposed method achieves structural similarity (SSIM index values that are comparable to those of the block-matching 3D transformation (BM3D method.
Neural network-based nonlinear model predictive control vs. linear quadratic gaussian control
Cho, C.; Vance, R.; Mardi, N.; Qian, Z.; Prisbrey, K.
1997-01-01
One problem with the application of neural networks to the multivariable control of mineral and extractive processes is determining whether and how to use them. The objective of this investigation was to compare neural network control to more conventional strategies and to determine if there are any advantages in using neural network control in terms of set-point tracking, rise time, settling time, disturbance rejection and other criteria. The procedure involved developing neural network controllers using both historical plant data and simulation models. Various control patterns were tried, including both inverse and direct neural network plant models. These were compared to state space controllers that are, by nature, linear. For grinding and leaching circuits, a nonlinear neural network-based model predictive control strategy was superior to a state space-based linear quadratic gaussian controller. The investigation pointed out the importance of incorporating state space into neural networks by making them recurrent, i.e., feeding certain output state variables into input nodes in the neural network. It was concluded that neural network controllers can have better disturbance rejection, set-point tracking, rise time, settling time and lower set-point overshoot, and it was also concluded that neural network controllers can be more reliable and easy to implement in complex, multivariable plants.
Dipole saturated absorption modeling in gas phase: Dealing with a Gaussian beam
Dupré, Patrick
2018-01-01
With the advent of new accurate and sensitive spectrometers, cf. combining optical cavities (for absorption enhancement), the requirement for reliable molecular transition modeling is becoming more pressing. Unfortunately, there is no trivial approach which can provide a definitive formalism allowing us to solve the coupled systems of equations associated with nonlinear absorption. Here, we propose a general approach to deal with any spectral shape of the electromagnetic field interacting with a molecular species under saturation conditions. The development is specifically applied to Gaussian-shaped beams. To make the analytical expressions tractable, approximations are proposed. Finally, two or three numerical integrations are required for describing the Lamb-dip profile. The implemented model allows us to describe the saturated absorption under low pressure conditions where the broadening by the transit-time may dominate the collision rates. The model is applied to two specific overtone transitions of the molecular acetylene. The simulated line shapes are discussed versus the collision and the transit-time rates. The specific collisional and collision-free regimes are illustrated, while the Rabi frequency controls the intermediate regime. We illustrate how to recover the input parameters by fitting the simulated profiles.
International Nuclear Information System (INIS)
Gao Qing; Chen Huafu; Gong Qiyong
2009-01-01
Brain asymmetry is a phenomenon well known for handedness, and has been studied in the motor cortex. However, few studies have quantitatively assessed the asymmetrical cortical activities for handedness in motor areas. In the present study, we systematically and quantitatively investigated asymmetry in the left and right primary motor cortices during sequential finger movements using the Gaussian convolution model approach based on the functional magnetic resonance imaging (fMRI) blood oxygenation level dependent (BOLD) response. Six right-handed and six left-handed subjects were recruited to perform three types of hand movement tasks. The results for the expected value of the Gaussian convolution model showed that it took the dominant hand a longer average interval of response delay regardless of the handedness and bi- or uni-manual performance. The results for the standard deviation of the Gaussian model suggested that in the mass neurons, these intervals of the dominant hand were much more variable than those of the non-dominant hand. When comparing bi-manual movement conditions with uni-manual movement conditions in the primary motor cortex (PMC), both the expected value and standard deviation in the Gaussian function were significantly smaller (p < 0.05) in the bi-manual conditions, showing that the movement of the non-dominant hand influenced that of the dominant hand.
Energy Technology Data Exchange (ETDEWEB)
Gao Qing [School of Life Science and Technology, University of Electronic Science and Technology of China, Chengdu 610054 (China); School of Applied Mathematics, University of Electronic Science and Technology of China, Chengdu 610054 (China); Chen Huafu [School of Life Science and Technology, University of Electronic Science and Technology of China, Chengdu 610054 (China); School of Applied Mathematics, University of Electronic Science and Technology of China, Chengdu 610054 (China)], E-mail: Chenhf@uestc.edu.cn; Gong Qiyong [Huaxi MR Research Center (HMRRC), Department of Radiology, West China Hospital of Sichuan University, Chengdu 610041 (China)
2009-10-30
Brain asymmetry is a phenomenon well known for handedness, and has been studied in the motor cortex. However, few studies have quantitatively assessed the asymmetrical cortical activities for handedness in motor areas. In the present study, we systematically and quantitatively investigated asymmetry in the left and right primary motor cortices during sequential finger movements using the Gaussian convolution model approach based on the functional magnetic resonance imaging (fMRI) blood oxygenation level dependent (BOLD) response. Six right-handed and six left-handed subjects were recruited to perform three types of hand movement tasks. The results for the expected value of the Gaussian convolution model showed that it took the dominant hand a longer average interval of response delay regardless of the handedness and bi- or uni-manual performance. The results for the standard deviation of the Gaussian model suggested that in the mass neurons, these intervals of the dominant hand were much more variable than those of the non-dominant hand. When comparing bi-manual movement conditions with uni-manual movement conditions in the primary motor cortex (PMC), both the expected value and standard deviation in the Gaussian function were significantly smaller (p < 0.05) in the bi-manual conditions, showing that the movement of the non-dominant hand influenced that of the dominant hand.
Huang, Xingguo; Sun, Hui
2018-05-01
Gaussian beam is an important complex geometrical optical technology for modeling seismic wave propagation and diffraction in the subsurface with complex geological structure. Current methods for Gaussian beam modeling rely on the dynamic ray tracing and the evanescent wave tracking. However, the dynamic ray tracing method is based on the paraxial ray approximation and the evanescent wave tracking method cannot describe strongly evanescent fields. This leads to inaccuracy of the computed wave fields in the region with a strong inhomogeneous medium. To address this problem, we compute Gaussian beam wave fields using the complex phase by directly solving the complex eikonal equation. In this method, the fast marching method, which is widely used for phase calculation, is combined with Gauss-Newton optimization algorithm to obtain the complex phase at the regular grid points. The main theoretical challenge in combination of this method with Gaussian beam modeling is to address the irregular boundary near the curved central ray. To cope with this challenge, we present the non-uniform finite difference operator and a modified fast marching method. The numerical results confirm the proposed approach.
Yu, Wenxi; Liu, Yang; Ma, Zongwei; Bi, Jun
2017-08-01
Using satellite-based aerosol optical depth (AOD) measurements and statistical models to estimate ground-level PM 2.5 is a promising way to fill the areas that are not covered by ground PM 2.5 monitors. The statistical models used in previous studies are primarily Linear Mixed Effects (LME) and Geographically Weighted Regression (GWR) models. In this study, we developed a new regression model between PM 2.5 and AOD using Gaussian processes in a Bayesian hierarchical setting. Gaussian processes model the stochastic nature of the spatial random effects, where the mean surface and the covariance function is specified. The spatial stochastic process is incorporated under the Bayesian hierarchical framework to explain the variation of PM 2.5 concentrations together with other factors, such as AOD, spatial and non-spatial random effects. We evaluate the results of our model and compare them with those of other, conventional statistical models (GWR and LME) by within-sample model fitting and out-of-sample validation (cross validation, CV). The results show that our model possesses a CV result (R 2 = 0.81) that reflects higher accuracy than that of GWR and LME (0.74 and 0.48, respectively). Our results indicate that Gaussian process models have the potential to improve the accuracy of satellite-based PM 2.5 estimates.
Phylogenetic mixtures and linear invariants for equal input models.
Casanellas, Marta; Steel, Mike
2017-04-01
The reconstruction of phylogenetic trees from molecular sequence data relies on modelling site substitutions by a Markov process, or a mixture of such processes. In general, allowing mixed processes can result in different tree topologies becoming indistinguishable from the data, even for infinitely long sequences. However, when the underlying Markov process supports linear phylogenetic invariants, then provided these are sufficiently informative, the identifiability of the tree topology can be restored. In this paper, we investigate a class of processes that support linear invariants once the stationary distribution is fixed, the 'equal input model'. This model generalizes the 'Felsenstein 1981' model (and thereby the Jukes-Cantor model) from four states to an arbitrary number of states (finite or infinite), and it can also be described by a 'random cluster' process. We describe the structure and dimension of the vector spaces of phylogenetic mixtures and of linear invariants for any fixed phylogenetic tree (and for all trees-the so called 'model invariants'), on any number n of leaves. We also provide a precise description of the space of mixtures and linear invariants for the special case of [Formula: see text] leaves. By combining techniques from discrete random processes and (multi-) linear algebra, our results build on a classic result that was first established by James Lake (Mol Biol Evol 4:167-191, 1987).
Bianchi, Davide; Chiesa, Matteo; Guzzo, Luigi
2015-01-01
As a step towards a more accurate modelling of redshift-space distortions (RSD) in galaxy surveys, we develop a general description of the probability distribution function of galaxy pairwise velocities within the framework of the so-called streaming model. For a given galaxy separation r, such function can be described as a superposition of virtually infinite local distributions. We characterize these in terms of their moments and then consider the specific case in which they are Gaussian functions, each with its own mean μ and dispersion σ. Based on physical considerations, we make the further crucial assumption that these two parameters are in turn distributed according to a bivariate Gaussian, with its own mean and covariance matrix. Tests using numerical simulations explicitly show that with this compact description one can correctly model redshift-space distortions on all scales, fully capturing the overall linear and non-linear dynamics of the galaxy flow at different separations. In particular, we naturally obtain Gaussian/exponential, skewed/unskewed distribution functions, depending on separation as observed in simulations and data. Also, the recently proposed single-Gaussian description of RSD is included in this model as a limiting case, when the bivariate Gaussian is collapsed to a two-dimensional Dirac delta function. We also show how this description naturally allows for the Taylor expansion of 1 + ξS(s) around 1 + ξR(r), which leads to the Kaiser linear formula when truncated to second order, explicating its connection with the moments of the velocity distribution functions. More work is needed, but these results indicate a very promising path to make definitive progress in our programme to improve RSD estimators.
A nonparametric mixture model for cure rate estimation.
Peng, Y; Dear, K B
2000-03-01
Nonparametric methods have attracted less attention than their parametric counterparts for cure rate analysis. In this paper, we study a general nonparametric mixture model. The proportional hazards assumption is employed in modeling the effect of covariates on the failure time of patients who are not cured. The EM algorithm, the marginal likelihood approach, and multiple imputations are employed to estimate parameters of interest in the model. This model extends models and improves estimation methods proposed by other researchers. It also extends Cox's proportional hazards regression model by allowing a proportion of event-free patients and investigating covariate effects on that proportion. The model and its estimation method are investigated by simulations. An application to breast cancer data, including comparisons with previous analyses using a parametric model and an existing nonparametric model by other researchers, confirms the conclusions from the parametric model but not those from the existing nonparametric model.
Directory of Open Access Journals (Sweden)
Robert B. Gramacy
2010-02-01
Full Text Available This document describes the new features in version 2.x of the tgp package for R, implementing treed Gaussian process (GP models. The topics covered include methods for dealing with categorical inputs and excluding inputs from the tree or GP part of the model; fully Bayesian sensitivity analysis for inputs/covariates; sequential optimization of black-box functions; and a new Monte Carlo method for inference in multi-modal posterior distributions that combines simulated tempering and importance sampling. These additions extend the functionality of tgp across all models in the hierarchy: from Bayesian linear models, to classification and regression trees (CART, to treed Gaussian processes with jumps to the limiting linear model. It is assumed that the reader is familiar with the baseline functionality of the package, outlined in the first vignette (Gramacy 2007.
Modeling adsorption of binary and ternary mixtures on microporous media
DEFF Research Database (Denmark)
Monsalvo, Matias Alfonso; Shapiro, Alexander
2007-01-01
it possible using the same equation of state to describe the thermodynamic properties of the segregated and the bulk phases. For comparison, we also used the ideal adsorbed solution theory (IAST) to describe adsorption equilibria. The main advantage of these two models is their capabilities to predict......The goal of this work is to analyze the adsorption of binary and ternary mixtures on the basis of the multicomponent potential theory of adsorption (MPTA). In the MPTA, the adsorbate is considered as a segregated mixture in the external potential field emitted by the solid adsorbent. This makes...... multicomponent adsorption equilibria on the basis of single-component adsorption data. We compare the MPTA and IAST models to a large set of experimental data, obtaining reasonable good agreement with experimental data and high degree of predictability. Some limitations of both models are also discussed....
Hydrogenic ionization model for mixtures in non-LTE plasmas
International Nuclear Information System (INIS)
Djaoui, A.
1999-01-01
The Hydrogenic Ionization Model for Mixtures (HIMM) is a non-Local Thermodynamic Equilibrium (non-LTE), time-dependent ionization model for laser-produced plasmas containing mixtures of elements (species). In this version, both collisional and radiative rates are taken into account. An ionization distribution for each species which is consistent with the ambient electron density is obtained by use of an iterative procedure in a single calculation for all species. Energy levels for each shell having a given principal quantum number and for each ion stage of each species in the mixture are calculated using screening constants. Steady-state non-LTE as well as LTE solutions are also provided. The non-LTE rate equations converge to the LTE solution at sufficiently high densities or as the radiation temperature approaches the electron temperature. The model is particularly useful at low temperatures where convergence problems are usually encountered in our previous models. We apply our model to typical situation in x-ray laser research, laser-produced plasmas and inertial confinement fusion. Our results compare well with previously published results for a selenium plasma. (author)
Fast Kalman-like filtering for large-dimensional linear and Gaussian state-space models
Ait-El-Fquih, Boujemaa; Hoteit, Ibrahim
2015-01-01
This paper considers the filtering problem for linear and Gaussian state-space models with large dimensions, a setup in which the optimal Kalman Filter (KF) might not be applicable owing to the excessive cost of manipulating huge covariance matrices. Among the most popular alternatives that enable cheaper and reasonable computation is the Ensemble KF (EnKF), a Monte Carlo-based approximation. In this paper, we consider a class of a posteriori distributions with diagonal covariance matrices and propose fast approximate deterministic-based algorithms based on the Variational Bayesian (VB) approach. More specifically, we derive two iterative KF-like algorithms that differ in the way they operate between two successive filtering estimates; one involves a smoothing estimate and the other involves a prediction estimate. Despite its iterative nature, the prediction-based algorithm provides a computational cost that is, on the one hand, independent of the number of iterations in the limit of very large state dimensions, and on the other hand, always much smaller than the cost of the EnKF. The cost of the smoothing-based algorithm depends on the number of iterations that may, in some situations, make this algorithm slower than the EnKF. The performances of the proposed filters are studied and compared to those of the KF and EnKF through a numerical example.
Spectrum recovery method based on sparse representation for segmented multi-Gaussian model
Teng, Yidan; Zhang, Ye; Ti, Chunli; Su, Nan
2016-09-01
Hyperspectral images can realize crackajack features discriminability for supplying diagnostic characteristics with high spectral resolution. However, various degradations may generate negative influence on the spectral information, including water absorption, bands-continuous noise. On the other hand, the huge data volume and strong redundancy among spectrums produced intense demand on compressing HSIs in spectral dimension, which also leads to the loss of spectral information. The reconstruction of spectral diagnostic characteristics has irreplaceable significance for the subsequent application of HSIs. This paper introduces a spectrum restoration method for HSIs making use of segmented multi-Gaussian model (SMGM) and sparse representation. A SMGM is established to indicating the unsymmetrical spectral absorption and reflection characteristics, meanwhile, its rationality and sparse property are discussed. With the application of compressed sensing (CS) theory, we implement sparse representation to the SMGM. Then, the degraded and compressed HSIs can be reconstructed utilizing the uninjured or key bands. Finally, we take low rank matrix recovery (LRMR) algorithm for post processing to restore the spatial details. The proposed method was tested on the spectral data captured on the ground with artificial water absorption condition and an AVIRIS-HSI data set. The experimental results in terms of qualitative and quantitative assessments demonstrate that the effectiveness on recovering the spectral information from both degradations and loss compression. The spectral diagnostic characteristics and the spatial geometry feature are well preserved.
Ghost imaging and its visibility with partially coherent elliptical Gaussian Schell-model beams
International Nuclear Information System (INIS)
Luo, Meilan; Zhu, Weiting; Zhao, Daomu
2015-01-01
The performances of the ghost image and the visibility with partially coherent elliptical Gaussian Schell-model beams have been studied. In that case we have derived the condition under which the goal ghost image is achievable. Furthermore, the visibility is assessed in terms of the parameters related to the source to find that the visibility reduces with the increase of the beam size, while it is a monotonic increasing function of the transverse coherence length. More specifically, it is found that the inequalities of the source sizes in x and y directions, as well as the transverse coherence lengths, play an important role in the ghost image and the visibility. - Highlights: • We studied the ghost image and visibility with partially coherent EGSM beams. • We derived the condition under which the goal ghost image is achievable. • The visibility is assessed in terms of the parameters related to the source. • The source sizes and coherence lengths play role in the ghost image and visibility.
Fast Kalman-like filtering for large-dimensional linear and Gaussian state-space models
Ait-El-Fquih, Boujemaa
2015-08-13
This paper considers the filtering problem for linear and Gaussian state-space models with large dimensions, a setup in which the optimal Kalman Filter (KF) might not be applicable owing to the excessive cost of manipulating huge covariance matrices. Among the most popular alternatives that enable cheaper and reasonable computation is the Ensemble KF (EnKF), a Monte Carlo-based approximation. In this paper, we consider a class of a posteriori distributions with diagonal covariance matrices and propose fast approximate deterministic-based algorithms based on the Variational Bayesian (VB) approach. More specifically, we derive two iterative KF-like algorithms that differ in the way they operate between two successive filtering estimates; one involves a smoothing estimate and the other involves a prediction estimate. Despite its iterative nature, the prediction-based algorithm provides a computational cost that is, on the one hand, independent of the number of iterations in the limit of very large state dimensions, and on the other hand, always much smaller than the cost of the EnKF. The cost of the smoothing-based algorithm depends on the number of iterations that may, in some situations, make this algorithm slower than the EnKF. The performances of the proposed filters are studied and compared to those of the KF and EnKF through a numerical example.
Monitoring the trajectory of urban nighttime light hotspots using a Gaussian volume model
Zheng, Qiming; Jiang, Ruowei; Wang, Ke; Huang, Lingyan; Ye, Ziran; Gan, Muye; Ji, Biyong
2018-03-01
Urban nighttime light hotspot is an ideal representation of the spatial heterogeneity of human activities within a city, which is sensitive to regional urban expansion pattern. However, most of previous studies related to nighttime light imageries focused on extracting urban extent, leaving the spatial variation of radiance intensity insufficiently explored. With the help of global radiance calibrated DMSP-OLS datasets (NTLgrc), we proposed an innovative framework to explore the spatio-temporal trajectory of polycentric urban nighttime light hotspots. Firstly, NTLgrc was inter-annually calibrated to improve the consistency. Secondly, multi-resolution segmentation and region-growing SVM classification were employed to remove blooming effect and to extract potential clusters. At last, the urban hotspots were identified by a Gaussian volume model, and the resulting parameters were used to quantitatively depict hotspot features (i.e., intensity, morphology and centroid dynamics). The result shows that our framework successfully captures hotspots in polycentric urban area, whose Ra2 are over 0.9. Meanwhile, the spatio-temporal dynamics of the hotspot features intuitively reveal the impact of the regional urban growth pattern and planning strategies on human activities. Compared to previous studies, our framework is more robust and offers an effective way to describe hotspot pattern. Also, it provides a more comprehensive and spatial-explicit understanding regarding the interaction between urbanization pattern and human activities. Our findings are expected to be beneficial to governors in term of sustainable urban planning and decision making.
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
DEFF Research Database (Denmark)
Rombouts, Jeroen V.K.; Stentoft, Lars
This paper uses asymmetric heteroskedastic normal mixture models to fit return data and to price options. The models can be estimated straightforwardly by maximum likelihood, have high statistical fit when used on S&P 500 index return data, and allow for substantial negative skewness and time...... varying higher order moments of the risk neutral distribution. When forecasting out-of-sample a large set of index options between 1996 and 2009, substantial improvements are found compared to several benchmark models in terms of dollar losses and the ability to explain the smirk in implied volatilities...
Variable selection for mixture and promotion time cure rate models.
Masud, Abdullah; Tu, Wanzhu; Yu, Zhangsheng
2016-11-16
Failure-time data with cured patients are common in clinical studies. Data from these studies are typically analyzed with cure rate models. Variable selection methods have not been well developed for cure rate models. In this research, we propose two least absolute shrinkage and selection operators based methods, for variable selection in mixture and promotion time cure models with parametric or nonparametric baseline hazards. We conduct an extensive simulation study to assess the operating characteristics of the proposed methods. We illustrate the use of the methods using data from a study of childhood wheezing. © The Author(s) 2016.
International Nuclear Information System (INIS)
Strandlie, A.; Wroldsen, J.
