Introduction to generalized linear models

CERN Document Server

Dobson, Annette J

2008-01-01

Introduction Background Scope Notation Distributions Related to the Normal Distribution Quadratic Forms Estimation Model Fitting Introduction Examples Some Principles of Statistical Modeling Notation and Coding for Explanatory Variables Exponential Family and Generalized Linear Models Introduction Exponential Family of Distributions Properties of Distributions in the Exponential Family Generalized Linear Models Examples Estimation Introduction Example: Failure Times for Pressure Vessels Maximum Likelihood Estimation Poisson Regression Example Inference Introduction Sampling Distribution for Score Statistics Taylor Series Approximations Sampling Distribution for MLEs Log-Likelihood Ratio Statistic Sampling Distribution for the Deviance Hypothesis Testing Normal Linear Models Introduction Basic Results Multiple Linear Regression Analysis of Variance Analysis of Covariance General Linear Models Binary Variables and Logistic Regression Probability Distributions ...

Statistical Model of Extreme Shear

DEFF Research Database (Denmark)

Larsen, Gunner Chr.; Hansen, Kurt Schaldemose

2004-01-01

In order to continue cost-optimisation of modern large wind turbines, it is important to continously increase the knowledge on wind field parameters relevant to design loads. This paper presents a general statistical model that offers site-specific prediction of the probability density function...... by a model that, on a statistically consistent basis, describe the most likely spatial shape of an extreme wind shear event. Predictions from the model have been compared with results from an extreme value data analysis, based on a large number of high-sampled full-scale time series measurements...... are consistent, given the inevitabel uncertainties associated with model as well as with the extreme value data analysis. Keywords: Statistical model, extreme wind conditions, statistical analysis, turbulence, wind loading, statistical analysis, turbulence, wind loading, wind shear, wind turbines....

A Model Fit Statistic for Generalized Partial Credit Model

Science.gov (United States)

Liang, Tie; Wells, Craig S.

2009-01-01

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

A generalization of Friedman's rank statistic

NARCIS (Netherlands)

Kroon, de J.; Laan, van der P.

1983-01-01

In this paper a very natural generalization of the two·way analysis of variance rank statistic of FRIEDMAN is given. The general distribution-free test procedure based on this statistic for the effect of J treatments in a random block design can be applied in general two-way layouts without

Exclusion statistics and integrable models

International Nuclear Information System (INIS)

Mashkevich, S.

1998-01-01

The definition of exclusion statistics, as given by Haldane, allows for a statistical interaction between distinguishable particles (multi-species statistics). The thermodynamic quantities for such statistics ca be evaluated exactly. The explicit expressions for the cluster coefficients are presented. Furthermore, single-species exclusion statistics is realized in one-dimensional integrable models. The interesting questions of generalizing this correspondence onto the higher-dimensional and the multi-species cases remain essentially open

Normality of raw data in general linear models: The most widespread myth in statistics

Science.gov (United States)

Kery, Marc; Hatfield, Jeff S.

2003-01-01

In years of statistical consulting for ecologists and wildlife biologists, by far the most common misconception we have come across has been the one about normality in general linear models. These comprise a very large part of the statistical models used in ecology and include t tests, simple and multiple linear regression, polynomial regression, and analysis of variance (ANOVA) and covariance (ANCOVA). There is a widely held belief that the normality assumption pertains to the raw data rather than to the model residuals. We suspect that this error may also occur in countless published studies, whenever the normality assumption is tested prior to analysis. This may lead to the use of nonparametric alternatives (if there are any), when parametric tests would indeed be appropriate, or to use of transformations of raw data, which may introduce hidden assumptions such as multiplicative effects on the natural scale in the case of log-transformed data. Our aim here is to dispel this myth. We very briefly describe relevant theory for two cases of general linear models to show that the residuals need to be normally distributed if tests requiring normality are to be used, such as t and F tests. We then give two examples demonstrating that the distribution of the response variable may be nonnormal, and yet the residuals are well behaved. We do not go into the issue of how to test normality; instead we display the distributions of response variables and residuals graphically.

Generalized interpolative quantum statistics

International Nuclear Information System (INIS)

Ramanathan, R.

1992-01-01

A generalized interpolative quantum statistics is presented by conjecturing a certain reordering of phase space due to the presence of possible exotic objects other than bosons and fermions. Such an interpolation achieved through a Bose-counting strategy predicts the existence of an infinite quantum Boltzmann-Gibbs statistics akin to the one discovered by Greenberg recently

Generalized t-statistic for two-group classification.

Science.gov (United States)

Komori, Osamu; Eguchi, Shinto; Copas, John B

2015-06-01

In the classic discriminant model of two multivariate normal distributions with equal variance matrices, the linear discriminant function is optimal both in terms of the log likelihood ratio and in terms of maximizing the standardized difference (the t-statistic) between the means of the two distributions. In a typical case-control study, normality may be sensible for the control sample but heterogeneity and uncertainty in diagnosis may suggest that a more flexible model is needed for the cases. We generalize the t-statistic approach by finding the linear function which maximizes a standardized difference but with data from one of the groups (the cases) filtered by a possibly nonlinear function U. We study conditions for consistency of the method and find the function U which is optimal in the sense of asymptotic efficiency. Optimality may also extend to other measures of discriminatory efficiency such as the area under the receiver operating characteristic curve. The optimal function U depends on a scalar probability density function which can be estimated non-parametrically using a standard numerical algorithm. A lasso-like version for variable selection is implemented by adding L1-regularization to the generalized t-statistic. Two microarray data sets in the study of asthma and various cancers are used as motivating examples. © 2014, The International Biometric Society.

Generalized Statistical Mechanics at the Onset of Chaos

Directory of Open Access Journals (Sweden)

Alberto Robledo

2013-11-01

Full Text Available Transitions to chaos in archetypal low-dimensional nonlinear maps offer real and precise model systems in which to assess proposed generalizations of statistical mechanics. The known association of chaotic dynamics with the structure of Boltzmann–Gibbs (BG statistical mechanics has suggested the potential verification of these generalizations at the onset of chaos, when the only Lyapunov exponent vanishes and ergodic and mixing properties cease to hold. There are three well-known routes to chaos in these deterministic dissipative systems, period-doubling, quasi-periodicity and intermittency, which provide the setting in which to explore the limit of validity of the standard BG structure. It has been shown that there is a rich and intricate behavior for both the dynamics within and towards the attractors at the onset of chaos and that these two kinds of properties are linked via generalized statistical-mechanical expressions. Amongst the topics presented are: (i permanently growing sensitivity fluctuations and their infinite family of generalized Pesin identities; (ii the emergence of statistical-mechanical structures in the dynamics along the routes to chaos; (iii dynamical hierarchies with modular organization; and (iv limit distributions of sums of deterministic variables. The occurrence of generalized entropy properties in condensed-matter physical systems is illustrated by considering critical fluctuations, localization transition and glass formation. We complete our presentation with the description of the manifestations of the dynamics at the transitions to chaos in various kinds of complex systems, such as, frequency and size rank distributions and complex network images of time series. We discuss the results.

Generalized, Linear, and Mixed Models

CERN Document Server

McCulloch, Charles E; Neuhaus, John M

2011-01-01

An accessible and self-contained introduction to statistical models-now in a modernized new editionGeneralized, Linear, and Mixed Models, Second Edition provides an up-to-date treatment of the essential techniques for developing and applying a wide variety of statistical models. The book presents thorough and unified coverage of the theory behind generalized, linear, and mixed models and highlights their similarities and differences in various construction, application, and computational aspects.A clear introduction to the basic ideas of fixed effects models, random effects models, and mixed m

Multiple commodities in statistical microeconomics: Model and market

Science.gov (United States)

Baaquie, Belal E.; Yu, Miao; Du, Xin

2016-11-01

A statistical generalization of microeconomics has been made in Baaquie (2013). In Baaquie et al. (2015), the market behavior of single commodities was analyzed and it was shown that market data provides strong support for the statistical microeconomic description of commodity prices. The case of multiple commodities is studied and a parsimonious generalization of the single commodity model is made for the multiple commodities case. Market data shows that the generalization can accurately model the simultaneous correlation functions of up to four commodities. To accurately model five or more commodities, further terms have to be included in the model. This study shows that the statistical microeconomics approach is a comprehensive and complete formulation of microeconomics, and which is independent to the mainstream formulation of microeconomics.

Statistical modelling with quantile functions

CERN Document Server

Gilchrist, Warren

2000-01-01

Galton used quantiles more than a hundred years ago in describing data. Tukey and Parzen used them in the 60s and 70s in describing populations. Since then, the authors of many papers, both theoretical and practical, have used various aspects of quantiles in their work. Until now, however, no one put all the ideas together to form what turns out to be a general approach to statistics.Statistical Modelling with Quantile Functions does just that. It systematically examines the entire process of statistical modelling, starting with using the quantile function to define continuous distributions. The author shows that by using this approach, it becomes possible to develop complex distributional models from simple components. A modelling kit can be developed that applies to the whole model - deterministic and stochastic components - and this kit operates by adding, multiplying, and transforming distributions rather than data.Statistical Modelling with Quantile Functions adds a new dimension to the practice of stati...

Statistical Model of Extreme Shear

DEFF Research Database (Denmark)

Hansen, Kurt Schaldemose; Larsen, Gunner Chr.

2005-01-01

In order to continue cost-optimisation of modern large wind turbines, it is important to continuously increase the knowledge of wind field parameters relevant to design loads. This paper presents a general statistical model that offers site-specific prediction of the probability density function...... by a model that, on a statistically consistent basis, describes the most likely spatial shape of an extreme wind shear event. Predictions from the model have been compared with results from an extreme value data analysis, based on a large number of full-scale measurements recorded with a high sampling rate...

On the Limit Distribution of Lower Extreme Generalized Order Statistics

Indian Academy of Sciences (India)

In a wide subclass of generalized order statistics ( g O s ) , which contains most of the known and important models of ordered random variables, weak convergence of lower extremes are developed. A recent result of extreme value theory of m − g O s (as well as the classical extreme value theory of ordinary order statistics) ...

Statistical distribution for generalized ideal gas of fractional-statistics particles

International Nuclear Information System (INIS)

Wu, Y.

1994-01-01

We derive the occupation-number distribution in a generalized ideal gas of particles obeying fractional statistics, including mutual statistics, by adopting a state-counting definition. When there is no mutual statistics, the statistical distribution interpolates between bosons and fermions, and respects a fractional exclusion principle (except for bosons). Anyons in a strong magnetic field at low temperatures constitute such a physical system. Applications to the thermodynamic properties of quasiparticle excitations in the Laughlin quantum Hall fluid are discussed

Statistical equilibrium and symplectic geometry in general relativity

International Nuclear Information System (INIS)

Iglesias, P.

1981-09-01

A geometrical construction is given of the statistical equilibrium states of a system of particles in the gravitational field in general relativity. By a method of localization variables, the expression of thermodynamic values is given and the compatibility of this description is shown with a macroscopic model of a relativistic continuous medium for a given value of the free-energy function [fr

Generalized bond percolation and statistical mechanics

International Nuclear Information System (INIS)

Tsallis, C.

1978-05-01

A generalization of traditional bond percolation is performed, in the sens that bonds have now the possibility of partially transmitting the information (a fact which leads to the concept of 'fidelity' of the bond), and also in the sens that, besides the normal tendency to equiprobability, the bonds are allowed to substantially change the information. Furthermore the fidelity is allowed, to become an aleatory variable, and the operational rules concerning the associated distribution laws are determined. Thermally quenched random bonds and the whole body of Statistical Mechanics become particular cases of this formalism, which is in general adapted to the treatment of all problems whose main characteristic is to preserve a part of the information through a long path or array (critical phenomena, regime changements, thermal random models, etc). Operationally it provides a quick method for the calculation of the equivalent probability of complex clusters within the traditional bond percolation problem [pt

A κ-generalized statistical mechanics approach to income analysis

Science.gov (United States)

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

2009-02-01

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

A κ-generalized statistical mechanics approach to income analysis

International Nuclear Information System (INIS)

Clementi, F; Gallegati, M; Kaniadakis, G

2009-01-01

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

Limit temperature for entanglement in generalized statistics

International Nuclear Information System (INIS)

Rossignoli, R.; Canosa, N.

2004-01-01

We discuss the main properties of general thermal states derived from non-additive entropic forms and their use for studying quantum entanglement. It is shown that all these states become more mixed as the temperature increases, approaching the full random state for T→∞. The formalism is then applied to examine the limit temperature for entanglement in a two-qubit XXZ Heisenberg chain, which exhibits the peculiar feature of being independent of the applied magnetic field in the conventional von Neumann based statistics. In contrast, this temperature is shown to be field dependent in a generalized statistics, even for small deviations from the standard form. Results for the Tsallis-based statistics are examined in detail

Foundations of linear and generalized linear models

CERN Document Server

Agresti, Alan

2015-01-01

A valuable overview of the most important ideas and results in statistical analysis Written by a highly-experienced author, Foundations of Linear and Generalized Linear Models is a clear and comprehensive guide to the key concepts and results of linear statistical models. The book presents a broad, in-depth overview of the most commonly used statistical models by discussing the theory underlying the models, R software applications, and examples with crafted models to elucidate key ideas and promote practical model building. The book begins by illustrating the fundamentals of linear models,

The statistical-inference approach to generalized thermodynamics

International Nuclear Information System (INIS)

Lavenda, B.H.; Scherer, C.

1987-01-01

Limit theorems, such as the central-limit theorem and the weak law of large numbers, are applicable to statistical thermodynamics for sufficiently large sample size of indipendent and identically distributed observations performed on extensive thermodynamic (chance) variables. The estimation of the intensive thermodynamic quantities is a problem in parametric statistical estimation. The normal approximation to the Gibbs' distribution is justified by the analysis of large deviations. Statistical thermodynamics is generalized to include the statistical estimation of variance as well as mean values

The Generalized Quantum Statistics

OpenAIRE

Hwang, WonYoung; Ji, Jeong-Young; Hong, Jongbae

1999-01-01

The concept of wavefunction reduction should be introduced to standard quantum mechanics in any physical processes where effective reduction of wavefunction occurs, as well as in the measurement processes. When the overlap is negligible, each particle obey Maxwell-Boltzmann statistics even if the particles are in principle described by totally symmetrized wavefunction [P.R.Holland, The Quantum Theory of Motion, Cambridge Unversity Press, 1993, p293]. We generalize the conjecture. That is, par...

On the limit distribution of lower extreme generalized order statistics

Indian Academy of Sciences (India)

Abstract. In a wide subclass of generalized order statistics (gOs), which contains most of the known and important models of ordered random variables, weak conver- gence of lower extremes are developed. A recent result of extreme value theory of m−gOs (as well as the classical extreme value theory of ordinary order ...

Tropical geometry of statistical models.

Science.gov (United States)

Pachter, Lior; Sturmfels, Bernd

2004-11-16

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

Statistical modelling in biostatistics and bioinformatics selected papers

CERN Document Server

Peng, Defen

2014-01-01

This book presents selected papers on statistical model development related mainly to the fields of Biostatistics and Bioinformatics. The coverage of the material falls squarely into the following categories: (a) Survival analysis and multivariate survival analysis, (b) Time series and longitudinal data analysis, (c) Statistical model development and (d) Applied statistical modelling. Innovations in statistical modelling are presented throughout each of the four areas, with some intriguing new ideas on hierarchical generalized non-linear models and on frailty models with structural dispersion, just to mention two examples. The contributors include distinguished international statisticians such as Philip Hougaard, John Hinde, Il Do Ha, Roger Payne and Alessandra Durio, among others, as well as promising newcomers. Some of the contributions have come from researchers working in the BIO-SI research programme on Biostatistics and Bioinformatics, centred on the Universities of Limerick and Galway in Ireland and fu...

Infants generalize representations of statistically segmented words

Directory of Open Access Journals (Sweden)

Katharine eGraf Estes

2012-10-01

Full Text Available The acoustic variation in language presents learners with a substantial challenge. To learn by tracking statistical regularities in speech, infants must recognize words across tokens that differ based on characteristics such as the speaker’s voice, affect, or the sentence context. Previous statistical learning studies have not investigated how these types of surface form variation affect learning. The present experiments used tasks tailored to two distinct developmental levels to investigate the robustness of statistical learning to variation. Experiment 1 examined statistical word segmentation in 11-month-olds and found that infants can recognize statistically segmented words across a change in the speaker’s voice from segmentation to testing. The direction of infants’ preferences suggests that recognizing words across a voice change is more difficult than recognizing them in a consistent voice. Experiment 2 tested whether 17-month-olds can generalize the output of statistical learning across variation to support word learning. The infants were successful in their generalization; they associated referents with statistically defined words despite a change in voice from segmentation to label learning. Infants’ learning patterns also indicate that they formed representations of across-word syllable sequences during segmentation. Thus, low probability sequences can act as object labels in some conditions. The findings of these experiments suggest that the units that emerge during statistical learning are not perceptually constrained, but rather are robust to naturalistic acoustic variation.

14 CFR 291.41 - Financial and statistical reporting-general.

Science.gov (United States)

2010-01-01

... 14 Aeronautics and Space 4 2010-01-01 2010-01-01 false Financial and statistical reporting-general... (AVIATION PROCEEDINGS) ECONOMIC REGULATIONS CARGO OPERATIONS IN INTERSTATE AIR TRANSPORTATION Reporting Rules § 291.41 Financial and statistical reporting—general. (a) Carriers providing cargo operations in...

Statistics of fermions in the Randall-Wilkins model for kinetics of general order; Estadistica de fermiones en el modelo de Randall-Wilkins para cinetica de orden general

Energy Technology Data Exchange (ETDEWEB)

Nieto H, B; Azorin N, J; Vazquez C, G A [UAM-I, 09340 Mexico D.F. (Mexico)

2004-07-01

As a theoretical planning of the thermoluminescence phenomena (Tl), we study the behavior of the systems formed by fermions, which are related with this phenomenon establishing a generalization of the Randall-Wilkins model, as for first order kinetics as for general order (equation of May and Partridge) in which we consider a of Fermi-Dirac statistics. As consequence of this study a new variable is manifested: the chemical potential, also we establish its relationship with some of the other magnitudes already known in Tl. (Author)

Growth curve models and statistical diagnostics

CERN Document Server

Pan, Jian-Xin

2002-01-01

Growth-curve models are generalized multivariate analysis-of-variance models. These models are especially useful for investigating growth problems on short times in economics, biology, medical research, and epidemiology. This book systematically introduces the theory of the GCM with particular emphasis on their multivariate statistical diagnostics, which are based mainly on recent developments made by the authors and their collaborators. The authors provide complete proofs of theorems as well as practical data sets and MATLAB code.

General quadrupolar statistical anisotropy: Planck limits

Energy Technology Data Exchange (ETDEWEB)

Ramazanov, S. [Gran Sasso Science Institute (INFN), Viale Francesco Crispi 7, I-67100 L' Aquila (Italy); Rubtsov, G. [Institute for Nuclear Research of the Russian Academy of Sciences, Prospect of the 60th Anniversary of October 7a, 117312 Moscow (Russian Federation); Thorsrud, M. [Faculty of Engineering, Østfold University College, P.O. Box 700, 1757 Halden (Norway); Urban, F.R., E-mail: sabir.ramazanov@gssi.infn.it, E-mail: grisha@ms2.inr.ac.ru, E-mail: mikjel.thorsrud@hiof.no, E-mail: federico.urban@kbfi.ee [National Institute of Chemical Physics and Biophysics, Rävala 10, 10143 Tallinn (Estonia)

2017-03-01

Several early Universe scenarios predict a direction-dependent spectrum of primordial curvature perturbations. This translates into the violation of the statistical isotropy of cosmic microwave background radiation. Previous searches for statistical anisotropy mainly focussed on a quadrupolar direction-dependence characterised by a single multipole vector and an overall amplitude g {sub *}. Generically, however, the quadrupole has a more complicated geometry described by two multipole vectors and g {sub *}. This is the subject of the present work. In particular, we limit the amplitude g {sub *} for different shapes of the quadrupole by making use of Planck 2015 maps. We also constrain certain inflationary scenarios which predict this kind of more general quadrupolar statistical anisotropy.

Statistical models for expert judgement and wear prediction

International Nuclear Information System (INIS)

Pulkkinen, U.

1994-01-01

This thesis studies the statistical analysis of expert judgements and prediction of wear. The point of view adopted is the one of information theory and Bayesian statistics. A general Bayesian framework for analyzing both the expert judgements and wear prediction is presented. Information theoretic interpretations are given for some averaging techniques used in the determination of consensus distributions. Further, information theoretic models are compared with a Bayesian model. The general Bayesian framework is then applied in analyzing expert judgements based on ordinal comparisons. In this context, the value of information lost in the ordinal comparison process is analyzed by applying decision theoretic concepts. As a generalization of the Bayesian framework, stochastic filtering models for wear prediction are formulated. These models utilize the information from condition monitoring measurements in updating the residual life distribution of mechanical components. Finally, the application of stochastic control models in optimizing operational strategies for inspected components are studied. Monte-Carlo simulation methods, such as the Gibbs sampler and the stochastic quasi-gradient method, are applied in the determination of posterior distributions and in the solution of stochastic optimization problems. (orig.) (57 refs., 7 figs., 1 tab.)

Using the Statistical Indicators for the General Insurances Activity

Directory of Open Access Journals (Sweden)

Ion Partachi

2007-04-01

Full Text Available The statistics of the general insurances activity is largely used in the actuarial calculations. The actuarial analysis are achieved exclusively on the basis of primary and derived indicators, which are drawn up by various statistical methods. The statistical indicators which are used in this respect are obtained on the basis of the factors and conditions allowing the compensation cases to occur.The actuarial analysis is performed over the time as well, by using the chronological which allow the decomposition of the phenomenon being studied by its factors of influence.In this article, after briefly presenting a number of point of view regarding the utilization of the statistical indicators in the actuarial analysis, we have analyzed, successively, a series of issues, such as: the statistical indicators as regards the general insurances fund forming, expressed in physical and value units, or as absolute, relative and average volumes; the statistical indicators of the utilization of the general insurances funds (with the same diversified form of expression and the statistical indicators of the outcomes of the general insurances activity.A particular accent went to the underlying of certain methodological aspects regarding the calculation of the above mentioned indicators, emphasizing certain particular characteristics concerning their utilization in the frame of the actuarial analysis.The article is stressing the clarification of the fact that these indicators are used in the actuarial analysis as a real system. The respective proportions are enumerated, by underlying the concrete possibilities of computation, which secure the possibility of performing the necessary analysis involved by a decisional process.

Commentary on the statistical properties of noise and its implication on general linear models in functional near-infrared spectroscopy.

Science.gov (United States)

Huppert, Theodore J

2016-01-01

Functional near-infrared spectroscopy (fNIRS) is a noninvasive neuroimaging technique that uses low levels of light to measure changes in cerebral blood oxygenation levels. In the majority of NIRS functional brain studies, analysis of this data is based on a statistical comparison of hemodynamic levels between a baseline and task or between multiple task conditions by means of a linear regression model: the so-called general linear model. Although these methods are similar to their implementation in other fields, particularly for functional magnetic resonance imaging, the specific application of these methods in fNIRS research differs in several key ways related to the sources of noise and artifacts unique to fNIRS. In this brief communication, we discuss the application of linear regression models in fNIRS and the modifications needed to generalize these models in order to deal with structured (colored) noise due to systemic physiology and noise heteroscedasticity due to motion artifacts. The objective of this work is to present an overview of these noise properties in the context of the linear model as it applies to fNIRS data. This work is aimed at explaining these mathematical issues to the general fNIRS experimental researcher but is not intended to be a complete mathematical treatment of these concepts.

Statistical limitations in functional neuroimaging. I. Non-inferential methods and statistical models.

Science.gov (United States)

Petersson, K M; Nichols, T E; Poline, J B; Holmes, A P

1999-01-01

Functional neuroimaging (FNI) provides experimental access to the intact living brain making it possible to study higher cognitive functions in humans. In this review and in a companion paper in this issue, we discuss some common methods used to analyse FNI data. The emphasis in both papers is on assumptions and limitations of the methods reviewed. There are several methods available to analyse FNI data indicating that none is optimal for all purposes. In order to make optimal use of the methods available it is important to know the limits of applicability. For the interpretation of FNI results it is also important to take into account the assumptions, approximations and inherent limitations of the methods used. This paper gives a brief overview over some non-inferential descriptive methods and common statistical models used in FNI. Issues relating to the complex problem of model selection are discussed. In general, proper model selection is a necessary prerequisite for the validity of the subsequent statistical inference. The non-inferential section describes methods that, combined with inspection of parameter estimates and other simple measures, can aid in the process of model selection and verification of assumptions. The section on statistical models covers approaches to global normalization and some aspects of univariate, multivariate, and Bayesian models. Finally, approaches to functional connectivity and effective connectivity are discussed. In the companion paper we review issues related to signal detection and statistical inference. PMID:10466149

Right-sizing statistical models for longitudinal data.

Science.gov (United States)

Wood, Phillip K; Steinley, Douglas; Jackson, Kristina M

2015-12-01

Arguments are proposed that researchers using longitudinal data should consider more and less complex statistical model alternatives to their initially chosen techniques in an effort to "right-size" the model to the data at hand. Such model comparisons may alert researchers who use poorly fitting, overly parsimonious models to more complex, better-fitting alternatives and, alternatively, may identify more parsimonious alternatives to overly complex (and perhaps empirically underidentified and/or less powerful) statistical models. A general framework is proposed for considering (often nested) relationships between a variety of psychometric and growth curve models. A 3-step approach is proposed in which models are evaluated based on the number and patterning of variance components prior to selection of better-fitting growth models that explain both mean and variation-covariation patterns. The orthogonal free curve slope intercept (FCSI) growth model is considered a general model that includes, as special cases, many models, including the factor mean (FM) model (McArdle & Epstein, 1987), McDonald's (1967) linearly constrained factor model, hierarchical linear models (HLMs), repeated-measures multivariate analysis of variance (MANOVA), and the linear slope intercept (linearSI) growth model. The FCSI model, in turn, is nested within the Tuckerized factor model. The approach is illustrated by comparing alternative models in a longitudinal study of children's vocabulary and by comparing several candidate parametric growth and chronometric models in a Monte Carlo study. (c) 2015 APA, all rights reserved).

Stochastic simulations for the time evolution of systems which obey generalized statistics: fractional exclusion statistics and Gentile's statistics

International Nuclear Information System (INIS)

Nemnes, G A; Anghel, D V

2010-01-01

We present a stochastic method for the simulation of the time evolution in systems which obey generalized statistics, namely fractional exclusion statistics and Gentile's statistics. The transition rates are derived in the framework of canonical ensembles. This approach introduces a tool for describing interacting fermionic and bosonic systems in non-equilibrium as ideal FES systems, in a computationally efficient manner. The two types of statistics are analyzed comparatively, indicating their intrinsic thermodynamic differences and revealing key aspects related to the species size

Relevance of the c-statistic when evaluating risk-adjustment models in surgery.

Science.gov (United States)

Merkow, Ryan P; Hall, Bruce L; Cohen, Mark E; Dimick, Justin B; Wang, Edward; Chow, Warren B; Ko, Clifford Y; Bilimoria, Karl Y

2012-05-01

The measurement of hospital quality based on outcomes requires risk adjustment. The c-statistic is a popular tool used to judge model performance, but can be limited, particularly when evaluating specific operations in focused populations. Our objectives were to examine the interpretation and relevance of the c-statistic when used in models with increasingly similar case mix and to consider an alternative perspective on model calibration based on a graphical depiction of model fit. From the American College of Surgeons National Surgical Quality Improvement Program (2008-2009), patients were identified who underwent a general surgery procedure, and procedure groups were increasingly restricted: colorectal-all, colorectal-elective cases only, and colorectal-elective cancer cases only. Mortality and serious morbidity outcomes were evaluated using logistic regression-based risk adjustment, and model c-statistics and calibration curves were used to compare model performance. During the study period, 323,427 general, 47,605 colorectal-all, 39,860 colorectal-elective, and 21,680 colorectal cancer patients were studied. Mortality ranged from 1.0% in general surgery to 4.1% in the colorectal-all group, and serious morbidity ranged from 3.9% in general surgery to 12.4% in the colorectal-all procedural group. As case mix was restricted, c-statistics progressively declined from the general to the colorectal cancer surgery cohorts for both mortality and serious morbidity (mortality: 0.949 to 0.866; serious morbidity: 0.861 to 0.668). Calibration was evaluated graphically by examining predicted vs observed number of events over risk deciles. For both mortality and serious morbidity, there was no qualitative difference in calibration identified between the procedure groups. In the present study, we demonstrate how the c-statistic can become less informative and, in certain circumstances, can lead to incorrect model-based conclusions, as case mix is restricted and patients become

Relationship between the generalized equivalent uniform dose formulation and the Poisson statistics-based tumor control probability model

International Nuclear Information System (INIS)

Zhou Sumin; Das, Shiva; Wang Zhiheng; Marks, Lawrence B.

2004-01-01

The generalized equivalent uniform dose (GEUD) model uses a power-law formalism, where the outcome is related to the dose via a power law. We herein investigate the mathematical compatibility between this GEUD model and the Poisson statistics based tumor control probability (TCP) model. The GEUD and TCP formulations are combined and subjected to a compatibility constraint equation. This compatibility constraint equates tumor control probability from the original heterogeneous target dose distribution to that from the homogeneous dose from the GEUD formalism. It is shown that this constraint equation possesses a unique, analytical closed-form solution which relates radiation dose to the tumor cell survival fraction. It is further demonstrated that, when there is no positive threshold or finite critical dose in the tumor response to radiation, this relationship is not bounded within the realistic cell survival limits of 0%-100%. Thus, the GEUD and TCP formalisms are, in general, mathematically inconsistent. However, when a threshold dose or finite critical dose exists in the tumor response to radiation, there is a unique mathematical solution for the tumor cell survival fraction that allows the GEUD and TCP formalisms to coexist, provided that all portions of the tumor are confined within certain specific dose ranges

Nonequilibrium Statistical Operator Method and Generalized Kinetic Equations

Science.gov (United States)

Kuzemsky, A. L.

2018-01-01

We consider some principal problems of nonequilibrium statistical thermodynamics in the framework of the Zubarev nonequilibrium statistical operator approach. We present a brief comparative analysis of some approaches to describing irreversible processes based on the concept of nonequilibrium Gibbs ensembles and their applicability to describing nonequilibrium processes. We discuss the derivation of generalized kinetic equations for a system in a heat bath. We obtain and analyze a damped Schrödinger-type equation for a dynamical system in a heat bath. We study the dynamical behavior of a particle in a medium taking the dissipation effects into account. We consider the scattering problem for neutrons in a nonequilibrium medium and derive a generalized Van Hove formula. We show that the nonequilibrium statistical operator method is an effective, convenient tool for describing irreversible processes in condensed matter.

Sound statistical model checking for MDP using partial order and confluence reduction

NARCIS (Netherlands)

Hartmanns, Arnd; Timmer, Mark

Statistical model checking (SMC) is an analysis method that circumvents the state space explosion problem in model-based verification by combining probabilistic simulation with statistical methods that provide clear error bounds. As a simulation-based technique, it can in general only provide sound

Explained variation and predictive accuracy in general parametric statistical models: the role of model misspecification

DEFF Research Database (Denmark)

Rosthøj, Susanne; Keiding, Niels

2004-01-01

When studying a regression model measures of explained variation are used to assess the degree to which the covariates determine the outcome of interest. Measures of predictive accuracy are used to assess the accuracy of the predictions based on the covariates and the regression model. We give a ...... a detailed and general introduction to the two measures and the estimation procedures. The framework we set up allows for a study of the effect of misspecification on the quantities estimated. We also introduce a generalization to survival analysis....

Testing Parametric versus Semiparametric Modelling in Generalized Linear Models

NARCIS (Netherlands)

Härdle, W.K.; Mammen, E.; Müller, M.D.

1996-01-01

We consider a generalized partially linear model E(Y|X,T) = G{X'b + m(T)} where G is a known function, b is an unknown parameter vector, and m is an unknown function.The paper introduces a test statistic which allows to decide between a parametric and a semiparametric model: (i) m is linear, i.e.

Growth Curve Models and Applications : Indian Statistical Institute

CERN Document Server

2017-01-01

Growth curve models in longitudinal studies are widely used to model population size, body height, biomass, fungal growth, and other variables in the biological sciences, but these statistical methods for modeling growth curves and analyzing longitudinal data also extend to general statistics, economics, public health, demographics, epidemiology, SQC, sociology, nano-biotechnology, fluid mechanics, and other applied areas.   There is no one-size-fits-all approach to growth measurement. The selected papers in this volume build on presentations from the GCM workshop held at the Indian Statistical Institute, Giridih, on March 28-29, 2016. They represent recent trends in GCM research on different subject areas, both theoretical and applied. This book includes tools and possibilities for further work through new techniques and modification of existing ones. The volume includes original studies, theoretical findings and case studies from a wide range of app lied work, and these contributions have been externally r...

Statistical model selection with “Big Data”

Directory of Open Access Journals (Sweden)

Jurgen A. Doornik

2015-12-01

Full Text Available Big Data offer potential benefits for statistical modelling, but confront problems including an excess of false positives, mistaking correlations for causes, ignoring sampling biases and selecting by inappropriate methods. We consider the many important requirements when searching for a data-based relationship using Big Data, and the possible role of Autometrics in that context. Paramount considerations include embedding relationships in general initial models, possibly restricting the number of variables to be selected over by non-statistical criteria (the formulation problem, using good quality data on all variables, analyzed with tight significance levels by a powerful selection procedure, retaining available theory insights (the selection problem while testing for relationships being well specified and invariant to shifts in explanatory variables (the evaluation problem, using a viable approach that resolves the computational problem of immense numbers of possible models.

Understanding and forecasting polar stratospheric variability with statistical models

Directory of Open Access Journals (Sweden)

C. Blume

2012-07-01

Full Text Available The variability of the north-polar stratospheric vortex is a prominent aspect of the middle atmosphere. This work investigates a wide class of statistical models with respect to their ability to model geopotential and temperature anomalies, representing variability in the polar stratosphere. Four partly nonstationary, nonlinear models are assessed: linear discriminant analysis (LDA; a cluster method based on finite elements (FEM-VARX; a neural network, namely the multi-layer perceptron (MLP; and support vector regression (SVR. These methods model time series by incorporating all significant external factors simultaneously, including ENSO, QBO, the solar cycle, volcanoes, to then quantify their statistical importance. We show that variability in reanalysis data from 1980 to 2005 is successfully modeled. The period from 2005 to 2011 can be hindcasted to a certain extent, where MLP performs significantly better than the remaining models. However, variability remains that cannot be statistically hindcasted within the current framework, such as the unexpected major warming in January 2009. Finally, the statistical model with the best generalization performance is used to predict a winter 2011/12 with warm and weak vortex conditions. A vortex breakdown is predicted for late January, early February 2012.

Extending the linear model with R generalized linear, mixed effects and nonparametric regression models

CERN Document Server

Faraway, Julian J

2005-01-01

Linear models are central to the practice of statistics and form the foundation of a vast range of statistical methodologies. Julian J. Faraway''s critically acclaimed Linear Models with R examined regression and analysis of variance, demonstrated the different methods available, and showed in which situations each one applies. Following in those footsteps, Extending the Linear Model with R surveys the techniques that grow from the regression model, presenting three extensions to that framework: generalized linear models (GLMs), mixed effect models, and nonparametric regression models. The author''s treatment is thoroughly modern and covers topics that include GLM diagnostics, generalized linear mixed models, trees, and even the use of neural networks in statistics. To demonstrate the interplay of theory and practice, throughout the book the author weaves the use of the R software environment to analyze the data of real examples, providing all of the R commands necessary to reproduce the analyses. All of the ...

Generalized statistics and the rishon hypothesis

Energy Technology Data Exchange (ETDEWEB)

Jarvis, P.D. (Tasmania Univ., Sandy Bay (Australia). Dept. of Physics); Green, H.S. (Adelaide Univ. (Australia). Dept. of Mathematical Physics)

1983-01-01

It is pointed out that the proposal of Harari and others, that leptons and quarks should be regarded as composites, consisting of rishons or quips, can be formulated as a field theory in terms of two fundamental spinor fields which satisfy a new generalization of quantum statistics. The requirement of macroscopic causality determines which of the many combinations of rishons may be observed as isolated particles.

A power comparison of generalized additive models and the spatial scan statistic in a case-control setting

Directory of Open Access Journals (Sweden)

Ozonoff Al

2010-07-01

Full Text Available Abstract Background A common, important problem in spatial epidemiology is measuring and identifying variation in disease risk across a study region. In application of statistical methods, the problem has two parts. First, spatial variation in risk must be detected across the study region and, second, areas of increased or decreased risk must be correctly identified. The location of such areas may give clues to environmental sources of exposure and disease etiology. One statistical method applicable in spatial epidemiologic settings is a generalized additive model (GAM which can be applied with a bivariate LOESS smoother to account for geographic location as a possible predictor of disease status. A natural hypothesis when applying this method is whether residential location of subjects is associated with the outcome, i.e. is the smoothing term necessary? Permutation tests are a reasonable hypothesis testing method and provide adequate power under a simple alternative hypothesis. These tests have yet to be compared to other spatial statistics. Results This research uses simulated point data generated under three alternative hypotheses to evaluate the properties of the permutation methods and compare them to the popular spatial scan statistic in a case-control setting. Case 1 was a single circular cluster centered in a circular study region. The spatial scan statistic had the highest power though the GAM method estimates did not fall far behind. Case 2 was a single point source located at the center of a circular cluster and Case 3 was a line source at the center of the horizontal axis of a square study region. Each had linearly decreasing logodds with distance from the point. The GAM methods outperformed the scan statistic in Cases 2 and 3. Comparing sensitivity, measured as the proportion of the exposure source correctly identified as high or low risk, the GAM methods outperformed the scan statistic in all three Cases. Conclusions The GAM

A power comparison of generalized additive models and the spatial scan statistic in a case-control setting.

Science.gov (United States)

Young, Robin L; Weinberg, Janice; Vieira, Verónica; Ozonoff, Al; Webster, Thomas F

2010-07-19

A common, important problem in spatial epidemiology is measuring and identifying variation in disease risk across a study region. In application of statistical methods, the problem has two parts. First, spatial variation in risk must be detected across the study region and, second, areas of increased or decreased risk must be correctly identified. The location of such areas may give clues to environmental sources of exposure and disease etiology. One statistical method applicable in spatial epidemiologic settings is a generalized additive model (GAM) which can be applied with a bivariate LOESS smoother to account for geographic location as a possible predictor of disease status. A natural hypothesis when applying this method is whether residential location of subjects is associated with the outcome, i.e. is the smoothing term necessary? Permutation tests are a reasonable hypothesis testing method and provide adequate power under a simple alternative hypothesis. These tests have yet to be compared to other spatial statistics. This research uses simulated point data generated under three alternative hypotheses to evaluate the properties of the permutation methods and compare them to the popular spatial scan statistic in a case-control setting. Case 1 was a single circular cluster centered in a circular study region. The spatial scan statistic had the highest power though the GAM method estimates did not fall far behind. Case 2 was a single point source located at the center of a circular cluster and Case 3 was a line source at the center of the horizontal axis of a square study region. Each had linearly decreasing logodds with distance from the point. The GAM methods outperformed the scan statistic in Cases 2 and 3. Comparing sensitivity, measured as the proportion of the exposure source correctly identified as high or low risk, the GAM methods outperformed the scan statistic in all three Cases. The GAM permutation testing methods provide a regression

Statistically Modeling I-V Characteristics of CNT-FET with LASSO

Science.gov (United States)

Ma, Dongsheng; Ye, Zuochang; Wang, Yan

2017-08-01

With the advent of internet of things (IOT), the need for studying new material and devices for various applications is increasing. Traditionally we build compact models for transistors on the basis of physics. But physical models are expensive and need a very long time to adjust for non-ideal effects. As the vision for the application of many novel devices is not certain or the manufacture process is not mature, deriving generalized accurate physical models for such devices is very strenuous, whereas statistical modeling is becoming a potential method because of its data oriented property and fast implementation. In this paper, one classical statistical regression method, LASSO, is used to model the I-V characteristics of CNT-FET and a pseudo-PMOS inverter simulation based on the trained model is implemented in Cadence. The normalized relative mean square prediction error of the trained model versus experiment sample data and the simulation results show that the model is acceptable for digital circuit static simulation. And such modeling methodology can extend to general devices.

