New deconvolution method for microscopic images based on the continuous Gaussian radial basis function interpolation model.

Science.gov (United States)

Chen, Zhaoxue; Chen, Hao

2014-01-01

A deconvolution method based on the Gaussian radial basis function (GRBF) interpolation is proposed. Both the original image and Gaussian point spread function are expressed as the same continuous GRBF model, thus image degradation is simplified as convolution of two continuous Gaussian functions, and image deconvolution is converted to calculate the weighted coefficients of two-dimensional control points. Compared with Wiener filter and Lucy-Richardson algorithm, the GRBF method has an obvious advantage in the quality of restored images. In order to overcome such a defect of long-time computing, the method of graphic processing unit multithreading or increasing space interval of control points is adopted, respectively, to speed up the implementation of GRBF method. The experiments show that based on the continuous GRBF model, the image deconvolution can be efficiently implemented by the method, which also has a considerable reference value for the study of three-dimensional microscopic image deconvolution.

Computer Simulation for Dispersion of Air Pollution Released from a Line Source According to Gaussian Model

International Nuclear Information System (INIS)

Emad, A.A.; El Shazly, S.M.; Kassem, Kh.O.

2010-01-01

A line source model, developed in laboratory of environmental physics, faculty of science at Qena, Egypt is proposed to describe the downwind dispersion of pollutants near roadways, at different cities in Egypt. The model is based on the Gaussian plume methodology and is used to predict air pollutants' concentrations near roadways. In this direction, simple software has been presented in this paper, developed by authors, adopted completely Graphical User Interface (GUI) technique for operating in various windows-based microcomputers. The software interface and code have been designed by Microsoft Visual basic 6.0 based on the Gaussian diffusion equation. This software is developed to predict concentrations of gaseous pollutants (eg. CO, SO 2 , NO 2 and particulates) at a user specified receptor grid

Exact Partial Information Decompositions for Gaussian Systems Based on Dependency Constraints

Directory of Open Access Journals (Sweden)

Jim W. Kay

2018-03-01

Full Text Available The Partial Information Decomposition, introduced by Williams P. L. et al. (2010, provides a theoretical framework to characterize and quantify the structure of multivariate information sharing. A new method ( I dep has recently been proposed by James R. G. et al. (2017 for computing a two-predictor partial information decomposition over discrete spaces. A lattice of maximum entropy probability models is constructed based on marginal dependency constraints, and the unique information that a particular predictor has about the target is defined as the minimum increase in joint predictor-target mutual information when that particular predictor-target marginal dependency is constrained. Here, we apply the I dep approach to Gaussian systems, for which the marginally constrained maximum entropy models are Gaussian graphical models. Closed form solutions for the I dep PID are derived for both univariate and multivariate Gaussian systems. Numerical and graphical illustrations are provided, together with practical and theoretical comparisons of the I dep PID with the minimum mutual information partial information decomposition ( I mmi , which was discussed by Barrett A. B. (2015. The results obtained using I dep appear to be more intuitive than those given with other methods, such as I mmi , in which the redundant and unique information components are constrained to depend only on the predictor-target marginal distributions. In particular, it is proved that the I mmi method generally produces larger estimates of redundancy and synergy than does the I dep method. In discussion of the practical examples, the PIDs are complemented by the use of tests of deviance for the comparison of Gaussian graphical models.

Graphical Models with R

CERN Document Server

Højsgaard, Søren; Lauritzen, Steffen

2012-01-01

Graphical models in their modern form have been around since the late 1970s and appear today in many areas of the sciences. Along with the ongoing developments of graphical models, a number of different graphical modeling software programs have been written over the years. In recent years many of these software developments have taken place within the R community, either in the form of new packages or by providing an R interface to existing software. This book attempts to give the reader a gentle introduction to graphical modeling using R and the main features of some of these packages. In add

A Gaussian mixture copula model based localized Gaussian process regression approach for long-term wind speed prediction

International Nuclear Information System (INIS)

Yu, Jie; Chen, Kuilin; Mori, Junichi; Rashid, Mudassir M.

2013-01-01

Optimizing wind power generation and controlling the operation of wind turbines to efficiently harness the renewable wind energy is a challenging task due to the intermittency and unpredictable nature of wind speed, which has significant influence on wind power production. A new approach for long-term wind speed forecasting is developed in this study by integrating GMCM (Gaussian mixture copula model) and localized GPR (Gaussian process regression). The time series of wind speed is first classified into multiple non-Gaussian components through the Gaussian mixture copula model and then Bayesian inference strategy is employed to incorporate the various non-Gaussian components using the posterior probabilities. Further, the localized Gaussian process regression models corresponding to different non-Gaussian components are built to characterize the stochastic uncertainty and non-stationary seasonality of the wind speed data. The various localized GPR models are integrated through the posterior probabilities as the weightings so that a global predictive model is developed for the prediction of wind speed. The proposed GMCM–GPR approach is demonstrated using wind speed data from various wind farm locations and compared against the GMCM-based ARIMA (auto-regressive integrated moving average) and SVR (support vector regression) methods. In contrast to GMCM–ARIMA and GMCM–SVR methods, the proposed GMCM–GPR model is able to well characterize the multi-seasonality and uncertainty of wind speed series for accurate long-term prediction. - Highlights: • A novel predictive modeling method is proposed for long-term wind speed forecasting. • Gaussian mixture copula model is estimated to characterize the multi-seasonality. • Localized Gaussian process regression models can deal with the random uncertainty. • Multiple GPR models are integrated through Bayesian inference strategy. • The proposed approach shows higher prediction accuracy and reliability

Gaussian covariance graph models accounting for correlated marker effects in genome-wide prediction.

Science.gov (United States)

Martínez, C A; Khare, K; Rahman, S; Elzo, M A

2017-10-01

Several statistical models used in genome-wide prediction assume uncorrelated marker allele substitution effects, but it is known that these effects may be correlated. In statistics, graphical models have been identified as a useful tool for covariance estimation in high-dimensional problems and it is an area that has recently experienced a great expansion. In Gaussian covariance graph models (GCovGM), the joint distribution of a set of random variables is assumed to be Gaussian and the pattern of zeros of the covariance matrix is encoded in terms of an undirected graph G. In this study, methods adapting the theory of GCovGM to genome-wide prediction were developed (Bayes GCov, Bayes GCov-KR and Bayes GCov-H). In simulated data sets, improvements in correlation between phenotypes and predicted breeding values and accuracies of predicted breeding values were found. Our models account for correlation of marker effects and permit to accommodate general structures as opposed to models proposed in previous studies, which consider spatial correlation only. In addition, they allow incorporation of biological information in the prediction process through its use when constructing graph G, and their extension to the multi-allelic loci case is straightforward. © 2017 Blackwell Verlag GmbH.

The joint graphical lasso for inverse covariance estimation across multiple classes.

Science.gov (United States)

Danaher, Patrick; Wang, Pei; Witten, Daniela M

2014-03-01

We consider the problem of estimating multiple related Gaussian graphical models from a high-dimensional data set with observations belonging to distinct classes. We propose the joint graphical lasso , which borrows strength across the classes in order to estimate multiple graphical models that share certain characteristics, such as the locations or weights of nonzero edges. Our approach is based upon maximizing a penalized log likelihood. We employ generalized fused lasso or group lasso penalties, and implement a fast ADMM algorithm to solve the corresponding convex optimization problems. The performance of the proposed method is illustrated through simulated and real data examples.

Functional Dual Adaptive Control with Recursive Gaussian Process Model

International Nuclear Information System (INIS)

Prüher, Jakub; Král, Ladislav

2015-01-01

The paper deals with dual adaptive control problem, where the functional uncertainties in the system description are modelled by a non-parametric Gaussian process regression model. Current approaches to adaptive control based on Gaussian process models are severely limited in their practical applicability, because the model is re-adjusted using all the currently available data, which keeps growing with every time step. We propose the use of recursive Gaussian process regression algorithm for significant reduction in computational requirements, thus bringing the Gaussian process-based adaptive controllers closer to their practical applicability. In this work, we design a bi-criterial dual controller based on recursive Gaussian process model for discrete-time stochastic dynamic systems given in an affine-in-control form. Using Monte Carlo simulations, we show that the proposed controller achieves comparable performance with the full Gaussian process-based controller in terms of control quality while keeping the computational demands bounded. (paper)

Gaussian Mixture Model of Heart Rate Variability

Science.gov (United States)

Costa, Tommaso; Boccignone, Giuseppe; Ferraro, Mario

2012-01-01

Heart rate variability (HRV) is an important measure of sympathetic and parasympathetic functions of the autonomic nervous system and a key indicator of cardiovascular condition. This paper proposes a novel method to investigate HRV, namely by modelling it as a linear combination of Gaussians. Results show that three Gaussians are enough to describe the stationary statistics of heart variability and to provide a straightforward interpretation of the HRV power spectrum. Comparisons have been made also with synthetic data generated from different physiologically based models showing the plausibility of the Gaussian mixture parameters. PMID:22666386

Graphical models for genetic analyses

DEFF Research Database (Denmark)

Lauritzen, Steffen Lilholt; Sheehan, Nuala A.

2003-01-01

This paper introduces graphical models as a natural environment in which to formulate and solve problems in genetics and related areas. Particular emphasis is given to the relationships among various local computation algorithms which have been developed within the hitherto mostly separate areas...... of graphical models and genetics. The potential of graphical models is explored and illustrated through a number of example applications where the genetic element is substantial or dominating....

Inferring transcriptional gene regulation network of starch metabolism in Arabidopsis thaliana leaves using graphical Gaussian model

Directory of Open Access Journals (Sweden)

Ingkasuwan Papapit

2012-08-01

Full Text Available Abstract Background Starch serves as a temporal storage of carbohydrates in plant leaves during day/night cycles. To study transcriptional regulatory modules of this dynamic metabolic process, we conducted gene regulation network analysis based on small-sample inference of graphical Gaussian model (GGM. Results Time-series significant analysis was applied for Arabidopsis leaf transcriptome data to obtain a set of genes that are highly regulated under a diurnal cycle. A total of 1,480 diurnally regulated genes included 21 starch metabolic enzymes, 6 clock-associated genes, and 106 transcription factors (TF. A starch-clock-TF gene regulation network comprising 117 nodes and 266 edges was constructed by GGM from these 133 significant genes that are potentially related to the diurnal control of starch metabolism. From this network, we found that β-amylase 3 (b-amy3: At4g17090, which participates in starch degradation in chloroplast, is the most frequently connected gene (a hub gene. The robustness of gene-to-gene regulatory network was further analyzed by TF binding site prediction and by evaluating global co-expression of TFs and target starch metabolic enzymes. As a result, two TFs, indeterminate domain 5 (AtIDD5: At2g02070 and constans-like (COL: At2g21320, were identified as positive regulators of starch synthase 4 (SS4: At4g18240. The inference model of AtIDD5-dependent positive regulation of SS4 gene expression was experimentally supported by decreased SS4 mRNA accumulation in Atidd5 mutant plants during the light period of both short and long day conditions. COL was also shown to positively control SS4 mRNA accumulation. Furthermore, the knockout of AtIDD5 and COL led to deformation of chloroplast and its contained starch granules. This deformity also affected the number of starch granules per chloroplast, which increased significantly in both knockout mutant lines. Conclusions In this study, we utilized a systematic approach of microarray

Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

Science.gov (United States)

Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi

2015-02-01

We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically most familiar, and hence that these are natural components with which to work. For the marginal distribution, we use a nonparametric Bayesian prior distribution along with a cdf-inverse cdf transformation to obtain large support. For the internal dynamics, we rely on the traditionally successful techniques of normal-theory time series. Coupling the two components gives us a family of (Gaussian) copula transformed autoregressive models. The models provide coherent adjustments of time scales and are compatible with many extensions, including changes in volatility of the series. We describe basic properties of the models, show their ability to recover non-Gaussian marginal distributions, and use a GARCH modification of the basic model to analyze stock index return series. The models are found to provide better fit and improved short-range and long-range predictions than Gaussian competitors. The models are extensible to a large variety of fields, including continuous time models, spatial models, models for multiple series, models driven by external covariate streams, and non-stationary models.

Fitting the Fractional Polynomial Model to Non-Gaussian Longitudinal Data

Directory of Open Access Journals (Sweden)

Ji Hoon Ryoo

2017-08-01

Full Text Available As in cross sectional studies, longitudinal studies involve non-Gaussian data such as binomial, Poisson, gamma, and inverse-Gaussian distributions, and multivariate exponential families. A number of statistical tools have thus been developed to deal with non-Gaussian longitudinal data, including analytic techniques to estimate parameters in both fixed and random effects models. However, as yet growth modeling with non-Gaussian data is somewhat limited when considering the transformed expectation of the response via a linear predictor as a functional form of explanatory variables. In this study, we introduce a fractional polynomial model (FPM that can be applied to model non-linear growth with non-Gaussian longitudinal data and demonstrate its use by fitting two empirical binary and count data models. The results clearly show the efficiency and flexibility of the FPM for such applications.

Diffusion weighted imaging in patients with rectal cancer: Comparison between Gaussian and non-Gaussian models.

Directory of Open Access Journals (Sweden)

Georgios C Manikis

Full Text Available The purpose of this study was to compare the performance of four diffusion models, including mono and bi-exponential both Gaussian and non-Gaussian models, in diffusion weighted imaging of rectal cancer.Nineteen patients with rectal adenocarcinoma underwent MRI examination of the rectum before chemoradiation therapy including a 7 b-value diffusion sequence (0, 25, 50, 100, 500, 1000 and 2000 s/mm2 at a 1.5T scanner. Four different diffusion models including mono- and bi-exponential Gaussian (MG and BG and non-Gaussian (MNG and BNG were applied on whole tumor volumes of interest. Two different statistical criteria were recruited to assess their fitting performance, including the adjusted-R2 and Root Mean Square Error (RMSE. To decide which model better characterizes rectal cancer, model selection was relied on Akaike Information Criteria (AIC and F-ratio.All candidate models achieved a good fitting performance with the two most complex models, the BG and the BNG, exhibiting the best fitting performance. However, both criteria for model selection indicated that the MG model performed better than any other model. In particular, using AIC Weights and F-ratio, the pixel-based analysis demonstrated that tumor areas better described by the simplest MG model in an average area of 53% and 33%, respectively. Non-Gaussian behavior was illustrated in an average area of 37% according to the F-ratio, and 7% using AIC Weights. However, the distributions of the pixels best fitted by each of the four models suggest that MG failed to perform better than any other model in all patients, and the overall tumor area.No single diffusion model evaluated herein could accurately describe rectal tumours. These findings probably can be explained on the basis of increased tumour heterogeneity, where areas with high vascularity could be fitted better with bi-exponential models, and areas with necrosis would mostly follow mono-exponential behavior.

Extended Linear Models with Gaussian Priors

DEFF Research Database (Denmark)

Quinonero, Joaquin

2002-01-01

In extended linear models the input space is projected onto a feature space by means of an arbitrary non-linear transformation. A linear model is then applied to the feature space to construct the model output. The dimension of the feature space can be very large, or even infinite, giving the model...... a very big flexibility. Support Vector Machines (SVM's) and Gaussian processes are two examples of such models. In this technical report I present a model in which the dimension of the feature space remains finite, and where a Bayesian approach is used to train the model with Gaussian priors...... on the parameters. The Relevance Vector Machine, introduced by Tipping, is a particular case of such a model. I give the detailed derivations of the expectation-maximisation (EM) algorithm used in the training. These derivations are not found in the literature, and might be helpful for newcomers....

Graphical modelling software in R - status

DEFF Research Database (Denmark)

Detlefsen, Claus; Højsgaard, Søren; Lauritzen, Steffen L

2007-01-01

Graphical models in their modern form have been around for nearly a quarter of a century.  Various computer programs for inference in graphical models have been developed over that period. Some examples of free software programs are BUGS (Thomas 1994), CoCo (Badsberg2001), Digram (Klein, Keiding......, and Kreiner 1995), MIM (Edwards  2000), and Tetrad (Glymour, Scheines, Spirtes, and Kelley 1987). The gR initiative (Lauritzen 2002) aims at making graphical models available in R (R Development Core Team 2006). A small grant from the Danish Science Foundation supported this initiative. We will summarize...... the results of the initiative so far. Specifically we will illustrate some of the R packages for graphical modelling currently on CRAN and discuss their strengths and weaknesses....

Modeling text with generalizable Gaussian mixtures

DEFF Research Database (Denmark)

Hansen, Lars Kai; Sigurdsson, Sigurdur; Kolenda, Thomas

2000-01-01

We apply and discuss generalizable Gaussian mixture (GGM) models for text mining. The model automatically adapts model complexity for a given text representation. We show that the generalizability of these models depends on the dimensionality of the representation and the sample size. We discuss...

Exploratory graphical models of functional and structural connectivity patterns for Alzheimer's Disease diagnosis

Directory of Open Access Journals (Sweden)

Andres eOrtiz

2015-11-01

Full Text Available Alzheimer’s Disease (AD is the most common neurodegenerative disease in elderly people. Itsdevelopment has been shown to be closely related to changes in the brain connectivity networkand in the brain activation patterns along with structural changes caused by the neurodegenerativeprocess.Methods to infer dependence between brain regions are usually derived from the analysis ofcovariance between activation levels in the different areas. However, these covariance-basedmethods are not able to estimate conditional independence between variables to factor out theinfluence of other regions. Conversely, models based on the inverse covariance, or precisionmatrix, such as Sparse Gaussian Graphical Models allow revealing conditional independencebetween regions by estimating the covariance between two variables given the rest as constant.This paper uses Sparse Inverse Covariance Estimation (SICE methods to learn undirectedgraphs in order to derive functional and structural connectivity patterns from Fludeoxyglucose(18F-FDG Position Emission Tomography (PET data and segmented Magnetic Resonanceimages (MRI, drawn from the ADNI database, for Control, MCI (Mild Cognitive ImpairmentSubjects and AD subjects. Sparse computation fits perfectly here as brain regions usually onlyinteract with a few other areas.The models clearly show different metabolic covariation patters between subject groups, revealingthe loss of strong connections in AD and MCI subjects when compared to Controls. Similarly,the variance between GM (Grey Matter densities of different regions reveals different structuralcovariation patterns between the different groups. Thus, the different connectivity patterns forcontrols and AD are used in this paper to select regions of interest in PET and GM images withdiscriminative power for early AD diagnosis. Finally, functional an structural models are combinedto leverage the classification accuracy.The results obtained in this work show the usefulness

A note on moving average models for Gaussian random fields

DEFF Research Database (Denmark)

Hansen, Linda Vadgård; Thorarinsdottir, Thordis L.

The class of moving average models offers a flexible modeling framework for Gaussian random fields with many well known models such as the Matérn covariance family and the Gaussian covariance falling under this framework. Moving average models may also be viewed as a kernel smoothing of a Lévy...... basis, a general modeling framework which includes several types of non-Gaussian models. We propose a new one-parameter spatial correlation model which arises from a power kernel and show that the associated Hausdorff dimension of the sample paths can take any value between 2 and 3. As a result...

Model selection for Gaussian kernel PCA denoising

DEFF Research Database (Denmark)

Jørgensen, Kasper Winther; Hansen, Lars Kai

2012-01-01

We propose kernel Parallel Analysis (kPA) for automatic kernel scale and model order selection in Gaussian kernel PCA. Parallel Analysis [1] is based on a permutation test for covariance and has previously been applied for model order selection in linear PCA, we here augment the procedure to also...... tune the Gaussian kernel scale of radial basis function based kernel PCA.We evaluate kPA for denoising of simulated data and the US Postal data set of handwritten digits. We find that kPA outperforms other heuristics to choose the model order and kernel scale in terms of signal-to-noise ratio (SNR...

Revisiting non-Gaussianity from non-attractor inflation models

Science.gov (United States)

Cai, Yi-Fu; Chen, Xingang; Namjoo, Mohammad Hossein; Sasaki, Misao; Wang, Dong-Gang; Wang, Ziwei

2018-05-01

Non-attractor inflation is known as the only single field inflationary scenario that can violate non-Gaussianity consistency relation with the Bunch-Davies vacuum state and generate large local non-Gaussianity. However, it is also known that the non-attractor inflation by itself is incomplete and should be followed by a phase of slow-roll attractor. Moreover, there is a transition process between these two phases. In the past literature, this transition was approximated as instant and the evolution of non-Gaussianity in this phase was not fully studied. In this paper, we follow the detailed evolution of the non-Gaussianity through the transition phase into the slow-roll attractor phase, considering different types of transition. We find that the transition process has important effect on the size of the local non-Gaussianity. We first compute the net contribution of the non-Gaussianities at the end of inflation in canonical non-attractor models. If the curvature perturbations keep evolving during the transition—such as in the case of smooth transition or some sharp transition scenarios—the Script O(1) local non-Gaussianity generated in the non-attractor phase can be completely erased by the subsequent evolution, although the consistency relation remains violated. In extremal cases of sharp transition where the super-horizon modes freeze immediately right after the end of the non-attractor phase, the original non-attractor result can be recovered. We also study models with non-canonical kinetic terms, and find that the transition can typically contribute a suppression factor in the squeezed bispectrum, but the final local non-Gaussianity can still be made parametrically large.

COGNITIVE COMPUTER GRAPHICS AS A MEANS OF "SOFT" MODELING IN PROBLEMS OF RESTORATION OF FUNCTIONS OF TWO VARIABLES

Directory of Open Access Journals (Sweden)

A.N. Khomchenko

2016-08-01

Full Text Available The paper considers the problem of bi-cubic interpolation on the final element of serendipity family. With cognitive-graphical analysis the rigid model of Ergatoudis, Irons and Zenkevich (1968 compared with alternative models, obtained by the methods: direct geometric design, a weighted averaging of the basis polynomials, systematic generation of bases (advanced Taylor procedure. The emphasis is placed on the phenomenon of "gravitational repulsion" (Zenkevich paradox. The causes of rising of inadequate physical spectra nodal loads on serendipity elements of higher orders are investigated. Soft modeling allows us to build a lot of serendipity elements of bicubic interpolation, and you do not even need to know the exact form of the rigid model. The different interpretations of integral characteristics of the basis polynomials: geometrical, physical, probability are offered. Under the soft model in the theory of interpolation of function of two variables implies the model amenable to change through the choice of basis. Such changes in the family of Lagrangian finite elements of higher orders are excluded (hard simulation. Standard models of serendipity family (Zenkevich were also tough. It was found that the "responsibility" for the rigidity of serendipity model rests on ruled surfaces (zero Gaussian curvature - conoids that predominate in the base set. Cognitive portraits zero lines of standard serendipity surfaces suggested that in order to "mitigate" of serendipity pattern conoid should better be replaced by surfaces of alternating Gaussian curvature. The article shows the alternative (soft bases of serendipity models. The work is devoted to solving scientific and technological problems aimed at the creation, dissemination and use of cognitive computer graphics in teaching and learning. The results are of interest to students of specialties: "Computer Science and Information Technologies", "System Analysis", "Software Engineering", as well as

Mastering probabilistic graphical models using Python

CERN Document Server

Ankan, Ankur

2015-01-01

If you are a researcher or a machine learning enthusiast, or are working in the data science field and have a basic idea of Bayesian learning or probabilistic graphical models, this book will help you to understand the details of graphical models and use them in your data science problems.

Linear velocity fields in non-Gaussian models for large-scale structure

Science.gov (United States)

Scherrer, Robert J.

1992-01-01

Linear velocity fields in two types of physically motivated non-Gaussian models are examined for large-scale structure: seed models, in which the density field is a convolution of a density profile with a distribution of points, and local non-Gaussian fields, derived from a local nonlinear transformation on a Gaussian field. The distribution of a single component of the velocity is derived for seed models with randomly distributed seeds, and these results are applied to the seeded hot dark matter model and the global texture model with cold dark matter. An expression for the distribution of a single component of the velocity in arbitrary local non-Gaussian models is given, and these results are applied to such fields with chi-squared and lognormal distributions. It is shown that all seed models with randomly distributed seeds and all local non-Guassian models have single-component velocity distributions with positive kurtosis.

Graphical interpretation of numerical model results

International Nuclear Information System (INIS)

Drewes, D.R.

1979-01-01

Computer software has been developed to produce high quality graphical displays of data from a numerical grid model. The code uses an existing graphical display package (DISSPLA) and overcomes some of the problems of both line-printer output and traditional graphics. The software has been designed to be flexible enough to handle arbitrarily placed computation grids and a variety of display requirements

Comparison of non-Gaussian and Gaussian diffusion models of diffusion weighted imaging of rectal cancer at 3.0 T MRI.

Science.gov (United States)

Zhang, Guangwen; Wang, Shuangshuang; Wen, Didi; Zhang, Jing; Wei, Xiaocheng; Ma, Wanling; Zhao, Weiwei; Wang, Mian; Wu, Guosheng; Zhang, Jinsong

2016-12-09

Water molecular diffusion in vivo tissue is much more complicated. We aimed to compare non-Gaussian diffusion models of diffusion-weighted imaging (DWI) including intra-voxel incoherent motion (IVIM), stretched-exponential model (SEM) and Gaussian diffusion model at 3.0 T MRI in patients with rectal cancer, and to determine the optimal model for investigating the water diffusion properties and characterization of rectal carcinoma. Fifty-nine consecutive patients with pathologically confirmed rectal adenocarcinoma underwent DWI with 16 b-values at a 3.0 T MRI system. DWI signals were fitted to the mono-exponential and non-Gaussian diffusion models (IVIM-mono, IVIM-bi and SEM) on primary tumor and adjacent normal rectal tissue. Parameters of standard apparent diffusion coefficient (ADC), slow- and fast-ADC, fraction of fast ADC (f), α value and distributed diffusion coefficient (DDC) were generated and compared between the tumor and normal tissues. The SEM exhibited the best fitting results of actual DWI signal in rectal cancer and the normal rectal wall (R 2  = 0.998, 0.999 respectively). The DDC achieved relatively high area under the curve (AUC = 0.980) in differentiating tumor from normal rectal wall. Non-Gaussian diffusion models could assess tissue properties more accurately than the ADC derived Gaussian diffusion model. SEM may be used as a potential optimal model for characterization of rectal cancer.

Non-gaussian turbulence

Energy Technology Data Exchange (ETDEWEB)

Hoejstrup, J [NEG Micon Project Development A/S, Randers (Denmark); Hansen, K S [Denmarks Technical Univ., Dept. of Energy Engineering, Lyngby (Denmark); Pedersen, B J [VESTAS Wind Systems A/S, Lem (Denmark); Nielsen, M [Risoe National Lab., Wind Energy and Atmospheric Physics, Roskilde (Denmark)

1999-03-01

The pdf`s of atmospheric turbulence have somewhat wider tails than a Gaussian, especially regarding accelerations, whereas velocities are close to Gaussian. This behaviour is being investigated using data from a large WEB-database in order to quantify the amount of non-Gaussianity. Models for non-Gaussian turbulence have been developed, by which artificial turbulence can be generated with specified distributions, spectra and cross-correlations. The artificial time series will then be used in load models and the resulting loads in the Gaussian and the non-Gaussian cases will be compared. (au)

GaussianCpG: a Gaussian model for detection of CpG island in human genome sequences.

Science.gov (United States)

Yu, Ning; Guo, Xuan; Zelikovsky, Alexander; Pan, Yi

2017-05-24

As crucial markers in identifying biological elements and processes in mammalian genomes, CpG islands (CGI) play important roles in DNA methylation, gene regulation, epigenetic inheritance, gene mutation, chromosome inactivation and nuclesome retention. The generally accepted criteria of CGI rely on: (a) %G+C content is ≥ 50%, (b) the ratio of the observed CpG content and the expected CpG content is ≥ 0.6, and (c) the general length of CGI is greater than 200 nucleotides. Most existing computational methods for the prediction of CpG island are programmed on these rules. However, many experimentally verified CpG islands deviate from these artificial criteria. Experiments indicate that in many cases %G+C is human genome. We analyze the energy distribution over genomic primary structure for each CpG site and adopt the parameters from statistics of Human genome. The evaluation results show that the new model can predict CpG islands efficiently by balancing both sensitivity and specificity over known human CGI data sets. Compared with other models, GaussianCpG can achieve better performance in CGI detection. Our Gaussian model aims to simplify the complex interaction between nucleotides. The model is computed not by the linear statistical method but by the Gaussian energy distribution and accumulation. The parameters of Gaussian function are not arbitrarily designated but deliberately chosen by optimizing the biological statistics. By using the pseudopotential analysis on CpG islands, the novel model is validated on both the real and artificial data sets.

Application Of Shared Gamma And Inverse-Gaussian Frailty Models ...

African Journals Online (AJOL)

Shared Gamma and Inverse-Gaussian Frailty models are used to analyze the survival times of patients who are clustered according to cancer/tumor types under Parametric Proportional Hazard framework. The result of the ... However, no evidence is strong enough for preference of either Gamma or Inverse Gaussian Frailty.

Probabilistic wind power forecasting with online model selection and warped gaussian process

International Nuclear Information System (INIS)

Kou, Peng; Liang, Deliang; Gao, Feng; Gao, Lin

2014-01-01

Highlights: • A new online ensemble model for the probabilistic wind power forecasting. • Quantifying the non-Gaussian uncertainties in wind power. • Online model selection that tracks the time-varying characteristic of wind generation. • Dynamically altering the input features. • Recursive update of base models. - Abstract: Based on the online model selection and the warped Gaussian process (WGP), this paper presents an ensemble model for the probabilistic wind power forecasting. This model provides the non-Gaussian predictive distributions, which quantify the non-Gaussian uncertainties associated with wind power. In order to follow the time-varying characteristics of wind generation, multiple time dependent base forecasting models and an online model selection strategy are established, thus adaptively selecting the most probable base model for each prediction. WGP is employed as the base model, which handles the non-Gaussian uncertainties in wind power series. Furthermore, a regime switch strategy is designed to modify the input feature set dynamically, thereby enhancing the adaptiveness of the model. In an online learning framework, the base models should also be time adaptive. To achieve this, a recursive algorithm is introduced, thus permitting the online updating of WGP base models. The proposed model has been tested on the actual data collected from both single and aggregated wind farms

State of the art atmospheric dispersion modelling. Should the Gaussian plume model still be used?

Energy Technology Data Exchange (ETDEWEB)

Richter, Cornelia [Gesellschaft fuer Anlagen- und Reaktorsicherheit (GRS) gGmbH, Koeln (Germany)

2016-11-15

For regulatory purposes with respect to licensing and supervision of airborne releases of nuclear installations, the Gaussian plume model is still in use in Germany. However, for complex situations the Gaussian plume model is to be replaced by a Lagrangian particle model. Now the new EU basic safety standards for protection against the dangers arising from exposure to ionising radiation (EU BSS) [1] asks for a realistic assessment of doses to the members of the public from authorised practices. This call for a realistic assessment raises the question whether dispersion modelling with the Gaussian plume model is an adequate approach anymore or whether the use of more complex models is mandatory.

Simulation of ultrasonic surface waves with multi-Gaussian and point source beam models

International Nuclear Information System (INIS)

Zhao, Xinyu; Schmerr, Lester W. Jr.; Li, Xiongbing; Sedov, Alexander

2014-01-01

In the past decade, multi-Gaussian beam models have been developed to solve many complicated bulk wave propagation problems. However, to date those models have not been extended to simulate the generation of Rayleigh waves. Here we will combine Gaussian beams with an explicit high frequency expression for the Rayleigh wave Green function to produce a three-dimensional multi-Gaussian beam model for the fields radiated from an angle beam transducer mounted on a solid wedge. Simulation results obtained with this model are compared to those of a point source model. It is shown that the multi-Gaussian surface wave beam model agrees well with the point source model while being computationally much more efficient

An approximate fractional Gaussian noise model with computational cost

KAUST Repository

Sørbye, Sigrunn H.

2017-09-18

Fractional Gaussian noise (fGn) is a stationary time series model with long memory properties applied in various fields like econometrics, hydrology and climatology. The computational cost in fitting an fGn model of length $n$ using a likelihood-based approach is ${\\\\mathcal O}(n^{2})$, exploiting the Toeplitz structure of the covariance matrix. In most realistic cases, we do not observe the fGn process directly but only through indirect Gaussian observations, so the Toeplitz structure is easily lost and the computational cost increases to ${\\\\mathcal O}(n^{3})$. This paper presents an approximate fGn model of ${\\\\mathcal O}(n)$ computational cost, both with direct or indirect Gaussian observations, with or without conditioning. This is achieved by approximating fGn with a weighted sum of independent first-order autoregressive processes, fitting the parameters of the approximation to match the autocorrelation function of the fGn model. The resulting approximation is stationary despite being Markov and gives a remarkably accurate fit using only four components. The performance of the approximate fGn model is demonstrated in simulations and two real data examples.