2006-01-01
If any of the probability densities involved in track fitting deviate from the Gaussian assumption, it is plausible that a non-linear estimator which better takes the actual shape of the distribution into account can do better. One such non-linear estimator is the Gaussian-sum filter, which is adequate if the distributions under consideration can be approximated by Gaussian mixtures. The main purpose of this paper is to present a Gaussian-sum filter for track fitting, based on a two-component approximation of the distribution of angular deflections due to multiple scattering. In a simulation study within a linear track model the Gaussian-sum filter is shown to be a competitive alternative to the Kalman filter. Scenarios at various momenta and with various maximum number of components in the Gaussian-sum filter are considered. Particularly at low momenta the Gaussian-sum filter yields a better estimate of the uncertainties than the Kalman filter, and it is also slightly more precise than the latter
Singh, Kunal; Kumar, Sanjay; Goel, Ekta; Singh, Balraj; Kumar, Mirgender; Dubey, Sarvesh; Jit, Satyabrata
2017-01-01
This paper proposes a new model for the subthreshold current and swing of the short-channel symmetric underlap ultrathin double gate metal oxide field effect transistors with a source/drain lateral Gaussian doping profile. The channel potential model already reported earlier has been utilized to formulate the closed form expression for the subthreshold current and swing of the device. The effects of the lateral straggle and geometrical parameters such as the channel length, channel thickness, and oxide thickness on the off current and subthreshold slope have been demonstrated. The devices with source/drain lateral Gaussian doping profiles in the underlap structure are observed to be highly resistant to short channel effects while improving the current drive. The proposed model is validated by comparing the results with the numerical simulation data obtained by using the commercially available ATLAS™, a two-dimensional (2-D) device simulator from SILVACO.
Yang, Sejung; Lee, Byung-Uk
2015-01-01
In certain image acquisitions processes, like in fluorescence microscopy or astronomy, only a limited number of photons can be collected due to various physical constraints. The resulting images suffer from signal dependent noise, which can be modeled as a Poisson distribution, and a low signal-to-noise ratio. However, the majority of research on noise reduction algorithms focuses on signal independent Gaussian noise. In this paper, we model noise as a combination of Poisson and Gaussian probability distributions to construct a more accurate model and adopt the contourlet transform which provides a sparse representation of the directional components in images. We also apply hidden Markov models with a framework that neatly describes the spatial and interscale dependencies which are the properties of transformation coefficients of natural images. In this paper, an effective denoising algorithm for Poisson-Gaussian noise is proposed using the contourlet transform, hidden Markov models and noise estimation in the transform domain. We supplement the algorithm by cycle spinning and Wiener filtering for further improvements. We finally show experimental results with simulations and fluorescence microscopy images which demonstrate the improved performance of the proposed approach. PMID:26352138
KONVERGENSI ESTIMATOR DALAM MODEL MIXTURE BERBASIS MISSING DATA
Directory of Open Access Journals (Sweden)
N Dwidayati
2014-06-01
Full Text Available Abstrak __________________________________________________________________________________________ Model mixture dapat mengestimasi proporsi pasien yang sembuh (cured dan fungsi survival pasien tak sembuh (uncured. Pada kajian ini, model mixture dikembangkan untuk analisis cure rate berbasis missing data. Ada beberapa metode yang dapat digunakan untuk analisis missing data. Salah satu metode yang dapat digunakan adalah Algoritma EM, Metode ini didasarkan pada 2 (dua langkah, yaitu: (1 Expectation Step dan (2 Maximization Step. Algoritma EM merupakan pendekatan iterasi untuk mempelajari model dari data dengan nilai hilang melalui 4 (empat langkah, yaitu(1 pilih himpunan inisial dari parameter untuk sebuah model, (2 tentukan nilai ekspektasi untuk data hilang, (3 buat induksi parameter model baru dari gabungan nilai ekspekstasi dan data asli, dan (4 jika parameter tidak converged, ulangi langkah 2 menggunakan model baru. Berdasar kajian yang dilakukan dapat ditunjukkan bahwa pada algoritma EM, log-likelihood untuk missing data mengalami kenaikan setelah dilakukan setiap iterasi dari algoritmanya. Dengan demikian berdasar algoritma EM, barisan likelihood konvergen jika likelihood terbatas ke bawah. Abstract __________________________________________________________________________________________ Model mixture can estimate proportion of recovering patient and function of patient survival do not recover. At this study, model mixture developed to analyse cure rate bases on missing data. There are some method which applicable to analyse missing data. One of method which can be applied is Algoritma EM, This method based on 2 ( two step, that is: ( 1 Expectation Step and ( 2 Maximization Step. EM Algorithm is approach of iteration to study model from data with value loses through 4 ( four step, yaitu(1 select;chooses initial gathering from parameter for a model, ( 2 determines expectation value for data to lose, ( 3 induce newfangled parameter
Bayesian mixture models for source separation in MEG
International Nuclear Information System (INIS)
Calvetti, Daniela; Homa, Laura; Somersalo, Erkki
2011-01-01
This paper discusses the problem of imaging electromagnetic brain activity from measurements of the induced magnetic field outside the head. This imaging modality, magnetoencephalography (MEG), is known to be severely ill posed, and in order to obtain useful estimates for the activity map, complementary information needs to be used to regularize the problem. In this paper, a particular emphasis is on finding non-superficial focal sources that induce a magnetic field that may be confused with noise due to external sources and with distributed brain noise. The data are assumed to come from a mixture of a focal source and a spatially distributed possibly virtual source; hence, to differentiate between those two components, the problem is solved within a Bayesian framework, with a mixture model prior encoding the information that different sources may be concurrently active. The mixture model prior combines one density that favors strongly focal sources and another that favors spatially distributed sources, interpreted as clutter in the source estimation. Furthermore, to address the challenge of localizing deep focal sources, a novel depth sounding algorithm is suggested, and it is shown with simulated data that the method is able to distinguish between a signal arising from a deep focal source and a clutter signal. (paper)
DEFF Research Database (Denmark)
Shi, Liming; Nielsen, Jesper Kjær; Jensen, Jesper Rindom
2017-01-01
The modeling of speech can be used for speech synthesis and speech recognition. We present a speech analysis method based on pole-zero modeling of speech with mixed block sparse and Gaussian excitation. By using a pole-zero model, instead of the all-pole model, a better spectral fitting can...... be expected. Moreover, motivated by the block sparse glottal flow excitation during voiced speech and the white noise excitation for unvoiced speech, we model the excitation sequence as a combination of block sparse signals and white noise. A variational EM (VEM) method is proposed for estimating...... in reconstructing of the block sparse excitation....
Directory of Open Access Journals (Sweden)
Fateh Nassim Melzi
2017-09-01
Full Text Available The large amount of data collected by smart meters is a valuable resource that can be used to better understand consumer behavior and optimize electricity consumption in cities. This paper presents an unsupervised classification approach for extracting typical consumption patterns from data generated by smart electric meters. The proposed approach is based on a constrained Gaussian mixture model whose parameters vary according to the day type (weekday, Saturday or Sunday. The proposed methodology is applied to a real dataset of Irish households collected by smart meters over one year. For each cluster, the model provides three consumption profiles that depend on the day type. In the first instance, the model is applied on the electricity consumption of users during one month to extract groups of consumers who exhibit similar consumption behaviors. The clustering results are then crossed with contextual variables available for the households to show the close links between electricity consumption and household socio-economic characteristics. At the second instance, the evolution of the consumer behavior from one month to another is assessed through variations of cluster sizes over time. The results show that the consumer behavior evolves over time depending on the contextual variables such as temperature fluctuations and calendar events.
A modified Gaussian model for the thermal plume from a ground-based heat source in a cross-wind
International Nuclear Information System (INIS)
Selander, W.N.; Barry, P.J.; Robertson, E.
1990-06-01
An array of propane burners operating at ground level in a cross-wind was used as a heat source to establish a blown-over thermal plume. A three-dimensional array of thermocouples was used to continuously measure the plume temperature downwind from the source. The resulting data were used to correlate the parameters of a modified Gaussian model for plume rise and dispersion with source strength, wind speed, and atmospheric dispersion parameters
Determining of migraine prognosis using latent growth mixture models.
Tasdelen, Bahar; Ozge, Aynur; Kaleagasi, Hakan; Erdogan, Semra; Mengi, Tufan
2011-04-01
This paper presents a retrospective study to classify patients into subtypes of the treatment according to baseline and longitudinally observed values considering heterogenity in migraine prognosis. In the classical prospective clinical studies, participants are classified with respect to baseline status and followed within a certain time period. However, latent growth mixture model is the most suitable method, which considers the population heterogenity and is not affected drop-outs if they are missing at random. Hence, we planned this comprehensive study to identify prognostic factors in migraine. The study data have been based on a 10-year computer-based follow-up data of Mersin University Headache Outpatient Department. The developmental trajectories within subgroups were described for the severity, frequency, and duration of headache separately and the probabilities of each subgroup were estimated by using latent growth mixture models. SAS PROC TRAJ procedures, semiparametric and group-based mixture modeling approach, were applied to define the developmental trajectories. While the three-group model for the severity (mild, moderate, severe) and frequency (low, medium, high) of headache appeared to be appropriate, the four-group model for the duration (low, medium, high, extremely high) was more suitable. The severity of headache increased in the patients with nausea, vomiting, photophobia and phonophobia. The frequency of headache was especially related with increasing age and unilateral pain. Nausea and photophobia were also related with headache duration. Nausea, vomiting and photophobia were the most significant factors to identify developmental trajectories. The remission time was not the same for the severity, frequency, and duration of headache.
The Research of Indoor Positioning Based on Double-peak Gaussian Model
Directory of Open Access Journals (Sweden)
Lina Chen
2014-04-01
Full Text Available Location fingerprinting using Wi-Fi signals has been very popular and is a well accepted indoor positioning method. The key issue of the fingerprinting approach is generating the fingerprint radio map. Limited by the practical workload, only a few samples of the received signal strength are collected at each reference point. Unfortunately, fewer samples cannot accurately represent the actual distribution of the signal strength from each access point. This study finds most Wi- Fi signals have two peaks. According to the new finding, a double-peak Gaussian arithmetic is proposed to generate a fingerprint radio map. This approach requires little time to receive WiFi signals and it easy to estimate the parameters of the double-peak Gaussian function. Compared to the Gaussian function and histogram method to generate a fingerprint radio map, this method better approximates the occurrence signal distribution. This paper also compared the positioning accuracy using K-Nearest Neighbour theory for three radio maps, the test results show that the positioning distance error utilizing the double-peak Gaussian function is better than the other two methods.
Understanding and Modeling the Evolution of Critical Points under Gaussian Blurring
Kuijper, A.; Florack, L.M.J.; Heyden, A.; Sparr, G.; Nielsen, M.; Johansen, P.
2002-01-01
In order to investigate the deep structure of Gaussian scale space images, one needs to understand the behaviour of critical points under the influence of parameter-driven blurring. During this evolution two different types of special points are encountered, the so-called scale space saddles and the
Equivariant Gröbner bases and the Gaussian two-factor model
Brouwer, A.E.; Draisma, J.
2009-01-01
We show that the kernel I of the ring homomorphism R[yij | I, j ¿ N, i > j] ¿ R[si, ti | i ¿ N] determined by yij ¿ sisj +titj is generated by two types of polynomials: off-diagonal 3 x 3-minors and pentads. This confirms a conjecture by Drton, Sturmfels, and Sullivant on the Gaussian two-factor
Batterman, Stuart; Su, Feng-Chiao; Li, Shi; Mukherjee, Bhramar; Jia, Chunrong
2015-01-01
semi-parametric Dirichlet process mixture (DPM) of normal distributions for three individual VOCs (chloroform, 1,4-DCB, and styrene). Goodness of fit for these full distribution models was also evaluated using simulated data. Specific Aim 2 Mixtures in the RIOPA VOC data set were identified using positive matrix factorization (PMF) and by toxicologic mode of action. Dependency structures of a mixture’s components were examined using mixture fractions and were modeled using copulas, which address correlations of multiple components across their entire distributions. Five candidate copulas (Gaussian, t, Gumbel, Clayton, and Frank) were evaluated, and the performance of fitted models was evaluated using simulation and mixture fractions. Cumulative cancer risks were calculated for mixtures, and results from copulas and multivariate lognormal models were compared with risks based on RIOPA observations. Specific Aim 3 Exposure determinants were identified using stepwise regressions and linear mixed-effects models (LMMs). RESULTS Specific Aim 1 Extreme value exposures in RIOPA typically were best fitted by three-parameter generalized extreme value (GEV) distributions, and sometimes by the two-parameter Gumbel distribution. In contrast, lognormal distributions significantly underestimated both the level and likelihood of extreme values. Among the VOCs measured in RIOPA, 1,4-dichlorobenzene (1,4-DCB) was associated with the greatest cancer risks; for example, for the highest 10% of measurements of 1,4-DCB, all individuals had risk levels above 10−4, and 13% of all participants had risk levels above 10−2. Of the full-distribution models, the finite mixture of normal distributions with two to four clusters and the DPM of normal distributions had superior performance in comparison with the lognormal models. DPM distributions provided slightly better fit than the finite mixture distributions; the advantages of the DPM model were avoiding certain convergence issues associated
Reconstruction of electrons with the Gaussian-sum filter in the CMS tracker at the LHC
International Nuclear Information System (INIS)
Adam, W; Fruehwirth, R; Strandlie, A; Todorov, T
2005-01-01
The bremsstrahlung energy loss distribution of electrons propagating in matter is highly non-Gaussian. Because the Kalman filter relies solely on Gaussian probability density functions, it is not necessarily the optimal reconstruction algorithm for electron tracks. A Gaussian-sum filter (GSF) algorithm for electron reconstruction in the CMS tracker has therefore been developed and implemented. The basic idea is to model the bremsstrahlung energy loss distribution by a Gaussian mixture rather than by a single Gaussian. It is shown that the GSF is able to improve the momentum resolution of electrons compared to the standard Kalman filter. The momentum resolution and the quality of the error estimate are studied both with a fast simulation, modelling the radiative energy loss in a simplified detector, and the full CMS tracker simulation. (research note from collaboration)
Reconstruction of Electrons with the Gaussian-Sum Filter in the CMS Tracker at the LHC
Adam, Wolfgang; Strandlie, Are; Todor, T
2005-01-01
The bremsstrahlung energy loss distribution of electrons propagating in matter is highly non-Gaussian. Because the Kalman filter relies solely on Gaussian probability density functions, it is not necessarily the optimal reconstruction algorithm for electron tracks. A Gaussian-sum filter (GSF) algorithm for electron reconstruction in the CMS tracker has therefore been developed and implemented. The basic idea is to model the bremsstrahlung energy loss distribution by a Gaussian mixture rather than by a single Gaussian. It is shown that the GSF is able to improve the momentum resolution of electrons compared to the standard Kalman filter. The momentum resolution and the quality of he error estimate are studied both with a fast simulation, modelling the radiative energy loss in a simplified detector, and the full CMS tracker simulation.
DEFF Research Database (Denmark)
Tsivintzelis, Ioannis; Kontogeorgis, Georgios; Michelsen, Michael Locht
2010-01-01
(water, methanol, and glycols) are modeled assuming presence or not of cross-association interactions. Such interactions are accounted for using either a combining rule or a cross-solvation energy obtained from spectroscopic data. Using the parameters obtained from the binary systems, one ternary......The Cubic-Plus-Association (CPA) equation of state is applied to a large variety of mixtures containing H2S, which are of interest in the oil and gas industry. Binary H2S mixtures with alkanes, CO2, water, methanol, and glycols are first considered. The interactions of H2S with polar compounds...... and three quaternary mixtures are considered. It is shown that overall excellent correlation for binary, mixtures and satisfactory prediction results for multicomponent systems are obtained. There are significant differences between the various modeling approaches and the best results are obtained when...
Tokuda, Tomoki; Yoshimoto, Junichiro; Shimizu, Yu; Okada, Go; Takamura, Masahiro; Okamoto, Yasumasa; Yamawaki, Shigeto; Doya, Kenji
2017-01-01
We propose a novel method for multiple clustering, which is useful for analysis of high-dimensional data containing heterogeneous types of features. Our method is based on nonparametric Bayesian mixture models in which features are automatically partitioned (into views) for each clustering solution. This feature partition works as feature selection for a particular clustering solution, which screens out irrelevant features. To make our method applicable to high-dimensional data, a co-clustering structure is newly introduced for each view. Further, the outstanding novelty of our method is that we simultaneously model different distribution families, such as Gaussian, Poisson, and multinomial distributions in each cluster block, which widens areas of application to real data. We apply the proposed method to synthetic and real data, and show that our method outperforms other multiple clustering methods both in recovering true cluster structures and in computation time. Finally, we apply our method to a depression dataset with no true cluster structure available, from which useful inferences are drawn about possible clustering structures of the data.
Directory of Open Access Journals (Sweden)
Tomoki Tokuda
Full Text Available We propose a novel method for multiple clustering, which is useful for analysis of high-dimensional data containing heterogeneous types of features. Our method is based on nonparametric Bayesian mixture models in which features are automatically partitioned (into views for each clustering solution. This feature partition works as feature selection for a particular clustering solution, which screens out irrelevant features. To make our method applicable to high-dimensional data, a co-clustering structure is newly introduced for each view. Further, the outstanding novelty of our method is that we simultaneously model different distribution families, such as Gaussian, Poisson, and multinomial distributions in each cluster block, which widens areas of application to real data. We apply the proposed method to synthetic and real data, and show that our method outperforms other multiple clustering methods both in recovering true cluster structures and in computation time. Finally, we apply our method to a depression dataset with no true cluster structure available, from which useful inferences are drawn about possible clustering structures of the data.
Yoshimoto, Junichiro; Shimizu, Yu; Okada, Go; Takamura, Masahiro; Okamoto, Yasumasa; Yamawaki, Shigeto; Doya, Kenji
2017-01-01
We propose a novel method for multiple clustering, which is useful for analysis of high-dimensional data containing heterogeneous types of features. Our method is based on nonparametric Bayesian mixture models in which features are automatically partitioned (into views) for each clustering solution. This feature partition works as feature selection for a particular clustering solution, which screens out irrelevant features. To make our method applicable to high-dimensional data, a co-clustering structure is newly introduced for each view. Further, the outstanding novelty of our method is that we simultaneously model different distribution families, such as Gaussian, Poisson, and multinomial distributions in each cluster block, which widens areas of application to real data. We apply the proposed method to synthetic and real data, and show that our method outperforms other multiple clustering methods both in recovering true cluster structures and in computation time. Finally, we apply our method to a depression dataset with no true cluster structure available, from which useful inferences are drawn about possible clustering structures of the data. PMID:29049392
Effective dielectric mixture model for characterization of diesel contaminated soil
International Nuclear Information System (INIS)
Al-Mattarneh, H.M.A.
2007-01-01
Human exposure to contaminated soil by diesel isomers can have serious health consequences like neurological diseases or cancer. The potential of dielectric measuring techniques for electromagnetic characterization of contaminated soils was investigated in this paper. The purpose of the research was to develop an empirical dielectric mixture model for soil hydrocarbon contamination application. The paper described the basic theory and elaborated in dielectric mixture theory. The analytical and empirical models were explained in simple algebraic formulas. The experimental study was then described with reference to materials, properties and experimental results. The results of the analytical models were also mathematically explained. The proposed semi-empirical model was also presented. According to the result of the electromagnetic properties of dry soil contaminated with diesel, the diesel presence had no significant effect on the electromagnetic properties of dry soil. It was concluded that diesel had no contribution to the soil electrical conductivity, which confirmed the nonconductive character of diesel. The results of diesel-contaminated soil at saturation condition indicated that both dielectric constant and loss factors of soil were decreased with increasing diesel content. 15 refs., 2 tabs., 9 figs
Experiments with Mixtures Designs, Models, and the Analysis of Mixture Data
Cornell, John A
2011-01-01
The most comprehensive, single-volume guide to conducting experiments with mixtures"If one is involved, or heavily interested, in experiments on mixtures of ingredients, one must obtain this book. It is, as was the first edition, the definitive work."-Short Book Reviews (Publication of the International Statistical Institute)"The text contains many examples with worked solutions and with its extensive coverage of the subject matter will prove invaluable to those in the industrial and educational sectors whose work involves the design and analysis of mixture experiments."-Journal of the Royal S
Bounded Gaussian process regression
DEFF Research Database (Denmark)
Jensen, Bjørn Sand; Nielsen, Jens Brehm; Larsen, Jan
2013-01-01
We extend the Gaussian process (GP) framework for bounded regression by introducing two bounded likelihood functions that model the noise on the dependent variable explicitly. This is fundamentally different from the implicit noise assumption in the previously suggested warped GP framework. We...... with the proposed explicit noise-model extension....