Beam wandering statistics of twin thin laser beam propagation under generalized atmospheric conditions.

Science.gov (United States)

Pérez, Darío G; Funes, Gustavo

2012-12-03

Under the Geometrics Optics approximation is possible to estimate the covariance between the displacements of two thin beams after they have propagated through a turbulent medium. Previous works have concentrated in long propagation distances to provide models for the wandering statistics. These models are useful when the separation between beams is smaller than the propagation path-regardless of the characteristics scales of the turbulence. In this work we give a complete model for these covariances, behavior introducing absolute limits to the validity of former approximations. Moreover, these generalizations are established for non-Kolmogorov atmospheric models.

Statistical models for competing risk analysis

International Nuclear Information System (INIS)

Sather, H.N.

1976-08-01

Research results on three new models for potential applications in competing risks problems. One section covers the basic statistical relationships underlying the subsequent competing risks model development. Another discusses the problem of comparing cause-specific risk structure by competing risks theory in two homogeneous populations, P1 and P2. Weibull models which allow more generality than the Berkson and Elveback models are studied for the effect of time on the hazard function. The use of concomitant information for modeling single-risk survival is extended to the multiple failure mode domain of competing risks. The model used to illustrate the use of this methodology is a life table model which has constant hazards within pre-designated intervals of the time scale. Two parametric models for bivariate dependent competing risks, which provide interesting alternatives, are proposed and examined

Logarithmic transformed statistical models in calibration

International Nuclear Information System (INIS)

Zeis, C.D.

1975-01-01

A general type of statistical model used for calibration of instruments having the property that the standard deviations of the observed values increase as a function of the mean value is described. The application to the Helix Counter at the Rocky Flats Plant is primarily from a theoretical point of view. The Helix Counter measures the amount of plutonium in certain types of chemicals. The method described can be used also for other calibrations. (U.S.)

Central Limit Theorem for Exponentially Quasi-local Statistics of Spin Models on Cayley Graphs

Science.gov (United States)

Reddy, Tulasi Ram; Vadlamani, Sreekar; Yogeshwaran, D.

2018-04-01

Central limit theorems for linear statistics of lattice random fields (including spin models) are usually proven under suitable mixing conditions or quasi-associativity. Many interesting examples of spin models do not satisfy mixing conditions, and on the other hand, it does not seem easy to show central limit theorem for local statistics via quasi-associativity. In this work, we prove general central limit theorems for local statistics and exponentially quasi-local statistics of spin models on discrete Cayley graphs with polynomial growth. Further, we supplement these results by proving similar central limit theorems for random fields on discrete Cayley graphs taking values in a countable space, but under the stronger assumptions of α -mixing (for local statistics) and exponential α -mixing (for exponentially quasi-local statistics). All our central limit theorems assume a suitable variance lower bound like many others in the literature. We illustrate our general central limit theorem with specific examples of lattice spin models and statistics arising in computational topology, statistical physics and random networks. Examples of clustering spin models include quasi-associated spin models with fast decaying covariances like the off-critical Ising model, level sets of Gaussian random fields with fast decaying covariances like the massive Gaussian free field and determinantal point processes with fast decaying kernels. Examples of local statistics include intrinsic volumes, face counts, component counts of random cubical complexes while exponentially quasi-local statistics include nearest neighbour distances in spin models and Betti numbers of sub-critical random cubical complexes.

A weighted generalized score statistic for comparison of predictive values of diagnostic tests.

Science.gov (United States)

Kosinski, Andrzej S

2013-03-15

Positive and negative predictive values are important measures of a medical diagnostic test performance. We consider testing equality of two positive or two negative predictive values within a paired design in which all patients receive two diagnostic tests. The existing statistical tests for testing equality of predictive values are either Wald tests based on the multinomial distribution or the empirical Wald and generalized score tests within the generalized estimating equations (GEE) framework. As presented in the literature, these test statistics have considerably complex formulas without clear intuitive insight. We propose their re-formulations that are mathematically equivalent but algebraically simple and intuitive. As is clearly seen with a new re-formulation we presented, the generalized score statistic does not always reduce to the commonly used score statistic in the independent samples case. To alleviate this, we introduce a weighted generalized score (WGS) test statistic that incorporates empirical covariance matrix with newly proposed weights. This statistic is simple to compute, always reduces to the score statistic in the independent samples situation, and preserves type I error better than the other statistics as demonstrated by simulations. Thus, we believe that the proposed WGS statistic is the preferred statistic for testing equality of two predictive values and for corresponding sample size computations. The new formulas of the Wald statistics may be useful for easy computation of confidence intervals for difference of predictive values. The introduced concepts have potential to lead to development of the WGS test statistic in a general GEE setting. Copyright © 2012 John Wiley & Sons, Ltd.

Thurstonian models for sensory discrimination tests as generalized linear models

DEFF Research Database (Denmark)

Brockhoff, Per B.; Christensen, Rune Haubo Bojesen

2010-01-01

as a so-called generalized linear model. The underlying sensory difference 6 becomes directly a parameter of the statistical model and the estimate d' and it's standard error becomes the "usual" output of the statistical analysis. The d' for the monadic A-NOT A method is shown to appear as a standard......Sensory discrimination tests such as the triangle, duo-trio, 2-AFC and 3-AFC tests produce binary data and the Thurstonian decision rule links the underlying sensory difference 6 to the observed number of correct responses. In this paper it is shown how each of these four situations can be viewed...

Quantum fields on manifolds: an interplay between quantum theory, statistical thermodynamics and general relativity

International Nuclear Information System (INIS)

Sewell, G.L.

1986-01-01

The author shows how the basic axioms of quantum field theory, general relativity and statistical thermodynamics lead, in a model-independent way, to a generalized Hawking-Unruh effect, whereby the gravitational fields carried by a class of space-time manifolds with event horizons thermalize ambient quantum fields. The author is concerned with a quantum field on a space-time x containing a submanifold X' bounded by event horizons. The objective is to show that, for a wide class of space-times, the global vacuum state of the field reduces, in X', to a thermal state, whose temperature depends on the geometry. The statistical thermodynaical, geometrical, and quantum field theoretical essential ingredients for the reduction of the vacuum state are discussed

Statistical thermodynamics and mean-field theory for the alloy under irradiation model

International Nuclear Information System (INIS)

Kamyshendo, V.

1993-01-01

A generalization of statistical thermodynamics to the open systems case, is discussed, using as an example the alloy-under-irradiation model. The statistical properties of stationary states are described with the use of generalized thermodynamic potentials and 'quasi-interactions' determined from the master equation for micro-configuration probabilities. Methods for resolving this equation are illustrated by the mean-field type calculations of correlators, thermodynamic potentials and phase diagrams for disordered alloys

A statistical mechanical model of economics

Science.gov (United States)

Lubbers, Nicholas Edward Williams

Statistical mechanics pursues low-dimensional descriptions of systems with a very large number of degrees of freedom. I explore this theme in two contexts. The main body of this dissertation explores and extends the Yard Sale Model (YSM) of economic transactions using a combination of simulations and theory. The YSM is a simple interacting model for wealth distributions which has the potential to explain the empirical observation of Pareto distributions of wealth. I develop the link between wealth condensation and the breakdown of ergodicity due to nonlinear diffusion effects which are analogous to the geometric random walk. Using this, I develop a deterministic effective theory of wealth transfer in the YSM that is useful for explaining many quantitative results. I introduce various forms of growth to the model, paying attention to the effect of growth on wealth condensation, inequality, and ergodicity. Arithmetic growth is found to partially break condensation, and geometric growth is found to completely break condensation. Further generalizations of geometric growth with growth in- equality show that the system is divided into two phases by a tipping point in the inequality parameter. The tipping point marks the line between systems which are ergodic and systems which exhibit wealth condensation. I explore generalizations of the YSM transaction scheme to arbitrary betting functions to develop notions of universality in YSM-like models. I find that wealth vi condensation is universal to a large class of models which can be divided into two phases. The first exhibits slow, power-law condensation dynamics, and the second exhibits fast, finite-time condensation dynamics. I find that the YSM, which exhibits exponential dynamics, is the critical, self-similar model which marks the dividing line between the two phases. The final chapter develops a low-dimensional approach to materials microstructure quantification. Modern materials design harnesses complex

Statistical power analysis a simple and general model for traditional and modern hypothesis tests

CERN Document Server

Murphy, Kevin R; Wolach, Allen

2014-01-01

Noted for its accessible approach, this text applies the latest approaches of power analysis to both null hypothesis and minimum-effect testing using the same basic unified model. Through the use of a few simple procedures and examples, the authors show readers with little expertise in statistical analysis how to obtain the values needed to carry out the power analysis for their research. Illustrations of how these analyses work and how they can be used to choose the appropriate criterion for defining statistically significant outcomes are sprinkled throughout. The book presents a simple and g

Bridging Weighted Rules and Graph Random Walks for Statistical Relational Models

Directory of Open Access Journals (Sweden)

Seyed Mehran Kazemi

2018-02-01

Full Text Available The aim of statistical relational learning is to learn statistical models from relational or graph-structured data. Three main statistical relational learning paradigms include weighted rule learning, random walks on graphs, and tensor factorization. These paradigms have been mostly developed and studied in isolation for many years, with few works attempting at understanding the relationship among them or combining them. In this article, we study the relationship between the path ranking algorithm (PRA, one of the most well-known relational learning methods in the graph random walk paradigm, and relational logistic regression (RLR, one of the recent developments in weighted rule learning. We provide a simple way to normalize relations and prove that relational logistic regression using normalized relations generalizes the path ranking algorithm. This result provides a better understanding of relational learning, especially for the weighted rule learning and graph random walk paradigms. It opens up the possibility of using the more flexible RLR rules within PRA models and even generalizing both by including normalized and unnormalized relations in the same model.

Generalized field quantization and statistics of elementary particles

International Nuclear Information System (INIS)

Govorkov, A.V.

1994-01-01

Generalized schemes for the quantization of free fields based on the deformed trilinear relations of Green are investigated. A theorem shows that in reality continuous deformation is impossible. In particular, it is shown that a open-quotes smallclose quotes violation of the ordinary Fermi and Bose statistics is impossible both in the framework of local field theory, corresponding to parastatistics of finite orders, and in the framework of nonlocal field theory, corresponding to infinite statistics. The existence of antiparticles plays a decisive role in establishing the matter case. 23 refs

Numerical and Qualitative Contrasts of Two Statistical Models for Water Quality Change in Tidal Waters

Science.gov (United States)

Two statistical approaches, weighted regression on time, discharge, and season and generalized additive models, have recently been used to evaluate water quality trends in estuaries. Both models have been used in similar contexts despite differences in statistical foundations and...

Decoding β-decay systematics: A global statistical model for β- half-lives

International Nuclear Information System (INIS)

Costiris, N. J.; Mavrommatis, E.; Gernoth, K. A.; Clark, J. W.

2009-01-01

Statistical modeling of nuclear data provides a novel approach to nuclear systematics complementary to established theoretical and phenomenological approaches based on quantum theory. Continuing previous studies in which global statistical modeling is pursued within the general framework of machine learning theory, we implement advances in training algorithms designed to improve generalization, in application to the problem of reproducing and predicting the half-lives of nuclear ground states that decay 100% by the β - mode. More specifically, fully connected, multilayer feed-forward artificial neural network models are developed using the Levenberg-Marquardt optimization algorithm together with Bayesian regularization and cross-validation. The predictive performance of models emerging from extensive computer experiments is compared with that of traditional microscopic and phenomenological models as well as with the performance of other learning systems, including earlier neural network models as well as the support vector machines recently applied to the same problem. In discussing the results, emphasis is placed on predictions for nuclei that are far from the stability line, and especially those involved in r-process nucleosynthesis. It is found that the new statistical models can match or even surpass the predictive performance of conventional models for β-decay systematics and accordingly should provide a valuable additional tool for exploring the expanding nuclear landscape.

Vector generalized linear and additive models with an implementation in R

CERN Document Server

Yee, Thomas W

2015-01-01

This book presents a statistical framework that expands generalized linear models (GLMs) for regression modelling. The framework shared in this book allows analyses based on many semi-traditional applied statistics models to be performed as a coherent whole. This is possible through the approximately half-a-dozen major classes of statistical models included in the book and the software infrastructure component, which makes the models easily operable.    The book’s methodology and accompanying software (the extensive VGAM R package) are directed at these limitations, and this is the first time the methodology and software are covered comprehensively in one volume. Since their advent in 1972, GLMs have unified important distributions under a single umbrella with enormous implications. The demands of practical data analysis, however, require a flexibility that GLMs do not have. Data-driven GLMs, in the form of generalized additive models (GAMs), are also largely confined to the exponential family. This book ...

Statistical Methods for Detecting and Modeling General Patterns and Relationships in Lifetime Data

Energy Technology Data Exchange (ETDEWEB)

Kvaloey, Jan Terje

1999-04-01

In this thesis, the author tries to develop methods of detecting and modeling general patterns and relationships in lifetime data. Tests with power against nonmonotonic trends and nonmonotonic co variate effects are considered, and nonparametric regression methods which allow estimation of fairly general nonlinear relationships are studied. Practical uses of some of the methods are illustrated although in a medical rather than engineering or technological context.

A combined statistical model for multiple motifs search

International Nuclear Information System (INIS)

Gao Lifeng; Liu Xin; Guan Shan

2008-01-01

Transcription factor binding sites (TFBS) play key roles in genebior 6.8 wavelet expression and regulation. They are short sequence segments with definite structure and can be recognized by the corresponding transcription factors correctly. From the viewpoint of statistics, the candidates of TFBS should be quite different from the segments that are randomly combined together by nucleotide. This paper proposes a combined statistical model for finding over-represented short sequence segments in different kinds of data set. While the over-represented short sequence segment is described by position weight matrix, the nucleotide distribution at most sites of the segment should be far from the background nucleotide distribution. The central idea of this approach is to search for such kind of signals. This algorithm is tested on 3 data sets, including binding sites data set of cyclic AMP receptor protein in E.coli, PlantProm DB which is a non-redundant collection of proximal promoter sequences from different species, collection of the intergenic sequences of the whole genome of E.Coli. Even though the complexity of these three data sets is quite different, the results show that this model is rather general and sensible. (general)

A statistical model for instable thermodynamical systems

International Nuclear Information System (INIS)

Sommer, Jens-Uwe

2003-01-01

A generic model is presented for statistical systems which display thermodynamic features in contrast to our everyday experience, such as infinite and negative heat capacities. Such system are instable in terms of classical equilibrium thermodynamics. Using our statistical model, we are able to investigate states of instable systems which are undefined in the framework of equilibrium thermodynamics. We show that a region of negative heat capacity in the adiabatic environment, leads to a first order like phase transition when the system is coupled to a heat reservoir. This phase transition takes place without a phase coexistence. Nevertheless, all intermediate states are stable due to fluctuations. When two instable system are brought in thermal contact, the temperature of the composed system is lower than the minimum temperature of the individual systems. Generally, the equilibrium states of instable system cannot be simply decomposed into equilibrium states of the individual systems. The properties of instable system depend on the environment, ensemble equivalence is broken

Completely X-symmetric S-matrices corresponding to theta functions and models of statistical mechanics

International Nuclear Information System (INIS)

Chudnovsky, D.V.; Chudnovsky, G.V.

1981-01-01

We consider general expressions of factorized S-matrices with Abelian symmetry expressed in terms of theta-functions. These expressions arise from representations of the Heisenberg group. New examples of factorized S-matrices lead to a large class of completely integrable models of statistical mechanics which generalize the XYZ-model of the eight-vertex model. (orig.)

An Overview of Generalized Gamma Mittag–Leffler Model and Its Applications

Directory of Open Access Journals (Sweden)

Seema S. Nair

2015-08-01

Full Text Available Recently, probability models with thicker or thinner tails have gained more importance among statisticians and physicists because of their vast applications in random walks, Lévi flights, financial modeling, etc. In this connection, we introduce here a new family of generalized probability distributions associated with the Mittag–Leffler function. This family gives an extension to the generalized gamma family, opens up a vast area of potential applications and establishes connections to the topics of fractional calculus, nonextensive statistical mechanics, Tsallis statistics, superstatistics, the Mittag–Leffler stochastic process, the Lévi process and time series. Apart from examining the properties, the matrix-variate analogue and the connection to fractional calculus are also explained. By using the pathway model of Mathai, the model is further generalized. Connections to Mittag–Leffler distributions and corresponding autoregressive processes are also discussed.

A Statistical Programme Assignment Model

DEFF Research Database (Denmark)

Rosholm, Michael; Staghøj, Jonas; Svarer, Michael

When treatment effects of active labour market programmes are heterogeneous in an observable way  across the population, the allocation of the unemployed into different programmes becomes a particularly  important issue. In this paper, we present a statistical model designed to improve the present...... duration of unemployment spells may result if a statistical programme assignment model is introduced. We discuss several issues regarding the  plementation of such a system, especially the interplay between the statistical model and  case workers....

The l z ( p ) * Person-Fit Statistic in an Unfolding Model Context.

Science.gov (United States)

Tendeiro, Jorge N

2017-01-01

Although person-fit analysis has a long-standing tradition within item response theory, it has been applied in combination with dominance response models almost exclusively. In this article, a popular log likelihood-based parametric person-fit statistic under the framework of the generalized graded unfolding model is used. Results from a simulation study indicate that the person-fit statistic performed relatively well in detecting midpoint response style patterns and not so well in detecting extreme response style patterns.

Benchmark validation of statistical models: Application to mediation analysis of imagery and memory.

Science.gov (United States)

MacKinnon, David P; Valente, Matthew J; Wurpts, Ingrid C

2018-03-29

This article describes benchmark validation, an approach to validating a statistical model. According to benchmark validation, a valid model generates estimates and research conclusions consistent with a known substantive effect. Three types of benchmark validation-(a) benchmark value, (b) benchmark estimate, and (c) benchmark effect-are described and illustrated with examples. Benchmark validation methods are especially useful for statistical models with assumptions that are untestable or very difficult to test. Benchmark effect validation methods were applied to evaluate statistical mediation analysis in eight studies using the established effect that increasing mental imagery improves recall of words. Statistical mediation analysis led to conclusions about mediation that were consistent with established theory that increased imagery leads to increased word recall. Benchmark validation based on established substantive theory is discussed as a general way to investigate characteristics of statistical models and a complement to mathematical proof and statistical simulation. (PsycINFO Database Record (c) 2018 APA, all rights reserved).

Domain general constraints on statistical learning.

Science.gov (United States)

Thiessen, Erik D

2011-01-01

All theories of language development suggest that learning is constrained. However, theories differ on whether these constraints arise from language-specific processes or have domain-general origins such as the characteristics of human perception and information processing. The current experiments explored constraints on statistical learning of patterns, such as the phonotactic patterns of an infants' native language. Infants in these experiments were presented with a visual analog of a phonotactic learning task used by J. R. Saffran and E. D. Thiessen (2003). Saffran and Thiessen found that infants' phonotactic learning was constrained such that some patterns were learned more easily than other patterns. The current results indicate that infants' learning of visual patterns shows the same constraints as infants' learning of phonotactic patterns. This is consistent with theories suggesting that constraints arise from domain-general sources and, as such, should operate over many kinds of stimuli in addition to linguistic stimuli. © 2011 The Author. Child Development © 2011 Society for Research in Child Development, Inc.

A generalized logarithmic image processing model based on the gigavision sensor model.

Science.gov (United States)

Deng, Guang

2012-03-01

The logarithmic image processing (LIP) model is a mathematical theory providing generalized linear operations for image processing. The gigavision sensor (GVS) is a new imaging device that can be described by a statistical model. In this paper, by studying these two seemingly unrelated models, we develop a generalized LIP (GLIP) model. With the LIP model being its special case, the GLIP model not only provides new insights into the LIP model but also defines new image representations and operations for solving general image processing problems that are not necessarily related to the GVS. A new parametric LIP model is also developed. To illustrate the application of the new scalar multiplication operation, we propose an energy-preserving algorithm for tone mapping, which is a necessary step in image dehazing. By comparing with results using two state-of-the-art algorithms, we show that the new scalar multiplication operation is an effective tool for tone mapping.

Bayesian Subset Modeling for High-Dimensional Generalized Linear Models

KAUST Repository

Liang, Faming

2013-06-01

This article presents a new prior setting for high-dimensional generalized linear models, which leads to a Bayesian subset regression (BSR) with the maximum a posteriori model approximately equivalent to the minimum extended Bayesian information criterion model. The consistency of the resulting posterior is established under mild conditions. Further, a variable screening procedure is proposed based on the marginal inclusion probability, which shares the same properties of sure screening and consistency with the existing sure independence screening (SIS) and iterative sure independence screening (ISIS) procedures. However, since the proposed procedure makes use of joint information from all predictors, it generally outperforms SIS and ISIS in real applications. This article also makes extensive comparisons of BSR with the popular penalized likelihood methods, including Lasso, elastic net, SIS, and ISIS. The numerical results indicate that BSR can generally outperform the penalized likelihood methods. The models selected by BSR tend to be sparser and, more importantly, of higher prediction ability. In addition, the performance of the penalized likelihood methods tends to deteriorate as the number of predictors increases, while this is not significant for BSR. Supplementary materials for this article are available online. © 2013 American Statistical Association.

Vortex dynamics and Lagrangian statistics in a model for active turbulence.

Science.gov (United States)

James, Martin; Wilczek, Michael

2018-02-14

Cellular suspensions such as dense bacterial flows exhibit a turbulence-like phase under certain conditions. We study this phenomenon of "active turbulence" statistically by using numerical tools. Following Wensink et al. (Proc. Natl. Acad. Sci. U.S.A. 109, 14308 (2012)), we model active turbulence by means of a generalized Navier-Stokes equation. Two-point velocity statistics of active turbulence, both in the Eulerian and the Lagrangian frame, is explored. We characterize the scale-dependent features of two-point statistics in this system. Furthermore, we extend this statistical study with measurements of vortex dynamics in this system. Our observations suggest that the large-scale statistics of active turbulence is close to Gaussian with sub-Gaussian tails.

New robust statistical procedures for the polytomous logistic regression models.

Science.gov (United States)

Castilla, Elena; Ghosh, Abhik; Martin, Nirian; Pardo, Leandro

2018-05-17

This article derives a new family of estimators, namely the minimum density power divergence estimators, as a robust generalization of the maximum likelihood estimator for the polytomous logistic regression model. Based on these estimators, a family of Wald-type test statistics for linear hypotheses is introduced. Robustness properties of both the proposed estimators and the test statistics are theoretically studied through the classical influence function analysis. Appropriate real life examples are presented to justify the requirement of suitable robust statistical procedures in place of the likelihood based inference for the polytomous logistic regression model. The validity of the theoretical results established in the article are further confirmed empirically through suitable simulation studies. Finally, an approach for the data-driven selection of the robustness tuning parameter is proposed with empirical justifications. © 2018, The International Biometric Society.

On the statistical comparison of climate model output and climate data

International Nuclear Information System (INIS)

Solow, A.R.

1991-01-01

Some broad issues arising in the statistical comparison of the output of climate models with the corresponding climate data are reviewed. Particular attention is paid to the question of detecting climate change. The purpose of this paper is to review some statistical approaches to the comparison of the output of climate models with climate data. There are many statistical issues arising in such a comparison. The author will focus on some of the broader issues, although some specific methodological questions will arise along the way. One important potential application of the approaches discussed in this paper is the detection of climate change. Although much of the discussion will be fairly general, he will try to point out the appropriate connections to the detection question. 9 refs

On the statistical comparison of climate model output and climate data

International Nuclear Information System (INIS)

Solow, A.R.

1990-01-01

Some broad issues arising in the statistical comparison of the output of climate models with the corresponding climate data are reviewed. Particular attention is paid to the question of detecting climate change. The purpose of this paper is to review some statistical approaches to the comparison of the output of climate models with climate data. There are many statistical issues arising in such a comparison. The author will focus on some of the broader issues, although some specific methodological questions will arise along the way. One important potential application of the approaches discussed in this paper is the detection of climate change. Although much of the discussion will be fairly general, he will try to point out the appropriate connections to the detection question

Generalized ensemble theory with non-extensive statistics

Science.gov (United States)

Shen, Ke-Ming; Zhang, Ben-Wei; Wang, En-Ke

2017-12-01

The non-extensive canonical ensemble theory is reconsidered with the method of Lagrange multipliers by maximizing Tsallis entropy, with the constraint that the normalized term of Tsallis' q -average of physical quantities, the sum ∑ pjq, is independent of the probability pi for Tsallis parameter q. The self-referential problem in the deduced probability and thermal quantities in non-extensive statistics is thus avoided, and thermodynamical relationships are obtained in a consistent and natural way. We also extend the study to the non-extensive grand canonical ensemble theory and obtain the q-deformed Bose-Einstein distribution as well as the q-deformed Fermi-Dirac distribution. The theory is further applied to the generalized Planck law to demonstrate the distinct behaviors of the various generalized q-distribution functions discussed in literature.

Diffeomorphic Statistical Deformation Models

DEFF Research Database (Denmark)

Hansen, Michael Sass; Hansen, Mads/Fogtman; Larsen, Rasmus

2007-01-01

In this paper we present a new method for constructing diffeomorphic statistical deformation models in arbitrary dimensional images with a nonlinear generative model and a linear parameter space. Our deformation model is a modified version of the diffeomorphic model introduced by Cootes et al....... The modifications ensure that no boundary restriction has to be enforced on the parameter space to prevent folds or tears in the deformation field. For straightforward statistical analysis, principal component analysis and sparse methods, we assume that the parameters for a class of deformations lie on a linear...... with ground truth in form of manual expert annotations, and compared to Cootes's model. We anticipate applications in unconstrained diffeomorphic synthesis of images, e.g. for tracking, segmentation, registration or classification purposes....

A generalized model to estimate the statistical power in mitochondrial disease studies involving 2×k tables.

Directory of Open Access Journals (Sweden)

Jacobo Pardo-Seco

Full Text Available BACKGROUND: Mitochondrial DNA (mtDNA variation (i.e. haplogroups has been analyzed in regards to a number of multifactorial diseases. The statistical power of a case-control study determines the a priori probability to reject the null hypothesis of homogeneity between cases and controls. METHODS/PRINCIPAL FINDINGS: We critically review previous approaches to the estimation of the statistical power based on the restricted scenario where the number of cases equals the number of controls, and propose a methodology that broadens procedures to more general situations. We developed statistical procedures that consider different disease scenarios, variable sample sizes in cases and controls, and variable number of haplogroups and effect sizes. The results indicate that the statistical power of a particular study can improve substantially by increasing the number of controls with respect to cases. In the opposite direction, the power decreases substantially when testing a growing number of haplogroups. We developed mitPower (http://bioinformatics.cesga.es/mitpower/, a web-based interface that implements the new statistical procedures and allows for the computation of the a priori statistical power in variable scenarios of case-control study designs, or e.g. the number of controls needed to reach fixed effect sizes. CONCLUSIONS/SIGNIFICANCE: The present study provides with statistical procedures for the computation of statistical power in common as well as complex case-control study designs involving 2×k tables, with special application (but not exclusive to mtDNA studies. In order to reach a wide range of researchers, we also provide a friendly web-based tool--mitPower--that can be used in both retrospective and prospective case-control disease studies.

Generalized Additive Models for Nowcasting Cloud Shading

Czech Academy of Sciences Publication Activity Database

Brabec, Marek; Paulescu, M.; Badescu, V.

2014-01-01

Roč. 101, March (2014), s. 272-282 ISSN 0038-092X R&D Projects: GA MŠk LD12009 Grant - others:European Cooperation in Science and Technology(XE) COST ES1002 Institutional support: RVO:67985807 Keywords : sunshine number * nowcasting * generalized additive model * Markov chain Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 3.469, year: 2014

Statistical modeling for degradation data

CERN Document Server

Lio, Yuhlong; Ng, Hon; Tsai, Tzong-Ru

2017-01-01

This book focuses on the statistical aspects of the analysis of degradation data. In recent years, degradation data analysis has come to play an increasingly important role in different disciplines such as reliability, public health sciences, and finance. For example, information on products’ reliability can be obtained by analyzing degradation data. In addition, statistical modeling and inference techniques have been developed on the basis of different degradation measures. The book brings together experts engaged in statistical modeling and inference, presenting and discussing important recent advances in degradation data analysis and related applications. The topics covered are timely and have considerable potential to impact both statistics and reliability engineering.

The epistemological status of general circulation models

Science.gov (United States)

Loehle, Craig

2018-03-01

Forecasts of both likely anthropogenic effects on climate and consequent effects on nature and society are based on large, complex software tools called general circulation models (GCMs). Forecasts generated by GCMs have been used extensively in policy decisions related to climate change. However, the relation between underlying physical theories and results produced by GCMs is unclear. In the case of GCMs, many discretizations and approximations are made, and simulating Earth system processes is far from simple and currently leads to some results with unknown energy balance implications. Statistical testing of GCM forecasts for degree of agreement with data would facilitate assessment of fitness for use. If model results need to be put on an anomaly basis due to model bias, then both visual and quantitative measures of model fit depend strongly on the reference period used for normalization, making testing problematic. Epistemology is here applied to problems of statistical inference during testing, the relationship between the underlying physics and the models, the epistemic meaning of ensemble statistics, problems of spatial and temporal scale, the existence or not of an unforced null for climate fluctuations, the meaning of existing uncertainty estimates, and other issues. Rigorous reasoning entails carefully quantifying levels of uncertainty.

Recommendations for describing statistical studies and results in general readership science and engineering journals.

Science.gov (United States)

Gardenier, John S

2012-12-01

This paper recommends how authors of statistical studies can communicate to general audiences fully, clearly, and comfortably. The studies may use statistical methods to explore issues in science, engineering, and society or they may address issues in statistics specifically. In either case, readers without explicit statistical training should have no problem understanding the issues, the methods, or the results at a non-technical level. The arguments for those results should be clear, logical, and persuasive. This paper also provides advice for editors of general journals on selecting high quality statistical articles without the need for exceptional work or expense. Finally, readers are also advised to watch out for some common errors or misuses of statistics that can be detected without a technical statistical background.

The lz(p)* Person-Fit Statistic in an Unfolding Model Context

NARCIS (Netherlands)

Tendeiro, Jorge N.

2017-01-01

Although person-fit analysis has a long-standing tradition within item response theory, it has been applied in combination with dominance response models almost exclusively. In this article, a popular log likelihood-based parametric person-fit statistic under the framework of the generalized graded

Atmospheric statistical dynamic models. Model performance: the Lawrence Livermore Laboratoy Zonal Atmospheric Model

International Nuclear Information System (INIS)

Potter, G.L.; Ellsaesser, H.W.; MacCracken, M.C.; Luther, F.M.

1978-06-01

Results from the zonal model indicate quite reasonable agreement with observation in terms of the parameters and processes that influence the radiation and energy balance calculations. The model produces zonal statistics similar to those from general circulation models, and has also been shown to produce similar responses in sensitivity studies. Further studies of model performance are planned, including: comparison with July data; comparison of temperature and moisture transport and wind fields for winter and summer months; and a tabulation of atmospheric energetics. Based on these preliminary performance studies, however, it appears that the zonal model can be used in conjunction with more complex models to help unravel the problems of understanding the processes governing present climate and climate change. As can be seen in the subsequent paper on model sensitivity studies, in addition to reduced cost of computation, the zonal model facilitates analysis of feedback mechanisms and simplifies analysis of the interactions between processes

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

Science.gov (United States)

Qi, D.; Majda, A.

2017-12-01

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

Statistical analysis of simulated global soil moisture and its memory in an ensemble of CMIP5 general circulation models

Science.gov (United States)

Wiß, Felix; Stacke, Tobias; Hagemann, Stefan

2014-05-01

Soil moisture and its memory can have a strong impact on near surface temperature and precipitation and have the potential to promote severe heat waves, dry spells and floods. To analyze how soil moisture is simulated in recent general circulation models (GCMs), soil moisture data from a 23 model ensemble of Atmospheric Model Intercomparison Project (AMIP) type simulations from the Coupled Model Intercomparison Project Phase 5 (CMIP5) are examined for the period 1979 to 2008 with regard to parameterization and statistical characteristics. With respect to soil moisture processes, the models vary in their maximum soil and root depth, the number of soil layers, the water-holding capacity, and the ability to simulate freezing which all together leads to very different soil moisture characteristics. Differences in the water-holding capacity are resulting in deviations in the global median soil moisture of more than one order of magnitude between the models. In contrast, the variance shows similar absolute values when comparing the models to each other. Thus, the input and output rates by precipitation and evapotranspiration, which are computed by the atmospheric component of the models, have to be in the same range. Most models simulate great variances in the monsoon areas of the tropics and north western U.S., intermediate variances in Europe and eastern U.S., and low variances in the Sahara, continental Asia, and central and western Australia. In general, the variance decreases with latitude over the high northern latitudes. As soil moisture trends in the models were found to be negligible, the soil moisture anomalies were calculated by subtracting the 30 year monthly climatology from the data. The length of the memory is determined from the soil moisture anomalies by calculating the first insignificant autocorrelation for ascending monthly lags (insignificant autocorrelation folding time). The models show a great spread of autocorrelation length from a few months in

Average Nuclear properties based on statistical model

International Nuclear Information System (INIS)

El-Jaick, L.J.

1974-01-01

The rough properties of nuclei were investigated by statistical model, in systems with the same and different number of protons and neutrons, separately, considering the Coulomb energy in the last system. Some average nuclear properties were calculated based on the energy density of nuclear matter, from Weizsscker-Beth mass semiempiric formulae, generalized for compressible nuclei. In the study of a s surface energy coefficient, the great influence exercised by Coulomb energy and nuclear compressibility was verified. For a good adjust of beta stability lines and mass excess, the surface symmetry energy were established. (M.C.K.) [pt

Midlatitude Forcing Mechanisms for Glacier Mass Balance Investigated Using General Circulation Models

NARCIS (Netherlands)

Reichert, B.K.; Bengtsson, L.; Oerlemans, J.

2001-01-01

A process-oriented modeling approach is applied in order to simulate glacier mass balance for individual glaciers using statistically downscaled general circulation models (GCMs). Glacier-specific seasonal sensitivity characteristics based on a mass balance model of intermediate complexity are used

A general science-based framework for dynamical spatio-temporal models

Science.gov (United States)

Wikle, C.K.; Hooten, M.B.

2010-01-01

Spatio-temporal statistical models are increasingly being used across a wide variety of scientific disciplines to describe and predict spatially-explicit processes that evolve over time. Correspondingly, in recent years there has been a significant amount of research on new statistical methodology for such models. Although descriptive models that approach the problem from the second-order (covariance) perspective are important, and innovative work is being done in this regard, many real-world processes are dynamic, and it can be more efficient in some cases to characterize the associated spatio-temporal dependence by the use of dynamical models. The chief challenge with the specification of such dynamical models has been related to the curse of dimensionality. Even in fairly simple linear, first-order Markovian, Gaussian error settings, statistical models are often over parameterized. Hierarchical models have proven invaluable in their ability to deal to some extent with this issue by allowing dependency among groups of parameters. In addition, this framework has allowed for the specification of science based parameterizations (and associated prior distributions) in which classes of deterministic dynamical models (e. g., partial differential equations (PDEs), integro-difference equations (IDEs), matrix models, and agent-based models) are used to guide specific parameterizations. Most of the focus for the application of such models in statistics has been in the linear case. The problems mentioned above with linear dynamic models are compounded in the case of nonlinear models. In this sense, the need for coherent and sensible model parameterizations is not only helpful, it is essential. Here, we present an overview of a framework for incorporating scientific information to motivate dynamical spatio-temporal models. First, we illustrate the methodology with the linear case. We then develop a general nonlinear spatio-temporal framework that we call general quadratic

Classical model of intermediate statistics

International Nuclear Information System (INIS)

Kaniadakis, G.

1994-01-01

In this work we present a classical kinetic model of intermediate statistics. In the case of Brownian particles we show that the Fermi-Dirac (FD) and Bose-Einstein (BE) distributions can be obtained, just as the Maxwell-Boltzmann (MD) distribution, as steady states of a classical kinetic equation that intrinsically takes into account an exclusion-inclusion principle. In our model the intermediate statistics are obtained as steady states of a system of coupled nonlinear kinetic equations, where the coupling constants are the transmutational potentials η κκ' . We show that, besides the FD-BE intermediate statistics extensively studied from the quantum point of view, we can also study the MB-FD and MB-BE ones. Moreover, our model allows us to treat the three-state mixing FD-MB-BE intermediate statistics. For boson and fermion mixing in a D-dimensional space, we obtain a family of FD-BE intermediate statistics by varying the transmutational potential η BF . This family contains, as a particular case when η BF =0, the quantum statistics recently proposed by L. Wu, Z. Wu, and J. Sun [Phys. Lett. A 170, 280 (1992)]. When we consider the two-dimensional FD-BE statistics, we derive an analytic expression of the fraction of fermions. When the temperature T→∞, the system is composed by an equal number of bosons and fermions, regardless of the value of η BF . On the contrary, when T=0, η BF becomes important and, according to its value, the system can be completely bosonic or fermionic, or composed both by bosons and fermions

Probing NWP model deficiencies by statistical postprocessing

DEFF Research Database (Denmark)

Rosgaard, Martin Haubjerg; Nielsen, Henrik Aalborg; Nielsen, Torben S.

2016-01-01

The objective in this article is twofold. On one hand, a Model Output Statistics (MOS) framework for improved wind speed forecast accuracy is described and evaluated. On the other hand, the approach explored identifies unintuitive explanatory value from a diagnostic variable in an operational....... Based on the statistical model candidates inferred from the data, the lifted index NWP model diagnostic is consistently found among the NWP model predictors of the best performing statistical models across sites....

Statistical inference

CERN Document Server

Rohatgi, Vijay K

2003-01-01

Unified treatment of probability and statistics examines and analyzes the relationship between the two fields, exploring inferential issues. Numerous problems, examples, and diagrams--some with solutions--plus clear-cut, highlighted summaries of results. Advanced undergraduate to graduate level. Contents: 1. Introduction. 2. Probability Model. 3. Probability Distributions. 4. Introduction to Statistical Inference. 5. More on Mathematical Expectation. 6. Some Discrete Models. 7. Some Continuous Models. 8. Functions of Random Variables and Random Vectors. 9. Large-Sample Theory. 10. General Meth

An Optimization Principle for Deriving Nonequilibrium Statistical Models of Hamiltonian Dynamics

Science.gov (United States)

Turkington, Bruce

2013-08-01

A general method for deriving closed reduced models of Hamiltonian dynamical systems is developed using techniques from optimization and statistical estimation. Given a vector of resolved variables, selected to describe the macroscopic state of the system, a family of quasi-equilibrium probability densities on phase space corresponding to the resolved variables is employed as a statistical model, and the evolution of the mean resolved vector is estimated by optimizing over paths of these densities. Specifically, a cost function is constructed to quantify the lack-of-fit to the microscopic dynamics of any feasible path of densities from the statistical model; it is an ensemble-averaged, weighted, squared-norm of the residual that results from submitting the path of densities to the Liouville equation. The path that minimizes the time integral of the cost function determines the best-fit evolution of the mean resolved vector. The closed reduced equations satisfied by the optimal path are derived by Hamilton-Jacobi theory. When expressed in terms of the macroscopic variables, these equations have the generic structure of governing equations for nonequilibrium thermodynamics. In particular, the value function for the optimization principle coincides with the dissipation potential that defines the relation between thermodynamic forces and fluxes. The adjustable closure parameters in the best-fit reduced equations depend explicitly on the arbitrary weights that enter into the lack-of-fit cost function. Two particular model reductions are outlined to illustrate the general method. In each example the set of weights in the optimization principle contracts into a single effective closure parameter.

Aspects of statistical model for multifragmentation

International Nuclear Information System (INIS)

Bhattacharyya, P.; Das Gupta, S.; Mekjian, A. Z.