Direct Importance Estimation with Gaussian Mixture Models

Science.gov (United States)

Yamada, Makoto; Sugiyama, Masashi

The ratio of two probability densities is called the importance and its estimation has gathered a great deal of attention these days since the importance can be used for various data processing purposes. In this paper, we propose a new importance estimation method using Gaussian mixture models (GMMs). Our method is an extention of the Kullback-Leibler importance estimation procedure (KLIEP), an importance estimation method using linear or kernel models. An advantage of GMMs is that covariance matrices can also be learned through an expectation-maximization procedure, so the proposed method — which we call the Gaussian mixture KLIEP (GM-KLIEP) — is expected to work well when the true importance function has high correlation. Through experiments, we show the validity of the proposed approach.

Graphical Model Theory for Wireless Sensor Networks

International Nuclear Information System (INIS)

Davis, William B.

2002-01-01

Information processing in sensor networks, with many small processors, demands a theory of computation that allows the minimization of processing effort, and the distribution of this effort throughout the network. Graphical model theory provides a probabilistic theory of computation that explicitly addresses complexity and decentralization for optimizing network computation. The junction tree algorithm, for decentralized inference on graphical probability models, can be instantiated in a variety of applications useful for wireless sensor networks, including: sensor validation and fusion; data compression and channel coding; expert systems, with decentralized data structures, and efficient local queries; pattern classification, and machine learning. Graphical models for these applications are sketched, and a model of dynamic sensor validation and fusion is presented in more depth, to illustrate the junction tree algorithm

Formal Analysis of Graphical Security Models

DEFF Research Database (Denmark)

Aslanyan, Zaruhi

, software components and human actors interacting with each other to form so-called socio-technical systems. The importance of socio-technical systems to modern societies requires verifying their security properties formally, while their inherent complexity makes manual analyses impracticable. Graphical...... models for security offer an unrivalled opportunity to describe socio-technical systems, for they allow to represent different aspects like human behaviour, computation and physical phenomena in an abstract yet uniform manner. Moreover, these models can be assigned a formal semantics, thereby allowing...... formal verification of their properties. Finally, their appealing graphical notations enable to communicate security concerns in an understandable way also to non-experts, often in charge of the decision making. This dissertation argues that automated techniques can be developed on graphical security...

Graphical Model Debugger Framework for Embedded Systems

DEFF Research Database (Denmark)

Zeng, Kebin

2010-01-01

Model Driven Software Development has offered a faster way to design and implement embedded real-time software by moving the design to a model level, and by transforming models to code. However, the testing of embedded systems has remained at the code level. This paper presents a Graphical Model...... Debugger Framework, providing an auxiliary avenue of analysis of system models at runtime by executing generated code and updating models synchronously, which allows embedded developers to focus on the model level. With the model debugger, embedded developers can graphically test their design model...

ModelMate - A graphical user interface for model analysis

Science.gov (United States)

Banta, Edward R.

2011-01-01

ModelMate is a graphical user interface designed to facilitate use of model-analysis programs with models. This initial version of ModelMate supports one model-analysis program, UCODE_2005, and one model software program, MODFLOW-2005. ModelMate can be used to prepare input files for UCODE_2005, run UCODE_2005, and display analysis results. A link to the GW_Chart graphing program facilitates visual interpretation of results. ModelMate includes capabilities for organizing directories used with the parallel-processing capabilities of UCODE_2005 and for maintaining files in those directories to be identical to a set of files in a master directory. ModelMate can be used on its own or in conjunction with ModelMuse, a graphical user interface for MODFLOW-2005 and PHAST.

American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution

DEFF Research Database (Denmark)

Stentoft, Lars Peter

In this paper we propose a feasible way to price American options in a model with time varying volatility and conditional skewness and leptokurtosis using GARCH processes and the Normal Inverse Gaussian distribution. We show how the risk neutral dynamics can be obtained in this model, we interpret...... properties shows that there are important option pricing differences compared to the Gaussian case as well as to the symmetric special case. A large scale empirical examination shows that our model outperforms the Gaussian case for pricing options on three large US stocks as well as a major index...

Improved Expectation Maximization Algorithm for Gaussian Mixed Model Using the Kernel Method

Directory of Open Access Journals (Sweden)

Mohd Izhan Mohd Yusoff

2013-01-01

Full Text Available Fraud activities have contributed to heavy losses suffered by telecommunication companies. In this paper, we attempt to use Gaussian mixed model, which is a probabilistic model normally used in speech recognition to identify fraud calls in the telecommunication industry. We look at several issues encountered when calculating the maximum likelihood estimates of the Gaussian mixed model using an Expectation Maximization algorithm. Firstly, we look at a mechanism for the determination of the initial number of Gaussian components and the choice of the initial values of the algorithm using the kernel method. We show via simulation that the technique improves the performance of the algorithm. Secondly, we developed a procedure for determining the order of the Gaussian mixed model using the log-likelihood function and the Akaike information criteria. Finally, for illustration, we apply the improved algorithm to real telecommunication data. The modified method will pave the way to introduce a comprehensive method for detecting fraud calls in future work.

Color Texture Segmentation by Decomposition of Gaussian Mixture Model

Czech Academy of Sciences Publication Activity Database

Grim, Jiří; Somol, Petr; Haindl, Michal; Pudil, Pavel

2006-01-01

Roč. 19, č. 4225 (2006), s. 287-296 ISSN 0302-9743. [Iberoamerican Congress on Pattern Recognition. CIARP 2006 /11./. Cancun, 14.11.2006-17.11.2006] R&D Projects: GA AV ČR 1ET400750407; GA MŠk 1M0572; GA MŠk 2C06019 EU Projects: European Commission(XE) 507752 - MUSCLE Institutional research plan: CEZ:AV0Z10750506 Keywords : texture segmentation * gaussian mixture model * EM algorithm Subject RIV: IN - Informatics, Computer Science Impact factor: 0.402, year: 2005 http://library.utia.cas.cz/separaty/historie/grim-color texture segmentation by decomposition of gaussian mixture model.pdf

Spatio-Temporal Data Analysis at Scale Using Models Based on Gaussian Processes

Energy Technology Data Exchange (ETDEWEB)

Stein, Michael [Univ. of Chicago, IL (United States)

2017-03-13

Gaussian processes are the most commonly used statistical model for spatial and spatio-temporal processes that vary continuously. They are broadly applicable in the physical sciences and engineering and are also frequently used to approximate the output of complex computer models, deterministic or stochastic. We undertook research related to theory, computation, and applications of Gaussian processes as well as some work on estimating extremes of distributions for which a Gaussian process assumption might be inappropriate. Our theoretical contributions include the development of new classes of spatial-temporal covariance functions with desirable properties and new results showing that certain covariance models lead to predictions with undesirable properties. To understand how Gaussian process models behave when applied to deterministic computer models, we derived what we believe to be the first significant results on the large sample properties of estimators of parameters of Gaussian processes when the actual process is a simple deterministic function. Finally, we investigated some theoretical issues related to maxima of observations with varying upper bounds and found that, depending on the circumstances, standard large sample results for maxima may or may not hold. Our computational innovations include methods for analyzing large spatial datasets when observations fall on a partially observed grid and methods for estimating parameters of a Gaussian process model from observations taken by a polar-orbiting satellite. In our application of Gaussian process models to deterministic computer experiments, we carried out some matrix computations that would have been infeasible using even extended precision arithmetic by focusing on special cases in which all elements of the matrices under study are rational and using exact arithmetic. The applications we studied include total column ozone as measured from a polar-orbiting satellite, sea surface temperatures over the

A comparison of the Gaussian Plume models of Pasquill and Smith

International Nuclear Information System (INIS)

Barker, C.D.

1978-03-01

The Gaussian Plume models of Pasquill and Smith are compared over the full range of atmospheric stability for both short and continuous releases of material. For low level releases the two models compare well (to within a factor of approximately 2) except for very unstable conditions. The agreement between the two models for high level sources is not so good. It is concluded that the two Gaussian models are cheap and simple to use, but may require experimental verification in specific applications. (author)

Markov chain Monte Carlo methods in directed graphical models

DEFF Research Database (Denmark)

Højbjerre, Malene

Directed graphical models present data possessing a complex dependence structure, and MCMC methods are computer-intensive simulation techniques to approximate high-dimensional intractable integrals, which emerge in such models with incomplete data. MCMC computations in directed graphical models h...

Building probabilistic graphical models with Python

CERN Document Server

Karkera, Kiran R

2014-01-01

This is a short, practical guide that allows data scientists to understand the concepts of Graphical models and enables them to try them out using small Python code snippets, without being too mathematically complicated. If you are a data scientist who knows about machine learning and want to enhance your knowledge of graphical models, such as Bayes network, in order to use them to solve real-world problems using Python libraries, this book is for you. This book is intended for those who have some Python and machine learning experience, or are exploring the machine learning field.

Variable Selection for Nonparametric Gaussian Process Priors: Models and Computational Strategies.

Science.gov (United States)

Savitsky, Terrance; Vannucci, Marina; Sha, Naijun

2011-02-01

This paper presents a unified treatment of Gaussian process models that extends to data from the exponential dispersion family and to survival data. Our specific interest is in the analysis of data sets with predictors that have an a priori unknown form of possibly nonlinear associations to the response. The modeling approach we describe incorporates Gaussian processes in a generalized linear model framework to obtain a class of nonparametric regression models where the covariance matrix depends on the predictors. We consider, in particular, continuous, categorical and count responses. We also look into models that account for survival outcomes. We explore alternative covariance formulations for the Gaussian process prior and demonstrate the flexibility of the construction. Next, we focus on the important problem of selecting variables from the set of possible predictors and describe a general framework that employs mixture priors. We compare alternative MCMC strategies for posterior inference and achieve a computationally efficient and practical approach. We demonstrate performances on simulated and benchmark data sets.

Perturbative corrections for approximate inference in gaussian latent variable models

DEFF Research Database (Denmark)

Opper, Manfred; Paquet, Ulrich; Winther, Ole

2013-01-01

Expectation Propagation (EP) provides a framework for approximate inference. When the model under consideration is over a latent Gaussian field, with the approximation being Gaussian, we show how these approximations can systematically be corrected. A perturbative expansion is made of the exact b...... illustrate on tree-structured Ising model approximations. Furthermore, they provide a polynomial-time assessment of the approximation error. We also provide both theoretical and practical insights on the exactness of the EP solution. © 2013 Manfred Opper, Ulrich Paquet and Ole Winther....

Supervised Gaussian mixture model based remote sensing image ...

African Journals Online (AJOL)

Using the supervised classification technique, both simulated and empirical satellite remote sensing data are used to train and test the Gaussian mixture model algorithm. For the purpose of validating the experiment, the resulting classified satellite image is compared with the ground truth data. For the simulated modelling, ...

Rao-Blackwellization for Adaptive Gaussian Sum Nonlinear Model Propagation

Science.gov (United States)

Semper, Sean R.; Crassidis, John L.; George, Jemin; Mukherjee, Siddharth; Singla, Puneet

2015-01-01

When dealing with imperfect data and general models of dynamic systems, the best estimate is always sought in the presence of uncertainty or unknown parameters. In many cases, as the first attempt, the Extended Kalman filter (EKF) provides sufficient solutions to handling issues arising from nonlinear and non-Gaussian estimation problems. But these issues may lead unacceptable performance and even divergence. In order to accurately capture the nonlinearities of most real-world dynamic systems, advanced filtering methods have been created to reduce filter divergence while enhancing performance. Approaches, such as Gaussian sum filtering, grid based Bayesian methods and particle filters are well-known examples of advanced methods used to represent and recursively reproduce an approximation to the state probability density function (pdf). Some of these filtering methods were conceptually developed years before their widespread uses were realized. Advanced nonlinear filtering methods currently benefit from the computing advancements in computational speeds, memory, and parallel processing. Grid based methods, multiple-model approaches and Gaussian sum filtering are numerical solutions that take advantage of different state coordinates or multiple-model methods that reduced the amount of approximations used. Choosing an efficient grid is very difficult for multi-dimensional state spaces, and oftentimes expensive computations must be done at each point. For the original Gaussian sum filter, a weighted sum of Gaussian density functions approximates the pdf but suffers at the update step for the individual component weight selections. In order to improve upon the original Gaussian sum filter, Ref. [2] introduces a weight update approach at the filter propagation stage instead of the measurement update stage. This weight update is performed by minimizing the integral square difference between the true forecast pdf and its Gaussian sum approximation. By adaptively updating

An approximate fractional Gaussian noise model with computational cost

KAUST Repository

Sø rbye, Sigrunn H.; Myrvoll-Nilsen, Eirik; Rue, Haavard

2017-01-01

Fractional Gaussian noise (fGn) is a stationary time series model with long memory properties applied in various fields like econometrics, hydrology and climatology. The computational cost in fitting an fGn model of length $n$ using a likelihood

The gRbase Package for Graphical Modelling in R

DEFF Research Database (Denmark)

Højsgaard, Søren; Dethlefsen, Claus

We have developed a package, called , consisting of a number of classes and associated methods to support the analysis of data using graphical models. It is developed for the open source language, R, and is available for several platforms. The package is intended to be widely extendible...... these building blocks can be combined and integrated with inference engines in the special cases of hierarchical log-linear models (undirected models). gRbase gRbase dynamicGraph...... and flexible so that package developers may implement further types of graphical models using the available methods. contains methods for representing data, specification of models using a formal language, and is linked to , an interactive graphical user interface for manipulating graphs. We show how...

Fractional Gaussian noise: Prior specification and model comparison

KAUST Repository

Sørbye, Sigrunn Holbek

2017-07-07

Fractional Gaussian noise (fGn) is a stationary stochastic process used to model antipersistent or persistent dependency structures in observed time series. Properties of the autocovariance function of fGn are characterised by the Hurst exponent (H), which, in Bayesian contexts, typically has been assigned a uniform prior on the unit interval. This paper argues why a uniform prior is unreasonable and introduces the use of a penalised complexity (PC) prior for H. The PC prior is computed to penalise divergence from the special case of white noise and is invariant to reparameterisations. An immediate advantage is that the exact same prior can be used for the autocorrelation coefficient ϕ(symbol) of a first-order autoregressive process AR(1), as this model also reflects a flexible version of white noise. Within the general setting of latent Gaussian models, this allows us to compare an fGn model component with AR(1) using Bayes factors, avoiding the confounding effects of prior choices for the two hyperparameters H and ϕ(symbol). Among others, this is useful in climate regression models where inference for underlying linear or smooth trends depends heavily on the assumed noise model.

Fractional Gaussian noise: Prior specification and model comparison

KAUST Repository

Sø rbye, Sigrunn Holbek; Rue, Haavard

2017-01-01

Fractional Gaussian noise (fGn) is a stationary stochastic process used to model antipersistent or persistent dependency structures in observed time series. Properties of the autocovariance function of fGn are characterised by the Hurst exponent (H), which, in Bayesian contexts, typically has been assigned a uniform prior on the unit interval. This paper argues why a uniform prior is unreasonable and introduces the use of a penalised complexity (PC) prior for H. The PC prior is computed to penalise divergence from the special case of white noise and is invariant to reparameterisations. An immediate advantage is that the exact same prior can be used for the autocorrelation coefficient ϕ(symbol) of a first-order autoregressive process AR(1), as this model also reflects a flexible version of white noise. Within the general setting of latent Gaussian models, this allows us to compare an fGn model component with AR(1) using Bayes factors, avoiding the confounding effects of prior choices for the two hyperparameters H and ϕ(symbol). Among others, this is useful in climate regression models where inference for underlying linear or smooth trends depends heavily on the assumed noise model.

Fast pencil beam dose calculation for proton therapy using a double-Gaussian beam model

Directory of Open Access Journals (Sweden)

Joakim eda Silva

2015-12-01

Full Text Available The highly conformal dose distributions produced by scanned proton pencil beams are more sensitive to motion and anatomical changes than those produced by conventional radiotherapy. The ability to calculate the dose in real time as it is being delivered would enable, for example, online dose monitoring, and is therefore highly desirable. We have previously described an implementation of a pencil beam algorithm running on graphics processing units (GPUs intended specifically for online dose calculation. Here we present an extension to the dose calculation engine employing a double-Gaussian beam model to better account for the low-dose halo. To the best of our knowledge, it is the first such pencil beam algorithm for proton therapy running on a GPU. We employ two different parametrizations for the halo dose, one describing the distribution of secondary particles from nuclear interactions found in the literature and one relying on directly fitting the model to Monte Carlo simulations of pencil beams in water. Despite the large width of the halo contribution, we show how in either case the second Gaussian can be included whilst prolonging the calculation of the investigated plans by no more than 16%, or the calculation of the most time-consuming energy layers by about 25%. Further, the calculation time is relatively unaffected by the parametrization used, which suggests that these results should hold also for different systems. Finally, since the implementation is based on an algorithm employed by a commercial treatment planning system, it is expected that with adequate tuning, it should be able to reproduce the halo dose from a general beam line with sufficient accuracy.

Light reflection models for computer graphics.

Science.gov (United States)

Greenberg, D P

1989-04-14

During the past 20 years, computer graphic techniques for simulating the reflection of light have progressed so that today images of photorealistic quality can be produced. Early algorithms considered direct lighting only, but global illumination phenomena with indirect lighting, surface interreflections, and shadows can now be modeled with ray tracing, radiosity, and Monte Carlo simulations. This article describes the historical development of computer graphic algorithms for light reflection and pictorially illustrates what will be commonly available in the near future.

Efficiently adapting graphical models for selectivity estimation

DEFF Research Database (Denmark)

Tzoumas, Kostas; Deshpande, Amol; Jensen, Christian S.

2013-01-01

cardinality estimation without making the independence assumption. By carefully using concepts from the field of graphical models, we are able to factor the joint probability distribution over all the attributes in the database into small, usually two-dimensional distributions, without a significant loss...... in estimation accuracy. We show how to efficiently construct such a graphical model from the database using only two-way join queries, and we show how to perform selectivity estimation in a highly efficient manner. We integrate our algorithms into the PostgreSQL DBMS. Experimental results indicate...

The complete guide to blender graphics computer modeling and animation

CERN Document Server

Blain, John M

2014-01-01

Smoothly Leads Users into the Subject of Computer Graphics through the Blender GUIBlender, the free and open source 3D computer modeling and animation program, allows users to create and animate models and figures in scenes, compile feature movies, and interact with the models and create video games. Reflecting the latest version of Blender, The Complete Guide to Blender Graphics: Computer Modeling & Animation, 2nd Edition helps beginners learn the basics of computer animation using this versatile graphics program. This edition incorporates many new features of Blender, including developments

Topology in two dimensions. IV - CDM models with non-Gaussian initial conditions

Science.gov (United States)

Coles, Peter; Moscardini, Lauro; Plionis, Manolis; Lucchin, Francesco; Matarrese, Sabino; Messina, Antonio

1993-02-01

The results of N-body simulations with both Gaussian and non-Gaussian initial conditions are used here to generate projected galaxy catalogs with the same selection criteria as the Shane-Wirtanen counts of galaxies. The Euler-Poincare characteristic is used to compare the statistical nature of the projected galaxy clustering in these simulated data sets with that of the observed galaxy catalog. All the models produce a topology dominated by a meatball shift when normalized to the known small-scale clustering properties of galaxies. Models characterized by a positive skewness of the distribution of primordial density perturbations are inconsistent with the Lick data, suggesting problems in reconciling models based on cosmic textures with observations. Gaussian CDM models fit the distribution of cell counts only if they have a rather high normalization but possess too low a coherence length compared with the Lick counts. This suggests that a CDM model with extra large scale power would probably fit the available data.

Analysis of Local Dependence and Multidimensionality in Graphical Loglinear Rasch Models

DEFF Research Database (Denmark)

Kreiner, Svend; Christensen, Karl Bang

2004-01-01

Local independence; Multidimensionality; Differential item functioning; Uniform local dependence and DIF; Graphical Rasch models; Loglinear Rasch model......Local independence; Multidimensionality; Differential item functioning; Uniform local dependence and DIF; Graphical Rasch models; Loglinear Rasch model...

Superdiffusion in a non-Markovian random walk model with a Gaussian memory profile

Science.gov (United States)

Borges, G. M.; Ferreira, A. S.; da Silva, M. A. A.; Cressoni, J. C.; Viswanathan, G. M.; Mariz, A. M.

2012-09-01

Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e.g., fractional Brownian motion, Lévy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation σt which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.

A Robust Non-Gaussian Data Assimilation Method for Highly Non-Linear Models

Directory of Open Access Journals (Sweden)

Elias D. Nino-Ruiz

2018-03-01

Full Text Available In this paper, we propose an efficient EnKF implementation for non-Gaussian data assimilation based on Gaussian Mixture Models and Markov-Chain-Monte-Carlo (MCMC methods. The proposed method works as follows: based on an ensemble of model realizations, prior errors are estimated via a Gaussian Mixture density whose parameters are approximated by means of an Expectation Maximization method. Then, by using an iterative method, observation operators are linearized about current solutions and posterior modes are estimated via a MCMC implementation. The acceptance/rejection criterion is similar to that of the Metropolis-Hastings rule. Experimental tests are performed on the Lorenz 96 model. The results show that the proposed method can decrease prior errors by several order of magnitudes in a root-mean-square-error sense for nearly sparse or dense observational networks.

Analyzing the effect of introducing a kurtosis parameter in Gaussian Bayesian networks

International Nuclear Information System (INIS)

Main, P.; Navarro, H.

2009-01-01

Gaussian Bayesian networks are graphical models that represent the dependence structure of a multivariate normal random variable with a directed acyclic graph (DAG). In Gaussian Bayesian networks the output is usually the conditional distribution of some unknown variables of interest given a set of evidential nodes whose values are known. The problem of uncertainty about the assumption of normality is very common in applications. Thus a sensitivity analysis of the non-normality effect in our conclusions could be necessary. The aspect of non-normality to be considered is the tail behavior. In this line, the multivariate exponential power distribution is a family depending on a kurtosis parameter that goes from a leptokurtic to a platykurtic distribution with the normal as a mesokurtic distribution. Therefore a more general model can be considered using the multivariate exponential power distribution to describe the joint distribution of a Bayesian network, with a kurtosis parameter reflecting deviations from the normal distribution. The sensitivity of the conclusions to this perturbation is analyzed using the Kullback-Leibler divergence measure that provides an interesting formula to evaluate the effect

Analyzing the effect of introducing a kurtosis parameter in Gaussian Bayesian networks

Energy Technology Data Exchange (ETDEWEB)

Main, P. [Dpto. Estadistica e I.O., Fac. Ciencias Matematicas, Univ. Complutense de Madrid, 28040 Madrid (Spain)], E-mail: pmain@mat.ucm.es; Navarro, H. [Dpto. de Estadistica, I.O. y Calc. Numerico, Fac. Ciencias, UNED, 28040 Madrid (Spain)

2009-05-15

Gaussian Bayesian networks are graphical models that represent the dependence structure of a multivariate normal random variable with a directed acyclic graph (DAG). In Gaussian Bayesian networks the output is usually the conditional distribution of some unknown variables of interest given a set of evidential nodes whose values are known. The problem of uncertainty about the assumption of normality is very common in applications. Thus a sensitivity analysis of the non-normality effect in our conclusions could be necessary. The aspect of non-normality to be considered is the tail behavior. In this line, the multivariate exponential power distribution is a family depending on a kurtosis parameter that goes from a leptokurtic to a platykurtic distribution with the normal as a mesokurtic distribution. Therefore a more general model can be considered using the multivariate exponential power distribution to describe the joint distribution of a Bayesian network, with a kurtosis parameter reflecting deviations from the normal distribution. The sensitivity of the conclusions to this perturbation is analyzed using the Kullback-Leibler divergence measure that provides an interesting formula to evaluate the effect.

Discrete Discriminant analysis based on tree-structured graphical models

DEFF Research Database (Denmark)

Perez de la Cruz, Gonzalo; Eslava, Guillermina

The purpose of this paper is to illustrate the potential use of discriminant analysis based on tree{structured graphical models for discrete variables. This is done by comparing its empirical performance using estimated error rates for real and simulated data. The results show that discriminant a...... analysis based on tree{structured graphical models is a simple nonlinear method competitive with, and sometimes superior to, other well{known linear methods like those assuming mutual independence between variables and linear logistic regression.......The purpose of this paper is to illustrate the potential use of discriminant analysis based on tree{structured graphical models for discrete variables. This is done by comparing its empirical performance using estimated error rates for real and simulated data. The results show that discriminant...

Contaminant dispersion prediction and source estimation with integrated Gaussian-machine learning network model for point source emission in atmosphere

International Nuclear Information System (INIS)

Ma, Denglong; Zhang, Zaoxiao

2016-01-01

Highlights: • The intelligent network models were built to predict contaminant gas concentrations. • The improved network models coupled with Gaussian dispersion model were presented. • New model has high efficiency and accuracy for concentration prediction. • New model were applied to indentify the leakage source with satisfied results. - Abstract: Gas dispersion model is important for predicting the gas concentrations when contaminant gas leakage occurs. Intelligent network models such as radial basis function (RBF), back propagation (BP) neural network and support vector machine (SVM) model can be used for gas dispersion prediction. However, the prediction results from these network models with too many inputs based on original monitoring parameters are not in good agreement with the experimental data. Then, a new series of machine learning algorithms (MLA) models combined classic Gaussian model with MLA algorithm has been presented. The prediction results from new models are improved greatly. Among these models, Gaussian-SVM model performs best and its computation time is close to that of classic Gaussian dispersion model. Finally, Gaussian-MLA models were applied to identifying the emission source parameters with the particle swarm optimization (PSO) method. The estimation performance of PSO with Gaussian-MLA is better than that with Gaussian, Lagrangian stochastic (LS) dispersion model and network models based on original monitoring parameters. Hence, the new prediction model based on Gaussian-MLA is potentially a good method to predict contaminant gas dispersion as well as a good forward model in emission source parameters identification problem.

Contaminant dispersion prediction and source estimation with integrated Gaussian-machine learning network model for point source emission in atmosphere

Energy Technology Data Exchange (ETDEWEB)

Ma, Denglong [Fuli School of Food Equipment Engineering and Science, Xi’an Jiaotong University, No.28 Xianning West Road, Xi’an 710049 (China); Zhang, Zaoxiao, E-mail: zhangzx@mail.xjtu.edu.cn [State Key Laboratory of Multiphase Flow in Power Engineering, Xi’an Jiaotong University, No.28 Xianning West Road, Xi’an 710049 (China); School of Chemical Engineering and Technology, Xi’an Jiaotong University, No.28 Xianning West Road, Xi’an 710049 (China)

2016-07-05

Highlights: • The intelligent network models were built to predict contaminant gas concentrations. • The improved network models coupled with Gaussian dispersion model were presented. • New model has high efficiency and accuracy for concentration prediction. • New model were applied to indentify the leakage source with satisfied results. - Abstract: Gas dispersion model is important for predicting the gas concentrations when contaminant gas leakage occurs. Intelligent network models such as radial basis function (RBF), back propagation (BP) neural network and support vector machine (SVM) model can be used for gas dispersion prediction. However, the prediction results from these network models with too many inputs based on original monitoring parameters are not in good agreement with the experimental data. Then, a new series of machine learning algorithms (MLA) models combined classic Gaussian model with MLA algorithm has been presented. The prediction results from new models are improved greatly. Among these models, Gaussian-SVM model performs best and its computation time is close to that of classic Gaussian dispersion model. Finally, Gaussian-MLA models were applied to identifying the emission source parameters with the particle swarm optimization (PSO) method. The estimation performance of PSO with Gaussian-MLA is better than that with Gaussian, Lagrangian stochastic (LS) dispersion model and network models based on original monitoring parameters. Hence, the new prediction model based on Gaussian-MLA is potentially a good method to predict contaminant gas dispersion as well as a good forward model in emission source parameters identification problem.

The Gaussian atmospheric transport model and its sensitivity to the joint frequency distribution and parametric variability.

Science.gov (United States)

Hamby, D M

2002-01-01

Reconstructed meteorological data are often used in some form of long-term wind trajectory models for estimating the historical impacts of atmospheric emissions. Meteorological data for the straight-line Gaussian plume model are put into a joint frequency distribution, a three-dimensional array describing atmospheric wind direction, speed, and stability. Methods using the Gaussian model and joint frequency distribution inputs provide reasonable estimates of downwind concentration and have been shown to be accurate to within a factor of four. We have used multiple joint frequency distributions and probabilistic techniques to assess the Gaussian plume model and determine concentration-estimate uncertainty and model sensitivity. We examine the straight-line Gaussian model while calculating both sector-averaged and annual-averaged relative concentrations at various downwind distances. The sector-average concentration model was found to be most sensitive to wind speed, followed by horizontal dispersion (sigmaZ), the importance of which increases as stability increases. The Gaussian model is not sensitive to stack height uncertainty. Precision of the frequency data appears to be most important to meteorological inputs when calculations are made for near-field receptors, increasing as stack height increases.

Fitting non-gaussian Models to Financial data: An Empirical Study

Directory of Open Access Journals (Sweden)

Pablo Olivares

2011-04-01

Full Text Available In this paper are presented some experiences about the modeling of financial data by three classes of models as alternative to Gaussian Linear models. Dynamic Volatility, Stable L'evy and Diffusion with Jumps models are considered. The techniques are illustrated with some examples of financial series on currency, futures and indexes.

Receiver design for SPAD-based VLC systems under Poisson-Gaussian mixed noise model.

Science.gov (United States)

Mao, Tianqi; Wang, Zhaocheng; Wang, Qi

2017-01-23

Single-photon avalanche diode (SPAD) is a promising photosensor because of its high sensitivity to optical signals in weak illuminance environment. Recently, it has drawn much attention from researchers in visible light communications (VLC). However, existing literature only deals with the simplified channel model, which only considers the effects of Poisson noise introduced by SPAD, but neglects other noise sources. Specifically, when an analog SPAD detector is applied, there exists Gaussian thermal noise generated by the transimpedance amplifier (TIA) and the digital-to-analog converter (D/A). Therefore, in this paper, we propose an SPAD-based VLC system with pulse-amplitude-modulation (PAM) under Poisson-Gaussian mixed noise model, where Gaussian-distributed thermal noise at the receiver is also investigated. The closed-form conditional likelihood of received signals is derived using the Laplace transform and the saddle-point approximation method, and the corresponding quasi-maximum-likelihood (quasi-ML) detector is proposed. Furthermore, the Poisson-Gaussian-distributed signals are converted to Gaussian variables with the aid of the generalized Anscombe transform (GAT), leading to an equivalent additive white Gaussian noise (AWGN) channel, and a hard-decision-based detector is invoked. Simulation results demonstrate that, the proposed GAT-based detector can reduce the computational complexity with marginal performance loss compared with the proposed quasi-ML detector, and both detectors are capable of accurately demodulating the SPAD-based PAM signals.

'The formula that killed Wall Street': the Gaussian copula and modelling practices in investment banking.

Science.gov (United States)

MacKenzie, Donald; Spears, Taylor

2014-06-01

Drawing on documentary sources and 114 interviews with market participants, this and a companion article discuss the development and use in finance of the Gaussian copula family of models, which are employed to estimate the probability distribution of losses on a pool of loans or bonds, and which were centrally involved in the credit crisis. This article, which explores how and why the Gaussian copula family developed in the way it did, employs the concept of 'evaluation culture', a set of practices, preferences and beliefs concerning how to determine the economic value of financial instruments that is shared by members of multiple organizations. We identify an evaluation culture, dominant within the derivatives departments of investment banks, which we call the 'culture of no-arbitrage modelling', and explore its relation to the development of Gaussian copula models. The article suggests that two themes from the science and technology studies literature on models (modelling as 'impure' bricolage, and modelling as articulating with heterogeneous objectives and constraints) help elucidate the history of Gaussian copula models in finance.