Batterman, Stuart; Su, Feng-Chiao; Li, Shi; Mukherjee, Bhramar; Jia, Chunrong
2014-06-01
-parametric Dirichlet process mixture (DPM) of normal distributions for three individual VOCs (chloroform, 1,4-DCB, and styrene). Goodness of fit for these full distribution models was also evaluated using simulated data. Specific Aim 2. Mixtures in the RIOPA VOC data set were identified using positive matrix factorization (PMF) and by toxicologic mode of action. Dependency structures of a mixture's components were examined using mixture fractions and were modeled using copulas, which address correlations of multiple components across their entire distributions. Five candidate copulas (Gaussian, t, Gumbel, Clayton, and Frank) were evaluated, and the performance of fitted models was evaluated using simulation and mixture fractions. Cumulative cancer risks were calculated for mixtures, and results from copulas and multivariate lognormal models were compared with risks based on RIOPA observations. Specific Aim 3. Exposure determinants were identified using stepwise regressions and linear mixed-effects models (LMMs). Specific Aim 1. Extreme value exposures in RIOPA typically were best fitted by three-parameter generalized extreme value (GEV) distributions, and sometimes by the two-parameter Gumbel distribution. In contrast, lognormal distributions significantly underestimated both the level and likelihood of extreme values. Among the VOCs measured in RIOPA, 1,4-dichlorobenzene (1,4-DCB) was associated with the greatest cancer risks; for example, for the highest 10% of measurements of 1,4-DCB, all individuals had risk levels above 10(-4), and 13% of all participants had risk levels above 10(-2). Of the full-distribution models, the finite mixture of normal distributions with two to four clusters and the DPM of normal distributions had superior performance in comparison with the lognormal models. DPM distributions provided slightly better fit than the finite mixture distributions; the advantages of the DPM model were avoiding certain convergence issues associated with the finite mixture
Lanzafame, S; Giannelli, M; Garaci, F; Floris, R; Duggento, A; Guerrisi, M; Toschi, N
2016-05-01
/RK/AK values, indicating substantial anatomical variability of these discrepancies. In the HCP dataset, the median voxelwise percentage differences across the whole white matter skeleton were (nonlinear least squares algorithm) 14.5% (8.2%-23.1%) for MD, 4.3% (1.4%-17.3%) for FA, -5.2% (-48.7% to -0.8%) for MO, 12.5% (6.4%-21.2%) for RD, and 16.1% (9.9%-25.6%) for AD (all ranges computed as 0.01 and 0.99 quantiles). All differences/trends were consistent between the discovery (HCP) and replication (local) datasets and between estimation algorithms. However, the relationships between such trends, estimated diffusion tensor invariants, and kurtosis estimates were impacted by the choice of fitting routine. Model-dependent differences in the estimation of conventional indexes of MD/FA/MO/RD/AD can be well beyond commonly seen disease-related alterations. While estimating diffusion tensor-derived indexes using the DKI model may be advantageous in terms of mitigating b-value dependence of diffusivity estimates, such estimates should not be referred to as conventional DTI-derived indexes in order to avoid confusion in interpretation as well as multicenter comparisons. In order to assess the potential and advantages of DKI with respect to DTI as well as to standardize diffusion-weighted imaging methods between centers, both conventional DTI-derived indexes and diffusion tensor invariants derived by fitting the non-Gaussian DKI model should be separately estimated and analyzed using the same combination of fitting routines.
On population size estimators in the Poisson mixture model.
Mao, Chang Xuan; Yang, Nan; Zhong, Jinhua
2013-09-01
Estimating population sizes via capture-recapture experiments has enormous applications. The Poisson mixture model can be adopted for those applications with a single list in which individuals appear one or more times. We compare several nonparametric estimators, including the Chao estimator, the Zelterman estimator, two jackknife estimators and the bootstrap estimator. The target parameter of the Chao estimator is a lower bound of the population size. Those of the other four estimators are not lower bounds, and they may produce lower confidence limits for the population size with poor coverage probabilities. A simulation study is reported and two examples are investigated. © 2013, The International Biometric Society.
Directory of Open Access Journals (Sweden)
Ingkasuwan Papapit
2012-08-01
Full Text Available Abstract Background Starch serves as a temporal storage of carbohydrates in plant leaves during day/night cycles. To study transcriptional regulatory modules of this dynamic metabolic process, we conducted gene regulation network analysis based on small-sample inference of graphical Gaussian model (GGM. Results Time-series significant analysis was applied for Arabidopsis leaf transcriptome data to obtain a set of genes that are highly regulated under a diurnal cycle. A total of 1,480 diurnally regulated genes included 21 starch metabolic enzymes, 6 clock-associated genes, and 106 transcription factors (TF. A starch-clock-TF gene regulation network comprising 117 nodes and 266 edges was constructed by GGM from these 133 significant genes that are potentially related to the diurnal control of starch metabolism. From this network, we found that β-amylase 3 (b-amy3: At4g17090, which participates in starch degradation in chloroplast, is the most frequently connected gene (a hub gene. The robustness of gene-to-gene regulatory network was further analyzed by TF binding site prediction and by evaluating global co-expression of TFs and target starch metabolic enzymes. As a result, two TFs, indeterminate domain 5 (AtIDD5: At2g02070 and constans-like (COL: At2g21320, were identified as positive regulators of starch synthase 4 (SS4: At4g18240. The inference model of AtIDD5-dependent positive regulation of SS4 gene expression was experimentally supported by decreased SS4 mRNA accumulation in Atidd5 mutant plants during the light period of both short and long day conditions. COL was also shown to positively control SS4 mRNA accumulation. Furthermore, the knockout of AtIDD5 and COL led to deformation of chloroplast and its contained starch granules. This deformity also affected the number of starch granules per chloroplast, which increased significantly in both knockout mutant lines. Conclusions In this study, we utilized a systematic approach of microarray
A mixture model for robust registration in Kinect sensor
Peng, Li; Zhou, Huabing; Zhu, Shengguo
2018-03-01
The Microsoft Kinect sensor has been widely used in many applications, but it suffers from the drawback of low registration precision between color image and depth image. In this paper, we present a robust method to improve the registration precision by a mixture model that can handle multiply images with the nonparametric model. We impose non-parametric geometrical constraints on the correspondence, as a prior distribution, in a reproducing kernel Hilbert space (RKHS).The estimation is performed by the EM algorithm which by also estimating the variance of the prior model is able to obtain good estimates. We illustrate the proposed method on the public available dataset. The experimental results show that our approach outperforms the baseline methods.
Fast Bayesian Inference in Dirichlet Process Mixture Models.
Wang, Lianming; Dunson, David B
2011-01-01
There has been increasing interest in applying Bayesian nonparametric methods in large samples and high dimensions. As Markov chain Monte Carlo (MCMC) algorithms are often infeasible, there is a pressing need for much faster algorithms. This article proposes a fast approach for inference in Dirichlet process mixture (DPM) models. Viewing the partitioning of subjects into clusters as a model selection problem, we propose a sequential greedy search algorithm for selecting the partition. Then, when conjugate priors are chosen, the resulting posterior conditionally on the selected partition is available in closed form. This approach allows testing of parametric models versus nonparametric alternatives based on Bayes factors. We evaluate the approach using simulation studies and compare it with four other fast nonparametric methods in the literature. We apply the proposed approach to three datasets including one from a large epidemiologic study. Matlab codes for the simulation and data analyses using the proposed approach are available online in the supplemental materials.
Buchari, M. A.; Mardiyanto, S.; Hendradjaya, B.
2018-03-01
Finding the existence of software defect as early as possible is the purpose of research about software defect prediction. Software defect prediction activity is required to not only state the existence of defects, but also to be able to give a list of priorities which modules require a more intensive test. Therefore, the allocation of test resources can be managed efficiently. Learning to rank is one of the approach that can provide defect module ranking data for the purposes of software testing. In this study, we propose a meta-heuristic chaotic Gaussian particle swarm optimization to improve the accuracy of learning to rank software defect prediction approach. We have used 11 public benchmark data sets as experimental data. Our overall results has demonstrated that the prediction models construct using Chaotic Gaussian Particle Swarm Optimization gets better accuracy on 5 data sets, ties in 5 data sets and gets worse in 1 data sets. Thus, we conclude that the application of Chaotic Gaussian Particle Swarm Optimization in Learning-to-Rank approach can improve the accuracy of the defect module ranking in data sets that have high-dimensional features.
Approximate bandpass and frequency response models of the difference of Gaussian filter
Birch, Philip; Mitra, Bhargav; Bangalore, Nagachetan M.; Rehman, Saad; Young, Rupert; Chatwin, Chris
2010-12-01
The Difference of Gaussian (DOG) filter is widely used in optics and image processing as, among other things, an edge detection and correlation filter. It has important biological applications and appears to be part of the mammalian vision system. In this paper we analyse the filter and provide details of the full width half maximum, bandwidth and frequency response in order to aid the full characterisation of its performance.
Microbial comparative pan-genomics using binomial mixture models
Directory of Open Access Journals (Sweden)
Ussery David W
2009-08-01
Full Text Available Abstract Background The size of the core- and pan-genome of bacterial species is a topic of increasing interest due to the growing number of sequenced prokaryote genomes, many from the same species. Attempts to estimate these quantities have been made, using regression methods or mixture models. We extend the latter approach by using statistical ideas developed for capture-recapture problems in ecology and epidemiology. Results We estimate core- and pan-genome sizes for 16 different bacterial species. The results reveal a complex dependency structure for most species, manifested as heterogeneous detection probabilities. Estimated pan-genome sizes range from small (around 2600 gene families in Buchnera aphidicola to large (around 43000 gene families in Escherichia coli. Results for Echerichia coli show that as more data become available, a larger diversity is estimated, indicating an extensive pool of rarely occurring genes in the population. Conclusion Analyzing pan-genomics data with binomial mixture models is a way to handle dependencies between genomes, which we find is always present. A bottleneck in the estimation procedure is the annotation of rarely occurring genes.
Non-Gaussian statistics, classical field theory, and realizable Langevin models
International Nuclear Information System (INIS)
Krommes, J.A.
1995-11-01
The direct-interaction approximation (DIA) to the fourth-order statistic Z ∼ left-angle λψ 2 ) 2 right-angle, where λ is a specified operator and ψ is a random field, is discussed from several points of view distinct from that of Chen et al. [Phys. Fluids A 1, 1844 (1989)]. It is shown that the formula for Z DIA already appeared in the seminal work of Martin, Siggia, and Rose (Phys. Rev. A 8, 423 (1973)] on the functional approach to classical statistical dynamics. It does not follow from the original generalized Langevin equation (GLE) of Leith [J. Atmos. Sd. 28, 145 (1971)] and Kraichnan [J. Fluid Mech. 41, 189 (1970)] (frequently described as an amplitude representation for the DIA), in which the random forcing is realized by a particular superposition of products of random variables. The relationship of that GLE to renormalized field theories with non-Gaussian corrections (''spurious vertices'') is described. It is shown how to derive an improved representation, that realizes cumulants through O(ψ 4 ), by adding to the GLE a particular non-Gaussian correction. A Markovian approximation Z DIA M to Z DIA is derived. Both Z DIA and Z DIA M incorrectly predict a Gaussian kurtosis for the steady state of a solvable three-mode example
Learning conditional Gaussian networks
DEFF Research Database (Denmark)
Bøttcher, Susanne Gammelgaard
This paper considers conditional Gaussian networks. The parameters in the network are learned by using conjugate Bayesian analysis. As conjugate local priors, we apply the Dirichlet distribution for discrete variables and the Gaussian-inverse gamma distribution for continuous variables, given...... a configuration of the discrete parents. We assume parameter independence and complete data. Further, to learn the structure of the network, the network score is deduced. We then develop a local master prior procedure, for deriving parameter priors in these networks. This procedure satisfies parameter...... independence, parameter modularity and likelihood equivalence. Bayes factors to be used in model search are introduced. Finally the methods derived are illustrated by a simple example....
New Flexible Models and Design Construction Algorithms for Mixtures and Binary Dependent Variables
A. Ruseckaite (Aiste)
2017-01-01
markdownabstractThis thesis discusses new mixture(-amount) models, choice models and the optimal design of experiments. Two chapters of the thesis relate to the so-called mixture, which is a product or service whose ingredients’ proportions sum to one. The thesis begins by introducing mixture
Tractography segmentation using a hierarchical Dirichlet processes mixture model.
Wang, Xiaogang; Grimson, W Eric L; Westin, Carl-Fredrik
2011-01-01
In this paper, we propose a new nonparametric Bayesian framework to cluster white matter fiber tracts into bundles using a hierarchical Dirichlet processes mixture (HDPM) model. The number of clusters is automatically learned driven by data with a Dirichlet process (DP) prior instead of being manually specified. After the models of bundles have been learned from training data without supervision, they can be used as priors to cluster/classify fibers of new subjects for comparison across subjects. When clustering fibers of new subjects, new clusters can be created for structures not observed in the training data. Our approach does not require computing pairwise distances between fibers and can cluster a huge set of fibers across multiple subjects. We present results on several data sets, the largest of which has more than 120,000 fibers. Copyright © 2010 Elsevier Inc. All rights reserved.
Scaled unscented transform Gaussian sum filter: Theory and application
Luo, Xiaodong
2010-05-01
In this work we consider the state estimation problem in nonlinear/non-Gaussian systems. We introduce a framework, called the scaled unscented transform Gaussian sum filter (SUT-GSF), which combines two ideas: the scaled unscented Kalman filter (SUKF) based on the concept of scaled unscented transform (SUT) (Julier and Uhlmann (2004) [16]), and the Gaussian mixture model (GMM). The SUT is used to approximate the mean and covariance of a Gaussian random variable which is transformed by a nonlinear function, while the GMM is adopted to approximate the probability density function (pdf) of a random variable through a set of Gaussian distributions. With these two tools, a framework can be set up to assimilate nonlinear systems in a recursive way. Within this framework, one can treat a nonlinear stochastic system as a mixture model of a set of sub-systems, each of which takes the form of a nonlinear system driven by a known Gaussian random process. Then, for each sub-system, one applies the SUKF to estimate the mean and covariance of the underlying Gaussian random variable transformed by the nonlinear governing equations of the sub-system. Incorporating the estimations of the sub-systems into the GMM gives an explicit (approximate) form of the pdf, which can be regarded as a "complete" solution to the state estimation problem, as all of the statistical information of interest can be obtained from the explicit form of the pdf (Arulampalam et al. (2002) [7]). In applications, a potential problem of a Gaussian sum filter is that the number of Gaussian distributions may increase very rapidly. To this end, we also propose an auxiliary algorithm to conduct pdf re-approximation so that the number of Gaussian distributions can be reduced. With the auxiliary algorithm, in principle the SUT-GSF can achieve almost the same computational speed as the SUKF if the SUT-GSF is implemented in parallel. As an example, we will use the SUT-GSF to assimilate a 40-dimensional system due to
Directory of Open Access Journals (Sweden)
Lemieux Sébastien
2006-08-01
Full Text Available Abstract Background The identification of differentially expressed genes (DEGs from Affymetrix GeneChips arrays is currently done by first computing expression levels from the low-level probe intensities, then deriving significance by comparing these expression levels between conditions. The proposed PL-LM (Probe-Level Linear Model method implements a linear model applied on the probe-level data to directly estimate the treatment effect. A finite mixture of Gaussian components is then used to identify DEGs using the coefficients estimated by the linear model. This approach can readily be applied to experimental design with or without replication. Results On a wholly defined dataset, the PL-LM method was able to identify 75% of the differentially expressed genes within 10% of false positives. This accuracy was achieved both using the three replicates per conditions available in the dataset and using only one replicate per condition. Conclusion The method achieves, on this dataset, a higher accuracy than the best set of tools identified by the authors of the dataset, and does so using only one replicate per condition.
Clustering disaggregated load profiles using a Dirichlet process mixture model
International Nuclear Information System (INIS)
Granell, Ramon; Axon, Colin J.; Wallom, David C.H.
2015-01-01
Highlights: • We show that the Dirichlet process mixture model is scaleable. • Our model does not require the number of clusters as an input. • Our model creates clusters only by the features of the demand profiles. • We have used both residential and commercial data sets. - Abstract: The increasing availability of substantial quantities of power-use data in both the residential and commercial sectors raises the possibility of mining the data to the advantage of both consumers and network operations. We present a Bayesian non-parametric model to cluster load profiles from households and business premises. Evaluators show that our model performs as well as other popular clustering methods, but unlike most other methods it does not require the number of clusters to be predetermined by the user. We used the so-called ‘Chinese restaurant process’ method to solve the model, making use of the Dirichlet-multinomial distribution. The number of clusters grew logarithmically with the quantity of data, making the technique suitable for scaling to large data sets. We were able to show that the model could distinguish features such as the nationality, household size, and type of dwelling between the cluster memberships
Bayesian nonparametric meta-analysis using Polya tree mixture models.
Branscum, Adam J; Hanson, Timothy E
2008-09-01
Summary. A common goal in meta-analysis is estimation of a single effect measure using data from several studies that are each designed to address the same scientific inquiry. Because studies are typically conducted in geographically disperse locations, recent developments in the statistical analysis of meta-analytic data involve the use of random effects models that account for study-to-study variability attributable to differences in environments, demographics, genetics, and other sources that lead to heterogeneity in populations. Stemming from asymptotic theory, study-specific summary statistics are modeled according to normal distributions with means representing latent true effect measures. A parametric approach subsequently models these latent measures using a normal distribution, which is strictly a convenient modeling assumption absent of theoretical justification. To eliminate the influence of overly restrictive parametric models on inferences, we consider a broader class of random effects distributions. We develop a novel hierarchical Bayesian nonparametric Polya tree mixture (PTM) model. We present methodology for testing the PTM versus a normal random effects model. These methods provide researchers a straightforward approach for conducting a sensitivity analysis of the normality assumption for random effects. An application involving meta-analysis of epidemiologic studies designed to characterize the association between alcohol consumption and breast cancer is presented, which together with results from simulated data highlight the performance of PTMs in the presence of nonnormality of effect measures in the source population.
Semiparametric Mixtures of Regressions with Single-index for Model Based Clustering
Xiang, Sijia; Yao, Weixin
2017-01-01
In this article, we propose two classes of semiparametric mixture regression models with single-index for model based clustering. Unlike many semiparametric/nonparametric mixture regression models that can only be applied to low dimensional predictors, the new semiparametric models can easily incorporate high dimensional predictors into the nonparametric components. The proposed models are very general, and many of the recently proposed semiparametric/nonparametric mixture regression models a...
Energy Technology Data Exchange (ETDEWEB)
Thienpont, Benedicte; Barata, Carlos [Department of Environmental Chemistry, Institute of Environmental Assessment and Water Research (IDAEA, CSIC), Jordi Girona, 18-26, 08034 Barcelona (Spain); Raldúa, Demetrio, E-mail: drpqam@cid.csic.es [Department of Environmental Chemistry, Institute of Environmental Assessment and Water Research (IDAEA, CSIC), Jordi Girona, 18-26, 08034 Barcelona (Spain); Maladies Rares: Génétique et Métabolisme (MRGM), University of Bordeaux, EA 4576, F-33400 Talence (France)
2013-06-01
Maternal thyroxine (T4) plays an essential role in fetal brain development, and even mild and transitory deficits in free-T4 in pregnant women can produce irreversible neurological effects in their offspring. Women of childbearing age are daily exposed to mixtures of chemicals disrupting the thyroid gland function (TGFDs) through the diet, drinking water, air and pharmaceuticals, which has raised the highest concern for the potential additive or synergic effects on the development of mild hypothyroxinemia during early pregnancy. Recently we demonstrated that zebrafish eleutheroembryos provide a suitable alternative model for screening chemicals impairing the thyroid hormone synthesis. The present study used the intrafollicular T4-content (IT4C) of zebrafish eleutheroembryos as integrative endpoint for testing the hypotheses that the effect of mixtures of TGFDs with a similar mode of action [inhibition of thyroid peroxidase (TPO)] was well predicted by a concentration addition concept (CA) model, whereas the response addition concept (RA) model predicted better the effect of dissimilarly acting binary mixtures of TGFDs [TPO-inhibitors and sodium-iodide symporter (NIS)-inhibitors]. However, CA model provided better prediction of joint effects than RA in five out of the six tested mixtures. The exception being the mixture MMI (TPO-inhibitor)-KClO{sub 4} (NIS-inhibitor) dosed at a fixed ratio of EC{sub 10} that provided similar CA and RA predictions and hence it was difficult to get any conclusive result. There results support the phenomenological similarity criterion stating that the concept of concentration addition could be extended to mixture constituents having common apical endpoints or common adverse outcomes. - Highlights: • Potential synergic or additive effect of mixtures of chemicals on thyroid function. • Zebrafish as alternative model for testing the effect of mixtures of goitrogens. • Concentration addition seems to predict better the effect of
International Nuclear Information System (INIS)
Thienpont, Benedicte; Barata, Carlos; Raldúa, Demetrio
2013-01-01
Maternal thyroxine (T4) plays an essential role in fetal brain development, and even mild and transitory deficits in free-T4 in pregnant women can produce irreversible neurological effects in their offspring. Women of childbearing age are daily exposed to mixtures of chemicals disrupting the thyroid gland function (TGFDs) through the diet, drinking water, air and pharmaceuticals, which has raised the highest concern for the potential additive or synergic effects on the development of mild hypothyroxinemia during early pregnancy. Recently we demonstrated that zebrafish eleutheroembryos provide a suitable alternative model for screening chemicals impairing the thyroid hormone synthesis. The present study used the intrafollicular T4-content (IT4C) of zebrafish eleutheroembryos as integrative endpoint for testing the hypotheses that the effect of mixtures of TGFDs with a similar mode of action [inhibition of thyroid peroxidase (TPO)] was well predicted by a concentration addition concept (CA) model, whereas the response addition concept (RA) model predicted better the effect of dissimilarly acting binary mixtures of TGFDs [TPO-inhibitors and sodium-iodide symporter (NIS)-inhibitors]. However, CA model provided better prediction of joint effects than RA in five out of the six tested mixtures. The exception being the mixture MMI (TPO-inhibitor)-KClO 4 (NIS-inhibitor) dosed at a fixed ratio of EC 10 that provided similar CA and RA predictions and hence it was difficult to get any conclusive result. There results support the phenomenological similarity criterion stating that the concept of concentration addition could be extended to mixture constituents having common apical endpoints or common adverse outcomes. - Highlights: • Potential synergic or additive effect of mixtures of chemicals on thyroid function. • Zebrafish as alternative model for testing the effect of mixtures of goitrogens. • Concentration addition seems to predict better the effect of mixtures of
Modeling dynamic functional connectivity using a wishart mixture model
DEFF Research Database (Denmark)
Nielsen, Søren Føns Vind; Madsen, Kristoffer Hougaard; Schmidt, Mikkel Nørgaard
2017-01-01
framework provides model selection by quantifying models generalization to new data. We use this to quantify the number of states within a prespecified window length. We further propose a heuristic procedure for choosing the window length based on contrasting for each window length the predictive...... together whereas short windows are more unstable and influenced by noise and we find that our heuristic correctly identifies an adequate level of complexity. On single subject resting state fMRI data we find that dynamic models generally outperform static models and using the proposed heuristic points...