1999-01-01

We deal with two different aspects of an exactly soluble statistical model of fragmentation. First we show, using zero range force and finite temperature Thomas-Fermi theory, that a common link can be found between finite temperature mean field theory and the statistical fragmentation model. We show the latter naturally arises in the spinodal region. Next we show that although the exact statistical model is a canonical model and uses temperature, microcanonical results which use constant energy rather than constant temperature can also be obtained from the canonical model using saddle-point approximation. The methodology is extremely simple to implement and at least in all the examples studied in this work is very accurate. (c) 1999 The American Physical Society

Statistical Compression for Climate Model Output

Science.gov (United States)

Hammerling, D.; Guinness, J.; Soh, Y. J.

2017-12-01

Numerical climate model simulations run at high spatial and temporal resolutions generate massive quantities of data. As our computing capabilities continue to increase, storing all of the data is not sustainable, and thus is it important to develop methods for representing the full datasets by smaller compressed versions. We propose a statistical compression and decompression algorithm based on storing a set of summary statistics as well as a statistical model describing the conditional distribution of the full dataset given the summary statistics. We decompress the data by computing conditional expectations and conditional simulations from the model given the summary statistics. Conditional expectations represent our best estimate of the original data but are subject to oversmoothing in space and time. Conditional simulations introduce realistic small-scale noise so that the decompressed fields are neither too smooth nor too rough compared with the original data. Considerable attention is paid to accurately modeling the original dataset-one year of daily mean temperature data-particularly with regard to the inherent spatial nonstationarity in global fields, and to determining the statistics to be stored, so that the variation in the original data can be closely captured, while allowing for fast decompression and conditional emulation on modest computers.

Supervised variational model with statistical inference and its application in medical image segmentation.

Science.gov (United States)

Li, Changyang; Wang, Xiuying; Eberl, Stefan; Fulham, Michael; Yin, Yong; Dagan Feng, David

2015-01-01

Automated and general medical image segmentation can be challenging because the foreground and the background may have complicated and overlapping density distributions in medical imaging. Conventional region-based level set algorithms often assume piecewise constant or piecewise smooth for segments, which are implausible for general medical image segmentation. Furthermore, low contrast and noise make identification of the boundaries between foreground and background difficult for edge-based level set algorithms. Thus, to address these problems, we suggest a supervised variational level set segmentation model to harness the statistical region energy functional with a weighted probability approximation. Our approach models the region density distributions by using the mixture-of-mixtures Gaussian model to better approximate real intensity distributions and distinguish statistical intensity differences between foreground and background. The region-based statistical model in our algorithm can intuitively provide better performance on noisy images. We constructed a weighted probability map on graphs to incorporate spatial indications from user input with a contextual constraint based on the minimization of contextual graphs energy functional. We measured the performance of our approach on ten noisy synthetic images and 58 medical datasets with heterogeneous intensities and ill-defined boundaries and compared our technique to the Chan-Vese region-based level set model, the geodesic active contour model with distance regularization, and the random walker model. Our method consistently achieved the highest Dice similarity coefficient when compared to the other methods.

Automated statistical modeling of analytical measurement systems

International Nuclear Information System (INIS)

Jacobson, J.J.

1992-01-01

The statistical modeling of analytical measurement systems at the Idaho Chemical Processing Plant (ICPP) has been completely automated through computer software. The statistical modeling of analytical measurement systems is one part of a complete quality control program used by the Remote Analytical Laboratory (RAL) at the ICPP. The quality control program is an integration of automated data input, measurement system calibration, database management, and statistical process control. The quality control program and statistical modeling program meet the guidelines set forth by the American Society for Testing Materials and American National Standards Institute. A statistical model is a set of mathematical equations describing any systematic bias inherent in a measurement system and the precision of a measurement system. A statistical model is developed from data generated from the analysis of control standards. Control standards are samples which are made up at precise known levels by an independent laboratory and submitted to the RAL. The RAL analysts who process control standards do not know the values of those control standards. The object behind statistical modeling is to describe real process samples in terms of their bias and precision and, to verify that a measurement system is operating satisfactorily. The processing of control standards gives us this ability

UPPAAL-SMC: Statistical Model Checking for Priced Timed Automata

DEFF Research Database (Denmark)

Bulychev, Petr; David, Alexandre; Larsen, Kim Guldstrand

2012-01-01

on a series of extensions of the statistical model checking approach generalized to handle real-time systems and estimate undecidable problems. U PPAAL - SMC comes together with a friendly user interface that allows a user to specify complex problems in an efficient manner as well as to get feedback...... in the form of probability distributions and compare probabilities to analyze performance aspects of systems. The focus of the survey is on the evolution of the tool – including modeling and specification formalisms as well as techniques applied – together with applications of the tool to case studies....

Statistical modelling for ship propulsion efficiency

DEFF Research Database (Denmark)

Petersen, Jóan Petur; Jacobsen, Daniel J.; Winther, Ole

2012-01-01

This paper presents a state-of-the-art systems approach to statistical modelling of fuel efficiency in ship propulsion, and also a novel and publicly available data set of high quality sensory data. Two statistical model approaches are investigated and compared: artificial neural networks...

Statistical shear lag model - unraveling the size effect in hierarchical composites.

Science.gov (United States)

Wei, Xiaoding; Filleter, Tobin; Espinosa, Horacio D

2015-05-01

Numerous experimental and computational studies have established that the hierarchical structures encountered in natural materials, such as the brick-and-mortar structure observed in sea shells, are essential for achieving defect tolerance. Due to this hierarchy, the mechanical properties of natural materials have a different size dependence compared to that of typical engineered materials. This study aimed to explore size effects on the strength of bio-inspired staggered hierarchical composites and to define the influence of the geometry of constituents in their outstanding defect tolerance capability. A statistical shear lag model is derived by extending the classical shear lag model to account for the statistics of the constituents' strength. A general solution emerges from rigorous mathematical derivations, unifying the various empirical formulations for the fundamental link length used in previous statistical models. The model shows that the staggered arrangement of constituents grants composites a unique size effect on mechanical strength in contrast to homogenous continuous materials. The model is applied to hierarchical yarns consisting of double-walled carbon nanotube bundles to assess its predictive capabilities for novel synthetic materials. Interestingly, the model predicts that yarn gauge length does not significantly influence the yarn strength, in close agreement with experimental observations. Copyright © 2015 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.

Sensometrics: Thurstonian and Statistical Models

DEFF Research Database (Denmark)

Christensen, Rune Haubo Bojesen

. sensR is a package for sensory discrimination testing with Thurstonian models and ordinal supports analysis of ordinal data with cumulative link (mixed) models. While sensR is closely connected to the sensometrics field, the ordinal package has developed into a generic statistical package applicable......This thesis is concerned with the development and bridging of Thurstonian and statistical models for sensory discrimination testing as applied in the scientific discipline of sensometrics. In sensory discrimination testing sensory differences between products are detected and quantified by the use...... and sensory discrimination testing in particular in a series of papers by advancing Thurstonian models for a range of sensory discrimination protocols in addition to facilitating their application by providing software for fitting these models. The main focus is on identifying Thurstonian models...

Statistical modelling for social researchers principles and practice

CERN Document Server

Tarling, Roger

2008-01-01

This book explains the principles and theory of statistical modelling in an intelligible way for the non-mathematical social scientist looking to apply statistical modelling techniques in research. The book also serves as an introduction for those wishing to develop more detailed knowledge and skills in statistical modelling. Rather than present a limited number of statistical models in great depth, the aim is to provide a comprehensive overview of the statistical models currently adopted in social research, in order that the researcher can make appropriate choices and select the most suitable model for the research question to be addressed. To facilitate application, the book also offers practical guidance and instruction in fitting models using SPSS and Stata, the most popular statistical computer software which is available to most social researchers. Instruction in using MLwiN is also given. Models covered in the book include; multiple regression, binary, multinomial and ordered logistic regression, log-l...

A new statistical method for transfer coefficient calculations in the framework of the general multiple-compartment model of transport for radionuclides in biological systems.

Science.gov (United States)

Garcia, F; Arruda-Neto, J D; Manso, M V; Helene, O M; Vanin, V R; Rodriguez, O; Mesa, J; Likhachev, V P; Filho, J W; Deppman, A; Perez, G; Guzman, F; de Camargo, S P

1999-10-01

A new and simple statistical procedure (STATFLUX) for the calculation of transfer coefficients of radionuclide transport to animals and plants is proposed. The method is based on the general multiple-compartment model, which uses a system of linear equations involving geometrical volume considerations. By using experimentally available curves of radionuclide concentrations versus time, for each animal compartment (organs), flow parameters were estimated by employing a least-squares procedure, whose consistency is tested. Some numerical results are presented in order to compare the STATFLUX transfer coefficients with those from other works and experimental data.

A new statistical method for transfer coefficient calculations in the framework of the general multiple-compartment model of transport for radionuclides in biological systems

International Nuclear Information System (INIS)

Garcia, F.; Manso, M.V.; Rodriguez, O.; Mesa, J.; Arruda-Neto, J.D.T.; Helene, O.M.; Vanin, V.R.; Likhachev, V.P.; Pereira Filho, J.W.; Deppman, A.; Perez, G.; Guzman, F.; Camargo, S.P. de

1999-01-01

A new and simple statistical procedure (STATFLUX) for the calculation of transfer coefficients of radionuclide transport to animals and plants is proposed. The method is based on the general multiple-compartment model, which uses a system of linear equations involving geometrical volume considerations. By using experimentally available curves of radionuclide concentrations versus time, for each animal compartment (organs), flow parameters were estimated by employing a least-squares procedure, whose consistency is tested. Some numerical results are presented in order to compare the STATFLUX transfer coefficients with those from other works and experimental data. (author)

Log-normal frailty models fitted as Poisson generalized linear mixed models.

Science.gov (United States)

Hirsch, Katharina; Wienke, Andreas; Kuss, Oliver

2016-12-01

The equivalence of a survival model with a piecewise constant baseline hazard function and a Poisson regression model has been known since decades. As shown in recent studies, this equivalence carries over to clustered survival data: A frailty model with a log-normal frailty term can be interpreted and estimated as a generalized linear mixed model with a binary response, a Poisson likelihood, and a specific offset. Proceeding this way, statistical theory and software for generalized linear mixed models are readily available for fitting frailty models. This gain in flexibility comes at the small price of (1) having to fix the number of pieces for the baseline hazard in advance and (2) having to "explode" the data set by the number of pieces. In this paper we extend the simulations of former studies by using a more realistic baseline hazard (Gompertz) and by comparing the model under consideration with competing models. Furthermore, the SAS macro %PCFrailty is introduced to apply the Poisson generalized linear mixed approach to frailty models. The simulations show good results for the shared frailty model. Our new %PCFrailty macro provides proper estimates, especially in case of 4 events per piece. The suggested Poisson generalized linear mixed approach for log-normal frailty models based on the %PCFrailty macro provides several advantages in the analysis of clustered survival data with respect to more flexible modelling of fixed and random effects, exact (in the sense of non-approximate) maximum likelihood estimation, and standard errors and different types of confidence intervals for all variance parameters. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Topology for statistical modeling of petascale data.

Energy Technology Data Exchange (ETDEWEB)

Pascucci, Valerio (University of Utah, Salt Lake City, UT); Mascarenhas, Ajith Arthur; Rusek, Korben (Texas A& M University, College Station, TX); Bennett, Janine Camille; Levine, Joshua (University of Utah, Salt Lake City, UT); Pebay, Philippe Pierre; Gyulassy, Attila (University of Utah, Salt Lake City, UT); Thompson, David C.; Rojas, Joseph Maurice (Texas A& M University, College Station, TX)

2011-07-01

This document presents current technical progress and dissemination of results for the Mathematics for Analysis of Petascale Data (MAPD) project titled 'Topology for Statistical Modeling of Petascale Data', funded by the Office of Science Advanced Scientific Computing Research (ASCR) Applied Math program. Many commonly used algorithms for mathematical analysis do not scale well enough to accommodate the size or complexity of petascale data produced by computational simulations. The primary goal of this project is thus to develop new mathematical tools that address both the petascale size and uncertain nature of current data. At a high level, our approach is based on the complementary techniques of combinatorial topology and statistical modeling. In particular, we use combinatorial topology to filter out spurious data that would otherwise skew statistical modeling techniques, and we employ advanced algorithms from algebraic statistics to efficiently find globally optimal fits to statistical models. This document summarizes the technical advances we have made to date that were made possible in whole or in part by MAPD funding. These technical contributions can be divided loosely into three categories: (1) advances in the field of combinatorial topology, (2) advances in statistical modeling, and (3) new integrated topological and statistical methods.

Bayesian models: A statistical primer for ecologists

Science.gov (United States)

Hobbs, N. Thompson; Hooten, Mevin B.

2015-01-01

Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This textbook provides a comprehensive and accessible introduction to the latest Bayesian methods—in language ecologists can understand. Unlike other books on the subject, this one emphasizes the principles behind the computations, giving ecologists a big-picture understanding of how to implement this powerful statistical approach.Bayesian Models is an essential primer for non-statisticians. It begins with a definition of probability and develops a step-by-step sequence of connected ideas, including basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and inference from single and multiple models. This unique book places less emphasis on computer coding, favoring instead a concise presentation of the mathematical statistics needed to understand how and why Bayesian analysis works. It also explains how to write out properly formulated hierarchical Bayesian models and use them in computing, research papers, and proposals.This primer enables ecologists to understand the statistical principles behind Bayesian modeling and apply them to research, teaching, policy, and management.Presents the mathematical and statistical foundations of Bayesian modeling in language accessible to non-statisticiansCovers basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and moreDeemphasizes computer coding in favor of basic principlesExplains how to write out properly factored statistical expressions representing Bayesian models

Statistical Model-Based Face Pose Estimation

Institute of Scientific and Technical Information of China (English)

GE Xinliang; YANG Jie; LI Feng; WANG Huahua

2007-01-01

A robust face pose estimation approach is proposed by using face shape statistical model approach and pose parameters are represented by trigonometric functions. The face shape statistical model is firstly built by analyzing the face shapes from different people under varying poses. The shape alignment is vital in the process of building the statistical model. Then, six trigonometric functions are employed to represent the face pose parameters. Lastly, the mapping function is constructed between face image and face pose by linearly relating different parameters. The proposed approach is able to estimate different face poses using a few face training samples. Experimental results are provided to demonstrate its efficiency and accuracy.

Generalized Additive Models for Location Scale and Shape (GAMLSS in R

Directory of Open Access Journals (Sweden)

D. Mikis Stasinopoulos

2007-11-01

Full Text Available GAMLSS is a general framework for fitting regression type models where the distribution of the response variable does not have to belong to the exponential family and includes highly skew and kurtotic continuous and discrete distribution. GAMLSS allows all the parameters of the distribution of the response variable to be modelled as linear/non-linear or smooth functions of the explanatory variables. This paper starts by defining the statistical framework of GAMLSS, then describes the current implementation of GAMLSS in R and finally gives four different data examples to demonstrate how GAMLSS can be used for statistical modelling.

A statistical mechanical approach for the computation of the climatic response to general forcings

Directory of Open Access Journals (Sweden)

V. Lucarini

2011-01-01

Full Text Available The climate belongs to the class of non-equilibrium forced and dissipative systems, for which most results of quasi-equilibrium statistical mechanics, including the fluctuation-dissipation theorem, do not apply. In this paper we show for the first time how the Ruelle linear response theory, developed for studying rigorously the impact of perturbations on general observables of non-equilibrium statistical mechanical systems, can be applied with great success to analyze the climatic response to general forcings. The crucial value of the Ruelle theory lies in the fact that it allows to compute the response of the system in terms of expectation values of explicit and computable functions of the phase space averaged over the invariant measure of the unperturbed state. We choose as test bed a classical version of the Lorenz 96 model, which, in spite of its simplicity, has a well-recognized prototypical value as it is a spatially extended one-dimensional model and presents the basic ingredients, such as dissipation, advection and the presence of an external forcing, of the actual atmosphere. We recapitulate the main aspects of the general response theory and propose some new general results. We then analyze the frequency dependence of the response of both local and global observables to perturbations having localized as well as global spatial patterns. We derive analytically several properties of the corresponding susceptibilities, such as asymptotic behavior, validity of Kramers-Kronig relations, and sum rules, whose main ingredient is the causality principle. We show that all the coefficients of the leading asymptotic expansions as well as the integral constraints can be written as linear function of parameters that describe the unperturbed properties of the system, such as its average energy. Some newly obtained empirical closure equations for such parameters allow to define such properties as an explicit function of the unperturbed forcing

Simple statistical model for branched aggregates

DEFF Research Database (Denmark)

Lemarchand, Claire; Hansen, Jesper Schmidt

2015-01-01

, given that it already has bonds with others. The model is applied here to asphaltene nanoaggregates observed in molecular dynamics simulations of Cooee bitumen. The variation with temperature of the probabilities deduced from this model is discussed in terms of statistical mechanics arguments....... The relevance of the statistical model in the case of asphaltene nanoaggregates is checked by comparing the predicted value of the probability for one molecule to have exactly i bonds with the same probability directly measured in the molecular dynamics simulations. The agreement is satisfactory......We propose a statistical model that can reproduce the size distribution of any branched aggregate, including amylopectin, dendrimers, molecular clusters of monoalcohols, and asphaltene nanoaggregates. It is based on the conditional probability for one molecule to form a new bond with a molecule...

GND-PCA-based statistical modeling of diaphragm motion extracted from 4D MRI.

Science.gov (United States)

Swastika, Windra; Masuda, Yoshitada; Xu, Rui; Kido, Shoji; Chen, Yen-Wei; Haneishi, Hideaki

2013-01-01

We analyzed a statistical model of diaphragm motion using regular principal component analysis (PCA) and generalized N-dimensional PCA (GND-PCA). First, we generate 4D MRI of respiratory motion from 2D MRI using an intersection profile method. We then extract semiautomatically the diaphragm boundary from the 4D-MRI to get subject-specific diaphragm motion. In order to build a general statistical model of diaphragm motion, we normalize the diaphragm motion in time and spatial domains and evaluate the diaphragm motion model of 10 healthy subjects by applying regular PCA and GND-PCA. We also validate the results using the leave-one-out method. The results show that the first three principal components of regular PCA contain more than 98% of the total variation of diaphragm motion. However, validation using leave-one-out method gives up to 5.0 mm mean of error for right diaphragm motion and 3.8 mm mean of error for left diaphragm motion. Model analysis using GND-PCA provides about 1 mm margin of error and is able to reconstruct the diaphragm model by fewer samples.

Matrix Tricks for Linear Statistical Models

CERN Document Server

Puntanen, Simo; Styan, George PH

2011-01-01

In teaching linear statistical models to first-year graduate students or to final-year undergraduate students there is no way to proceed smoothly without matrices and related concepts of linear algebra; their use is really essential. Our experience is that making some particular matrix tricks very familiar to students can substantially increase their insight into linear statistical models (and also multivariate statistical analysis). In matrix algebra, there are handy, sometimes even very simple "tricks" which simplify and clarify the treatment of a problem - both for the student and

Statistical Model Checking of Rich Models and Properties

DEFF Research Database (Denmark)

Poulsen, Danny Bøgsted

in undecidability issues for the traditional model checking approaches. Statistical model checking has proven itself a valuable supplement to model checking and this thesis is concerned with extending this software validation technique to stochastic hybrid systems. The thesis consists of two parts: the first part...... motivates why existing model checking technology should be supplemented by new techniques. It also contains a brief introduction to probability theory and concepts covered by the six papers making up the second part. The first two papers are concerned with developing online monitoring techniques...... systems. The fifth paper shows how stochastic hybrid automata are useful for modelling biological systems and the final paper is concerned with showing how statistical model checking is efficiently distributed. In parallel with developing the theory contained in the papers, a substantial part of this work...

Statistical Modelling of Wind Proles - Data Analysis and Modelling

DEFF Research Database (Denmark)

Jónsson, Tryggvi; Pinson, Pierre

The aim of the analysis presented in this document is to investigate whether statistical models can be used to make very short-term predictions of wind profiles.......The aim of the analysis presented in this document is to investigate whether statistical models can be used to make very short-term predictions of wind profiles....

Statistical physics of pairwise probability models

DEFF Research Database (Denmark)

Roudi, Yasser; Aurell, Erik; Hertz, John

2009-01-01

(dansk abstrakt findes ikke) Statistical models for describing the probability distribution over the states of biological systems are commonly used for dimensional reduction. Among these models, pairwise models are very attractive in part because they can be fit using a reasonable amount of  data......: knowledge of the means and correlations between pairs of elements in the system is sufficient. Not surprisingly, then, using pairwise models for studying neural data has been the focus of many studies in recent years. In this paper, we describe how tools from statistical physics can be employed for studying...

New statistical model of inelastic fast neutron scattering

International Nuclear Information System (INIS)

Stancicj, V.

1975-07-01

A new statistical model for treating the fast neutron inelastic scattering has been proposed by using the general expressions of the double differential cross section in impuls approximation. The use of the Fermi-Dirac distribution of nucleons makes it possible to derive an analytical expression of the fast neutron inelastic scattering kernel including the angular momenta coupling. The obtained values of the inelastic fast neutron cross section calculated from the derived expression of the scattering kernel are in a good agreement with the experiments. A main advantage of the derived expressions is in their simplicity for the practical calculations

Image Denoising via Bayesian Estimation of Statistical Parameter Using Generalized Gamma Density Prior in Gaussian Noise Model

Science.gov (United States)

Kittisuwan, Pichid

2015-03-01

The application of image processing in industry has shown remarkable success over the last decade, for example, in security and telecommunication systems. The denoising of natural image corrupted by Gaussian noise is a classical problem in image processing. So, image denoising is an indispensable step during image processing. This paper is concerned with dual-tree complex wavelet-based image denoising using Bayesian techniques. One of the cruxes of the Bayesian image denoising algorithms is to estimate the statistical parameter of the image. Here, we employ maximum a posteriori (MAP) estimation to calculate local observed variance with generalized Gamma density prior for local observed variance and Laplacian or Gaussian distribution for noisy wavelet coefficients. Evidently, our selection of prior distribution is motivated by efficient and flexible properties of generalized Gamma density. The experimental results show that the proposed method yields good denoising results.

Testing for constant nonparametric effects in general semiparametric regression models with interactions

KAUST Repository

Wei, Jiawei

2011-07-01

We consider the problem of testing for a constant nonparametric effect in a general semi-parametric regression model when there is the potential for interaction between the parametrically and nonparametrically modeled variables. The work was originally motivated by a unique testing problem in genetic epidemiology (Chatterjee, et al., 2006) that involved a typical generalized linear model but with an additional term reminiscent of the Tukey one-degree-of-freedom formulation, and their interest was in testing for main effects of the genetic variables, while gaining statistical power by allowing for a possible interaction between genes and the environment. Later work (Maity, et al., 2009) involved the possibility of modeling the environmental variable nonparametrically, but they focused on whether there was a parametric main effect for the genetic variables. In this paper, we consider the complementary problem, where the interest is in testing for the main effect of the nonparametrically modeled environmental variable. We derive a generalized likelihood ratio test for this hypothesis, show how to implement it, and provide evidence that our method can improve statistical power when compared to standard partially linear models with main effects only. We use the method for the primary purpose of analyzing data from a case-control study of colorectal adenoma.

General statistical data structure for epidemiologic studies of DOE workers

International Nuclear Information System (INIS)

Frome, E.L.; Hudson, D.R.

1981-01-01

Epidemiologic studies to evaluate the occupational risks associated with employment in the nuclear industry are currently being conducted by the Department of Energy. Data that have potential value in evaluating any long-term health effects of occupational exposure to low levels of radiation are obtained for each individual at a given facility. We propose a general data structure for statistical analysis that is used to define transformations from the data management system into the data analysis system. Statistical methods of interest in epidemiologic studies include contingency table analysis and survival analysis procedures that can be used to evaluate potential associations between occupational radiation exposure and mortality. The purposes of this paper are to discuss (1) the adequacy of this data structure for single- and multiple-facility analysis and (2) the statistical computing problems encountered in dealing with large populations over extended periods of time

An exercise in model validation: Comparing univariate statistics and Monte Carlo-based multivariate statistics

International Nuclear Information System (INIS)

Weathers, J.B.; Luck, R.; Weathers, J.W.

2009-01-01

The complexity of mathematical models used by practicing engineers is increasing due to the growing availability of sophisticated mathematical modeling tools and ever-improving computational power. For this reason, the need to define a well-structured process for validating these models against experimental results has become a pressing issue in the engineering community. This validation process is partially characterized by the uncertainties associated with the modeling effort as well as the experimental results. The net impact of the uncertainties on the validation effort is assessed through the 'noise level of the validation procedure', which can be defined as an estimate of the 95% confidence uncertainty bounds for the comparison error between actual experimental results and model-based predictions of the same quantities of interest. Although general descriptions associated with the construction of the noise level using multivariate statistics exists in the literature, a detailed procedure outlining how to account for the systematic and random uncertainties is not available. In this paper, the methodology used to derive the covariance matrix associated with the multivariate normal pdf based on random and systematic uncertainties is examined, and a procedure used to estimate this covariance matrix using Monte Carlo analysis is presented. The covariance matrices are then used to construct approximate 95% confidence constant probability contours associated with comparison error results for a practical example. In addition, the example is used to show the drawbacks of using a first-order sensitivity analysis when nonlinear local sensitivity coefficients exist. Finally, the example is used to show the connection between the noise level of the validation exercise calculated using multivariate and univariate statistics.

An exercise in model validation: Comparing univariate statistics and Monte Carlo-based multivariate statistics

Energy Technology Data Exchange (ETDEWEB)

Weathers, J.B. [Shock, Noise, and Vibration Group, Northrop Grumman Shipbuilding, P.O. Box 149, Pascagoula, MS 39568 (United States)], E-mail: James.Weathers@ngc.com; Luck, R. [Department of Mechanical Engineering, Mississippi State University, 210 Carpenter Engineering Building, P.O. Box ME, Mississippi State, MS 39762-5925 (United States)], E-mail: Luck@me.msstate.edu; Weathers, J.W. [Structural Analysis Group, Northrop Grumman Shipbuilding, P.O. Box 149, Pascagoula, MS 39568 (United States)], E-mail: Jeffrey.Weathers@ngc.com

2009-11-15

The complexity of mathematical models used by practicing engineers is increasing due to the growing availability of sophisticated mathematical modeling tools and ever-improving computational power. For this reason, the need to define a well-structured process for validating these models against experimental results has become a pressing issue in the engineering community. This validation process is partially characterized by the uncertainties associated with the modeling effort as well as the experimental results. The net impact of the uncertainties on the validation effort is assessed through the 'noise level of the validation procedure', which can be defined as an estimate of the 95% confidence uncertainty bounds for the comparison error between actual experimental results and model-based predictions of the same quantities of interest. Although general descriptions associated with the construction of the noise level using multivariate statistics exists in the literature, a detailed procedure outlining how to account for the systematic and random uncertainties is not available. In this paper, the methodology used to derive the covariance matrix associated with the multivariate normal pdf based on random and systematic uncertainties is examined, and a procedure used to estimate this covariance matrix using Monte Carlo analysis is presented. The covariance matrices are then used to construct approximate 95% confidence constant probability contours associated with comparison error results for a practical example. In addition, the example is used to show the drawbacks of using a first-order sensitivity analysis when nonlinear local sensitivity coefficients exist. Finally, the example is used to show the connection between the noise level of the validation exercise calculated using multivariate and univariate statistics.

Generalized structured component analysis a component-based approach to structural equation modeling

CERN Document Server

Hwang, Heungsun

2014-01-01

Winner of the 2015 Sugiyama Meiko Award (Publication Award) of the Behaviormetric Society of Japan Developed by the authors, generalized structured component analysis is an alternative to two longstanding approaches to structural equation modeling: covariance structure analysis and partial least squares path modeling. Generalized structured component analysis allows researchers to evaluate the adequacy of a model as a whole, compare a model to alternative specifications, and conduct complex analyses in a straightforward manner. Generalized Structured Component Analysis: A Component-Based Approach to Structural Equation Modeling provides a detailed account of this novel statistical methodology and its various extensions. The authors present the theoretical underpinnings of generalized structured component analysis and demonstrate how it can be applied to various empirical examples. The book enables quantitative methodologists, applied researchers, and practitioners to grasp the basic concepts behind this new a...

Statistical geological discrete fracture network model. Forsmark modelling stage 2.2

Energy Technology Data Exchange (ETDEWEB)

Fox, Aaron; La Pointe, Paul [Golder Associates Inc (United States); Simeonov, Assen [Swedish Nuclear Fuel and Waste Management Co., Stockholm (Sweden); Hermanson, Jan; Oehman, Johan [Golder Associates AB, Stockholm (Sweden)

2007-11-15

The Swedish Nuclear Fuel and Waste Management Company (SKB) is performing site characterization at two different locations, Forsmark and Laxemar, in order to locate a site for a final geologic repository for spent nuclear fuel. The program is built upon the development of Site Descriptive Models (SDMs) at specific timed data freezes. Each SDM is formed from discipline-specific reports from across the scientific spectrum. This report describes the methods, analyses, and conclusions of the geological modeling team with respect to a geological and statistical model of fractures and minor deformation zones (henceforth referred to as the geological DFN), version 2.2, at the Forsmark site. The geological DFN builds upon the work of other geological modelers, including the deformation zone (DZ), rock domain (RD), and fracture domain (FD) models. The geological DFN is a statistical model for stochastically simulating rock fractures and minor deformation zones as a scale of less than 1,000 m (the lower cut-off of the DZ models). The geological DFN is valid within four specific fracture domains inside the local model region, and encompassing the candidate volume at Forsmark: FFM01, FFM02, FFM03, and FFM06. The models are build using data from detailed surface outcrop maps and the cored borehole record at Forsmark. The conceptual model for the Forsmark 2.2 geological revolves around the concept of orientation sets; for each fracture domain, other model parameters such as size and intensity are tied to the orientation sets. Two classes of orientation sets were described; Global sets, which are encountered everywhere in the model region, and Local sets, which represent highly localized stress environments. Orientation sets were described in terms of their general cardinal direction (NE, NW, etc). Two alternatives are presented for fracture size modeling: - the tectonic continuum approach (TCM, TCMF) described by coupled size-intensity scaling following power law distributions

Statistical geological discrete fracture network model. Forsmark modelling stage 2.2

International Nuclear Information System (INIS)

Fox, Aaron; La Pointe, Paul; Simeonov, Assen; Hermanson, Jan; Oehman, Johan

2007-11-01

The Swedish Nuclear Fuel and Waste Management Company (SKB) is performing site characterization at two different locations, Forsmark and Laxemar, in order to locate a site for a final geologic repository for spent nuclear fuel. The program is built upon the development of Site Descriptive Models (SDMs) at specific timed data freezes. Each SDM is formed from discipline-specific reports from across the scientific spectrum. This report describes the methods, analyses, and conclusions of the geological modeling team with respect to a geological and statistical model of fractures and minor deformation zones (henceforth referred to as the geological DFN), version 2.2, at the Forsmark site. The geological DFN builds upon the work of other geological modelers, including the deformation zone (DZ), rock domain (RD), and fracture domain (FD) models. The geological DFN is a statistical model for stochastically simulating rock fractures and minor deformation zones as a scale of less than 1,000 m (the lower cut-off of the DZ models). The geological DFN is valid within four specific fracture domains inside the local model region, and encompassing the candidate volume at Forsmark: FFM01, FFM02, FFM03, and FFM06. The models are build using data from detailed surface outcrop maps and the cored borehole record at Forsmark. The conceptual model for the Forsmark 2.2 geological revolves around the concept of orientation sets; for each fracture domain, other model parameters such as size and intensity are tied to the orientation sets. Two classes of orientation sets were described; Global sets, which are encountered everywhere in the model region, and Local sets, which represent highly localized stress environments. Orientation sets were described in terms of their general cardinal direction (NE, NW, etc). Two alternatives are presented for fracture size modeling: - the tectonic continuum approach (TCM, TCMF) described by coupled size-intensity scaling following power law distributions

Thermodynamic Bethe ansatz with Haldane statistics

International Nuclear Information System (INIS)

Bytsko, A.G.; Fring, A.

1998-01-01

We derive the thermodynamic Bethe ansatz equation for the situation in which the statistical interaction of a multi-particle system is governed by Haldane statistics. We formulate a macroscopical equivalence principle for such systems. Particular CDD ambiguities play a distinguished role in compensating the ambiguity in the exclusion statistics. We derive Y-systems related to generalized statistics. We discuss several fermionic, bosonic and anyonic versions of affine Toda field theories and Calogero-Sutherland type models in the context of generalized statistics. (orig.)

Uncertainty the soul of modeling, probability & statistics

CERN Document Server

Briggs, William

2016-01-01

This book presents a philosophical approach to probability and probabilistic thinking, considering the underpinnings of probabilistic reasoning and modeling, which effectively underlie everything in data science. The ultimate goal is to call into question many standard tenets and lay the philosophical and probabilistic groundwork and infrastructure for statistical modeling. It is the first book devoted to the philosophy of data aimed at working scientists and calls for a new consideration in the practice of probability and statistics to eliminate what has been referred to as the "Cult of Statistical Significance". The book explains the philosophy of these ideas and not the mathematics, though there are a handful of mathematical examples. The topics are logically laid out, starting with basic philosophy as related to probability, statistics, and science, and stepping through the key probabilistic ideas and concepts, and ending with statistical models. Its jargon-free approach asserts that standard methods, suc...

Statistical Models for Social Networks

NARCIS (Netherlands)

Snijders, Tom A. B.; Cook, KS; Massey, DS

2011-01-01

Statistical models for social networks as dependent variables must represent the typical network dependencies between tie variables such as reciprocity, homophily, transitivity, etc. This review first treats models for single (cross-sectionally observed) networks and then for network dynamics. For

Statistics of 2D solitons

International Nuclear Information System (INIS)

Brekke, L.; Imbo, T.D.

1992-01-01

The authors study the inequivalent quantizations of (1 + 1)-dimensional nonlinear sigma models with space manifold S 1 and target manifold X. If x is multiply connected, these models possess topological solitons. After providing a definition of spin and statistics for these solitons and demonstrating a spin-statistics correlation, we give various examples where the solitons can have exotic statistics. In some of these models, the solitons may obey a generalized version of fractional statistics called ambistatistics. In this paper the relevance of these 2d models to the statistics of vortices in (2 + 1)-dimensional spontaneously broken gauge theories is discussed. The authors close with a discussion concerning the extension of our results to higher dimensions

Functional summary statistics for the Johnson-Mehl model

DEFF Research Database (Denmark)

Møller, Jesper; Ghorbani, Mohammad

The Johnson-Mehl germination-growth model is a spatio-temporal point process model which among other things have been used for the description of neurotransmitters datasets. However, for such datasets parametric Johnson-Mehl models fitted by maximum likelihood have yet not been evaluated by means...... of functional summary statistics. This paper therefore invents four functional summary statistics adapted to the Johnson-Mehl model, with two of them based on the second-order properties and the other two on the nuclei-boundary distances for the associated Johnson-Mehl tessellation. The functional summary...... statistics theoretical properties are investigated, non-parametric estimators are suggested, and their usefulness for model checking is examined in a simulation study. The functional summary statistics are also used for checking fitted parametric Johnson-Mehl models for a neurotransmitters dataset....

Distributions with given marginals and statistical modelling

CERN Document Server

Fortiana, Josep; Rodriguez-Lallena, José

2002-01-01

This book contains a selection of the papers presented at the meeting `Distributions with given marginals and statistical modelling', held in Barcelona (Spain), July 17-20, 2000. In 24 chapters, this book covers topics such as the theory of copulas and quasi-copulas, the theory and compatibility of distributions, models for survival distributions and other well-known distributions, time series, categorical models, definition and estimation of measures of dependence, monotonicity and stochastic ordering, shape and separability of distributions, hidden truncation models, diagonal families, orthogonal expansions, tests of independence, and goodness of fit assessment. These topics share the use and properties of distributions with given marginals, this being the fourth specialised text on this theme. The innovative aspect of the book is the inclusion of statistical aspects such as modelling, Bayesian statistics, estimation, and tests.

Analysis of relationship between registration performance of point cloud statistical model and generation method of corresponding points

International Nuclear Information System (INIS)

Yamaoka, Naoto; Watanabe, Wataru; Hontani, Hidekata

2010-01-01

Most of the time when we construct statistical point cloud model, we need to calculate the corresponding points. Constructed statistical model will not be the same if we use different types of method to calculate the corresponding points. This article proposes the effect to statistical model of human organ made by different types of method to calculate the corresponding points. We validated the performance of statistical model by registering a surface of an organ in a 3D medical image. We compare two methods to calculate corresponding points. The first, the 'Generalized Multi-Dimensional Scaling (GMDS)', determines the corresponding points by the shapes of two curved surfaces. The second approach, the 'Entropy-based Particle system', chooses corresponding points by calculating a number of curved surfaces statistically. By these methods we construct the statistical models and using these models we conducted registration with the medical image. For the estimation, we use non-parametric belief propagation and this method estimates not only the position of the organ but also the probability density of the organ position. We evaluate how the two different types of method that calculates corresponding points affects the statistical model by change in probability density of each points. (author)

Statistical power of model selection strategies for genome-wide association studies.

Directory of Open Access Journals (Sweden)

Zheyang Wu

2009-07-01

Full Text Available Genome-wide association studies (GWAS aim to identify genetic variants related to diseases by examining the associations between phenotypes and hundreds of thousands of genotyped markers. Because many genes are potentially involved in common diseases and a large number of markers are analyzed, it is crucial to devise an effective strategy to identify truly associated variants that have individual and/or interactive effects, while controlling false positives at the desired level. Although a number of model selection methods have been proposed in the literature, including marginal search, exhaustive search, and forward search, their relative performance has only been evaluated through limited simulations due to the lack of an analytical approach to calculating the power of these methods. This article develops a novel statistical approach for power calculation, derives accurate formulas for the power of different model selection strategies, and then uses the formulas to evaluate and compare these strategies in genetic model spaces. In contrast to previous studies, our theoretical framework allows for random genotypes, correlations among test statistics, and a false-positive control based on GWAS practice. After the accuracy of our analytical results is validated through simulations, they are utilized to systematically evaluate and compare the performance of these strategies in a wide class of genetic models. For a specific genetic model, our results clearly reveal how different factors, such as effect size, allele frequency, and interaction, jointly affect the statistical power of each strategy. An example is provided for the application of our approach to empirical research. The statistical approach used in our derivations is general and can be employed to address the model selection problems in other random predictor settings. We have developed an R package markerSearchPower to implement our formulas, which can be downloaded from the

Structured statistical models of inductive reasoning.

Science.gov (United States)

Kemp, Charles; Tenenbaum, Joshua B

2009-01-01

Everyday inductive inferences are often guided by rich background knowledge. Formal models of induction should aim to incorporate this knowledge and should explain how different kinds of knowledge lead to the distinctive patterns of reasoning found in different inductive contexts. This article presents a Bayesian framework that attempts to meet both goals and describes [corrected] 4 applications of the framework: a taxonomic model, a spatial model, a threshold model, and a causal model. Each model makes probabilistic inferences about the extensions of novel properties, but the priors for the 4 models are defined over different kinds of structures that capture different relationships between the categories in a domain. The framework therefore shows how statistical inference can operate over structured background knowledge, and the authors argue that this interaction between structure and statistics is critical for explaining the power and flexibility of human reasoning.

Statistical near-real-time accountancy procedures applied to AGNS [Allied General Nuclear Services] minirun data using PROSA

International Nuclear Information System (INIS)

Beedgen, R.

1988-03-01

The computer program PROSA (PROgram for Statistical Analysis of near-real-time accountancy data) was developed as a tool to apply statistical test procedures to a sequence of materials balance results for detecting losses of material. First applications of PROSA to model facility data and real plant data showed that PROSA is also usable as a tool for process or measurement control. To deepen the experience for the application of PROSA to real data of bulk-handling facilities, we applied it to uranium data of the Allied General Nuclear Services miniruns, where accountancy data were collected on a near-real-time basis. Minirun 6 especially was considered, and the pulsed columns were chosen as materials balance area. The structure of the measurement models for flow sheet data and actual operation data are compared, and methods are studied to reduce the error for inventory measurements of the columns

Pseudo-dynamic source modelling with 1-point and 2-point statistics of earthquake source parameters

KAUST Repository

Song, S. G.