Engineering graphic modelling a workbook for design engineers

CERN Document Server

Tjalve, E; Frackmann Schmidt, F

2013-01-01

Engineering Graphic Modelling: A Practical Guide to Drawing and Design covers how engineering drawing relates to the design activity. The book describes modeled properties, such as the function, structure, form, material, dimension, and surface, as well as the coordinates, symbols, and types of projection of the drawing code. The text provides drawing techniques, such as freehand sketching, bold freehand drawing, drawing with a straightedge, a draughting machine or a plotter, and use of templates, and then describes the types of drawing. Graphic designers, design engineers, mechanical engine

Performance of monitoring networks estimated from a Gaussian plume model

International Nuclear Information System (INIS)

Seebregts, A.J.; Hienen, J.F.A.

1990-10-01

In support of the ECN study on monitoring strategies after nuclear accidents, the present report describes the analysis of the performance of a monitoring network in a square grid. This network is used to estimate the distribution of the deposition pattern after a release of radioactivity into the atmosphere. The analysis is based upon a single release, a constant wind direction and an atmospheric dispersion according to a simplified Gaussian plume model. A technique is introduced to estimate the parameters in this Gaussian model based upon measurements at specific monitoring locations and linear regression, although this model is intrinsically non-linear. With these estimated parameters and the Gaussian model the distribution of the contamination due to deposition can be estimated. To investigate the relation between the network and the accuracy of the estimates for the deposition, deposition data have been generated by the Gaussian model, including a measurement error by a Monte Carlo simulation and this procedure has been repeated for several grid sizes, dispersion conditions, number of measurements per location, and errors per single measurement. The present technique has also been applied for the mesh sizes of two networks in the Netherlands, viz. the Landelijk Meetnet Radioaciviteit (National Measurement Network on Radioactivity, mesh size approx. 35 km) and the proposed Landelijk Meetnet Nucleaire Incidenten (National Measurement Network on Nuclear Incidents, mesh size approx. 15 km). The results show accuracies of 11 and 7 percent, respectively, if monitoring locations are used more than 10 km away from the postulated accident site. These figures are based upon 3 measurements per location and a dispersion during neutral weather with a wind velocity of 4 m/s. For stable weather conditions and low wind velocities, i.e. a small plume, the calculated accuracies are at least a factor 1.5 worse.The present type of analysis makes a cost-benefit approach to the

Learning non-Gaussian Time Series using the Box-Cox Gaussian Process

OpenAIRE

Rios, Gonzalo; Tobar, Felipe

2018-01-01

Gaussian processes (GPs) are Bayesian nonparametric generative models that provide interpretability of hyperparameters, admit closed-form expressions for training and inference, and are able to accurately represent uncertainty. To model general non-Gaussian data with complex correlation structure, GPs can be paired with an expressive covariance kernel and then fed into a nonlinear transformation (or warping). However, overparametrising the kernel and the warping is known to, respectively, hin...

A Gaussian beam method for ultrasonic non-destructive evaluation modeling

Science.gov (United States)

Jacquet, O.; Leymarie, N.; Cassereau, D.

2018-05-01

The propagation of high-frequency ultrasonic body waves can be efficiently estimated with a semi-analytic Dynamic Ray Tracing approach using paraxial approximation. Although this asymptotic field estimation avoids the computational cost of numerical methods, it may encounter several limitations in reproducing identified highly interferential features. Nevertheless, some can be managed by allowing paraxial quantities to be complex-valued. This gives rise to localized solutions, known as paraxial Gaussian beams. Whereas their propagation and transmission/reflection laws are well-defined, the fact remains that the adopted complexification introduces additional initial conditions. While their choice is usually performed according to strategies specifically tailored to limited applications, a Gabor frame method has been implemented to indiscriminately initialize a reasonable number of paraxial Gaussian beams. Since this method can be applied for an usefully wide range of ultrasonic transducers, the typical case of the time-harmonic piston radiator is investigated. Compared to the commonly used Multi-Gaussian Beam model [1], a better agreement is obtained throughout the radiated field between the results of numerical integration (or analytical on-axis solution) and the resulting Gaussian beam superposition. Sparsity of the proposed solution is also discussed.

Probabilistic reasoning with graphical security models

NARCIS (Netherlands)

Kordy, Barbara; Pouly, Marc; Schweitzer, Patrick

This work provides a computational framework for meaningful probabilistic evaluation of attack–defense scenarios involving dependent actions. We combine the graphical security modeling technique of attack–defense trees with probabilistic information expressed in terms of Bayesian networks. In order

Deadlock Detection Based on Automatic Code Generation from Graphical CSP Models

NARCIS (Netherlands)

Jovanovic, D.S.; Liet, Geert K.; Broenink, Johannes F.; Karelse, F.

2004-01-01

The paper describes a way of using standard formal analysis tools for checking deadlock freedom in graphical models for CSP descriptions of concurrent systems. The models capture specification of a possible concurrent implementation of a system to be realized. Building the graphical models and

Stochastic Spectral Descent for Discrete Graphical Models

International Nuclear Information System (INIS)

Carlson, David; Hsieh, Ya-Ping; Collins, Edo; Carin, Lawrence; Cevher, Volkan

2015-01-01

Interest in deep probabilistic graphical models has in-creased in recent years, due to their state-of-the-art performance on many machine learning applications. Such models are typically trained with the stochastic gradient method, which can take a significant number of iterations to converge. Since the computational cost of gradient estimation is prohibitive even for modestly sized models, training becomes slow and practically usable models are kept small. In this paper we propose a new, largely tuning-free algorithm to address this problem. Our approach derives novel majorization bounds based on the Schatten- norm. Intriguingly, the minimizers of these bounds can be interpreted as gradient methods in a non-Euclidean space. We thus propose using a stochastic gradient method in non-Euclidean space. We both provide simple conditions under which our algorithm is guaranteed to converge, and demonstrate empirically that our algorithm leads to dramatically faster training and improved predictive ability compared to stochastic gradient descent for both directed and undirected graphical models.

XDGMM: eXtreme Deconvolution Gaussian Mixture Modeling

Science.gov (United States)

Holoien, Thomas W.-S.; Marshall, Philip J.; Wechsler, Risa H.

2017-08-01

XDGMM uses Gaussian mixtures to do density estimation of noisy, heterogenous, and incomplete data using extreme deconvolution (XD) algorithms which is compatible with the scikit-learn machine learning methods. It implements both the astroML and Bovy et al. (2011) algorithms, and extends the BaseEstimator class from scikit-learn so that cross-validation methods work. It allows the user to produce a conditioned model if values of some parameters are known.

A general graphical user interface for automatic reliability modeling

Science.gov (United States)

Liceaga, Carlos A.; Siewiorek, Daniel P.

1991-01-01

Reported here is a general Graphical User Interface (GUI) for automatic reliability modeling of Processor Memory Switch (PMS) structures using a Markov model. This GUI is based on a hierarchy of windows. One window has graphical editing capabilities for specifying the system's communication structure, hierarchy, reconfiguration capabilities, and requirements. Other windows have field texts, popup menus, and buttons for specifying parameters and selecting actions. An example application of the GUI is given.

Stochastic resonance in a piecewise nonlinear model driven by multiplicative non-Gaussian noise and additive white noise

Science.gov (United States)

Guo, Yongfeng; Shen, Yajun; Tan, Jianguo

2016-09-01

The phenomenon of stochastic resonance (SR) in a piecewise nonlinear model driven by a periodic signal and correlated noises for the cases of a multiplicative non-Gaussian noise and an additive Gaussian white noise is investigated. Applying the path integral approach, the unified colored noise approximation and the two-state model theory, the analytical expression of the signal-to-noise ratio (SNR) is derived. It is found that conventional stochastic resonance exists in this system. From numerical computations we obtain that: (i) As a function of the non-Gaussian noise intensity, the SNR is increased when the non-Gaussian noise deviation parameter q is increased. (ii) As a function of the Gaussian noise intensity, the SNR is decreased when q is increased. This demonstrates that the effect of the non-Gaussian noise on SNR is different from that of the Gaussian noise in this system. Moreover, we further discuss the effect of the correlation time of the non-Gaussian noise, cross-correlation strength, the amplitude and frequency of the periodic signal on SR.

MathModelica - An Extensible Modeling and Simulation Environment with Integrated Graphics and Literate Programming

OpenAIRE

Fritzson, Peter; Gunnarsson, Johan; Jirstrand, Mats

2002-01-01

MathModelica is an integrated interactive development environment for advanced system modeling and simulation. The environment integrates Modelica-based modeling and simulation with graphic design, advanced scripting facilities, integration of program code, test cases, graphics, documentation, mathematical type setting, and symbolic formula manipulation provided via Mathematica. The user interface consists of a graphical Model Editor and Notebooks. The Model Editor is a graphical user interfa...

Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian

Science.gov (United States)

Teneng, Dean

2013-09-01

We fit the normal inverse Gaussian(NIG) distribution to foreign exchange closing prices using the open software package R and select best models by Käärik and Umbleja (2011) proposed strategy. We observe that daily closing prices (12/04/2008 - 07/08/2012) of CHF/JPY, AUD/JPY, GBP/JPY, NZD/USD, QAR/CHF, QAR/EUR, SAR/CHF, SAR/EUR, TND/CHF and TND/EUR are excellent fits while EGP/EUR and EUR/GBP are good fits with a Kolmogorov-Smirnov test p-value of 0.062 and 0.08 respectively. It was impossible to estimate normal inverse Gaussian parameters (by maximum likelihood; computational problem) for JPY/CHF but CHF/JPY was an excellent fit. Thus, while the stochastic properties of an exchange rate can be completely modeled with a probability distribution in one direction, it may be impossible the other way around. We also demonstrate that foreign exchange closing prices can be forecasted with the normal inverse Gaussian (NIG) Lévy process, both in cases where the daily closing prices can and cannot be modeled by NIG distribution.

Application of Gaussian cubature to model two-dimensional population balances

Directory of Open Access Journals (Sweden)

Bałdyga Jerzy

2017-09-01

Full Text Available In many systems of engineering interest the moment transformation of population balance is applied. One of the methods to solve the transformed population balance equations is the quadrature method of moments. It is based on the approximation of the density function in the source term by the Gaussian quadrature so that it preserves the moments of the original distribution. In this work we propose another method to be applied to the multivariate population problem in chemical engineering, namely a Gaussian cubature (GC technique that applies linear programming for the approximation of the multivariate distribution. Examples of the application of the Gaussian cubature (GC are presented for four processes typical for chemical engineering applications. The first and second ones are devoted to crystallization modeling with direction-dependent two-dimensional and three-dimensional growth rates, the third one represents drop dispersion accompanied by mass transfer in liquid-liquid dispersions and finally the fourth case regards the aggregation and sintering of particle populations.

BDgraph: An R Package for Bayesian Structure Learning in Graphical Models

NARCIS (Netherlands)

Mohammadi, A.; Wit, E.C.

2017-01-01

Graphical models provide powerful tools to uncover complicated patterns in multivariate data and are commonly used in Bayesian statistics and machine learning. In this paper, we introduce an R package BDgraph which performs Bayesian structure learning for general undirected graphical models with

An integrated numerical model for the prediction of Gaussian and billet shapes

International Nuclear Information System (INIS)

Hattel, J.H.; Pryds, N.H.; Pedersen, T.B.

2004-01-01

Separate models for the atomisation and the deposition stages were recently integrated by the authors to form a unified model describing the entire spray-forming process. In the present paper, the focus is on describing the shape of the deposited material during the spray-forming process, obtained by this model. After a short review of the models and their coupling, the important factors which influence the resulting shape, i.e. Gaussian or billet, are addressed. The key parameters, which are utilized to predict the geometry and dimension of the deposited material, are the sticking efficiency and the shading effect for Gaussian and billet shape, respectively. From the obtained results, the effect of these parameters on the final shape is illustrated

A probabilistic graphical model based stochastic input model construction

International Nuclear Information System (INIS)

Wan, Jiang; Zabaras, Nicholas

2014-01-01

Model reduction techniques have been widely used in modeling of high-dimensional stochastic input in uncertainty quantification tasks. However, the probabilistic modeling of random variables projected into reduced-order spaces presents a number of computational challenges. Due to the curse of dimensionality, the underlying dependence relationships between these random variables are difficult to capture. In this work, a probabilistic graphical model based approach is employed to learn the dependence by running a number of conditional independence tests using observation data. Thus a probabilistic model of the joint PDF is obtained and the PDF is factorized into a set of conditional distributions based on the dependence structure of the variables. The estimation of the joint PDF from data is then transformed to estimating conditional distributions under reduced dimensions. To improve the computational efficiency, a polynomial chaos expansion is further applied to represent the random field in terms of a set of standard random variables. This technique is combined with both linear and nonlinear model reduction methods. Numerical examples are presented to demonstrate the accuracy and efficiency of the probabilistic graphical model based stochastic input models. - Highlights: • Data-driven stochastic input models without the assumption of independence of the reduced random variables. • The problem is transformed to a Bayesian network structure learning problem. • Examples are given in flows in random media

The appliance of graphics modeling in nuclear plant information system

International Nuclear Information System (INIS)

Bai Zhe; Li Guofang

2010-01-01

The nuclear plants contain a lot of sub-system, such as operation management, manufacture system, inventory system, human resource system and so forth. The standardized data graphics modeling technology can ensure the data interaction, compress the design cycle, avoid the replicated design, ensure the data integrity and consistent. The standardized data format which is on the basis of STEP standard and complied with XML is competent tool in different sub-system of nuclear plants. In order to meet this demand, a data graphics modeling standard is proposed. It is shown the relationship between systems, in system, between data by the standard. The graphic modeling effectively improves the performance between systems, designers, engineers, operations, supports department. It also provides the reliable and available data source for data mining and business intelligence. (authors)

White Gaussian Noise - Models for Engineers

Science.gov (United States)

Jondral, Friedrich K.

2018-04-01

This paper assembles some information about white Gaussian noise (WGN) and its applications. It starts from a description of thermal noise, i. e. the irregular motion of free charge carriers in electronic devices. In a second step, mathematical models of WGN processes and their most important parameters, especially autocorrelation functions and power spectrum densities, are introduced. In order to proceed from mathematical models to simulations, we discuss the generation of normally distributed random numbers. The signal-to-noise ratio as the most important quality measure used in communications, control or measurement technology is accurately introduced. As a practical application of WGN, the transmission of quadrature amplitude modulated (QAM) signals over additive WGN channels together with the optimum maximum likelihood (ML) detector is considered in a demonstrative and intuitive way.

Evaluation of Gaussian approximations for data assimilation in reservoir models

KAUST Repository

Iglesias, Marco A.

2013-07-14

The Bayesian framework is the standard approach for data assimilation in reservoir modeling. This framework involves characterizing the posterior distribution of geological parameters in terms of a given prior distribution and data from the reservoir dynamics, together with a forward model connecting the space of geological parameters to the data space. Since the posterior distribution quantifies the uncertainty in the geologic parameters of the reservoir, the characterization of the posterior is fundamental for the optimal management of reservoirs. Unfortunately, due to the large-scale highly nonlinear properties of standard reservoir models, characterizing the posterior is computationally prohibitive. Instead, more affordable ad hoc techniques, based on Gaussian approximations, are often used for characterizing the posterior distribution. Evaluating the performance of those Gaussian approximations is typically conducted by assessing their ability at reproducing the truth within the confidence interval provided by the ad hoc technique under consideration. This has the disadvantage of mixing up the approximation properties of the history matching algorithm employed with the information content of the particular observations used, making it hard to evaluate the effect of the ad hoc approximations alone. In this paper, we avoid this disadvantage by comparing the ad hoc techniques with a fully resolved state-of-the-art probing of the Bayesian posterior distribution. The ad hoc techniques whose performance we assess are based on (1) linearization around the maximum a posteriori estimate, (2) randomized maximum likelihood, and (3) ensemble Kalman filter-type methods. In order to fully resolve the posterior distribution, we implement a state-of-the art Markov chain Monte Carlo (MCMC) method that scales well with respect to the dimension of the parameter space, enabling us to study realistic forward models, in two space dimensions, at a high level of grid refinement. Our

An integrated introduction to computer graphics and geometric modeling

CERN Document Server

Goldman, Ronald

2009-01-01

… this book may be the first book on geometric modelling that also covers computer graphics. In addition, it may be the first book on computer graphics that integrates a thorough introduction to 'freedom' curves and surfaces and to the mathematical foundations for computer graphics. … the book is well suited for an undergraduate course. … The entire book is very well presented and obviously written by a distinguished and creative researcher and educator. It certainly is a textbook I would recommend. …-Computer-Aided Design, 42, 2010… Many books concentrate on computer programming and soon beco

Graphics-based nuclear facility modeling and management

International Nuclear Information System (INIS)

Rod, S.R.

1991-07-01

Nuclear waste management facilities are characterized by their complexity, many unprecedented features, and numerous competing design requirements. This paper describes the development of comprehensive descriptive databases and three-dimensional models of nuclear waste management facilities and applies the database/model to an example facility. The important features of the facility database/model are its abilities to (1) process large volumes of site data, plant data, and nuclear material inventory data in an efficient, integrated manner; (2) produce many different representations of the data to fulfill information needs as they arise; (3) create a complete three-dimensional solid model of the plant with all related information readily accessible; and (4) support complete, consistent inventory control and plant configuration control. While the substantive heart of the system is the database, graphic visualization of the data vastly improves the clarity of the information presented. Graphic representations are a convenient framework for the presentation of plant and inventory data, allowing all types of information to be readily located and presented in a manner that is easily understood. 2 refs., 5 figs., 1 tab

Parametric estimation of covariance function in Gaussian-process based Kriging models. Application to uncertainty quantification for computer experiments

International Nuclear Information System (INIS)

Bachoc, F.

2013-01-01

The parametric estimation of the covariance function of a Gaussian process is studied, in the framework of the Kriging model. Maximum Likelihood and Cross Validation estimators are considered. The correctly specified case, in which the covariance function of the Gaussian process does belong to the parametric set used for estimation, is first studied in an increasing-domain asymptotic framework. The sampling considered is a randomly perturbed multidimensional regular grid. Consistency and asymptotic normality are proved for the two estimators. It is then put into evidence that strong perturbations of the regular grid are always beneficial to Maximum Likelihood estimation. The incorrectly specified case, in which the covariance function of the Gaussian process does not belong to the parametric set used for estimation, is then studied. It is shown that Cross Validation is more robust than Maximum Likelihood in this case. Finally, two applications of the Kriging model with Gaussian processes are carried out on industrial data. For a validation problem of the friction model of the thermal-hydraulic code FLICA 4, where experimental results are available, it is shown that Gaussian process modeling of the FLICA 4 code model error enables to considerably improve its predictions. Finally, for a meta modeling problem of the GERMINAL thermal-mechanical code, the interest of the Kriging model with Gaussian processes, compared to neural network methods, is shown. (author) [fr

Tachyon mediated non-Gaussianity

International Nuclear Information System (INIS)

Dutta, Bhaskar; Leblond, Louis; Kumar, Jason

2008-01-01

We describe a general scenario where primordial non-Gaussian curvature perturbations are generated in models with extra scalar fields. The extra scalars communicate to the inflaton sector mainly through the tachyonic (waterfall) field condensing at the end of hybrid inflation. These models can yield significant non-Gaussianity of the local shape, and both signs of the bispectrum can be obtained. These models have cosmic strings and a nearly flat power spectrum, which together have been recently shown to be a good fit to WMAP data. We illustrate with a model of inflation inspired from intersecting brane models.

Speech Enhancement by MAP Spectral Amplitude Estimation Using a Super-Gaussian Speech Model

Directory of Open Access Journals (Sweden)

Lotter Thomas

2005-01-01

Full Text Available This contribution presents two spectral amplitude estimators for acoustical background noise suppression based on maximum a posteriori estimation and super-Gaussian statistical modelling of the speech DFT amplitudes. The probability density function of the speech spectral amplitude is modelled with a simple parametric function, which allows a high approximation accuracy for Laplace- or Gamma-distributed real and imaginary parts of the speech DFT coefficients. Also, the statistical model can be adapted to optimally fit the distribution of the speech spectral amplitudes for a specific noise reduction system. Based on the super-Gaussian statistical model, computationally efficient maximum a posteriori speech estimators are derived, which outperform the commonly applied Ephraim-Malah algorithm.

Type-2 fuzzy graphical models for pattern recognition

CERN Document Server

Zeng, Jia

2015-01-01

This book discusses how to combine type-2 fuzzy sets and graphical models to solve a range of real-world pattern recognition problems such as speech recognition, handwritten Chinese character recognition, topic modeling as well as human action recognition. It covers these recent developments while also providing a comprehensive introduction to the fields of type-2 fuzzy sets and graphical models. Though primarily intended for graduate students, researchers and practitioners in fuzzy logic and pattern recognition, the book can also serve as a valuable reference work for researchers without any previous knowledge of these fields. Dr. Jia Zeng is a Professor at the School of Computer Science and Technology, Soochow University, China. Dr. Zhi-Qiang Liu is a Professor at the School of Creative Media, City University of Hong Kong, China.

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.

Theoretical analysis of non-Gaussian heterogeneity effects on subsurface flow and transport

Science.gov (United States)

Riva, Monica; Guadagnini, Alberto; Neuman, Shlomo P.

2017-04-01

Much of the stochastic groundwater literature is devoted to the analysis of flow and transport in Gaussian or multi-Gaussian log hydraulic conductivity (or transmissivity) fields, Y(x)=ln\\func K(x) (x being a position vector), characterized by one or (less frequently) a multiplicity of spatial correlation scales. Yet Y and many other variables and their (spatial or temporal) increments, ΔY, are known to be generally non-Gaussian. One common manifestation of non-Gaussianity is that whereas frequency distributions of Y often exhibit mild peaks and light tails, those of increments ΔY are generally symmetric with peaks that grow sharper, and tails that become heavier, as separation scale or lag between pairs of Y values decreases. A statistical model that captures these disparate, scale-dependent distributions of Y and ΔY in a unified and consistent manner has been recently proposed by us. This new "generalized sub-Gaussian (GSG)" model has the form Y(x)=U(x)G(x) where G(x) is (generally, but not necessarily) a multiscale Gaussian random field and U(x) is a nonnegative subordinator independent of G. The purpose of this paper is to explore analytically, in an elementary manner, lead-order effects that non-Gaussian heterogeneity described by the GSG model have on the stochastic description of flow and transport. Recognizing that perturbation expansion of hydraulic conductivity K=eY diverges when Y is sub-Gaussian, we render the expansion convergent by truncating Y's domain of definition. We then demonstrate theoretically and illustrate by way of numerical examples that, as the domain of truncation expands, (a) the variance of truncated Y (denoted by Yt) approaches that of Y and (b) the pdf (and thereby moments) of Yt increments approach those of Y increments and, as a consequence, the variogram of Yt approaches that of Y. This in turn guarantees that perturbing Kt=etY to second order in σYt (the standard deviation of Yt) yields results which approach those we obtain

Track-stitching using graphical models and message passing

CSIR Research Space (South Africa)

Van der Merwe, LJ

2013-07-01

Full Text Available In order to stitch tracks together, two tasks are required, namely tracking and track stitching. In this study track stitching is performed using a graphical model and message passing (belief propagation) approach. Tracks are modelled as nodes in a...

Kinect Posture Reconstruction Based on a Local Mixture of Gaussian Process Models.

Science.gov (United States)

Liu, Zhiguang; Zhou, Liuyang; Leung, Howard; Shum, Hubert P H

2016-11-01

Depth sensor based 3D human motion estimation hardware such as Kinect has made interactive applications more popular recently. However, it is still challenging to accurately recognize postures from a single depth camera due to the inherently noisy data derived from depth images and self-occluding action performed by the user. In this paper, we propose a new real-time probabilistic framework to enhance the accuracy of live captured postures that belong to one of the action classes in the database. We adopt the Gaussian Process model as a prior to leverage the position data obtained from Kinect and marker-based motion capture system. We also incorporate a temporal consistency term into the optimization framework to constrain the velocity variations between successive frames. To ensure that the reconstructed posture resembles the accurate parts of the observed posture, we embed a set of joint reliability measurements into the optimization framework. A major drawback of Gaussian Process is its cubic learning complexity when dealing with a large database due to the inverse of a covariance matrix. To solve the problem, we propose a new method based on a local mixture of Gaussian Processes, in which Gaussian Processes are defined in local regions of the state space. Due to the significantly decreased sample size in each local Gaussian Process, the learning time is greatly reduced. At the same time, the prediction speed is enhanced as the weighted mean prediction for a given sample is determined by the nearby local models only. Our system also allows incrementally updating a specific local Gaussian Process in real time, which enhances the likelihood of adapting to run-time postures that are different from those in the database. Experimental results demonstrate that our system can generate high quality postures even under severe self-occlusion situations, which is beneficial for real-time applications such as motion-based gaming and sport training.

Fractional statistics in 2+1 dimensions through the Gaussian model

International Nuclear Information System (INIS)

Murthy, G.

1986-01-01

The free massless field in 2+1 dimensions is written as an ''integral'' over free massless fields in 1+1 dimensions. Taking the operators with fractional dimension in the Gaussian model as a springboard we construct operators with fractional statistics in the former theory

Evaluation of Distance Measures Between Gaussian Mixture Models of MFCCs

DEFF Research Database (Denmark)

Jensen, Jesper Højvang; Ellis, Dan P. W.; Christensen, Mads Græsbøll

2007-01-01

In music similarity and in the related task of genre classification, a distance measure between Gaussian mixture models is frequently needed. We present a comparison of the Kullback-Leibler distance, the earth movers distance and the normalized L2 distance for this application. Although...

Semiparametric Gaussian copula models : Geometry and efficient rank-based estimation

NARCIS (Netherlands)

Segers, J.; van den Akker, R.; Werker, B.J.M.

2014-01-01

We propose, for multivariate Gaussian copula models with unknown margins and structured correlation matrices, a rank-based, semiparametrically efficient estimator for the Euclidean copula parameter. This estimator is defined as a one-step update of a rank-based pilot estimator in the direction of

Gaussian and Affine Approximation of Stochastic Diffusion Models for Interest and Mortality Rates

Directory of Open Access Journals (Sweden)

Marcus C. Christiansen

2013-10-01

Full Text Available In the actuarial literature, it has become common practice to model future capital returns and mortality rates stochastically in order to capture market risk and forecasting risk. Although interest rates often should and mortality rates always have to be non-negative, many authors use stochastic diffusion models with an affine drift term and additive noise. As a result, the diffusion process is Gaussian and, thus, analytically tractable, but negative values occur with positive probability. The argument is that the class of Gaussian diffusions would be a good approximation of the real future development. We challenge that reasoning and study the asymptotics of diffusion processes with affine drift and a general noise term with corresponding diffusion processes with an affine drift term and an affine noise term or additive noise. Our study helps to quantify the error that is made by approximating diffusive interest and mortality rate models with Gaussian diffusions and affine diffusions. In particular, we discuss forward interest and forward mortality rates and the error that approximations cause on the valuation of life insurance claims.

Linking network usage patterns to traffic Gaussianity fit

NARCIS (Netherlands)

de Oliveira Schmidt, R.; Sadre, R.; Melnikov, Nikolay; Schönwälder, Jürgen; Pras, Aiko

Gaussian traffic models are widely used in the domain of network traffic modeling. The central assumption is that traffic aggregates are Gaussian distributed. Due to its importance, the Gaussian character of network traffic has been extensively assessed by researchers in the past years. In 2001,

Nonclassicality by Local Gaussian Unitary Operations for Gaussian States

Directory of Open Access Journals (Sweden)

Yangyang Wang

2018-04-01

Full Text Available A measure of nonclassicality N in terms of local Gaussian unitary operations for bipartite Gaussian states is introduced. N is a faithful quantum correlation measure for Gaussian states as product states have no such correlation and every non product Gaussian state contains it. For any bipartite Gaussian state ρ A B , we always have 0 ≤ N ( ρ A B < 1 , where the upper bound 1 is sharp. An explicit formula of N for ( 1 + 1 -mode Gaussian states and an estimate of N for ( n + m -mode Gaussian states are presented. A criterion of entanglement is established in terms of this correlation. The quantum correlation N is also compared with entanglement, Gaussian discord and Gaussian geometric discord.

Modelling of JET diagnostics using Bayesian Graphical Models

Energy Technology Data Exchange (ETDEWEB)

Svensson, J. [IPP Greifswald, Greifswald (Germany); Ford, O. [Imperial College, London (United Kingdom); McDonald, D.; Hole, M.; Nessi, G. von; Meakins, A.; Brix, M.; Thomsen, H.; Werner, A.; Sirinelli, A.

2011-07-01

The mapping between physics parameters (such as densities, currents, flows, temperatures etc) defining the plasma 'state' under a given model and the raw observations of each plasma diagnostic will 1) depend on the particular physics model used, 2) is inherently probabilistic, from uncertainties on both observations and instrumental aspects of the mapping, such as calibrations, instrument functions etc. A flexible and principled way of modelling such interconnected probabilistic systems is through so called Bayesian graphical models. Being an amalgam between graph theory and probability theory, Bayesian graphical models can simulate the complex interconnections between physics models and diagnostic observations from multiple heterogeneous diagnostic systems, making it relatively easy to optimally combine the observations from multiple diagnostics for joint inference on parameters of the underlying physics model, which in itself can be represented as part of the graph. At JET about 10 diagnostic systems have to date been modelled in this way, and has lead to a number of new results, including: the reconstruction of the flux surface topology and q-profiles without any specific equilibrium assumption, using information from a number of different diagnostic systems; profile inversions taking into account the uncertainties in the flux surface positions and a substantial increase in accuracy of JET electron density and temperature profiles, including improved pedestal resolution, through the joint analysis of three diagnostic systems. It is believed that the Bayesian graph approach could potentially be utilised for very large sets of diagnostics, providing a generic data analysis framework for nuclear fusion experiments, that would be able to optimally utilize the information from multiple diagnostics simultaneously, and where the explicit graph representation of the connections to underlying physics models could be used for sophisticated model testing. This

Graphical models for inference under outcome-dependent sampling

DEFF Research Database (Denmark)

Didelez, V; Kreiner, S; Keiding, N

2010-01-01

a node for the sampling indicator, assumptions about sampling processes can be made explicit. We demonstrate how to read off such graphs whether consistent estimation of the association between exposure and outcome is possible. Moreover, we give sufficient graphical conditions for testing and estimating......We consider situations where data have been collected such that the sampling depends on the outcome of interest and possibly further covariates, as for instance in case-control studies. Graphical models represent assumptions about the conditional independencies among the variables. By including...

Tip-tilt disturbance model identification based on non-linear least squares fitting for Linear Quadratic Gaussian control

Science.gov (United States)

Yang, Kangjian; Yang, Ping; Wang, Shuai; Dong, Lizhi; Xu, Bing

2018-05-01

We propose a method to identify tip-tilt disturbance model for Linear Quadratic Gaussian control. This identification method based on Levenberg-Marquardt method conducts with a little prior information and no auxiliary system and it is convenient to identify the tip-tilt disturbance model on-line for real-time control. This identification method makes it easy that Linear Quadratic Gaussian control runs efficiently in different adaptive optics systems for vibration mitigation. The validity of the Linear Quadratic Gaussian control associated with this tip-tilt disturbance model identification method is verified by experimental data, which is conducted in replay mode by simulation.

Discrimination of numerical proportions: A comparison of binomial and Gaussian models.

Science.gov (United States)

Raidvee, Aire; Lember, Jüri; Allik, Jüri

2017-01-01

Observers discriminated the numerical proportion of two sets of elements (N = 9, 13, 33, and 65) that differed either by color or orientation. According to the standard Thurstonian approach, the accuracy of proportion discrimination is determined by irreducible noise in the nervous system that stochastically transforms the number of presented visual elements onto a continuum of psychological states representing numerosity. As an alternative to this customary approach, we propose a Thurstonian-binomial model, which assumes discrete perceptual states, each of which is associated with a certain visual element. It is shown that the probability β with which each visual element can be noticed and registered by the perceptual system can explain data of numerical proportion discrimination at least as well as the continuous Thurstonian-Gaussian model, and better, if the greater parsimony of the Thurstonian-binomial model is taken into account using AIC model selection. We conclude that Gaussian and binomial models represent two different fundamental principles-internal noise vs. using only a fraction of available information-which are both plausible descriptions of visual perception.