A smooth mixture of Tobits model for healthcare expenditure.
Keane, Michael; Stavrunova, Olena
2011-09-01
This paper develops a smooth mixture of Tobits (SMTobit) model for healthcare expenditure. The model is a generalization of the smoothly mixing regressions framework of Geweke and Keane (J Econometrics 2007; 138: 257-290) to the case of a Tobit-type limited dependent variable. A Markov chain Monte Carlo algorithm with data augmentation is developed to obtain the posterior distribution of model parameters. The model is applied to the US Medicare Current Beneficiary Survey data on total medical expenditure. The results suggest that the model can capture the overall shape of the expenditure distribution very well, and also provide a good fit to a number of characteristics of the conditional (on covariates) distribution of expenditure, such as the conditional mean, variance and probability of extreme outcomes, as well as the 50th, 90th, and 95th, percentiles. We find that healthier individuals face an expenditure distribution with lower mean, variance and probability of extreme outcomes, compared with their counterparts in a worse state of health. Males have an expenditure distribution with higher mean, variance and probability of an extreme outcome, compared with their female counterparts. The results also suggest that heart and cardiovascular diseases affect the expenditure of males more than that of females. Copyright © 2011 John Wiley & Sons, Ltd.
Modeling of columnar and equiaxed solidification of binary mixtures
International Nuclear Information System (INIS)
Roux, P.
2005-12-01
This work deals with the modelling of dendritic solidification in binary mixtures. Large scale phenomena are represented by volume averaging of the local conservation equations. This method allows to rigorously derive the partial differential equations of averaged fields and the closure problems associated to the deviations. Such problems can be resolved numerically on periodic cells, representative of dendritic structures, in order to give a precise evaluation of macroscopic transfer coefficients (Drag coefficients, exchange coefficients, diffusion-dispersion tensors...). The method had already been applied for a model of columnar dendritic mushy zone and it is extended to the case of equiaxed dendritic solidification, where solid grains can move. The two-phase flow is modelled with an Eulerian-Eulerian approach and the novelty is to account for the dispersion of solid velocity through the kinetic agitation of the particles. A coupling of the two models is proposed thanks to an original adaptation of the columnar model, allowing for undercooling calculation: a solid-liquid interfacial area density is introduced and calculated. At last, direct numerical simulations of crystal growth are proposed with a diffuse interface method for a representation of local phenomena. (author)
Microbial comparative pan-genomics using binomial mixture models
DEFF Research Database (Denmark)
Ussery, David; Snipen, L; Almøy, T
2009-01-01
The size of the core- and pan-genome of bacterial species is a topic of increasing interest due to the growing number of sequenced prokaryote genomes, many from the same species. Attempts to estimate these quantities have been made, using regression methods or mixture models. We extend the latter...... approach by using statistical ideas developed for capture-recapture problems in ecology and epidemiology. RESULTS: We estimate core- and pan-genome sizes for 16 different bacterial species. The results reveal a complex dependency structure for most species, manifested as heterogeneous detection...... probabilities. Estimated pan-genome sizes range from small (around 2600 gene families) in Buchnera aphidicola to large (around 43000 gene families) in Escherichia coli. Results for Echerichia coli show that as more data become available, a larger diversity is estimated, indicating an extensive pool of rarely...
International Nuclear Information System (INIS)
Rawat, Gopal; Kumar, Sanjay; Goel, Ekta; Kumar, Mirgender; Jit, S.; Dubey, Sarvesh
2014-01-01
This paper presents the analytical modeling of subthreshold current and subthreshold swing of short-channel fully-depleted (FD) strained-Si-on-insulator (SSOI) MOSFETs having vertical Gaussian-like doping profile in the channel. The subthreshold current and subthreshold swing have been derived using the parabolic approximation method. In addition to the effect of strain on silicon layer, various other device parameters such as channel length (L), gate-oxide thickness (t ox ), strained-Si channel thickness (t s-Si ), peak doping concentration (N P ), project range (R p ) and straggle (σ p ) of the Gaussian profile have been considered while predicting the device characteristics. The present work may help to overcome the degradation in subthreshold characteristics with strain engineering. These subthreshold current and swing models provide valuable information for strained-Si MOSFET design. Accuracy of the proposed models is verified using the commercially available ATLAS™, a two-dimensional (2D) device simulator from SILVACO. (semiconductor devices)
Directory of Open Access Journals (Sweden)
Oprisiu Ioana
2013-01-01
Full Text Available Abstract The Online Chemical Modeling Environment (OCHEM, http://ochem.eu is a web-based platform that provides tools for automation of typical steps necessary to create a predictive QSAR/QSPR model. The platform consists of two major subsystems: a database of experimental measurements and a modeling framework. So far, OCHEM has been limited to the processing of individual compounds. In this work, we extended OCHEM with a new ability to store and model properties of binary non-additive mixtures. The developed system is publicly accessible, meaning that any user on the Web can store new data for binary mixtures and develop models to predict their non-additive properties. The database already contains almost 10,000 data points for the density, bubble point, and azeotropic behavior of binary mixtures. For these data, we developed models for both qualitative (azeotrope/zeotrope and quantitative endpoints (density and bubble points using different learning methods and specially developed descriptors for mixtures. The prediction performance of the models was similar to or more accurate than results reported in previous studies. Thus, we have developed and made publicly available a powerful system for modeling mixtures of chemical compounds on the Web.
Induced polarization of clay-sand mixtures: experiments and modeling
International Nuclear Information System (INIS)
Okay, G.; Leroy, P.; Tournassat, C.; Ghorbani, A.; Jougnot, D.; Cosenza, P.; Camerlynck, C.; Cabrera, J.; Florsch, N.; Revil, A.
2012-01-01
were performed with a cylindrical four-electrode sample-holder (cylinder made of PVC with 30 cm in length and 19 cm in diameter) associated with a SIP-Fuchs II impedance meter and non-polarizing Cu/CuSO 4 electrodes. These electrodes were installed at 10 cm from the base of the sample holder and regularly spaced (each 90 degree). The results illustrate the strong impact of the Cationic Exchange Capacity (CEC) of the clay minerals upon the complex conductivity. The amplitude of the in-phase conductivity of the kaolinite-clay samples is strongly dependent to saturating fluid salinity for all volumetric clay fractions, whereas the in-phase conductivity of the smectite-clay samples is quite independent on the salinity, except at the low clay content (5% and 1% of clay in volume). This is due to the strong and constant surface conductivity of smectite associated with its very high CEC. The quadrature conductivity increases steadily with the CEC and the clay content. We observe that the dependence on frequency of the quadrature conductivity of sand-kaolinite mixtures is more important than for sand-bentonite mixtures. For both types of clay, the quadrature conductivity seems to be fairly independent on the pore fluid salinity except at very low clay contents (1% in volume of kaolinite-clay). This is due to the constant surface site density of Na counter-ions in the Stern layer of clay materials. At the lowest clay content (1%), the magnitude of the quadrature conductivity increases with the salinity, as expected for silica sands. In this case, the surface site density of Na counter-ions in the Stern layer increases with salinity. The experimental data show good agreement with predicted values given by our Spectral Induced Polarization (SIP) model. This complex conductivity model considers the electrochemical polarization of the Stern layer coating the clay particles and the Maxwell-Wagner polarization. We use the differential effective medium theory to calculate the complex
Modelling the effect of mixture components on permeation through skin.
Ghafourian, T; Samaras, E G; Brooks, J D; Riviere, J E
2010-10-15
A vehicle influences the concentration of penetrant within the membrane, affecting its diffusivity in the skin and rate of transport. Despite the huge amount of effort made for the understanding and modelling of the skin absorption of chemicals, a reliable estimation of the skin penetration potential from formulations remains a challenging objective. In this investigation, quantitative structure-activity relationship (QSAR) was employed to relate the skin permeation of compounds to the chemical properties of the mixture ingredients and the molecular structures of the penetrants. The skin permeability dataset consisted of permeability coefficients of 12 different penetrants each blended in 24 different solvent mixtures measured from finite-dose diffusion cell studies using porcine skin. Stepwise regression analysis resulted in a QSAR employing two penetrant descriptors and one solvent property. The penetrant descriptors were octanol/water partition coefficient, logP and the ninth order path molecular connectivity index, and the solvent property was the difference between boiling and melting points. The negative relationship between skin permeability coefficient and logP was attributed to the fact that most of the drugs in this particular dataset are extremely lipophilic in comparison with the compounds in the common skin permeability datasets used in QSAR. The findings show that compounds formulated in vehicles with small boiling and melting point gaps will be expected to have higher permeation through skin. The QSAR was validated internally, using a leave-many-out procedure, giving a mean absolute error of 0.396. The chemical space of the dataset was compared with that of the known skin permeability datasets and gaps were identified for future skin permeability measurements. Copyright 2010 Elsevier B.V. All rights reserved.
Toxicological risk assessment of complex mixtures through the Wtox model
Directory of Open Access Journals (Sweden)
William Gerson Matias
2015-01-01
Full Text Available Mathematical models are important tools for environmental management and risk assessment. Predictions about the toxicity of chemical mixtures must be enhanced due to the complexity of eects that can be caused to the living species. In this work, the environmental risk was accessed addressing the need to study the relationship between the organism and xenobiotics. Therefore, ve toxicological endpoints were applied through the WTox Model, and with this methodology we obtained the risk classication of potentially toxic substances. Acute and chronic toxicity, citotoxicity and genotoxicity were observed in the organisms Daphnia magna, Vibrio scheri and Oreochromis niloticus. A case study was conducted with solid wastes from textile, metal-mechanic and pulp and paper industries. The results have shown that several industrial wastes induced mortality, reproductive eects, micronucleus formation and increases in the rate of lipid peroxidation and DNA methylation of the organisms tested. These results, analyzed together through the WTox Model, allowed the classication of the environmental risk of industrial wastes. The evaluation showed that the toxicological environmental risk of the samples analyzed can be classied as signicant or critical.
International Nuclear Information System (INIS)
Nishimichi, Takahiro
2012-01-01
The large-scale clustering pattern of biased tracers is known to be a powerful probe of the non-Gaussianities in the primordial fluctuations. The so-called scale-dependent bias has been reported in various type of models of primordial non-Gaussianities. We focus on local-type non-Gaussianities, and unify the derivations in the literature of the scale-dependent bias in the presence of multiple Gaussian source fields as well as higher-order coupling to cover the models described by frequently-discussed f NL , g NL and t NL parameterization. We find that the resultant power spectrum is characterized by two parameters responsible for the shape and the amplitude of the scale-dependent bias in addition to the Gaussian bias factor. We show how (a generalized version of) Suyama-Yamaguchi inequality between f NL and t NL can directly be accessible from the observed power spectrum through the dependence on our new parameter which controls the shape of the scale-dependent bias. The other parameter for the amplitude of the scale-dependent bias is shown to be useful to distinguish the simplest quadratic non-Gaussianities (i.e., f NL -type) from higher-order ones (g NL and higher), if one measures it from multiple species of galaxies or clusters of galaxies. We discuss the validity and limitations of our analytic results by comparison with numerical simulations in an accompanying paper
Polymer mixtures in confined geometries: Model systems to explore ...
Indian Academy of Sciences (India)
to mean field behavior for very long chains, the critical behavior of mixtures confined into thin film geometry falls in the 2d Ising class irrespective of chain length. ..... AB interface does not approach the wall; (b) corresponds to a temperature .... Very recently, these theoretical studies have been extended to polymer mixtures.
A study of finite mixture model: Bayesian approach on financial time series data
Phoong, Seuk-Yen; Ismail, Mohd Tahir
2014-07-01
Recently, statistician have emphasized on the fitting finite mixture model by using Bayesian method. Finite mixture model is a mixture of distributions in modeling a statistical distribution meanwhile Bayesian method is a statistical method that use to fit the mixture model. Bayesian method is being used widely because it has asymptotic properties which provide remarkable result. In addition, Bayesian method also shows consistency characteristic which means the parameter estimates are close to the predictive distributions. In the present paper, the number of components for mixture model is studied by using Bayesian Information Criterion. Identify the number of component is important because it may lead to an invalid result. Later, the Bayesian method is utilized to fit the k-component mixture model in order to explore the relationship between rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia. Lastly, the results showed that there is a negative effect among rubber price and stock market price for all selected countries.
Gaussian process regression analysis for functional data
Shi, Jian Qing
2011-01-01
Gaussian Process Regression Analysis for Functional Data presents nonparametric statistical methods for functional regression analysis, specifically the methods based on a Gaussian process prior in a functional space. The authors focus on problems involving functional response variables and mixed covariates of functional and scalar variables.Covering the basics of Gaussian process regression, the first several chapters discuss functional data analysis, theoretical aspects based on the asymptotic properties of Gaussian process regression models, and new methodological developments for high dime
Cisneros, G. Andrés; Piquemal, Jean-Philip; Darden, Thomas A.
2006-11-01
The simulation of biological systems by means of current empirical force fields presents shortcomings due to their lack of accuracy, especially in the description of the nonbonded terms. We have previously introduced a force field based on density fitting termed the Gaussian electrostatic model-0 (GEM-0) J.-P. Piquemal et al. [J. Chem. Phys. 124, 104101 (2006)] that improves the description of the nonbonded interactions. GEM-0 relies on density fitting methodology to reproduce each contribution of the constrained space orbital variation (CSOV) energy decomposition scheme, by expanding the electronic density of the molecule in s-type Gaussian functions centered at specific sites. In the present contribution we extend the Coulomb and exchange components of the force field to auxiliary basis sets of arbitrary angular momentum. Since the basis functions with higher angular momentum have directionality, a reference molecular frame (local frame) formalism is employed for the rotation of the fitted expansion coefficients. In all cases the intermolecular interaction energies are calculated by means of Hermite Gaussian functions using the McMurchie-Davidson [J. Comput. Phys. 26, 218 (1978)] recursion to calculate all the required integrals. Furthermore, the use of Hermite Gaussian functions allows a point multipole decomposition determination at each expansion site. Additionally, the issue of computational speed is investigated by reciprocal space based formalisms which include the particle mesh Ewald (PME) and fast Fourier-Poisson (FFP) methods. Frozen-core (Coulomb and exchange-repulsion) intermolecular interaction results for ten stationary points on the water dimer potential-energy surface, as well as a one-dimensional surface scan for the canonical water dimer, formamide, stacked benzene, and benzene water dimers, are presented. All results show reasonable agreement with the corresponding CSOV calculated reference contributions, around 0.1 and 0.15kcal/mol error for
Bayesian Kernel Mixtures for Counts.
Canale, Antonio; Dunson, David B
2011-12-01
Although Bayesian nonparametric mixture models for continuous data are well developed, there is a limited literature on related approaches for count data. A common strategy is to use a mixture of Poissons, which unfortunately is quite restrictive in not accounting for distributions having variance less than the mean. Other approaches include mixing multinomials, which requires finite support, and using a Dirichlet process prior with a Poisson base measure, which does not allow smooth deviations from the Poisson. As a broad class of alternative models, we propose to use nonparametric mixtures of rounded continuous kernels. An efficient Gibbs sampler is developed for posterior computation, and a simulation study is performed to assess performance. Focusing on the rounded Gaussian case, we generalize the modeling framework to account for multivariate count data, joint modeling with continuous and categorical variables, and other complications. The methods are illustrated through applications to a developmental toxicity study and marketing data. This article has supplementary material online.
Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices
Hiroyuki Kasahara; Katsumi Shimotsu
2006-01-01
In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue, and finite mixture models provide flexible ways to account for unobserved heterogeneity. This paper studies nonparametric identifiability of type probabilities and type-specific component distributions in finite mixture models of dynamic discrete choices. We derive sufficient conditions for nonparametric identification for various finite mixture models of dynamic discrete choices used in appli...
Wright, Aidan G C; Hallquist, Michael N
2014-01-01
Studying personality and its pathology as it changes, develops, or remains stable over time offers exciting insight into the nature of individual differences. Researchers interested in examining personal characteristics over time have a number of time-honored analytic approaches at their disposal. In recent years there have also been considerable advances in person-oriented analytic approaches, particularly longitudinal mixture models. In this methodological primer we focus on mixture modeling approaches to the study of normative and individual change in the form of growth mixture models and ipsative change in the form of latent transition analysis. We describe the conceptual underpinnings of each of these models, outline approaches for their implementation, and provide accessible examples for researchers studying personality and its assessment.
Metin, Baris; Wiersema, Jan R; Verguts, Tom; Gasthuys, Roos; van Der Meere, Jacob J; Roeyers, Herbert; Sonuga-Barke, Edmund
2014-12-06
According to the state regulation deficit (SRD) account, ADHD is associated with a problem using effort to maintain an optimal activation state under demanding task settings such as very fast or very slow event rates. This leads to a prediction of disrupted performance at event rate extremes reflected in higher Gaussian response variability that is a putative marker of activation during motor preparation. In the current study, we tested this hypothesis using ex-Gaussian modeling, which distinguishes Gaussian from non-Gaussian variability. Twenty-five children with ADHD and 29 typically developing controls performed a simple Go/No-Go task under four different event-rate conditions. There was an accentuated quadratic relationship between event rate and Gaussian variability in the ADHD group compared to the controls. The children with ADHD had greater Gaussian variability at very fast and very slow event rates but not at moderate event rates. The results provide evidence for the SRD account of ADHD. However, given that this effect did not explain all group differences (some of which were independent of event rate) other cognitive and/or motivational processes are also likely implicated in ADHD performance deficits.
Hu, Mingyang; de Jong, Djurre H; Marrink, Siewert J; Deserno, Markus
2013-01-01
We calculate the Gaussian curvature modulus kappa of a systematically coarse-grained (CG) one-component lipid membrane by applying the method recently proposed by Hu et al. [Biophys. J., 2012, 102, 1403] to the MARTINI representation of 1,2-dimyristoyl-sn-glycero-3-phosphocholine (DMPC). We find the value kappa/kappa = -1.04 +/- 0.03 for the elastic ratio between the Gaussian and the mean curvature modulus and deduce kappa(m)/kappa(m) = -0.98 +/- 0.09 for the monolayer elastic ratio, where the latter is based on plausible assumptions for the distance z0 of the monolayer neutral surface from the bilayer midplane and the spontaneous lipid curvature K(0m). By also analyzing the lateral stress profile sigma0(z) of our system, two other lipid types and pertinent data from the literature, we show that determining K(0m) and kappa through the first and second moment of sigma0(z) gives rise to physically implausible values for these observables. This discrepancy, which we previously observed for a much simpler CG model, suggests that the moment conditions derived from simple continuum assumptions miss the effect of physically important correlations in the lipid bilayer.
Modelling of spark to ignition transition in gas mixtures
Energy Technology Data Exchange (ETDEWEB)
Akram, M.