2013-12-24

Ground motion prediction is an essential element in seismic hazard and risk analysis. Empirical ground motion prediction approaches have been widely used in the community, but efficient simulation-based ground motion prediction methods are needed to complement empirical approaches, especially in the regions with limited data constraints. Recently, dynamic rupture modelling has been successfully adopted in physics-based source and ground motion modelling, but it is still computationally demanding and many input parameters are not well constrained by observational data. Pseudo-dynamic source modelling keeps the form of kinematic modelling with its computational efficiency, but also tries to emulate the physics of source process. In this paper, we develop a statistical framework that governs the finite-fault rupture process with 1-point and 2-point statistics of source parameters in order to quantify the variability of finite source models for future scenario events. We test this method by extracting 1-point and 2-point statistics from dynamically derived source models and simulating a number of rupture scenarios, given target 1-point and 2-point statistics. We propose a new rupture model generator for stochastic source modelling with the covariance matrix constructed from target 2-point statistics, that is, auto- and cross-correlations. Our sensitivity analysis of near-source ground motions to 1-point and 2-point statistics of source parameters provides insights into relations between statistical rupture properties and ground motions. We observe that larger standard deviation and stronger correlation produce stronger peak ground motions in general. The proposed new source modelling approach will contribute to understanding the effect of earthquake source on near-source ground motion characteristics in a more quantitative and systematic way.

Improving UWB-Based Localization in IoT Scenarios with Statistical Models of Distance Error.

Science.gov (United States)

Monica, Stefania; Ferrari, Gianluigi

2018-05-17

Interest in the Internet of Things (IoT) is rapidly increasing, as the number of connected devices is exponentially growing. One of the application scenarios envisaged for IoT technologies involves indoor localization and context awareness. In this paper, we focus on a localization approach that relies on a particular type of communication technology, namely Ultra Wide Band (UWB). UWB technology is an attractive choice for indoor localization, owing to its high accuracy. Since localization algorithms typically rely on estimated inter-node distances, the goal of this paper is to evaluate the improvement brought by a simple (linear) statistical model of the distance error. On the basis of an extensive experimental measurement campaign, we propose a general analytical framework, based on a Least Square (LS) method, to derive a novel statistical model for the range estimation error between a pair of UWB nodes. The proposed statistical model is then applied to improve the performance of a few illustrative localization algorithms in various realistic scenarios. The obtained experimental results show that the use of the proposed statistical model improves the accuracy of the considered localization algorithms with a reduction of the localization error up to 66%.

Aspects of general linear modelling of migration.

Science.gov (United States)

Congdon, P

1992-01-01

"This paper investigates the application of general linear modelling principles to analysing migration flows between areas. Particular attention is paid to specifying the form of the regression and error components, and the nature of departures from Poisson randomness. Extensions to take account of spatial and temporal correlation are discussed as well as constrained estimation. The issue of specification bears on the testing of migration theories, and assessing the role migration plays in job and housing markets: the direction and significance of the effects of economic variates on migration depends on the specification of the statistical model. The application is in the context of migration in London and South East England in the 1970s and 1980s." excerpt

Comparison of nonstationary generalized logistic models based on Monte Carlo simulation

Directory of Open Access Journals (Sweden)

S. Kim

2015-06-01

Full Text Available Recently, the evidences of climate change have been observed in hydrologic data such as rainfall and flow data. The time-dependent characteristics of statistics in hydrologic data are widely defined as nonstationarity. Therefore, various nonstationary GEV and generalized Pareto models have been suggested for frequency analysis of nonstationary annual maximum and POT (peak-over-threshold data, respectively. However, the alternative models are required for nonstatinoary frequency analysis because of analyzing the complex characteristics of nonstationary data based on climate change. This study proposed the nonstationary generalized logistic model including time-dependent parameters. The parameters of proposed model are estimated using the method of maximum likelihood based on the Newton-Raphson method. In addition, the proposed model is compared by Monte Carlo simulation to investigate the characteristics of models and applicability.

A Graphical User Interface to Generalized Linear Models in MATLAB

Directory of Open Access Journals (Sweden)

Peter Dunn

1999-07-01

Full Text Available Generalized linear models unite a wide variety of statistical models in a common theoretical framework. This paper discusses GLMLAB-software that enables such models to be fitted in the popular mathematical package MATLAB. It provides a graphical user interface to the powerful MATLAB computational engine to produce a program that is easy to use but with many features, including offsets, prior weights and user-defined distributions and link functions. MATLAB's graphical capacities are also utilized in providing a number of simple residual diagnostic plots.

Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models

Directory of Open Access Journals (Sweden)

Shelton Peiris

2017-12-01

Full Text Available This paper considers a flexible class of time series models generated by Gegenbauer polynomials incorporating the long memory in stochastic volatility (SV components in order to develop the General Long Memory SV (GLMSV model. We examine the corresponding statistical properties of this model, discuss the spectral likelihood estimation and investigate the finite sample properties via Monte Carlo experiments. We provide empirical evidence by applying the GLMSV model to three exchange rate return series and conjecture that the results of out-of-sample forecasts adequately confirm the use of GLMSV model in certain financial applications.

Equilibrium statistical mechanics

CERN Document Server

Jackson, E Atlee

2000-01-01

Ideal as an elementary introduction to equilibrium statistical mechanics, this volume covers both classical and quantum methodology for open and closed systems. Introductory chapters familiarize readers with probability and microscopic models of systems, while additional chapters describe the general derivation of the fundamental statistical mechanics relationships. The final chapter contains 16 sections, each dealing with a different application, ordered according to complexity, from classical through degenerate quantum statistical mechanics. Key features include an elementary introduction t

Fault diagnosis and comparing risk for the steel coil manufacturing process using statistical models for binary data

International Nuclear Information System (INIS)

Debón, A.; Carlos Garcia-Díaz, J.

2012-01-01

Advanced statistical models can help industry to design more economical and rational investment plans. Fault detection and diagnosis is an important problem in continuous hot dip galvanizing. Increasingly stringent quality requirements in the automotive industry also require ongoing efforts in process control to make processes more robust. Robust methods for estimating the quality of galvanized steel coils are an important tool for the comprehensive monitoring of the performance of the manufacturing process. This study applies different statistical regression models: generalized linear models, generalized additive models and classification trees to estimate the quality of galvanized steel coils on the basis of short time histories. The data, consisting of 48 galvanized steel coils, was divided into sets of conforming and nonconforming coils. Five variables were selected for monitoring the process: steel strip velocity and four bath temperatures. The present paper reports a comparative evaluation of statistical models for binary data using Receiver Operating Characteristic (ROC) curves. A ROC curve is a graph or a technique for visualizing, organizing and selecting classifiers based on their performance. The purpose of this paper is to examine their use in research to obtain the best model to predict defective steel coil probability. In relation to the work of other authors who only propose goodness of fit statistics, we should highlight one distinctive feature of the methodology presented here, which is the possibility of comparing the different models with ROC graphs which are based on model classification performance. Finally, the results are validated by bootstrap procedures.

Using Patient Demographics and Statistical Modeling to Predict Knee Tibia Component Sizing in Total Knee Arthroplasty.

Science.gov (United States)

Ren, Anna N; Neher, Robert E; Bell, Tyler; Grimm, James

2018-06-01

Preoperative planning is important to achieve successful implantation in primary total knee arthroplasty (TKA). However, traditional TKA templating techniques are not accurate enough to predict the component size to a very close range. With the goal of developing a general predictive statistical model using patient demographic information, ordinal logistic regression was applied to build a proportional odds model to predict the tibia component size. The study retrospectively collected the data of 1992 primary Persona Knee System TKA procedures. Of them, 199 procedures were randomly selected as testing data and the rest of the data were randomly partitioned between model training data and model evaluation data with a ratio of 7:3. Different models were trained and evaluated on the training and validation data sets after data exploration. The final model had patient gender, age, weight, and height as independent variables and predicted the tibia size within 1 size difference 96% of the time on the validation data, 94% of the time on the testing data, and 92% on a prospective cadaver data set. The study results indicated the statistical model built by ordinal logistic regression can increase the accuracy of tibia sizing information for Persona Knee preoperative templating. This research shows statistical modeling may be used with radiographs to dramatically enhance the templating accuracy, efficiency, and quality. In general, this methodology can be applied to other TKA products when the data are applicable. Copyright © 2018 Elsevier Inc. All rights reserved.

Modeling and forecasting energy consumption for heterogeneous buildings using a physical–statistical approach

International Nuclear Information System (INIS)

Lü, Xiaoshu; Lu, Tao; Kibert, Charles J.; Viljanen, Martti

2015-01-01

Highlights: • This paper presents a new modeling method to forecast energy demands. • The model is based on physical–statistical approach to improving forecast accuracy. • A new method is proposed to address the heterogeneity challenge. • Comparison with measurements shows accurate forecasts of the model. • The first physical–statistical/heterogeneous building energy modeling approach is proposed and validated. - Abstract: Energy consumption forecasting is a critical and necessary input to planning and controlling energy usage in the building sector which accounts for 40% of the world’s energy use and the world’s greatest fraction of greenhouse gas emissions. However, due to the diversity and complexity of buildings as well as the random nature of weather conditions, energy consumption and loads are stochastic and difficult to predict. This paper presents a new methodology for energy demand forecasting that addresses the heterogeneity challenges in energy modeling of buildings. The new method is based on a physical–statistical approach designed to account for building heterogeneity to improve forecast accuracy. The physical model provides a theoretical input to characterize the underlying physical mechanism of energy flows. Then stochastic parameters are introduced into the physical model and the statistical time series model is formulated to reflect model uncertainties and individual heterogeneity in buildings. A new method of model generalization based on a convex hull technique is further derived to parameterize the individual-level model parameters for consistent model coefficients while maintaining satisfactory modeling accuracy for heterogeneous buildings. The proposed method and its validation are presented in detail for four different sports buildings with field measurements. The results show that the proposed methodology and model can provide a considerable improvement in forecasting accuracy

A Stochastic Fractional Dynamics Model of Rainfall Statistics

Science.gov (United States)

Kundu, Prasun; Travis, James

2013-04-01

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

Statistical Models and Methods for Lifetime Data

CERN Document Server

Lawless, Jerald F

2011-01-01

Praise for the First Edition"An indispensable addition to any serious collection on lifetime data analysis and . . . a valuable contribution to the statistical literature. Highly recommended . . ."-Choice"This is an important book, which will appeal to statisticians working on survival analysis problems."-Biometrics"A thorough, unified treatment of statistical models and methods used in the analysis of lifetime data . . . this is a highly competent and agreeable statistical textbook."-Statistics in MedicineThe statistical analysis of lifetime or response time data is a key tool in engineering,

Generalized memory associativity in a network model for the neuroses

Science.gov (United States)

Wedemann, Roseli S.; Donangelo, Raul; de Carvalho, Luís A. V.

2009-03-01

We review concepts introduced in earlier work, where a neural network mechanism describes some mental processes in neurotic pathology and psychoanalytic working-through, as associative memory functioning, according to the findings of Freud. We developed a complex network model, where modules corresponding to sensorial and symbolic memories interact, representing unconscious and conscious mental processes. The model illustrates Freud's idea that consciousness is related to symbolic and linguistic memory activity in the brain. We have introduced a generalization of the Boltzmann machine to model memory associativity. Model behavior is illustrated with simulations and some of its properties are analyzed with methods from statistical mechanics.

Generalized Hamiltonians, functional integration and statistics of continuous fluids and plasmas

International Nuclear Information System (INIS)

Tasso, H.

1985-05-01

Generalized Hamiltonian formalism including generalized Poisson brackets and Lie-Poisson brackets is presented in Section II. Gyroviscous magnetohydrodynamics is treated as a relevant example in Euler and Clebsch variables. Section III is devoted to a short review of functional integration containing the definition and a discussion of ambiguities and methods of evaluation. The main part of the contribution is given in Section IV, where some of the content of the previous sections is applied to Gibbs statistics of continuous fluids and plasmas. In particular, exact fluctuation spectra are calculated for relevant equations in fluids and plasmas. (orig.)

Topology for Statistical Modeling of Petascale Data

Energy Technology Data Exchange (ETDEWEB)

Pascucci, Valerio [Univ. of Utah, Salt Lake City, UT (United States); Levine, Joshua [Univ. of Utah, Salt Lake City, UT (United States); Gyulassy, Attila [Univ. of Utah, Salt Lake City, UT (United States); Bremer, P. -T. [Univ. of Utah, Salt Lake City, UT (United States)

2013-10-31

Many commonly used algorithms for mathematical analysis do not scale well enough to accommodate the size or complexity of petascale data produced by computational simulations. The primary goal of this project is to develop new mathematical tools that address both the petascale size and uncertain nature of current data. At a high level, the approach of the entire team involving all three institutions is based on the complementary techniques of combinatorial topology and statistical modelling. In particular, we use combinatorial topology to filter out spurious data that would otherwise skew statistical modelling techniques, and we employ advanced algorithms from algebraic statistics to efficiently find globally optimal fits to statistical models. The overall technical contributions can be divided loosely into three categories: (1) advances in the field of combinatorial topology, (2) advances in statistical modelling, and (3) new integrated topological and statistical methods. Roughly speaking, the division of labor between our 3 groups (Sandia Labs in Livermore, Texas A&M in College Station, and U Utah in Salt Lake City) is as follows: the Sandia group focuses on statistical methods and their formulation in algebraic terms, and finds the application problems (and data sets) most relevant to this project, the Texas A&M Group develops new algebraic geometry algorithms, in particular with fewnomial theory, and the Utah group develops new algorithms in computational topology via Discrete Morse Theory. However, we hasten to point out that our three groups stay in tight contact via videconference every 2 weeks, so there is much synergy of ideas between the groups. The following of this document is focused on the contributions that had grater direct involvement from the team at the University of Utah in Salt Lake City.

Statistical models and methods for reliability and survival analysis

CERN Document Server

Couallier, Vincent; Huber-Carol, Catherine; Mesbah, Mounir; Huber -Carol, Catherine; Limnios, Nikolaos; Gerville-Reache, Leo

2013-01-01

Statistical Models and Methods for Reliability and Survival Analysis brings together contributions by specialists in statistical theory as they discuss their applications providing up-to-date developments in methods used in survival analysis, statistical goodness of fit, stochastic processes for system reliability, amongst others. Many of these are related to the work of Professor M. Nikulin in statistics over the past 30 years. The authors gather together various contributions with a broad array of techniques and results, divided into three parts - Statistical Models and Methods, Statistical

Generalized Linear Models in Vehicle Insurance

Directory of Open Access Journals (Sweden)

Silvie Kafková

2014-01-01

Full Text Available Actuaries in insurance companies try to find the best model for an estimation of insurance premium. It depends on many risk factors, e.g. the car characteristics and the profile of the driver. In this paper, an analysis of the portfolio of vehicle insurance data using a generalized linear model (GLM is performed. The main advantage of the approach presented in this article is that the GLMs are not limited by inflexible preconditions. Our aim is to predict the relation of annual claim frequency on given risk factors. Based on a large real-world sample of data from 57 410 vehicles, the present study proposed a classification analysis approach that addresses the selection of predictor variables. The models with different predictor variables are compared by analysis of deviance and Akaike information criterion (AIC. Based on this comparison, the model for the best estimate of annual claim frequency is chosen. All statistical calculations are computed in R environment, which contains stats package with the function for the estimation of parameters of GLM and the function for analysis of deviation.

A General Model for Estimating Macroevolutionary Landscapes.

Science.gov (United States)

Boucher, Florian C; Démery, Vincent; Conti, Elena; Harmon, Luke J; Uyeda, Josef

2018-03-01

The evolution of quantitative characters over long timescales is often studied using stochastic diffusion models. The current toolbox available to students of macroevolution is however limited to two main models: Brownian motion and the Ornstein-Uhlenbeck process, plus some of their extensions. Here, we present a very general model for inferring the dynamics of quantitative characters evolving under both random diffusion and deterministic forces of any possible shape and strength, which can accommodate interesting evolutionary scenarios like directional trends, disruptive selection, or macroevolutionary landscapes with multiple peaks. This model is based on a general partial differential equation widely used in statistical mechanics: the Fokker-Planck equation, also known in population genetics as the Kolmogorov forward equation. We thus call the model FPK, for Fokker-Planck-Kolmogorov. We first explain how this model can be used to describe macroevolutionary landscapes over which quantitative traits evolve and, more importantly, we detail how it can be fitted to empirical data. Using simulations, we show that the model has good behavior both in terms of discrimination from alternative models and in terms of parameter inference. We provide R code to fit the model to empirical data using either maximum-likelihood or Bayesian estimation, and illustrate the use of this code with two empirical examples of body mass evolution in mammals. FPK should greatly expand the set of macroevolutionary scenarios that can be studied since it opens the way to estimating macroevolutionary landscapes of any conceivable shape. [Adaptation; bounds; diffusion; FPK model; macroevolution; maximum-likelihood estimation; MCMC methods; phylogenetic comparative data; selection.].

TRACX2: a connectionist autoencoder using graded chunks to model infant visual statistical learning.

Science.gov (United States)

Mareschal, Denis; French, Robert M

2017-01-05

Even newborn infants are able to extract structure from a stream of sensory inputs; yet how this is achieved remains largely a mystery. We present a connectionist autoencoder model, TRACX2, that learns to extract sequence structure by gradually constructing chunks, storing these chunks in a distributed manner across its synaptic weights and recognizing these chunks when they re-occur in the input stream. Chunks are graded rather than all-or-nothing in nature. As chunks are learnt their component parts become more and more tightly bound together. TRACX2 successfully models the data from five experiments from the infant visual statistical learning literature, including tasks involving forward and backward transitional probabilities, low-salience embedded chunk items, part-sequences and illusory items. The model also captures performance differences across ages through the tuning of a single-learning rate parameter. These results suggest that infant statistical learning is underpinned by the same domain-general learning mechanism that operates in auditory statistical learning and, potentially, in adult artificial grammar learning.This article is part of the themed issue 'New frontiers for statistical learning in the cognitive sciences'. © 2016 The Author(s).

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

Energy Technology Data Exchange (ETDEWEB)

Pasqualini, Donatella [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

2016-05-11

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

Statistical mechanics of directed models of polymers in the square lattice

International Nuclear Information System (INIS)

Rensburg, E J Janse van

2003-01-01

Directed square lattice models of polymers and vesicles have received considerable attention in the recent mathematical and physical sciences literature. These are idealized geometric directed lattice models introduced to study phase behaviour in polymers, and include Dyck paths, partially directed paths, directed trees and directed vesicles models. Directed models are closely related to models studied in the combinatorics literature (and are often exactly solvable). They are also simplified versions of a number of statistical mechanics models, including the self-avoiding walk, lattice animals and lattice vesicles. The exchange of approaches and ideas between statistical mechanics and combinatorics have considerably advanced the description and understanding of directed lattice models, and this will be explored in this review. The combinatorial nature of directed lattice path models makes a study using generating function approaches most natural. In contrast, the statistical mechanics approach would introduce partition functions and free energies, and then investigate these using the general framework of critical phenomena. Generating function and statistical mechanics approaches are closely related. For example, questions regarding the limiting free energy may be approached by considering the radius of convergence of a generating function, and the scaling properties of thermodynamic quantities are related to the asymptotic properties of the generating function. In this review the methods for obtaining generating functions and determining free energies in directed lattice path models of linear polymers is presented. These methods include decomposition methods leading to functional recursions, as well as the Temperley method (that is implemented by creating a combinatorial object, one slice at a time). A constant term formulation of the generating function will also be reviewed. The thermodynamic features and critical behaviour in models of directed paths may be

A General Model for Testing Mediation and Moderation Effects

Science.gov (United States)

MacKinnon, David P.

2010-01-01

This paper describes methods for testing mediation and moderation effects in a dataset, both together and separately. Investigations of this kind are especially valuable in prevention research to obtain information on the process by which a program achieves its effects and whether the program is effective for subgroups of individuals. A general model that simultaneously estimates mediation and moderation effects is presented, and the utility of combining the effects into a single model is described. Possible effects of interest in the model are explained, as are statistical methods to assess these effects. The methods are further illustrated in a hypothetical prevention program example. PMID:19003535

Model-generated air quality statistics for application in vegetation response models in Alberta

International Nuclear Information System (INIS)

McVehil, G.E.; Nosal, M.

1990-01-01

To test and apply vegetation response models in Alberta, air pollution statistics representative of various parts of the Province are required. At this time, air quality monitoring data of the requisite accuracy and time resolution are not available for most parts of Alberta. Therefore, there exists a need to develop appropriate air quality statistics. The objectives of the work reported here were to determine the applicability of model generated air quality statistics and to develop by modelling, realistic and representative time series of hourly SO 2 concentrations that could be used to generate the statistics demanded by vegetation response models

Joint Clustering and Component Analysis of Correspondenceless Point Sets: Application to Cardiac Statistical Modeling.

Science.gov (United States)

Gooya, Ali; Lekadir, Karim; Alba, Xenia; Swift, Andrew J; Wild, Jim M; Frangi, Alejandro F

2015-01-01

Construction of Statistical Shape Models (SSMs) from arbitrary point sets is a challenging problem due to significant shape variation and lack of explicit point correspondence across the training data set. In medical imaging, point sets can generally represent different shape classes that span healthy and pathological exemplars. In such cases, the constructed SSM may not generalize well, largely because the probability density function (pdf) of the point sets deviates from the underlying assumption of Gaussian statistics. To this end, we propose a generative model for unsupervised learning of the pdf of point sets as a mixture of distinctive classes. A Variational Bayesian (VB) method is proposed for making joint inferences on the labels of point sets, and the principal modes of variations in each cluster. The method provides a flexible framework to handle point sets with no explicit point-to-point correspondences. We also show that by maximizing the marginalized likelihood of the model, the optimal number of clusters of point sets can be determined. We illustrate this work in the context of understanding the anatomical phenotype of the left and right ventricles in heart. To this end, we use a database containing hearts of healthy subjects, patients with Pulmonary Hypertension (PH), and patients with Hypertrophic Cardiomyopathy (HCM). We demonstrate that our method can outperform traditional PCA in both generalization and specificity measures.

Performance modeling, loss networks, and statistical multiplexing

CERN Document Server

Mazumdar, Ravi

2009-01-01

This monograph presents a concise mathematical approach for modeling and analyzing the performance of communication networks with the aim of understanding the phenomenon of statistical multiplexing. The novelty of the monograph is the fresh approach and insights provided by a sample-path methodology for queueing models that highlights the important ideas of Palm distributions associated with traffic models and their role in performance measures. Also presented are recent ideas of large buffer, and many sources asymptotics that play an important role in understanding statistical multiplexing. I

Nonequilibrium statistical mechanics in the general theory of relativity. I. A general formalism

International Nuclear Information System (INIS)

Israel, W.; Kandrup, H.E.

1984-01-01

This is the first in a series of papers, the overall objective of which is the formulation of a new covariant approach to nonequilibrium statistical mechanics in classical general relativity. The objecct here is the development of a tractable theory for self-gravitating systems. It is argued that the ''state'' of an N-particle system may be characterized by an N-particle distribution function, defined in an 8N-dimensional phase space, which satisfies a collection of N conservation equations. By mapping the true physics onto a fictitious ''background'' spacetime, which may be chosen to satisfy some ''average'' field equations, one then obtains a useful covariant notion of ''evolution'' in response to a fluctuating ''gravitational force.'' For many cases of practical interest, one may suppose (i) that these fluctuating forces satisfy linear field equations and (ii) that they may be modeled by a direct interaction. In this case, one can use a relativistic projection operator formalism to derive exact closed equations for the evolution of such objects as an appropriately defined reduced one-particle distribution function. By capturing, in a natural way, the notion of a dilute gas, or impulse, approximation, one is then led to a comparatively simple equation for the one-particle distribution. If, furthermore, one treats the effects of the fluctuating forces as ''localized'' in space and time, one obtains a tractable kinetic equation which reduces, in the Newtonian limit, to the stardard Landau equation

A residual life prediction model based on the generalized σ -N curved surface

Directory of Open Access Journals (Sweden)

Zongwen AN

2016-06-01

Full Text Available In order to investigate change rule of the residual life of structure under random repeated load, firstly, starting from the statistic meaning of random repeated load, the joint probability density function of maximum stress and minimum stress is derived based on the characteristics of order statistic (maximum order statistic and minimum order statistic; then, based on the equation of generalized σ -N curved surface, considering the influence of load cycles number on fatigue life, a relationship among minimum stress, maximum stress and residual life, that is the σmin(n- σmax(n-Nr(n curved surface model, is established; finally, the validity of the proposed model is demonstrated by a practical case. The result shows that the proposed model can reflect the influence of maximum stress and minimum stress on residual life of structure under random repeated load, which can provide a theoretical basis for life prediction and reliability assessment of structure.

Explicit estimating equations for semiparametric generalized linear latent variable models

KAUST Repository

Ma, Yanyuan

2010-07-05

We study generalized linear latent variable models without requiring a distributional assumption of the latent variables. Using a geometric approach, we derive consistent semiparametric estimators. We demonstrate that these models have a property which is similar to that of a sufficient complete statistic, which enables us to simplify the estimating procedure and explicitly to formulate the semiparametric estimating equations. We further show that the explicit estimators have the usual root n consistency and asymptotic normality. We explain the computational implementation of our method and illustrate the numerical performance of the estimators in finite sample situations via extensive simulation studies. The advantage of our estimators over the existing likelihood approach is also shown via numerical comparison. We employ the method to analyse a real data example from economics. © 2010 Royal Statistical Society.

Quantum mechanics as a natural generalization of classical statistical mechanics

International Nuclear Information System (INIS)

Xu Laizi; Qian Shangwu

1994-01-01

By comparison between equations of motion of geometrical optics (GO) and that of classical statistical mechanics (CSM), it is found that there should be an analogy between GO and CSM instead of GO and classical mechanics (CM). Furthermore, by comparison between the classical limit (CL) of quantum mechanics (QM) and CSM, the authors find that CL of QM is CSM not CM, hence they demonstrated that QM is a natural generalization of CSM instead of CM

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

Science.gov (United States)

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

2017-12-01

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

General renormalized statistical approach with finite cross-field correlations

International Nuclear Information System (INIS)

Vakulenko, M.O.

1992-01-01

The renormalized statistical approach is proposed, accounting for finite correlations of potential and magnetic fluctuations. It may be used for analysis of a wide class of nonlinear model equations describing the cross-correlated plasma states. The influence of a cross spectrum on stationary potential and magnetic ones is investigated. 10 refs. (author)

Statistical inference for template aging

Science.gov (United States)

Schuckers, Michael E.

2006-04-01

A change in classification error rates for a biometric device is often referred to as template aging. Here we offer two methods for determining whether the effect of time is statistically significant. The first of these is the use of a generalized linear model to determine if these error rates change linearly over time. This approach generalizes previous work assessing the impact of covariates using generalized linear models. The second approach uses of likelihood ratio tests methodology. The focus here is on statistical methods for estimation not the underlying cause of the change in error rates over time. These methodologies are applied to data from the National Institutes of Standards and Technology Biometric Score Set Release 1. The results of these applications are discussed.

Generalized Majority Logic Criterion to Analyze the Statistical Strength of S-Boxes

Science.gov (United States)

Hussain, Iqtadar; Shah, Tariq; Gondal, Muhammad Asif; Mahmood, Hasan

2012-05-01

The majority logic criterion is applicable in the evaluation process of substitution boxes used in the advanced encryption standard (AES). The performance of modified or advanced substitution boxes is predicted by processing the results of statistical analysis by the majority logic criteria. In this paper, we use the majority logic criteria to analyze some popular and prevailing substitution boxes used in encryption processes. In particular, the majority logic criterion is applied to AES, affine power affine (APA), Gray, Lui J, residue prime, S8 AES, Skipjack, and Xyi substitution boxes. The majority logic criterion is further extended into a generalized majority logic criterion which has a broader spectrum of analyzing the effectiveness of substitution boxes in image encryption applications. The integral components of the statistical analyses used for the generalized majority logic criterion are derived from results of entropy analysis, contrast analysis, correlation analysis, homogeneity analysis, energy analysis, and mean of absolute deviation (MAD) analysis.

Statistical models for thermal ageing of steel materials in nuclear power plants

International Nuclear Information System (INIS)

Persoz, M.

1996-01-01

Some category of steel materials in nuclear power plants may be subjected to thermal ageing, whose extent depends on the steel chemical composition and the ageing parameters, i.e. temperature and duration. This ageing affects the 'impact strength' of the materials, which is a mechanical property. In order to assess the residual lifetime of these components, a probabilistic study has been launched, which takes into account the scatter over the input parameters of the mechanical model. Predictive formulae for estimating the impact strength of aged materials are important input data of the model. A data base has been created with impact strength results obtained from an ageing program in laboratory and statistical treatments have been undertaken. Two kinds of model have been developed, with non linear regression methods (PROC NLIN, available in SAS/STAT). The first one, using a hyperbolic tangent function, is partly based on physical considerations, and the second one, of an exponential type, is purely statistically built. The difficulties consist in selecting the significant parameters and attributing initial values to the coefficients, which is a requirement of the NLIN procedure. This global statistical analysis has led to general models that are unction of the chemical variables and the ageing parameters. These models are as precise (if not more) as local models that had been developed earlier for some specific values of ageing temperature and ageing duration. This paper describes the data and the methodology used to build the models and analyses the results given by the SAS system. (author)

Statistical Models of Adaptive Immune populations

Science.gov (United States)

Sethna, Zachary; Callan, Curtis; Walczak, Aleksandra; Mora, Thierry

The availability of large (104-106 sequences) datasets of B or T cell populations from a single individual allows reliable fitting of complex statistical models for naïve generation, somatic selection, and hypermutation. It is crucial to utilize a probabilistic/informational approach when modeling these populations. The inferred probability distributions allow for population characterization, calculation of probability distributions of various hidden variables (e.g. number of insertions), as well as statistical properties of the distribution itself (e.g. entropy). In particular, the differences between the T cell populations of embryonic and mature mice will be examined as a case study. Comparing these populations, as well as proposed mixed populations, provides a concrete exercise in model creation, comparison, choice, and validation.

Improving the Statistical Modeling of the TRMM Extreme Precipitation Monitoring System

Science.gov (United States)

Demirdjian, L.; Zhou, Y.; Huffman, G. J.

2016-12-01

This project improves upon an existing extreme precipitation monitoring system based on the Tropical Rainfall Measuring Mission (TRMM) daily product (3B42) using new statistical models. The proposed system utilizes a regional modeling approach, where data from similar grid locations are pooled to increase the quality and stability of the resulting model parameter estimates to compensate for the short data record. The regional frequency analysis is divided into two stages. In the first stage, the region defined by the TRMM measurements is partitioned into approximately 27,000 non-overlapping clusters using a recursive k-means clustering scheme. In the second stage, a statistical model is used to characterize the extreme precipitation events occurring in each cluster. Instead of utilizing the block-maxima approach used in the existing system, where annual maxima are fit to the Generalized Extreme Value (GEV) probability distribution at each cluster separately, the present work adopts the peak-over-threshold (POT) method of classifying points as extreme if they exceed a pre-specified threshold. Theoretical considerations motivate the use of the Generalized-Pareto (GP) distribution for fitting threshold exceedances. The fitted parameters can be used to construct simple and intuitive average recurrence interval (ARI) maps which reveal how rare a particular precipitation event is given its spatial location. The new methodology eliminates much of the random noise that was produced by the existing models due to a short data record, producing more reasonable ARI maps when compared with NOAA's long-term Climate Prediction Center (CPC) ground based observations. The resulting ARI maps can be useful for disaster preparation, warning, and management, as well as increased public awareness of the severity of precipitation events. Furthermore, the proposed methodology can be applied to various other extreme climate records.

Artificial neural network models for prediction of cardiovascular autonomic dysfunction in general Chinese population

Science.gov (United States)

2013-01-01

Background The present study aimed to develop an artificial neural network (ANN) based prediction model for cardiovascular autonomic (CA) dysfunction in the general population. Methods We analyzed a previous dataset based on a population sample consisted of 2,092 individuals aged 30–80 years. The prediction models were derived from an exploratory set using ANN analysis. Performances of these prediction models were evaluated in the validation set. Results Univariate analysis indicated that 14 risk factors showed statistically significant association with CA dysfunction (P < 0.05). The mean area under the receiver-operating curve was 0.762 (95% CI 0.732–0.793) for prediction model developed using ANN analysis. The mean sensitivity, specificity, positive and negative predictive values were similar in the prediction models was 0.751, 0.665, 0.330 and 0.924, respectively. All HL statistics were less than 15.0. Conclusion ANN is an effective tool for developing prediction models with high value for predicting CA dysfunction among the general population. PMID:23902963

12th Workshop on Stochastic Models, Statistics and Their Applications

CERN Document Server

Rafajłowicz, Ewaryst; Szajowski, Krzysztof

2015-01-01

This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering. Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few. This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.

Statistical properties of the coarse-grained velocity gradient tensor in turbulence: Monte-Carlo simulations of the tetrad model

International Nuclear Information System (INIS)

Pumir, Alain; Naso, Aurore

2010-01-01

A proper description of the velocity gradient tensor is crucial for understanding the dynamics of turbulent flows, in particular the energy transfer from large to small scales. Insight into the statistical properties of the velocity gradient tensor and into its coarse-grained generalization can be obtained with the help of a stochastic 'tetrad model' that describes the coarse-grained velocity gradient tensor based on the evolution of four points. Although the solution of the stochastic model can be formally expressed in terms of path integrals, its numerical determination in terms of the Monte-Carlo method is very challenging, as very few configurations contribute effectively to the statistical weight. Here, we discuss a strategy that allows us to solve the tetrad model numerically. The algorithm is based on the importance sampling method, which consists here of identifying and sampling preferentially the configurations that are likely to correspond to a large statistical weight, and selectively rejecting configurations with a small statistical weight. The algorithm leads to an efficient numerical determination of the solutions of the model and allows us to determine their qualitative behavior as a function of scale. We find that the moments of order n≤4 of the solutions of the model scale with the coarse-graining scale and that the scaling exponents are very close to the predictions of the Kolmogorov theory. The model qualitatively reproduces quite well the statistics concerning the local structure of the flow. However, we find that the model generally tends to predict an excess of strain compared to vorticity. Thus, our results show that while some physical aspects are not fully captured by the model, our approach leads to a very good description of several important qualitative properties of real turbulent flows.

Concepts and recent advances in generalized information measures and statistics

CERN Document Server

Kowalski, Andres M

2013-01-01

Since the introduction of the information measure widely known as Shannon entropy, quantifiers based on information theory and concepts such as entropic forms and statistical complexities have proven to be useful in diverse scientific research fields. This book contains introductory tutorials suitable for the general reader, together with chapters dedicated to the basic concepts of the most frequently employed information measures or quantifiers and their recent applications to different areas, including physics, biology, medicine, economics, communication and social sciences. As these quantif

Statistical Validation of Engineering and Scientific Models: Background

International Nuclear Information System (INIS)

Hills, Richard G.; Trucano, Timothy G.

1999-01-01

A tutorial is presented discussing the basic issues associated with propagation of uncertainty analysis and statistical validation of engineering and scientific models. The propagation of uncertainty tutorial illustrates the use of the sensitivity method and the Monte Carlo method to evaluate the uncertainty in predictions for linear and nonlinear models. Four example applications are presented; a linear model, a model for the behavior of a damped spring-mass system, a transient thermal conduction model, and a nonlinear transient convective-diffusive model based on Burger's equation. Correlated and uncorrelated model input parameters are considered. The model validation tutorial builds on the material presented in the propagation of uncertainty tutoriaI and uses the damp spring-mass system as the example application. The validation tutorial illustrates several concepts associated with the application of statistical inference to test model predictions against experimental observations. Several validation methods are presented including error band based, multivariate, sum of squares of residuals, and optimization methods. After completion of the tutorial, a survey of statistical model validation literature is presented and recommendations for future work are made

Comparison of climate envelope models developed using expert-selected variables versus statistical selection

Science.gov (United States)

Brandt, Laura A.; Benscoter, Allison; Harvey, Rebecca G.; Speroterra, Carolina; Bucklin, David N.; Romañach, Stephanie; Watling, James I.; Mazzotti, Frank J.

2017-01-01

Climate envelope models are widely used to describe potential future distribution of species under different climate change scenarios. It is broadly recognized that there are both strengths and limitations to using climate envelope models and that outcomes are sensitive to initial assumptions, inputs, and modeling methods Selection of predictor variables, a central step in modeling, is one of the areas where different techniques can yield varying results. Selection of climate variables to use as predictors is often done using statistical approaches that develop correlations between occurrences and climate data. These approaches have received criticism in that they rely on the statistical properties of the data rather than directly incorporating biological information about species responses to temperature and precipitation. We evaluated and compared models and prediction maps for 15 threatened or endangered species in Florida based on two variable selection techniques: expert opinion and a statistical method. We compared model performance between these two approaches for contemporary predictions, and the spatial correlation, spatial overlap and area predicted for contemporary and future climate predictions. In general, experts identified more variables as being important than the statistical method and there was low overlap in the variable sets (0.9 for area under the curve (AUC) and >0.7 for true skill statistic (TSS). Spatial overlap, which compares the spatial configuration between maps constructed using the different variable selection techniques, was only moderate overall (about 60%), with a great deal of variability across species. Difference in spatial overlap was even greater under future climate projections, indicating additional divergence of model outputs from different variable selection techniques. Our work is in agreement with other studies which have found that for broad-scale species distribution modeling, using statistical methods of variable

Statistical models for optimizing mineral exploration

International Nuclear Information System (INIS)

Wignall, T.K.; DeGeoffroy, J.

1987-01-01

The primary purpose of mineral exploration is to discover ore deposits. The emphasis of this volume is on the mathematical and computational aspects of optimizing mineral exploration. The seven chapters that make up the main body of the book are devoted to the description and application of various types of computerized geomathematical models. These chapters include: (1) the optimal selection of ore deposit types and regions of search, as well as prospecting selected areas, (2) designing airborne and ground field programs for the optimal coverage of prospecting areas, and (3) delineating and evaluating exploration targets within prospecting areas by means of statistical modeling. Many of these statistical programs are innovative and are designed to be useful for mineral exploration modeling. Examples of geomathematical models are applied to exploring for six main types of base and precious metal deposits, as well as other mineral resources (such as bauxite and uranium)

A statistical method for model extraction and model selection applied to the temperature scaling of the L–H transition

International Nuclear Information System (INIS)

Peluso, E; Gelfusa, M; Gaudio, P; Murari, A

2014-01-01

Access to the H mode of confinement in tokamaks is characterized by an abrupt transition, which has been the subject of continuous investigation for decades. Various theoretical models have been developed and multi-machine databases of experimental data have been collected. In this paper, a new methodology is reviewed for the investigation of the scaling laws for the temperature threshold to access the H mode. The approach is based on symbolic regression via genetic programming and allows first the extraction of the most statistically reliable models from the available experimental data. Nonlinear fitting is then applied to the mathematical expressions found by symbolic regression; this second step permits to easily compare the quality of the data-driven scalings with the most widely accepted theoretical models. The application of a complete set of statistical indicators shows that the data-driven scaling laws are qualitatively better than the theoretical models. The main limitations of the theoretical models are that they are all expressed as power laws, which are too rigid to fit the available experimental data and to extrapolate to ITER. The proposed method is absolutely general and can be applied to the extraction or scaling law from any experimental database of sufficient statistical relevance. (paper)

Generalized estimating equations: A pragmatic and flexible approach to the marginal GLM modelling of correlated data in the behavioural sciences

Czech Academy of Sciences Publication Activity Database

Pekár, S.; Brabec, Marek

2018-01-01

Roč. 124, č. 2 (2018), s. 86-93 ISSN 0179-1613 Institutional support: RVO:67985807 Keywords : correlated data * generalized estimating equations * marginal model * regression models * statistical analysis Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 1.398, year: 2016

Statistical study of clone survival curves after irradiation in one or two stages. Comparison and generalization of different models

International Nuclear Information System (INIS)

Lachet, Bernard.