Bayes factor between Student t and Gaussian mixed models within an animal breeding context

Directory of Open Access Journals (Sweden)

García-Cortés Luis

2008-07-01

Full Text Available Abstract The implementation of Student t mixed models in animal breeding has been suggested as a useful statistical tool to effectively mute the impact of preferential treatment or other sources of outliers in field data. Nevertheless, these additional sources of variation are undeclared and we do not know whether a Student t mixed model is required or if a standard, and less parameterized, Gaussian mixed model would be sufficient to serve the intended purpose. Within this context, our aim was to develop the Bayes factor between two nested models that only differed in a bounded variable in order to easily compare a Student t and a Gaussian mixed model. It is important to highlight that the Student t density converges to a Gaussian process when degrees of freedom tend to infinity. The twomodels can then be viewed as nested models that differ in terms of degrees of freedom. The Bayes factor can be easily calculated from the output of a Markov chain Monte Carlo sampling of the complex model (Student t mixed model. The performance of this Bayes factor was tested under simulation and on a real dataset, using the deviation information criterion (DIC as the standard reference criterion. The two statistical tools showed similar trends along the parameter space, although the Bayes factor appeared to be the more conservative. There was considerable evidence favoring the Student t mixed model for data sets simulated under Student t processes with limited degrees of freedom, and moderate advantages associated with using the Gaussian mixed model when working with datasets simulated with 50 or more degrees of freedom. For the analysis of real data (weight of Pietrain pigs at six months, both the Bayes factor and DIC slightly favored the Student t mixed model, with there being a reduced incidence of outlier individuals in this population.

On the thermodynamic properties of the generalized Gaussian core model

Directory of Open Access Journals (Sweden)

B.M.Mladek

2005-01-01

Full Text Available We present results of a systematic investigation of the properties of the generalized Gaussian core model of index n. The potential of this system interpolates via the index n between the potential of the Gaussian core model and the penetrable sphere system, thereby varying the steepness of the repulsion. We have used both conventional and self-consistent liquid state theories to calculate the structural and thermodynamic properties of the system; reference data are provided by computer simulations. The results indicate that the concept of self-consistency becomes indispensable to guarantee excellent agreement with simulation data; in particular, structural consistency (in our approach taken into account via the zero separation theorem is obviously a very important requirement. Simulation results for the dimensionless equation of state, β P / ρ, indicate that for an index-value of 4, a clustering transition, possibly into a structurally ordered phase might set in as the system is compressed.

High-performance dynamic quantum clustering on graphics processors

Energy Technology Data Exchange (ETDEWEB)

Wittek, Peter, E-mail: peterwittek@acm.org [Swedish School of Library and Information Science, University of Boras, Boras (Sweden)

2013-01-15

Clustering methods in machine learning may benefit from borrowing metaphors from physics. Dynamic quantum clustering associates a Gaussian wave packet with the multidimensional data points and regards them as eigenfunctions of the Schroedinger equation. The clustering structure emerges by letting the system evolve and the visual nature of the algorithm has been shown to be useful in a range of applications. Furthermore, the method only uses matrix operations, which readily lend themselves to parallelization. In this paper, we develop an implementation on graphics hardware and investigate how this approach can accelerate the computations. We achieve a speedup of up to two magnitudes over a multicore CPU implementation, which proves that quantum-like methods and acceleration by graphics processing units have a great relevance to machine learning.

Non-Gaussianity from inflation: theory and observations

Science.gov (United States)

Bartolo, N.; Komatsu, E.; Matarrese, S.; Riotto, A.

2004-11-01

This is a review of models of inflation and of their predictions for the primordial non-Gaussianity in the density perturbations which are thought to be at the origin of structures in the Universe. Non-Gaussianity emerges as a key observable to discriminate among competing scenarios for the generation of cosmological perturbations and is one of the primary targets of present and future Cosmic Microwave Background satellite missions. We give a detailed presentation of the state-of-the-art of the subject of non-Gaussianity, both from the theoretical and the observational point of view, and provide all the tools necessary to compute at second order in perturbation theory the level of non-Gaussianity in any model of cosmological perturbations. We discuss the new wave of models of inflation, which are firmly rooted in modern particle physics theory and predict a significant amount of non-Gaussianity. The review is addressed to both astrophysicists and particle physicists and contains useful tables which summarize the theoretical and observational results regarding non-Gaussianity.

Gaussian Process Regression Model in Spatial Logistic Regression

Science.gov (United States)

Sofro, A.; Oktaviarina, A.

2018-01-01

Spatial analysis has developed very quickly in the last decade. One of the favorite approaches is based on the neighbourhood of the region. Unfortunately, there are some limitations such as difficulty in prediction. Therefore, we offer Gaussian process regression (GPR) to accommodate the issue. In this paper, we will focus on spatial modeling with GPR for binomial data with logit link function. The performance of the model will be investigated. We will discuss the inference of how to estimate the parameters and hyper-parameters and to predict as well. Furthermore, simulation studies will be explained in the last section.

Soft Sensor Modeling Based on Multiple Gaussian Process Regression and Fuzzy C-mean Clustering

Directory of Open Access Journals (Sweden)

Xianglin ZHU

2014-06-01

Full Text Available In order to overcome the difficulties of online measurement of some crucial biochemical variables in fermentation processes, a new soft sensor modeling method is presented based on the Gaussian process regression and fuzzy C-mean clustering. With the consideration that the typical fermentation process can be distributed into 4 phases including lag phase, exponential growth phase, stable phase and dead phase, the training samples are classified into 4 subcategories by using fuzzy C- mean clustering algorithm. For each sub-category, the samples are trained using the Gaussian process regression and the corresponding soft-sensing sub-model is established respectively. For a new sample, the membership between this sample and sub-models are computed based on the Euclidean distance, and then the prediction output of soft sensor is obtained using the weighting sum. Taking the Lysine fermentation as example, the simulation and experiment are carried out and the corresponding results show that the presented method achieves better fitting and generalization ability than radial basis function neutral network and single Gaussian process regression model.

Maximum Correntropy Criterion Kalman Filter for α-Jerk Tracking Model with Non-Gaussian Noise

Directory of Open Access Journals (Sweden)

Bowen Hou

2017-11-01

Full Text Available As one of the most critical issues for target track, α -jerk model is an effective maneuver target track model. Non-Gaussian noises always exist in the track process, which usually lead to inconsistency and divergence of the track filter. A novel Kalman filter is derived and applied on α -jerk tracking model to handle non-Gaussian noise. The weighted least square solution is presented and the standard Kalman filter is deduced firstly. A novel Kalman filter with the weighted least square based on the maximum correntropy criterion is deduced. The robustness of the maximum correntropy criterion is also analyzed with the influence function and compared with the Huber-based filter, and, moreover, the kernel size of Gaussian kernel plays an important role in the filter algorithm. A new adaptive kernel method is proposed in this paper to adjust the parameter in real time. Finally, simulation results indicate the validity and the efficiency of the proposed filter. The comparison study shows that the proposed filter can significantly reduce the noise influence for α -jerk model.

Statistical imitation system using relational interest points and Gaussian mixture models

CSIR Research Space (South Africa)

Claassens, J

2009-11-01

Full Text Available The author proposes an imitation system that uses relational interest points (RIPs) and Gaussian mixture models (GMMs) to characterize a behaviour. The system's structure is inspired by the Robot Programming by Demonstration (RDP) paradigm...

Inverse Gaussian model for small area estimation via Gibbs sampling

African Journals Online (AJOL)

We present a Bayesian method for estimating small area parameters under an inverse Gaussian model. The method is extended to estimate small area parameters for finite populations. The Gibbs sampler is proposed as a mechanism for implementing the Bayesian paradigm. We illustrate the method by application to ...

A model of non-Gaussian diffusion in heterogeneous media

Science.gov (United States)

Lanoiselée, Yann; Grebenkov, Denis S.

2018-04-01

Recent progress in single-particle tracking has shown evidence of the non-Gaussian distribution of displacements in living cells, both near the cellular membrane and inside the cytoskeleton. Similar behavior has also been observed in granular materials, turbulent flows, gels and colloidal suspensions, suggesting that this is a general feature of diffusion in complex media. A possible interpretation of this phenomenon is that a tracer explores a medium with spatio-temporal fluctuations which result in local changes of diffusivity. We propose and investigate an ergodic, easily interpretable model, which implements the concept of diffusing diffusivity. Depending on the parameters, the distribution of displacements can be either flat or peaked at small displacements with an exponential tail at large displacements. We show that the distribution converges slowly to a Gaussian one. We calculate statistical properties, derive the asymptotic behavior and discuss some implications and extensions.

The Gaussian copula model for the joint deficit index for droughts

Science.gov (United States)

Van de Vyver, H.; Van den Bergh, J.

2018-06-01

The characterization of droughts and their impacts is very dependent on the time scale that is involved. In order to obtain an overall drought assessment, the cumulative effects of water deficits over different times need to be examined together. For example, the recently developed joint deficit index (JDI) is based on multivariate probabilities of precipitation over various time scales from 1- to 12-months, and was constructed from empirical copulas. In this paper, we examine the Gaussian copula model for the JDI. We model the covariance across the temporal scales with a two-parameter function that is commonly used in the specific context of spatial statistics or geostatistics. The validity of the covariance models is demonstrated with long-term precipitation series. Bootstrap experiments indicate that the Gaussian copula model has advantages over the empirical copula method in the context of drought severity assessment: (i) it is able to quantify droughts outside the range of the empirical copula, (ii) provides adequate drought quantification, and (iii) provides a better understanding of the uncertainty in the estimation.

Interactive computer graphics for bio-stereochemical modelling

Indian Academy of Sciences (India)

Proc, Indian Acad. Sci., Vol. 87 A (Chem. Sci.), No. 4, April 1978, pp. 95-113, (e) printed in India. Interactive computer graphics for bio-stereochemical modelling. ROBERT REIN, SHLOMONIR, KAREN HAYDOCK and. ROBERTD MACELROY. Department of Experimental Pathology, Roswell Park Memorial Institute,. 666 Elm ...

Variational Gaussian approximation for Poisson data

Science.gov (United States)

Arridge, Simon R.; Ito, Kazufumi; Jin, Bangti; Zhang, Chen

2018-02-01

The Poisson model is frequently employed to describe count data, but in a Bayesian context it leads to an analytically intractable posterior probability distribution. In this work, we analyze a variational Gaussian approximation to the posterior distribution arising from the Poisson model with a Gaussian prior. This is achieved by seeking an optimal Gaussian distribution minimizing the Kullback-Leibler divergence from the posterior distribution to the approximation, or equivalently maximizing the lower bound for the model evidence. We derive an explicit expression for the lower bound, and show the existence and uniqueness of the optimal Gaussian approximation. The lower bound functional can be viewed as a variant of classical Tikhonov regularization that penalizes also the covariance. Then we develop an efficient alternating direction maximization algorithm for solving the optimization problem, and analyze its convergence. We discuss strategies for reducing the computational complexity via low rank structure of the forward operator and the sparsity of the covariance. Further, as an application of the lower bound, we discuss hierarchical Bayesian modeling for selecting the hyperparameter in the prior distribution, and propose a monotonically convergent algorithm for determining the hyperparameter. We present extensive numerical experiments to illustrate the Gaussian approximation and the algorithms.

Infrared maritime target detection using a probabilistic single Gaussian model of sea clutter in Fourier domain

Science.gov (United States)

Zhou, Anran; Xie, Weixin; Pei, Jihong; Chen, Yapei

2018-02-01

For ship targets detection in cluttered infrared image sequences, a robust detection method, based on the probabilistic single Gaussian model of sea background in Fourier domain, is put forward. The amplitude spectrum sequences at each frequency point of the pure seawater images in Fourier domain, being more stable than the gray value sequences of each background pixel in the spatial domain, are regarded as a Gaussian model. Next, a probability weighted matrix is built based on the stability of the pure seawater's total energy spectrum in the row direction, to make the Gaussian model more accurate. Then, the foreground frequency points are separated from the background frequency points by the model. Finally, the false-alarm points are removed utilizing ships' shape features. The performance of the proposed method is tested by visual and quantitative comparisons with others.

The PC graphics handbook

CERN Document Server

Sanchez, Julio

2003-01-01

Part I - Graphics Fundamentals PC GRAPHICS OVERVIEW History and Evolution Short History of PC Video PS/2 Video Systems SuperVGA Graphics Coprocessors and Accelerators Graphics Applications State-of-the-Art in PC Graphics 3D Application Programming Interfaces POLYGONAL MODELING Vector and Raster Data Coordinate Systems Modeling with Polygons IMAGE TRANSFORMATIONS Matrix-based Representations Matrix Arithmetic 3D Transformations PROGRAMMING MATRIX TRANSFORMATIONS Numeric Data in Matrix Form Array Processing PROJECTIONS AND RENDERING Perspective The Rendering Pipeline LIGHTING AND SHADING Lightin

Stochastic cluster algorithms for discrete Gaussian (SOS) models

International Nuclear Information System (INIS)

Evertz, H.G.; Hamburg Univ.; Hasenbusch, M.; Marcu, M.; Tel Aviv Univ.; Pinn, K.; Muenster Univ.; Solomon, S.

1990-10-01

We present new Monte Carlo cluster algorithms which eliminate critical slowing down in the simulation of solid-on-solid models. In this letter we focus on the two-dimensional discrete Gaussian model. The algorithms are based on reflecting the integer valued spin variables with respect to appropriately chosen reflection planes. The proper choice of the reflection plane turns out to be crucial in order to obtain a small dynamical exponent z. Actually, the successful versions of our algorithm are a mixture of two different procedures for choosing the reflection plane, one of them ergodic but slow, the other one non-ergodic and also slow when combined with a Metropolis algorithm. (orig.)

Ground states and formal duality relations in the Gaussian core model

NARCIS (Netherlands)

Cohn, H.; Kumar, A.; Schürmann, A.

2009-01-01

We study dimensional trends in ground states for soft-matter systems. Specifically, using a high-dimensional version of Parrinello-Rahman dynamics, we investigate the behavior of the Gaussian core model in up to eight dimensions. The results include unexpected geometric structures, with surprising

Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models

NARCIS (Netherlands)

Koopman, S.J.; Lucas, A.; Scharth, M.

2015-01-01

We propose a general likelihood evaluation method for nonlinear non-Gaussian state-space models using the simulation-based method of efficient importance sampling. We minimize the simulation effort by replacing some key steps of the likelihood estimation procedure by numerical integration. We refer

High-performance dynamic quantum clustering on graphics processors

International Nuclear Information System (INIS)

Wittek, Peter

2013-01-01

Clustering methods in machine learning may benefit from borrowing metaphors from physics. Dynamic quantum clustering associates a Gaussian wave packet with the multidimensional data points and regards them as eigenfunctions of the Schrödinger equation. The clustering structure emerges by letting the system evolve and the visual nature of the algorithm has been shown to be useful in a range of applications. Furthermore, the method only uses matrix operations, which readily lend themselves to parallelization. In this paper, we develop an implementation on graphics hardware and investigate how this approach can accelerate the computations. We achieve a speedup of up to two magnitudes over a multicore CPU implementation, which proves that quantum-like methods and acceleration by graphics processing units have a great relevance to machine learning.

Gaussian Process-Mixture Conditional Heteroscedasticity.

Science.gov (United States)

Platanios, Emmanouil A; Chatzis, Sotirios P

2014-05-01

Generalized autoregressive conditional heteroscedasticity (GARCH) models have long been considered as one of the most successful families of approaches for volatility modeling in financial return series. In this paper, we propose an alternative approach based on methodologies widely used in the field of statistical machine learning. Specifically, we propose a novel nonparametric Bayesian mixture of Gaussian process regression models, each component of which models the noise variance process that contaminates the observed data as a separate latent Gaussian process driven by the observed data. This way, we essentially obtain a Gaussian process-mixture conditional heteroscedasticity (GPMCH) model for volatility modeling in financial return series. We impose a nonparametric prior with power-law nature over the distribution of the model mixture components, namely the Pitman-Yor process prior, to allow for better capturing modeled data distributions with heavy tails and skewness. Finally, we provide a copula-based approach for obtaining a predictive posterior for the covariances over the asset returns modeled by means of a postulated GPMCH model. We evaluate the efficacy of our approach in a number of benchmark scenarios, and compare its performance to state-of-the-art methodologies.

Gaussian random bridges and a geometric model for information equilibrium

Science.gov (United States)

Mengütürk, Levent Ali

2018-03-01

The paper introduces a class of conditioned stochastic processes that we call Gaussian random bridges (GRBs) and proves some of their properties. Due to the anticipative representation of any GRB as the sum of a random variable and a Gaussian (T , 0) -bridge, GRBs can model noisy information processes in partially observed systems. In this spirit, we propose an asset pricing model with respect to what we call information equilibrium in a market with multiple sources of information. The idea is to work on a topological manifold endowed with a metric that enables us to systematically determine an equilibrium point of a stochastic system that can be represented by multiple points on that manifold at each fixed time. In doing so, we formulate GRB-based information diversity over a Riemannian manifold and show that it is pinned to zero over the boundary determined by Dirac measures. We then define an influence factor that controls the dominance of an information source in determining the best estimate of a signal in the L2-sense. When there are two sources, this allows us to construct information equilibrium as a functional of a geodesic-valued stochastic process, which is driven by an equilibrium convergence rate representing the signal-to-noise ratio. This leads us to derive price dynamics under what can be considered as an equilibrium probability measure. We also provide a semimartingale representation of Markovian GRBs associated with Gaussian martingales and a non-anticipative representation of fractional Brownian random bridges that can incorporate degrees of information coupling in a given system via the Hurst exponent.

Gaussian limit of compact spin systems

International Nuclear Information System (INIS)

Bellissard, J.; Angelis, G.F. de

1981-01-01

It is shown that the Wilson and Wilson-Villain U(1) models reproduce, in the low coupling limit, the gaussian lattice approximation of the Euclidean electromagnetic field. By the same methods it is also possible to prove that the plane rotator and the Villain model share a common gaussian behaviour in the low temperature limit. (Auth.)

Treatment of non-Gaussian tails of multiple Coulomb scattering in track fitting with a Gaussian-sum filter

International Nuclear Information System (INIS)

Strandlie, A.; Wroldsen, J.

2006-01-01

If any of the probability densities involved in track fitting deviate from the Gaussian assumption, it is plausible that a non-linear estimator which better takes the actual shape of the distribution into account can do better. One such non-linear estimator is the Gaussian-sum filter, which is adequate if the distributions under consideration can be approximated by Gaussian mixtures. The main purpose of this paper is to present a Gaussian-sum filter for track fitting, based on a two-component approximation of the distribution of angular deflections due to multiple scattering. In a simulation study within a linear track model the Gaussian-sum filter is shown to be a competitive alternative to the Kalman filter. Scenarios at various momenta and with various maximum number of components in the Gaussian-sum filter are considered. Particularly at low momenta the Gaussian-sum filter yields a better estimate of the uncertainties than the Kalman filter, and it is also slightly more precise than the latter

Non-gaussianity versus nonlinearity of cosmological perturbations.

Science.gov (United States)

Verde, L

2001-06-01

Following the discovery of the cosmic microwave background, the hot big-bang model has become the standard cosmological model. In this theory, small primordial fluctuations are subsequently amplified by gravity to form the large-scale structure seen today. Different theories for unified models of particle physics, lead to different predictions for the statistical properties of the primordial fluctuations, that can be divided in two classes: gaussian and non-gaussian. Convincing evidence against or for gaussian initial conditions would rule out many scenarios and point us toward a physical theory for the origin of structures. The statistical distribution of cosmological perturbations, as we observe them, can deviate from the gaussian distribution in several different ways. Even if perturbations start off gaussian, nonlinear gravitational evolution can introduce non-gaussian features. Additionally, our knowledge of the Universe comes principally from the study of luminous material such as galaxies, but galaxies might not be faithful tracers of the underlying mass distribution. The relationship between fluctuations in the mass and in the galaxies distribution (bias), is often assumed to be local, but could well be nonlinear. Moreover, galaxy catalogues use the redshift as third spatial coordinate: the resulting redshift-space map of the galaxy distribution is nonlinearly distorted by peculiar velocities. Nonlinear gravitational evolution, biasing, and redshift-space distortion introduce non-gaussianity, even in an initially gaussian fluctuation field. I investigate the statistical tools that allow us, in principle, to disentangle the above different effects, and the observational datasets we require to do so in practice.

Efficient probabilistic model checking on general purpose graphic processors

NARCIS (Netherlands)

Bosnacki, D.; Edelkamp, S.; Sulewski, D.; Pasareanu, C.S.

2009-01-01

We present algorithms for parallel probabilistic model checking on general purpose graphic processing units (GPGPUs). For this purpose we exploit the fact that some of the basic algorithms for probabilistic model checking rely on matrix vector multiplication. Since this kind of linear algebraic

Graphics metafile interface to ARAC emergency response models for remote workstation study

International Nuclear Information System (INIS)

Lawver, B.S.

1985-01-01

The Department of Energy's Atmospheric Response Advisory Capability models are executed on computers at a central computer center with the output distributed to accident advisors in the field. The output of these atmospheric diffusion models are generated as contoured isopleths of concentrations. When these isopleths are overlayed with local geography, they become a useful tool to the accident site advisor. ARAC has developed a workstation that is located at potential accident sites. The workstation allows the accident advisor to view color plots of the model results, scale those plots and print black and white hardcopy of the model results. The graphics metafile, also known as Virtual Device Metafile (VDM) allows the models to generate a single device independent output file that is partitioned into geography, isoopleths and labeling information. The metafile is a very compact data storage technique that is output device independent. The metafile frees the model from either generating output for all known graphic devices or requiring the model to be rerun for additional graphic devices. With the partitioned metafile ARAC can transmit to the remote workstation the isopleths and labeling for each model. The geography database may not change and can be transmitted only when needed. This paper describes the important features of the remote workstation and how these features are supported by the device independent graphics metafile

Gaussian process regression analysis for functional data

CERN Document Server

Shi, Jian Qing

2011-01-01

Gaussian Process Regression Analysis for Functional Data presents nonparametric statistical methods for functional regression analysis, specifically the methods based on a Gaussian process prior in a functional space. The authors focus on problems involving functional response variables and mixed covariates of functional and scalar variables.Covering the basics of Gaussian process regression, the first several chapters discuss functional data analysis, theoretical aspects based on the asymptotic properties of Gaussian process regression models, and new methodological developments for high dime

GRAPHICAL USER INTERFACE WITH APPLICATIONS IN SUSCEPTIBLE-INFECTIOUS-SUSCEPTIBLE MODELS.

Science.gov (United States)

Ilea, M; Turnea, M; Arotăriţei, D; Rotariu, Mariana; Popescu, Marilena

2015-01-01

Practical significance of understanding the dynamics and evolution of infectious diseases increases continuously in contemporary world. The mathematical study of the dynamics of infectious diseases has a long history. By incorporating statistical methods and computer-based simulations in dynamic epidemiological models, it could be possible for modeling methods and theoretical analyses to be more realistic and reliable, allowing a more detailed understanding of the rules governing epidemic spreading. To provide the basis for a disease transmission, the population of a region is often divided into various compartments, and the model governing their relation is called the compartmental model. To present all of the information available, a graphical user interface provides icons and visual indicators. The graphical interface shown in this paper is performed using the MATLAB software ver. 7.6.0. MATLAB software offers a wide range of techniques by which data can be displayed graphically. The process of data viewing involves a series of operations. To achieve it, I had to make three separate files, one for defining the mathematical model and two for the interface itself. Considering a fixed population, it is observed that the number of susceptible individuals diminishes along with an increase in the number of infectious individuals so that in about ten days the number of individuals infected and susceptible, respectively, has the same value. If the epidemic is not controlled, it will continue for an indefinite period of time. By changing the global parameters specific of the SIS model, a more rapid increase of infectious individuals is noted. Using the graphical user interface shown in this paper helps achieving a much easier interaction with the computer, simplifying the structure of complex instructions by using icons and menus, and, in particular, programs and files are much easier to organize. Some numerical simulations have been presented to illustrate theoretical

Gaussian likelihood inference on data from trans-Gaussian random fields with Matérn covariance function

KAUST Repository

Yan, Yuan; Genton, Marc G.

2017-01-01

Gaussian likelihood inference has been studied and used extensively in both statistical theory and applications due to its simplicity. However, in practice, the assumption of Gaussianity is rarely met in the analysis of spatial data. In this paper, we study the effect of non-Gaussianity on Gaussian likelihood inference for the parameters of the Matérn covariance model. By using Monte Carlo simulations, we generate spatial data from a Tukey g-and-h random field, a flexible trans-Gaussian random field, with the Matérn covariance function, where g controls skewness and h controls tail heaviness. We use maximum likelihood based on the multivariate Gaussian distribution to estimate the parameters of the Matérn covariance function. We illustrate the effects of non-Gaussianity of the data on the estimated covariance function by means of functional boxplots. Thanks to our tailored simulation design, a comparison of the maximum likelihood estimator under both the increasing and fixed domain asymptotics for spatial data is performed. We find that the maximum likelihood estimator based on Gaussian likelihood is overall satisfying and preferable than the non-distribution-based weighted least squares estimator for data from the Tukey g-and-h random field. We also present the result for Gaussian kriging based on Matérn covariance estimates with data from the Tukey g-and-h random field and observe an overall satisfactory performance.

Gaussian likelihood inference on data from trans-Gaussian random fields with Matérn covariance function

KAUST Repository

Yan, Yuan

2017-07-13

Gaussian likelihood inference has been studied and used extensively in both statistical theory and applications due to its simplicity. However, in practice, the assumption of Gaussianity is rarely met in the analysis of spatial data. In this paper, we study the effect of non-Gaussianity on Gaussian likelihood inference for the parameters of the Matérn covariance model. By using Monte Carlo simulations, we generate spatial data from a Tukey g-and-h random field, a flexible trans-Gaussian random field, with the Matérn covariance function, where g controls skewness and h controls tail heaviness. We use maximum likelihood based on the multivariate Gaussian distribution to estimate the parameters of the Matérn covariance function. We illustrate the effects of non-Gaussianity of the data on the estimated covariance function by means of functional boxplots. Thanks to our tailored simulation design, a comparison of the maximum likelihood estimator under both the increasing and fixed domain asymptotics for spatial data is performed. We find that the maximum likelihood estimator based on Gaussian likelihood is overall satisfying and preferable than the non-distribution-based weighted least squares estimator for data from the Tukey g-and-h random field. We also present the result for Gaussian kriging based on Matérn covariance estimates with data from the Tukey g-and-h random field and observe an overall satisfactory performance.

An approach based on Hierarchical Bayesian Graphical Models for measurement interpretation under uncertainty

Science.gov (United States)

Skataric, Maja; Bose, Sandip; Zeroug, Smaine; Tilke, Peter

2017-02-01

It is not uncommon in the field of non-destructive evaluation that multiple measurements encompassing a variety of modalities are available for analysis and interpretation for determining the underlying states of nature of the materials or parts being tested. Despite and sometimes due to the richness of data, significant challenges arise in the interpretation manifested as ambiguities and inconsistencies due to various uncertain factors in the physical properties (inputs), environment, measurement device properties, human errors, and the measurement data (outputs). Most of these uncertainties cannot be described by any rigorous mathematical means, and modeling of all possibilities is usually infeasible for many real time applications. In this work, we will discuss an approach based on Hierarchical Bayesian Graphical Models (HBGM) for the improved interpretation of complex (multi-dimensional) problems with parametric uncertainties that lack usable physical models. In this setting, the input space of the physical properties is specified through prior distributions based on domain knowledge and expertise, which are represented as Gaussian mixtures to model the various possible scenarios of interest for non-destructive testing applications. Forward models are then used offline to generate the expected distribution of the proposed measurements which are used to train a hierarchical Bayesian network. In Bayesian analysis, all model parameters are treated as random variables, and inference of the parameters is made on the basis of posterior distribution given the observed data. Learned parameters of the posterior distribution obtained after the training can therefore be used to build an efficient classifier for differentiating new observed data in real time on the basis of pre-trained models. We will illustrate the implementation of the HBGM approach to ultrasonic measurements used for cement evaluation of cased wells in the oil industry.

Investigation of non-Gaussian effects in the Brazilian option market

Science.gov (United States)

Sosa-Correa, William O.; Ramos, Antônio M. T.; Vasconcelos, Giovani L.

2018-04-01

An empirical study of the Brazilian option market is presented in light of three option pricing models, namely the Black-Scholes model, the exponential model, and a model based on a power law distribution, the so-called q-Gaussian distribution or Tsallis distribution. It is found that the q-Gaussian model performs better than the Black-Scholes model in about one third of the option chains analyzed. But among these cases, the exponential model performs better than the q-Gaussian model in 75% of the time. The superiority of the exponential model over the q-Gaussian model is particularly impressive for options close to the expiration date, where its success rate rises above ninety percent.

Imprint of primordial non-Gaussianity on dark matter halo profiles

Energy Technology Data Exchange (ETDEWEB)

Dizgah, Azadeh Moradinezhad; Dodelson, Scott; Riotto, Antonio

2013-09-01

We study the impact of primordial non-Gaussianity on the density profile of dark matter halos by using the semi-analytical model introduced recently by Dalal {\\it et al.} which relates the peaks of the initial linear density field to the final density profile of dark matter halos. Models with primordial non-Gaussianity typically produce an initial density field that differs from that produced in Gaussian models. We use the path-integral formulation of excursion set theory to calculate the non-Gaussian corrections to the peak profile and derive the statistics of the peaks of non-Gaussian density field. In the context of the semi-analytic model for halo profiles, currently allowed values for primordial non-Gaussianity would increase the shapes of the inner dark matter profiles, but only at the sub-percent level except in the very innermost regions.

Clustering gene expression time series data using an infinite Gaussian process mixture model.

Science.gov (United States)

McDowell, Ian C; Manandhar, Dinesh; Vockley, Christopher M; Schmid, Amy K; Reddy, Timothy E; Engelhardt, Barbara E

2018-01-01

Transcriptome-wide time series expression profiling is used to characterize the cellular response to environmental perturbations. The first step to analyzing transcriptional response data is often to cluster genes with similar responses. Here, we present a nonparametric model-based method, Dirichlet process Gaussian process mixture model (DPGP), which jointly models data clusters with a Dirichlet process and temporal dependencies with Gaussian processes. We demonstrate the accuracy of DPGP in comparison to state-of-the-art approaches using hundreds of simulated data sets. To further test our method, we apply DPGP to published microarray data from a microbial model organism exposed to stress and to novel RNA-seq data from a human cell line exposed to the glucocorticoid dexamethasone. We validate our clusters by examining local transcription factor binding and histone modifications. Our results demonstrate that jointly modeling cluster number and temporal dependencies can reveal shared regulatory mechanisms. DPGP software is freely available online at https://github.com/PrincetonUniversity/DP_GP_cluster.

Clustering gene expression time series data using an infinite Gaussian process mixture model.

Directory of Open Access Journals (Sweden)

Ian C McDowell

2018-01-01

Full Text Available Transcriptome-wide time series expression profiling is used to characterize the cellular response to environmental perturbations. The first step to analyzing transcriptional response data is often to cluster genes with similar responses. Here, we present a nonparametric model-based method, Dirichlet process Gaussian process mixture model (DPGP, which jointly models data clusters with a Dirichlet process and temporal dependencies with Gaussian processes. We demonstrate the accuracy of DPGP in comparison to state-of-the-art approaches using hundreds of simulated data sets. To further test our method, we apply DPGP to published microarray data from a microbial model organism exposed to stress and to novel RNA-seq data from a human cell line exposed to the glucocorticoid dexamethasone. We validate our clusters by examining local transcription factor binding and histone modifications. Our results demonstrate that jointly modeling cluster number and temporal dependencies can reveal shared regulatory mechanisms. DPGP software is freely available online at https://github.com/PrincetonUniversity/DP_GP_cluster.

Numerical modeling of Gaussian beam propagation and diffraction in inhomogeneous media based on the complex eikonal equation

Science.gov (United States)

Huang, Xingguo; Sun, Hui

2018-05-01

Gaussian beam is an important complex geometrical optical technology for modeling seismic wave propagation and diffraction in the subsurface with complex geological structure. Current methods for Gaussian beam modeling rely on the dynamic ray tracing and the evanescent wave tracking. However, the dynamic ray tracing method is based on the paraxial ray approximation and the evanescent wave tracking method cannot describe strongly evanescent fields. This leads to inaccuracy of the computed wave fields in the region with a strong inhomogeneous medium. To address this problem, we compute Gaussian beam wave fields using the complex phase by directly solving the complex eikonal equation. In this method, the fast marching method, which is widely used for phase calculation, is combined with Gauss-Newton optimization algorithm to obtain the complex phase at the regular grid points. The main theoretical challenge in combination of this method with Gaussian beam modeling is to address the irregular boundary near the curved central ray. To cope with this challenge, we present the non-uniform finite difference operator and a modified fast marching method. The numerical results confirm the proposed approach.