1996-10-01
This thesis pertains to the models for studying sparking in chemically inert gases. The processes taking place in a spark to flame transition can be segregated into physical and chemical processes, and this study is focused on physical processes. The plasma is regarded as a single-substance material. One and two-dimensional models are developed. The transfer of electrical energy into thermal energy of the gas and its redistribution in space and time along with the evolution of a plasma kernel is studied in the time domain ranging from 10 ns to 40 micros. In the case of ultra-fast sparks, the propagation of the shock and its reflection from a rigid wall is presented. The influence of electrode shape and the gap size on the flow structure development is found to be a dominating factor. It is observed that the flow structure that has developed in the early stage more or less prevails at later stages and strongly influences the shape and evolution of the hot kernel. The electrode geometry and configuration are responsible for the development of the flow structure. The strength of the vortices generated in the flow field is influenced by the power input to the gap and their location of emergence is dictated by the electrode shape and configuration. The heat transfer after 2 micros in the case of ultra-fast sparks is dominated by convection and diffusion. The strong mixing produced by hydrodynamic effects and the electrode geometry give the indication that the magnetic pinch effect might be negligible. Finally, a model for a multicomponent gas mixture is presented. The chemical kinetics mechanism for dissociation and ionization is introduced. 56 refs
Identifiability in N-mixture models: a large-scale screening test with bird data.
Kéry, Marc
2018-02-01
Binomial N-mixture models have proven very useful in ecology, conservation, and monitoring: they allow estimation and modeling of abundance separately from detection probability using simple counts. Recently, doubts about parameter identifiability have been voiced. I conducted a large-scale screening test with 137 bird data sets from 2,037 sites. I found virtually no identifiability problems for Poisson and zero-inflated Poisson (ZIP) binomial N-mixture models, but negative-binomial (NB) models had problems in 25% of all data sets. The corresponding multinomial N-mixture models had no problems. Parameter estimates under Poisson and ZIP binomial and multinomial N-mixture models were extremely similar. Identifiability problems became a little more frequent with smaller sample sizes (267 and 50 sites), but were unaffected by whether the models did or did not include covariates. Hence, binomial N-mixture model parameters with Poisson and ZIP mixtures typically appeared identifiable. In contrast, NB mixtures were often unidentifiable, which is worrying since these were often selected by Akaike's information criterion. Identifiability of binomial N-mixture models should always be checked. If problems are found, simpler models, integrated models that combine different observation models or the use of external information via informative priors or penalized likelihoods, may help. © 2017 by the Ecological Society of America.
Nonlinear Structured Growth Mixture Models in M"plus" and OpenMx
Grimm, Kevin J.; Ram, Nilam; Estabrook, Ryne
2010-01-01
Growth mixture models (GMMs; B. O. Muthen & Muthen, 2000; B. O. Muthen & Shedden, 1999) are a combination of latent curve models (LCMs) and finite mixture models to examine the existence of latent classes that follow distinct developmental patterns. GMMs are often fit with linear, latent basis, multiphase, or polynomial change models…
Power-up: A Reanalysis of 'Power Failure' in Neuroscience Using Mixture Modeling.
Nord, Camilla L; Valton, Vincent; Wood, John; Roiser, Jonathan P
2017-08-23
Recently, evidence for endemically low statistical power has cast neuroscience findings into doubt. If low statistical power plagues neuroscience, then this reduces confidence in the reported effects. However, if statistical power is not uniformly low, then such blanket mistrust might not be warranted. Here, we provide a different perspective on this issue, analyzing data from an influential study reporting a median power of 21% across 49 meta-analyses (Button et al., 2013). We demonstrate, using Gaussian mixture modeling, that the sample of 730 studies included in that analysis comprises several subcomponents so the use of a single summary statistic is insufficient to characterize the nature of the distribution. We find that statistical power is extremely low for studies included in meta-analyses that reported a null result and that it varies substantially across subfields of neuroscience, with particularly low power in candidate gene association studies. Therefore, whereas power in neuroscience remains a critical issue, the notion that studies are systematically underpowered is not the full story: low power is far from a universal problem. SIGNIFICANCE STATEMENT Recently, researchers across the biomedical and psychological sciences have become concerned with the reliability of results. One marker for reliability is statistical power: the probability of finding a statistically significant result given that the effect exists. Previous evidence suggests that statistical power is low across the field of neuroscience. Our results present a more comprehensive picture of statistical power in neuroscience: on average, studies are indeed underpowered-some very seriously so-but many studies show acceptable or even exemplary statistical power. We show that this heterogeneity in statistical power is common across most subfields in neuroscience. This new, more nuanced picture of statistical power in neuroscience could affect not only scientific understanding, but potentially
International Nuclear Information System (INIS)
Essa, K.S.M.
2009-01-01
The analytical solution of the atmospheric diffusion equation for a point source gives the ground-level concentration profiles. It depends on the wind speed ua nd vertical dispersion coefficient σ z expressed by Pasquill power laws. Both σ z and u are functions of downwind distance, stability and source elevation, while for the ground-level emission u is constant. In the neutral and stable conditions, the Gaussian plume model and finite difference numerical methods with wind speed in power law and the vertical dispersion coefficient in exponential law are estimated. This work shows that the estimated ground-level concentrations of the Gaussian model for high-level source and numerical finite difference method are very match fit to the observed ground-level concentrations of the Gaussian model
Energy Technology Data Exchange (ETDEWEB)
Seo, Ho Geon; Kim, Myung Hwan; Choi, Sung Ho; Kim, Chung Seok; Jhang, Kyung Young [Hanyang University, Seoul (Korea, Republic of)
2012-08-15
Using a single-line pulsed laser beam is well known as a useful noncontact method to generate a directional surface acoustic wave. In this method, different laser beam energy profiles produce different waveforms and frequency characteristics. In this paper, we considered two typical kinds of laser beam energy profiles, Gaussian and square-like, to find out a difference in the frequency characteristics. To achieve this, mathematical models were proposed first for Gaussian laser beam profile and square-like respectively, both of which depended on the laser beam width. To verify the theoretical models, experimental setups with a cylindrical lens and a line-slit mask were respectively designed to produce a line laser beam with Gaussian spatial energy profile and square-like. The frequency responses of the theoretical models showed good agreement with experimental results in terms of the existence of harmonic frequency components and the shift of the first peak frequencies to low.
Modeling abundance using N-mixture models: the importance of considering ecological mechanisms.
Joseph, Liana N; Elkin, Ché; Martin, Tara G; Possinghami, Hugh P
2009-04-01
Predicting abundance across a species' distribution is useful for studies of ecology and biodiversity management. Modeling of survey data in relation to environmental variables can be a powerful method for extrapolating abundances across a species' distribution and, consequently, calculating total abundances and ultimately trends. Research in this area has demonstrated that models of abundance are often unstable and produce spurious estimates, and until recently our ability to remove detection error limited the development of accurate models. The N-mixture model accounts for detection and abundance simultaneously and has been a significant advance in abundance modeling. Case studies that have tested these new models have demonstrated success for some species, but doubt remains over the appropriateness of standard N-mixture models for many species. Here we develop the N-mixture model to accommodate zero-inflated data, a common occurrence in ecology, by employing zero-inflated count models. To our knowledge, this is the first application of this method to modeling count data. We use four variants of the N-mixture model (Poisson, zero-inflated Poisson, negative binomial, and zero-inflated negative binomial) to model abundance, occupancy (zero-inflated models only) and detection probability of six birds in South Australia. We assess models by their statistical fit and the ecological realism of the parameter estimates. Specifically, we assess the statistical fit with AIC and assess the ecological realism by comparing the parameter estimates with expected values derived from literature, ecological theory, and expert opinion. We demonstrate that, despite being frequently ranked the "best model" according to AIC, the negative binomial variants of the N-mixture often produce ecologically unrealistic parameter estimates. The zero-inflated Poisson variant is preferable to the negative binomial variants of the N-mixture, as it models an ecological mechanism rather than a
Real time tracking by LOPF algorithm with mixture model
Meng, Bo; Zhu, Ming; Han, Guangliang; Wu, Zhiguo
2007-11-01
A new particle filter-the Local Optimum Particle Filter (LOPF) algorithm is presented for tracking object accurately and steadily in visual sequences in real time which is a challenge task in computer vision field. In order to using the particles efficiently, we first use Sobel algorithm to extract the profile of the object. Then, we employ a new Local Optimum algorithm to auto-initialize some certain number of particles from these edge points as centre of the particles. The main advantage we do this in stead of selecting particles randomly in conventional particle filter is that we can pay more attentions on these more important optimum candidates and reduce the unnecessary calculation on those negligible ones, in addition we can overcome the conventional degeneracy phenomenon in a way and decrease the computational costs. Otherwise, the threshold is a key factor that affecting the results very much. So here we adapt an adaptive threshold choosing method to get the optimal Sobel result. The dissimilarities between the target model and the target candidates are expressed by a metric derived from the Bhattacharyya coefficient. Here, we use both the counter cue to select the particles and the color cur to describe the targets as the mixture target model. The effectiveness of our scheme is demonstrated by real visual tracking experiments. Results from simulations and experiments with real video data show the improved performance of the proposed algorithm when compared with that of the standard particle filter. The superior performance is evident when the target encountering the occlusion in real video where the standard particle filter usually fails.
A Note on the Use of Mixture Models for Individual Prediction.
Cole, Veronica T; Bauer, Daniel J
Mixture models capture heterogeneity in data by decomposing the population into latent subgroups, each of which is governed by its own subgroup-specific set of parameters. Despite the flexibility and widespread use of these models, most applications have focused solely on making inferences for whole or sub-populations, rather than individual cases. The current article presents a general framework for computing marginal and conditional predicted values for individuals using mixture model results. These predicted values can be used to characterize covariate effects, examine the fit of the model for specific individuals, or forecast future observations from previous ones. Two empirical examples are provided to demonstrate the usefulness of individual predicted values in applications of mixture models. The first example examines the relative timing of initiation of substance use using a multiple event process survival mixture model whereas the second example evaluates changes in depressive symptoms over adolescence using a growth mixture model.
Directory of Open Access Journals (Sweden)
Arghya Chakravorty
2018-03-01
Full Text Available Conventional modeling techniques to model macromolecular solvation and its effect on binding in the framework of Poisson-Boltzmann based implicit solvent models make use of a geometrically defined surface to depict the separation of macromolecular interior (low dielectric constant from the solvent phase (high dielectric constant. Though this simplification saves time and computational resources without significantly compromising the accuracy of free energy calculations, it bypasses some of the key physio-chemical properties of the solute-solvent interface, e.g., the altered flexibility of water molecules and that of side chains at the interface, which results in dielectric properties different from both bulk water and macromolecular interior, respectively. Here we present a Gaussian-based smooth dielectric model, an inhomogeneous dielectric distribution model that mimics the effect of macromolecular flexibility and captures the altered properties of surface bound water molecules. Thus, the model delivers a smooth transition of dielectric properties from the macromolecular interior to the solvent phase, eliminating any unphysical surface separating the two phases. Using various examples of macromolecular binding, we demonstrate its utility and illustrate the comparison with the conventional 2-dielectric model. We also showcase some additional abilities of this model, viz. to account for the effect of electrolytes in the solution and to render the distribution profile of water across a lipid membrane.
Fallah-Shorshani, Masoud; Shekarrizfard, Maryam; Hatzopoulou, Marianne
2017-03-01
The development and use of dispersion models that simulate traffic-related air pollution in urban areas has risen significantly in support of air pollution exposure research. In order to accurately estimate population exposure, it is important to generate concentration surfaces that take into account near-road concentrations as well as the transport of pollutants throughout an urban region. In this paper, an integrated modelling chain was developed to simulate ambient Nitrogen Dioxide (NO2) in a dense urban neighbourhood while taking into account traffic emissions, the regional background, and the transport of pollutants within the urban canopy. For this purpose, we developed a hybrid configuration including 1) a street canyon model, which simulates pollutant transfer along streets and intersections, taking into account the geometry of buildings and other obstacles, and 2) a Gaussian puff model, which resolves the transport of contaminants at the top of the urban canopy and accounts for regional meteorology. Each dispersion model was validated against measured concentrations and compared against the hybrid configuration. Our results demonstrate that the hybrid approach significantly improves the output of each model on its own. An underestimation appears clearly for the Gaussian model and street-canyon model compared to observed data. This is due to ignoring the building effect by the Gaussian model and undermining the contribution of other roads by the canyon model. The hybrid approach reduced the RMSE (of observed vs. predicted concentrations) by 16%-25% compared to each model on its own, and increased FAC2 (fraction of predictions within a factor of two of the observations) by 10%-34%.
Hu, Beibei; Shi, Haifeng; Zhang, Yixin
2018-06-01
We theoretically study the fiber-coupling efficiency of Gaussian-Schell model beams propagating through oceanic turbulence. The expression of the fiber-coupling efficiency is derived based on the spatial power spectrum of oceanic turbulence and the cross-spectral density function. Our work shows that the salinity fluctuation has a greater impact on the fiber-coupling efficiency than temperature fluctuation does. We can select longer λ in the "ocean window" and higher spatial coherence of light source to improve the fiber-coupling efficiency of the communication link. We also can achieve the maximum fiber-coupling efficiency by choosing design parameter according specific oceanic turbulence condition. Our results are able to help the design of optical communication link for oceanic turbulence to fiber sensor.
International Nuclear Information System (INIS)
Hassan, W.; Blodgett, M.
2006-01-01
Shot peening is the primary surface treatment used to create a uniform, consistent, and reliable sub-surface compressive residual stress layer in aero engine components. A by-product of the shot peening process is random surface roughness that can affect the measurements of the resulting residual stresses and therefore impede their NDE assessment. High frequency eddy current conductivity measurements have the potential to assess these residual stresses in Ni-base super alloys. However, the effect of random surface roughness is expected to become significant in the desired measurement frequency range of 10 to 100 MHz. In this paper, a new Multi-Gaussian (MG) auto-correlation function is proposed for modeling the resulting pseudo-random rough profiles. Its use in the calculation of the Apparent Eddy Current Conductivity (AECC) loss due to surface roughness is demonstrated. The numerical results presented need to be validated with experimental measurements
Zheng, Qiang; Li, Honglun; Fan, Baode; Wu, Shuanhu; Xu, Jindong
2017-12-01
Active contour model (ACM) has been one of the most widely utilized methods in magnetic resonance (MR) brain image segmentation because of its ability of capturing topology changes. However, most of the existing ACMs only consider single-slice information in MR brain image data, i.e., the information used in ACMs based segmentation method is extracted only from one slice of MR brain image, which cannot take full advantage of the adjacent slice images' information, and cannot satisfy the local segmentation of MR brain images. In this paper, a novel ACM is proposed to solve the problem discussed above, which is based on multi-variate local Gaussian distribution and combines the adjacent slice images' information in MR brain image data to satisfy segmentation. The segmentation is finally achieved through maximizing the likelihood estimation. Experiments demonstrate the advantages of the proposed ACM over the single-slice ACM in local segmentation of MR brain image series.
Additivity of statistical moments in the exponentially modified Gaussian model of chromatography
International Nuclear Information System (INIS)
Howerton, Samuel B.; Lee Chomin; McGuffin, Victoria L.
2002-01-01
A homologous series of saturated fatty acids ranging from C 10 to C 22 was separated by reversed-phase capillary liquid chromatography. The resultant zone profiles were found to be fit best by an exponentially modified Gaussian (EMG) function. To compare the EMG function and statistical moments for the analysis of the experimental zone profiles, a series of simulated profiles was generated by using fixed values for retention time and different values for the symmetrical (σ) and asymmetrical (τ) contributions to the variance. The simulated profiles were modified with respect to the integration limits, the number of points, and the signal-to-noise ratio. After modification, each profile was analyzed by using statistical moments and an iteratively fit EMG equation. These data indicate that the statistical moment method is much more susceptible to error when the degree of asymmetry is large, when the integration limits are inappropriately chosen, when the number of points is small, and when the signal-to-noise ratio is small. The experimental zone profiles were then analyzed by using the statistical moment and EMG methods. Although care was taken to minimize the sources of error discussed above, significant differences were found between the two methods. The differences in the second moment suggest that the symmetrical and asymmetrical contributions to broadening in the experimental zone profiles are not independent. As a consequence, the second moment is not equal to the sum of σ 2 and τ 2 , as is commonly assumed. This observation has important implications for the elucidation of thermodynamic and kinetic information from chromatographic zone profiles
Automatic categorization of web pages and user clustering with mixtures of hidden Markov models
Ypma, A.; Heskes, T.M.; Zaiane, O.R.; Srivastav, J.
2003-01-01
We propose mixtures of hidden Markov models for modelling clickstreams of web surfers. Hence, the page categorization is learned from the data without the need for a (possibly cumbersome) manual categorization. We provide an EM algorithm for training a mixture of HMMs and show that additional static
de Jong, Martijn G.; Steenkamp, Jan-Benedict E. M.
2010-01-01
We present a class of finite mixture multilevel multidimensional ordinal IRT models for large scale cross-cultural research. Our model is proposed for confirmatory research settings. Our prior for item parameters is a mixture distribution to accommodate situations where different groups of countries have different measurement operations, while…
Genetic Analysis of Somatic Cell Score in Danish Holsteins Using a Liability-Normal Mixture Model
DEFF Research Database (Denmark)
Madsen, P; Shariati, M M; Ødegård, J
2008-01-01
Mixture models are appealing for identifying hidden structures affecting somatic cell score (SCS) data, such as unrecorded cases of subclinical mastitis. Thus, liability-normal mixture (LNM) models were used for genetic analysis of SCS data, with the aim of predicting breeding values for such cas...
ODE constrained mixture modelling: a method for unraveling subpopulation structures and dynamics.
Directory of Open Access Journals (Sweden)
Jan Hasenauer
2014-07-01
Full Text Available Functional cell-to-cell variability is ubiquitous in multicellular organisms as well as bacterial populations. Even genetically identical cells of the same cell type can respond differently to identical stimuli. Methods have been developed to analyse heterogeneous populations, e.g., mixture models and stochastic population models. The available methods are, however, either incapable of simultaneously analysing different experimental conditions or are computationally demanding and difficult to apply. Furthermore, they do not account for biological information available in the literature. To overcome disadvantages of existing methods, we combine mixture models and ordinary differential equation (ODE models. The ODE models provide a mechanistic description of the underlying processes while mixture models provide an easy way to capture variability. In a simulation study, we show that the class of ODE constrained mixture models can unravel the subpopulation structure and determine the sources of cell-to-cell variability. In addition, the method provides reliable estimates for kinetic rates and subpopulation characteristics. We use ODE constrained mixture modelling to study NGF-induced Erk1/2 phosphorylation in primary sensory neurones, a process relevant in inflammatory and neuropathic pain. We propose a mechanistic pathway model for this process and reconstructed static and dynamical subpopulation characteristics across experimental conditions. We validate the model predictions experimentally, which verifies the capabilities of ODE constrained mixture models. These results illustrate that ODE constrained mixture models can reveal novel mechanistic insights and possess a high sensitivity.
ODE constrained mixture modelling: a method for unraveling subpopulation structures and dynamics.
Hasenauer, Jan; Hasenauer, Christine; Hucho, Tim; Theis, Fabian J
2014-07-01
Functional cell-to-cell variability is ubiquitous in multicellular organisms as well as bacterial populations. Even genetically identical cells of the same cell type can respond differently to identical stimuli. Methods have been developed to analyse heterogeneous populations, e.g., mixture models and stochastic population models. The available methods are, however, either incapable of simultaneously analysing different experimental conditions or are computationally demanding and difficult to apply. Furthermore, they do not account for biological information available in the literature. To overcome disadvantages of existing methods, we combine mixture models and ordinary differential equation (ODE) models. The ODE models provide a mechanistic description of the underlying processes while mixture models provide an easy way to capture variability. In a simulation study, we show that the class of ODE constrained mixture models can unravel the subpopulation structure and determine the sources of cell-to-cell variability. In addition, the method provides reliable estimates for kinetic rates and subpopulation characteristics. We use ODE constrained mixture modelling to study NGF-induced Erk1/2 phosphorylation in primary sensory neurones, a process relevant in inflammatory and neuropathic pain. We propose a mechanistic pathway model for this process and reconstructed static and dynamical subpopulation characteristics across experimental conditions. We validate the model predictions experimentally, which verifies the capabilities of ODE constrained mixture models. These results illustrate that ODE constrained mixture models can reveal novel mechanistic insights and possess a high sensitivity.
Modelling of phase equilibria of glycol ethers mixtures using an association model
DEFF Research Database (Denmark)
Garrido, Nuno M.; Folas, Georgios; Kontogeorgis, Georgios
2008-01-01
Vapor-liquid and liquid-liquid equilibria of glycol ethers (surfactant) mixtures with hydrocarbons, polar compounds and water are calculated using an association model, the Cubic-Plus-Association Equation of State. Parameters are estimated for several non-ionic surfactants of the polyoxyethylene ...