1975-01-01

A statistical study was carried out on 208 survival curves for chlorella subjected to γ or particle radiations. The computing programmes used were written in Fortran. The different experimental causes contributing to the variance of a survival rate are analyzed and consequently the experiments can be planned. Each curve was fitted to four models by the weighted least squares method applied to non-linear functions. The validity of the fits obtained can be checked by the F test. It was possible to define the confidence and prediction zones around an adjusted curve by weighting of the residual variance, in spite of error on the doses delivered; the confidence limits can them be fixed for a dose estimated from an exact or measured survival. The four models adopted were compared for the precision of their fit (by a non-parametric simultaneous comparison test) and the scattering of their adjusted parameters: Wideroe's model gives a very good fit with the experimental points in return for a scattering of its parameters, which robs them of their presumed meaning. The principal component analysis showed the statistical equivalence of the 1 and 2 hit target models. Division of the irradiation into two doses, the first fixed by the investigator, leads to families of curves for which the equation was established from that of any basic model expressing the dose survival relationship in one-stage irradiation [fr

Statistical physics of pairwise probability models

Directory of Open Access Journals (Sweden)

Yasser Roudi

2009-11-01

Full Text Available Statistical models for describing the probability distribution over the states of biological systems are commonly used for dimensional reduction. Among these models, pairwise models are very attractive in part because they can be fit using a reasonable amount of data: knowledge of the means and correlations between pairs of elements in the system is sufficient. Not surprisingly, then, using pairwise models for studying neural data has been the focus of many studies in recent years. In this paper, we describe how tools from statistical physics can be employed for studying and using pairwise models. We build on our previous work on the subject and study the relation between different methods for fitting these models and evaluating their quality. In particular, using data from simulated cortical networks we study how the quality of various approximate methods for inferring the parameters in a pairwise model depends on the time bin chosen for binning the data. We also study the effect of the size of the time bin on the model quality itself, again using simulated data. We show that using finer time bins increases the quality of the pairwise model. We offer new ways of deriving the expressions reported in our previous work for assessing the quality of pairwise models.

Stochastic Spatial Models in Ecology: A Statistical Physics Approach

Science.gov (United States)

Pigolotti, Simone; Cencini, Massimo; Molina, Daniel; Muñoz, Miguel A.

2017-11-01

Ecosystems display a complex spatial organization. Ecologists have long tried to characterize them by looking at how different measures of biodiversity change across spatial scales. Ecological neutral theory has provided simple predictions accounting for general empirical patterns in communities of competing species. However, while neutral theory in well-mixed ecosystems is mathematically well understood, spatial models still present several open problems, limiting the quantitative understanding of spatial biodiversity. In this review, we discuss the state of the art in spatial neutral theory. We emphasize the connection between spatial ecological models and the physics of non-equilibrium phase transitions and how concepts developed in statistical physics translate in population dynamics, and vice versa. We focus on non-trivial scaling laws arising at the critical dimension D = 2 of spatial neutral models, and their relevance for biological populations inhabiting two-dimensional environments. We conclude by discussing models incorporating non-neutral effects in the form of spatial and temporal disorder, and analyze how their predictions deviate from those of purely neutral theories.

Statistics for Finance

DEFF Research Database (Denmark)

Lindström, Erik; Madsen, Henrik; Nielsen, Jan Nygaard

Statistics for Finance develops students’ professional skills in statistics with applications in finance. Developed from the authors’ courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics...... that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical...... and mathematical techniques, including linear and nonlinear time series analysis, stochastic calculus models, stochastic differential equations, Itō’s formula, the Black–Scholes model, the generalized method-of-moments, and the Kalman filter. They explain how these tools are used to price financial derivatives...

Generalized Additive Models for Location Scale and Shape (GAMLSS) in R

OpenAIRE

D. Mikis Stasinopoulos; Robert A. Rigby

2007-01-01

GAMLSS is a general framework for fitting regression type models where the distribution of the response variable does not have to belong to the exponential family and includes highly skew and kurtotic continuous and discrete distribution. GAMLSS allows all the parameters of the distribution of the response variable to be modelled as linear/non-linear or smooth functions of the explanatory variables. This paper starts by defining the statistical framework of GAMLSS, then describes the curren...

Fade statistics of M-turbulent optical links

DEFF Research Database (Denmark)

Jurado-Navas, Antonio; Maria Garrido-Balsells, Jose; Castillo-Vazquez, Miguel

2017-01-01

A new and generalized statistical model, called Malaga or simply M distribution, has been derived recently to characterize the irradiance fluctuations of an unbounded optical wavefront propagating through a turbulent medium under all irradiance fluctuation conditions. The aforementioned model...... extends and unifies in a simple analytical closed-form expression most of the proposed statistical models for free-space optical (FSO) communications widely employed until now in the scientific literature. Based on that M model, we have studied some important features associated to its fade statistics...

Nuclear Level Densities for Modeling Nuclear Reactions: An Efficient Approach Using Statistical Spectroscopy

International Nuclear Information System (INIS)

Calvin W. Johnson

2005-01-01

The general goal of the project is to develop and implement computer codes and input files to compute nuclear densities of state. Such densities are important input into calculations of statistical neutron capture, and are difficult to access experimentally. In particular, we will focus on calculating densities for nuclides in the mass range A ∼ 50-100. We use statistical spectroscopy, a moments method based upon a microscopic framework, the interacting shell model. Second year goals and milestones: Develop two or three competing interactions (based upon surface-delta, Gogny, and NN-scattering) suitable for application to nuclei up to A = 100. Begin calculations for nuclides with A = 50-70

Statistical transmutation in doped quantum dimer models.

Science.gov (United States)

Lamas, C A; Ralko, A; Cabra, D C; Poilblanc, D; Pujol, P

2012-07-06

We prove a "statistical transmutation" symmetry of doped quantum dimer models on the square, triangular, and kagome lattices: the energy spectrum is invariant under a simultaneous change of statistics (i.e., bosonic into fermionic or vice versa) of the holes and of the signs of all the dimer resonance loops. This exact transformation enables us to define the duality equivalence between doped quantum dimer Hamiltonians and provides the analytic framework to analyze dynamical statistical transmutations. We investigate numerically the doping of the triangular quantum dimer model with special focus on the topological Z(2) dimer liquid. Doping leads to four (instead of two for the square lattice) inequivalent families of Hamiltonians. Competition between phase separation, superfluidity, supersolidity, and fermionic phases is investigated in the four families.

Statistical ecology comes of age

Science.gov (United States)

Gimenez, Olivier; Buckland, Stephen T.; Morgan, Byron J. T.; Bez, Nicolas; Bertrand, Sophie; Choquet, Rémi; Dray, Stéphane; Etienne, Marie-Pierre; Fewster, Rachel; Gosselin, Frédéric; Mérigot, Bastien; Monestiez, Pascal; Morales, Juan M.; Mortier, Frédéric; Munoz, François; Ovaskainen, Otso; Pavoine, Sandrine; Pradel, Roger; Schurr, Frank M.; Thomas, Len; Thuiller, Wilfried; Trenkel, Verena; de Valpine, Perry; Rexstad, Eric

2014-01-01

The desire to predict the consequences of global environmental change has been the driver towards more realistic models embracing the variability and uncertainties inherent in ecology. Statistical ecology has gelled over the past decade as a discipline that moves away from describing patterns towards modelling the ecological processes that generate these patterns. Following the fourth International Statistical Ecology Conference (1–4 July 2014) in Montpellier, France, we analyse current trends in statistical ecology. Important advances in the analysis of individual movement, and in the modelling of population dynamics and species distributions, are made possible by the increasing use of hierarchical and hidden process models. Exciting research perspectives include the development of methods to interpret citizen science data and of efficient, flexible computational algorithms for model fitting. Statistical ecology has come of age: it now provides a general and mathematically rigorous framework linking ecological theory and empirical data. PMID:25540151

Statistical ecology comes of age.

Science.gov (United States)

Gimenez, Olivier; Buckland, Stephen T; Morgan, Byron J T; Bez, Nicolas; Bertrand, Sophie; Choquet, Rémi; Dray, Stéphane; Etienne, Marie-Pierre; Fewster, Rachel; Gosselin, Frédéric; Mérigot, Bastien; Monestiez, Pascal; Morales, Juan M; Mortier, Frédéric; Munoz, François; Ovaskainen, Otso; Pavoine, Sandrine; Pradel, Roger; Schurr, Frank M; Thomas, Len; Thuiller, Wilfried; Trenkel, Verena; de Valpine, Perry; Rexstad, Eric

2014-12-01

The desire to predict the consequences of global environmental change has been the driver towards more realistic models embracing the variability and uncertainties inherent in ecology. Statistical ecology has gelled over the past decade as a discipline that moves away from describing patterns towards modelling the ecological processes that generate these patterns. Following the fourth International Statistical Ecology Conference (1-4 July 2014) in Montpellier, France, we analyse current trends in statistical ecology. Important advances in the analysis of individual movement, and in the modelling of population dynamics and species distributions, are made possible by the increasing use of hierarchical and hidden process models. Exciting research perspectives include the development of methods to interpret citizen science data and of efficient, flexible computational algorithms for model fitting. Statistical ecology has come of age: it now provides a general and mathematically rigorous framework linking ecological theory and empirical data.

Textual information access statistical models

CERN Document Server

Gaussier, Eric

2013-01-01

This book presents statistical models that have recently been developed within several research communities to access information contained in text collections. The problems considered are linked to applications aiming at facilitating information access:- information extraction and retrieval;- text classification and clustering;- opinion mining;- comprehension aids (automatic summarization, machine translation, visualization).In order to give the reader as complete a description as possible, the focus is placed on the probability models used in the applications

Comparative performance of diabetes-specific and general population-based cardiovascular risk assessment models in people with diabetes mellitus.

Science.gov (United States)

Echouffo-Tcheugui, J-B; Kengne, A P

2013-10-01

Multivariable models for estimating cardiovascular disease (CVD) risk in people with diabetes comprise general population-based models and those from diabetic cohorts. Whether one set of models should receive preference is unclear. We evaluated the evidence on direct comparisons of the performance of general population vs diabetes-specific CVD risk models in people with diabetes. MEDLINE and EMBASE databases were searched up to March 2013. Two reviewers independently identified studies that compared the performance of general CVD models vs diabetes-specific ones in the same group of people with diabetes. Independent, dual data extraction on study design, risk models, outcomes; and measures of performance was conducted. Eleven articles reporting on 22 pair wise comparisons of a diabetes-specific model (UKPDS, ADVANCE and DCS risk models) to a general population model (three variants of the Framingham model, Prospective Cardiovascular Münster [PROCAM] score, CardioRisk Manager [CRM], Joint British Societies Coronary Risk Chart [JBSRC], Progetto Cuore algorithm and the CHD-Riskard algorithm) were eligible. Absolute differences in C-statistic of diabetes-specific vs general population-based models varied from -0.13 to 0.09. Comparisons for other performance measures were unusual. Outcomes definitions were congruent with those applied during model development. In 14 comparisons, the UKPDS, ADVANCE or DCS diabetes-specific models were superior to the general population CVD risk models. Authors reported better C-statistic for models they developed. The limited existing evidence suggests a possible discriminatory advantage of diabetes-specific over general population-based models for CVD risk stratification in diabetes. More robust head-to-head comparisons are needed to confirm this trend and strengthen recommendations. Copyright © 2013 Elsevier Masson SAS. All rights reserved.

Probability, statistics, and computational science.

Science.gov (United States)

Beerenwinkel, Niko; Siebourg, Juliane

2012-01-01

In this chapter, we review basic concepts from probability theory and computational statistics that are fundamental to evolutionary genomics. We provide a very basic introduction to statistical modeling and discuss general principles, including maximum likelihood and Bayesian inference. Markov chains, hidden Markov models, and Bayesian network models are introduced in more detail as they occur frequently and in many variations in genomics applications. In particular, we discuss efficient inference algorithms and methods for learning these models from partially observed data. Several simple examples are given throughout the text, some of which point to models that are discussed in more detail in subsequent chapters.

Model for neural signaling leap statistics

International Nuclear Information System (INIS)

Chevrollier, Martine; Oria, Marcos

2011-01-01

We present a simple model for neural signaling leaps in the brain considering only the thermodynamic (Nernst) potential in neuron cells and brain temperature. We numerically simulated connections between arbitrarily localized neurons and analyzed the frequency distribution of the distances reached. We observed qualitative change between Normal statistics (with T 37.5 0 C, awaken regime) and Levy statistics (T = 35.5 0 C, sleeping period), characterized by rare events of long range connections.

Model for neural signaling leap statistics

Science.gov (United States)

Chevrollier, Martine; Oriá, Marcos

2011-03-01

We present a simple model for neural signaling leaps in the brain considering only the thermodynamic (Nernst) potential in neuron cells and brain temperature. We numerically simulated connections between arbitrarily localized neurons and analyzed the frequency distribution of the distances reached. We observed qualitative change between Normal statistics (with T = 37.5°C, awaken regime) and Lévy statistics (T = 35.5°C, sleeping period), characterized by rare events of long range connections.

A Statistical Modeling Framework for Characterising Uncertainty in Large Datasets: Application to Ocean Colour

Directory of Open Access Journals (Sweden)

Peter E. Land

2018-05-01

Full Text Available Uncertainty estimation is crucial to establishing confidence in any data analysis, and this is especially true for Essential Climate Variables, including ocean colour. Methods for deriving uncertainty vary greatly across data types, so a generic statistics-based approach applicable to multiple data types is an advantage to simplify the use and understanding of uncertainty data. Progress towards rigorous uncertainty analysis of ocean colour has been slow, in part because of the complexity of ocean colour processing. Here, we present a general approach to uncertainty characterisation, using a database of satellite-in situ matchups to generate a statistical model of satellite uncertainty as a function of its contributing variables. With an example NASA MODIS-Aqua chlorophyll-a matchups database mostly covering the north Atlantic, we demonstrate a model that explains 67% of the squared error in log(chlorophyll-a as a potentially correctable bias, with the remaining uncertainty being characterised as standard deviation and standard error at each pixel. The method is quite general, depending only on the existence of a suitable database of matchups or reference values, and can be applied to other sensors and data types such as other satellite observed Essential Climate Variables, empirical algorithms derived from in situ data, or even model data.

WE-A-201-02: Modern Statistical Modeling

Energy Technology Data Exchange (ETDEWEB)

Niemierko, A.

2016-06-15

Chris Marshall: Memorial Introduction Donald Edmonds Herbert Jr., or Don to his colleagues and friends, exemplified the “big tent” vision of medical physics, specializing in Applied Statistics and Dynamical Systems theory. He saw, more clearly than most, that “Making models is the difference between doing science and just fooling around [ref Woodworth, 2004]”. Don developed an interest in chemistry at school by “reading a book” - a recurring theme in his story. He was awarded a Westinghouse Science scholarship and attended the Carnegie Institute of Technology (later Carnegie Mellon University) where his interest turned to physics and led to a BS in Physics after transfer to Northwestern University. After (voluntary) service in the Navy he earned his MS in Physics from the University of Oklahoma, which led him to Johns Hopkins University in Baltimore to pursue a PhD. The early death of his wife led him to take a salaried position in the Physics Department of Colorado College in Colorado Springs so as to better care for their young daughter. There, a chance invitation from Dr. Juan del Regato to teach physics to residents at the Penrose Cancer Hospital introduced him to Medical Physics, and he decided to enter the field. He received his PhD from the University of London (UK) under Prof. Joseph Rotblat, where I first met him, and where he taught himself statistics. He returned to Penrose as a clinical medical physicist, also largely self-taught. In 1975 he formalized an evolving interest in statistical analysis as Professor of Radiology and Head of the Division of Physics and Statistics at the College of Medicine of the University of South Alabama in Mobile, AL where he remained for the rest of his career. He also served as the first Director of their Bio-Statistics and Epidemiology Core Unit working in part on a sickle-cell disease. After retirement he remained active as Professor Emeritus. Don served for several years as a consultant to the Nuclear

WE-A-201-02: Modern Statistical Modeling

International Nuclear Information System (INIS)

Niemierko, A.

2016-01-01

Chris Marshall: Memorial Introduction Donald Edmonds Herbert Jr., or Don to his colleagues and friends, exemplified the “big tent” vision of medical physics, specializing in Applied Statistics and Dynamical Systems theory. He saw, more clearly than most, that “Making models is the difference between doing science and just fooling around [ref Woodworth, 2004]”. Don developed an interest in chemistry at school by “reading a book” - a recurring theme in his story. He was awarded a Westinghouse Science scholarship and attended the Carnegie Institute of Technology (later Carnegie Mellon University) where his interest turned to physics and led to a BS in Physics after transfer to Northwestern University. After (voluntary) service in the Navy he earned his MS in Physics from the University of Oklahoma, which led him to Johns Hopkins University in Baltimore to pursue a PhD. The early death of his wife led him to take a salaried position in the Physics Department of Colorado College in Colorado Springs so as to better care for their young daughter. There, a chance invitation from Dr. Juan del Regato to teach physics to residents at the Penrose Cancer Hospital introduced him to Medical Physics, and he decided to enter the field. He received his PhD from the University of London (UK) under Prof. Joseph Rotblat, where I first met him, and where he taught himself statistics. He returned to Penrose as a clinical medical physicist, also largely self-taught. In 1975 he formalized an evolving interest in statistical analysis as Professor of Radiology and Head of the Division of Physics and Statistics at the College of Medicine of the University of South Alabama in Mobile, AL where he remained for the rest of his career. He also served as the first Director of their Bio-Statistics and Epidemiology Core Unit working in part on a sickle-cell disease. After retirement he remained active as Professor Emeritus. Don served for several years as a consultant to the Nuclear

Bayesian models a statistical primer for ecologists

CERN Document Server

Hobbs, N Thompson

2015-01-01

Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This textbook provides a comprehensive and accessible introduction to the latest Bayesian methods-in language ecologists can understand. Unlike other books on the subject, this one emphasizes the principles behind the computations, giving ecologists a big-picture understanding of how to implement this powerful statistical approach. Bayesian Models is an essential primer for non-statisticians. It begins with a definition of probabili

Analysis of dental caries using generalized linear and count regression models

Directory of Open Access Journals (Sweden)

Javali M. Phil

2013-11-01

Full Text Available Generalized linear models (GLM are generalization of linear regression models, which allow fitting regression models to response data in all the sciences especially medical and dental sciences that follow a general exponential family. These are flexible and widely used class of such models that can accommodate response variables. Count data are frequently characterized by overdispersion and excess zeros. Zero-inflated count models provide a parsimonious yet powerful way to model this type of situation. Such models assume that the data are a mixture of two separate data generation processes: one generates only zeros, and the other is either a Poisson or a negative binomial data-generating process. Zero inflated count regression models such as the zero-inflated Poisson (ZIP, zero-inflated negative binomial (ZINB regression models have been used to handle dental caries count data with many zeros. We present an evaluation framework to the suitability of applying the GLM, Poisson, NB, ZIP and ZINB to dental caries data set where the count data may exhibit evidence of many zeros and over-dispersion. Estimation of the model parameters using the method of maximum likelihood is provided. Based on the Vuong test statistic and the goodness of fit measure for dental caries data, the NB and ZINB regression models perform better than other count regression models.

Comparison of Artificial Neural Networks and ARIMA statistical models in simulations of target wind time series

Science.gov (United States)

Kolokythas, Kostantinos; Vasileios, Salamalikis; Athanassios, Argiriou; Kazantzidis, Andreas

2015-04-01

The wind is a result of complex interactions of numerous mechanisms taking place in small or large scales, so, the better knowledge of its behavior is essential in a variety of applications, especially in the field of power production coming from wind turbines. In the literature there is a considerable number of models, either physical or statistical ones, dealing with the problem of simulation and prediction of wind speed. Among others, Artificial Neural Networks (ANNs) are widely used for the purpose of wind forecasting and, in the great majority of cases, outperform other conventional statistical models. In this study, a number of ANNs with different architectures, which have been created and applied in a dataset of wind time series, are compared to Auto Regressive Integrated Moving Average (ARIMA) statistical models. The data consist of mean hourly wind speeds coming from a wind farm on a hilly Greek region and cover a period of one year (2013). The main goal is to evaluate the models ability to simulate successfully the wind speed at a significant point (target). Goodness-of-fit statistics are performed for the comparison of the different methods. In general, the ANN showed the best performance in the estimation of wind speed prevailing over the ARIMA models.

Robust-BD Estimation and Inference for General Partially Linear Models

Directory of Open Access Journals (Sweden)

Chunming Zhang

2017-11-01

Full Text Available The classical quadratic loss for the partially linear model (PLM and the likelihood function for the generalized PLM are not resistant to outliers. This inspires us to propose a class of “robust-Bregman divergence (BD” estimators of both the parametric and nonparametric components in the general partially linear model (GPLM, which allows the distribution of the response variable to be partially specified, without being fully known. Using the local-polynomial function estimation method, we propose a computationally-efficient procedure for obtaining “robust-BD” estimators and establish the consistency and asymptotic normality of the “robust-BD” estimator of the parametric component β o . For inference procedures of β o in the GPLM, we show that the Wald-type test statistic W n constructed from the “robust-BD” estimators is asymptotically distribution free under the null, whereas the likelihood ratio-type test statistic Λ n is not. This provides an insight into the distinction from the asymptotic equivalence (Fan and Huang 2005 between W n and Λ n in the PLM constructed from profile least-squares estimators using the non-robust quadratic loss. Numerical examples illustrate the computational effectiveness of the proposed “robust-BD” estimators and robust Wald-type test in the appearance of outlying observations.

Equilibrium statistical mechanics of lattice models

CERN Document Server

Lavis, David A

2015-01-01

Most interesting and difficult problems in equilibrium statistical mechanics concern models which exhibit phase transitions. For graduate students and more experienced researchers this book provides an invaluable reference source of approximate and exact solutions for a comprehensive range of such models. Part I contains background material on classical thermodynamics and statistical mechanics, together with a classification and survey of lattice models. The geometry of phase transitions is described and scaling theory is used to introduce critical exponents and scaling laws. An introduction is given to finite-size scaling, conformal invariance and Schramm—Loewner evolution. Part II contains accounts of classical mean-field methods. The parallels between Landau expansions and catastrophe theory are discussed and Ginzburg—Landau theory is introduced. The extension of mean-field theory to higher-orders is explored using the Kikuchi—Hijmans—De Boer hierarchy of approximations. In Part III the use of alge...

Computational and Statistical Models: A Comparison for Policy Modeling of Childhood Obesity

Science.gov (United States)

Mabry, Patricia L.; Hammond, Ross; Ip, Edward Hak-Sing; Huang, Terry T.-K.

As systems science methodologies have begun to emerge as a set of innovative approaches to address complex problems in behavioral, social science, and public health research, some apparent conflicts with traditional statistical methodologies for public health have arisen. Computational modeling is an approach set in context that integrates diverse sources of data to test the plausibility of working hypotheses and to elicit novel ones. Statistical models are reductionist approaches geared towards proving the null hypothesis. While these two approaches may seem contrary to each other, we propose that they are in fact complementary and can be used jointly to advance solutions to complex problems. Outputs from statistical models can be fed into computational models, and outputs from computational models can lead to further empirical data collection and statistical models. Together, this presents an iterative process that refines the models and contributes to a greater understanding of the problem and its potential solutions. The purpose of this panel is to foster communication and understanding between statistical and computational modelers. Our goal is to shed light on the differences between the approaches and convey what kinds of research inquiries each one is best for addressing and how they can serve complementary (and synergistic) roles in the research process, to mutual benefit. For each approach the panel will cover the relevant "assumptions" and how the differences in what is assumed can foster misunderstandings. The interpretations of the results from each approach will be compared and contrasted and the limitations for each approach will be delineated. We will use illustrative examples from CompMod, the Comparative Modeling Network for Childhood Obesity Policy. The panel will also incorporate interactive discussions with the audience on the issues raised here.

Capturing spike variability in noisy Izhikevich neurons using point process generalized linear models

DEFF Research Database (Denmark)

Østergaard, Jacob; Kramer, Mark A.; Eden, Uri T.

2018-01-01

current. We then fit these spike train datawith a statistical model (a generalized linear model, GLM, with multiplicative influences of past spiking). For different levels of noise, we show how the GLM captures both the deterministic features of the Izhikevich neuron and the variability driven...... by the noise. We conclude that the GLM captures essential features of the simulated spike trains, but for near-deterministic spike trains, goodness-of-fit analyses reveal that the model does not fit very well in a statistical sense; the essential random part of the GLM is not captured....... are separately applied; understanding the relationships between these modeling approaches remains an area of active research. In this letter, we examine this relationship using simulation. To do so, we first generate spike train data from a well-known dynamical model, the Izhikevich neuron, with a noisy input...

Spherical Process Models for Global Spatial Statistics

KAUST Repository

Jeong, Jaehong; Jun, Mikyoung; Genton, Marc G.

2017-01-01

Statistical models used in geophysical, environmental, and climate science applications must reflect the curvature of the spatial domain in global data. Over the past few decades, statisticians have developed covariance models that capture

Model for neural signaling leap statistics

Energy Technology Data Exchange (ETDEWEB)

Chevrollier, Martine; Oria, Marcos, E-mail: oria@otica.ufpb.br [Laboratorio de Fisica Atomica e Lasers Departamento de Fisica, Universidade Federal da ParaIba Caixa Postal 5086 58051-900 Joao Pessoa, Paraiba (Brazil)

2011-03-01

We present a simple model for neural signaling leaps in the brain considering only the thermodynamic (Nernst) potential in neuron cells and brain temperature. We numerically simulated connections between arbitrarily localized neurons and analyzed the frequency distribution of the distances reached. We observed qualitative change between Normal statistics (with T 37.5{sup 0}C, awaken regime) and Levy statistics (T = 35.5{sup 0}C, sleeping period), characterized by rare events of long range connections.

Analysis and Evaluation of Statistical Models for Integrated Circuits Design

Directory of Open Access Journals (Sweden)

Sáenz-Noval J.J.

2011-10-01

Full Text Available Statistical models for integrated circuits (IC allow us to estimate the percentage of acceptable devices in the batch before fabrication. Actually, Pelgrom is the statistical model most accepted in the industry; however it was derived from a micrometer technology, which does not guarantee reliability in nanometric manufacturing processes. This work considers three of the most relevant statistical models in the industry and evaluates their limitations and advantages in analog design, so that the designer has a better criterion to make a choice. Moreover, it shows how several statistical models can be used for each one of the stages and design purposes.

A General Accelerated Degradation Model Based on the Wiener Process.

Science.gov (United States)

Liu, Le; Li, Xiaoyang; Sun, Fuqiang; Wang, Ning

2016-12-06

Accelerated degradation testing (ADT) is an efficient tool to conduct material service reliability and safety evaluations by analyzing performance degradation data. Traditional stochastic process models are mainly for linear or linearization degradation paths. However, those methods are not applicable for the situations where the degradation processes cannot be linearized. Hence, in this paper, a general ADT model based on the Wiener process is proposed to solve the problem for accelerated degradation data analysis. The general model can consider the unit-to-unit variation and temporal variation of the degradation process, and is suitable for both linear and nonlinear ADT analyses with single or multiple acceleration variables. The statistical inference is given to estimate the unknown parameters in both constant stress and step stress ADT. The simulation example and two real applications demonstrate that the proposed method can yield reliable lifetime evaluation results compared with the existing linear and time-scale transformation Wiener processes in both linear and nonlinear ADT analyses.

A General Accelerated Degradation Model Based on the Wiener Process

Directory of Open Access Journals (Sweden)

Le Liu

2016-12-01

Full Text Available Accelerated degradation testing (ADT is an efficient tool to conduct material service reliability and safety evaluations by analyzing performance degradation data. Traditional stochastic process models are mainly for linear or linearization degradation paths. However, those methods are not applicable for the situations where the degradation processes cannot be linearized. Hence, in this paper, a general ADT model based on the Wiener process is proposed to solve the problem for accelerated degradation data analysis. The general model can consider the unit-to-unit variation and temporal variation of the degradation process, and is suitable for both linear and nonlinear ADT analyses with single or multiple acceleration variables. The statistical inference is given to estimate the unknown parameters in both constant stress and step stress ADT. The simulation example and two real applications demonstrate that the proposed method can yield reliable lifetime evaluation results compared with the existing linear and time-scale transformation Wiener processes in both linear and nonlinear ADT analyses.

The issue of statistical power for overall model fit in evaluating structural equation models

Directory of Open Access Journals (Sweden)

Richard HERMIDA

2015-06-01

Full Text Available Statistical power is an important concept for psychological research. However, examining the power of a structural equation model (SEM is rare in practice. This article provides an accessible review of the concept of statistical power for the Root Mean Square Error of Approximation (RMSEA index of overall model fit in structural equation modeling. By way of example, we examine the current state of power in the literature by reviewing studies in top Industrial-Organizational (I/O Psychology journals using SEMs. Results indicate that in many studies, power is very low, which implies acceptance of invalid models. Additionally, we examined methodological situations which may have an influence on statistical power of SEMs. Results showed that power varies significantly as a function of model type and whether or not the model is the main model for the study. Finally, results indicated that power is significantly related to model fit statistics used in evaluating SEMs. The results from this quantitative review imply that researchers should be more vigilant with respect to power in structural equation modeling. We therefore conclude by offering methodological best practices to increase confidence in the interpretation of structural equation modeling results with respect to statistical power issues.

Novel formulation of the ℳ model through the Generalized-K distribution for atmospheric optical channels.

Science.gov (United States)

Garrido-Balsells, José María; Jurado-Navas, Antonio; Paris, José Francisco; Castillo-Vazquez, Miguel; Puerta-Notario, Antonio

2015-03-09

In this paper, a novel and deeper physical interpretation on the recently published Málaga or ℳ statistical distribution is provided. This distribution, which is having a wide acceptance by the scientific community, models the optical irradiance scintillation induced by the atmospheric turbulence. Here, the analytical expressions previously published are modified in order to express them by a mixture of the known Generalized-K and discrete Binomial and Negative Binomial distributions. In particular, the probability density function (pdf) of the ℳ model is now obtained as a linear combination of these Generalized-K pdf, in which the coefficients depend directly on the parameters of the ℳ distribution. In this way, the Málaga model can be physically interpreted as a superposition of different optical sub-channels each of them described by the corresponding Generalized-K fading model and weighted by the ℳ dependent coefficients. The expressions here proposed are simpler than the equations of the original ℳ model and are validated by means of numerical simulations by generating ℳ -distributed random sequences and their associated histogram. This novel interpretation of the Málaga statistical distribution provides a valuable tool for analyzing the performance of atmospheric optical channels for every turbulence condition.

Improved model for statistical alignment

Energy Technology Data Exchange (ETDEWEB)

Miklos, I.; Toroczkai, Z. (Zoltan)

2001-01-01

The statistical approach to molecular sequence evolution involves the stochastic modeling of the substitution, insertion and deletion processes. Substitution has been modeled in a reliable way for more than three decades by using finite Markov-processes. Insertion and deletion, however, seem to be more difficult to model, and thc recent approaches cannot acceptably deal with multiple insertions and deletions. A new method based on a generating function approach is introduced to describe the multiple insertion process. The presented algorithm computes the approximate joint probability of two sequences in 0(13) running time where 1 is the geometric mean of the sequence lengths.

Daily precipitation statistics in regional climate models

DEFF Research Database (Denmark)

Frei, Christoph; Christensen, Jens Hesselbjerg; Déqué, Michel

2003-01-01

An evaluation is undertaken of the statistics of daily precipitation as simulated by five regional climate models using comprehensive observations in the region of the European Alps. Four limited area models and one variable-resolution global model are considered, all with a grid spacing of 50 km...

Infinite Random Graphs as Statistical Mechanical Models

DEFF Research Database (Denmark)

Durhuus, Bergfinnur Jøgvan; Napolitano, George Maria

2011-01-01

We discuss two examples of infinite random graphs obtained as limits of finite statistical mechanical systems: a model of two-dimensional dis-cretized quantum gravity defined in terms of causal triangulated surfaces, and the Ising model on generic random trees. For the former model we describe a ...

Subset Statistics in the linear IV regression model

NARCIS (Netherlands)

Kleibergen, F.R.

2005-01-01

We show that the limiting distributions of subset generalizations of the weak instrument robust instrumental variable statistics are boundedly similar when the remaining structural parameters are estimated using maximum likelihood. They are bounded from above by the limiting distributions which

The value of model averaging and dynamical climate model predictions for improving statistical seasonal streamflow forecasts over Australia

Science.gov (United States)

Pokhrel, Prafulla; Wang, Q. J.; Robertson, David E.

2013-10-01

Seasonal streamflow forecasts are valuable for planning and allocation of water resources. In Australia, the Bureau of Meteorology employs a statistical method to forecast seasonal streamflows. The method uses predictors that are related to catchment wetness at the start of a forecast period and to climate during the forecast period. For the latter, a predictor is selected among a number of lagged climate indices as candidates to give the "best" model in terms of model performance in cross validation. This study investigates two strategies for further improvement in seasonal streamflow forecasts. The first is to combine, through Bayesian model averaging, multiple candidate models with different lagged climate indices as predictors, to take advantage of different predictive strengths of the multiple models. The second strategy is to introduce additional candidate models, using rainfall and sea surface temperature predictions from a global climate model as predictors. This is to take advantage of the direct simulations of various dynamic processes. The results show that combining forecasts from multiple statistical models generally yields more skillful forecasts than using only the best model and appears to moderate the worst forecast errors. The use of rainfall predictions from the dynamical climate model marginally improves the streamflow forecasts when viewed over all the study catchments and seasons, but the use of sea surface temperature predictions provide little additional benefit.

An R2 statistic for fixed effects in the linear mixed model.

Science.gov (United States)

Edwards, Lloyd J; Muller, Keith E; Wolfinger, Russell D; Qaqish, Bahjat F; Schabenberger, Oliver

2008-12-20

Statisticians most often use the linear mixed model to analyze Gaussian longitudinal data. The value and familiarity of the R(2) statistic in the linear univariate model naturally creates great interest in extending it to the linear mixed model. We define and describe how to compute a model R(2) statistic for the linear mixed model by using only a single model. The proposed R(2) statistic measures multivariate association between the repeated outcomes and the fixed effects in the linear mixed model. The R(2) statistic arises as a 1-1 function of an appropriate F statistic for testing all fixed effects (except typically the intercept) in a full model. The statistic compares the full model with a null model with all fixed effects deleted (except typically the intercept) while retaining exactly the same covariance structure. Furthermore, the R(2) statistic leads immediately to a natural definition of a partial R(2) statistic. A mixed model in which ethnicity gives a very small p-value as a longitudinal predictor of blood pressure (BP) compellingly illustrates the value of the statistic. In sharp contrast to the extreme p-value, a very small R(2) , a measure of statistical and scientific importance, indicates that ethnicity has an almost negligible association with the repeated BP outcomes for the study.

Mixed deterministic statistical modelling of regional ozone air pollution

KAUST Repository

Kalenderski, Stoitchko

2011-03-17

We develop a physically motivated statistical model for regional ozone air pollution by separating the ground-level pollutant concentration field into three components, namely: transport, local production and large-scale mean trend mostly dominated by emission rates. The model is novel in the field of environmental spatial statistics in that it is a combined deterministic-statistical model, which gives a new perspective to the modelling of air pollution. The model is presented in a Bayesian hierarchical formalism, and explicitly accounts for advection of pollutants, using the advection equation. We apply the model to a specific case of regional ozone pollution-the Lower Fraser valley of British Columbia, Canada. As a predictive tool, we demonstrate that the model vastly outperforms existing, simpler modelling approaches. Our study highlights the importance of simultaneously considering different aspects of an air pollution problem as well as taking into account the physical bases that govern the processes of interest. © 2011 John Wiley & Sons, Ltd..

Adaptive Maneuvering Frequency Method of Current Statistical Model

Institute of Scientific and Technical Information of China (English)

Wei Sun; Yongjian Yang

2017-01-01

Current statistical model(CSM) has a good performance in maneuvering target tracking. However, the fixed maneuvering frequency will deteriorate the tracking results, such as a serious dynamic delay, a slowly converging speedy and a limited precision when using Kalman filter(KF) algorithm. In this study, a new current statistical model and a new Kalman filter are proposed to improve the performance of maneuvering target tracking. The new model which employs innovation dominated subjection function to adaptively adjust maneuvering frequency has a better performance in step maneuvering target tracking, while a fluctuant phenomenon appears. As far as this problem is concerned, a new adaptive fading Kalman filter is proposed as well. In the new Kalman filter, the prediction values are amended in time by setting judgment and amendment rules,so that tracking precision and fluctuant phenomenon of the new current statistical model are improved. The results of simulation indicate the effectiveness of the new algorithm and the practical guiding significance.

Speech emotion recognition based on statistical pitch model

Institute of Scientific and Technical Information of China (English)

WANG Zhiping; ZHAO Li; ZOU Cairong

2006-01-01

A modified Parzen-window method, which keep high resolution in low frequencies and keep smoothness in high frequencies, is proposed to obtain statistical model. Then, a gender classification method utilizing the statistical model is proposed, which have a 98% accuracy of gender classification while long sentence is dealt with. By separation the male voice and female voice, the mean and standard deviation of speech training samples with different emotion are used to create the corresponding emotion models. Then the Bhattacharyya distance between the test sample and statistical models of pitch, are utilized for emotion recognition in speech.The normalization of pitch for the male voice and female voice are also considered, in order to illustrate them into a uniform space. Finally, the speech emotion recognition experiment based on K Nearest Neighbor shows that, the correct rate of 81% is achieved, where it is only 73.85%if the traditional parameters are utilized.

Statistical modelling of citation exchange between statistics journals.

Science.gov (United States)

Varin, Cristiano; Cattelan, Manuela; Firth, David

2016-01-01

Rankings of scholarly journals based on citation data are often met with scepticism by the scientific community. Part of the scepticism is due to disparity between the common perception of journals' prestige and their ranking based on citation counts. A more serious concern is the inappropriate use of journal rankings to evaluate the scientific influence of researchers. The paper focuses on analysis of the table of cross-citations among a selection of statistics journals. Data are collected from the Web of Science database published by Thomson Reuters. Our results suggest that modelling the exchange of citations between journals is useful to highlight the most prestigious journals, but also that journal citation data are characterized by considerable heterogeneity, which needs to be properly summarized. Inferential conclusions require care to avoid potential overinterpretation of insignificant differences between journal ratings. Comparison with published ratings of institutions from the UK's research assessment exercise shows strong correlation at aggregate level between assessed research quality and journal citation 'export scores' within the discipline of statistics.

Statistical models for the analysis of water distribution system pipe break data

International Nuclear Information System (INIS)

Yamijala, Shridhar; Guikema, Seth D.; Brumbelow, Kelly

2009-01-01

The deterioration of pipes leading to pipe breaks and leaks in urban water distribution systems is of concern to water utilities throughout the world. Pipe breaks and leaks may result in reduction in the water-carrying capacity of the pipes and contamination of water in the distribution systems. Water utilities incur large expenses in the replacement and rehabilitation of water mains, making it critical to evaluate the current and future condition of the system for maintenance decision-making. This paper compares different statistical regression models proposed in the literature for estimating the reliability of pipes in a water distribution system on the basis of short time histories. The goals of these models are to estimate the likelihood of pipe breaks in the future and determine the parameters that most affect the likelihood of pipe breaks. The data set used for the analysis comes from a major US city, and these data include approximately 85,000 pipe segments with nearly 2500 breaks from 2000 through 2005. The results show that the set of statistical models previously proposed for this problem do not provide good estimates with the test data set. However, logistic generalized linear models do provide good estimates of pipe reliability and can be useful for water utilities in planning pipe inspection and maintenance

Model unspecific search in CMS. Treatment of insufficient Monte Carlo statistics

Energy Technology Data Exchange (ETDEWEB)

Lieb, Jonas; Albert, Andreas; Duchardt, Deborah; Hebbeker, Thomas; Knutzen, Simon; Meyer, Arnd; Pook, Tobias; Roemer, Jonas [III. Physikalisches Institut A, RWTH Aachen University (Germany)

2016-07-01

In 2015, the CMS detector recorded proton-proton collisions at an unprecedented center of mass energy of √(s)=13 TeV. The Model Unspecific Search in CMS (MUSiC) offers an analysis approach of these data which is complementary to dedicated analyses: By taking all produced final states into consideration, MUSiC is sensitive to indicators of new physics appearing in final states that are usually not investigated. In a two step process, MUSiC first classifies events according to their physics content and then searches kinematic distributions for the most significant deviations between Monte Carlo simulations and observed data. Such a general approach introduces its own set of challenges. One of them is the treatment of situations with insufficient Monte Carlo statistics. Complementing introductory presentations on the MUSiC event selection and classification, this talk will present a method of dealing with the issue of low Monte Carlo statistics.