Interconversion of pure Gaussian states requiring non-Gaussian operations

Science.gov (United States)

Jabbour, Michael G.; García-Patrón, Raúl; Cerf, Nicolas J.

2015-01-01

We analyze the conditions under which local operations and classical communication enable entanglement transformations between bipartite pure Gaussian states. A set of necessary and sufficient conditions had been found [G. Giedke et al., Quant. Inf. Comput. 3, 211 (2003)] for the interconversion between such states that is restricted to Gaussian local operations and classical communication. Here, we exploit majorization theory in order to derive more general (sufficient) conditions for the interconversion between bipartite pure Gaussian states that goes beyond Gaussian local operations. While our technique is applicable to an arbitrary number of modes for each party, it allows us to exhibit surprisingly simple examples of 2 ×2 Gaussian states that necessarily require non-Gaussian local operations to be transformed into each other.

Model-independent test for scale-dependent non-Gaussianities in the cosmic microwave background.

Science.gov (United States)

Räth, C; Morfill, G E; Rossmanith, G; Banday, A J; Górski, K M

2009-04-03

We present a model-independent method to test for scale-dependent non-Gaussianities in combination with scaling indices as test statistics. Therefore, surrogate data sets are generated, in which the power spectrum of the original data is preserved, while the higher order correlations are partly randomized by applying a scale-dependent shuffling procedure to the Fourier phases. We apply this method to the Wilkinson Microwave Anisotropy Probe data of the cosmic microwave background and find signatures for non-Gaussianities on large scales. Further tests are required to elucidate the origin of the detected anomalies.

Performance modeling and analysis of parallel Gaussian elimination on multi-core computers

Directory of Open Access Journals (Sweden)

Fadi N. Sibai

2014-01-01

Full Text Available Gaussian elimination is used in many applications and in particular in the solution of systems of linear equations. This paper presents mathematical performance models and analysis of four parallel Gaussian Elimination methods (precisely the Original method and the new Meet in the Middle –MiM– algorithms and their variants with SIMD vectorization on multi-core systems. Analytical performance models of the four methods are formulated and presented followed by evaluations of these models with modern multi-core systems’ operation latencies. Our results reveal that the four methods generally exhibit good performance scaling with increasing matrix size and number of cores. SIMD vectorization only makes a large difference in performance for low number of cores. For a large matrix size (n ⩾ 16 K, the performance difference between the MiM and Original methods falls from 16× with four cores to 4× with 16 K cores. The efficiencies of all four methods are low with 1 K cores or more stressing a major problem of multi-core systems where the network-on-chip and memory latencies are too high in relation to basic arithmetic operations. Thus Gaussian Elimination can greatly benefit from the resources of multi-core systems, but higher performance gains can be achieved if multi-core systems can be designed with lower memory operation, synchronization, and interconnect communication latencies, requirements of utmost importance and challenge in the exascale computing age.

Integrating Surface Modeling into the Engineering Design Graphics Curriculum

Science.gov (United States)

Hartman, Nathan W.

2006-01-01

It has been suggested there is a knowledge base that surrounds the use of 3D modeling within the engineering design process and correspondingly within engineering design graphics education. While solid modeling receives a great deal of attention and discussion relative to curriculum efforts, and rightly so, surface modeling is an equally viable 3D…

Stochastic Analysis of a Queue Length Model Using a Graphics Processing Unit

Czech Academy of Sciences Publication Activity Database

Přikryl, Jan; Kocijan, J.

2012-01-01

Roč. 5, č. 2 (2012), s. 55-62 ISSN 1802-971X R&D Projects: GA MŠk(CZ) MEB091015 Institutional support: RVO:67985556 Keywords : graphics processing unit * GPU * Monte Carlo simulation * computer simulation * modeling Subject RIV: BC - Control Systems Theory http://library.utia.cas.cz/separaty/2012/AS/prikryl-stochastic analysis of a queue length model using a graphics processing unit.pdf

Making tensor factorizations robust to non-gaussian noise.

Energy Technology Data Exchange (ETDEWEB)

Chi, Eric C. (Rice University, Houston, TX); Kolda, Tamara Gibson

2011-03-01

Tensors are multi-way arrays, and the CANDECOMP/PARAFAC (CP) tensor factorization has found application in many different domains. The CP model is typically fit using a least squares objective function, which is a maximum likelihood estimate under the assumption of independent and identically distributed (i.i.d.) Gaussian noise. We demonstrate that this loss function can be highly sensitive to non-Gaussian noise. Therefore, we propose a loss function based on the 1-norm because it can accommodate both Gaussian and grossly non-Gaussian perturbations. We also present an alternating majorization-minimization (MM) algorithm for fitting a CP model using our proposed loss function (CPAL1) and compare its performance to the workhorse algorithm for fitting CP models, CP alternating least squares (CPALS).

On a Generalized Squared Gaussian Diffusion Model for Option Valuation

Directory of Open Access Journals (Sweden)

Edeki S.O.

2017-01-01

Full Text Available In financial mathematics, option pricing models are vital tools whose usefulness cannot be overemphasized. Modern approaches and modelling of financial derivatives are therefore required in option pricing and valuation settings. In this paper, we derive via the application of Ito lemma, a pricing model referred to as Generalized Squared Gaussian Diffusion Model (GSGDM for option pricing and valuation. Same approach can be considered via Stratonovich stochastic dynamics. We also show that the classical Black-Scholes, and the square root constant elasticity of variance models are special cases of the GSGDM. In addition, general solution of the GSGDM is obtained using modified variational iterative method (MVIM.

Scalable Gaussian Processes and the search for exoplanets

CERN Multimedia

CERN. Geneva

2015-01-01

Gaussian Processes are a class of non-parametric models that are often used to model stochastic behavior in time series or spatial data. A major limitation for the application of these models to large datasets is the computational cost. The cost of a single evaluation of the model likelihood scales as the third power of the number of data points. In the search for transiting exoplanets, the datasets of interest have tens of thousands to millions of measurements with uneven sampling, rendering naive application of a Gaussian Process model impractical. To attack this problem, we have developed robust approximate methods for Gaussian Process regression that can be applied at this scale. I will describe the general problem of Gaussian Process regression and offer several applicable use cases. Finally, I will present our work on scaling this model to the exciting field of exoplanet discovery and introduce a well-tested open source implementation of these new methods.

Spectra processing with computer graphics

International Nuclear Information System (INIS)

Kruse, H.

1979-01-01

A program of processng gamma-ray spectra in rock analysis is described. The peak search was performed by applying a cross-correlation function. The experimental data were approximated by an analytical function represented by the sum of a polynomial and a multiple peak function. The latter is Gaussian, joined with the low-energy side by an exponential. A modified Gauss-Newton algorithm is applied for the purpose of fitting the data to the function. The processing of the values derived from a lunar sample demonstrates the effect of different choices of polynomial orders for approximating the background for various fitting intervals. Observations on applications of interactive graphics are presented. 3 figures, 1 table

On the exploration of effect of critical beam power on the propagation of Gaussian laser beam in collisionless magnetized plasma

Science.gov (United States)

Urunkar, T. U.; Valkunde, A. T.; Vhanmore, B. D.; Gavade, K. M.; Patil, S. D.; Takale, M. V.

2018-05-01

It is quite known that critical power of the laser plays vital role in the propagation of Gaussian laser beam in collisionless plasma. The nonlinearity in dielectric constant considered herein is due to the ponderomotive force. In the present analysis, the interval of critical beam power has been explored to sustain the competition between diffraction and self-focusing of Gaussian laser beam during propagation in collisionless magnetized plasma. Differential equation for beam-width parameter has been established by using WKB and paraxial approximations under parabolic equation approach. The effect of critical power on the propagation of Gaussian laser beam has been presented graphically and discussed.

Methods for teaching geometric modelling and computer graphics

Energy Technology Data Exchange (ETDEWEB)

Rotkov, S.I.; Faitel`son, Yu. Ts.

1992-05-01

This paper considers methods for teaching the methods and algorithms of geometric modelling and computer graphics to programmers, designers and users of CAD and computer-aided research systems. There is a bibliography that can be used to prepare lectures and practical classes. 37 refs., 1 tab.

A methodology for acquiring qualitative knowledge for probabilistic graphical models

DEFF Research Database (Denmark)

Kjærulff, Uffe Bro; Madsen, Anders L.

2004-01-01

We present a practical and general methodology that simplifies the task of acquiring and formulating qualitative knowledge for constructing probabilistic graphical models (PGMs). The methodology efficiently captures and communicates expert knowledge, and has significantly eased the model...

Gaussian Mixture Random Coefficient model based framework for SHM in structures with time-dependent dynamics under uncertainty

Science.gov (United States)

Avendaño-Valencia, Luis David; Fassois, Spilios D.

2017-12-01

The problem of vibration-based damage diagnosis in structures characterized by time-dependent dynamics under significant environmental and/or operational uncertainty is considered. A stochastic framework consisting of a Gaussian Mixture Random Coefficient model of the uncertain time-dependent dynamics under each structural health state, proper estimation methods, and Bayesian or minimum distance type decision making, is postulated. The Random Coefficient (RC) time-dependent stochastic model with coefficients following a multivariate Gaussian Mixture Model (GMM) allows for significant flexibility in uncertainty representation. Certain of the model parameters are estimated via a simple procedure which is founded on the related Multiple Model (MM) concept, while the GMM weights are explicitly estimated for optimizing damage diagnostic performance. The postulated framework is demonstrated via damage detection in a simple simulated model of a quarter-car active suspension with time-dependent dynamics and considerable uncertainty on the payload. Comparisons with a simpler Gaussian RC model based method are also presented, with the postulated framework shown to be capable of offering considerable improvement in diagnostic performance.

Graphics Gems III IBM version

CERN Document Server

Kirk, David

1994-01-01

This sequel to Graphics Gems (Academic Press, 1990), and Graphics Gems II (Academic Press, 1991) is a practical collection of computer graphics programming tools and techniques. Graphics Gems III contains a larger percentage of gems related to modeling and rendering, particularly lighting and shading. This new edition also covers image processing, numerical and programming techniques, modeling and transformations, 2D and 3D geometry and algorithms,ray tracing and radiosity, rendering, and more clever new tools and tricks for graphics programming. Volume III also includes a

Integrating a street-canyon model with a regional Gaussian dispersion model for improved characterisation of near-road air pollution

Science.gov (United States)

Fallah-Shorshani, Masoud; Shekarrizfard, Maryam; Hatzopoulou, Marianne

2017-03-01

The development and use of dispersion models that simulate traffic-related air pollution in urban areas has risen significantly in support of air pollution exposure research. In order to accurately estimate population exposure, it is important to generate concentration surfaces that take into account near-road concentrations as well as the transport of pollutants throughout an urban region. In this paper, an integrated modelling chain was developed to simulate ambient Nitrogen Dioxide (NO2) in a dense urban neighbourhood while taking into account traffic emissions, the regional background, and the transport of pollutants within the urban canopy. For this purpose, we developed a hybrid configuration including 1) a street canyon model, which simulates pollutant transfer along streets and intersections, taking into account the geometry of buildings and other obstacles, and 2) a Gaussian puff model, which resolves the transport of contaminants at the top of the urban canopy and accounts for regional meteorology. Each dispersion model was validated against measured concentrations and compared against the hybrid configuration. Our results demonstrate that the hybrid approach significantly improves the output of each model on its own. An underestimation appears clearly for the Gaussian model and street-canyon model compared to observed data. This is due to ignoring the building effect by the Gaussian model and undermining the contribution of other roads by the canyon model. The hybrid approach reduced the RMSE (of observed vs. predicted concentrations) by 16%-25% compared to each model on its own, and increased FAC2 (fraction of predictions within a factor of two of the observations) by 10%-34%.

Modelling and control of dynamic systems using gaussian process models

CERN Document Server

Kocijan, Juš

2016-01-01

This monograph opens up new horizons for engineers and researchers in academia and in industry dealing with or interested in new developments in the field of system identification and control. It emphasizes guidelines for working solutions and practical advice for their implementation rather than the theoretical background of Gaussian process (GP) models. The book demonstrates the potential of this recent development in probabilistic machine-learning methods and gives the reader an intuitive understanding of the topic. The current state of the art is treated along with possible future directions for research. Systems control design relies on mathematical models and these may be developed from measurement data. This process of system identification, when based on GP models, can play an integral part of control design in data-based control and its description as such is an essential aspect of the text. The background of GP regression is introduced first with system identification and incorporation of prior know...

Non-Gaussian halo assembly bias

International Nuclear Information System (INIS)

Reid, Beth A.; Verde, Licia; Dolag, Klaus; Matarrese, Sabino; Moscardini, Lauro

2010-01-01

The strong dependence of the large-scale dark matter halo bias on the (local) non-Gaussianity parameter, f NL , offers a promising avenue towards constraining primordial non-Gaussianity with large-scale structure surveys. In this paper, we present the first detection of the dependence of the non-Gaussian halo bias on halo formation history using N-body simulations. We also present an analytic derivation of the expected signal based on the extended Press-Schechter formalism. In excellent agreement with our analytic prediction, we find that the halo formation history-dependent contribution to the non-Gaussian halo bias (which we call non-Gaussian halo assembly bias) can be factorized in a form approximately independent of redshift and halo mass. The correction to the non-Gaussian halo bias due to the halo formation history can be as large as 100%, with a suppression of the signal for recently formed halos and enhancement for old halos. This could in principle be a problem for realistic galaxy surveys if observational selection effects were to pick galaxies occupying only recently formed halos. Current semi-analytic galaxy formation models, for example, imply an enhancement in the expected signal of ∼ 23% and ∼ 48% for galaxies at z = 1 selected by stellar mass and star formation rate, respectively

Gaussian free turbulence: structures and relaxation in plasma models

International Nuclear Information System (INIS)

Gruzinov, A.V.

1993-01-01

Free-turbulent relaxation in two-dimensional MHD, the degenerate Hasegawa-Mima equation and a two-dimensional microtearing model are studied. The Gibbs distributions of these three systems can be completely analyzed, due to the special structure of their invariants and due to the existence of ultraviolet catastrophe. The free-turbulent field is seen to be a sum of a certain coherent structure (statistical attractor) and Gaussian random noise. Two-dimensional current layers are shown to be statistical attractors in 2D MHD. (author)

The Gaussian streaming model and convolution Lagrangian effective field theory

Energy Technology Data Exchange (ETDEWEB)

Vlah, Zvonimir [Stanford Institute for Theoretical Physics and Department of Physics, Stanford University, Stanford, CA 94306 (United States); Castorina, Emanuele; White, Martin, E-mail: zvlah@stanford.edu, E-mail: ecastorina@berkeley.edu, E-mail: mwhite@berkeley.edu [Department of Physics, University of California, Berkeley, CA 94720 (United States)

2016-12-01

We update the ingredients of the Gaussian streaming model (GSM) for the redshift-space clustering of biased tracers using the techniques of Lagrangian perturbation theory, effective field theory (EFT) and a generalized Lagrangian bias expansion. After relating the GSM to the cumulant expansion, we present new results for the real-space correlation function, mean pairwise velocity and pairwise velocity dispersion including counter terms from EFT and bias terms through third order in the linear density, its leading derivatives and its shear up to second order. We discuss the connection to the Gaussian peaks formalism. We compare the ingredients of the GSM to a suite of large N-body simulations, and show the performance of the theory on the low order multipoles of the redshift-space correlation function and power spectrum. We highlight the importance of a general biasing scheme, which we find to be as important as higher-order corrections due to non-linear evolution for the halos we consider on the scales of interest to us.

Prediction of Geological Subsurfaces Based on Gaussian Random Field Models

Energy Technology Data Exchange (ETDEWEB)

Abrahamsen, Petter

1997-12-31

During the sixties, random functions became practical tools for predicting ore reserves with associated precision measures in the mining industry. This was the start of the geostatistical methods called kriging. These methods are used, for example, in petroleum exploration. This thesis reviews the possibilities for using Gaussian random functions in modelling of geological subsurfaces. It develops methods for including many sources of information and observations for precise prediction of the depth of geological subsurfaces. The simple properties of Gaussian distributions make it possible to calculate optimal predictors in the mean square sense. This is done in a discussion of kriging predictors. These predictors are then extended to deal with several subsurfaces simultaneously. It is shown how additional velocity observations can be used to improve predictions. The use of gradient data and even higher order derivatives are also considered and gradient data are used in an example. 130 refs., 44 figs., 12 tabs.

Childhood malnutrition in Egypt using geoadditive Gaussian and latent variable models.

Science.gov (United States)

Khatab, Khaled

2010-04-01

Major progress has been made over the last 30 years in reducing the prevalence of malnutrition amongst children less than 5 years of age in developing countries. However, approximately 27% of children under the age of 5 in these countries are still malnourished. This work focuses on the childhood malnutrition in one of the biggest developing countries, Egypt. This study examined the association between bio-demographic and socioeconomic determinants and the malnutrition problem in children less than 5 years of age using the 2003 Demographic and Health survey data for Egypt. In the first step, we use separate geoadditive Gaussian models with the continuous response variables stunting (height-for-age), underweight (weight-for-age), and wasting (weight-for-height) as indicators of nutritional status in our case study. In a second step, based on the results of the first step, we apply the geoadditive Gaussian latent variable model for continuous indicators in which the 3 measurements of the malnutrition status of children are assumed as indicators for the latent variable "nutritional status".

Gaussian vs non-Gaussian turbulence: impact on wind turbine loads

DEFF Research Database (Denmark)

Berg, Jacob; Natarajan, Anand; Mann, Jakob

2016-01-01

taking into account the safety factor for extreme moments. Other extreme load moments as well as the fatigue loads are not affected because of the use of non-Gaussian turbulent inflow. It is suggested that the turbine thus acts like a low-pass filter that averages out the non-Gaussian behaviour, which......From large-eddy simulations of atmospheric turbulence, a representation of Gaussian turbulence is constructed by randomizing the phases of the individual modes of variability. Time series of Gaussian turbulence are constructed and compared with its non-Gaussian counterpart. Time series from the two...

Case studies in Gaussian process modelling of computer codes

International Nuclear Information System (INIS)

Kennedy, Marc C.; Anderson, Clive W.; Conti, Stefano; O'Hagan, Anthony

2006-01-01

In this paper we present a number of recent applications in which an emulator of a computer code is created using a Gaussian process model. Tools are then applied to the emulator to perform sensitivity analysis and uncertainty analysis. Sensitivity analysis is used both as an aid to model improvement and as a guide to how much the output uncertainty might be reduced by learning about specific inputs. Uncertainty analysis allows us to reflect output uncertainty due to unknown input parameters, when the finished code is used for prediction. The computer codes themselves are currently being developed within the UK Centre for Terrestrial Carbon Dynamics

Legendre Duality of Spherical and Gaussian Spin Glasses

Energy Technology Data Exchange (ETDEWEB)

Genovese, Giuseppe, E-mail: giuseppe.genovese@math.uzh.ch [Universität Zürich, Institut für Mathematik (Switzerland); Tantari, Daniele, E-mail: daniele.tantari@sns.it [Scuola Normale Superiore di Pisa, Centro Ennio de Giorgi (Italy)

2015-12-15

The classical result of concentration of the Gaussian measure on the sphere in the limit of large dimension induces a natural duality between Gaussian and spherical models of spin glass. We analyse the Legendre variational structure linking the free energies of these two systems, in the spirit of the equivalence of ensembles of statistical mechanics. Our analysis, combined with the previous work (Barra et al., J. Phys. A: Math. Theor. 47, 155002, 2014), shows that such models are replica symmetric. Lastly, we briefly discuss an application of our result to the study of the Gaussian Hopfield model.

Legendre Duality of Spherical and Gaussian Spin Glasses

International Nuclear Information System (INIS)

Genovese, Giuseppe; Tantari, Daniele

2015-01-01

The classical result of concentration of the Gaussian measure on the sphere in the limit of large dimension induces a natural duality between Gaussian and spherical models of spin glass. We analyse the Legendre variational structure linking the free energies of these two systems, in the spirit of the equivalence of ensembles of statistical mechanics. Our analysis, combined with the previous work (Barra et al., J. Phys. A: Math. Theor. 47, 155002, 2014), shows that such models are replica symmetric. Lastly, we briefly discuss an application of our result to the study of the Gaussian Hopfield model

MCEM algorithm for the log-Gaussian Cox process

OpenAIRE

Delmas, Celine; Dubois-Peyrard, Nathalie; Sabbadin, Regis

2014-01-01

Log-Gaussian Cox processes are an important class of models for aggregated point patterns. They have been largely used in spatial epidemiology (Diggle et al., 2005), in agronomy (Bourgeois et al., 2012), in forestry (Moller et al.), in ecology (sightings of wild animals) or in environmental sciences (radioactivity counts). A log-Gaussian Cox process is a Poisson process with a stochastic intensity depending on a Gaussian random eld. We consider the case where this Gaussian random eld is ...

Poisson-Gaussian Noise Reduction Using the Hidden Markov Model in Contourlet Domain for Fluorescence Microscopy Images

Science.gov (United States)

Yang, Sejung; Lee, Byung-Uk

2015-01-01

In certain image acquisitions processes, like in fluorescence microscopy or astronomy, only a limited number of photons can be collected due to various physical constraints. The resulting images suffer from signal dependent noise, which can be modeled as a Poisson distribution, and a low signal-to-noise ratio. However, the majority of research on noise reduction algorithms focuses on signal independent Gaussian noise. In this paper, we model noise as a combination of Poisson and Gaussian probability distributions to construct a more accurate model and adopt the contourlet transform which provides a sparse representation of the directional components in images. We also apply hidden Markov models with a framework that neatly describes the spatial and interscale dependencies which are the properties of transformation coefficients of natural images. In this paper, an effective denoising algorithm for Poisson-Gaussian noise is proposed using the contourlet transform, hidden Markov models and noise estimation in the transform domain. We supplement the algorithm by cycle spinning and Wiener filtering for further improvements. We finally show experimental results with simulations and fluorescence microscopy images which demonstrate the improved performance of the proposed approach. PMID:26352138

High-Order Local Pooling and Encoding Gaussians Over a Dictionary of Gaussians.

Science.gov (United States)

Li, Peihua; Zeng, Hui; Wang, Qilong; Shiu, Simon C K; Zhang, Lei

2017-07-01

Local pooling (LP) in configuration (feature) space proposed by Boureau et al. explicitly restricts similar features to be aggregated, which can preserve as much discriminative information as possible. At the time it appeared, this method combined with sparse coding achieved competitive classification results with only a small dictionary. However, its performance lags far behind the state-of-the-art results as only the zero-order information is exploited. Inspired by the success of high-order statistical information in existing advanced feature coding or pooling methods, we make an attempt to address the limitation of LP. To this end, we present a novel method called high-order LP (HO-LP) to leverage the information higher than the zero-order one. Our idea is intuitively simple: we compute the first- and second-order statistics per configuration bin and model them as a Gaussian. Accordingly, we employ a collection of Gaussians as visual words to represent the universal probability distribution of features from all classes. Our problem is naturally formulated as encoding Gaussians over a dictionary of Gaussians as visual words. This problem, however, is challenging since the space of Gaussians is not a Euclidean space but forms a Riemannian manifold. We address this challenge by mapping Gaussians into the Euclidean space, which enables us to perform coding with common Euclidean operations rather than complex and often expensive Riemannian operations. Our HO-LP preserves the advantages of the original LP: pooling only similar features and using a small dictionary. Meanwhile, it achieves very promising performance on standard benchmarks, with either conventional, hand-engineered features or deep learning-based features.

Design of Graphic Aggregation Model for Evaluation of Energy Systems

International Nuclear Information System (INIS)

An, Sang Ha; Jeong, Yong Hoon; Chang, Won Joon; Chang, Soon Heung; Kim, Sung Ho; Kim, Tae Woon

2006-01-01

Korea is meeting the growing electric power needs by mix of nuclear, fossil, hydro energy and so on. But we can not depend on fossil energy forever, and the people's concern about environment has been changed. So it is time to plan future energy mix considering multiple parameters such as economics, environment, social, energy security, etc. A multiple aggregation model has been used for decision making process in which multiple variables should be considered like energy mix. In this context, we designed Graphic Aggregation Model for Evaluation of energy systems (GAME) for the dynamic analysis of decision on the energy systems. It can support Analytic Hierarchy Process (AHP) analysis based on Graphic User Interface

Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives

NARCIS (Netherlands)

Durbin, J.; Koopman, S.J.M.

1998-01-01

The analysis of non-Gaussian time series using state space models is considered from both classical and Bayesian perspectives. The treatment in both cases is based on simulation using importance sampling and antithetic variables; Monte Carlo Markov chain methods are not employed. Non-Gaussian

Structural identifiability of cyclic graphical models of biological networks with latent variables.

Science.gov (United States)

Wang, Yulin; Lu, Na; Miao, Hongyu

2016-06-13

Graphical models have long been used to describe biological networks for a variety of important tasks such as the determination of key biological parameters, and the structure of graphical model ultimately determines whether such unknown parameters can be unambiguously obtained from experimental observations (i.e., the identifiability problem). Limited by resources or technical capacities, complex biological networks are usually partially observed in experiment, which thus introduces latent variables into the corresponding graphical models. A number of previous studies have tackled the parameter identifiability problem for graphical models such as linear structural equation models (SEMs) with or without latent variables. However, the limited resolution and efficiency of existing approaches necessarily calls for further development of novel structural identifiability analysis algorithms. An efficient structural identifiability analysis algorithm is developed in this study for a broad range of network structures. The proposed method adopts the Wright's path coefficient method to generate identifiability equations in forms of symbolic polynomials, and then converts these symbolic equations to binary matrices (called identifiability matrix). Several matrix operations are introduced for identifiability matrix reduction with system equivalency maintained. Based on the reduced identifiability matrices, the structural identifiability of each parameter is determined. A number of benchmark models are used to verify the validity of the proposed approach. Finally, the network module for influenza A virus replication is employed as a real example to illustrate the application of the proposed approach in practice. The proposed approach can deal with cyclic networks with latent variables. The key advantage is that it intentionally avoids symbolic computation and is thus highly efficient. Also, this method is capable of determining the identifiability of each single parameter and

Fast uncertainty reduction strategies relying on Gaussian process models

International Nuclear Information System (INIS)

Chevalier, Clement

2013-01-01

This work deals with sequential and batch-sequential evaluation strategies of real-valued functions under limited evaluation budget, using Gaussian process models. Optimal Stepwise Uncertainty Reduction (SUR) strategies are investigated for two different problems, motivated by real test cases in nuclear safety. First we consider the problem of identifying the excursion set above a given threshold T of a real-valued function f. Then we study the question of finding the set of 'safe controlled configurations', i.e. the set of controlled inputs where the function remains below T, whatever the value of some others non-controlled inputs. New SUR strategies are presented, together with efficient procedures and formulas to compute and use them in real world applications. The use of fast formulas to recalculate quickly the posterior mean or covariance function of a Gaussian process (referred to as the 'kriging update formulas') does not only provide substantial computational savings. It is also one of the key tools to derive closed form formulas enabling a practical use of computationally-intensive sampling strategies. A contribution in batch-sequential optimization (with the multi-points Expected Improvement) is also presented. (author)

Segmenting Continuous Motions with Hidden Semi-markov Models and Gaussian Processes

Directory of Open Access Journals (Sweden)

Tomoaki Nakamura

2017-12-01

Full Text Available Humans divide perceived continuous information into segments to facilitate recognition. For example, humans can segment speech waves into recognizable morphemes. Analogously, continuous motions are segmented into recognizable unit actions. People can divide continuous information into segments without using explicit segment points. This capacity for unsupervised segmentation is also useful for robots, because it enables them to flexibly learn languages, gestures, and actions. In this paper, we propose a Gaussian process-hidden semi-Markov model (GP-HSMM that can divide continuous time series data into segments in an unsupervised manner. Our proposed method consists of a generative model based on the hidden semi-Markov model (HSMM, the emission distributions of which are Gaussian processes (GPs. Continuous time series data is generated by connecting segments generated by the GP. Segmentation can be achieved by using forward filtering-backward sampling to estimate the model's parameters, including the lengths and classes of the segments. In an experiment using the CMU motion capture dataset, we tested GP-HSMM with motion capture data containing simple exercise motions; the results of this experiment showed that the proposed GP-HSMM was comparable with other methods. We also conducted an experiment using karate motion capture data, which is more complex than exercise motion capture data; in this experiment, the segmentation accuracy of GP-HSMM was 0.92, which outperformed other methods.

Gaussian processes for machine learning.

Science.gov (United States)

Seeger, Matthias

2004-04-01

Gaussian processes (GPs) are natural generalisations of multivariate Gaussian random variables to infinite (countably or continuous) index sets. GPs have been applied in a large number of fields to a diverse range of ends, and very many deep theoretical analyses of various properties are available. This paper gives an introduction to Gaussian processes on a fairly elementary level with special emphasis on characteristics relevant in machine learning. It draws explicit connections to branches such as spline smoothing models and support vector machines in which similar ideas have been investigated. Gaussian process models are routinely used to solve hard machine learning problems. They are attractive because of their flexible non-parametric nature and computational simplicity. Treated within a Bayesian framework, very powerful statistical methods can be implemented which offer valid estimates of uncertainties in our predictions and generic model selection procedures cast as nonlinear optimization problems. Their main drawback of heavy computational scaling has recently been alleviated by the introduction of generic sparse approximations.13,78,31 The mathematical literature on GPs is large and often uses deep concepts which are not required to fully understand most machine learning applications. In this tutorial paper, we aim to present characteristics of GPs relevant to machine learning and to show up precise connections to other "kernel machines" popular in the community. Our focus is on a simple presentation, but references to more detailed sources are provided.

Evaluation of the influence of double and triple Gaussian proton kernel models on accuracy of dose calculations for spot scanning technique.

Science.gov (United States)

Hirayama, Shusuke; Takayanagi, Taisuke; Fujii, Yusuke; Fujimoto, Rintaro; Fujitaka, Shinichiro; Umezawa, Masumi; Nagamine, Yoshihiko; Hosaka, Masahiro; Yasui, Keisuke; Omachi, Chihiro; Toshito, Toshiyuki

2016-03-01

The main purpose in this study was to present the results of beam modeling and how the authors systematically investigated the influence of double and triple Gaussian proton kernel models on the accuracy of dose calculations for spot scanning technique. The accuracy of calculations was important for treatment planning software (TPS) because the energy, spot position, and absolute dose had to be determined by TPS for the spot scanning technique. The dose distribution was calculated by convolving in-air fluence with the dose kernel. The dose kernel was the in-water 3D dose distribution of an infinitesimal pencil beam and consisted of an integral depth dose (IDD) and a lateral distribution. Accurate modeling of the low-dose region was important for spot scanning technique because the dose distribution was formed by cumulating hundreds or thousands of delivered beams. The authors employed a double Gaussian function as the in-air fluence model of an individual beam. Double and triple Gaussian kernel models were also prepared for comparison. The parameters of the kernel lateral model were derived by fitting a simulated in-water lateral dose profile induced by an infinitesimal proton beam, whose emittance was zero, at various depths using Monte Carlo (MC) simulation. The fitted parameters were interpolated as a function of depth in water and stored as a separate look-up table. These stored parameters for each energy and depth in water were acquired from the look-up table when incorporating them into the TPS. The modeling process for the in-air fluence and IDD was based on the method proposed in the literature. These were derived using MC simulation and measured data. The authors compared the measured and calculated absolute doses at the center of the spread-out Bragg peak (SOBP) under various volumetric irradiation conditions to systematically investigate the influence of the two types of kernel models on the dose calculations. The authors investigated the difference

Modelling Inverse Gaussian Data with Censored Response Values: EM versus MCMC

Directory of Open Access Journals (Sweden)

R. S. Sparks

2011-01-01

Full Text Available Low detection limits are common in measure environmental variables. Building models using data containing low or high detection limits without adjusting for the censoring produces biased models. This paper offers approaches to estimate an inverse Gaussian distribution when some of the data used are censored because of low or high detection limits. Adjustments for the censoring can be made if there is between 2% and 20% censoring using either the EM algorithm or MCMC. This paper compares these approaches.