Zhu, Xiaoshu
2013-01-01
The current study introduced a general modeling framework, multilevel mixture IRT (MMIRT) which detects and describes characteristics of population heterogeneity, while accommodating the hierarchical data structure. In addition to introducing both continuous and discrete approaches to MMIRT, the main focus of the current study was to distinguish…
Depaoli, Sarah; van de Schoot, Rens; van Loey, Nancy; Sijbrandij, Marit
2015-01-01
BACKGROUND: After traumatic events, such as disaster, war trauma, and injuries including burns (which is the focus here), the risk to develop posttraumatic stress disorder (PTSD) is approximately 10% (Breslau & Davis, 1992). Latent Growth Mixture Modeling can be used to classify individuals into
Directory of Open Access Journals (Sweden)
Viet Dung Cao
2013-10-01
Full Text Available Background: We extend the "Wedding Ring‟ agent-based model of marriage formation to include some empirical information on the natural population change for the United Kingdom together with behavioural explanations that drive the observed nuptiality trends. Objective: We propose a method to explore statistical properties of agent-based demographic models. By coupling rule-based explanations driving the agent-based model with observed data we wish to bring agent-based modelling and demographic analysis closer together. Methods: We present a Semi-Artificial Model of Population, which aims to bridge demographic micro-simulation and agent-based traditions. We then utilise a Gaussian process emulator - a statistical model of the base model - to analyse the impact of selected model parameters on two key model outputs: population size and share of married agents. A sensitivity analysis is attempted, aiming to assess the relative importance of different inputs. Results: The resulting multi-state model of population dynamics has enhanced predictive capacity as compared to the original specification of the Wedding Ring, but there are some trade-offs between the outputs considered. The sensitivity analysis allows identification of the most important parameters in the modelled marriage formation process. Conclusions: The proposed methods allow for generating coherent, multi-level agent-based scenarios aligned with some aspects of empirical demographic reality. Emulators permit a statistical analysis of their properties and help select plausible parameter values. Comments: Given non-linearities in agent-based models such as the Wedding Ring, and the presence of feedback loops, the uncertainty in the model may not be directly computable by using traditional statistical methods. The use of statistical emulators offers a way forward.
Gassmann Modeling of Acoustic Properties of Sand-clay Mixtures
Gurevich, B.; Carcione, J. M.
The feasibility of modeling elastic properties of a fluid-saturated sand-clay mixture rock is analyzed by assuming that the rock is composed of macroscopic regions of sand and clay. The elastic properties of such a composite rock are computed using two alternative schemes.The first scheme, which we call the composite Gassmann (CG) scheme, uses Gassmann equations to compute elastic moduli of the saturated sand and clay from their respective dry moduli. The effective elastic moduli of the fluid-saturated composite rock are then computed by applying one of the mixing laws commonly used to estimate elastic properties of composite materials.In the second scheme which we call the Berryman-Milton scheme, the elastic moduli of the dry composite rock matrix are computed from the moduli of dry sand and clay matrices using the same composite mixing law used in the first scheme. Next, the saturated composite rock moduli are computed using the equations of Brown and Korringa, which, together with the expressions for the coefficients derived by Berryman and Milton, provide an extension of Gassmann equations to rocks with a heterogeneous solid matrix.For both schemes, the moduli of the dry homogeneous sand and clay matrices are assumed to obey the Krief's velocity-porosity relationship. As a mixing law we use the self-consistent coherent potential approximation proposed by Berryman.The calculated dependence of compressional and shear velocities on porosity and clay content for a given set of parameters using the two schemes depends on the distribution of total porosity between the sand and clay regions. If the distribution of total porosity between sand and clay is relatively uniform, the predictions of the two schemes in the porosity range up to 0.3 are very similar to each other. For higher porosities and medium-to-large clay content the elastic moduli predicted by CG scheme are significantly higher than those predicted by the BM scheme.This difference is explained by the fact
Hirayama, Shusuke; Takayanagi, Taisuke; Fujii, Yusuke; Fujimoto, Rintaro; Fujitaka, Shinichiro; Umezawa, Masumi; Nagamine, Yoshihiko; Hosaka, Masahiro; Yasui, Keisuke; Omachi, Chihiro; Toshito, Toshiyuki
2016-03-01
The main purpose in this study was to present the results of beam modeling and how the authors systematically investigated the influence of double and triple Gaussian proton kernel models on the accuracy of dose calculations for spot scanning technique. The accuracy of calculations was important for treatment planning software (TPS) because the energy, spot position, and absolute dose had to be determined by TPS for the spot scanning technique. The dose distribution was calculated by convolving in-air fluence with the dose kernel. The dose kernel was the in-water 3D dose distribution of an infinitesimal pencil beam and consisted of an integral depth dose (IDD) and a lateral distribution. Accurate modeling of the low-dose region was important for spot scanning technique because the dose distribution was formed by cumulating hundreds or thousands of delivered beams. The authors employed a double Gaussian function as the in-air fluence model of an individual beam. Double and triple Gaussian kernel models were also prepared for comparison. The parameters of the kernel lateral model were derived by fitting a simulated in-water lateral dose profile induced by an infinitesimal proton beam, whose emittance was zero, at various depths using Monte Carlo (MC) simulation. The fitted parameters were interpolated as a function of depth in water and stored as a separate look-up table. These stored parameters for each energy and depth in water were acquired from the look-up table when incorporating them into the TPS. The modeling process for the in-air fluence and IDD was based on the method proposed in the literature. These were derived using MC simulation and measured data. The authors compared the measured and calculated absolute doses at the center of the spread-out Bragg peak (SOBP) under various volumetric irradiation conditions to systematically investigate the influence of the two types of kernel models on the dose calculations. The authors investigated the difference
Self-organising mixture autoregressive model for non-stationary time series modelling.
Ni, He; Yin, Hujun
2008-12-01
Modelling non-stationary time series has been a difficult task for both parametric and nonparametric methods. One promising solution is to combine the flexibility of nonparametric models with the simplicity of parametric models. In this paper, the self-organising mixture autoregressive (SOMAR) network is adopted as a such mixture model. It breaks time series into underlying segments and at the same time fits local linear regressive models to the clusters of segments. In such a way, a global non-stationary time series is represented by a dynamic set of local linear regressive models. Neural gas is used for a more flexible structure of the mixture model. Furthermore, a new similarity measure has been introduced in the self-organising network to better quantify the similarity of time series segments. The network can be used naturally in modelling and forecasting non-stationary time series. Experiments on artificial, benchmark time series (e.g. Mackey-Glass) and real-world data (e.g. numbers of sunspots and Forex rates) are presented and the results show that the proposed SOMAR network is effective and superior to other similar approaches.
Diffusion models for mixtures using a stiff dissipative hyperbolic formalism
Boudin , Laurent; Grec , Bérénice; Pavan , Vincent
2018-01-01
In this article, we are interested in a system of uid equations for mixtures with a sti relaxation term of Maxwell-Stefan diusion type. We use the formalism developed by Chen, Levermore, Liu in [4] to obtain a limit system of Fick type where the species velocities tend to align to a bulk velocity when the relaxation parameter remains small.
International Nuclear Information System (INIS)
Marrel, A.
2008-01-01
In the studies of environmental transfer and risk assessment, numerical models are used to simulate, understand and predict the transfer of pollutant. These computer codes can depend on a high number of uncertain input parameters (geophysical variables, chemical parameters, etc.) and can be often too computer time expensive. To conduct uncertainty propagation studies and to measure the importance of each input on the response variability, the computer code has to be approximated by a meta model which is build on an acceptable number of simulations of the code and requires a negligible calculation time. We focused our research work on the use of Gaussian process meta model to make the sensitivity analysis of the code. We proposed a methodology with estimation and input selection procedures in order to build the meta model in the case of a high number of inputs and with few simulations available. Then, we compared two approaches to compute the sensitivity indices with the meta model and proposed an algorithm to build prediction intervals for these indices. Afterwards, we were interested in the choice of the code simulations. We studied the influence of different sampling strategies on the predictiveness of the Gaussian process meta model. Finally, we extended our statistical tools to a functional output of a computer code. We combined a decomposition on a wavelet basis with the Gaussian process modelling before computing the functional sensitivity indices. All the tools and statistical methodologies that we developed were applied to the real case of a complex hydrogeological computer code, simulating radionuclide transport in groundwater. (author) [fr
Tachyon mediated non-Gaussianity
International Nuclear Information System (INIS)
Dutta, Bhaskar; Leblond, Louis; Kumar, Jason
2008-01-01
We describe a general scenario where primordial non-Gaussian curvature perturbations are generated in models with extra scalar fields. The extra scalars communicate to the inflaton sector mainly through the tachyonic (waterfall) field condensing at the end of hybrid inflation. These models can yield significant non-Gaussianity of the local shape, and both signs of the bispectrum can be obtained. These models have cosmic strings and a nearly flat power spectrum, which together have been recently shown to be a good fit to WMAP data. We illustrate with a model of inflation inspired from intersecting brane models.
CSIR Research Space (South Africa)
Miya, WS
2008-10-01
Full Text Available was performed in MATLAB simulation environment with an IntelTM CoreTM2 Duo computer operating at a processor speed of 3 GHz. ENN simulation procedures entail the use of optimal learning rate, a minimum number of epochs (also used as a training.... Intelligent Transformer Monitoring System Utilizing Neuro-Fuzzy Technique Approach http://www.pserc.org/cgipserc/getbig/publicati/reports/2004report/shures hi_smart_sensor_final_report.pdf, Last accessed 27 September 2007. [3] Wang M H. Extension Neural...
CSIR Research Space (South Africa)
Heyns, T
2012-10-01
Full Text Available Lw+1 pLw+2 ::: p2Lw ]T . This is repeated until rN=Lw signal segments have been obtained. The signal segments are collected in the matrix Xs, where Xs = [s1 s2 :::srN=Lw ]. Each column in Xs represents a pinion-gear meshing period. 4 A measure... of discrepancy (NLL value) will be computed for each column in Xs. The resulting NLL discrepancy signal will have a much lower sampling rate than the original vibration signal. The lower sampling rate reduces the computational burden of the algorithm, without...
Sound speed models for a noncondensible gas-steam-water mixture
International Nuclear Information System (INIS)
Ransom, V.H.; Trapp, J.A.
1984-01-01
An analytical expression is derived for the homogeneous equilibrium speed of sound in a mixture of noncondensible gas, steam, and water. The expression is based on the Gibbs free energy interphase equilibrium condition for a Gibbs-Dalton mixture in contact with a pure liquid phase. Several simplified models are discussed including the homogeneous frozen model. These idealized models can be used as a reference for data comparison and also serve as a basis for empirically corrected nonhomogeneous and nonequilibrium models
Model-based experimental design for assessing effects of mixtures of chemicals
Energy Technology Data Exchange (ETDEWEB)
Baas, Jan, E-mail: jan.baas@falw.vu.n [Vrije Universiteit of Amsterdam, Dept of Theoretical Biology, De Boelelaan 1085, 1081 HV Amsterdam (Netherlands); Stefanowicz, Anna M., E-mail: anna.stefanowicz@uj.edu.p [Institute of Environmental Sciences, Jagiellonian University, Gronostajowa 7, 30-387 Krakow (Poland); Klimek, Beata, E-mail: beata.klimek@uj.edu.p [Institute of Environmental Sciences, Jagiellonian University, Gronostajowa 7, 30-387 Krakow (Poland); Laskowski, Ryszard, E-mail: ryszard.laskowski@uj.edu.p [Institute of Environmental Sciences, Jagiellonian University, Gronostajowa 7, 30-387 Krakow (Poland); Kooijman, Sebastiaan A.L.M., E-mail: bas@bio.vu.n [Vrije Universiteit of Amsterdam, Dept of Theoretical Biology, De Boelelaan 1085, 1081 HV Amsterdam (Netherlands)
2010-01-15
We exposed flour beetles (Tribolium castaneum) to a mixture of four poly aromatic hydrocarbons (PAHs). The experimental setup was chosen such that the emphasis was on assessing partial effects. We interpreted the effects of the mixture by a process-based model, with a threshold concentration for effects on survival. The behavior of the threshold concentration was one of the key features of this research. We showed that the threshold concentration is shared by toxicants with the same mode of action, which gives a mechanistic explanation for the observation that toxic effects in mixtures may occur in concentration ranges where the individual components do not show effects. Our approach gives reliable predictions of partial effects on survival and allows for a reduction of experimental effort in assessing effects of mixtures, extrapolations to other mixtures, other points in time, or in a wider perspective to other organisms. - We show a mechanistic approach to assess effects of mixtures in low concentrations.
Model-based experimental design for assessing effects of mixtures of chemicals
International Nuclear Information System (INIS)
Baas, Jan; Stefanowicz, Anna M.; Klimek, Beata; Laskowski, Ryszard; Kooijman, Sebastiaan A.L.M.
2010-01-01
We exposed flour beetles (Tribolium castaneum) to a mixture of four poly aromatic hydrocarbons (PAHs). The experimental setup was chosen such that the emphasis was on assessing partial effects. We interpreted the effects of the mixture by a process-based model, with a threshold concentration for effects on survival. The behavior of the threshold concentration was one of the key features of this research. We showed that the threshold concentration is shared by toxicants with the same mode of action, which gives a mechanistic explanation for the observation that toxic effects in mixtures may occur in concentration ranges where the individual components do not show effects. Our approach gives reliable predictions of partial effects on survival and allows for a reduction of experimental effort in assessing effects of mixtures, extrapolations to other mixtures, other points in time, or in a wider perspective to other organisms. - We show a mechanistic approach to assess effects of mixtures in low concentrations.
On Two Mixture-Based Clustering Approaches Used in Modeling an Insurance Portfolio
Directory of Open Access Journals (Sweden)
Tatjana Miljkovic
2018-05-01
Full Text Available We review two complementary mixture-based clustering approaches for modeling unobserved heterogeneity in an insurance portfolio: the generalized linear mixed cluster-weighted model (CWM and mixture-based clustering for an ordered stereotype model (OSM. The latter is for modeling of ordinal variables, and the former is for modeling losses as a function of mixed-type of covariates. The article extends the idea of mixture modeling to a multivariate classification for the purpose of testing unobserved heterogeneity in an insurance portfolio. The application of both methods is illustrated on a well-known French automobile portfolio, in which the model fitting is performed using the expectation-maximization (EM algorithm. Our findings show that these mixture-based clustering methods can be used to further test unobserved heterogeneity in an insurance portfolio and as such may be considered in insurance pricing, underwriting, and risk management.
A non-Gaussian generalisation of the Airline model for robust Seasonal Adjustment
Aston, J.; Koopman, S.J.
2006-01-01
In their seminal book Time Series Analysis: Forecasting and Control, Box and Jenkins (1976) introduce the Airline model, which is still routinely used for the modelling of economic seasonal time series. The Airline model is for a differenced time series (in levels and seasons) and constitutes a
Model-based experimental design for assessing effects of mixtures of chemicals
Baas, J.; Stefanowicz, A.M.; Klimek, B.; Laskowski, R.; Kooijman, S.A.L.M.
2010-01-01
We exposed flour beetles (Tribolium castaneum) to a mixture of four poly aromatic hydrocarbons (PAHs). The experimental setup was chosen such that the emphasis was on assessing partial effects. We interpreted the effects of the mixture by a process-based model, with a threshold concentration for
A general mixture model for mapping quantitative trait loci by using molecular markers
Jansen, R.C.
1992-01-01
In a segregating population a quantitative trait may be considered to follow a mixture of (normal) distributions, the mixing proportions being based on Mendelian segregation rules. A general and flexible mixture model is proposed for mapping quantitative trait loci (QTLs) by using molecular markers.
Directory of Open Access Journals (Sweden)
Douglas A. Fynan
2016-06-01
Full Text Available The Gaussian process model (GPM is a flexible surrogate model that can be used for nonparametric regression for multivariate problems. A unique feature of the GPM is that a prediction variance is automatically provided with the regression function. In this paper, we estimate the safety margin of a nuclear power plant by performing regression on the output of best-estimate simulations of a large-break loss-of-coolant accident with sampling of safety system configuration, sequence timing, technical specifications, and thermal hydraulic parameter uncertainties. The key aspect of our approach is that the GPM regression is only performed on the dominant input variables, the safety injection flow rate and the delay time for AC powered pumps to start representing sequence timing uncertainty, providing a predictive model for the peak clad temperature during a reflood phase. Other uncertainties are interpreted as contributors to the measurement noise of the code output and are implicitly treated in the GPM in the noise variance term, providing local uncertainty bounds for the peak clad temperature. We discuss the applicability of the foregoing method to reduce the use of conservative assumptions in best estimate plus uncertainty (BEPU and Level 1 probabilistic safety assessment (PSA success criteria definitions while dealing with a large number of uncertainties.
Yang, Duo; Zhang, Xu; Pan, Rui; Wang, Yujie; Chen, Zonghai
2018-04-01
The state-of-health (SOH) estimation is always a crucial issue for lithium-ion batteries. In order to provide an accurate and reliable SOH estimation, a novel Gaussian process regression (GPR) model based on charging curve is proposed in this paper. Different from other researches where SOH is commonly estimated by cycle life, in this work four specific parameters extracted from charging curves are used as inputs of the GPR model instead of cycle numbers. These parameters can reflect the battery aging phenomenon from different angles. The grey relational analysis method is applied to analyze the relational grade between selected features and SOH. On the other hand, some adjustments are made in the proposed GPR model. Covariance function design and the similarity measurement of input variables are modified so as to improve the SOH estimate accuracy and adapt to the case of multidimensional input. Several aging data from NASA data repository are used for demonstrating the estimation effect by the proposed method. Results show that the proposed method has high SOH estimation accuracy. Besides, a battery with dynamic discharging profile is used to verify the robustness and reliability of this method.
International Nuclear Information System (INIS)
Walter, H.
2004-01-01
Powerful tools to describe atmospheric transport processes for radiation protection can be provided by meteorology; these are atmospheric flow and dispersion models. Concerning dispersion models, Gaussian plume models have been used since a long time to describe atmospheric dispersion processes. Advantages of the Gaussian plume models are short computation time, good validation and broad acceptance worldwide. However, some limitations and their implications on model result interpretation have to be taken into account, as the mathematical derivation of an analytic solution of the equations of motion leads to severe constraints. In order to minimise these constraints, various dispersion models for scientific and regulatory purposes have been developed and applied. Among these the Lagrangian particle models are of special interest, because these models are able to simulate atmospheric transport processes close to reality, e.g. the influence of orography, topography, wind shear and other meteorological phenomena. Within this study, the characteristics and computational results of Gaussian dispersion models as well as of Lagrangian models have been compared and evaluated on the base of numerous papers and reports published in literature. Special emphasis has been laid on the intention that dispersion models should comply with EU requests (Richtlinie 96/29/Euratom, 1996) on a more realistic assessment of the radiation exposure to the population. (orig.)
Metal Mixture Modeling Evaluation project: 2. Comparison of four modeling approaches
Farley, Kevin J.; Meyer, Joe; Balistrieri, Laurie S.; DeSchamphelaere, Karl; Iwasaki, Yuichi; Janssen, Colin; Kamo, Masashi; Lofts, Steve; Mebane, Christopher A.; Naito, Wataru; Ryan, Adam C.; Santore, Robert C.; Tipping, Edward
2015-01-01
As part of the Metal Mixture Modeling Evaluation (MMME) project, models were developed by the National Institute of Advanced Industrial Science and Technology (Japan), the U.S. Geological Survey (USA), HDR⎪HydroQual, Inc. (USA), and the Centre for Ecology and Hydrology (UK) to address the effects of metal mixtures on biological responses of aquatic organisms. A comparison of the 4 models, as they were presented at the MMME Workshop in Brussels, Belgium (May 2012), is provided herein. Overall, the models were found to be similar in structure (free ion activities computed by WHAM; specific or non-specific binding of metals/cations in or on the organism; specification of metal potency factors and/or toxicity response functions to relate metal accumulation to biological response). Major differences in modeling approaches are attributed to various modeling assumptions (e.g., single versus multiple types of binding site on the organism) and specific calibration strategies that affected the selection of model parameters. The models provided a reasonable description of additive (or nearly additive) toxicity for a number of individual toxicity test results. Less-than-additive toxicity was more difficult to describe with the available models. Because of limitations in the available datasets and the strong inter-relationships among the model parameters (log KM values, potency factors, toxicity response parameters), further evaluation of specific model assumptions and calibration strategies is needed.
Park, Yoon Soo; Lee, Young-Sun; Xing, Kuan
2016-01-01
This study investigates the impact of item parameter drift (IPD) on parameter and ability estimation when the underlying measurement model fits a mixture distribution, thereby violating the item invariance property of unidimensional item response theory (IRT) models. An empirical study was conducted to demonstrate the occurrence of both IPD and an underlying mixture distribution using real-world data. Twenty-one trended anchor items from the 1999, 2003, and 2007 administrations of Trends in International Mathematics and Science Study (TIMSS) were analyzed using unidimensional and mixture IRT models. TIMSS treats trended anchor items as invariant over testing administrations and uses pre-calibrated item parameters based on unidimensional IRT. However, empirical results showed evidence of two latent subgroups with IPD. Results also showed changes in the distribution of examinee ability between latent classes over the three administrations. A simulation study was conducted to examine the impact of IPD on the estimation of ability and item parameters, when data have underlying mixture distributions. Simulations used data generated from a mixture IRT model and estimated using unidimensional IRT. Results showed that data reflecting IPD using mixture IRT model led to IPD in the unidimensional IRT model. Changes in the distribution of examinee ability also affected item parameters. Moreover, drift with respect to item discrimination and distribution of examinee ability affected estimates of examinee ability. These findings demonstrate the need to caution and evaluate IPD using a mixture IRT framework to understand its effects on item parameters and examinee ability.