A statistical model for investigating binding probabilities of DNA nucleotide sequences using microarrays.

Science.gov (United States)

Lee, Mei-Ling Ting; Bulyk, Martha L; Whitmore, G A; Church, George M

2002-12-01

There is considerable scientific interest in knowing the probability that a site-specific transcription factor will bind to a given DNA sequence. Microarray methods provide an effective means for assessing the binding affinities of a large number of DNA sequences as demonstrated by Bulyk et al. (2001, Proceedings of the National Academy of Sciences, USA 98, 7158-7163) in their study of the DNA-binding specificities of Zif268 zinc fingers using microarray technology. In a follow-up investigation, Bulyk, Johnson, and Church (2002, Nucleic Acid Research 30, 1255-1261) studied the interdependence of nucleotides on the binding affinities of transcription proteins. Our article is motivated by this pair of studies. We present a general statistical methodology for analyzing microarray intensity measurements reflecting DNA-protein interactions. The log probability of a protein binding to a DNA sequence on an array is modeled using a linear ANOVA model. This model is convenient because it employs familiar statistical concepts and procedures and also because it is effective for investigating the probability structure of the binding mechanism.

Statistical validation of normal tissue complication probability models.

Science.gov (United States)

Xu, Cheng-Jian; van der Schaaf, Arjen; Van't Veld, Aart A; Langendijk, Johannes A; Schilstra, Cornelis

2012-09-01

To investigate the applicability and value of double cross-validation and permutation tests as established statistical approaches in the validation of normal tissue complication probability (NTCP) models. A penalized regression method, LASSO (least absolute shrinkage and selection operator), was used to build NTCP models for xerostomia after radiation therapy treatment of head-and-neck cancer. Model assessment was based on the likelihood function and the area under the receiver operating characteristic curve. Repeated double cross-validation showed the uncertainty and instability of the NTCP models and indicated that the statistical significance of model performance can be obtained by permutation testing. Repeated double cross-validation and permutation tests are recommended to validate NTCP models before clinical use. Copyright © 2012 Elsevier Inc. All rights reserved.

Statistical Validation of Normal Tissue Complication Probability Models

Energy Technology Data Exchange (ETDEWEB)

Xu Chengjian, E-mail: c.j.xu@umcg.nl [Department of Radiation Oncology, University of Groningen, University Medical Center Groningen, Groningen (Netherlands); Schaaf, Arjen van der; Veld, Aart A. van' t; Langendijk, Johannes A. [Department of Radiation Oncology, University of Groningen, University Medical Center Groningen, Groningen (Netherlands); Schilstra, Cornelis [Department of Radiation Oncology, University of Groningen, University Medical Center Groningen, Groningen (Netherlands); Radiotherapy Institute Friesland, Leeuwarden (Netherlands)

2012-09-01

Purpose: To investigate the applicability and value of double cross-validation and permutation tests as established statistical approaches in the validation of normal tissue complication probability (NTCP) models. Methods and Materials: A penalized regression method, LASSO (least absolute shrinkage and selection operator), was used to build NTCP models for xerostomia after radiation therapy treatment of head-and-neck cancer. Model assessment was based on the likelihood function and the area under the receiver operating characteristic curve. Results: Repeated double cross-validation showed the uncertainty and instability of the NTCP models and indicated that the statistical significance of model performance can be obtained by permutation testing. Conclusion: Repeated double cross-validation and permutation tests are recommended to validate NTCP models before clinical use.

Shell model in large spaces and statistical spectroscopy

International Nuclear Information System (INIS)

Kota, V.K.B.

1996-01-01

For many nuclear structure problems of current interest it is essential to deal with shell model in large spaces. For this, three different approaches are now in use and two of them are: (i) the conventional shell model diagonalization approach but taking into account new advances in computer technology; (ii) the shell model Monte Carlo method. A brief overview of these two methods is given. Large space shell model studies raise fundamental questions regarding the information content of the shell model spectrum of complex nuclei. This led to the third approach- the statistical spectroscopy methods. The principles of statistical spectroscopy have their basis in nuclear quantum chaos and they are described (which are substantiated by large scale shell model calculations) in some detail. (author)

Advances in statistical models for data analysis

CERN Document Server

Minerva, Tommaso; Vichi, Maurizio

2015-01-01

This edited volume focuses on recent research results in classification, multivariate statistics and machine learning and highlights advances in statistical models for data analysis. The volume provides both methodological developments and contributions to a wide range of application areas such as economics, marketing, education, social sciences and environment. The papers in this volume were first presented at the 9th biannual meeting of the Classification and Data Analysis Group (CLADAG) of the Italian Statistical Society, held in September 2013 at the University of Modena and Reggio Emilia, Italy.

Statistics in action a Canadian outlook

CERN Document Server

Lawless, Jerald F

2014-01-01

Commissioned by the Statistical Society of Canada (SSC), Statistics in Action: A Canadian Outlook helps both general readers and users of statistics better appreciate the scope and importance of statistics. It presents the ways in which statistics is used while highlighting key contributions that Canadian statisticians are making to science, technology, business, government, and other areas. The book emphasizes the role and impact of computing in statistical modeling and analysis, including the issues involved with the huge amounts of data being generated by automated processes.The first two c

Computationally efficient statistical differential equation modeling using homogenization

Science.gov (United States)

Hooten, Mevin B.; Garlick, Martha J.; Powell, James A.

2013-01-01

Statistical models using partial differential equations (PDEs) to describe dynamically evolving natural systems are appearing in the scientific literature with some regularity in recent years. Often such studies seek to characterize the dynamics of temporal or spatio-temporal phenomena such as invasive species, consumer-resource interactions, community evolution, and resource selection. Specifically, in the spatial setting, data are often available at varying spatial and temporal scales. Additionally, the necessary numerical integration of a PDE may be computationally infeasible over the spatial support of interest. We present an approach to impose computationally advantageous changes of support in statistical implementations of PDE models and demonstrate its utility through simulation using a form of PDE known as “ecological diffusion.” We also apply a statistical ecological diffusion model to a data set involving the spread of mountain pine beetle (Dendroctonus ponderosae) in Idaho, USA.

Dimensional Reduction for the General Markov Model on Phylogenetic Trees.

Science.gov (United States)

Sumner, Jeremy G

2017-03-01

We present a method of dimensional reduction for the general Markov model of sequence evolution on a phylogenetic tree. We show that taking certain linear combinations of the associated random variables (site pattern counts) reduces the dimensionality of the model from exponential in the number of extant taxa, to quadratic in the number of taxa, while retaining the ability to statistically identify phylogenetic divergence events. A key feature is the identification of an invariant subspace which depends only bilinearly on the model parameters, in contrast to the usual multi-linear dependence in the full space. We discuss potential applications including the computation of split (edge) weights on phylogenetic trees from observed sequence data.

The statistics of multi-step direct reactions

International Nuclear Information System (INIS)

Koning, A.J.; Akkermans, J.M.

1991-01-01

We propose a quantum-statistical framework that provides an integrated perspective on the differences and similarities between the many current models for multi-step direct reactions in the continuum. It is argued that to obtain a statistical theory two physically different approaches are conceivable to postulate randomness, respectively called leading-particle statistics and residual-system statistics. We present a new leading-particle statistics theory for multi-step direct reactions. It is shown that the model of Feshbach et al. can be derived as a simplification of this theory and thus can be founded solely upon leading-particle statistics. The models developed by Tamura et al. and Nishioka et al. are based upon residual-system statistics and hence fall into a physically different class of multi-step direct theories, although the resulting cross-section formulae for the important first step are shown to be the same. The widely used semi-classical models such as the generalized exciton model can be interpreted as further phenomenological simplifications of the leading-particle statistics theory. A more comprehensive exposition will appear before long. (author). 32 refs, 4 figs

Seasonal predictability of Kiremt rainfall in coupled general circulation models

Science.gov (United States)

Gleixner, Stephanie; Keenlyside, Noel S.; Demissie, Teferi D.; Counillon, François; Wang, Yiguo; Viste, Ellen

2017-11-01

The Ethiopian economy and population is strongly dependent on rainfall. Operational seasonal predictions for the main rainy season (Kiremt, June-September) are based on statistical approaches with Pacific sea surface temperatures (SST) as the main predictor. Here we analyse dynamical predictions from 11 coupled general circulation models for the Kiremt seasons from 1985-2005 with the forecasts starting from the beginning of May. We find skillful predictions from three of the 11 models, but no model beats a simple linear prediction model based on the predicted Niño3.4 indices. The skill of the individual models for dynamically predicting Kiremt rainfall depends on the strength of the teleconnection between Kiremt rainfall and concurrent Pacific SST in the models. Models that do not simulate this teleconnection fail to capture the observed relationship between Kiremt rainfall and the large-scale Walker circulation.

Models for probability and statistical inference theory and applications

CERN Document Server

Stapleton, James H

2007-01-01

This concise, yet thorough, book is enhanced with simulations and graphs to build the intuition of readersModels for Probability and Statistical Inference was written over a five-year period and serves as a comprehensive treatment of the fundamentals of probability and statistical inference. With detailed theoretical coverage found throughout the book, readers acquire the fundamentals needed to advance to more specialized topics, such as sampling, linear models, design of experiments, statistical computing, survival analysis, and bootstrapping.Ideal as a textbook for a two-semester sequence on probability and statistical inference, early chapters provide coverage on probability and include discussions of: discrete models and random variables; discrete distributions including binomial, hypergeometric, geometric, and Poisson; continuous, normal, gamma, and conditional distributions; and limit theory. Since limit theory is usually the most difficult topic for readers to master, the author thoroughly discusses mo...

Fluctuations and correlations in statistical models of hadron production

International Nuclear Information System (INIS)

Gorenstein, M. I.

2012-01-01

An extension of the standard concept of the statistical ensembles is suggested. Namely, the statistical ensembles with extensive quantities fluctuating according to an externally given distribution are introduced. Applications in the statistical models of multiple hadron production in high energy physics are discussed.

Advanced data analysis in neuroscience integrating statistical and computational models

CERN Document Server

Durstewitz, Daniel

2017-01-01

This book is intended for use in advanced graduate courses in statistics / machine learning, as well as for all experimental neuroscientists seeking to understand statistical methods at a deeper level, and theoretical neuroscientists with a limited background in statistics. It reviews almost all areas of applied statistics, from basic statistical estimation and test theory, linear and nonlinear approaches for regression and classification, to model selection and methods for dimensionality reduction, density estimation and unsupervised clustering.  Its focus, however, is linear and nonlinear time series analysis from a dynamical systems perspective, based on which it aims to convey an understanding also of the dynamical mechanisms that could have generated observed time series. Further, it integrates computational modeling of behavioral and neural dynamics with statistical estimation and hypothesis testing. This way computational models in neuroscience are not only explanat ory frameworks, but become powerfu...

The statistical multifragmentation model: Origins and recent advances

International Nuclear Information System (INIS)

Donangelo, R.; Souza, S. R.

2016-01-01

We review the Statistical Multifragmentation Model (SMM) which considers a generalization of the liquid-drop model for hot nuclei and allows one to calculate thermodynamic quantities characterizing the nuclear ensemble at the disassembly stage. We show how to determine probabilities of definite partitions of finite nuclei and how to determine, through Monte Carlo calculations, observables such as the caloric curve, multiplicity distributions, heat capacity, among others. Some experimental measurements of the caloric curve confirmed the SMM predictions of over 10 years before, leading to a surge in the interest in the model. However, the experimental determination of the fragmentation temperatures relies on the yields of different isotopic species, which were not correctly calculated in the schematic, liquid-drop picture, employed in the SMM. This led to a series of improvements in the SMM, in particular to the more careful choice of nuclear masses and energy densities, specially for the lighter nuclei. With these improvements the SMM is able to make quantitative determinations of isotope production. We show the application of SMM to the production of exotic nuclei through multifragmentation. These preliminary calculations demonstrate the need for a careful choice of the system size and excitation energy to attain maximum yields.

The statistical multifragmentation model: Origins and recent advances

Energy Technology Data Exchange (ETDEWEB)

Donangelo, R., E-mail: donangel@fing.edu.uy [Instituto de Física, Facultad de Ingeniería, Universidad de la República, Julio Herrera y Reissig 565, 11300, Montevideo (Uruguay); Instituto de Física, Universidade Federal do Rio de Janeiro, C.P. 68528, 21941-972 Rio de Janeiro - RJ (Brazil); Souza, S. R., E-mail: srsouza@if.ufrj.br [Instituto de Física, Universidade Federal do Rio de Janeiro, C.P. 68528, 21941-972 Rio de Janeiro - RJ (Brazil); Instituto de Física, Universidade Federal do Rio Grande do Sul, C.P. 15051, 91501-970 Porto Alegre - RS (Brazil)

2016-07-07

We review the Statistical Multifragmentation Model (SMM) which considers a generalization of the liquid-drop model for hot nuclei and allows one to calculate thermodynamic quantities characterizing the nuclear ensemble at the disassembly stage. We show how to determine probabilities of definite partitions of finite nuclei and how to determine, through Monte Carlo calculations, observables such as the caloric curve, multiplicity distributions, heat capacity, among others. Some experimental measurements of the caloric curve confirmed the SMM predictions of over 10 years before, leading to a surge in the interest in the model. However, the experimental determination of the fragmentation temperatures relies on the yields of different isotopic species, which were not correctly calculated in the schematic, liquid-drop picture, employed in the SMM. This led to a series of improvements in the SMM, in particular to the more careful choice of nuclear masses and energy densities, specially for the lighter nuclei. With these improvements the SMM is able to make quantitative determinations of isotope production. We show the application of SMM to the production of exotic nuclei through multifragmentation. These preliminary calculations demonstrate the need for a careful choice of the system size and excitation energy to attain maximum yields.

How to practise Bayesian statistics outside the Bayesian church: What philosophy for Bayesian statistical modelling?

NARCIS (Netherlands)

Borsboom, D.; Haig, B.D.

2013-01-01

Unlike most other statistical frameworks, Bayesian statistical inference is wedded to a particular approach in the philosophy of science (see Howson & Urbach, 2006); this approach is called Bayesianism. Rather than being concerned with model fitting, this position in the philosophy of science

Cellular automata and statistical mechanical models

International Nuclear Information System (INIS)

Rujan, P.

1987-01-01

The authors elaborate on the analogy between the transfer matrix of usual lattice models and the master equation describing the time development of cellular automata. Transient and stationary properties of probabilistic automata are linked to surface and bulk properties, respectively, of restricted statistical mechanical systems. It is demonstrated that methods of statistical physics can be successfully used to describe the dynamic and the stationary behavior of such automata. Some exact results are derived, including duality transformations, exact mappings, disorder, and linear solutions. Many examples are worked out in detail to demonstrate how to use statistical physics in order to construct cellular automata with desired properties. This approach is considered to be a first step toward the design of fully parallel, probabilistic systems whose computational abilities rely on the cooperative behavior of their components

Improving statistical reasoning theoretical models and practical implications

CERN Document Server

Sedlmeier, Peter

1999-01-01

This book focuses on how statistical reasoning works and on training programs that can exploit people''s natural cognitive capabilities to improve their statistical reasoning. Training programs that take into account findings from evolutionary psychology and instructional theory are shown to have substantially larger effects that are more stable over time than previous training regimens. The theoretical implications are traced in a neural network model of human performance on statistical reasoning problems. This book apppeals to judgment and decision making researchers and other cognitive scientists, as well as to teachers of statistics and probabilistic reasoning.

Characterizing and Addressing the Need for Statistical Adjustment of Global Climate Model Data

Science.gov (United States)

White, K. D.; Baker, B.; Mueller, C.; Villarini, G.; Foley, P.; Friedman, D.

2017-12-01

As part of its mission to research and measure the effects of the changing climate, the U. S. Army Corps of Engineers (USACE) regularly uses the World Climate Research Programme's Coupled Model Intercomparison Project Phase 5 (CMIP5) multi-model dataset. However, these data are generated at a global level and are not fine-tuned for specific watersheds. This often causes CMIP5 output to vary from locally observed patterns in the climate. Several downscaling methods have been developed to increase the resolution of the CMIP5 data and decrease systemic differences to support decision-makers as they evaluate results at the watershed scale. Evaluating preliminary comparisons of observed and projected flow frequency curves over the US revealed a simple framework for water resources decision makers to plan and design water resources management measures under changing conditions using standard tools. Using this framework as a basis, USACE has begun to explore to use of statistical adjustment to alter global climate model data to better match the locally observed patterns while preserving the general structure and behavior of the model data. When paired with careful measurement and hypothesis testing, statistical adjustment can be particularly effective at navigating the compromise between the locally observed patterns and the global climate model structures for decision makers.

Statistical inference based on divergence measures

CERN Document Server

Pardo, Leandro

2005-01-01

The idea of using functionals of Information Theory, such as entropies or divergences, in statistical inference is not new. However, in spite of the fact that divergence statistics have become a very good alternative to the classical likelihood ratio test and the Pearson-type statistic in discrete models, many statisticians remain unaware of this powerful approach.Statistical Inference Based on Divergence Measures explores classical problems of statistical inference, such as estimation and hypothesis testing, on the basis of measures of entropy and divergence. The first two chapters form an overview, from a statistical perspective, of the most important measures of entropy and divergence and study their properties. The author then examines the statistical analysis of discrete multivariate data with emphasis is on problems in contingency tables and loglinear models using phi-divergence test statistics as well as minimum phi-divergence estimators. The final chapter looks at testing in general populations, prese...

Statistical Fractal Models Based on GND-PCA and Its Application on Classification of Liver Diseases

Directory of Open Access Journals (Sweden)

Huiyan Jiang

2013-01-01

Full Text Available A new method is proposed to establish the statistical fractal model for liver diseases classification. Firstly, the fractal theory is used to construct the high-order tensor, and then Generalized -dimensional Principal Component Analysis (GND-PCA is used to establish the statistical fractal model and select the feature from the region of liver; at the same time different features have different weights, and finally, Support Vector Machine Optimized Ant Colony (ACO-SVM algorithm is used to establish the classifier for the recognition of liver disease. In order to verify the effectiveness of the proposed method, PCA eigenface method and normal SVM method are chosen as the contrast methods. The experimental results show that the proposed method can reconstruct liver volume better and improve the classification accuracy of liver diseases.

On the computation of the higher-order statistics of the channel capacity over generalized fading channels

KAUST Repository

Yilmaz, Ferkan

2012-12-01

The higher-order statistics (HOS) of the channel capacity μn=E[logn (1+γ end)], where n ∈ N denotes the order of the statistics, has received relatively little attention in the literature, due in part to the intractability of its analysis. In this letter, we propose a novel and unified analysis, which is based on the moment generating function (MGF) technique, to exactly compute the HOS of the channel capacity. More precisely, our mathematical formalism can be readily applied to maximal-ratio-combining (MRC) receivers operating in generalized fading environments. The mathematical formalism is illustrated by some numerical examples focusing on the correlated generalized fading environments. © 2012 IEEE.

On the computation of the higher-order statistics of the channel capacity over generalized fading channels

KAUST Repository

Yilmaz, Ferkan; Alouini, Mohamed-Slim

2012-01-01

The higher-order statistics (HOS) of the channel capacity μn=E[logn (1+γ end)], where n ∈ N denotes the order of the statistics, has received relatively little attention in the literature, due in part to the intractability of its analysis. In this letter, we propose a novel and unified analysis, which is based on the moment generating function (MGF) technique, to exactly compute the HOS of the channel capacity. More precisely, our mathematical formalism can be readily applied to maximal-ratio-combining (MRC) receivers operating in generalized fading environments. The mathematical formalism is illustrated by some numerical examples focusing on the correlated generalized fading environments. © 2012 IEEE.

Solar radiation data - statistical analysis and simulation models

Energy Technology Data Exchange (ETDEWEB)

Mustacchi, C; Cena, V; Rocchi, M; Haghigat, F

1984-01-01

The activities consisted in collecting meteorological data on magnetic tape for ten european locations (with latitudes ranging from 42/sup 0/ to 56/sup 0/ N), analysing the multi-year sequences, developing mathematical models to generate synthetic sequences having the same statistical properties of the original data sets, and producing one or more Short Reference Years (SRY's) for each location. The meteorological parameters examinated were (for all the locations) global + diffuse radiation on horizontal surface, dry bulb temperature, sunshine duration. For some of the locations additional parameters were available, namely, global, beam and diffuse radiation on surfaces other than horizontal, wet bulb temperature, wind velocity, cloud type, cloud cover. The statistical properties investigated were mean, variance, autocorrelation, crosscorrelation with selected parameters, probability density function. For all the meteorological parameters, various mathematical models were built: linear regression, stochastic models of the AR and the DAR type. In each case, the model with the best statistical behaviour was selected for the production of a SRY for the relevant parameter/location.

Strange statistics, braid group representations and multipoint functions in the N-component model

International Nuclear Information System (INIS)

Lee, H.C.; Ge, M.L.; Couture, M.; Wu, Y.S.

1989-01-01

The statistics of fields in low dimensions is studied from the point of view of the braid group B n of n strings. Explicit representations M R for the N-component model, N = 2 to 5, are derived by solving the Yang-Baxter-like braid group relations for the statistical matrix R, which describes the transformation of the bilinear product of two N-component fields under the transposition of coordinates. When R 2 not equal to 1 the statistics is neither Bose-Einstein nor Fermi-Dirac; it is strange. It is shown that for each N, the N + 1 parameter family of solutions obtained is the most general one under a given set of constraints including charge conservation. Extended Nth order (N > 2) Alexander-Conway relations for link polynomials are derived. They depend nonhomogeneously only on one of the N + 1 parameters. The N = 3 and 4 ones agree with those previously derived

Statistical Model Checking for Biological Systems

DEFF Research Database (Denmark)

David, Alexandre; Larsen, Kim Guldstrand; Legay, Axel

2014-01-01

Statistical Model Checking (SMC) is a highly scalable simulation-based verification approach for testing and estimating the probability that a stochastic system satisfies a given linear temporal property. The technique has been applied to (discrete and continuous time) Markov chains, stochastic...

Do downscaled general circulation models reliably simulate historical climatic conditions?

Science.gov (United States)

Bock, Andrew R.; Hay, Lauren E.; McCabe, Gregory J.; Markstrom, Steven L.; Atkinson, R. Dwight

2018-01-01

The accuracy of statistically downscaled (SD) general circulation model (GCM) simulations of monthly surface climate for historical conditions (1950–2005) was assessed for the conterminous United States (CONUS). The SD monthly precipitation (PPT) and temperature (TAVE) from 95 GCMs from phases 3 and 5 of the Coupled Model Intercomparison Project (CMIP3 and CMIP5) were used as inputs to a monthly water balance model (MWBM). Distributions of MWBM input (PPT and TAVE) and output [runoff (RUN)] variables derived from gridded station data (GSD) and historical SD climate were compared using the Kolmogorov–Smirnov (KS) test For all three variables considered, the KS test results showed that variables simulated using CMIP5 generally are more reliable than those derived from CMIP3, likely due to improvements in PPT simulations. At most locations across the CONUS, the largest differences between GSD and SD PPT and RUN occurred in the lowest part of the distributions (i.e., low-flow RUN and low-magnitude PPT). Results indicate that for the majority of the CONUS, there are downscaled GCMs that can reliably simulate historical climatic conditions. But, in some geographic locations, none of the SD GCMs replicated historical conditions for two of the three variables (PPT and RUN) based on the KS test, with a significance level of 0.05. In these locations, improved GCM simulations of PPT are needed to more reliably estimate components of the hydrologic cycle. Simple metrics and statistical tests, such as those described here, can provide an initial set of criteria to help simplify GCM selection.

Statistical Agent Based Modelization of the Phenomenon of Drug Abuse

Science.gov (United States)

di Clemente, Riccardo; Pietronero, Luciano

2012-07-01

We introduce a statistical agent based model to describe the phenomenon of drug abuse and its dynamical evolution at the individual and global level. The agents are heterogeneous with respect to their intrinsic inclination to drugs, to their budget attitude and social environment. The various levels of drug use were inspired by the professional description of the phenomenon and this permits a direct comparison with all available data. We show that certain elements have a great importance to start the use of drugs, for example the rare events in the personal experiences which permit to overcame the barrier of drug use occasionally. The analysis of how the system reacts to perturbations is very important to understand its key elements and it provides strategies for effective policy making. The present model represents the first step of a realistic description of this phenomenon and can be easily generalized in various directions.

Statistical models based on conditional probability distributions

International Nuclear Information System (INIS)

Narayanan, R.S.

1991-10-01

We present a formulation of statistical mechanics models based on conditional probability distribution rather than a Hamiltonian. We show that it is possible to realize critical phenomena through this procedure. Closely linked with this formulation is a Monte Carlo algorithm, in which a configuration generated is guaranteed to be statistically independent from any other configuration for all values of the parameters, in particular near the critical point. (orig.)

A statistical model for mapping morphological shape

Directory of Open Access Journals (Sweden)

Li Jiahan

2010-07-01

Full Text Available Abstract Background Living things come in all shapes and sizes, from bacteria, plants, and animals to humans. Knowledge about the genetic mechanisms for biological shape has far-reaching implications for a range spectrum of scientific disciplines including anthropology, agriculture, developmental biology, evolution and biomedicine. Results We derived a statistical model for mapping specific genes or quantitative trait loci (QTLs that control morphological shape. The model was formulated within the mixture framework, in which different types of shape are thought to result from genotypic discrepancies at a QTL. The EM algorithm was implemented to estimate QTL genotype-specific shapes based on a shape correspondence analysis. Computer simulation was used to investigate the statistical property of the model. Conclusion By identifying specific QTLs for morphological shape, the model developed will help to ask, disseminate and address many major integrative biological and genetic questions and challenges in the genetic control of biological shape and function.

A d-statistic for single-case designs that is equivalent to the usual between-groups d-statistic.

Science.gov (United States)

Shadish, William R; Hedges, Larry V; Pustejovsky, James E; Boyajian, Jonathan G; Sullivan, Kristynn J; Andrade, Alma; Barrientos, Jeannette L

2014-01-01

We describe a standardised mean difference statistic (d) for single-case designs that is equivalent to the usual d in between-groups experiments. We show how it can be used to summarise treatment effects over cases within a study, to do power analyses in planning new studies and grant proposals, and to meta-analyse effects across studies of the same question. We discuss limitations of this d-statistic, and possible remedies to them. Even so, this d-statistic is better founded statistically than other effect size measures for single-case design, and unlike many general linear model approaches such as multilevel modelling or generalised additive models, it produces a standardised effect size that can be integrated over studies with different outcome measures. SPSS macros for both effect size computation and power analysis are available.

A generalized and parameterized interference model for cognitive radio networks

KAUST Repository

Mahmood, Nurul Huda

2011-06-01

For meaningful co-existence of cognitive radios with primary system, it is imperative that the cognitive radio system is aware of how much interference it generates at the primary receivers. This can be done through statistical modeling of the interference as perceived at the primary receivers. In this work, we propose a generalized model for the interference generated by a cognitive radio network, in the presence of small and large scale fading, at a primary receiver located at the origin. We then demonstrate how this model can be used to estimate the impact of cognitive radio transmission on the primary receiver in terms of different outage probabilities. Finally, our analytical findings are validated through some selected computer-based simulations. © 2011 IEEE.

Statistical shape and appearance models of bones.

Science.gov (United States)

Sarkalkan, Nazli; Weinans, Harrie; Zadpoor, Amir A

2014-03-01

When applied to bones, statistical shape models (SSM) and statistical appearance models (SAM) respectively describe the mean shape and mean density distribution of bones within a certain population as well as the main modes of variations of shape and density distribution from their mean values. The availability of this quantitative information regarding the detailed anatomy of bones provides new opportunities for diagnosis, evaluation, and treatment of skeletal diseases. The potential of SSM and SAM has been recently recognized within the bone research community. For example, these models have been applied for studying the effects of bone shape on the etiology of osteoarthritis, improving the accuracy of clinical osteoporotic fracture prediction techniques, design of orthopedic implants, and surgery planning. This paper reviews the main concepts, methods, and applications of SSM and SAM as applied to bone. Copyright © 2013 Elsevier Inc. All rights reserved.

Statistical models and NMR analysis of polymer microstructure

Science.gov (United States)

Statistical models can be used in conjunction with NMR spectroscopy to study polymer microstructure and polymerization mechanisms. Thus, Bernoullian, Markovian, and enantiomorphic-site models are well known. Many additional models have been formulated over the years for additional situations. Typica...

Statistical aspects of fish stock assessment

DEFF Research Database (Denmark)

Berg, Casper Willestofte

for stock assessment by application of state-of-the-art statistical methodology. The main contributions are presented in the form of six research papers. The major part of the thesis deals with age-structured assessment models, which is the most common approach. Conversion from length to age distributions...... statistical aspects of fish stocks assessment, which includes topics such as time series analysis, generalized additive models (GAMs), and non-linear state-space/mixed models capable of handling missing data and a high number of latent states and parameters. The aim is to improve the existing methods...

Workshop on Model Uncertainty and its Statistical Implications

CERN Document Server

1988-01-01

In this book problems related to the choice of models in such diverse fields as regression, covariance structure, time series analysis and multinomial experiments are discussed. The emphasis is on the statistical implications for model assessment when the assessment is done with the same data that generated the model. This is a problem of long standing, notorious for its difficulty. Some contributors discuss this problem in an illuminating way. Others, and this is a truly novel feature, investigate systematically whether sample re-use methods like the bootstrap can be used to assess the quality of estimators or predictors in a reliable way given the initial model uncertainty. The book should prove to be valuable for advanced practitioners and statistical methodologists alike.

Application of Improved Radiation Modeling to General Circulation Models

Energy Technology Data Exchange (ETDEWEB)

Michael J Iacono

2011-04-07

This research has accomplished its primary objectives of developing accurate and efficient radiation codes, validating them with measurements and higher resolution models, and providing these advancements to the global modeling community to enhance the treatment of cloud and radiative processes in weather and climate prediction models. A critical component of this research has been the development of the longwave and shortwave broadband radiative transfer code for general circulation model (GCM) applications, RRTMG, which is based on the single-column reference code, RRTM, also developed at AER. RRTMG is a rigorously tested radiation model that retains a considerable level of accuracy relative to higher resolution models and measurements despite the performance enhancements that have made it possible to apply this radiation code successfully to global dynamical models. This model includes the radiative effects of all significant atmospheric gases, and it treats the absorption and scattering from liquid and ice clouds and aerosols. RRTMG also includes a statistical technique for representing small-scale cloud variability, such as cloud fraction and the vertical overlap of clouds, which has been shown to improve cloud radiative forcing in global models. This development approach has provided a direct link from observations to the enhanced radiative transfer provided by RRTMG for application to GCMs. Recent comparison of existing climate model radiation codes with high resolution models has documented the improved radiative forcing capability provided by RRTMG, especially at the surface, relative to other GCM radiation models. Due to its high accuracy, its connection to observations, and its computational efficiency, RRTMG has been implemented operationally in many national and international dynamical models to provide validated radiative transfer for improving weather forecasts and enhancing the prediction of global climate change.

A new simple model for composite fading channels: Second order statistics and channel capacity

KAUST Repository

Yilmaz, Ferkan

2010-09-01

In this paper, we introduce the most general composite fading distribution to model the envelope and the power of the received signal in such fading channels as millimeter wave (60 GHz or above) fading channels and free-space optical channels, which we term extended generalized-K (EGK) composite fading distribution. We obtain the second-order statistics of the received signal envelope characterized by the EGK composite fading distribution. Expressions for probability density function, cumulative distribution function, level crossing rate and average fade duration, moments, amount of fading and average capacity are derived. Numerical and computer simulation examples validate the accuracy of the presented mathematical analysis. © 2010 IEEE.

MGF Approach to the Analysis of Generalized Two-Ray Fading Models

KAUST Repository

Rao, Milind; Lopez-Martinez, F. Javier; Alouini, Mohamed-Slim; Goldsmith, Andrea

2015-01-01

We analyze a class of Generalized Two-Ray (GTR) fading channels that consist of two line of sight (LOS) components with random phase plus a diffuse component. We derive a closedform expression for the moment generating function (MGF) of the signal-to-noise ratio (SNR) for this model, which greatly simplifies its analysis. This expression arises from the observation that the GTR fading model can be expressed in terms of a conditional underlying Rician distribution. We illustrate the approach to derive simple expressions for statistics and performance metrics of interest such as the amount of fading, the level crossing rate, the symbol error rate, and the ergodic capacity in GTR fading channels. We also show that the effect of considering a more general distribution for the phase difference between the LOS components has an impact on the average SNR.

Research design and statistical analysis

CERN Document Server

Myers, Jerome L; Lorch Jr, Robert F

2013-01-01

Research Design and Statistical Analysis provides comprehensive coverage of the design principles and statistical concepts necessary to make sense of real data.  The book's goal is to provide a strong conceptual foundation to enable readers to generalize concepts to new research situations.  Emphasis is placed on the underlying logic and assumptions of the analysis and what it tells the researcher, the limitations of the analysis, and the consequences of violating assumptions.  Sampling, design efficiency, and statistical models are emphasized throughout. As per APA recommendations

Simple statistical channel model for weak temperature-induced turbulence in underwater wireless optical communication systems

KAUST Repository

Oubei, Hassan M.

2017-06-16

In this Letter, we use laser beam intensity fluctuation measurements to model and describe the statistical properties of weak temperature-induced turbulence in underwater wireless optical communication (UWOC) channels. UWOC channels with temperature gradients are modeled by the generalized gamma distribution (GGD) with an excellent goodness of fit to the measured data under all channel conditions. Meanwhile, thermally uniform channels are perfectly described by the simple gamma distribution which is a special case of GGD. To the best of our knowledge, this is the first model that comprehensively describes both thermally uniform and gradient-based UWOC channels.

Kolmogorov complexity, pseudorandom generators and statistical models testing

Czech Academy of Sciences Publication Activity Database

Šindelář, Jan; Boček, Pavel

2002-01-01

Roč. 38, č. 6 (2002), s. 747-759 ISSN 0023-5954 R&D Projects: GA ČR GA102/99/1564 Institutional research plan: CEZ:AV0Z1075907 Keywords : Kolmogorov complexity * pseudorandom generators * statistical models testing Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.341, year: 2002

Visualization of the variability of 3D statistical shape models by animation.

Science.gov (United States)

Lamecker, Hans; Seebass, Martin; Lange, Thomas; Hege, Hans-Christian; Deuflhard, Peter

2004-01-01

Models of the 3D shape of anatomical objects and the knowledge about their statistical variability are of great benefit in many computer assisted medical applications like images analysis, therapy or surgery planning. Statistical model of shapes have successfully been applied to automate the task of image segmentation. The generation of 3D statistical shape models requires the identification of corresponding points on two shapes. This remains a difficult problem, especially for shapes of complicated topology. In order to interpret and validate variations encoded in a statistical shape model, visual inspection is of great importance. This work describes the generation and interpretation of statistical shape models of the liver and the pelvic bone.

Applied systems ecology: models, data, and statistical methods

Energy Technology Data Exchange (ETDEWEB)

Eberhardt, L L

1976-01-01

In this report, systems ecology is largely equated to mathematical or computer simulation modelling. The need for models in ecology stems from the necessity to have an integrative device for the diversity of ecological data, much of which is observational, rather than experimental, as well as from the present lack of a theoretical structure for ecology. Different objectives in applied studies require specialized methods. The best predictive devices may be regression equations, often non-linear in form, extracted from much more detailed models. A variety of statistical aspects of modelling, including sampling, are discussed. Several aspects of population dynamics and food-chain kinetics are described, and it is suggested that the two presently separated approaches should be combined into a single theoretical framework. It is concluded that future efforts in systems ecology should emphasize actual data and statistical methods, as well as modelling.

Statistical modelling of traffic safety development

DEFF Research Database (Denmark)

Christens, Peter

2004-01-01

there were 6861 injury trafficc accidents reported by the police, resulting in 4519 minor injuries, 3946 serious injuries, and 431 fatalities. The general purpose of the research was to improve the insight into aggregated road safety methodology in Denmark. The aim was to analyse advanced statistical methods......, that were designed to study developments over time, including effects of interventions. This aim has been achieved by investigating variations in aggregated Danish traffic accident series and by applying state of the art methodologies to specific case studies. The thesis comprises an introduction...

A statistical approach to plasma profile analysis

International Nuclear Information System (INIS)

Kardaun, O.J.W.F.; McCarthy, P.J.; Lackner, K.; Riedel, K.S.

1990-05-01

A general statistical approach to the parameterisation and analysis of tokamak profiles is presented. The modelling of the profile dependence on both the radius and the plasma parameters is discussed, and pertinent, classical as well as robust, methods of estimation are reviewed. Special attention is given to statistical tests for discriminating between the various models, and to the construction of confidence intervals for the parameterised profiles and the associated global quantities. The statistical approach is shown to provide a rigorous approach to the empirical testing of plasma profile invariance. (orig.)

Testing the generalized partial credit model

OpenAIRE

Glas, Cornelis A.W.

1996-01-01

The partial credit model (PCM) (G.N. Masters, 1982) can be viewed as a generalization of the Rasch model for dichotomous items to the case of polytomous items. In many cases, the PCM is too restrictive to fit the data. Several generalizations of the PCM have been proposed. In this paper, a generalization of the PCM (GPCM), a further generalization of the one-parameter logistic model, is discussed. The model is defined and the conditional maximum likelihood procedure for the method is describe...

The use of statistical models in heavy-ion reactions studies

International Nuclear Information System (INIS)

Stokstad, R.G.

1984-01-01

This chapter reviews the use of statistical models to describe nuclear level densities and the decay of equilibrated nuclei. The statistical models of nuclear structure and nuclear reactions presented here have wide application in the analysis of heavy-ion reaction data. Applications are illustrated with examples of gamma-ray decay, the emission of light particles and heavier clusters of nucleons, and fission. In addition to the compound nucleus, the treatment of equilibrated fragments formed in binary reactions is discussed. The statistical model is shown to be an important tool for the identification of products from nonequilibrium decay

Exploring the squeezed three-point galaxy correlation function with generalized halo occupation distribution models

Science.gov (United States)

Yuan, Sihan; Eisenstein, Daniel J.; Garrison, Lehman H.

2018-04-01

We present the GeneRalized ANd Differentiable Halo Occupation Distribution (GRAND-HOD) routine that generalizes the standard 5 parameter halo occupation distribution model (HOD) with various halo-scale physics and assembly bias. We describe the methodology of 4 different generalizations: satellite distribution generalization, velocity bias, closest approach distance generalization, and assembly bias. We showcase the signatures of these generalizations in the 2-point correlation function (2PCF) and the squeezed 3-point correlation function (squeezed 3PCF). We identify generalized HOD prescriptions that are nearly degenerate in the projected 2PCF and demonstrate that these degeneracies are broken in the redshift-space anisotropic 2PCF and the squeezed 3PCF. We also discuss the possibility of identifying degeneracies in the anisotropic 2PCF and further demonstrate the extra constraining power of the squeezed 3PCF on galaxy-halo connection models. We find that within our current HOD framework, the anisotropic 2PCF can predict the squeezed 3PCF better than its statistical error. This implies that a discordant squeezed 3PCF measurement could falsify the particular HOD model space. Alternatively, it is possible that further generalizations of the HOD model would open opportunities for the squeezed 3PCF to provide novel parameter measurements. The GRAND-HOD Python package is publicly available at https://github.com/SandyYuan/GRAND-HOD.