Loop corrections to primordial non-Gaussianity

Science.gov (United States)

Boran, Sibel; Kahya, E. O.

2018-02-01

We discuss quantum gravitational loop effects to observable quantities such as curvature power spectrum and primordial non-Gaussianity of cosmic microwave background (CMB) radiation. We first review the previously shown case where one gets a time dependence for zeta-zeta correlator due to loop corrections. Then we investigate the effect of loop corrections to primordial non-Gaussianity of CMB. We conclude that, even with a single scalar inflaton, one might get a huge value for non-Gaussianity which would exceed the observed value by at least 30 orders of magnitude. Finally we discuss the consequences of this result for scalar driven inflationary models.

Free, cross-platform gRaphical software

DEFF Research Database (Denmark)

Dethlefsen, Claus

2006-01-01

-recursive graphical models, and models defined using the BUGS language. Today, there exists a wide range of packages to support the analysis of data using graphical models. Here, we focus on Open Source software, making it possible to extend the functionality by integrating these packages into more general tools. We...... will attempt to give an overview of the available Open Source software, with focus on the gR project. This project was launched in 2002 to make facilities in R for graphical modelling. Several R packages have been developed within the gR project both for display and analysis of graphical models...

tgp: An R Package for Bayesian Nonstationary, Semiparametric Nonlinear Regression and Design by Treed Gaussian Process Models

Directory of Open Access Journals (Sweden)

Robert B. Gramacy

2007-06-01

Full Text Available The tgp package for R is a tool for fully Bayesian nonstationary, semiparametric nonlinear regression and design by treed Gaussian processes with jumps to the limiting linear model. Special cases also implemented include Bayesian linear models, linear CART, stationary separable and isotropic Gaussian processes. In addition to inference and posterior prediction, the package supports the (sequential design of experiments under these models paired with several objective criteria. 1-d and 2-d plotting, with higher dimension projection and slice capabilities, and tree drawing functions (requiring maptree and combinat packages, are also provided for visualization of tgp objects.

Gaussian entanglement revisited

Science.gov (United States)

Lami, Ludovico; Serafini, Alessio; Adesso, Gerardo

2018-02-01

We present a novel approach to the separability problem for Gaussian quantum states of bosonic continuous variable systems. We derive a simplified necessary and sufficient separability criterion for arbitrary Gaussian states of m versus n modes, which relies on convex optimisation over marginal covariance matrices on one subsystem only. We further revisit the currently known results stating the equivalence between separability and positive partial transposition (PPT) for specific classes of Gaussian states. Using techniques based on matrix analysis, such as Schur complements and matrix means, we then provide a unified treatment and compact proofs of all these results. In particular, we recover the PPT-separability equivalence for: (i) Gaussian states of 1 versus n modes; and (ii) isotropic Gaussian states. In passing, we also retrieve (iii) the recently established equivalence between separability of a Gaussian state and and its complete Gaussian extendability. Our techniques are then applied to progress beyond the state of the art. We prove that: (iv) Gaussian states that are invariant under partial transposition are necessarily separable; (v) the PPT criterion is necessary and sufficient for separability for Gaussian states of m versus n modes that are symmetric under the exchange of any two modes belonging to one of the parties; and (vi) Gaussian states which remain PPT under passive optical operations can not be entangled by them either. This is not a foregone conclusion per se (since Gaussian bound entangled states do exist) and settles a question that had been left unanswered in the existing literature on the subject. This paper, enjoyable by both the quantum optics and the matrix analysis communities, overall delivers technical and conceptual advances which are likely to be useful for further applications in continuous variable quantum information theory, beyond the separability problem.

Scaling-up spatially-explicit ecological models using graphics processors

NARCIS (Netherlands)

Koppel, Johan van de; Gupta, Rohit; Vuik, Cornelis

2011-01-01

How the properties of ecosystems relate to spatial scale is a prominent topic in current ecosystem research. Despite this, spatially explicit models typically include only a limited range of spatial scales, mostly because of computing limitations. Here, we describe the use of graphics processors to

Graphics gems

CERN Document Server

Heckbert, Paul S

1994-01-01

Graphics Gems IV contains practical techniques for 2D and 3D modeling, animation, rendering, and image processing. The book presents articles on polygons and polyhedral; a mix of formulas, optimized algorithms, and tutorial information on the geometry of 2D, 3D, and n-D space; transformations; and parametric curves and surfaces. The text also includes articles on ray tracing; shading 3D models; and frame buffer techniques. Articles on image processing; algorithms for graphical layout; basic interpolation methods; and subroutine libraries for vector and matrix algebra are also demonstrated. Com

Efficient Blind System Identification of Non-Gaussian Auto-Regressive Models with HMM Modeling of the Excitation

DEFF Research Database (Denmark)

Li, Chunjian; Andersen, Søren Vang

2007-01-01

We propose two blind system identification methods that exploit the underlying dynamics of non-Gaussian signals. The two signal models to be identified are: an Auto-Regressive (AR) model driven by a discrete-state Hidden Markov process, and the same model whose output is perturbed by white Gaussi...... outputs. The signal models are general and suitable to numerous important signals, such as speech signals and base-band communication signals. Applications to speech analysis and blind channel equalization are given to exemplify the efficiency of the new methods....

Gaussian measures of entanglement versus negativities: Ordering of two-mode Gaussian states

International Nuclear Information System (INIS)

Adesso, Gerardo; Illuminati, Fabrizio

2005-01-01

We study the entanglement of general (pure or mixed) two-mode Gaussian states of continuous-variable systems by comparing the two available classes of computable measures of entanglement: entropy-inspired Gaussian convex-roof measures and positive partial transposition-inspired measures (negativity and logarithmic negativity). We first review the formalism of Gaussian measures of entanglement, adopting the framework introduced in M. M. Wolf et al., Phys. Rev. A 69, 052320 (2004), where the Gaussian entanglement of formation was defined. We compute explicitly Gaussian measures of entanglement for two important families of nonsymmetric two-mode Gaussian state: namely, the states of extremal (maximal and minimal) negativities at fixed global and local purities, introduced in G. Adesso et al., Phys. Rev. Lett. 92, 087901 (2004). This analysis allows us to compare the different orderings induced on the set of entangled two-mode Gaussian states by the negativities and by the Gaussian measures of entanglement. We find that in a certain range of values of the global and local purities (characterizing the covariance matrix of the corresponding extremal states), states of minimum negativity can have more Gaussian entanglement of formation than states of maximum negativity. Consequently, Gaussian measures and negativities are definitely inequivalent measures of entanglement on nonsymmetric two-mode Gaussian states, even when restricted to a class of extremal states. On the other hand, the two families of entanglement measures are completely equivalent on symmetric states, for which the Gaussian entanglement of formation coincides with the true entanglement of formation. Finally, we show that the inequivalence between the two families of continuous-variable entanglement measures is somehow limited. Namely, we rigorously prove that, at fixed negativities, the Gaussian measures of entanglement are bounded from below. Moreover, we provide some strong evidence suggesting that they

An integrated numerical model for the prediction of Gaussian and billet shapes

DEFF Research Database (Denmark)

Hattel, Jesper; Pryds, Nini; Pedersen, Trine Bjerre

2004-01-01

Separate models for the atomisation and the deposition stages were recently integrated by the authors to form a unified model describing the entire spray-forming process. In the present paper, the focus is on describing the shape of the deposited material during the spray-forming process, obtained...... by this model. After a short review of the models and their coupling, the important factors which influence the resulting shape, i.e. Gaussian or billet, are addressed. The key parameters, which are utilized to predict the geometry and dimension of the deposited material, are the sticking efficiency...

GRAPHIC REALIZATION FOUNDATIONS OF LOGIC-SEMANTIC MODELING IN DIDACTICS

Directory of Open Access Journals (Sweden)

V. E. Steinberg

2017-01-01

Full Text Available Introduction. Nowadays, there are not a lot of works devoted to a graphic method of logic-semantic modeling of knowledge. Meanwhile, an interest towards this method increases due to the fact of essential increase of the content of visual component in information and educational sources. The present publication is the authors’ contribution into the solution of the problem of search of new forms and means convenient for visual and logic perception of a training material, its assimilation, operating by elements of knowledge and their transformations.The aim of the research is to justify graphical implementation of the method of logic-semantic modeling of knowledge, presented by a natural language (training language and to show the possibilities of application of figurative and conceptual models in student teaching.Methodology and research methods. The research methodology is based on the specified activity-regulatory, system-multi-dimensional and structural-invariant approach and the principle of multidimensionality. The methodology the graphic realization of the logic-semantic models in learning technologies is based on didactic design using computer training programs.Results and scientific novelty. Social and anthropological-cultural adaptation bases of the method of logical-semantic knowledge modeling to the problems of didactics are established and reasoned: coordinate-invariant matrix structure is presented as the basis of logical-semantic models of figurative and conceptual nature; the possibilities of using such models as multifunctional didactic regulators – support schemes, navigation in the content of the educational material, educational activities carried out by navigators, etc., are shown. The characteristics of new teaching tools as objects of semiotics and didactic of regulators are considered; their place and role in the structure of the external and internal training curricula learning activities are pointed out

Particle rejuvenation of Rao-Blackwellized sequential Monte Carlo smoothers for conditionally linear and Gaussian models

Science.gov (United States)

Nguyen, Ngoc Minh; Corff, Sylvain Le; Moulines, Éric

2017-12-01

This paper focuses on sequential Monte Carlo approximations of smoothing distributions in conditionally linear and Gaussian state spaces. To reduce Monte Carlo variance of smoothers, it is typical in these models to use Rao-Blackwellization: particle approximation is used to sample sequences of hidden regimes while the Gaussian states are explicitly integrated conditional on the sequence of regimes and observations, using variants of the Kalman filter/smoother. The first successful attempt to use Rao-Blackwellization for smoothing extends the Bryson-Frazier smoother for Gaussian linear state space models using the generalized two-filter formula together with Kalman filters/smoothers. More recently, a forward-backward decomposition of smoothing distributions mimicking the Rauch-Tung-Striebel smoother for the regimes combined with backward Kalman updates has been introduced. This paper investigates the benefit of introducing additional rejuvenation steps in all these algorithms to sample at each time instant new regimes conditional on the forward and backward particles. This defines particle-based approximations of the smoothing distributions whose support is not restricted to the set of particles sampled in the forward or backward filter. These procedures are applied to commodity markets which are described using a two-factor model based on the spot price and a convenience yield for crude oil data.

Sculpting proteins interactively: continual energy minimization embedded in a graphical modeling system.

Science.gov (United States)

Surles, M C; Richardson, J S; Richardson, D C; Brooks, F P

1994-02-01

We describe a new paradigm for modeling proteins in interactive computer graphics systems--continual maintenance of a physically valid representation, combined with direct user control and visualization. This is achieved by a fast algorithm for energy minimization, capable of real-time performance on all atoms of a small protein, plus graphically specified user tugs. The modeling system, called Sculpt, rigidly constrains bond lengths, bond angles, and planar groups (similar to existing interactive modeling programs), while it applies elastic restraints to minimize the potential energy due to torsions, hydrogen bonds, and van der Waals and electrostatic interactions (similar to existing batch minimization programs), and user-specified springs. The graphical interface can show bad and/or favorable contacts, and individual energy terms can be turned on or off to determine their effects and interactions. Sculpt finds a local minimum of the total energy that satisfies all the constraints using an augmented Lagrange-multiplier method; calculation time increases only linearly with the number of atoms because the matrix of constraint gradients is sparse and banded. On a 100-MHz MIPS R4000 processor (Silicon Graphics Indigo), Sculpt achieves 11 updates per second on a 20-residue fragment and 2 updates per second on an 80-residue protein, using all atoms except non-H-bonding hydrogens, and without electrostatic interactions. Applications of Sculpt are described: to reverse the direction of bundle packing in a designed 4-helix bundle protein, to fold up a 2-stranded beta-ribbon into an approximate beta-barrel, and to design the sequence and conformation of a 30-residue peptide that mimics one partner of a protein subunit interaction. Computer models that are both interactive and physically realistic (within the limitations of a given force field) have 2 significant advantages: (1) they make feasible the modeling of very large changes (such as needed for de novo design), and

Phase statistics in non-Gaussian scattering

International Nuclear Information System (INIS)

Watson, Stephen M; Jakeman, Eric; Ridley, Kevin D

2006-01-01

Amplitude weighting can improve the accuracy of frequency measurements in signals corrupted by multiplicative speckle noise. When the speckle field constitutes a circular complex Gaussian process, the optimal function of amplitude weighting is provided by the field intensity, corresponding to the intensity-weighted phase derivative statistic. In this paper, we investigate the phase derivative and intensity-weighted phase derivative returned from a two-dimensional random walk, which constitutes a generic scattering model capable of producing both Gaussian and non-Gaussian fluctuations. Analytical results are developed for the correlation properties of the intensity-weighted phase derivative, as well as limiting probability densities of the scattered field. Numerical simulation is used to generate further probability densities and determine optimal weighting criteria from non-Gaussian fields. The results are relevant to frequency retrieval in radiation scattered from random media

Bounded Gaussian process regression

DEFF Research Database (Denmark)

Jensen, Bjørn Sand; Nielsen, Jens Brehm; Larsen, Jan

2013-01-01

We extend the Gaussian process (GP) framework for bounded regression by introducing two bounded likelihood functions that model the noise on the dependent variable explicitly. This is fundamentally different from the implicit noise assumption in the previously suggested warped GP framework. We...... with the proposed explicit noise-model extension....

Scale dependence of the halo bias in general local-type non-Gaussian models I: analytical predictions and consistency relations

International Nuclear Information System (INIS)

Nishimichi, Takahiro

2012-01-01

The large-scale clustering pattern of biased tracers is known to be a powerful probe of the non-Gaussianities in the primordial fluctuations. The so-called scale-dependent bias has been reported in various type of models of primordial non-Gaussianities. We focus on local-type non-Gaussianities, and unify the derivations in the literature of the scale-dependent bias in the presence of multiple Gaussian source fields as well as higher-order coupling to cover the models described by frequently-discussed f NL , g NL and t NL parameterization. We find that the resultant power spectrum is characterized by two parameters responsible for the shape and the amplitude of the scale-dependent bias in addition to the Gaussian bias factor. We show how (a generalized version of) Suyama-Yamaguchi inequality between f NL and t NL can directly be accessible from the observed power spectrum through the dependence on our new parameter which controls the shape of the scale-dependent bias. The other parameter for the amplitude of the scale-dependent bias is shown to be useful to distinguish the simplest quadratic non-Gaussianities (i.e., f NL -type) from higher-order ones (g NL and higher), if one measures it from multiple species of galaxies or clusters of galaxies. We discuss the validity and limitations of our analytic results by comparison with numerical simulations in an accompanying paper

Improving the modelling of redshift-space distortions - I. A bivariate Gaussian description for the galaxy pairwise velocity distributions

Science.gov (United States)

Bianchi, Davide; Chiesa, Matteo; Guzzo, Luigi

2015-01-01

As a step towards a more accurate modelling of redshift-space distortions (RSD) in galaxy surveys, we develop a general description of the probability distribution function of galaxy pairwise velocities within the framework of the so-called streaming model. For a given galaxy separation r, such function can be described as a superposition of virtually infinite local distributions. We characterize these in terms of their moments and then consider the specific case in which they are Gaussian functions, each with its own mean μ and dispersion σ. Based on physical considerations, we make the further crucial assumption that these two parameters are in turn distributed according to a bivariate Gaussian, with its own mean and covariance matrix. Tests using numerical simulations explicitly show that with this compact description one can correctly model redshift-space distortions on all scales, fully capturing the overall linear and non-linear dynamics of the galaxy flow at different separations. In particular, we naturally obtain Gaussian/exponential, skewed/unskewed distribution functions, depending on separation as observed in simulations and data. Also, the recently proposed single-Gaussian description of RSD is included in this model as a limiting case, when the bivariate Gaussian is collapsed to a two-dimensional Dirac delta function. We also show how this description naturally allows for the Taylor expansion of 1 + ξS(s) around 1 + ξR(r), which leads to the Kaiser linear formula when truncated to second order, explicating its connection with the moments of the velocity distribution functions. More work is needed, but these results indicate a very promising path to make definitive progress in our programme to improve RSD estimators.

Fast fitting of non-Gaussian state-space models to animal movement data via Template Model Builder

DEFF Research Database (Denmark)

Albertsen, Christoffer Moesgaard; Whoriskey, Kim; Yurkowski, David

2015-01-01

recommend using the Laplace approximation combined with automatic differentiation (as implemented in the novel R package Template Model Builder; TMB) for the fast fitting of continuous-time multivariate non-Gaussian SSMs. Through Argos satellite tracking data, we demonstrate that the use of continuous...... are able to estimate additional parameters compared to previous methods, all without requiring a substantial increase in computational time. The model implementation is made available through the R package argosTrack....

Study of asymmetry in motor areas related to handedness using the fMRI BOLD response Gaussian convolution model

Energy Technology Data Exchange (ETDEWEB)

Gao Qing [School of Life Science and Technology, University of Electronic Science and Technology of China, Chengdu 610054 (China); School of Applied Mathematics, University of Electronic Science and Technology of China, Chengdu 610054 (China); Chen Huafu [School of Life Science and Technology, University of Electronic Science and Technology of China, Chengdu 610054 (China); School of Applied Mathematics, University of Electronic Science and Technology of China, Chengdu 610054 (China)], E-mail: Chenhf@uestc.edu.cn; Gong Qiyong [Huaxi MR Research Center (HMRRC), Department of Radiology, West China Hospital of Sichuan University, Chengdu 610041 (China)

2009-10-30

Brain asymmetry is a phenomenon well known for handedness, and has been studied in the motor cortex. However, few studies have quantitatively assessed the asymmetrical cortical activities for handedness in motor areas. In the present study, we systematically and quantitatively investigated asymmetry in the left and right primary motor cortices during sequential finger movements using the Gaussian convolution model approach based on the functional magnetic resonance imaging (fMRI) blood oxygenation level dependent (BOLD) response. Six right-handed and six left-handed subjects were recruited to perform three types of hand movement tasks. The results for the expected value of the Gaussian convolution model showed that it took the dominant hand a longer average interval of response delay regardless of the handedness and bi- or uni-manual performance. The results for the standard deviation of the Gaussian model suggested that in the mass neurons, these intervals of the dominant hand were much more variable than those of the non-dominant hand. When comparing bi-manual movement conditions with uni-manual movement conditions in the primary motor cortex (PMC), both the expected value and standard deviation in the Gaussian function were significantly smaller (p < 0.05) in the bi-manual conditions, showing that the movement of the non-dominant hand influenced that of the dominant hand.

Study of asymmetry in motor areas related to handedness using the fMRI BOLD response Gaussian convolution model

International Nuclear Information System (INIS)

Gao Qing; Chen Huafu; Gong Qiyong

2009-01-01

Brain asymmetry is a phenomenon well known for handedness, and has been studied in the motor cortex. However, few studies have quantitatively assessed the asymmetrical cortical activities for handedness in motor areas. In the present study, we systematically and quantitatively investigated asymmetry in the left and right primary motor cortices during sequential finger movements using the Gaussian convolution model approach based on the functional magnetic resonance imaging (fMRI) blood oxygenation level dependent (BOLD) response. Six right-handed and six left-handed subjects were recruited to perform three types of hand movement tasks. The results for the expected value of the Gaussian convolution model showed that it took the dominant hand a longer average interval of response delay regardless of the handedness and bi- or uni-manual performance. The results for the standard deviation of the Gaussian model suggested that in the mass neurons, these intervals of the dominant hand were much more variable than those of the non-dominant hand. When comparing bi-manual movement conditions with uni-manual movement conditions in the primary motor cortex (PMC), both the expected value and standard deviation in the Gaussian function were significantly smaller (p < 0.05) in the bi-manual conditions, showing that the movement of the non-dominant hand influenced that of the dominant hand.

Parameter estimation and statistical test of geographically weighted bivariate Poisson inverse Gaussian regression models

Science.gov (United States)

Amalia, Junita; Purhadi, Otok, Bambang Widjanarko

2017-11-01

Poisson distribution is a discrete distribution with count data as the random variables and it has one parameter defines both mean and variance. Poisson regression assumes mean and variance should be same (equidispersion). Nonetheless, some case of the count data unsatisfied this assumption because variance exceeds mean (over-dispersion). The ignorance of over-dispersion causes underestimates in standard error. Furthermore, it causes incorrect decision in the statistical test. Previously, paired count data has a correlation and it has bivariate Poisson distribution. If there is over-dispersion, modeling paired count data is not sufficient with simple bivariate Poisson regression. Bivariate Poisson Inverse Gaussian Regression (BPIGR) model is mix Poisson regression for modeling paired count data within over-dispersion. BPIGR model produces a global model for all locations. In another hand, each location has different geographic conditions, social, cultural and economic so that Geographically Weighted Regression (GWR) is needed. The weighting function of each location in GWR generates a different local model. Geographically Weighted Bivariate Poisson Inverse Gaussian Regression (GWBPIGR) model is used to solve over-dispersion and to generate local models. Parameter estimation of GWBPIGR model obtained by Maximum Likelihood Estimation (MLE) method. Meanwhile, hypothesis testing of GWBPIGR model acquired by Maximum Likelihood Ratio Test (MLRT) method.

Graphical programming at Sandia National Laboratories

International Nuclear Information System (INIS)

McDonald, M.J.; Palmquist, R.D.; Desjarlais, L.

1993-09-01

Sandia has developed an advanced operational control system approach, called Graphical Programming, to design, program, and operate robotic systems. The Graphical Programming approach produces robot systems that are faster to develop and use, safer in operation, and cheaper overall than altemative teleoperation or autonomous robot control systems. Graphical Programming also provides an efficient and easy-to-use interface to traditional robot systems for use in setup and programming tasks. This paper provides an overview of the Graphical Programming approach and lists key features of Graphical Programming systems. Graphical Programming uses 3-D visualization and simulation software with intuitive operator interfaces for the programming and control of complex robotic systems. Graphical Programming Supervisor software modules allow an operator to command and simulate complex tasks in a graphic preview mode and, when acceptable, command the actual robots and monitor their motions with the graphic system. Graphical Programming Supervisors maintain registration with the real world and allow the robot to perform tasks that cannot be accurately represented with models alone by using a combination of model and sensor-based control

GENI: A graphical environment for model-based control

International Nuclear Information System (INIS)

Kleban, S.; Lee, M.; Zambre, Y.

1989-10-01

A new method to operate machine and beam simulation programs for accelerator control has been developed. Existing methods, although cumbersome, have been used in control systems for commissioning and operation of many machines. We developed GENI, a generalized graphical interface to these programs for model-based control. This ''object-oriented''-like environment is described and some typical applications are presented. 4 refs., 5 figs

Group Targets Tracking Using Multiple Models GGIW-CPHD Based on Best-Fitting Gaussian Approximation and Strong Tracking Filter

Directory of Open Access Journals (Sweden)

Yun Wang

2016-01-01

Full Text Available Gamma Gaussian inverse Wishart cardinalized probability hypothesis density (GGIW-CPHD algorithm was always used to track group targets in the presence of cluttered measurements and missing detections. A multiple models GGIW-CPHD algorithm based on best-fitting Gaussian approximation method (BFG and strong tracking filter (STF is proposed aiming at the defect that the tracking error of GGIW-CPHD algorithm will increase when the group targets are maneuvering. The best-fitting Gaussian approximation method is proposed to implement the fusion of multiple models using the strong tracking filter to correct the predicted covariance matrix of the GGIW component. The corresponding likelihood functions are deduced to update the probability of multiple tracking models. From the simulation results we can see that the proposed tracking algorithm MM-GGIW-CPHD can effectively deal with the combination/spawning of groups and the tracking error of group targets in the maneuvering stage is decreased.

Covariance-Based Measurement Selection Criterion for Gaussian-Based Algorithms

Directory of Open Access Journals (Sweden)

Fernando A. Auat Cheein

2013-01-01

Full Text Available Process modeling by means of Gaussian-based algorithms often suffers from redundant information which usually increases the estimation computational complexity without significantly improving the estimation performance. In this article, a non-arbitrary measurement selection criterion for Gaussian-based algorithms is proposed. The measurement selection criterion is based on the determination of the most significant measurement from both an estimation convergence perspective and the covariance matrix associated with the measurement. The selection criterion is independent from the nature of the measured variable. This criterion is used in conjunction with three Gaussian-based algorithms: the EIF (Extended Information Filter, the EKF (Extended Kalman Filter and the UKF (Unscented Kalman Filter. Nevertheless, the measurement selection criterion shown herein can also be applied to other Gaussian-based algorithms. Although this work is focused on environment modeling, the results shown herein can be applied to other Gaussian-based algorithm implementations. Mathematical descriptions and implementation results that validate the proposal are also included in this work.

Mathematical structures for computer graphics

CERN Document Server

Janke, Steven J

2014-01-01

A comprehensive exploration of the mathematics behind the modeling and rendering of computer graphics scenes Mathematical Structures for Computer Graphics presents an accessible and intuitive approach to the mathematical ideas and techniques necessary for two- and three-dimensional computer graphics. Focusing on the significant mathematical results, the book establishes key algorithms used to build complex graphics scenes. Written for readers with various levels of mathematical background, the book develops a solid foundation for graphics techniques and fills in relevant grap

Fault Tolerant Control Using Gaussian Processes and Model Predictive Control

Directory of Open Access Journals (Sweden)

Yang Xiaoke

2015-03-01

Full Text Available Essential ingredients for fault-tolerant control are the ability to represent system behaviour following the occurrence of a fault, and the ability to exploit this representation for deciding control actions. Gaussian processes seem to be very promising candidates for the first of these, and model predictive control has a proven capability for the second. We therefore propose to use the two together to obtain fault-tolerant control functionality. Our proposal is illustrated by several reasonably realistic examples drawn from flight control.

Adaptive Laguerre-Gaussian variant of the Gaussian beam expansion method.

Science.gov (United States)

Cagniot, Emmanuel; Fromager, Michael; Ait-Ameur, Kamel

2009-11-01

A variant of the Gaussian beam expansion method consists in expanding the Bessel function J0 appearing in the Fresnel-Kirchhoff integral into a finite sum of complex Gaussian functions to derive an analytical expression for a Laguerre-Gaussian beam diffracted through a hard-edge aperture. However, the validity range of the approximation depends on the number of expansion coefficients that are obtained by optimization-computation directly. We propose another solution consisting in expanding J0 onto a set of collimated Laguerre-Gaussian functions whose waist depends on their number and then, depending on its argument, predicting the suitable number of expansion functions to calculate the integral recursively.

Learning conditional Gaussian networks

DEFF Research Database (Denmark)

Bøttcher, Susanne Gammelgaard

This paper considers conditional Gaussian networks. The parameters in the network are learned by using conjugate Bayesian analysis. As conjugate local priors, we apply the Dirichlet distribution for discrete variables and the Gaussian-inverse gamma distribution for continuous variables, given...... a configuration of the discrete parents. We assume parameter independence and complete data. Further, to learn the structure of the network, the network score is deduced. We then develop a local master prior procedure, for deriving parameter priors in these networks. This procedure satisfies parameter...... independence, parameter modularity and likelihood equivalence. Bayes factors to be used in model search are introduced. Finally the methods derived are illustrated by a simple example....

Out-of-equilibrium dynamics in a Gaussian trap model

International Nuclear Information System (INIS)

Diezemann, Gregor

2007-01-01

The violations of the fluctuation-dissipation theorem are analysed for a trap model with a Gaussian density of states. In this model, the system reaches thermal equilibrium for long times after a quench to any finite temperature and therefore all ageing effect are of a transient nature. For not too long times after the quench it is found that the so-called fluctuation-dissipation ratio tends to a non-trivial limit, thus indicating the possibility for the definition of a timescale-dependent effective temperature. However, different definitions of the effective temperature yield distinct results. In particular, plots of the integrated response versus the correlation function strongly depend on the way they are constructed. Also the definition of effective temperatures in the frequency domain is not unique for the model considered. This may have some implications for the interpretation of results from computer simulations and experimental determinations of effective temperatures

A novel Gaussian model based battery state estimation approach: State-of-Energy

International Nuclear Information System (INIS)

He, HongWen; Zhang, YongZhi; Xiong, Rui; Wang, Chun

2015-01-01

Highlights: • The Gaussian model is employed to construct a novel battery model. • The genetic algorithm is used to implement model parameter identification. • The AIC is used to decide the best hysteresis order of the battery model. • A novel battery SoE estimator is proposed and verified by two kinds of batteries. - Abstract: State-of-energy (SoE) is a very important index for battery management system (BMS) used in electric vehicles (EVs), it is indispensable for ensuring safety and reliable operation of batteries. For achieving battery SoE accurately, the main work can be summarized in three aspects. (1) In considering that different kinds of batteries show different open circuit voltage behaviors, the Gaussian model is employed to construct the battery model. What is more, the genetic algorithm is employed to locate the optimal parameter for the selecting battery model. (2) To determine an optimal tradeoff between battery model complexity and prediction precision, the Akaike information criterion (AIC) is used to determine the best hysteresis order of the combined battery model. Results from a comparative analysis show that the first-order hysteresis battery model is thought of being the best based on the AIC values. (3) The central difference Kalman filter (CDKF) is used to estimate the real-time SoE and an erroneous initial SoE is considered to evaluate the robustness of the SoE estimator. Lastly, two kinds of lithium-ion batteries are used to verify the proposed SoE estimation approach. The results show that the maximum SoE estimation error is within 1% for both LiFePO 4 and LiMn 2 O 4 battery datasets

A Non-Gaussian Spatial Generalized Linear Latent Variable Model

KAUST Repository

Irincheeva, Irina; Cantoni, Eva; Genton, Marc G.

2012-01-01

We consider a spatial generalized linear latent variable model with and without normality distributional assumption on the latent variables. When the latent variables are assumed to be multivariate normal, we apply a Laplace approximation. To relax the assumption of marginal normality in favor of a mixture of normals, we construct a multivariate density with Gaussian spatial dependence and given multivariate margins. We use the pairwise likelihood to estimate the corresponding spatial generalized linear latent variable model. The properties of the resulting estimators are explored by simulations. In the analysis of an air pollution data set the proposed methodology uncovers weather conditions to be a more important source of variability than air pollution in explaining all the causes of non-accidental mortality excluding accidents. © 2012 International Biometric Society.

A Non-Gaussian Spatial Generalized Linear Latent Variable Model

KAUST Repository

Irincheeva, Irina

2012-08-03

We consider a spatial generalized linear latent variable model with and without normality distributional assumption on the latent variables. When the latent variables are assumed to be multivariate normal, we apply a Laplace approximation. To relax the assumption of marginal normality in favor of a mixture of normals, we construct a multivariate density with Gaussian spatial dependence and given multivariate margins. We use the pairwise likelihood to estimate the corresponding spatial generalized linear latent variable model. The properties of the resulting estimators are explored by simulations. In the analysis of an air pollution data set the proposed methodology uncovers weather conditions to be a more important source of variability than air pollution in explaining all the causes of non-accidental mortality excluding accidents. © 2012 International Biometric Society.

Computer graphics and research projects

International Nuclear Information System (INIS)

Ingtrakul, P.

1994-01-01

This report was prepared as an account of scientific visualization tools and application tools for scientists and engineers. It is provided a set of tools to create pictures and to interact with them in natural ways. It applied many techniques of computer graphics and computer animation through a number of full-color presentations as computer animated commercials, 3D computer graphics, dynamic and environmental simulations, scientific modeling and visualization, physically based modelling, and beavioral, skelatal, dynamics, and particle animation. It took in depth at original hardware and limitations of existing PC graphics adapters contain syste m performance, especially with graphics intensive application programs and user interfaces

TaskMaster: a prototype graphical user interface to a schedule optimization model

OpenAIRE

Banham, Stephen R.

1990-01-01

Approved for public release, distribution is unlimited This thesis investigates the use of current graphical interface techniques to build more effective computer-user interfaces to Operations Research (OR) schedule optimization models. The design is directed at the scheduling decision maker who possesses limited OR experience. The feasibility and validity of building an interface for this kind of user is demonstrated in the development of a prototype graphical user interface called TaskMa...