Directory of Open Access Journals (Sweden)
Yoon Soo ePark
2016-02-01
Full Text Available This study investigates the impact of item parameter drift (IPD on parameter and ability estimation when the underlying measurement model fits a mixture distribution, thereby violating the item invariance property of unidimensional item response theory (IRT models. An empirical study was conducted to demonstrate the occurrence of both IPD and an underlying mixture distribution using real-world data. Twenty-one trended anchor items from the 1999, 2003, and 2007 administrations of Trends in International Mathematics and Science Study (TIMSS were analyzed using unidimensional and mixture IRT models. TIMSS treats trended anchor items as invariant over testing administrations and uses pre-calibrated item parameters based on unidimensional IRT. However, empirical results showed evidence of two latent subgroups with IPD. Results showed changes in the distribution of examinee ability between latent classes over the three administrations. A simulation study was conducted to examine the impact of IPD on the estimation of ability and item parameters, when data have underlying mixture distributions. Simulations used data generated from a mixture IRT model and estimated using unidimensional IRT. Results showed that data reflecting IPD using mixture IRT model led to IPD in the unidimensional IRT model. Changes in the distribution of examinee ability also affected item parameters. Moreover, drift with respect to item discrimination and distribution of examinee ability affected estimates of examinee ability. These findings demonstrate the need to caution and evaluate IPD using a mixture IRT framework to understand its effect on item parameters and examinee ability.
Directory of Open Access Journals (Sweden)
Orlov Alexey
2016-01-01
Full Text Available This article presents results of development of the mathematical model of nonstationary separation processes occurring in gas centrifuge cascades for separation of multicomponent isotope mixtures. This model was used for the calculation parameters of gas centrifuge cascade for separation of germanium isotopes. Comparison of obtained values with results of other authors revealed that developed mathematical model is adequate to describe nonstationary separation processes in gas centrifuge cascades for separation of multicomponent isotope mixtures.
A direct derivation of the exact Fisther information matrix of Gaussian vector state space models
Klein, A.A.B.; Neudecker, H.
2000-01-01
This paper deals with a direct derivation of Fisher's information matrix of vector state space models for the general case, by which is meant the establishment of the matrix as a whole and not element by element. The method to be used is matrix differentiation, see [4]. We assume the model to be
Analysis of the anomalous mean-field like properties of Gaussian core model in terms of entropy
Nandi, Manoj Kumar; Maitra Bhattacharyya, Sarika
2018-01-01
Studies of the Gaussian core model (GCM) have shown that it behaves like a mean-field model and the properties are quite different from standard glass former. In this work, we investigate the entropies, namely, the excess entropy (Sex) and the configurational entropy (Sc) and their different components to address these anomalies. Our study corroborates most of the earlier observations and also sheds new light on the high and low temperature dynamics. We find that unlike in standard glass former where high temperature dynamics is dominated by two-body correlation and low temperature by many-body correlations, in the GCM both high and low temperature dynamics are dominated by many-body correlations. We also find that the many-body entropy which is usually positive at low temperatures and is associated with activated dynamics is negative in the GCM suggesting suppression of activation. Interestingly despite the suppression of activation, the Adam-Gibbs (AG) relation that describes activated dynamics holds in the GCM, thus suggesting a non-activated contribution in AG relation. We also find an overlap between the AG relation and mode coupling power law regime leading to a power law behavior of Sc. From our analysis of this power law behavior, we predict that in the GCM the high temperature dynamics will disappear at dynamical transition temperature and below that there will be a transition to the activated regime. Our study further reveals that the activated regime in the GCM is quite narrow.
DEFF Research Database (Denmark)
Auger-Méthé, Marie; Field, Chris; Albertsen, Christoffer Moesgaard
2016-01-01
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......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...
Influence of high power ultrasound on rheological and foaming properties of model ice-cream mixtures
Directory of Open Access Journals (Sweden)
Verica Batur
2010-03-01
Full Text Available This paper presents research of the high power ultrasound effect on rheological and foaming properties of ice cream model mixtures. Ice cream model mixtures are prepared according to specific recipes, and afterward undergone through different homogenization techniques: mechanical mixing, ultrasound treatment and combination of mechanical and ultrasound treatment. Specific diameter (12.7 mm of ultrasound probe tip has been used for ultrasound treatment that lasted 5 minutes at 100 percent amplitude. Rheological parameters have been determined using rotational rheometer and expressed as flow index, consistency coefficient and apparent viscosity. From the results it can be concluded that all model mixtures have non-newtonian, dilatant type behavior. The highest viscosities have been observed for model mixtures that were homogenizes with mechanical mixing, and significantly lower values of viscosity have been observed for ultrasound treated ones. Foaming properties are expressed as percentage of increase in foam volume, foam stability index and minimal viscosity. It has been determined that ice cream model mixtures treated only with ultrasound had minimal increase in foam volume, while the highest increase in foam volume has been observed for ice cream mixture that has been treated in combination with mechanical and ultrasound treatment. Also, ice cream mixtures having higher amount of proteins in composition had shown higher foam stability. It has been determined that optimal treatment time is 10 minutes.
Quantifying uncertainty for predictions with model error in non-Gaussian systems with intermittency
International Nuclear Information System (INIS)
Branicki, Michal; Majda, Andrew J
2012-01-01
This paper discusses a range of important mathematical issues arising in applications of a newly emerging stochastic-statistical framework for quantifying and mitigating uncertainties associated with prediction of partially observed and imperfectly modelled complex turbulent dynamical systems. The need for such a framework is particularly severe in climate science where the true climate system is vastly more complicated than any conceivable model; however, applications in other areas, such as neural networks and materials science, are just as important. The mathematical tools employed here rely on empirical information theory and fluctuation–dissipation theorems (FDTs) and it is shown that they seamlessly combine into a concise systematic framework for measuring and optimizing consistency and sensitivity of imperfect models. Here, we utilize a simple statistically exactly solvable ‘perfect’ system with intermittent hidden instabilities and with time-periodic features to address a number of important issues encountered in prediction of much more complex dynamical systems. These problems include the role and mitigation of model error due to coarse-graining, moment closure approximations, and the memory of initial conditions in producing short, medium and long-range predictions. Importantly, based on a suite of increasingly complex imperfect models of the perfect test system, we show that the predictive skill of the imperfect models and their sensitivity to external perturbations is improved by ensuring their consistency on the statistical attractor (i.e. the climate) with the perfect system. Furthermore, the discussed link between climate fidelity and sensitivity via the FDT opens up an enticing prospect of developing techniques for improving imperfect model sensitivity based on specific tests carried out in the training phase of the unperturbed statistical equilibrium/climate. (paper)
Combinatorial bounds on the α-divergence of univariate mixture models
Nielsen, Frank; Sun, Ke
2017-01-01
We derive lower- and upper-bounds of α-divergence between univariate mixture models with components in the exponential family. Three pairs of bounds are presented in order with increasing quality and increasing computational cost. They are verified
Reynolds, Gavin K; Campbell, Jacqueline I; Roberts, Ron J
2017-10-05
A new model to predict the compressibility and compactability of mixtures of pharmaceutical powders has been developed. The key aspect of the model is consideration of the volumetric occupancy of each powder under an applied compaction pressure and the respective contribution it then makes to the mixture properties. The compressibility and compactability of three pharmaceutical powders: microcrystalline cellulose, mannitol and anhydrous dicalcium phosphate have been characterised. Binary and ternary mixtures of these excipients have been tested and used to demonstrate the predictive capability of the model. Furthermore, the model is shown to be uniquely able to capture a broad range of mixture behaviours, including neutral, negative and positive deviations, illustrating its utility for formulation design. Copyright © 2017 Elsevier B.V. All rights reserved.
Modeling Hydrodynamic State of Oil and Gas Condensate Mixture in a Pipeline
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Dudin Sergey
2016-01-01
Based on the developed model a calculation method was obtained which is used to analyze hydrodynamic state and composition of hydrocarbon mixture in each ith section of the pipeline when temperature-pressure and hydraulic conditions change.
A predictive model of natural gas mixture combustion in internal combustion engines
Directory of Open Access Journals (Sweden)
Henry Espinoza
2007-05-01
Full Text Available This study shows the development of a predictive natural gas mixture combustion model for conventional com-bustion (ignition engines. The model was based on resolving two areas; one having unburned combustion mixture and another having combustion products. Energy and matter conservation equations were solved for each crankshaft turn angle for each area. Nonlinear differential equations for each phase’s energy (considering compression, combustion and expansion were solved by applying the fourth-order Runge-Kutta method. The model also enabled studying different natural gas components’ composition and evaluating combustion in the presence of dry and humid air. Validation results are shown with experimental data, demonstrating the software’s precision and accuracy in the results so produced. The results showed cylinder pressure, unburned and burned mixture temperature, burned mass fraction and combustion reaction heat for the engine being modelled using a natural gas mixture.
Mixture estimation with state-space components and Markov model of switching
Czech Academy of Sciences Publication Activity Database
Nagy, Ivan; Suzdaleva, Evgenia
2013-01-01
Roč. 37, č. 24 (2013), s. 9970-9984 ISSN 0307-904X R&D Projects: GA TA ČR TA01030123 Institutional support: RVO:67985556 Keywords : probabilistic dynamic mixtures, * probability density function * state-space models * recursive mixture estimation * Bayesian dynamic decision making under uncertainty * Kerridge inaccuracy Subject RIV: BC - Control Systems Theory Impact factor: 2.158, year: 2013 http://library.utia.cas.cz/separaty/2013/AS/nagy-mixture estimation with state-space components and markov model of switching.pdf
Estimation of value at risk and conditional value at risk using normal mixture distributions model
Kamaruzzaman, Zetty Ain; Isa, Zaidi
2013-04-01
Normal mixture distributions model has been successfully applied in financial time series analysis. In this paper, we estimate the return distribution, value at risk (VaR) and conditional value at risk (CVaR) for monthly and weekly rates of returns for FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI) from July 1990 until July 2010 using the two component univariate normal mixture distributions model. First, we present the application of normal mixture distributions model in empirical finance where we fit our real data. Second, we present the application of normal mixture distributions model in risk analysis where we apply the normal mixture distributions model to evaluate the value at risk (VaR) and conditional value at risk (CVaR) with model validation for both risk measures. The empirical results provide evidence that using the two components normal mixture distributions model can fit the data well and can perform better in estimating value at risk (VaR) and conditional value at risk (CVaR) where it can capture the stylized facts of non-normality and leptokurtosis in returns distribution.
Mohamed Salleh, Faridah Hani; Arif, Shereena Mohd; Zainudin, Suhaila; Firdaus-Raih, Mohd
2015-12-01
A gene regulatory network (GRN) is a large and complex network consisting of interacting elements that, over time, affect each other's state. The dynamics of complex gene regulatory processes are difficult to understand using intuitive approaches alone. To overcome this problem, we propose an algorithm for inferring the regulatory interactions from knock-out data using a Gaussian model combines with Pearson Correlation Coefficient (PCC). There are several problems relating to GRN construction that have been outlined in this paper. We demonstrated the ability of our proposed method to (1) predict the presence of regulatory interactions between genes, (2) their directionality and (3) their states (activation or suppression). The algorithm was applied to network sizes of 10 and 50 genes from DREAM3 datasets and network sizes of 10 from DREAM4 datasets. The predicted networks were evaluated based on AUROC and AUPR. We discovered that high false positive values were generated by our GRN prediction methods because the indirect regulations have been wrongly predicted as true relationships. We achieved satisfactory results as the majority of sub-networks achieved AUROC values above 0.5. Copyright © 2015 Elsevier Ltd. All rights reserved.
Ge, Meng; Jin, Di; He, Dongxiao; Fu, Huazhu; Wang, Jing; Cao, Xiaochun
2017-01-01
Due to the demand for performance improvement and the existence of prior information, semi-supervised community detection with pairwise constraints becomes a hot topic. Most existing methods have been successfully encoding the must-link constraints, but neglect the opposite ones, i.e., the cannot-link constraints, which can force the exclusion between nodes. In this paper, we are interested in understanding the role of cannot-link constraints and effectively encoding pairwise constraints. Towards these goals, we define an integral generative process jointly considering the network topology, must-link and cannot-link constraints. We propose to characterize this process as a Multi-variance Mixed Gaussian Generative (MMGG) Model to address diverse degrees of confidences that exist in network topology and pairwise constraints and formulate it as a weighted nonnegative matrix factorization problem. The experiments on artificial and real-world networks not only illustrate the superiority of our proposed MMGG, but also, most importantly, reveal the roles of pairwise constraints. That is, though the must-link is more important than cannot-link when either of them is available, both must-link and cannot-link are equally important when both of them are available. To the best of our knowledge, this is the first work on discovering and exploring the importance of cannot-link constraints in semi-supervised community detection. PMID:28678864
Gaussian limit of compact spin systems
International Nuclear Information System (INIS)
Bellissard, J.; Angelis, G.F. de
1981-01-01
It is shown that the Wilson and Wilson-Villain U(1) models reproduce, in the low coupling limit, the gaussian lattice approximation of the Euclidean electromagnetic field. By the same methods it is also possible to prove that the plane rotator and the Villain model share a common gaussian behaviour in the low temperature limit. (Auth.)
International Nuclear Information System (INIS)
Kretzschmar, J.G.; Mertens, I.; Vanderborght, B.
1984-01-01
A computer code CAERS (Computer Aided Emergency Response System) has been developed for the simulation of the short-term concentrations caused by an atmospheric emission. The concentration calculations are based on the bi-gaussian theorem with the possibility of using twelve different sets of turbulence typing schemes and dispersion parameters or the plume can be simulated with a bi-dimensional puff trajectory model with tri-gaussian diffusion of the puffs. With the puff trajectory model the emission and the wind conditions can be variable in time. Sixteen SF 6 tracer dispersion experiments, with mobile as well as stationary time averaging sampling, have been carried out for the validation of the on-line and off-line models of CAERS. The tracer experiments of this study have shown that the CAERS system, using the bi-gaussian model and the SCK/CEN turbulence typing scheme, can simulate short time concentration levels very well. The variations of the plume under non-steady emission and meteo conditions are well simulated by the puff trajectory model. This leads to the general conclusion that the atmospheric dispersion models of the CAERS system can give a significant contribution to the management and the interpretation of air pollution concentration measurements in emergency situations
A quantitative trait locus mixture model that avoids spurious LOD score peaks.
Feenstra, Bjarke; Skovgaard, Ib M
2004-06-01
In standard interval mapping of quantitative trait loci (QTL), the QTL effect is described by a normal mixture model. At any given location in the genome, the evidence of a putative QTL is measured by the likelihood ratio of the mixture model compared to a single normal distribution (the LOD score). This approach can occasionally produce spurious LOD score peaks in regions of low genotype information (e.g., widely spaced markers), especially if the phenotype distribution deviates markedly from a normal distribution. Such peaks are not indicative of a QTL effect; rather, they are caused by the fact that a mixture of normals always produces a better fit than a single normal distribution. In this study, a mixture model for QTL mapping that avoids the problems of such spurious LOD score peaks is presented.
A Dirichlet process mixture of generalized Dirichlet distributions for proportional data modeling.
Bouguila, Nizar; Ziou, Djemel
2010-01-01
In this paper, we propose a clustering algorithm based on both Dirichlet processes and generalized Dirichlet distribution which has been shown to be very flexible for proportional data modeling. Our approach can be viewed as an extension of the finite generalized Dirichlet mixture model to the infinite case. The extension is based on nonparametric Bayesian analysis. This clustering algorithm does not require the specification of the number of mixture components to be given in advance and estimates it in a principled manner. Our approach is Bayesian and relies on the estimation of the posterior distribution of clusterings using Gibbs sampler. Through some applications involving real-data classification and image databases categorization using visual words, we show that clustering via infinite mixture models offers a more powerful and robust performance than classic finite mixtures.
International Nuclear Information System (INIS)
Maevskii, K. K.; Kinelovskii, S. A.
2015-01-01
The numerical results of modeling of shock wave loading of mixtures with the SiO 2 component are presented. The TEC (thermodynamic equilibrium component) model is employed to describe the behavior of solid and porous multicomponent mixtures and alloys under shock wave loading. State equations of a Mie–Grüneisen type are used to describe the behavior of condensed phases, taking into account the temperature dependence of the Grüneisen coefficient, gas in pores is one of the components of the environment. The model is based on the assumption that all components of the mixture under shock-wave loading are in thermodynamic equilibrium. The calculation results are compared with the experimental data derived by various authors. The behavior of the mixture containing components with a phase transition under high dynamic loads is described
Short communication: Alteration of priors for random effects in Gaussian linear mixed model
DEFF Research Database (Denmark)
Vandenplas, Jérémie; Christensen, Ole Fredslund; Gengler, Nicholas
2014-01-01
such alterations. Therefore, the aim of this study was to propose a method to alter both the mean and (co)variance of the prior multivariate normal distributions of random effects of linear mixed models while using currently available software packages. The proposed method was tested on simulated examples with 3......, multiple-trait predictions of lactation yields, and Bayesian approaches integrating external information into genetic evaluations) need to alter both the mean and (co)variance of the prior distributions and, to our knowledge, most software packages available in the animal breeding community do not permit...... different software packages available in animal breeding. The examples showed the possibility of the proposed method to alter both the mean and (co)variance of the prior distributions with currently available software packages through the use of an extended data file and a user-supplied (co)variance matrix....
Latent Transition Analysis with a Mixture Item Response Theory Measurement Model
Cho, Sun-Joo; Cohen, Allan S.; Kim, Seock-Ho; Bottge, Brian
2010-01-01
A latent transition analysis (LTA) model was described with a mixture Rasch model (MRM) as the measurement model. Unlike the LTA, which was developed with a latent class measurement model, the LTA-MRM permits within-class variability on the latent variable, making it more useful for measuring treatment effects within latent classes. A simulation…
Directory of Open Access Journals (Sweden)
Filippo Trentini
Full Text Available We consider modeling jointly microarray RNA expression and DNA copy number data. We propose Bayesian mixture models that define latent Gaussian probit scores for the DNA and RNA, and integrate between the two platforms via a regression of the RNA probit scores on the DNA probit scores. Such a regression conveniently allows us to include additional sample specific covariates such as biological conditions and clinical outcomes. The two developed methods are aimed respectively to make inference on differential behaviour of genes in patients showing different subtypes of breast cancer and to predict the pathological complete response (pCR of patients borrowing strength across the genomic platforms. Posterior inference is carried out via MCMC simulations. We demonstrate the proposed methodology using a published data set consisting of 121 breast cancer patients.
Directory of Open Access Journals (Sweden)
Meyfroidt Geert
2011-10-01
Full Text Available Abstract Background The intensive care unit (ICU length of stay (LOS of patients undergoing cardiac surgery may vary considerably, and is often difficult to predict within the first hours after admission. The early clinical evolution of a cardiac surgery patient might be predictive for his LOS. The purpose of the present study was to develop a predictive model for ICU discharge after non-emergency cardiac surgery, by analyzing the first 4 hours of data in the computerized medical record of these patients with Gaussian processes (GP, a machine learning technique. Methods Non-interventional study. Predictive modeling, separate development (n = 461 and validation (n = 499 cohort. GP models were developed to predict the probability of ICU discharge the day after surgery (classification task, and to predict the day of ICU discharge as a discrete variable (regression task. GP predictions were compared with predictions by EuroSCORE, nurses and physicians. The classification task was evaluated using aROC for discrimination, and Brier Score, Brier Score Scaled, and Hosmer-Lemeshow test for calibration. The regression task was evaluated by comparing median actual and predicted discharge, loss penalty function (LPF ((actual-predicted/actual and calculating root mean squared relative errors (RMSRE. Results Median (P25-P75 ICU length of stay was 3 (2-5 days. For classification, the GP model showed an aROC of 0.758 which was significantly higher than the predictions by nurses, but not better than EuroSCORE and physicians. The GP had the best calibration, with a Brier Score of 0.179 and Hosmer-Lemeshow p-value of 0.382. For regression, GP had the highest proportion of patients with a correctly predicted day of discharge (40%, which was significantly better than the EuroSCORE (p Conclusions A GP model that uses PDMS data of the first 4 hours after admission in the ICU of scheduled adult cardiac surgery patients was able to predict discharge from the ICU as a
DEFF Research Database (Denmark)
Andersen, Anders Holst; Korsgaard, Inge Riis; Jensen, Just
2002-01-01
In this paper, we consider selection based on the best predictor of animal additive genetic values in Gaussian linear mixed models, threshold models, Poisson mixed models, and log normal frailty models for survival data (including models with time-dependent covariates with associated fixed...... or random effects). In the different models, expressions are given (when these can be found - otherwise unbiased estimates are given) for prediction error variance, accuracy of selection and expected response to selection on the additive genetic scale and on the observed scale. The expressions given for non...... Gaussian traits are generalisations of the well-known formulas for Gaussian traits - and reflect, for Poisson mixed models and frailty models for survival data, the hierarchal structure of the models. In general the ratio of the additive genetic variance to the total variance in the Gaussian part...