Linear mixed models a practical guide using statistical software

CERN Document Server

West, Brady T; Galecki, Andrzej T

2006-01-01

Simplifying the often confusing array of software programs for fitting linear mixed models (LMMs), Linear Mixed Models: A Practical Guide Using Statistical Software provides a basic introduction to primary concepts, notation, software implementation, model interpretation, and visualization of clustered and longitudinal data. This easy-to-navigate reference details the use of procedures for fitting LMMs in five popular statistical software packages: SAS, SPSS, Stata, R/S-plus, and HLM. The authors introduce basic theoretical concepts, present a heuristic approach to fitting LMMs based on bo

The non-equilibrium statistical mechanics of a simple geophysical fluid dynamics model

Science.gov (United States)

Verkley, Wim; Severijns, Camiel

2014-05-01

Lorenz [1] has devised a dynamical system that has proved to be very useful as a benchmark system in geophysical fluid dynamics. The system in its simplest form consists of a periodic array of variables that can be associated with an atmospheric field on a latitude circle. The system is driven by a constant forcing, is damped by linear friction and has a simple advection term that causes the model to behave chaotically if the forcing is large enough. Our aim is to predict the statistics of Lorenz' model on the basis of a given average value of its total energy - obtained from a numerical integration - and the assumption of statistical stationarity. Our method is the principle of maximum entropy [2] which in this case reads: the information entropy of the system's probability density function shall be maximal under the constraints of normalization, a given value of the average total energy and statistical stationarity. Statistical stationarity is incorporated approximately by using `stationarity constraints', i.e., by requiring that the average first and possibly higher-order time-derivatives of the energy are zero in the maximization of entropy. The analysis [3] reveals that, if the first stationarity constraint is used, the resulting probability density function rather accurately reproduces the statistics of the individual variables. If the second stationarity constraint is used as well, the correlations between the variables are also reproduced quite adequately. The method can be generalized straightforwardly and holds the promise of a viable non-equilibrium statistical mechanics of the forced-dissipative systems of geophysical fluid dynamics. [1] E.N. Lorenz, 1996: Predictability - A problem partly solved, in Proc. Seminar on Predictability (ECMWF, Reading, Berkshire, UK), Vol. 1, pp. 1-18. [2] E.T. Jaynes, 2003: Probability Theory - The Logic of Science (Cambridge University Press, Cambridge). [3] W.T.M. Verkley and C.A. Severijns, 2014: The maximum entropy

Active Learning with Statistical Models.

Science.gov (United States)

1995-01-01

Active Learning with Statistical Models ASC-9217041, NSF CDA-9309300 6. AUTHOR(S) David A. Cohn, Zoubin Ghahramani, and Michael I. Jordan 7. PERFORMING...TERMS 15. NUMBER OF PAGES Al, MIT, Artificial Intelligence, active learning , queries, locally weighted 6 regression, LOESS, mixtures of gaussians...COMPUTATIONAL LEARNING DEPARTMENT OF BRAIN AND COGNITIVE SCIENCES A.I. Memo No. 1522 January 9. 1995 C.B.C.L. Paper No. 110 Active Learning with

Entropy maximization under the constraints on the generalized Gini index and its application in modeling income distributions

Science.gov (United States)

Khosravi Tanak, A.; Mohtashami Borzadaran, G. R.; Ahmadi, J.

2015-11-01

In economics and social sciences, the inequality measures such as Gini index, Pietra index etc., are commonly used to measure the statistical dispersion. There is a generalization of Gini index which includes it as special case. In this paper, we use principle of maximum entropy to approximate the model of income distribution with a given mean and generalized Gini index. Many distributions have been used as descriptive models for the distribution of income. The most widely known of these models are the generalized beta of second kind and its subclass distributions. The obtained maximum entropy distributions are fitted to the US family total money income in 2009, 2011 and 2013 and their relative performances with respect to generalized beta of second kind family are compared.

Introduction to applied Bayesian statistics and estimation for social scientists

CERN Document Server

Lynch, Scott M

2007-01-01

""Introduction to Applied Bayesian Statistics and Estimation for Social Scientists"" covers the complete process of Bayesian statistical analysis in great detail from the development of a model through the process of making statistical inference. The key feature of this book is that it covers models that are most commonly used in social science research - including the linear regression model, generalized linear models, hierarchical models, and multivariate regression models - and it thoroughly develops each real-data example in painstaking detail.The first part of the book provides a detailed

Parametric analysis of the statistical model of the stick-slip process

Science.gov (United States)

Lima, Roberta; Sampaio, Rubens

2017-06-01

In this paper it is performed a parametric analysis of the statistical model of the response of a dry-friction oscillator. The oscillator is a spring-mass system which moves over a base with a rough surface. Due to this roughness, the mass is subject to a dry-frictional force modeled as a Coulomb friction. The system is stochastically excited by an imposed bang-bang base motion. The base velocity is modeled by a Poisson process for which a probabilistic model is fully specified. The excitation induces in the system stochastic stick-slip oscillations. The system response is composed by a random sequence alternating stick and slip-modes. With realizations of the system, a statistical model is constructed for this sequence. In this statistical model, the variables of interest of the sequence are modeled as random variables, as for example, the number of time intervals in which stick or slip occur, the instants at which they begin, and their duration. Samples of the system response are computed by integration of the dynamic equation of the system using independent samples of the base motion. Statistics and histograms of the random variables which characterize the stick-slip process are estimated for the generated samples. The objective of the paper is to analyze how these estimated statistics and histograms vary with the system parameters, i.e., to make a parametric analysis of the statistical model of the stick-slip process.

Nuclear Level Densities for Modeling Nuclear Reactions: An Efficient Approach Using Statistical Spectroscopy: Annual Scientific Report July 2004

International Nuclear Information System (INIS)

Calvin W. Johnson

2004-01-01

The general goal of the project is to develop and implement computer codes and input files to compute nuclear densities of state. Such densities are important input into calculations of statistical neutron capture, and are difficult to access experimentally. In particular, we will focus on calculating densities for nuclides in the mass range A ?????? 50 - 100. We use statistical spectroscopy, a moments method based upon a microscopic framework, the interacting shell model. In this report we present our progress for the past year

Spectral-Lagrangian methods for collisional models of non-equilibrium statistical states

International Nuclear Information System (INIS)

Gamba, Irene M.; Tharkabhushanam, Sri Harsha

2009-01-01

We propose a new spectral Lagrangian based deterministic solver for the non-linear Boltzmann transport equation (BTE) in d-dimensions for variable hard sphere (VHS) collision kernels with conservative or non-conservative binary interactions. The method is based on symmetries of the Fourier transform of the collision integral, where the complexity in its computation is reduced to a separate integral over the unit sphere S d-1 . The conservation of moments is enforced by Lagrangian constraints. The resulting scheme, implemented in free space, is very versatile and adjusts in a very simple manner to several cases that involve energy dissipation due to local micro-reversibility (inelastic interactions) or elastic models of slowing down process. Our simulations are benchmarked with available exact self-similar solutions, exact moment equations and analytical estimates for the homogeneous Boltzmann equation, both for elastic and inelastic VHS interactions. Benchmarking of the simulations involves the selection of a time self-similar rescaling of the numerical distribution function which is performed using the continuous spectrum of the equation for Maxwell molecules as studied first in Bobylev et al. [A.V. Bobylev, C. Cercignani, G. Toscani, Proof of an asymptotic property of self-similar solutions of the Boltzmann equation for granular materials, Journal of Statistical Physics 111 (2003) 403-417] and generalized to a wide range of related models in Bobylev et al. [A.V. Bobylev, C. Cercignani, I.M. Gamba, On the self-similar asymptotics for generalized non-linear kinetic Maxwell models, Communication in Mathematical Physics, in press. URL: ( )]. The method also produces accurate results in the case of inelastic diffusive Boltzmann equations for hard spheres (inelastic collisions under thermal bath), where overpopulated non-Gaussian exponential tails have been conjectured in computations by stochastic methods [T.V. Noije, M. Ernst, Velocity distributions in homogeneously

Industrial commodity statistics yearbook 2001. Production statistics (1992-2001)

International Nuclear Information System (INIS)

2003-01-01

This is the thirty-fifth in a series of annual compilations of statistics on world industry designed to meet both the general demand for information of this kind and the special requirements of the United Nations and related international bodies. Beginning with the 1992 edition, the title of the publication was changed to industrial Commodity Statistics Yearbook as the result of a decision made by the United Nations Statistical Commission at its twenty-seventh session to discontinue, effective 1994, publication of the Industrial Statistics Yearbook, volume I, General Industrial Statistics by the Statistics Division of the United Nations. The United Nations Industrial Development Organization (UNIDO) has become responsible for the collection and dissemination of general industrial statistics while the Statistics Division of the United Nations continues to be responsible for industrial commodity production statistics. The previous title, Industrial Statistics Yearbook, volume II, Commodity Production Statistics, was introduced in the 1982 edition. The first seven editions in this series were published under the title The Growth of World industry and the next eight editions under the title Yearbook of Industrial Statistics. This edition of the Yearbook contains annual quantity data on production of industrial commodities by country, geographical region, economic grouping and for the world. A standard list of about 530 commodities (about 590 statistical series) has been adopted for the publication. The statistics refer to the ten-year period 1992-2001 for about 200 countries and areas

Industrial commodity statistics yearbook 2002. Production statistics (1993-2002)

International Nuclear Information System (INIS)

2004-01-01

This is the thirty-sixth in a series of annual compilations of statistics on world industry designed to meet both the general demand for information of this kind and the special requirements of the United Nations and related international bodies. Beginning with the 1992 edition, the title of the publication was changed to industrial Commodity Statistics Yearbook as the result of a decision made by the United Nations Statistical Commission at its twenty-seventh session to discontinue, effective 1994, publication of the Industrial Statistics Yearbook, volume I, General Industrial Statistics by the Statistics Division of the United Nations. The United Nations Industrial Development Organization (UNIDO) has become responsible for the collection and dissemination of general industrial statistics while the Statistics Division of the United Nations continues to be responsible for industrial commodity production statistics. The previous title, Industrial Statistics Yearbook, volume II, Commodity Production Statistics, was introduced in the 1982 edition. The first seven editions in this series were published under the title 'The Growth of World industry' and the next eight editions under the title 'Yearbook of Industrial Statistics'. This edition of the Yearbook contains annual quantity data on production of industrial commodities by country, geographical region, economic grouping and for the world. A standard list of about 530 commodities (about 590 statistical series) has been adopted for the publication. The statistics refer to the ten-year period 1993-2002 for about 200 countries and areas

Industrial commodity statistics yearbook 2000. Production statistics (1991-2000)

International Nuclear Information System (INIS)

2002-01-01

This is the thirty-third in a series of annual compilations of statistics on world industry designed to meet both the general demand for information of this kind and the special requirements of the United Nations and related international bodies. Beginning with the 1992 edition, the title of the publication was changed to industrial Commodity Statistics Yearbook as the result of a decision made by the United Nations Statistical Commission at its twenty-seventh session to discontinue, effective 1994, publication of the Industrial Statistics Yearbook, volume I, General Industrial Statistics by the Statistics Division of the United Nations. The United Nations Industrial Development Organization (UNIDO) has become responsible for the collection and dissemination of general industrial statistics while the Statistics Division of the United Nations continues to be responsible for industrial commodity production statistics. The previous title, Industrial Statistics Yearbook, volume II, Commodity Production Statistics, was introduced in the 1982 edition. The first seven editions in this series were published under the title The Growth of World industry and the next eight editions under the title Yearbook of Industrial Statistics. This edition of the Yearbook contains annual quantity data on production of industrial commodities by country, geographical region, economic grouping and for the world. A standard list of about 530 commodities (about 590 statistical series) has been adopted for the publication. Most of the statistics refer to the ten-year period 1991-2000 for about 200 countries and areas

Statistical Downscaling and Bias Correction of Climate Model Outputs for Climate Change Impact Assessment in the U.S. Northeast

Science.gov (United States)

Ahmed, Kazi Farzan; Wang, Guiling; Silander, John; Wilson, Adam M.; Allen, Jenica M.; Horton, Radley; Anyah, Richard

2013-01-01

Statistical downscaling can be used to efficiently downscale a large number of General Circulation Model (GCM) outputs to a fine temporal and spatial scale. To facilitate regional impact assessments, this study statistically downscales (to 1/8deg spatial resolution) and corrects the bias of daily maximum and minimum temperature and daily precipitation data from six GCMs and four Regional Climate Models (RCMs) for the northeast United States (US) using the Statistical Downscaling and Bias Correction (SDBC) approach. Based on these downscaled data from multiple models, five extreme indices were analyzed for the future climate to quantify future changes of climate extremes. For a subset of models and indices, results based on raw and bias corrected model outputs for the present-day climate were compared with observations, which demonstrated that bias correction is important not only for GCM outputs, but also for RCM outputs. For future climate, bias correction led to a higher level of agreements among the models in predicting the magnitude and capturing the spatial pattern of the extreme climate indices. We found that the incorporation of dynamical downscaling as an intermediate step does not lead to considerable differences in the results of statistical downscaling for the study domain.

Study on Semi-Parametric Statistical Model of Safety Monitoring of Cracks in Concrete Dams

Directory of Open Access Journals (Sweden)

Chongshi Gu

2013-01-01

Full Text Available Cracks are one of the hidden dangers in concrete dams. The study on safety monitoring models of concrete dam cracks has always been difficult. Using the parametric statistical model of safety monitoring of cracks in concrete dams, with the help of the semi-parametric statistical theory, and considering the abnormal behaviors of these cracks, the semi-parametric statistical model of safety monitoring of concrete dam cracks is established to overcome the limitation of the parametric model in expressing the objective model. Previous projects show that the semi-parametric statistical model has a stronger fitting effect and has a better explanation for cracks in concrete dams than the parametric statistical model. However, when used for forecast, the forecast capability of the semi-parametric statistical model is equivalent to that of the parametric statistical model. The modeling of the semi-parametric statistical model is simple, has a reasonable principle, and has a strong practicality, with a good application prospect in the actual project.

SoS contract verification using statistical model checking

Directory of Open Access Journals (Sweden)

Alessandro Mignogna

2013-11-01

Full Text Available Exhaustive formal verification for systems of systems (SoS is impractical and cannot be applied on a large scale. In this paper we propose to use statistical model checking for efficient verification of SoS. We address three relevant aspects for systems of systems: 1 the model of the SoS, which includes stochastic aspects; 2 the formalization of the SoS requirements in the form of contracts; 3 the tool-chain to support statistical model checking for SoS. We adapt the SMC technique for application to heterogeneous SoS. We extend the UPDM/SysML specification language to express the SoS requirements that the implemented strategies over the SoS must satisfy. The requirements are specified with a new contract language specifically designed for SoS, targeting a high-level English- pattern language, but relying on an accurate semantics given by the standard temporal logics. The contracts are verified against the UPDM/SysML specification using the Statistical Model Checker (SMC PLASMA combined with the simulation engine DESYRE, which integrates heterogeneous behavioral models through the functional mock-up interface (FMI standard. The tool-chain allows computing an estimation of the satisfiability of the contracts by the SoS. The results help the system architect to trade-off different solutions to guide the evolution of the SoS.

A Statistical Model for Uplink Intercell Interference with Power Adaptation and Greedy Scheduling

KAUST Repository

Tabassum, Hina

2012-10-03

This paper deals with the statistical modeling of uplink inter-cell interference (ICI) considering greedy scheduling with power adaptation based on channel conditions. The derived model is implicitly generalized for any kind of shadowing and fading environments. More precisely, we develop a generic model for the distribution of ICI based on the locations of the allocated users and their transmit powers. The derived model is utilized to evaluate important network performance metrics such as ergodic capacity, average fairness and average power preservation numerically. Monte-Carlo simulation details are included to support the analysis and show the accuracy of the derived expressions. In parallel to the literature, we show that greedy scheduling with power adaptation reduces the ICI, average power consumption of users, and enhances the average fairness among users, compared to the case without power adaptation. © 2012 IEEE.

A Statistical Model for Uplink Intercell Interference with Power Adaptation and Greedy Scheduling

KAUST Repository

Tabassum, Hina; Yilmaz, Ferkan; Dawy, Zaher; Alouini, Mohamed-Slim

2012-01-01

This paper deals with the statistical modeling of uplink inter-cell interference (ICI) considering greedy scheduling with power adaptation based on channel conditions. The derived model is implicitly generalized for any kind of shadowing and fading environments. More precisely, we develop a generic model for the distribution of ICI based on the locations of the allocated users and their transmit powers. The derived model is utilized to evaluate important network performance metrics such as ergodic capacity, average fairness and average power preservation numerically. Monte-Carlo simulation details are included to support the analysis and show the accuracy of the derived expressions. In parallel to the literature, we show that greedy scheduling with power adaptation reduces the ICI, average power consumption of users, and enhances the average fairness among users, compared to the case without power adaptation. © 2012 IEEE.

Statistical and Geometrical Way of Model Selection for a Family of Subdivision Schemes

Institute of Scientific and Technical Information of China (English)

Ghulam MUSTAFA

2017-01-01

The objective of this article is to introduce a generalized algorithm to produce the m-point n-ary approximating subdivision schemes (for any integer m,n ≥ 2).The proposed algorithm has been derived from uniform B-spline blending functions.In particular,we study statistical and geometrical/traditional methods for the model selection and assessment for selecting a subdivision curve from the proposed family of schemes to model noisy and noisy free data.Moreover,we also discuss the deviation of subdivision curves generated by proposed family of schemes from convex polygonal curve.Furthermore,visual performances of the schemes have been presented to compare numerically the Gibbs oscillations with the existing family of schemes.

Statistical inference and comparison of stochastic models for the hydraulic conductivity at the Finnsjoen-site

International Nuclear Information System (INIS)

Norman, S.

1992-04-01

The origin of this study was to find a good, or even the best, stochastic model for the hydraulic conductivity field at the Finnsjoe site. The conductivity field in question are regularized, that is upscaled. The reason for performing regularization of measurement data is primarily the need for long correlation scales. This is needed in order to model reasonably large domains that can be used when describing regional groundwater flow accurately. A theory of regularization is discussed in this report. In order to find the best model, jacknifing is employed to compare different stochastic models. The theory for this method is described. In the act of doing so we also take a look at linear predictor theory, so called kriging, and include a general discussion of stochastic functions and intrinsic random functions. The statistical inference methods for finding the models are also described, in particular regression, iterative generalized regression (IGLSE) and non-parametric variogram estimators. A large amount of results is presented for a regularization scale of 36 metre. (30 refs.) (au)

Complex Data Modeling and Computationally Intensive Statistical Methods

CERN Document Server

Mantovan, Pietro

2010-01-01

The last years have seen the advent and development of many devices able to record and store an always increasing amount of complex and high dimensional data; 3D images generated by medical scanners or satellite remote sensing, DNA microarrays, real time financial data, system control datasets. The analysis of this data poses new challenging problems and requires the development of novel statistical models and computational methods, fueling many fascinating and fast growing research areas of modern statistics. The book offers a wide variety of statistical methods and is addressed to statistici

A statistical model for porous structure of rocks

Institute of Scientific and Technical Information of China (English)

JU Yang; YANG YongMing; SONG ZhenDuo; XU WenJing

2008-01-01

The geometric features and the distribution properties of pores in rocks were In-vestigated by means of CT scanning tests of sandstones. The centroidal coordl-nares of pores, the statistic characterristics of pore distance, quantity, size and their probability density functions were formulated in this paper. The Monte Carlo method and the random number generating algorithm were employed to generate two series of random numbers with the desired statistic characteristics and prob-ability density functions upon which the random distribution of pore position, dis-tance and quantity were determined. A three-dimensional porous structural model of sandstone was constructed based on the FLAC3D program and the information of the pore position and distribution that the series of random numbers defined. On the basis of modelling, the Brazil split tests of rock discs were carried out to ex-amine the stress distribution, the pattern of element failure and the inoaculation of failed elements. The simulation indicated that the proposed model was consistent with the realistic porous structure of rock in terms of their statistic properties of pores and geometric similarity. The built-up model disclosed the influence of pores on the stress distribution, failure mode of material elements and the inosculation of failed elements.

A statistical model for porous structure of rocks

Institute of Scientific and Technical Information of China (English)

2008-01-01

The geometric features and the distribution properties of pores in rocks were in- vestigated by means of CT scanning tests of sandstones. The centroidal coordi- nates of pores, the statistic characterristics of pore distance, quantity, size and their probability density functions were formulated in this paper. The Monte Carlo method and the random number generating algorithm were employed to generate two series of random numbers with the desired statistic characteristics and prob- ability density functions upon which the random distribution of pore position, dis- tance and quantity were determined. A three-dimensional porous structural model of sandstone was constructed based on the FLAC3D program and the information of the pore position and distribution that the series of random numbers defined. On the basis of modelling, the Brazil split tests of rock discs were carried out to ex- amine the stress distribution, the pattern of element failure and the inosculation of failed elements. The simulation indicated that the proposed model was consistent with the realistic porous structure of rock in terms of their statistic properties of pores and geometric similarity. The built-up model disclosed the influence of pores on the stress distribution, failure mode of material elements and the inosculation of failed elements.

Flashover of a vacuum-insulator interface: A statistical model

Directory of Open Access Journals (Sweden)

W. A. Stygar

2004-07-01

Full Text Available We have developed a statistical model for the flashover of a 45° vacuum-insulator interface (such as would be found in an accelerator subject to a pulsed electric field. The model assumes that the initiation of a flashover plasma is a stochastic process, that the characteristic statistical component of the flashover delay time is much greater than the plasma formative time, and that the average rate at which flashovers occur is a power-law function of the instantaneous value of the electric field. Under these conditions, we find that the flashover probability is given by 1-exp(-E_{p}^{β}t_{eff}C/k^{β}, where E_{p} is the peak value in time of the spatially averaged electric field E(t, t_{eff}≡∫[E(t/E_{p}]^{β}dt is the effective pulse width, C is the insulator circumference, k∝exp(λ/d, and β and λ are constants. We define E(t as V(t/d, where V(t is the voltage across the insulator and d is the insulator thickness. Since the model assumes that flashovers occur at random azimuthal locations along the insulator, it does not apply to systems that have a significant defect, i.e., a location contaminated with debris or compromised by an imperfection at which flashovers repeatedly take place, and which prevents a random spatial distribution. The model is consistent with flashover measurements to within 7% for pulse widths between 0.5 ns and 10   μs, and to within a factor of 2 between 0.5 ns and 90 s (a span of over 11 orders of magnitude. For these measurements, E_{p} ranges from 64 to 651  kV/cm, d from 0.50 to 4.32 cm, and C from 4.96 to 95.74 cm. The model is significantly more accurate, and is valid over a wider range of parameters, than the J. C. Martin flashover relation that has been in use since 1971 [J. C. Martin on Pulsed Power, edited by T. H. Martin, A. H. Guenther, and M. Kristiansen (Plenum, New York, 1996]. We have generalized the statistical model to estimate the total-flashover probability of an

Automatic generation of 3D statistical shape models with optimal landmark distributions.

Science.gov (United States)

Heimann, T; Wolf, I; Meinzer, H-P

2007-01-01

To point out the problem of non-uniform landmark placement in statistical shape modeling, to present an improved method for generating landmarks in the 3D case and to propose an unbiased evaluation metric to determine model quality. Our approach minimizes a cost function based on the minimum description length (MDL) of the shape model to optimize landmark correspondences over the training set. In addition to the standard technique, we employ an extended remeshing method to change the landmark distribution without losing correspondences, thus ensuring a uniform distribution over all training samples. To break the dependency of the established evaluation measures generalization and specificity from the landmark distribution, we change the internal metric from landmark distance to volumetric overlap. Redistributing landmarks to an equally spaced distribution during the model construction phase improves the quality of the resulting models significantly if the shapes feature prominent bulges or other complex geometry. The distribution of landmarks on the training shapes is -- beyond the correspondence issue -- a crucial point in model construction.

(ajst) statistical mechanics model for orientational

African Journals Online (AJOL)

Science and Engineering Series Vol. 6, No. 2, pp. 94 - 101. STATISTICAL MECHANICS MODEL FOR ORIENTATIONAL. MOTION OF TWO-DIMENSIONAL RIGID ROTATOR. Malo, J.O. ... there is no translational motion and that they are well separated so .... constant and I is the moment of inertia of a linear rotator. Thus, the ...

Statistical network analysis for analyzing policy networks

DEFF Research Database (Denmark)

Robins, Garry; Lewis, Jenny; Wang, Peng

2012-01-01

and policy network methodology is the development of statistical modeling approaches that can accommodate such dependent data. In this article, we review three network statistical methods commonly used in the current literature: quadratic assignment procedures, exponential random graph models (ERGMs......To analyze social network data using standard statistical approaches is to risk incorrect inference. The dependencies among observations implied in a network conceptualization undermine standard assumptions of the usual general linear models. One of the most quickly expanding areas of social......), and stochastic actor-oriented models. We focus most attention on ERGMs by providing an illustrative example of a model for a strategic information network within a local government. We draw inferences about the structural role played by individuals recognized as key innovators and conclude that such an approach...

Generalized functional linear models for gene-based case-control association studies.

Science.gov (United States)

Fan, Ruzong; Wang, Yifan; Mills, James L; Carter, Tonia C; Lobach, Iryna; Wilson, Alexander F; Bailey-Wilson, Joan E; Weeks, Daniel E; Xiong, Momiao

2014-11-01

By using functional data analysis techniques, we developed generalized functional linear models for testing association between a dichotomous trait and multiple genetic variants in a genetic region while adjusting for covariates. Both fixed and mixed effect models are developed and compared. Extensive simulations show that Rao's efficient score tests of the fixed effect models are very conservative since they generate lower type I errors than nominal levels, and global tests of the mixed effect models generate accurate type I errors. Furthermore, we found that the Rao's efficient score test statistics of the fixed effect models have higher power than the sequence kernel association test (SKAT) and its optimal unified version (SKAT-O) in most cases when the causal variants are both rare and common. When the causal variants are all rare (i.e., minor allele frequencies less than 0.03), the Rao's efficient score test statistics and the global tests have similar or slightly lower power than SKAT and SKAT-O. In practice, it is not known whether rare variants or common variants in a gene region are disease related. All we can assume is that a combination of rare and common variants influences disease susceptibility. Thus, the improved performance of our models when the causal variants are both rare and common shows that the proposed models can be very useful in dissecting complex traits. We compare the performance of our methods with SKAT and SKAT-O on real neural tube defects and Hirschsprung's disease datasets. The Rao's efficient score test statistics and the global tests are more sensitive than SKAT and SKAT-O in the real data analysis. Our methods can be used in either gene-disease genome-wide/exome-wide association studies or candidate gene analyses. © 2014 WILEY PERIODICALS, INC.

Performance modeling, stochastic networks, and statistical multiplexing

CERN Document Server

Mazumdar, Ravi R

2013-01-01

This monograph presents a concise mathematical approach for modeling and analyzing the performance of communication networks with the aim of introducing an appropriate mathematical framework for modeling and analysis as well as understanding the phenomenon of statistical multiplexing. The models, techniques, and results presented form the core of traffic engineering methods used to design, control and allocate resources in communication networks.The novelty of the monograph is the fresh approach and insights provided by a sample-path methodology for queueing models that highlights the importan

A Review of Modeling Bioelectrochemical Systems: Engineering and Statistical Aspects

Directory of Open Access Journals (Sweden)

Shuai Luo

2016-02-01

Full Text Available Bioelectrochemical systems (BES are promising technologies to convert organic compounds in wastewater to electrical energy through a series of complex physical-chemical, biological and electrochemical processes. Representative BES such as microbial fuel cells (MFCs have been studied and advanced for energy recovery. Substantial experimental and modeling efforts have been made for investigating the processes involved in electricity generation toward the improvement of the BES performance for practical applications. However, there are many parameters that will potentially affect these processes, thereby making the optimization of system performance hard to be achieved. Mathematical models, including engineering models and statistical models, are powerful tools to help understand the interactions among the parameters in BES and perform optimization of BES configuration/operation. This review paper aims to introduce and discuss the recent developments of BES modeling from engineering and statistical aspects, including analysis on the model structure, description of application cases and sensitivity analysis of various parameters. It is expected to serves as a compass for integrating the engineering and statistical modeling strategies to improve model accuracy for BES development.

Validation of statistical models for creep rupture by parametric analysis

Energy Technology Data Exchange (ETDEWEB)

Bolton, J., E-mail: john.bolton@uwclub.net [65, Fisher Ave., Rugby, Warks CV22 5HW (United Kingdom)

2012-01-15

Statistical analysis is an efficient method for the optimisation of any candidate mathematical model of creep rupture data, and for the comparative ranking of competing models. However, when a series of candidate models has been examined and the best of the series has been identified, there is no statistical criterion to determine whether a yet more accurate model might be devised. Hence there remains some uncertainty that the best of any series examined is sufficiently accurate to be considered reliable as a basis for extrapolation. This paper proposes that models should be validated primarily by parametric graphical comparison to rupture data and rupture gradient data. It proposes that no mathematical model should be considered reliable for extrapolation unless the visible divergence between model and data is so small as to leave no apparent scope for further reduction. This study is based on the data for a 12% Cr alloy steel used in BS PD6605:1998 to exemplify its recommended statistical analysis procedure. The models considered in this paper include a) a relatively simple model, b) the PD6605 recommended model and c) a more accurate model of somewhat greater complexity. - Highlights: Black-Right-Pointing-Pointer The paper discusses the validation of creep rupture models derived from statistical analysis. Black-Right-Pointing-Pointer It demonstrates that models can be satisfactorily validated by a visual-graphic comparison of models to data. Black-Right-Pointing-Pointer The method proposed utilises test data both as conventional rupture stress and as rupture stress gradient. Black-Right-Pointing-Pointer The approach is shown to be more reliable than a well-established and widely used method (BS PD6605).

A statistical intercomparison of temperature and precipitation predicted by four general circulation models with historical data

International Nuclear Information System (INIS)

Grotch, S.L.

1991-01-01

This study is a detailed intercomparison of the results produced by four general circulation models (GCMs) that have been used to estimate the climatic consequences of a doubling of the CO 2 concentration. Two variables, surface air temperature and precipitation, annually and seasonally averaged, are compared for both the current climate and for the predicted equilibrium changes after a doubling of the atmospheric CO 2 concentration. The major question considered here is: how well do the predictions from different GCMs agree with each other and with historical climatology over different areal extents, from the global scale down to the range of only several gridpoints? Although the models often agree well when estimating averages over large areas, substantial disagreements become apparent as the spatial scale is reduced. At scales below continental, the correlations observed between different model predictions are often very poor. The implications of this work for investigation of climatic impacts on a regional scale are profound. For these two important variables, at least, the poor agreement between model simulations of the current climate on the regional scale calls into question the ability of these models to quantitatively estimate future climatic change on anything approaching the scale of a few (< 10) gridpoints, which is essential if these results are to be used in meaningful resource-assessment studies. A stronger cooperative effort among the different modeling groups will be necessary to assure that we are getting better agreement for the right reasons, a prerequisite for improving confidence in model projections. 11 refs.; 10 figs

A statistical intercomparison of temperature and precipitation predicted by four general circulation models with historical data

International Nuclear Information System (INIS)

Grotch, S.L.

1990-01-01

This study is a detailed intercomparison of the results produced by four general circulation models (GCMs) that have been used to estimate the climatic consequences of a doubling of the CO 2 concentration. Two variables, surface air temperature and precipitation, annually and seasonally averaged, are compared for both the current climate and for the predicted equilibrium changes after a doubling of the atmospheric CO 2 concentration. The major question considered here is: how well do the predictions from different GCMs agree with each other and with historical climatology over different areal extents, from the global scale down to the range of only several gridpoints? Although the models often agree well when estimating averages over large areas, substantial disagreements become apparent as the spatial scale is reduced. At scales below continental, the correlations observed between different model predictions are often very poor. The implications of this work for investigation of climatic impacts on a regional scale are profound. For these two important variables, at least, the poor agreement between model simulations of the current climate on the regional scale calls into question the ability of these models to quantitatively estimate future climatic change on anything approaching the scale of a few (< 10) gridpoints, which is essential if these results are to be used in meaningful resource-assessment studies. A stronger cooperative effort among the different modeling groups will be necessary to assure that we are getting better agreement for the right reasons, a prerequisite for improving confidence in model projections

A guide to developing resource selection functions from telemetry data using generalized estimating equations and generalized linear mixed models

Directory of Open Access Journals (Sweden)

Nicola Koper

2012-03-01

Full Text Available Resource selection functions (RSF are often developed using satellite (ARGOS or Global Positioning System (GPS telemetry datasets, which provide a large amount of highly correlated data. We discuss and compare the use of generalized linear mixed-effects models (GLMM and generalized estimating equations (GEE for using this type of data to develop RSFs. GLMMs directly model differences among caribou, while GEEs depend on an adjustment of the standard error to compensate for correlation of data points within individuals. Empirical standard errors, rather than model-based standard errors, must be used with either GLMMs or GEEs when developing RSFs. There are several important differences between these approaches; in particular, GLMMs are best for producing parameter estimates that predict how management might influence individuals, while GEEs are best for predicting how management might influence populations. As the interpretation, value, and statistical significance of both types of parameter estimates differ, it is important that users select the appropriate analytical method. We also outline the use of k-fold cross validation to assess fit of these models. Both GLMMs and GEEs hold promise for developing RSFs as long as they are used appropriately.

Statistical modelling of transcript profiles of differentially regulated genes

Directory of Open Access Journals (Sweden)

Sergeant Martin J

2008-07-01

Full Text Available Abstract Background The vast quantities of gene expression profiling data produced in microarray studies, and the more precise quantitative PCR, are often not statistically analysed to their full potential. Previous studies have summarised gene expression profiles using simple descriptive statistics, basic analysis of variance (ANOVA and the clustering of genes based on simple models fitted to their expression profiles over time. We report the novel application of statistical non-linear regression modelling techniques to describe the shapes of expression profiles for the fungus Agaricus bisporus, quantified by PCR, and for E. coli and Rattus norvegicus, using microarray technology. The use of parametric non-linear regression models provides a more precise description of expression profiles, reducing the "noise" of the raw data to produce a clear "signal" given by the fitted curve, and describing each profile with a small number of biologically interpretable parameters. This approach then allows the direct comparison and clustering of the shapes of response patterns between genes and potentially enables a greater exploration and interpretation of the biological processes driving gene expression. Results Quantitative reverse transcriptase PCR-derived time-course data of genes were modelled. "Split-line" or "broken-stick" regression identified the initial time of gene up-regulation, enabling the classification of genes into those with primary and secondary responses. Five-day profiles were modelled using the biologically-oriented, critical exponential curve, y(t = A + (B + CtRt + ε. This non-linear regression approach allowed the expression patterns for different genes to be compared in terms of curve shape, time of maximal transcript level and the decline and asymptotic response levels. Three distinct regulatory patterns were identified for the five genes studied. Applying the regression modelling approach to microarray-derived time course data

A statistical model for horizontal mass flux of erodible soil

International Nuclear Information System (INIS)

Babiker, A.G.A.G.; Eltayeb, I.A.; Hassan, M.H.A.

1986-11-01

It is shown that the mass flux of erodible soil transported horizontally by a statistically distributed wind flow has a statistical distribution. Explicit expression for the probability density function, p.d.f., of the flux is derived for the case in which the wind speed has a Weibull distribution. The statistical distribution for a mass flux characterized by a generalized Bagnold formula is found to be Weibull for the case of zero threshold speed. Analytic and numerical values for the average horizontal mass flux of soil are obtained for various values of wind parameters, by evaluating the first moment of the flux density function. (author)

Acceleration transforms and statistical kinetic models

International Nuclear Information System (INIS)

LuValle, M.J.; Welsher, T.L.; Svoboda, K.

1988-01-01

For a restricted class of problems a mathematical model of microscopic degradation processes, statistical kinetics, is developed and linked through acceleration transforms to the information which can be obtained from a system in which the only observable sign of degradation is sudden and catastrophic failure. The acceleration transforms were developed in accelerated life testing applications as a tool for extrapolating from the observable results of an accelerated life test to the dynamics of the underlying degradation processes. A particular concern of a physicist attempting to interpreted the results of an analysis based on acceleration transforms is determining the physical species involved in the degradation process. These species may be (a) relatively abundant or (b) relatively rare. The main results of this paper are a theorem showing that for an important subclass of statistical kinetic models, acceleration transforms cannot be used to distinguish between cases a and b, and an example showing that in some cases falling outside the restrictions of the theorem, cases a and b can be distinguished by their acceleration transforms

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

Science.gov (United States)

Rinaldi, Antonio

2011-04-01

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

Application of the Hyper-Poisson Generalized Linear Model for Analyzing Motor Vehicle Crashes.

Science.gov (United States)

Khazraee, S Hadi; Sáez-Castillo, Antonio Jose; Geedipally, Srinivas Reddy; Lord, Dominique

2015-05-01

The hyper-Poisson distribution can handle both over- and underdispersion, and its generalized linear model formulation allows the dispersion of the distribution to be observation-specific and dependent on model covariates. This study's objective is to examine the potential applicability of a newly proposed generalized linear model framework for the hyper-Poisson distribution in analyzing motor vehicle crash count data. The hyper-Poisson generalized linear model was first fitted to intersection crash data from Toronto, characterized by overdispersion, and then to crash data from railway-highway crossings in Korea, characterized by underdispersion. The results of this study are promising. When fitted to the Toronto data set, the goodness-of-fit measures indicated that the hyper-Poisson model with a variable dispersion parameter provided a statistical fit as good as the traditional negative binomial model. The hyper-Poisson model was also successful in handling the underdispersed data from Korea; the model performed as well as the gamma probability model and the Conway-Maxwell-Poisson model previously developed for the same data set. The advantages of the hyper-Poisson model studied in this article are noteworthy. Unlike the negative binomial model, which has difficulties in handling underdispersed data, the hyper-Poisson model can handle both over- and underdispersed crash data. Although not a major issue for the Conway-Maxwell-Poisson model, the effect of each variable on the expected mean of crashes is easily interpretable in the case of this new model. © 2014 Society for Risk Analysis.

New applications of statistical tools in plant pathology.

Science.gov (United States)

Garrett, K A; Madden, L V; Hughes, G; Pfender, W F

2004-09-01

ABSTRACT The series of papers introduced by this one address a range of statistical applications in plant pathology, including survival analysis, nonparametric analysis of disease associations, multivariate analyses, neural networks, meta-analysis, and Bayesian statistics. Here we present an overview of additional applications of statistics in plant pathology. An analysis of variance based on the assumption of normally distributed responses with equal variances has been a standard approach in biology for decades. Advances in statistical theory and computation now make it convenient to appropriately deal with discrete responses using generalized linear models, with adjustments for overdispersion as needed. New nonparametric approaches are available for analysis of ordinal data such as disease ratings. Many experiments require the use of models with fixed and random effects for data analysis. New or expanded computing packages, such as SAS PROC MIXED, coupled with extensive advances in statistical theory, allow for appropriate analyses of normally distributed data using linear mixed models, and discrete data with generalized linear mixed models. Decision theory offers a framework in plant pathology for contexts such as the decision about whether to apply or withhold a treatment. Model selection can be performed using Akaike's information criterion. Plant pathologists studying pathogens at the population level have traditionally been the main consumers of statistical approaches in plant pathology, but new technologies such as microarrays supply estimates of gene expression for thousands of genes simultaneously and present challenges for statistical analysis. Applications to the study of the landscape of the field and of the genome share the risk of pseudoreplication, the problem of determining the appropriate scale of the experimental unit and of obtaining sufficient replication at that scale.

Statistical models describing the energy signature of buildings

DEFF Research Database (Denmark)

Bacher, Peder; Madsen, Henrik; Thavlov, Anders

2010-01-01

Approximately one third of the primary energy production in Denmark is used for heating in buildings. Therefore efforts to accurately describe and improve energy performance of the building mass are very important. For this purpose statistical models describing the energy signature of a building, i...... or varying energy prices. The paper will give an overview of statistical methods and applied models based on experiments carried out in FlexHouse, which is an experimental building in SYSLAB, Risø DTU. The models are of different complexity and can provide estimates of physical quantities such as UA......-values, time constants of the building, and other parameters related to the heat dynamics. A method for selecting the most appropriate model for a given building is outlined and finally a perspective of the applications is given. Aknowledgements to the Danish Energy Saving Trust and the Interreg IV ``Vind i...

Generalized Recovery

DEFF Research Database (Denmark)

Lando, David; Pedersen, Lasse Heje; Jensen, Christian Skov

We characterize when physical probabilities, marginal utilities, and the discount rate can be recovered from observed state prices for several future time periods. We make no assumptions of the probability distribution, thus generalizing the time-homogeneous stationary model of Ross (2015...... our model empirically, testing the predictive power of the recovered expected return and other recovered statistics....

A generalized regression model of arsenic variations in the shallow groundwater of Bangladesh

Science.gov (United States)

Taylor, Richard G.; Chandler, Richard E.