Resonant non-Gaussianity with equilateral properties

International Nuclear Information System (INIS)

Gwyn, Rhiannon; Rummel, Markus

2012-11-01

We discuss the effect of superimposing multiple sources of resonant non-Gaussianity, which arise for instance in models of axion inflation. The resulting sum of oscillating shape contributions can be used to ''Fourier synthesize'' different non-oscillating shapes in the bispectrum. As an example we reproduce an approximately equilateral shape from the superposition of O(10) oscillatory contributions with resonant shape. This implies a possible degeneracy between the equilateral-type non-Gaussianity typical of models with non-canonical kinetic terms, such as DBI inflation, and an equilateral-type shape arising from a superposition of resonant-type contributions in theories with canonical kinetic terms. The absence of oscillations in the 2-point function together with the structure of the resonant N-point functions, imply that detection of equilateral non-Gaussianity at a level greater than the PLANCK sensitivity of f NL ∝O(5) will rule out a resonant origin. We comment on the questions arising from possible embeddings of this idea in a string theory setting.

Improving satellite-based PM2.5 estimates in China using Gaussian processes modeling in a Bayesian hierarchical setting.

Science.gov (United States)

Yu, Wenxi; Liu, Yang; Ma, Zongwei; Bi, Jun

2017-08-01

Using satellite-based aerosol optical depth (AOD) measurements and statistical models to estimate ground-level PM 2.5 is a promising way to fill the areas that are not covered by ground PM 2.5 monitors. The statistical models used in previous studies are primarily Linear Mixed Effects (LME) and Geographically Weighted Regression (GWR) models. In this study, we developed a new regression model between PM 2.5 and AOD using Gaussian processes in a Bayesian hierarchical setting. Gaussian processes model the stochastic nature of the spatial random effects, where the mean surface and the covariance function is specified. The spatial stochastic process is incorporated under the Bayesian hierarchical framework to explain the variation of PM 2.5 concentrations together with other factors, such as AOD, spatial and non-spatial random effects. We evaluate the results of our model and compare them with those of other, conventional statistical models (GWR and LME) by within-sample model fitting and out-of-sample validation (cross validation, CV). The results show that our model possesses a CV result (R 2  = 0.81) that reflects higher accuracy than that of GWR and LME (0.74 and 0.48, respectively). Our results indicate that Gaussian process models have the potential to improve the accuracy of satellite-based PM 2.5 estimates.

Assessing clustering strategies for Gaussian mixture filtering a subsurface contaminant model

KAUST Repository

Liu, Bo

2016-02-03

An ensemble-based Gaussian mixture (GM) filtering framework is studied in this paper in term of its dependence on the choice of the clustering method to construct the GM. In this approach, a number of particles sampled from the posterior distribution are first integrated forward with the dynamical model for forecasting. A GM representation of the forecast distribution is then constructed from the forecast particles. Once an observation becomes available, the forecast GM is updated according to Bayes’ rule. This leads to (i) a Kalman filter-like update of the particles, and (ii) a Particle filter-like update of their weights, generalizing the ensemble Kalman filter update to non-Gaussian distributions. We focus on investigating the impact of the clustering strategy on the behavior of the filter. Three different clustering methods for constructing the prior GM are considered: (i) a standard kernel density estimation, (ii) clustering with a specified mixture component size, and (iii) adaptive clustering (with a variable GM size). Numerical experiments are performed using a two-dimensional reactive contaminant transport model in which the contaminant concentration and the heterogenous hydraulic conductivity fields are estimated within a confined aquifer using solute concentration data. The experimental results suggest that the performance of the GM filter is sensitive to the choice of the GM model. In particular, increasing the size of the GM does not necessarily result in improved performances. In this respect, the best results are obtained with the proposed adaptive clustering scheme.

Gaussian-log-Gaussian wavelet trees, frequentist and Bayesian inference, and statistical signal processing applications

DEFF Research Database (Denmark)

Møller, Jesper; Jacobsen, Robert Dahl

We introduce a promising alternative to the usual hidden Markov tree model for Gaussian wavelet coefficients, where their variances are specified by the hidden states and take values in a finite set. In our new model, the hidden states have a similar dependence structure but they are jointly Gaus...

Gaussian model for emission rate measurement of heated plumes using hyperspectral data

Science.gov (United States)

Grauer, Samuel J.; Conrad, Bradley M.; Miguel, Rodrigo B.; Daun, Kyle J.

2018-02-01

This paper presents a novel model for measuring the emission rate of a heated gas plume using hyperspectral data from an FTIR imaging spectrometer. The radiative transfer equation (RTE) is used to relate the spectral intensity of a pixel to presumed Gaussian distributions of volume fraction and temperature within the plume, along a line-of-sight that corresponds to the pixel, whereas previous techniques exclusively presume uniform distributions for these parameters. Estimates of volume fraction and temperature are converted to a column density by integrating the local molecular density along each path. Image correlation velocimetry is then employed on raw spectral intensity images to estimate the volume-weighted normal velocity at each pixel. Finally, integrating the product of velocity and column density along a control surface yields an estimate of the instantaneous emission rate. For validation, emission rate estimates were derived from synthetic hyperspectral images of a heated methane plume, generated using data from a large-eddy simulation. Calculating the RTE with Gaussian distributions of volume fraction and temperature, instead of uniform distributions, improved the accuracy of column density measurement by 14%. Moreover, the mean methane emission rate measured using our approach was within 4% of the ground truth. These results support the use of Gaussian distributions of thermodynamic properties in calculation of the RTE for optical gas diagnostics.

Sparse covariance estimation in heterogeneous samples.

Science.gov (United States)

Rodríguez, Abel; Lenkoski, Alex; Dobra, Adrian

Standard Gaussian graphical models implicitly assume that the conditional independence among variables is common to all observations in the sample. However, in practice, observations are usually collected from heterogeneous populations where such an assumption is not satisfied, leading in turn to nonlinear relationships among variables. To address such situations we explore mixtures of Gaussian graphical models; in particular, we consider both infinite mixtures and infinite hidden Markov models where the emission distributions correspond to Gaussian graphical models. Such models allow us to divide a heterogeneous population into homogenous groups, with each cluster having its own conditional independence structure. As an illustration, we study the trends in foreign exchange rate fluctuations in the pre-Euro era.

SpineCreator: a Graphical User Interface for the Creation of Layered Neural Models.

Science.gov (United States)

Cope, A J; Richmond, P; James, S S; Gurney, K; Allerton, D J

2017-01-01

There is a growing requirement in computational neuroscience for tools that permit collaborative model building, model sharing, combining existing models into a larger system (multi-scale model integration), and are able to simulate models using a variety of simulation engines and hardware platforms. Layered XML model specification formats solve many of these problems, however they are difficult to write and visualise without tools. Here we describe a new graphical software tool, SpineCreator, which facilitates the creation and visualisation of layered models of point spiking neurons or rate coded neurons without requiring the need for programming. We demonstrate the tool through the reproduction and visualisation of published models and show simulation results using code generation interfaced directly into SpineCreator. As a unique application for the graphical creation of neural networks, SpineCreator represents an important step forward for neuronal modelling.

Comparison of results from dispersion models for regulatory purposes based on Gaussian-and Lagrangian-algorithms: an evaluating literature study

International Nuclear Information System (INIS)

Walter, H.

2004-01-01

Powerful tools to describe atmospheric transport processes for radiation protection can be provided by meteorology; these are atmospheric flow and dispersion models. Concerning dispersion models, Gaussian plume models have been used since a long time to describe atmospheric dispersion processes. Advantages of the Gaussian plume models are short computation time, good validation and broad acceptance worldwide. However, some limitations and their implications on model result interpretation have to be taken into account, as the mathematical derivation of an analytic solution of the equations of motion leads to severe constraints. In order to minimise these constraints, various dispersion models for scientific and regulatory purposes have been developed and applied. Among these the Lagrangian particle models are of special interest, because these models are able to simulate atmospheric transport processes close to reality, e.g. the influence of orography, topography, wind shear and other meteorological phenomena. Within this study, the characteristics and computational results of Gaussian dispersion models as well as of Lagrangian models have been compared and evaluated on the base of numerous papers and reports published in literature. Special emphasis has been laid on the intention that dispersion models should comply with EU requests (Richtlinie 96/29/Euratom, 1996) on a more realistic assessment of the radiation exposure to the population. (orig.)

Resource theory of non-Gaussian operations

Science.gov (United States)

Zhuang, Quntao; Shor, Peter W.; Shapiro, Jeffrey H.

2018-05-01

Non-Gaussian states and operations are crucial for various continuous-variable quantum information processing tasks. To quantitatively understand non-Gaussianity beyond states, we establish a resource theory for non-Gaussian operations. In our framework, we consider Gaussian operations as free operations, and non-Gaussian operations as resources. We define entanglement-assisted non-Gaussianity generating power and show that it is a monotone that is nonincreasing under the set of free superoperations, i.e., concatenation and tensoring with Gaussian channels. For conditional unitary maps, this monotone can be analytically calculated. As examples, we show that the non-Gaussianity of ideal photon-number subtraction and photon-number addition equal the non-Gaussianity of the single-photon Fock state. Based on our non-Gaussianity monotone, we divide non-Gaussian operations into two classes: (i) the finite non-Gaussianity class, e.g., photon-number subtraction, photon-number addition, and all Gaussian-dilatable non-Gaussian channels; and (ii) the diverging non-Gaussianity class, e.g., the binary phase-shift channel and the Kerr nonlinearity. This classification also implies that not all non-Gaussian channels are exactly Gaussian dilatable. Our resource theory enables a quantitative characterization and a first classification of non-Gaussian operations, paving the way towards the full understanding of non-Gaussianity.

A Probabilistic Graphical Model to Detect Chromosomal Domains

Science.gov (United States)

Heermann, Dieter; Hofmann, Andreas; Weber, Eva

To understand the nature of a cell, one needs to understand the structure of its genome. For this purpose, experimental techniques such as Hi-C detecting chromosomal contacts are used to probe the three-dimensional genomic structure. These experiments yield topological information, consistently showing a hierarchical subdivision of the genome into self-interacting domains across many organisms. Current methods for detecting these domains using the Hi-C contact matrix, i.e. a doubly-stochastic matrix, are mostly based on the assumption that the domains are distinct, thus non-overlapping. For overcoming this simplification and for being able to unravel a possible nested domain structure, we developed a probabilistic graphical model that makes no a priori assumptions on the domain structure. Within this approach, the Hi-C contact matrix is analyzed using an Ising like probabilistic graphical model whose coupling constant is proportional to each lattice point (entry in the contact matrix). The results show clear boundaries between identified domains and the background. These domain boundaries are dependent on the coupling constant, so that one matrix yields several clusters of different sizes, which show the self-interaction of the genome on different scales. This work was supported by a Grant from the International Human Frontier Science Program Organization (RGP0014/2014).

Implementation and use of Gaussian process meta model for sensitivity analysis of numerical models: application to a hydrogeological transport computer code

International Nuclear Information System (INIS)

Marrel, A.

2008-01-01

In the studies of environmental transfer and risk assessment, numerical models are used to simulate, understand and predict the transfer of pollutant. These computer codes can depend on a high number of uncertain input parameters (geophysical variables, chemical parameters, etc.) and can be often too computer time expensive. To conduct uncertainty propagation studies and to measure the importance of each input on the response variability, the computer code has to be approximated by a meta model which is build on an acceptable number of simulations of the code and requires a negligible calculation time. We focused our research work on the use of Gaussian process meta model to make the sensitivity analysis of the code. We proposed a methodology with estimation and input selection procedures in order to build the meta model in the case of a high number of inputs and with few simulations available. Then, we compared two approaches to compute the sensitivity indices with the meta model and proposed an algorithm to build prediction intervals for these indices. Afterwards, we were interested in the choice of the code simulations. We studied the influence of different sampling strategies on the predictiveness of the Gaussian process meta model. Finally, we extended our statistical tools to a functional output of a computer code. We combined a decomposition on a wavelet basis with the Gaussian process modelling before computing the functional sensitivity indices. All the tools and statistical methodologies that we developed were applied to the real case of a complex hydrogeological computer code, simulating radionuclide transport in groundwater. (author) [fr

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

Science.gov (United States)

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

2010-06-01

The aim was to employ Gaussian processes to assess mathematically the nature of a skin permeability dataset and to employ these methods, particularly feature selection, to determine the key physicochemical descriptors which exert the most significant influence on percutaneous absorption, and to compare such models with established existing models. Gaussian processes, including automatic relevance detection (GPRARD) methods, were employed to develop models of percutaneous absorption that identified key physicochemical descriptors of percutaneous absorption. Using MatLab software, the statistical performance of these models was compared with single linear networks (SLN) and quantitative structure-permeability relationships (QSPRs). Feature selection methods were used to examine in more detail the physicochemical parameters used in this study. A range of statistical measures to determine model quality were used. The inherently nonlinear nature of the skin data set was confirmed. The Gaussian process regression (GPR) methods yielded predictive models that offered statistically significant improvements over SLN and QSPR models with regard to predictivity (where the rank order was: GPR > SLN > QSPR). Feature selection analysis determined that the best GPR models were those that contained log P, melting point and the number of hydrogen bond donor groups as significant descriptors. Further statistical analysis also found that great synergy existed between certain parameters. It suggested that a number of the descriptors employed were effectively interchangeable, thus questioning the use of models where discrete variables are output, usually in the form of an equation. The use of a nonlinear GPR method produced models with significantly improved predictivity, compared with SLN or QSPR models. Feature selection methods were able to provide important mechanistic information. However, it was also shown that significant synergy existed between certain parameters, and as such it

Model correction factor method for reliability problems involving integrals of non-Gaussian random fields

DEFF Research Database (Denmark)

Franchin, P.; Ditlevsen, Ove Dalager; Kiureghian, Armen Der

2002-01-01

The model correction factor method (MCFM) is used in conjunction with the first-order reliability method (FORM) to solve structural reliability problems involving integrals of non-Gaussian random fields. The approach replaces the limit-state function with an idealized one, in which the integrals ...

Non-Gaussian Stochastic Radiation Transfer in Finite Planar Media with Quadratic Scattering

International Nuclear Information System (INIS)

Sallah, M.

2016-01-01

The stochastic radiation transfer is considered in a participating planar finite continuously fluctuating medium characterized by non-Gaussian variability. The problem is considered for diffuse-reflecting boundaries with quadratic Rayleigh scattering. Random variable transformation (RVT) technique is used to get the complete average for the solution functions that are represented by the probability-density function (PDF) of the solution process. RVT algorithm applies a simple integral transformation to the input stochastic process (the extinction function of the medium). This linear transformation enables us to rewrite the stochastic transport equations in terms of the optical random variable (x) and the optical random thickness (L). Then the radiation transfer equation is solved deterministically to get a closed form for the solution as a function of x and L. So, the solution is used to obtain the PDF of the solution functions applying the RVT technique among the input random variable (L) and the output process (the solution functions). The obtained averages of the solution functions are used to get the complete analytical averages for some interesting physical quantities, namely, reflectivity, transmissivity and partial heat fluxes at the medium boundaries. Numerical results are represented graphically for different non-Gaussian probability distribution functions that compared with the corresponding Gaussian PDF.

Extreme-Strike and Small-time Asymptotics for Gaussian Stochastic Volatility Models

OpenAIRE

Zhang, Xin

2016-01-01

Asymptotic behavior of implied volatility is of our interest in this dissertation. For extreme strike, we consider a stochastic volatility asset price model in which the volatility is the absolute value of a continuous Gaussian process with arbitrary prescribed mean and covariance. By exhibiting a Karhunen-Loève expansion for the integrated variance, and using sharp estimates of the density of a general second-chaos variable, we derive asymptotics for the asset price density for large or smal...

How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models

DEFF Research Database (Denmark)

Andreasen, Martin Møller

This paper studies how non-Gaussian shocks affect risk premia in DSGE models approximated to second and third order. Based on an extension of the results in Schmitt-Grohé & Uribe (2004) to third order, we derive propositions for how rare disasters, stochastic volatility, and GARCH affect any risk...... premia in a wide class of DSGE models. To quantify these effects, we then set up a standard New Keynesian DSGE model where total factor productivity includes rare disasters, stochastic volatility, and GARCH. We …find that rare disasters increase the mean level of the 10-year nominal term premium, whereas...

The Research of Indoor Positioning Based on Double-peak Gaussian Model

Directory of Open Access Journals (Sweden)

Lina Chen

2014-04-01

Full Text Available Location fingerprinting using Wi-Fi signals has been very popular and is a well accepted indoor positioning method. The key issue of the fingerprinting approach is generating the fingerprint radio map. Limited by the practical workload, only a few samples of the received signal strength are collected at each reference point. Unfortunately, fewer samples cannot accurately represent the actual distribution of the signal strength from each access point. This study finds most Wi- Fi signals have two peaks. According to the new finding, a double-peak Gaussian arithmetic is proposed to generate a fingerprint radio map. This approach requires little time to receive WiFi signals and it easy to estimate the parameters of the double-peak Gaussian function. Compared to the Gaussian function and histogram method to generate a fingerprint radio map, this method better approximates the occurrence signal distribution. This paper also compared the positioning accuracy using K-Nearest Neighbour theory for three radio maps, the test results show that the positioning distance error utilizing the double-peak Gaussian function is better than the other two methods.

Current inversion induced by colored non-Gaussian noise

International Nuclear Information System (INIS)

Bag, Bidhan Chandra; Hu, Chin-Kung

2009-01-01

We study a stochastic process driven by colored non-Gaussian noises. For the flashing ratchet model we find that there is a current inversion in the variation of the current with the half-cycle period which accounts for the potential on–off operation. The current inversion almost disappears if one switches from non-Gaussian (NG) to Gaussian (G) noise. We also find that at low value of the asymmetry parameter of the potential the mobility controlled current is more negative for NG noise as compared to G noise. But at large magnitude of the parameter the diffusion controlled positive current is higher for the former than for the latter. On increasing the noise correlation time (τ), keeping the noise strength fixed, the mean velocity of a particle first increases and then decreases after passing through a maximum if the noise is non-Gaussian. For Gaussian noise, the current monotonically decreases. The current increases with the noise parameter p, 0< p<5/3, which is 1 for Gaussian noise

Positioning graphical objects on computer screens: a three-phase model.

Science.gov (United States)

Pastel, Robert

2011-02-01

This experiment identifies and models phases during the positioning of graphical objects (called cursors in this article) on computer displays. The human computer-interaction community has traditionally used Fitts' law to model selection in graphical user interfaces, whereas human factors experiments have found the single-component Fitts' law inadequate to model positioning of real objects. Participants (N=145) repeatedly positioned variably sized square cursors within variably sized rectangular targets using computer mice. The times for the cursor to just touch the target, for the cursor to enter the target, and for participants to indicate positioning completion were observed. The positioning tolerances were varied from very precise and difficult to imprecise and easy. The time for the cursor to touch the target was proportional to the initial cursor-target distance. The time for the cursor to completely enter the target after touching was proportional to the logarithms of cursor size divided by target tolerances. The time for participants to indicate positioning after entering was inversely proportional to the tolerance. A three-phase model defined by regions--distant, proximate, and inside the target--was proposed and could model the positioning tasks. The three-phase model provides a framework for ergonomists to evaluate new positioning techniques and can explain their deficiencies. The model provides a means to analyze tasks and enhance interaction during positioning.

Reasoning with probabilistic and deterministic graphical models exact algorithms

CERN Document Server

Dechter, Rina

2013-01-01

Graphical models (e.g., Bayesian and constraint networks, influence diagrams, and Markov decision processes) have become a central paradigm for knowledge representation and reasoning in both artificial intelligence and computer science in general. These models are used to perform many reasoning tasks, such as scheduling, planning and learning, diagnosis and prediction, design, hardware and software verification, and bioinformatics. These problems can be stated as the formal tasks of constraint satisfaction and satisfiability, combinatorial optimization, and probabilistic inference. It is well

A novel multitarget model of radiation-induced cell killing based on the Gaussian distribution.

Science.gov (United States)

Zhao, Lei; Mi, Dong; Sun, Yeqing

2017-05-07

The multitarget version of the traditional target theory based on the Poisson distribution is still used to describe the dose-survival curves of cells after ionizing radiation in radiobiology and radiotherapy. However, noting that the usual ionizing radiation damage is the result of two sequential stochastic processes, the probability distribution of the damage number per cell should follow a compound Poisson distribution, like e.g. Neyman's distribution of type A (N. A.). In consideration of that the Gaussian distribution can be considered as the approximation of the N. A. in the case of high flux, a multitarget model based on the Gaussian distribution is proposed to describe the cell inactivation effects in low linear energy transfer (LET) radiation with high dose-rate. Theoretical analysis and experimental data fitting indicate that the present theory is superior to the traditional multitarget model and similar to the Linear - Quadratic (LQ) model in describing the biological effects of low-LET radiation with high dose-rate, and the parameter ratio in the present model can be used as an alternative indicator to reflect the radiation damage and radiosensitivity of the cells. Copyright © 2017 Elsevier Ltd. All rights reserved.

Model-checking techniques based on cumulative residuals.

Science.gov (United States)

Lin, D Y; Wei, L J; Ying, Z

2002-03-01

Residuals have long been used for graphical and numerical examinations of the adequacy of regression models. Conventional residual analysis based on the plots of raw residuals or their smoothed curves is highly subjective, whereas most numerical goodness-of-fit tests provide little information about the nature of model misspecification. In this paper, we develop objective and informative model-checking techniques by taking the cumulative sums of residuals over certain coordinates (e.g., covariates or fitted values) or by considering some related aggregates of residuals, such as moving sums and moving averages. For a variety of statistical models and data structures, including generalized linear models with independent or dependent observations, the distributions of these stochastic processes tinder the assumed model can be approximated by the distributions of certain zero-mean Gaussian processes whose realizations can be easily generated by computer simulation. Each observed process can then be compared, both graphically and numerically, with a number of realizations from the Gaussian process. Such comparisons enable one to assess objectively whether a trend seen in a residual plot reflects model misspecification or natural variation. The proposed techniques are particularly useful in checking the functional form of a covariate and the link function. Illustrations with several medical studies are provided.

Non-Gaussianity from tachyonic preheating in hybrid inflation

International Nuclear Information System (INIS)

Barnaby, Neil; Cline, James M.

2007-01-01

In a previous work we showed that large non-Gaussianities and nonscale-invariant distortions in the cosmic microwave background power spectrum can be generated in hybrid inflation models, due to the contributions of the tachyon (waterfall) field to the second order curvature perturbation. Here we clarify, correct, and extend those results. We show that large non-Gaussianity occurs only when the tachyon remains light throughout inflation, whereas n=4 contamination to the spectrum is the dominant effect when the tachyon is heavy. We find constraints on the parameters of warped-throat brane-antibrane inflation from non-Gaussianity. For F-term and D-term inflation models from supergravity, we obtain nontrivial constraints from the spectral distortion effect. We also establish that our analysis applies to complex tachyon fields

Gaussian mixture models and semantic gating improve reconstructions from human brain activity

Directory of Open Access Journals (Sweden)

Sanne eSchoenmakers

2015-01-01

Full Text Available Better acquisition protocols and analysis techniques are making it possible to use fMRI to obtain highly detailed visualizations of brain processes. In particular we focus on the reconstruction of natural images from BOLD responses in visual cortex. We expand our linear Gaussian framework for percept decoding with Gaussian mixture models to better represent the prior distribution of natural images. Reconstruction of such images then boils down to probabilistic inference in a hybrid Bayesian network. In our set-up, different mixture components correspond to different character categories. Our framework can automatically infer higher-order semantic categories from lower-level brain areas. Furthermore the framework can gate semantic information from higher-order brain areas to enforce the correct category during reconstruction. When categorical information is not available, we show that automatically learned clusters in the data give a similar improvement in reconstruction. The hybrid Bayesian network leads to highly accurate reconstructions in both supervised and unsupervised settings.

Interactive virtual simulation using a 3D computer graphics model for microvascular decompression surgery.

Science.gov (United States)

Oishi, Makoto; Fukuda, Masafumi; Hiraishi, Tetsuya; Yajima, Naoki; Sato, Yosuke; Fujii, Yukihiko

2012-09-01

The purpose of this paper is to report on the authors' advanced presurgical interactive virtual simulation technique using a 3D computer graphics model for microvascular decompression (MVD) surgery. The authors performed interactive virtual simulation prior to surgery in 26 patients with trigeminal neuralgia or hemifacial spasm. The 3D computer graphics models for interactive virtual simulation were composed of the brainstem, cerebellum, cranial nerves, vessels, and skull individually created by the image analysis, including segmentation, surface rendering, and data fusion for data collected by 3-T MRI and 64-row multidetector CT systems. Interactive virtual simulation was performed by employing novel computer-aided design software with manipulation of a haptic device to imitate the surgical procedures of bone drilling and retraction of the cerebellum. The findings were compared with intraoperative findings. In all patients, interactive virtual simulation provided detailed and realistic surgical perspectives, of sufficient quality, representing the lateral suboccipital route. The causes of trigeminal neuralgia or hemifacial spasm determined by observing 3D computer graphics models were concordant with those identified intraoperatively in 25 (96%) of 26 patients, which was a significantly higher rate than the 73% concordance rate (concordance in 19 of 26 patients) obtained by review of 2D images only (p computer graphics model provided a realistic environment for performing virtual simulations prior to MVD surgery and enabled us to ascertain complex microsurgical anatomy.

On a Graphical Technique for Evaluating Some Rational Expectations Models

DEFF Research Database (Denmark)

Johansen, Søren; Swensen, Anders R.

2011-01-01

Campbell and Shiller (1987) proposed a graphical technique for the present value model, which consists of plotting estimates of the spread and theoretical spread as calculated from the cointegrated vector autoregressive model without imposing the restrictions implied by the present value model....... In addition to getting a visual impression of the fit of the model, the purpose is to see if the two spreads are nevertheless similar as measured by correlation, variance ratio, and noise ratio. We extend these techniques to a number of rational expectation models and give a general definition of spread...

EDITORIAL: Non-linear and non-Gaussian cosmological perturbations Non-linear and non-Gaussian cosmological perturbations

Science.gov (United States)

Sasaki, Misao; Wands, David

2010-06-01

In recent years there has been a resurgence of interest in the study of non-linear perturbations of cosmological models. This has been the result of both theoretical developments and observational advances. New theoretical challenges arise at second and higher order due to mode coupling and the need to develop new gauge-invariant variables beyond first order. In particular, non-linear interactions lead to deviations from a Gaussian distribution of primordial perturbations even if initial vacuum fluctuations are exactly Gaussian. These non-Gaussianities provide an important probe of models for the origin of structure in the very early universe. We now have a detailed picture of the primordial distribution of matter from surveys of the cosmic microwave background, notably NASA's WMAP satellite. The situation will continue to improve with future data from the ESA Planck satellite launched in 2009. To fully exploit these data cosmologists need to extend non-linear cosmological perturbation theory beyond the linear theory that has previously been sufficient on cosmological scales. Another recent development has been the realization that large-scale structure, revealed in high-redshift galaxy surveys, could also be sensitive to non-linearities in the primordial curvature perturbation. This focus section brings together a collection of invited papers which explore several topical issues in this subject. We hope it will be of interest to theoretical physicists and astrophysicists alike interested in understanding and interpreting recent developments in cosmological perturbation theory and models of the early universe. Of course it is only an incomplete snapshot of a rapidly developing field and we hope the reader will be inspired to read further work on the subject and, perhaps, fill in some of the missing pieces. This focus section is dedicated to the memory of Lev Kofman (1957-2009), an enthusiastic pioneer of inflationary cosmology and non-Gaussian perturbations.

Gaussian random-matrix process and universal parametric correlations in complex systems

International Nuclear Information System (INIS)

Attias, H.; Alhassid, Y.

1995-01-01

We introduce the framework of the Gaussian random-matrix process as an extension of Dyson's Gaussian ensembles and use it to discuss the statistical properties of complex quantum systems that depend on an external parameter. We classify the Gaussian processes according to the short-distance diffusive behavior of their energy levels and demonstrate that all parametric correlation functions become universal upon the appropriate scaling of the parameter. The class of differentiable Gaussian processes is identified as the relevant one for most physical systems. We reproduce the known spectral correlators and compute eigenfunction correlators in their universal form. Numerical evidence from both a chaotic model and weakly disordered model confirms our predictions

EmpiriciSN: Re-sampling Observed Supernova/Host Galaxy Populations Using an XD Gaussian Mixture Model

Science.gov (United States)

Holoien, Thomas W.-S.; Marshall, Philip J.; Wechsler, Risa H.

2017-06-01

We describe two new open-source tools written in Python for performing extreme deconvolution Gaussian mixture modeling (XDGMM) and using a conditioned model to re-sample observed supernova and host galaxy populations. XDGMM is new program that uses Gaussian mixtures to perform density estimation of noisy data using extreme deconvolution (XD) algorithms. Additionally, it has functionality not available in other XD tools. It allows the user to select between the AstroML and Bovy et al. fitting methods and is compatible with scikit-learn machine learning algorithms. Most crucially, it allows the user to condition a model based on the known values of a subset of parameters. This gives the user the ability to produce a tool that can predict unknown parameters based on a model that is conditioned on known values of other parameters. EmpiriciSN is an exemplary application of this functionality, which can be used to fit an XDGMM model to observed supernova/host data sets and predict likely supernova parameters using a model conditioned on observed host properties. It is primarily intended to simulate realistic supernovae for LSST data simulations based on empirical galaxy properties.

EmpiriciSN: Re-sampling Observed Supernova/Host Galaxy Populations Using an XD Gaussian Mixture Model

Energy Technology Data Exchange (ETDEWEB)

Holoien, Thomas W.-S.; /Ohio State U., Dept. Astron. /Ohio State U., CCAPP /KIPAC, Menlo Park /SLAC; Marshall, Philip J.; Wechsler, Risa H.; /KIPAC, Menlo Park /SLAC

2017-05-11

We describe two new open-source tools written in Python for performing extreme deconvolution Gaussian mixture modeling (XDGMM) and using a conditioned model to re-sample observed supernova and host galaxy populations. XDGMM is new program that uses Gaussian mixtures to perform density estimation of noisy data using extreme deconvolution (XD) algorithms. Additionally, it has functionality not available in other XD tools. It allows the user to select between the AstroML and Bovy et al. fitting methods and is compatible with scikit-learn machine learning algorithms. Most crucially, it allows the user to condition a model based on the known values of a subset of parameters. This gives the user the ability to produce a tool that can predict unknown parameters based on a model that is conditioned on known values of other parameters. EmpiriciSN is an exemplary application of this functionality, which can be used to fit an XDGMM model to observed supernova/host data sets and predict likely supernova parameters using a model conditioned on observed host properties. It is primarily intended to simulate realistic supernovae for LSST data simulations based on empirical galaxy properties.

Printing--Graphic Arts--Graphic Communications

Science.gov (United States)

Hauenstein, A. Dean

1975-01-01

Recently, "graphic arts" has shifted from printing skills to a conceptual approach of production processes. "Graphic communications" must embrace the total system of communication through graphic media, to serve broad career education purposes; students taught concepts and principles can be flexible and adaptive. The author…

Gaussian copula as a likelihood function for environmental models

Science.gov (United States)

Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.

2017-12-01

Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an

Bayesian leave-one-out cross-validation approximations for Gaussian latent variable models

DEFF Research Database (Denmark)

Vehtari, Aki; Mononen, Tommi; Tolvanen, Ville

2016-01-01

The future predictive performance of a Bayesian model can be estimated using Bayesian cross-validation. In this article, we consider Gaussian latent variable models where the integration over the latent values is approximated using the Laplace method or expectation propagation (EP). We study...... the properties of several Bayesian leave-one-out (LOO) cross-validation approximations that in most cases can be computed with a small additional cost after forming the posterior approximation given the full data. Our main objective is to assess the accuracy of the approximative LOO cross-validation estimators...