DEFF Research Database (Denmark)
Feng, Huan; Pettinari, Matteo; Stang, Henrik
2016-01-01
modulus. Three different approaches have been used and compared for calibrating the Burger's contact model. Values of the dynamic modulus and phase angle of asphalt mixtures were predicted by conducting DE simulation under dynamic strain control loading. The excellent agreement between the predicted......In this paper the viscoelastic behavior of asphalt mixture was investigated by employing a three-dimensional discrete element method. Combined with Burger's model, three contact models were used for the construction of constitutive asphalt mixture model with viscoelastic properties...
Dong, Yijun
The research about measuring the risk of a bond portfolio and the portfolio optimization was relatively rare previously, because the risk factors of bond portfolios are not very volatile. However, this condition has changed recently. The 2008 financial crisis brought high volatility to the risk factors and the related bond securities, even if the highly rated U.S. treasury bonds. Moreover, the risk factors of bond portfolios show properties of fat-tailness and asymmetry like risk factors of equity portfolios. Therefore, we need to use advanced techniques to measure and manage risk of bond portfolios. In our paper, we first apply autoregressive moving average generalized autoregressive conditional heteroscedasticity (ARMA-GARCH) model with multivariate normal tempered stable (MNTS) distribution innovations to predict risk factors of U.S. treasury bonds and statistically demonstrate that MNTS distribution has the ability to capture the properties of risk factors based on the goodness-of-fit tests. Then based on empirical evidence, we find that the VaR and AVaR estimated by assuming normal tempered stable distribution are more realistic and reliable than those estimated by assuming normal distribution, especially for the financial crisis period. Finally, we use the mean-risk portfolio optimization to minimize portfolios' potential risks. The empirical study indicates that the optimized bond portfolios have better risk-adjusted performances than the benchmark portfolios for some periods. Moreover, the optimized bond portfolios obtained by assuming normal tempered stable distribution have improved performances in comparison to the optimized bond portfolios obtained by assuming normal distribution.
Thermodiffusion in Multicomponent Mixtures Thermodynamic, Algebraic, and Neuro-Computing Models
Srinivasan, Seshasai
2013-01-01
Thermodiffusion in Multicomponent Mixtures presents the computational approaches that are employed in the study of thermodiffusion in various types of mixtures, namely, hydrocarbons, polymers, water-alcohol, molten metals, and so forth. We present a detailed formalism of these methods that are based on non-equilibrium thermodynamics or algebraic correlations or principles of the artificial neural network. The book will serve as single complete reference to understand the theoretical derivations of thermodiffusion models and its application to different types of multi-component mixtures. An exhaustive discussion of these is used to give a complete perspective of the principles and the key factors that govern the thermodiffusion process.
Effects of Test Conditions on APA Rutting and Prediction Modeling for Asphalt Mixtures
Directory of Open Access Journals (Sweden)
Hui Wang
2017-01-01
Full Text Available APA rutting tests were conducted for six kinds of asphalt mixtures under air-dry and immersing conditions. The influences of test conditions, including load, temperature, air voids, and moisture, on APA rutting depth were analyzed by using grey correlation method, and the APA rutting depth prediction model was established. Results show that the modified asphalt mixtures have bigger rutting depth ratios of air-dry to immersing conditions, indicating that the modified asphalt mixtures have better antirutting properties and water stability than the matrix asphalt mixtures. The grey correlation degrees of temperature, load, air void, and immersing conditions on APA rutting depth decrease successively, which means that temperature is the most significant influencing factor. The proposed indoor APA rutting prediction model has good prediction accuracy, and the correlation coefficient between the predicted and the measured rutting depths is 96.3%.
Study of the Internal Mechanical response of an asphalt mixture by 3-D Discrete Element Modeling
DEFF Research Database (Denmark)
Feng, Huan; Pettinari, Matteo; Hofko, Bernhard
2015-01-01
and the reliability of which have been validated. The dynamic modulus of asphalt mixtures were predicted by conducting Discrete Element simulation under dynamic strain control loading. In order to reduce the calculation time, a method based on frequency–temperature superposition principle has been implemented......In this paper the viscoelastic behavior of asphalt mixture was investigated by employing a three-dimensional Discrete Element Method (DEM). The cylinder model was filled with cubic array of spheres with a specified radius, and was considered as a whole mixture with uniform contact properties....... The ball density effect on the internal stress distribution of the asphalt mixture model has been studied when using this method. Furthermore, the internal stresses under dynamic loading have been studied. The agreement between the predicted and the laboratory test results of the complex modulus shows...
Excess Properties of Aqueous Mixtures of Methanol: Simple Models Versus Experiment
Czech Academy of Sciences Publication Activity Database
Vlček, Lukáš; Nezbeda, Ivo
roč. 131-132, - (2007), s. 158-162 ISSN 0167-7322. [International Conference on Solution Chemistry /29./. Portorož, 21.08.2005-25.08.2005] R&D Projects: GA AV ČR(CZ) IAA4072303; GA AV ČR(CZ) 1ET400720409 Institutional research plan: CEZ:AV0Z40720504 Keywords : aqueous mixtures * primitive models * water-alcohol mixtures Subject RIV: CF - Physical ; Theoretical Chemistry Impact factor: 0.982, year: 2007
Directory of Open Access Journals (Sweden)
F. C. PEIXOTO
1999-09-01
Full Text Available Fragmentation kinetics is employed to model a continuous reactive mixture of alkanes under catalytic cracking conditions. Standard moment analysis techniques are employed, and a dynamic system for the time evolution of moments of the mixture's dimensionless concentration distribution function (DCDF is found. The time behavior of the DCDF is recovered with successive estimations of scaled gamma distributions using the moments time data.
Piecewise Linear-Linear Latent Growth Mixture Models with Unknown Knots
Kohli, Nidhi; Harring, Jeffrey R.; Hancock, Gregory R.
2013-01-01
Latent growth curve models with piecewise functions are flexible and useful analytic models for investigating individual behaviors that exhibit distinct phases of development in observed variables. As an extension of this framework, this study considers a piecewise linear-linear latent growth mixture model (LGMM) for describing segmented change of…
A globally accurate theory for a class of binary mixture models
Dickman, Adriana G.; Stell, G.
The self-consistent Ornstein-Zernike approximation results for the 3D Ising model are used to obtain phase diagrams for binary mixtures described by decorated models, yielding the plait point, binodals, and closed-loop coexistence curves for the models proposed by Widom, Clark, Neece, and Wheeler. The results are in good agreement with series expansions and experiments.
Bose, S
2002-01-01
The robust statistic proposed by Creighton (Creighton J D E 1999 Phys. Rev. D 60 021101) and Allen et al (Allen et al 2001 Preprint gr-gc/010500) for the detection of stationary non-Gaussian noise is briefly reviewed. We compute the robust statistic for generic weak gravitational-wave signals in the mixture-Gaussian noise model to an accuracy higher than in those analyses, and reinterpret its role. Specifically, we obtain the coherent statistic for detecting gravitational-wave signals from inspiralling compact binaries with an arbitrary network of earth-based interferometers. Finally, we show that excess computational costs incurred owing to non-Gaussianity is negligible compared to the cost of detection in Gaussian noise.
Structure-reactivity modeling using mixture-based representation of chemical reactions.
Polishchuk, Pavel; Madzhidov, Timur; Gimadiev, Timur; Bodrov, Andrey; Nugmanov, Ramil; Varnek, Alexandre
2017-09-01
We describe a novel approach of reaction representation as a combination of two mixtures: a mixture of reactants and a mixture of products. In turn, each mixture can be encoded using an earlier reported approach involving simplex descriptors (SiRMS). The feature vector representing these two mixtures results from either concatenated product and reactant descriptors or the difference between descriptors of products and reactants. This reaction representation doesn't need an explicit labeling of a reaction center. The rigorous "product-out" cross-validation (CV) strategy has been suggested. Unlike the naïve "reaction-out" CV approach based on a random selection of items, the proposed one provides with more realistic estimation of prediction accuracy for reactions resulting in novel products. The new methodology has been applied to model rate constants of E2 reactions. It has been demonstrated that the use of the fragment control domain applicability approach significantly increases prediction accuracy of the models. The models obtained with new "mixture" approach performed better than those required either explicit (Condensed Graph of Reaction) or implicit (reaction fingerprints) reaction center labeling.
Karagiannis, Georgios; Lin, Guang
2017-08-01
For many real systems, several computer models may exist with different physics and predictive abilities. To achieve more accurate simulations/predictions, it is desirable for these models to be properly combined and calibrated. We propose the Bayesian calibration of computer model mixture method which relies on the idea of representing the real system output as a mixture of the available computer model outputs with unknown input dependent weight functions. The method builds a fully Bayesian predictive model as an emulator for the real system output by combining, weighting, and calibrating the available models in the Bayesian framework. Moreover, it fits a mixture of calibrated computer models that can be used by the domain scientist as a mean to combine the available computer models, in a flexible and principled manner, and perform reliable simulations. It can address realistic cases where one model may be more accurate than the others at different input values because the mixture weights, indicating the contribution of each model, are functions of the input. Inference on the calibration parameters can consider multiple computer models associated with different physics. The method does not require knowledge of the fidelity order of the models. We provide a technique able to mitigate the computational overhead due to the consideration of multiple computer models that is suitable to the mixture model framework. We implement the proposed method in a real-world application involving the Weather Research and Forecasting large-scale climate model.
Monitoring and modeling of ultrasonic wave propagation in crystallizing mixtures
Marshall, T.; Challis, R. E.; Tebbutt, J. S.
2002-05-01
The utility of ultrasonic compression wave techniques for monitoring crystallization processes is investigated in a study of the seeded crystallization of copper II sulfate pentahydrate from aqueous solution. Simple models are applied to predict crystal yield, crystal size distribution and the changing nature of the continuous phase. A scattering model is used to predict the ultrasonic attenuation as crystallization proceeds. Experiments confirm that modeled attenuation is in agreement with measured results.
Molenaar, Dylan; de Boeck, Paul
2018-06-01
In item response theory modeling of responses and response times, it is commonly assumed that the item responses have the same characteristics across the response times. However, heterogeneity might arise in the data if subjects resort to different response processes when solving the test items. These differences may be within-subject effects, that is, a subject might use a certain process on some of the items and a different process with different item characteristics on the other items. If the probability of using one process over the other process depends on the subject's response time, within-subject heterogeneity of the item characteristics across the response times arises. In this paper, the method of response mixture modeling is presented to account for such heterogeneity. Contrary to traditional mixture modeling where the full response vectors are classified, response mixture modeling involves classification of the individual elements in the response vector. In a simulation study, the response mixture model is shown to be viable in terms of parameter recovery. In addition, the response mixture model is applied to a real dataset to illustrate its use in investigating within-subject heterogeneity in the item characteristics across response times.
Hu, Mingyang; de Jong, Djurre H.; Marrink, Siewert J.; Deserno, Markus
2013-01-01
We calculate the Gaussian curvature modulus (k) over bar of a systematically coarse-grained (CG) one-component lipid membrane by applying the method recently proposed by Hu et al. [Biophys. J., 2012, 102, 1403] to the MARTINI representation of 1,2-dimyristoyl-sn-glycero-3-phosphocholine (DMPC). We
On Gaussian conditional independence structures
Czech Academy of Sciences Publication Activity Database
Lněnička, Radim; Matúš, František
2007-01-01
Roč. 43, č. 3 (2007), s. 327-342 ISSN 0023-5954 R&D Projects: GA AV ČR IAA100750603 Institutional research plan: CEZ:AV0Z10750506 Keywords : multivariate Gaussian distribution * positive definite matrices * determinants * gaussoids * covariance selection models * Markov perfectness Subject RIV: BA - General Mathematics Impact factor: 0.552, year: 2007
International Nuclear Information System (INIS)
Dubey, Sarvesh; Jit, S.; Tiwari Pramod Kumar
2013-01-01
An analytic drain current model is presented for doped short-channel double-gate MOSFETs with a Gaussian-like doping profile in the vertical direction of the channel. The present model is valid in linear and saturation regions of device operation. The drain current variation with various device parameters has been demonstrated. The model is made more physical by incorporating the channel length modulation effect. Parameters like transconductance and drain conductance that are important in assessing the analog performance of the device have also been formulated. The model results are validated by numerical simulation results obtained by using the commercially available ATLAS™, a two dimensional device simulator from SILVACO. (semiconductor devices)
Latent Partially Ordered Classification Models and Normal Mixtures
Tatsuoka, Curtis; Varadi, Ferenc; Jaeger, Judith
2013-01-01
Latent partially ordered sets (posets) can be employed in modeling cognitive functioning, such as in the analysis of neuropsychological (NP) and educational test data. Posets are cognitively diagnostic in the sense that classification states in these models are associated with detailed profiles of cognitive functioning. These profiles allow for…
Safaei, Farinaz; Castorena, Cassie; Kim, Y. Richard
2016-08-01
Fatigue cracking is a major form of distress in asphalt pavements. Asphalt binder is the weakest asphalt concrete constituent and, thus, plays a critical role in determining the fatigue resistance of pavements. Therefore, the ability to characterize and model the inherent fatigue performance of an asphalt binder is a necessary first step to design mixtures and pavements that are not susceptible to premature fatigue failure. The simplified viscoelastic continuum damage (S-VECD) model has been used successfully by researchers to predict the damage evolution in asphalt mixtures for various traffic and climatic conditions using limited uniaxial test data. In this study, the S-VECD model, developed for asphalt mixtures, is adapted for asphalt binders tested under cyclic torsion in a dynamic shear rheometer. Derivation of the model framework is presented. The model is verified by producing damage characteristic curves that are both temperature- and loading history-independent based on time sweep tests, given that the effects of plasticity and adhesion loss on the material behavior are minimal. The applicability of the S-VECD model to the accelerated loading that is inherent of the linear amplitude sweep test is demonstrated, which reveals reasonable performance predictions, but with some loss in accuracy compared to time sweep tests due to the confounding effects of nonlinearity imposed by the high strain amplitudes included in the test. The asphalt binder S-VECD model is validated through comparisons to asphalt mixture S-VECD model results derived from cyclic direct tension tests and Accelerated Loading Facility performance tests. The results demonstrate good agreement between the asphalt binder and mixture test results and pavement performance, indicating that the developed model framework is able to capture the asphalt binder's contribution to mixture fatigue and pavement fatigue cracking performance.
Analysis of real-time mixture cytotoxicity data following repeated exposure using BK/TD models
International Nuclear Information System (INIS)
Teng, S.; Tebby, C.; Barcellini-Couget, S.; De Sousa, G.; Brochot, C.; Rahmani, R.; Pery, A.R.R.
2016-01-01
Cosmetic products generally consist of multiple ingredients. Thus, cosmetic risk assessment has to deal with mixture toxicity on a long-term scale which means it has to be assessed in the context of repeated exposure. Given that animal testing has been banned for cosmetics risk assessment, in vitro assays allowing long-term repeated exposure and adapted for in vitro – in vivo extrapolation need to be developed. However, most in vitro tests only assess short-term effects and consider static endpoints which hinder extrapolation to realistic human exposure scenarios where concentration in target organs is varies over time. Thanks to impedance metrics, real-time cell viability monitoring for repeated exposure has become possible. We recently constructed biokinetic/toxicodynamic models (BK/TD) to analyze such data (Teng et al., 2015) for three hepatotoxic cosmetic ingredients: coumarin, isoeugenol and benzophenone-2. In the present study, we aim to apply these models to analyze the dynamics of mixture impedance data using the concepts of concentration addition and independent action. Metabolic interactions between the mixture components were investigated, characterized and implemented in the models, as they impacted the actual cellular exposure. Indeed, cellular metabolism following mixture exposure induced a quick disappearance of the compounds from the exposure system. We showed that isoeugenol substantially decreased the metabolism of benzophenone-2, reducing the disappearance of this compound and enhancing its in vitro toxicity. Apart from this metabolic interaction, no mixtures showed any interaction, and all binary mixtures were successfully modeled by at least one model based on exposure to the individual compounds. - Highlights: • We could predict cell response over repeated exposure to mixtures of cosmetics. • Compounds acted independently on the cells. • Metabolic interactions impacted exposure concentrations to the compounds.
Analysis of real-time mixture cytotoxicity data following repeated exposure using BK/TD models
Energy Technology Data Exchange (ETDEWEB)
Teng, S.; Tebby, C. [Models for Toxicology and Ecotoxicology Unit, INERIS, Parc Technologique Alata, BP 2, 60550 Verneuil-en-Halatte (France); Barcellini-Couget, S. [ODESIA Neosciences, Sophia Antipolis, 400 route des chappes, 06903 Sophia Antipolis (France); De Sousa, G. [INRA, ToxAlim, 400 route des Chappes, BP, 167 06903 Sophia Antipolis, Cedex (France); Brochot, C. [Models for Toxicology and Ecotoxicology Unit, INERIS, Parc Technologique Alata, BP 2, 60550 Verneuil-en-Halatte (France); Rahmani, R. [INRA, ToxAlim, 400 route des Chappes, BP, 167 06903 Sophia Antipolis, Cedex (France); Pery, A.R.R., E-mail: alexandre.pery@agroparistech.fr [AgroParisTech, UMR 1402 INRA-AgroParisTech Ecosys, 78850 Thiverval Grignon (France); INRA, UMR 1402 INRA-AgroParisTech Ecosys, 78850 Thiverval Grignon (France)
2016-08-15
Cosmetic products generally consist of multiple ingredients. Thus, cosmetic risk assessment has to deal with mixture toxicity on a long-term scale which means it has to be assessed in the context of repeated exposure. Given that animal testing has been banned for cosmetics risk assessment, in vitro assays allowing long-term repeated exposure and adapted for in vitro – in vivo extrapolation need to be developed. However, most in vitro tests only assess short-term effects and consider static endpoints which hinder extrapolation to realistic human exposure scenarios where concentration in target organs is varies over time. Thanks to impedance metrics, real-time cell viability monitoring for repeated exposure has become possible. We recently constructed biokinetic/toxicodynamic models (BK/TD) to analyze such data (Teng et al., 2015) for three hepatotoxic cosmetic ingredients: coumarin, isoeugenol and benzophenone-2. In the present study, we aim to apply these models to analyze the dynamics of mixture impedance data using the concepts of concentration addition and independent action. Metabolic interactions between the mixture components were investigated, characterized and implemented in the models, as they impacted the actual cellular exposure. Indeed, cellular metabolism following mixture exposure induced a quick disappearance of the compounds from the exposure system. We showed that isoeugenol substantially decreased the metabolism of benzophenone-2, reducing the disappearance of this compound and enhancing its in vitro toxicity. Apart from this metabolic interaction, no mixtures showed any interaction, and all binary mixtures were successfully modeled by at least one model based on exposure to the individual compounds. - Highlights: • We could predict cell response over repeated exposure to mixtures of cosmetics. • Compounds acted independently on the cells. • Metabolic interactions impacted exposure concentrations to the compounds.
Modelling time course gene expression data with finite mixtures of linear additive models.
Grün, Bettina; Scharl, Theresa; Leisch, Friedrich
2012-01-15
A model class of finite mixtures of linear additive models is presented. The component-specific parameters in the regression models are estimated using regularized likelihood methods. The advantages of the regularization are that (i) the pre-specified maximum degrees of freedom for the splines is less crucial than for unregularized estimation and that (ii) for each component individually a suitable degree of freedom is selected in an automatic way. The performance is evaluated in a simulation study with artificial data as well as on a yeast cell cycle dataset of gene expression levels over time. The latest release version of the R package flexmix is available from CRAN (http://cran.r-project.org/).
Introduction to the special section on mixture modeling in personality assessment.
Wright, Aidan G C; Hallquist, Michael N
2014-01-01
Latent variable models offer a conceptual and statistical framework for evaluating the underlying structure of psychological constructs, including personality and psychopathology. Complex structures that combine or compare categorical and dimensional latent variables can be accommodated using mixture modeling approaches, which provide a powerful framework for testing nuanced theories about psychological structure. This special series includes introductory primers on cross-sectional and longitudinal mixture modeling, in addition to empirical examples applying these techniques to real-world data collected in clinical settings. This group of articles is designed to introduce personality assessment scientists and practitioners to a general latent variable framework that we hope will stimulate new research and application of mixture models to the assessment of personality and its pathology.
A BGK model for reactive mixtures of polyatomic gases with continuous internal energy
Bisi, M.; Monaco, R.; Soares, A. J.
2018-03-01
In this paper we derive a BGK relaxation model for a mixture of polyatomic gases with a continuous structure of internal energies. The emphasis of the paper is on the case of a quaternary mixture undergoing a reversible chemical reaction of bimolecular type. For such a mixture we prove an H -theorem and characterize the equilibrium solutions with the related mass action law of chemical kinetics. Further, a Chapman-Enskog asymptotic analysis is performed in view of computing the first-order non-equilibrium corrections to the distribution functions and investigating the transport properties of the reactive mixture. The chemical reaction rate is explicitly derived at the first order and the balance equations for the constituent number densities are derived at the Euler level.