2015-01-01

Abstract Localized studies of arsenic (As) in Bangladesh have reached disparate conclusions regarding the impact of irrigation‐induced recharge on As concentrations in shallow (≤50 m below ground level) groundwater. We construct generalized regression models (GRMs) to describe observed spatial variations in As concentrations in shallow groundwater both (i) nationally, and (ii) regionally within Holocene deposits where As concentrations in groundwater are generally high (>10 μg L−1). At these scales, the GRMs reveal statistically significant inverse associations between observed As concentrations and two covariates: (1) hydraulic conductivity of the shallow aquifer and (2) net increase in mean recharge between predeveloped and developed groundwater‐fed irrigation periods. Further, the GRMs show that the spatial variation of groundwater As concentrations is well explained by not only surface geology but also statistical interactions (i.e., combined effects) between surface geology and mean groundwater recharge, thickness of surficial silt and clay, and well depth. Net increases in recharge result from intensive groundwater abstraction for irrigation, which induces additional recharge where it is enabled by a permeable surface geology. Collectively, these statistical associations indicate that irrigation‐induced recharge serves to flush mobile As from shallow groundwater. PMID:27524841

Statistical molecular design of balanced compound libraries for QSAR modeling.

Science.gov (United States)

Linusson, A; Elofsson, M; Andersson, I E; Dahlgren, M K

2010-01-01

A fundamental step in preclinical drug development is the computation of quantitative structure-activity relationship (QSAR) models, i.e. models that link chemical features of compounds with activities towards a target macromolecule associated with the initiation or progression of a disease. QSAR models are computed by combining information on the physicochemical and structural features of a library of congeneric compounds, typically assembled from two or more building blocks, and biological data from one or more in vitro assays. Since the models provide information on features affecting the compounds' biological activity they can be used as guides for further optimization. However, in order for a QSAR model to be relevant to the targeted disease, and drug development in general, the compound library used must contain molecules with balanced variation of the features spanning the chemical space believed to be important for interaction with the biological target. In addition, the assays used must be robust and deliver high quality data that are directly related to the function of the biological target and the associated disease state. In this review, we discuss and exemplify the concept of statistical molecular design (SMD) in the selection of building blocks and final synthetic targets (i.e. compounds to synthesize) to generate information-rich, balanced libraries for biological testing and computation of QSAR models.

STATISTICAL MODELS OF REPRESENTING INTELLECTUAL CAPITAL

Directory of Open Access Journals (Sweden)

Andreea Feraru

2016-06-01

Full Text Available This article entitled Statistical Models of Representing Intellectual Capital approaches and analyses the concept of intellectual capital, as well as the main models which can support enterprisers/managers in evaluating and quantifying the advantages of intellectual capital. Most authors examine intellectual capital from a static perspective and focus on the development of its various evaluation models. In this chapter we surveyed the classical static models: Sveiby, Edvisson, Balanced Scorecard, as well as the canonical model of intellectual capital. Among the group of static models for evaluating organisational intellectual capital the canonical model stands out. This model enables the structuring of organisational intellectual capital in: human capital, structural capital and relational capital. Although the model is widely spread, it is a static one and can thus create a series of errors in the process of evaluation, because all the three entities mentioned above are not independent from the viewpoint of their contents, as any logic of structuring complex entities requires.

TRAN-STAT: statistics for environmental studies

International Nuclear Information System (INIS)

Gilbert, R.O.

1984-09-01

This issue of TRAN-STAT discusses statistical methods for assessing the uncertainty in predictions of pollutant transport models, particularly for radionuclides. Emphasis is placed on radionuclide transport models but the statistical assessment techniques also apply in general to other types of pollutants. The report begins with an outline of why an assessment of prediction uncertainties is important. This is followed by an introduction to several methods currently used in these assessments. This in turn is followed by more detailed discussion of the methods, including examples. 43 references, 2 figures

Prediction and reconstruction of future and missing unobservable modified Weibull lifetime based on generalized order statistics

Directory of Open Access Journals (Sweden)

Amany E. Aly

2016-04-01

Full Text Available When a system consisting of independent components of the same type, some appropriate actions may be done as soon as a portion of them have failed. It is, therefore, important to be able to predict later failure times from earlier ones. One of the well-known failure distributions commonly used to model component life, is the modified Weibull distribution (MWD. In this paper, two pivotal quantities are proposed to construct prediction intervals for future unobservable lifetimes based on generalized order statistics (gos from MWD. Moreover, a pivotal quantity is developed to reconstruct missing observations at the beginning of experiment. Furthermore, Monte Carlo simulation studies are conducted and numerical computations are carried out to investigate the efficiency of presented results. Finally, two illustrative examples for real data sets are analyzed.

Statistical mechanics of directed models of polymers in the square lattice

CERN Document Server

Rensburg, J V

2003-01-01

Directed square lattice models of polymers and vesicles have received considerable attention in the recent mathematical and physical sciences literature. These are idealized geometric directed lattice models introduced to study phase behaviour in polymers, and include Dyck paths, partially directed paths, directed trees and directed vesicles models. Directed models are closely related to models studied in the combinatorics literature (and are often exactly solvable). They are also simplified versions of a number of statistical mechanics models, including the self-avoiding walk, lattice animals and lattice vesicles. The exchange of approaches and ideas between statistical mechanics and combinatorics have considerably advanced the description and understanding of directed lattice models, and this will be explored in this review. The combinatorial nature of directed lattice path models makes a study using generating function approaches most natural. In contrast, the statistical mechanics approach would introduce...

A statistical-dynamical modeling approach for the simulation of local paleo proxy records using GCM output

Energy Technology Data Exchange (ETDEWEB)

Reichert, B.K.; Bengtsson, L. [Max-Planck-Institut fuer Meteorologie, Hamburg (Germany); Aakesson, O. [Sveriges Meteorologiska och Hydrologiska Inst., Norrkoeping (Sweden)

1998-08-01

Recent proxy data obtained from ice core measurements, dendrochronology and valley glaciers provide important information on the evolution of the regional or local climate. General circulation models integrated over a long period of time could help to understand the (external and internal) forcing mechanisms of natural climate variability. For a systematic interpretation of in situ paleo proxy records, a combined method of dynamical and statistical modeling is proposed. Local 'paleo records' can be simulated from GCM output by first undertaking a model-consistent statistical downscaling and then using a process-based forward modeling approach to obtain the behavior of valley glaciers and the growth of trees under specific conditions. The simulated records can be compared to actual proxy records in order to investigate whether e.g. the response of glaciers to climatic change can be reproduced by models and to what extent climate variability obtained from proxy records (with the main focus on the last millennium) can be represented. For statistical downscaling to local weather conditions, a multiple linear forward regression model is used. Daily sets of observed weather station data and various large-scale predictors at 7 pressure levels obtained from ECMWF reanalyses are used for development of the model. Daily data give the closest and most robust relationships due to the strong dependence on individual synoptic-scale patterns. For some local variables, the performance of the model can be further increased by developing seasonal specific statistical relationships. The model is validated using both independent and restricted predictor data sets. The model is applied to a long integration of a mixed layer GCM experiment simulating pre-industrial climate variability. The dynamical-statistical local GCM output within a region around Nigardsbreen glacier, Norway is compared to nearby observed station data for the period 1868-1993. Patterns of observed

A generalized right truncated bivariate Poisson regression model with applications to health data.

Science.gov (United States)

Islam, M Ataharul; Chowdhury, Rafiqul I

2017-01-01

A generalized right truncated bivariate Poisson regression model is proposed in this paper. Estimation and tests for goodness of fit and over or under dispersion are illustrated for both untruncated and right truncated bivariate Poisson regression models using marginal-conditional approach. Estimation and test procedures are illustrated for bivariate Poisson regression models with applications to Health and Retirement Study data on number of health conditions and the number of health care services utilized. The proposed test statistics are easy to compute and it is evident from the results that the models fit the data very well. A comparison between the right truncated and untruncated bivariate Poisson regression models using the test for nonnested models clearly shows that the truncated model performs significantly better than the untruncated model.

The epistemology of mathematical and statistical modeling: a quiet methodological revolution.

Science.gov (United States)

Rodgers, Joseph Lee

2010-01-01

A quiet methodological revolution, a modeling revolution, has occurred over the past several decades, almost without discussion. In contrast, the 20th century ended with contentious argument over the utility of null hypothesis significance testing (NHST). The NHST controversy may have been at least partially irrelevant, because in certain ways the modeling revolution obviated the NHST argument. I begin with a history of NHST and modeling and their relation to one another. Next, I define and illustrate principles involved in developing and evaluating mathematical models. Following, I discuss the difference between using statistical procedures within a rule-based framework and building mathematical models from a scientific epistemology. Only the former is treated carefully in most psychology graduate training. The pedagogical implications of this imbalance and the revised pedagogy required to account for the modeling revolution are described. To conclude, I discuss how attention to modeling implies shifting statistical practice in certain progressive ways. The epistemological basis of statistics has moved away from being a set of procedures, applied mechanistically, and moved toward building and evaluating statistical and scientific models. Copyrigiht 2009 APA, all rights reserved.

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)

Establishing statistical models of manufacturing parameters

International Nuclear Information System (INIS)

Senevat, J.; Pape, J.L.; Deshayes, J.F.

1991-01-01

This paper reports on the effect of pilgering and cold-work parameters on contractile strain ratio and mechanical properties that were investigated using a large population of Zircaloy tubes. Statistical models were established between: contractile strain ratio and tooling parameters, mechanical properties (tensile test, creep test) and cold-work parameters, and mechanical properties and stress-relieving temperature

Prediction of dimethyl disulfide levels from biosolids using statistical modeling.

Science.gov (United States)

Gabriel, Steven A; Vilalai, Sirapong; Arispe, Susanna; Kim, Hyunook; McConnell, Laura L; Torrents, Alba; Peot, Christopher; Ramirez, Mark

2005-01-01

Two statistical models were used to predict the concentration of dimethyl disulfide (DMDS) released from biosolids produced by an advanced wastewater treatment plant (WWTP) located in Washington, DC, USA. The plant concentrates sludge from primary sedimentation basins in gravity thickeners (GT) and sludge from secondary sedimentation basins in dissolved air flotation (DAF) thickeners. The thickened sludge is pumped into blending tanks and then fed into centrifuges for dewatering. The dewatered sludge is then conditioned with lime before trucking out from the plant. DMDS, along with other volatile sulfur and nitrogen-containing chemicals, is known to contribute to biosolids odors. These models identified oxidation/reduction potential (ORP) values of a GT and DAF, the amount of sludge dewatered by centrifuges, and the blend ratio between GT thickened sludge and DAF thickened sludge in blending tanks as control variables. The accuracy of the developed regression models was evaluated by checking the adjusted R2 of the regression as well as the signs of coefficients associated with each variable. In general, both models explained observed DMDS levels in sludge headspace samples. The adjusted R2 value of the regression models 1 and 2 were 0.79 and 0.77, respectively. Coefficients for each regression model also had the correct sign. Using the developed models, plant operators can adjust the controllable variables to proactively decrease this odorant. Therefore, these models are a useful tool in biosolids management at WWTPs.

Generalized complex geometry, generalized branes and the Hitchin sigma model

International Nuclear Information System (INIS)

Zucchini, Roberto

2005-01-01

Hitchin's generalized complex geometry has been shown to be relevant in compactifications of superstring theory with fluxes and is expected to lead to a deeper understanding of mirror symmetry. Gualtieri's notion of generalized complex submanifold seems to be a natural candidate for the description of branes in this context. Recently, we introduced a Batalin-Vilkovisky field theoretic realization of generalized complex geometry, the Hitchin sigma model, extending the well known Poisson sigma model. In this paper, exploiting Gualtieri's formalism, we incorporate branes into the model. A detailed study of the boundary conditions obeyed by the world sheet fields is provided. Finally, it is found that, when branes are present, the classical Batalin-Vilkovisky cohomology contains an extra sector that is related non trivially to a novel cohomology associated with the branes as generalized complex submanifolds. (author)

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

Science.gov (United States)

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

2008-01-01

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

Statistical Modelling of the Soil Dielectric Constant

Science.gov (United States)

Usowicz, Boguslaw; Marczewski, Wojciech; Bogdan Usowicz, Jerzy; Lipiec, Jerzy

2010-05-01

The dielectric constant of soil is the physical property being very sensitive on water content. It funds several electrical measurement techniques for determining the water content by means of direct (TDR, FDR, and others related to effects of electrical conductance and/or capacitance) and indirect RS (Remote Sensing) methods. The work is devoted to a particular statistical manner of modelling the dielectric constant as the property accounting a wide range of specific soil composition, porosity, and mass density, within the unsaturated water content. Usually, similar models are determined for few particular soil types, and changing the soil type one needs switching the model on another type or to adjust it by parametrization of soil compounds. Therefore, it is difficult comparing and referring results between models. The presented model was developed for a generic representation of soil being a hypothetical mixture of spheres, each representing a soil fraction, in its proper phase state. The model generates a serial-parallel mesh of conductive and capacitive paths, which is analysed for a total conductive or capacitive property. The model was firstly developed to determine the thermal conductivity property, and now it is extended on the dielectric constant by analysing the capacitive mesh. The analysis is provided by statistical means obeying physical laws related to the serial-parallel branching of the representative electrical mesh. Physical relevance of the analysis is established electrically, but the definition of the electrical mesh is controlled statistically by parametrization of compound fractions, by determining the number of representative spheres per unitary volume per fraction, and by determining the number of fractions. That way the model is capable covering properties of nearly all possible soil types, all phase states within recognition of the Lorenz and Knudsen conditions. In effect the model allows on generating a hypothetical representative of

Statistical and physical evolution of QSO's

International Nuclear Information System (INIS)

Caditz, D.; Petrosian, V.

1989-09-01

The relationship between the physical evolution of discrete extragalactic sources, the statistical evolution of the observed population of sources, and the cosmological model is discussed. Three simple forms of statistical evolution: pure luminosity evolution (PLE), pure density evolution (PDE), and generalized luminosity evolution (GLE), are considered in detail together with what these forms imply about the physical evolution of individual sources. Two methods are used to analyze the statistical evolution of the observed distribution of QSO's (quasars) from combined flux limited samples. It is shown that both PLE and PDE are inconsistent with the data over the redshift range 0 less than z less than 2.2, and that a more complicated form of evolution such as GLE is required, independent of the cosmological model. This result is important for physical models of AGN, and in particular, for the accretion disk model which recent results show may be inconsistent with PLE

Bayesian models based on test statistics for multiple hypothesis testing problems.

Science.gov (United States)

Ji, Yuan; Lu, Yiling; Mills, Gordon B

2008-04-01

We propose a Bayesian method for the problem of multiple hypothesis testing that is routinely encountered in bioinformatics research, such as the differential gene expression analysis. Our algorithm is based on modeling the distributions of test statistics under both null and alternative hypotheses. We substantially reduce the complexity of the process of defining posterior model probabilities by modeling the test statistics directly instead of modeling the full data. Computationally, we apply a Bayesian FDR approach to control the number of rejections of null hypotheses. To check if our model assumptions for the test statistics are valid for various bioinformatics experiments, we also propose a simple graphical model-assessment tool. Using extensive simulations, we demonstrate the performance of our models and the utility of the model-assessment tool. In the end, we apply the proposed methodology to an siRNA screening and a gene expression experiment.

On-the-fly confluence detection for statistical model checking (extended version)

NARCIS (Netherlands)

Hartmanns, Arnd; Timmer, Mark

Statistical model checking is an analysis method that circumvents the state space explosion problem in model-based verification by combining probabilistic simulation with statistical methods that provide clear error bounds. As a simulation-based technique, it can only provide sound results if the

Renyi statistics in equilibrium statistical mechanics

International Nuclear Information System (INIS)

Parvan, A.S.; Biro, T.S.

2010-01-01

The Renyi statistics in the canonical and microcanonical ensembles is examined both in general and in particular for the ideal gas. In the microcanonical ensemble the Renyi statistics is equivalent to the Boltzmann-Gibbs statistics. By the exact analytical results for the ideal gas, it is shown that in the canonical ensemble, taking the thermodynamic limit, the Renyi statistics is also equivalent to the Boltzmann-Gibbs statistics. Furthermore it satisfies the requirements of the equilibrium thermodynamics, i.e. the thermodynamical potential of the statistical ensemble is a homogeneous function of first degree of its extensive variables of state. We conclude that the Renyi statistics arrives at the same thermodynamical relations, as those stemming from the Boltzmann-Gibbs statistics in this limit.

A general consumer-resource population model

Science.gov (United States)

Lafferty, Kevin D.; DeLeo, Giulio; Briggs, Cheryl J.; Dobson, Andrew P.; Gross, Thilo; Kuris, Armand M.

2015-01-01

Food-web dynamics arise from predator-prey, parasite-host, and herbivore-plant interactions. Models for such interactions include up to three consumer activity states (questing, attacking, consuming) and up to four resource response states (susceptible, exposed, ingested, resistant). Articulating these states into a general model allows for dissecting, comparing, and deriving consumer-resource models. We specify this general model for 11 generic consumer strategies that group mathematically into predators, parasites, and micropredators and then derive conditions for consumer success, including a universal saturating functional response. We further show how to use this framework to create simple models with a common mathematical lineage and transparent assumptions. Underlying assumptions, missing elements, and composite parameters are revealed when classic consumer-resource models are derived from the general model.

Statistical surrogate models for prediction of high-consequence climate change.

Energy Technology Data Exchange (ETDEWEB)

Constantine, Paul; Field, Richard V., Jr.; Boslough, Mark Bruce Elrick

2011-09-01

In safety engineering, performance metrics are defined using probabilistic risk assessments focused on the low-probability, high-consequence tail of the distribution of possible events, as opposed to best estimates based on central tendencies. We frame the climate change problem and its associated risks in a similar manner. To properly explore the tails of the distribution requires extensive sampling, which is not possible with existing coupled atmospheric models due to the high computational cost of each simulation. We therefore propose the use of specialized statistical surrogate models (SSMs) for the purpose of exploring the probability law of various climate variables of interest. A SSM is different than a deterministic surrogate model in that it represents each climate variable of interest as a space/time random field. The SSM can be calibrated to available spatial and temporal data from existing climate databases, e.g., the Program for Climate Model Diagnosis and Intercomparison (PCMDI), or to a collection of outputs from a General Circulation Model (GCM), e.g., the Community Earth System Model (CESM) and its predecessors. Because of its reduced size and complexity, the realization of a large number of independent model outputs from a SSM becomes computationally straightforward, so that quantifying the risk associated with low-probability, high-consequence climate events becomes feasible. A Bayesian framework is developed to provide quantitative measures of confidence, via Bayesian credible intervals, in the use of the proposed approach to assess these risks.

Off-critical statistical models: factorized scattering theories and bootstrap program

International Nuclear Information System (INIS)

Mussardo, G.

1992-01-01

We analyze those integrable statistical systems which originate from some relevant perturbations of the minimal models of conformal field theories. When only massive excitations are present, the systems can be efficiently characterized in terms of the relativistic scattering data. We review the general properties of the factorizable S-matrix in two dimensions with particular emphasis on the bootstrap principle. The classification program of the allowed spins of conserved currents and of the non-degenerate S-matrices is discussed and illustrated by means of some significant examples. The scattering theories of several massive perturbations of the minimal models are fully discussed. Among them are the Ising model, the tricritical Ising model, the Potts models, the series of the non-unitary minimal models M 2,2n+3 , the non-unitary model M 3,5 and the scaling limit of the polymer system. The ultraviolet limit of these massive integrable theories can be exploited by the thermodynamics Bethe ansatz, in particular the central charge of the original conformal theories can be recovered from the scattering data. We also consider the numerical method based on the so-called conformal space truncated approach which confirms the theoretical results and allows a direct measurement of the scattering data, i.e. the masses and the S-matrix of the particles in bootstrap interaction. The problem of computing the off-critical correlation functions is discussed in terms of the form-factor approach

Statistics and thermodynamics of fracture

Science.gov (United States)

Chudnovsky, A.

1984-01-01

A probabilistic model of the fracture processes unifying the phenomenological study of long term strength of materials, fracture mechanics and statistical approaches to fracture is briefly outlined. The general framework of irreversible thermodynamics is employed to model the deterministic side of the failure phenomenon. The stochastic calculus is used to account for thg failure mechanisms controlled by chance; particularly, the random roughness of fracture surfaces.

Topology for Statistical Modeling of Petascale Data

Energy Technology Data Exchange (ETDEWEB)

Bennett, Janine Camille [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Pebay, Philippe Pierre [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Pascucci, Valerio [Univ. of Utah, Salt Lake City, UT (United States); Levine, Joshua [Univ. of Utah, Salt Lake City, UT (United States); Gyulassy, Attila [Univ. of Utah, Salt Lake City, UT (United States); Rojas, Maurice [Texas A & M Univ., College Station, TX (United States)

2014-07-01

This document presents current technical progress and dissemination of results for the Mathematics for Analysis of Petascale Data (MAPD) project titled "Topology for Statistical Modeling of Petascale Data", funded by the Office of Science Advanced Scientific Computing Research (ASCR) Applied Math program.

Statistics for X-chromosome associations.

Science.gov (United States)

Özbek, Umut; Lin, Hui-Min; Lin, Yan; Weeks, Daniel E; Chen, Wei; Shaffer, John R; Purcell, Shaun M; Feingold, Eleanor

2018-06-13

In a genome-wide association study (GWAS), association between genotype and phenotype at autosomal loci is generally tested by regression models. However, X-chromosome data are often excluded from published analyses of autosomes because of the difference between males and females in number of X chromosomes. Failure to analyze X-chromosome data at all is obviously less than ideal, and can lead to missed discoveries. Even when X-chromosome data are included, they are often analyzed with suboptimal statistics. Several mathematically sensible statistics for X-chromosome association have been proposed. The optimality of these statistics, however, is based on very specific simple genetic models. In addition, while previous simulation studies of these statistics have been informative, they have focused on single-marker tests and have not considered the types of error that occur even under the null hypothesis when the entire X chromosome is scanned. In this study, we comprehensively tested several X-chromosome association statistics using simulation studies that include the entire chromosome. We also considered a wide range of trait models for sex differences and phenotypic effects of X inactivation. We found that models that do not incorporate a sex effect can have large type I error in some cases. We also found that many of the best statistics perform well even when there are modest deviations, such as trait variance differences between the sexes or small sex differences in allele frequencies, from assumptions. © 2018 WILEY PERIODICALS, INC.

Analyzing sickness absence with statistical models for survival data

DEFF Research Database (Denmark)

Christensen, Karl Bang; Andersen, Per Kragh; Smith-Hansen, Lars

2007-01-01

OBJECTIVES: Sickness absence is the outcome in many epidemiologic studies and is often based on summary measures such as the number of sickness absences per year. In this study the use of modern statistical methods was examined by making better use of the available information. Since sickness...... absence data deal with events occurring over time, the use of statistical models for survival data has been reviewed, and the use of frailty models has been proposed for the analysis of such data. METHODS: Three methods for analyzing data on sickness absences were compared using a simulation study...... involving the following: (i) Poisson regression using a single outcome variable (number of sickness absences), (ii) analysis of time to first event using the Cox proportional hazards model, and (iii) frailty models, which are random effects proportional hazards models. Data from a study of the relation...

Physics-based statistical model and simulation method of RF propagation in urban environments

Science.gov (United States)

Pao, Hsueh-Yuan; Dvorak, Steven L.

2010-09-14

A physics-based statistical model and simulation/modeling method and system of electromagnetic wave propagation (wireless communication) in urban environments. In particular, the model is a computationally efficient close-formed parametric model of RF propagation in an urban environment which is extracted from a physics-based statistical wireless channel simulation method and system. The simulation divides the complex urban environment into a network of interconnected urban canyon waveguides which can be analyzed individually; calculates spectral coefficients of modal fields in the waveguides excited by the propagation using a database of statistical impedance boundary conditions which incorporates the complexity of building walls in the propagation model; determines statistical parameters of the calculated modal fields; and determines a parametric propagation model based on the statistical parameters of the calculated modal fields from which predictions of communications capability may be made.

Encoding Dissimilarity Data for Statistical Model Building.

Science.gov (United States)

Wahba, Grace

2010-12-01

We summarize, review and comment upon three papers which discuss the use of discrete, noisy, incomplete, scattered pairwise dissimilarity data in statistical model building. Convex cone optimization codes are used to embed the objects into a Euclidean space which respects the dissimilarity information while controlling the dimension of the space. A "newbie" algorithm is provided for embedding new objects into this space. This allows the dissimilarity information to be incorporated into a Smoothing Spline ANOVA penalized likelihood model, a Support Vector Machine, or any model that will admit Reproducing Kernel Hilbert Space components, for nonparametric regression, supervised learning, or semi-supervised learning. Future work and open questions are discussed. The papers are: F. Lu, S. Keles, S. Wright and G. Wahba 2005. A framework for kernel regularization with application to protein clustering. Proceedings of the National Academy of Sciences 102, 12332-1233.G. Corrada Bravo, G. Wahba, K. Lee, B. Klein, R. Klein and S. Iyengar 2009. Examining the relative influence of familial, genetic and environmental covariate information in flexible risk models. Proceedings of the National Academy of Sciences 106, 8128-8133F. Lu, Y. Lin and G. Wahba. Robust manifold unfolding with kernel regularization. TR 1008, Department of Statistics, University of Wisconsin-Madison.

Simple classical model for Fano statistics in radiation detectors

Energy Technology Data Exchange (ETDEWEB)

Jordan, David V. [Pacific Northwest National Laboratory, National Security Division - Radiological and Chemical Sciences Group PO Box 999, Richland, WA 99352 (United States)], E-mail: David.Jordan@pnl.gov; Renholds, Andrea S.; Jaffe, John E.; Anderson, Kevin K.; Rene Corrales, L.; Peurrung, Anthony J. [Pacific Northwest National Laboratory, National Security Division - Radiological and Chemical Sciences Group PO Box 999, Richland, WA 99352 (United States)

2008-02-01

A simple classical model that captures the essential statistics of energy partitioning processes involved in the creation of information carriers (ICs) in radiation detectors is presented. The model pictures IC formation from a fixed amount of deposited energy in terms of the statistically analogous process of successively sampling water from a large, finite-volume container ('bathtub') with a small dipping implement ('shot or whiskey glass'). The model exhibits sub-Poisson variance in the distribution of the number of ICs generated (the 'Fano effect'). Elementary statistical analysis of the model clarifies the role of energy conservation in producing the Fano effect and yields Fano's prescription for computing the relative variance of the IC number distribution in terms of the mean and variance of the underlying, single-IC energy distribution. The partitioning model is applied to the development of the impact ionization cascade in semiconductor radiation detectors. It is shown that, in tandem with simple assumptions regarding the distribution of energies required to create an (electron, hole) pair, the model yields an energy-independent Fano factor of 0.083, in accord with the lower end of the range of literature values reported for silicon and high-purity germanium. The utility of this simple picture as a diagnostic tool for guiding or constraining more detailed, 'microscopic' physical models of detector material response to ionizing radiation is discussed.

A formal statistical approach to representing uncertainty in rainfall-runoff modelling with focus on residual analysis and probabilistic output evaluation - Distinguishing simulation and prediction

DEFF Research Database (Denmark)

Breinholt, Anders; Møller, Jan Kloppenborg; Madsen, Henrik

2012-01-01

While there seems to be consensus that hydrological model outputs should be accompanied with an uncertainty estimate the appropriate method for uncertainty estimation is not agreed upon and a debate is ongoing between advocators of formal statistical methods who consider errors as stochastic...... and GLUE advocators who consider errors as epistemic, arguing that the basis of formal statistical approaches that requires the residuals to be stationary and conform to a statistical distribution is unrealistic. In this paper we take a formal frequentist approach to parameter estimation and uncertainty...... necessary but the statistical assumptions were nevertheless not 100% justified. The residual analysis showed that significant autocorrelation was present for all simulation models. We believe users of formal approaches to uncertainty evaluation within hydrology and within environmental modelling in general...

Risk prediction model: Statistical and artificial neural network approach

Science.gov (United States)

Paiman, Nuur Azreen; Hariri, Azian; Masood, Ibrahim

2017-04-01

Prediction models are increasingly gaining popularity and had been used in numerous areas of studies to complement and fulfilled clinical reasoning and decision making nowadays. The adoption of such models assist physician's decision making, individual's behavior, and consequently improve individual outcomes and the cost-effectiveness of care. The objective of this paper is to reviewed articles related to risk prediction model in order to understand the suitable approach, development and the validation process of risk prediction model. A qualitative review of the aims, methods and significant main outcomes of the nineteen published articles that developed risk prediction models from numerous fields were done. This paper also reviewed on how researchers develop and validate the risk prediction models based on statistical and artificial neural network approach. From the review done, some methodological recommendation in developing and validating the prediction model were highlighted. According to studies that had been done, artificial neural network approached in developing the prediction model were more accurate compared to statistical approach. However currently, only limited published literature discussed on which approach is more accurate for risk prediction model development.

Statistical theory of heat

CERN Document Server

Scheck, Florian

2016-01-01

Scheck’s textbook starts with a concise introduction to classical thermodynamics, including geometrical aspects. Then a short introduction to probabilities and statistics lays the basis for the statistical interpretation of thermodynamics. Phase transitions, discrete models and the stability of matter are explained in great detail. Thermodynamics has a special role in theoretical physics. Due to the general approach of thermodynamics the field has a bridging function between several areas like the theory of condensed matter, elementary particle physics, astrophysics and cosmology. The classical thermodynamics describes predominantly averaged properties of matter, reaching from few particle systems and state of matter to stellar objects. Statistical Thermodynamics covers the same fields, but explores them in greater depth and unifies classical statistical mechanics with quantum theory of multiple particle systems. The content is presented as two tracks: the fast track for master students, providing the essen...

Trends in study design and the statistical methods employed in a leading general medicine journal.

Science.gov (United States)

Gosho, M; Sato, Y; Nagashima, K; Takahashi, S

2018-02-01

Study design and statistical methods have become core components of medical research, and the methodology has become more multifaceted and complicated over time. The study of the comprehensive details and current trends of study design and statistical methods is required to support the future implementation of well-planned clinical studies providing information about evidence-based medicine. Our purpose was to illustrate study design and statistical methods employed in recent medical literature. This was an extension study of Sato et al. (N Engl J Med 2017; 376: 1086-1087), which reviewed 238 articles published in 2015 in the New England Journal of Medicine (NEJM) and briefly summarized the statistical methods employed in NEJM. Using the same database, we performed a new investigation of the detailed trends in study design and individual statistical methods that were not reported in the Sato study. Due to the CONSORT statement, prespecification and justification of sample size are obligatory in planning intervention studies. Although standard survival methods (eg Kaplan-Meier estimator and Cox regression model) were most frequently applied, the Gray test and Fine-Gray proportional hazard model for considering competing risks were sometimes used for a more valid statistical inference. With respect to handling missing data, model-based methods, which are valid for missing-at-random data, were more frequently used than single imputation methods. These methods are not recommended as a primary analysis, but they have been applied in many clinical trials. Group sequential design with interim analyses was one of the standard designs, and novel design, such as adaptive dose selection and sample size re-estimation, was sometimes employed in NEJM. Model-based approaches for handling missing data should replace single imputation methods for primary analysis in the light of the information found in some publications. Use of adaptive design with interim analyses is increasing

Statistical learning modeling method for space debris photometric measurement

Science.gov (United States)

Sun, Wenjing; Sun, Jinqiu; Zhang, Yanning; Li, Haisen

2016-03-01

Photometric measurement is an important way to identify the space debris, but the present methods of photometric measurement have many constraints on star image and need complex image processing. Aiming at the problems, a statistical learning modeling method for space debris photometric measurement is proposed based on the global consistency of the star image, and the statistical information of star images is used to eliminate the measurement noises. First, the known stars on the star image are divided into training stars and testing stars. Then, the training stars are selected as the least squares fitting parameters to construct the photometric measurement model, and the testing stars are used to calculate the measurement accuracy of the photometric measurement model. Experimental results show that, the accuracy of the proposed photometric measurement model is about 0.1 magnitudes.

GIA Model Statistics for GRACE Hydrology, Cryosphere, and Ocean Science

Science.gov (United States)

Caron, L.; Ivins, E. R.; Larour, E.; Adhikari, S.; Nilsson, J.; Blewitt, G.

2018-03-01

We provide a new analysis of glacial isostatic adjustment (GIA) with the goal of assembling the model uncertainty statistics required for rigorously extracting trends in surface mass from the Gravity Recovery and Climate Experiment (GRACE) mission. Such statistics are essential for deciphering sea level, ocean mass, and hydrological changes because the latter signals can be relatively small (≤2 mm/yr water height equivalent) over very large regions, such as major ocean basins and watersheds. With abundant new >7 year continuous measurements of vertical land motion (VLM) reported by Global Positioning System stations on bedrock and new relative sea level records, our new statistical evaluation of GIA uncertainties incorporates Bayesian methodologies. A unique aspect of the method is that both the ice history and 1-D Earth structure vary through a total of 128,000 forward models. We find that best fit models poorly capture the statistical inferences needed to correctly invert for lower mantle viscosity and that GIA uncertainty exceeds the uncertainty ascribed to trends from 14 years of GRACE data in polar regions.

Experimental, statistical, and biological models of radon carcinogenesis

International Nuclear Information System (INIS)

Cross, F.T.

1991-09-01

Risk models developed for underground miners have not been consistently validated in studies of populations exposed to indoor radon. Imprecision in risk estimates results principally from differences between exposures in mines as compared to domestic environments and from uncertainties about the interaction between cigarette-smoking and exposure to radon decay products. Uncertainties in extrapolating miner data to domestic exposures can be reduced by means of a broad-based health effects research program that addresses the interrelated issues of exposure, respiratory tract dose, carcinogenesis (molecular/cellular and animal studies, plus developing biological and statistical models), and the relationship of radon to smoking and other copollutant exposures. This article reviews experimental animal data on radon carcinogenesis observed primarily in rats at Pacific Northwest Laboratory. Recent experimental and mechanistic carcinogenesis models of exposures to radon, uranium ore dust, and cigarette smoke are presented with statistical analyses of animal data. 20 refs., 1 fig

Nuclear multifragmentation, its relation to general physics. A rich test ground of the fundamentals of statistical mechanics

International Nuclear Information System (INIS)

Gross, D.H.E.

2006-01-01

Heat can flow from cold to hot at any phase separation even in macroscopic systems. Therefore also Lynden-Bell's famous gravo-thermal catastrophe must be reconsidered. In contrast to traditional canonical Boltzmann-Gibbs statistics this is correctly described only by microcanonical statistics. Systems studied in chemical thermodynamics (ChTh) by using canonical statistics consist of several homogeneous macroscopic phases. Evidently, macroscopic statistics as in chemistry cannot and should not be applied to non-extensive or inhomogeneous systems like nuclei or galaxies. Nuclei are small and inhomogeneous. Multifragmented nuclei are even more inhomogeneous and the fragments even smaller. Phase transitions of first order and especially phase separations therefore cannot be described by a (homogeneous) canonical ensemble. Taking this serious, fascinating perspectives open for statistical nuclear fragmentation as test ground for the basic principles of statistical mechanics, especially of phase transitions, without the use of the thermodynamic limit. Moreover, there is also a lot of similarity between the accessible phase space of fragmenting nuclei and inhomogeneous multistellar systems. This underlines the fundamental significance for statistical physics in general. (orig.)

Penultimate modeling of spatial extremes: statistical inference for max-infinitely divisible processes

KAUST Repository

Huser, Raphaël

2018-01-09

Extreme-value theory for stochastic processes has motivated the statistical use of max-stable models for spatial extremes. However, fitting such asymptotic models to maxima observed over finite blocks is problematic when the asymptotic stability of the dependence does not prevail in finite samples. This issue is particularly serious when data are asymptotically independent, such that the dependence strength weakens and eventually vanishes as events become more extreme. We here aim to provide flexible sub-asymptotic models for spatially indexed block maxima, which more realistically account for discrepancies between data and asymptotic theory. We develop models pertaining to the wider class of max-infinitely divisible processes, extending the class of max-stable processes while retaining dependence properties that are natural for maxima: max-id models are positively associated, and they yield a self-consistent family of models for block maxima defined over any time unit. We propose two parametric construction principles for max-id models, emphasizing a point process-based generalized spectral representation, that allows for asymptotic independence while keeping the max-stable extremal-$t$ model as a special case. Parameter estimation is efficiently performed by pairwise likelihood, and we illustrate our new modeling framework with an application to Dutch wind gust maxima calculated over different time units.

Multivariate generalized linear mixed models using R

CERN Document Server

Berridge, Damon Mark

2011-01-01

Multivariate Generalized Linear Mixed Models Using R presents robust and methodologically sound models for analyzing large and complex data sets, enabling readers to answer increasingly complex research questions. The book applies the principles of modeling to longitudinal data from panel and related studies via the Sabre software package in R. A Unified Framework for a Broad Class of Models The authors first discuss members of the family of generalized linear models, gradually adding complexity to the modeling framework by incorporating random effects. After reviewing the generalized linear model notation, they illustrate a range of random effects models, including three-level, multivariate, endpoint, event history, and state dependence models. They estimate the multivariate generalized linear mixed models (MGLMMs) using either standard or adaptive Gaussian quadrature. The authors also compare two-level fixed and random effects linear models. The appendices contain additional information on quadrature, model...

Statistical Models for Tornado Climatology: Long and Short-Term Views.

Science.gov (United States)

Elsner, James B; Jagger, Thomas H; Fricker, Tyler

2016-01-01

This paper estimates regional tornado risk from records of past events using statistical models. First, a spatial model is fit to the tornado counts aggregated in counties with terms that control for changes in observational practices over time. Results provide a long-term view of risk that delineates the main tornado corridors in the United States where the expected annual rate exceeds two tornadoes per 10,000 square km. A few counties in the Texas Panhandle and central Kansas have annual rates that exceed four tornadoes per 10,000 square km. Refitting the model after removing the least damaging tornadoes from the data (EF0) produces a similar map but with the greatest tornado risk shifted south and eastward. Second, a space-time model is fit to the counts aggregated in raster cells with terms that control for changes in climate factors. Results provide a short-term view of risk. The short-term view identifies a shift of tornado activity away from the Ohio Valley under El Niño conditions and away from the Southeast under positive North Atlantic oscillation conditions. The combined predictor effects on the local rates is quantified by fitting the model after leaving out the year to be predicted from the data. The models provide state-of-the-art views of tornado risk that can be used by government agencies, the insurance industry, and the general public.

A generalization of voxel-wise procedures for highdimensional statistical inference using ridge regression

DEFF Research Database (Denmark)

Sjöstrand, Karl; Cardenas, Valerie A.; Larsen, Rasmus

2008-01-01

regression to address this issue, allowing for a gradual introduction of correlation information into the model. We make the connections between ridge regression and voxel-wise procedures explicit and discuss relations to other statistical methods. Results are given on an in-vivo data set of deformation......Whole-brain morphometry denotes a group of methods with the aim of relating clinical and cognitive measurements to regions of the brain. Typically, such methods require the statistical analysis of a data set with many variables (voxels and exogenous variables) paired with few observations (subjects...

A generalization of random matrix theory and its application to statistical physics.

Science.gov (United States)

Wang, Duan; Zhang, Xin; Horvatic, Davor; Podobnik, Boris; Eugene Stanley, H

2017-02-01

To study the statistical structure of crosscorrelations in empirical data, we generalize random matrix theory and propose a new method of cross-correlation analysis, known as autoregressive random matrix theory (ARRMT). ARRMT takes into account the influence of auto-correlations in the study of cross-correlations in multiple time series. We first analytically and numerically determine how auto-correlations affect the eigenvalue distribution of the correlation matrix. Then we introduce ARRMT with a detailed procedure of how to implement the method. Finally, we illustrate the method using two examples taken from inflation rates for air pressure data for 95 US cities.

Estimation and model selection of semiparametric multivariate survival functions under general censorship.

Science.gov (United States)

Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang

2010-07-01

We study estimation and model selection of semiparametric models of multivariate survival functions for censored data, which are characterized by possibly misspecified parametric copulas and nonparametric marginal survivals. We obtain the consistency and root- n asymptotic normality of a two-step copula estimator to the pseudo-true copula parameter value according to KLIC, and provide a simple consistent estimator of its asymptotic variance, allowing for a first-step nonparametric estimation of the marginal survivals. We establish the asymptotic distribution of the penalized pseudo-likelihood ratio statistic for comparing multiple semiparametric multivariate survival functions subject to copula misspecification and general censorship. An empirical application is provided.

Introductory statistics for engineering experimentation