Lamb wave propagation modelling and simulation using parallel processing architecture and graphical cards

International Nuclear Information System (INIS)

Paćko, P; Bielak, T; Staszewski, W J; Uhl, T; Spencer, A B; Worden, K

2012-01-01

This paper demonstrates new parallel computation technology and an implementation for Lamb wave propagation modelling in complex structures. A graphical processing unit (GPU) and computer unified device architecture (CUDA), available in low-cost graphical cards in standard PCs, are used for Lamb wave propagation numerical simulations. The local interaction simulation approach (LISA) wave propagation algorithm has been implemented as an example. Other algorithms suitable for parallel discretization can also be used in practice. The method is illustrated using examples related to damage detection. The results demonstrate good accuracy and effective computational performance of very large models. The wave propagation modelling presented in the paper can be used in many practical applications of science and engineering. (paper)

Co-occurrence rate networks: towards separate training for undirected graphical models

NARCIS (Netherlands)

Zhu, Zhemin

2015-01-01

Dependence is a universal phenomenon which can be observed everywhere. In machine learning, probabilistic graphical models (PGMs) represent dependence relations with graphs. PGMs find wide applications in natural language processing (NLP), speech processing, computer vision, biomedicine, information

Resonant non-Gaussianity with equilateral properties

Energy Technology Data Exchange (ETDEWEB)

Gwyn, Rhiannon [Max-Planck-Institut fuer Gravitationsphysik (Albert-Einstein-Institut), Potsdam (Germany); Rummel, Markus [Hamburg Univ. (Germany). 2. Inst. fuer Theoretische Physik; Westphal, Alexander [Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany)

2012-11-15

We discuss the effect of superimposing multiple sources of resonant non-Gaussianity, which arise for instance in models of axion inflation. The resulting sum of oscillating shape contributions can be used to ''Fourier synthesize'' different non-oscillating shapes in the bispectrum. As an example we reproduce an approximately equilateral shape from the superposition of O(10) oscillatory contributions with resonant shape. This implies a possible degeneracy between the equilateral-type non-Gaussianity typical of models with non-canonical kinetic terms, such as DBI inflation, and an equilateral-type shape arising from a superposition of resonant-type contributions in theories with canonical kinetic terms. The absence of oscillations in the 2-point function together with the structure of the resonant N-point functions, imply that detection of equilateral non-Gaussianity at a level greater than the PLANCK sensitivity of f{sub NL} {proportional_to}O(5) will rule out a resonant origin. We comment on the questions arising from possible embeddings of this idea in a string theory setting.

IDAS, software support for mathematical models and map-based graphics

International Nuclear Information System (INIS)

Birnbaum, M.D.; Wecker, D.B.

1984-01-01

IDAS (Intermediate Dose Assessment System) was developed for the U.S. Nuclear Regulatory Commission as a hardware/software host for radiological models and display of map-based plume graphics at the Operations Center (HQ), regional incident response centers, and site emergency facilities. IDAS design goals acknowledged the likelihood of future changes in the suite of models and the composition of map features for analysis and graphical display. IDAS provides a generalized software support environment to programmers and users of modeling programs. A database manager process provides multi-user access control to all input and output data for modeling programs. A programmer-created data description file (schema) specifies data field names, data types, legal and recommended ranges, default values, preferred units of measurement, and ''help'' text. Subroutine calls to IDAS from a model program invoke a consistent user interface which can show any of the schema contents, convert units of measurement, and route data to multiple logical devices, including the database. A stand-alone data editor allows the user to read and write model data records without execution of a model. IDAS stores digitized map features in a 4-level naming hierarchy. A user can select the map icon, color, and whether to show a stored name tag, for each map feature. The user also selects image scale (zoom) within limits set by map digitization. The resulting image combines static map information, computed analytic modeling results, and the user's feature selections for display to decision-makers

Calculations of Sobol indices for the Gaussian process metamodel

Energy Technology Data Exchange (ETDEWEB)

Marrel, Amandine [CEA, DEN, DTN/SMTM/LMTE, F-13108 Saint Paul lez Durance (France)], E-mail: amandine.marrel@cea.fr; Iooss, Bertrand [CEA, DEN, DER/SESI/LCFR, F-13108 Saint Paul lez Durance (France); Laurent, Beatrice [Institut de Mathematiques, Universite de Toulouse (UMR 5219) (France); Roustant, Olivier [Ecole des Mines de Saint-Etienne (France)

2009-03-15

Global sensitivity analysis of complex numerical models can be performed by calculating variance-based importance measures of the input variables, such as the Sobol indices. However, these techniques, requiring a large number of model evaluations, are often unacceptable for time expensive computer codes. A well-known and widely used decision consists in replacing the computer code by a metamodel, predicting the model responses with a negligible computation time and rending straightforward the estimation of Sobol indices. In this paper, we discuss about the Gaussian process model which gives analytical expressions of Sobol indices. Two approaches are studied to compute the Sobol indices: the first based on the predictor of the Gaussian process model and the second based on the global stochastic process model. Comparisons between the two estimates, made on analytical examples, show the superiority of the second approach in terms of convergence and robustness. Moreover, the second approach allows to integrate the modeling error of the Gaussian process model by directly giving some confidence intervals on the Sobol indices. These techniques are finally applied to a real case of hydrogeological modeling.

Calculations of Sobol indices for the Gaussian process metamodel

International Nuclear Information System (INIS)

Marrel, Amandine; Iooss, Bertrand; Laurent, Beatrice; Roustant, Olivier

2009-01-01

Global sensitivity analysis of complex numerical models can be performed by calculating variance-based importance measures of the input variables, such as the Sobol indices. However, these techniques, requiring a large number of model evaluations, are often unacceptable for time expensive computer codes. A well-known and widely used decision consists in replacing the computer code by a metamodel, predicting the model responses with a negligible computation time and rending straightforward the estimation of Sobol indices. In this paper, we discuss about the Gaussian process model which gives analytical expressions of Sobol indices. Two approaches are studied to compute the Sobol indices: the first based on the predictor of the Gaussian process model and the second based on the global stochastic process model. Comparisons between the two estimates, made on analytical examples, show the superiority of the second approach in terms of convergence and robustness. Moreover, the second approach allows to integrate the modeling error of the Gaussian process model by directly giving some confidence intervals on the Sobol indices. These techniques are finally applied to a real case of hydrogeological modeling

Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion

Science.gov (United States)

Ślęzak, Jakub; Metzler, Ralf; Magdziarz, Marcin

2018-02-01

Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter systems. We here formulate a stochastic model based on a generalised Langevin equation in which non-Gaussian shapes of the probability density function and normal or anomalous diffusion have a common origin, namely a random parametrisation of the stochastic force. We perform a detailed analysis demonstrating how various types of parameter distributions for the memory kernel result in exponential, power law, or power-log law tails of the memory functions. The studied system is also shown to exhibit a further unusual property: the velocity has a Gaussian one point probability density but non-Gaussian joint distributions. This behaviour is reflected in the relaxation from a Gaussian to a non-Gaussian distribution observed for the position variable. We show that our theoretical results are in excellent agreement with stochastic simulations.

Back to Normal! Gaussianizing posterior distributions for cosmological probes

Science.gov (United States)

Schuhmann, Robert L.; Joachimi, Benjamin; Peiris, Hiranya V.

2014-05-01

We present a method to map multivariate non-Gaussian posterior probability densities into Gaussian ones via nonlinear Box-Cox transformations, and generalizations thereof. This is analogous to the search for normal parameters in the CMB, but can in principle be applied to any probability density that is continuous and unimodal. The search for the optimally Gaussianizing transformation amongst the Box-Cox family is performed via a maximum likelihood formalism. We can judge the quality of the found transformation a posteriori: qualitatively via statistical tests of Gaussianity, and more illustratively by how well it reproduces the credible regions. The method permits an analytical reconstruction of the posterior from a sample, e.g. a Markov chain, and simplifies the subsequent joint analysis with other experiments. Furthermore, it permits the characterization of a non-Gaussian posterior in a compact and efficient way. The expression for the non-Gaussian posterior can be employed to find analytic formulae for the Bayesian evidence, and consequently be used for model comparison.

A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families

KAUST Repository

Dutta, Subhajit

2014-07-28

Several fascinating examples of non-Gaussian bivariate distributions which have marginal distribution functions to be Gaussian have been proposed in the literature. These examples often clarify several properties associated with the normal distribution. In this paper, we generalize this result in the sense that we construct a pp-dimensional distribution for which any proper subset of its components has the Gaussian distribution. However, the jointpp-dimensional distribution is inconsistent with the distribution of these subsets because it is not Gaussian. We study the probabilistic properties of this non-Gaussian multivariate distribution in detail. Interestingly, several popular tests of multivariate normality fail to identify this pp-dimensional distribution as non-Gaussian. We further extend our construction to a class of elliptically contoured distributions as well as skewed distributions arising from selections, for instance the multivariate skew-normal distribution.

A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families

KAUST Repository

Dutta, Subhajit; Genton, Marc G.

2014-01-01

Several fascinating examples of non-Gaussian bivariate distributions which have marginal distribution functions to be Gaussian have been proposed in the literature. These examples often clarify several properties associated with the normal distribution. In this paper, we generalize this result in the sense that we construct a pp-dimensional distribution for which any proper subset of its components has the Gaussian distribution. However, the jointpp-dimensional distribution is inconsistent with the distribution of these subsets because it is not Gaussian. We study the probabilistic properties of this non-Gaussian multivariate distribution in detail. Interestingly, several popular tests of multivariate normality fail to identify this pp-dimensional distribution as non-Gaussian. We further extend our construction to a class of elliptically contoured distributions as well as skewed distributions arising from selections, for instance the multivariate skew-normal distribution.

Non-Gaussianity and statistical anisotropy from vector field populated inflationary models

CERN Document Server

Dimastrogiovanni, Emanuela; Matarrese, Sabino; Riotto, Antonio

2010-01-01

We present a review of vector field models of inflation and, in particular, of the statistical anisotropy and non-Gaussianity predictions of models with SU(2) vector multiplets. Non-Abelian gauge groups introduce a richer amount of predictions compared to the Abelian ones, mostly because of the presence of vector fields self-interactions. Primordial vector fields can violate isotropy leaving their imprint in the comoving curvature fluctuations zeta at late times. We provide the analytic expressions of the correlation functions of zeta up to fourth order and an analysis of their amplitudes and shapes. The statistical anisotropy signatures expected in these models are important and, potentially, the anisotropic contributions to the bispectrum and the trispectrum can overcome the isotropic parts.

CityZoom UP (Urban Pollution): a computational tool for the fast generation and setup of urban scenarios for CFD and dispersion modelling simulation

OpenAIRE

Grazziotin, Pablo Colossi

2016-01-01

This research presents the development of CityZoom UP, the first attempt to extend existing urban planning software in order to assist in modelling urban scenarios and setting up simulation parameters for Gaussian dispersion and CFD models. Based on the previous capabilities and graphic user interfaces of CityZoom to model and validate urban scenarios based on Master Plan regulations, new graphic user interfaces, automatic mesh generation and data conversion algorithms have been created to se...

Gaussian Plume Model Parameters for Ground-Level and Elevated Sources Derived from the Atmospheric Diffusion Equation in the Neutral and Stable Conditions

International Nuclear Information System (INIS)

Essa, K.S.M.

2009-01-01

The analytical solution of the atmospheric diffusion equation for a point source gives the ground-level concentration profiles. It depends on the wind speed ua nd vertical dispersion coefficient σ z expressed by Pasquill power laws. Both σ z and u are functions of downwind distance, stability and source elevation, while for the ground-level emission u is constant. In the neutral and stable conditions, the Gaussian plume model and finite difference numerical methods with wind speed in power law and the vertical dispersion coefficient in exponential law are estimated. This work shows that the estimated ground-level concentrations of the Gaussian model for high-level source and numerical finite difference method are very match fit to the observed ground-level concentrations of the Gaussian model

Grms or graphical representation of model spaces. Vol. I Basics

International Nuclear Information System (INIS)

Duch, W.

1986-01-01

This book presents a novel approach to the many-body problem in quantum chemistry, nuclear shell-theory and solid-state theory. Many-particle model spaces are visualized using graphs, each path of a graph labeling a single basis function or a subspace of functions. Spaces of a very high dimension are represented by small graphs. Model spaces have structure that is reflected in the architecture of the corresponding graphs, that in turn is reflected in the structure of the matrices corresponding to operators acting in these spaces. Insight into this structure leads to formulation of very efficient computer algorithms. Calculation of matrix elements is reduced to comparison of paths in a graph, without ever looking at the functions themselves. Using only very rudimentary mathematical tools graphical rules of matrix element calculation in abelian cases are derived, in particular segmentation rules obtained in the unitary group approached are rederived. The graphs are solutions of Diophantine equations of the type appearing in different branches of applied mathematics. Graphical representation of model spaces should find as many applications as has been found for diagramatical methods in perturbation theory

Stable Graphical Model Estimation with Random Forests for Discrete, Continuous, and Mixed Variables

OpenAIRE

Fellinghauer, Bernd; Bühlmann, Peter; Ryffel, Martin; von Rhein, Michael; Reinhardt, Jan D.

2011-01-01

A conditional independence graph is a concise representation of pairwise conditional independence among many variables. Graphical Random Forests (GRaFo) are a novel method for estimating pairwise conditional independence relationships among mixed-type, i.e. continuous and discrete, variables. The number of edges is a tuning parameter in any graphical model estimator and there is no obvious number that constitutes a good choice. Stability Selection helps choosing this parameter with respect to...

On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations

DEFF Research Database (Denmark)

Johansen, Søren; Swensen, Anders Rygh

Campbell and Shiller (1987) proposed a graphical technique for the present value model which consists of plotting the spread and theoretical spread as calculated from the cointegrated vector autoregressive model. We extend these techniques to a number of rational expectation models and give...

On a numerical and graphical technique for evaluating some models involving rational expectations

DEFF Research Database (Denmark)

Johansen, Søren; Swensen, Anders Rygh

Campbell and Shiller (1987) proposed a graphical technique for the present value model which consists of plotting the spread and theoretical spread as calculated from the cointegrated vector autoregressive model. We extend these techniques to a number of rational expectation models and give...

Stereoscopic 3D graphics generation

Science.gov (United States)

Li, Zhi; Liu, Jianping; Zan, Y.

1997-05-01

Stereoscopic display technology is one of the key techniques of areas such as simulation, multimedia, entertainment, virtual reality, and so on. Moreover, stereoscopic 3D graphics generation is an important part of stereoscopic 3D display system. In this paper, at first, we describe the principle of stereoscopic display and summarize some methods to generate stereoscopic 3D graphics. Secondly, to overcome the problems which came from the methods of user defined models (such as inconvenience, long modifying period and so on), we put forward the vector graphics files defined method. Thus we can design more directly; modify the model simply and easily; generate more conveniently; furthermore, we can make full use of graphics accelerator card and so on. Finally, we discuss the problem of how to speed up the generation.

Non-Gaussianities in multifield DBI inflation with a waterfall phase transition

Science.gov (United States)

Kidani, Taichi; Koyama, Kazuya; Mizuno, Shuntaro

2012-10-01

We study multifield Dirac-Born-Infeld (DBI) inflation models with a waterfall phase transition. This transition happens for a D3 brane moving in the warped conifold if there is an instability along angular directions. The transition converts the angular perturbations into the curvature perturbation. Thanks to this conversion, multifield models can evade the stringent constraints that strongly disfavor single field ultraviolet (UV) DBI inflation models in string theory. We explicitly demonstrate that our model satisfies current observational constraints on the spectral index and equilateral non-Gaussianity as well as the bound on the tensor to scalar ratio imposed in string theory models. In addition, we show that large local type non-Gaussianity is generated together with equilateral non-Gaussianity in this model.

Non-Gaussian Methods for Causal Structure Learning.

Science.gov (United States)

Shimizu, Shohei

2018-05-22

Causal structure learning is one of the most exciting new topics in the fields of machine learning and statistics. In many empirical sciences including prevention science, the causal mechanisms underlying various phenomena need to be studied. Nevertheless, in many cases, classical methods for causal structure learning are not capable of estimating the causal structure of variables. This is because it explicitly or implicitly assumes Gaussianity of data and typically utilizes only the covariance structure. In many applications, however, non-Gaussian data are often obtained, which means that more information may be contained in the data distribution than the covariance matrix is capable of containing. Thus, many new methods have recently been proposed for using the non-Gaussian structure of data and inferring the causal structure of variables. This paper introduces prevention scientists to such causal structure learning methods, particularly those based on the linear, non-Gaussian, acyclic model known as LiNGAM. These non-Gaussian data analysis tools can fully estimate the underlying causal structures of variables under assumptions even in the presence of unobserved common causes. This feature is in contrast to other approaches. A simulated example is also provided.

Quantum information with Gaussian states

International Nuclear Information System (INIS)

Wang Xiangbin; Hiroshima, Tohya; Tomita, Akihisa; Hayashi, Masahito

2007-01-01

Quantum optical Gaussian states are a type of important robust quantum states which are manipulatable by the existing technologies. So far, most of the important quantum information experiments are done with such states, including bright Gaussian light and weak Gaussian light. Extending the existing results of quantum information with discrete quantum states to the case of continuous variable quantum states is an interesting theoretical job. The quantum Gaussian states play a central role in such a case. We review the properties and applications of Gaussian states in quantum information with emphasis on the fundamental concepts, the calculation techniques and the effects of imperfections of the real-life experimental setups. Topics here include the elementary properties of Gaussian states and relevant quantum information device, entanglement-based quantum tasks such as quantum teleportation, quantum cryptography with weak and strong Gaussian states and the quantum channel capacity, mathematical theory of quantum entanglement and state estimation for Gaussian states

Detecting periodicities with Gaussian processes

Directory of Open Access Journals (Sweden)

Nicolas Durrande

2016-04-01

Full Text Available We consider the problem of detecting and quantifying the periodic component of a function given noise-corrupted observations of a limited number of input/output tuples. Our approach is based on Gaussian process regression, which provides a flexible non-parametric framework for modelling periodic data. We introduce a novel decomposition of the covariance function as the sum of periodic and aperiodic kernels. This decomposition allows for the creation of sub-models which capture the periodic nature of the signal and its complement. To quantify the periodicity of the signal, we derive a periodicity ratio which reflects the uncertainty in the fitted sub-models. Although the method can be applied to many kernels, we give a special emphasis to the Matérn family, from the expression of the reproducing kernel Hilbert space inner product to the implementation of the associated periodic kernels in a Gaussian process toolkit. The proposed method is illustrated by considering the detection of periodically expressed genes in the arabidopsis genome.

When non-Gaussian states are Gaussian: Generalization of nonseparability criterion for continuous variables

International Nuclear Information System (INIS)

McHugh, Derek; Buzek, Vladimir; Ziman, Mario

2006-01-01

We present a class of non-Gaussian two-mode continuous-variable states for which the separability criterion for Gaussian states can be employed to detect whether they are separable or not. These states reduce to the two-mode Gaussian states as a special case

An R Package for a General Class of Inverse Gaussian Distributions

Directory of Open Access Journals (Sweden)

Victor Leiva

2007-03-01

Full Text Available The inverse Gaussian distribution is a positively skewed probability model that has received great attention in the last 20 years. Recently, a family that generalizes this model called inverse Gaussian type distributions has been developed. The new R package named ig has been designed to analyze data from inverse Gaussian type distributions. This package contains basic probabilistic functions, lifetime indicators and a random number generator from this model. Also, parameter estimates and diagnostics analysis can be obtained using likelihood methods by means of this package. In addition, goodness-of-fit methods are implemented in order to detect the suitability of the model to the data. The capabilities and features of the ig package are illustrated using simulated and real data sets. Furthermore, some new results related to the inverse Gaussian type distribution are also obtained. Moreover, a simulation study is conducted for evaluating the estimation method implemented in the ig package.

Non-Gaussian signatures arising from warm inflation driven by geometric tachyon

International Nuclear Information System (INIS)

Bhattacharjee, Anindita; Deshamukhya, Atri

2014-01-01

In a warm inflationary scenario, the initial seeds of density perturbation arise from thermal fluctuations of the inflaton field. These fluctuations in principle have Gaussian distribution. In a Gaussian distribution the density perturbation can be expressed as the two point correlation function. Thus if in an inflationary model the density perturbation is expressed as correlation function of order higher than two, these fluctuations are non-Gaussian in nature. A simple inflationary model containing single scalar field, slow roll, canonical kinetic term and vacuum initial state can produce a tiny amount of non-Gaussianity which are very small to be detected by any experiment. Non-Gaussianity can also arise in inflationary models containing multiple scalar fields. For an inflationary scenario with single scalar field, non-Gaussianity can be expressed in terms of bi-spectrum however for multi field Inflation, it is expressed in terms of trispectrum etc. In this piece of work, the warm inflationary scenario, driven by a D3 brane due to the presence of a stack of k coincident NS 5 branes is considered and the non-Gaussian effects in such an inflationary scenario has been analysed by measuring the bispectrum of the gravitational field fluctuations generated during the warm inflation in strong dissipative regime. The bi-spectrum of the Inflation is expressed in terms of the parameter f NL and it is seen that the value of f NL parameter lies well within the limit observed by WMAP7

Nonintersecting string model and graphical approach: equivalence with a Potts model

International Nuclear Information System (INIS)

Perk, J.H.H.; Wu, F.Y.

1986-01-01

Using a graphical method the authors establish the exact equivalence of the partition function of a q-state nonintersecting string (NIS) model on an arbitrary planar, even-valenced lattice with that of a q 2 -state Potts model on a relaxed lattice. The NIS model considered in this paper is one in which the vertex weights are expressible as sums of those of basic vertex types, and the resulting Potts model generally has multispin interactions. For the square and Kagome lattices this leads to the equivalence of a staggered NIS model with Potts models with anisotropic pair interactions, indicating that these NIS models have a first-order transition for q greater than 2. For the triangular lattice the NIS model turns out to be the five-vertex model of Wu and Lin and it relates to a Potts model with two- and three-site interactions. The most general model the authors discuss is an oriented NIS model which contains the six-vertex model and the NIS models of Stroganov and Schultz as special cases

Implementing the lattice Boltzmann model on commodity graphics hardware

International Nuclear Information System (INIS)

Kaufman, Arie; Fan, Zhe; Petkov, Kaloian

2009-01-01

Modern graphics processing units (GPUs) can perform general-purpose computations in addition to the native specialized graphics operations. Due to the highly parallel nature of graphics processing, the GPU has evolved into a many-core coprocessor that supports high data parallelism. Its performance has been growing at a rate of squared Moore's law, and its peak floating point performance exceeds that of the CPU by an order of magnitude. Therefore, it is a viable platform for time-sensitive and computationally intensive applications. The lattice Boltzmann model (LBM) computations are carried out via linear operations at discrete lattice sites, which can be implemented efficiently using a GPU-based architecture. Our simulations produce results comparable to the CPU version while improving performance by an order of magnitude. We have demonstrated that the GPU is well suited for interactive simulations in many applications, including simulating fire, smoke, lightweight objects in wind, jellyfish swimming in water, and heat shimmering and mirage (using the hybrid thermal LBM). We further advocate the use of a GPU cluster for large scale LBM simulations and for high performance computing. The Stony Brook Visual Computing Cluster has been the platform for several applications, including simulations of real-time plume dispersion in complex urban environments and thermal fluid dynamics in a pressurized water reactor. Major GPU vendors have been targeting the high performance computing market with GPU hardware implementations. Software toolkits such as NVIDIA CUDA provide a convenient development platform that abstracts the GPU and allows access to its underlying stream computing architecture. However, software programming for a GPU cluster remains a challenging task. We have therefore developed the Zippy framework to simplify GPU cluster programming. Zippy is based on global arrays combined with the stream programming model and it hides the low-level details of the

Degeneracy of energy levels of pseudo-Gaussian oscillators

International Nuclear Information System (INIS)

Iacob, Theodor-Felix; Iacob, Felix; Lute, Marina

2015-01-01

We study the main features of the isotropic radial pseudo-Gaussian oscillators spectral properties. This study is made upon the energy levels degeneracy with respect to orbital angular momentum quantum number. In a previous work [6] we have shown that the pseudo-Gaussian oscillators belong to the class of quasi-exactly solvable models and an exact solution has been found

Topological recursion for Gaussian means and cohomological field theories

Science.gov (United States)

Andersen, J. E.; Chekhov, L. O.; Norbury, P.; Penner, R. C.

2015-12-01

We introduce explicit relations between genus-filtrated s-loop means of the Gaussian matrix model and terms of the genus expansion of the Kontsevich-Penner matrix model (KPMM), which is the generating function for volumes of discretized (open) moduli spaces M g,s disc (discrete volumes). Using these relations, we express Gaussian means in all orders of the genus expansion as polynomials in special times weighted by ancestor invariants of an underlying cohomological field theory. We translate the topological recursion of the Gaussian model into recurrence relations for the coefficients of this expansion, which allows proving that they are integers and positive. We find the coefficients in the first subleading order for M g,1 for all g in three ways: using the refined Harer-Zagier recursion, using the Givental-type decomposition of the KPMM, and counting diagrams explicitly.

Ice-sheet modelling accelerated by graphics cards

Science.gov (United States)

Brædstrup, Christian Fredborg; Damsgaard, Anders; Egholm, David Lundbek

2014-11-01

Studies of glaciers and ice sheets have increased the demand for high performance numerical ice flow models over the past decades. When exploring the highly non-linear dynamics of fast flowing glaciers and ice streams, or when coupling multiple flow processes for ice, water, and sediment, researchers are often forced to use super-computing clusters. As an alternative to conventional high-performance computing hardware, the Graphical Processing Unit (GPU) is capable of massively parallel computing while retaining a compact design and low cost. In this study, we present a strategy for accelerating a higher-order ice flow model using a GPU. By applying the newest GPU hardware, we achieve up to 180× speedup compared to a similar but serial CPU implementation. Our results suggest that GPU acceleration is a competitive option for ice-flow modelling when compared to CPU-optimised algorithms parallelised by the OpenMP or Message Passing Interface (MPI) protocols.

Nonlinear Bayesian Estimation of BOLD Signal under Non-Gaussian Noise

Directory of Open Access Journals (Sweden)

Ali Fahim Khan

2015-01-01

Full Text Available Modeling the blood oxygenation level dependent (BOLD signal has been a subject of study for over a decade in the neuroimaging community. Inspired from fluid dynamics, the hemodynamic model provides a plausible yet convincing interpretation of the BOLD signal by amalgamating effects of dynamic physiological changes in blood oxygenation, cerebral blood flow and volume. The nonautonomous, nonlinear set of differential equations of the hemodynamic model constitutes the process model while the weighted nonlinear sum of the physiological variables forms the measurement model. Plagued by various noise sources, the time series fMRI measurement data is mostly assumed to be affected by additive Gaussian noise. Though more feasible, the assumption may cause the designed filter to perform poorly if made to work under non-Gaussian environment. In this paper, we present a data assimilation scheme that assumes additive non-Gaussian noise, namely, the e-mixture noise, affecting the measurements. The proposed filter MAGSF and the celebrated EKF are put to test by performing joint optimal Bayesian filtering to estimate both the states and parameters governing the hemodynamic model under non-Gaussian environment. Analyses using both the synthetic and real data reveal superior performance of the MAGSF as compared to EKF.

Bayesian sensitivity analysis of a 1D vascular model with Gaussian process emulators.

Science.gov (United States)

Melis, Alessandro; Clayton, Richard H; Marzo, Alberto

2017-12-01

One-dimensional models of the cardiovascular system can capture the physics of pulse waves but involve many parameters. Since these may vary among individuals, patient-specific models are difficult to construct. Sensitivity analysis can be used to rank model parameters by their effect on outputs and to quantify how uncertainty in parameters influences output uncertainty. This type of analysis is often conducted with a Monte Carlo method, where large numbers of model runs are used to assess input-output relations. The aim of this study was to demonstrate the computational efficiency of variance-based sensitivity analysis of 1D vascular models using Gaussian process emulators, compared to a standard Monte Carlo approach. The methodology was tested on four vascular networks of increasing complexity to analyse its scalability. The computational time needed to perform the sensitivity analysis with an emulator was reduced by the 99.96% compared to a Monte Carlo approach. Despite the reduced computational time, sensitivity indices obtained using the two approaches were comparable. The scalability study showed that the number of mechanistic simulations needed to train a Gaussian process for sensitivity analysis was of the order O(d), rather than O(d×103) needed for Monte Carlo analysis (where d is the number of parameters in the model). The efficiency of this approach, combined with capacity to estimate the impact of uncertain parameters on model outputs, will enable development of patient-specific models of the vascular system, and has the potential to produce results with clinical relevance. © 2017 The Authors International Journal for Numerical Methods in Biomedical Engineering Published by John Wiley & Sons Ltd.

Analytical modeling of subthreshold current and subthreshold swing of Gaussian-doped strained-Si-on-insulator MOSFETs

International Nuclear Information System (INIS)

Rawat, Gopal; Kumar, Sanjay; Goel, Ekta; Kumar, Mirgender; Jit, S.; Dubey, Sarvesh

2014-01-01

This paper presents the analytical modeling of subthreshold current and subthreshold swing of short-channel fully-depleted (FD) strained-Si-on-insulator (SSOI) MOSFETs having vertical Gaussian-like doping profile in the channel. The subthreshold current and subthreshold swing have been derived using the parabolic approximation method. In addition to the effect of strain on silicon layer, various other device parameters such as channel length (L), gate-oxide thickness (t ox ), strained-Si channel thickness (t s-Si ), peak doping concentration (N P ), project range (R p ) and straggle (σ p ) of the Gaussian profile have been considered while predicting the device characteristics. The present work may help to overcome the degradation in subthreshold characteristics with strain engineering. These subthreshold current and swing models provide valuable information for strained-Si MOSFET design. Accuracy of the proposed models is verified using the commercially available ATLAS™, a two-dimensional (2D) device simulator from SILVACO. (semiconductor devices)

Scaled unscented transform Gaussian sum filter: Theory and application

KAUST Repository

Luo, Xiaodong

2010-05-01

In this work we consider the state estimation problem in nonlinear/non-Gaussian systems. We introduce a framework, called the scaled unscented transform Gaussian sum filter (SUT-GSF), which combines two ideas: the scaled unscented Kalman filter (SUKF) based on the concept of scaled unscented transform (SUT) (Julier and Uhlmann (2004) [16]), and the Gaussian mixture model (GMM). The SUT is used to approximate the mean and covariance of a Gaussian random variable which is transformed by a nonlinear function, while the GMM is adopted to approximate the probability density function (pdf) of a random variable through a set of Gaussian distributions. With these two tools, a framework can be set up to assimilate nonlinear systems in a recursive way. Within this framework, one can treat a nonlinear stochastic system as a mixture model of a set of sub-systems, each of which takes the form of a nonlinear system driven by a known Gaussian random process. Then, for each sub-system, one applies the SUKF to estimate the mean and covariance of the underlying Gaussian random variable transformed by the nonlinear governing equations of the sub-system. Incorporating the estimations of the sub-systems into the GMM gives an explicit (approximate) form of the pdf, which can be regarded as a "complete" solution to the state estimation problem, as all of the statistical information of interest can be obtained from the explicit form of the pdf (Arulampalam et al. (2002) [7]). In applications, a potential problem of a Gaussian sum filter is that the number of Gaussian distributions may increase very rapidly. To this end, we also propose an auxiliary algorithm to conduct pdf re-approximation so that the number of Gaussian distributions can be reduced. With the auxiliary algorithm, in principle the SUT-GSF can achieve almost the same computational speed as the SUKF if the SUT-GSF is implemented in parallel. As an example, we will use the SUT-GSF to assimilate a 40-dimensional system due to

Robust Measurement via A Fused Latent and Graphical Item Response Theory Model.

Science.gov (United States)

Chen, Yunxiao; Li, Xiaoou; Liu, Jingchen; Ying, Zhiliang

2018-03-12

Item response theory (IRT) plays an important role in psychological and educational measurement. Unlike the classical testing theory, IRT models aggregate the item level information, yielding more accurate measurements. Most IRT models assume local independence, an assumption not likely to be satisfied in practice, especially when the number of items is large. Results in the literature and simulation studies in this paper reveal that misspecifying the local independence assumption may result in inaccurate measurements and differential item functioning. To provide more robust measurements, we propose an integrated approach by adding a graphical component to a multidimensional IRT model that can offset the effect of unknown local dependence. The new model contains a confirmatory latent variable component, which measures the targeted latent traits, and a graphical component, which captures the local dependence. An efficient proximal algorithm is proposed for the parameter estimation and structure learning of the local dependence. This approach can substantially improve the measurement, given no prior information on the local dependence structure. The model can be applied to measure both a unidimensional latent trait and multidimensional latent traits.

How Gaussian can our Universe be?

Energy Technology Data Exchange (ETDEWEB)

Cabass, G. [Physics Department and INFN, Università di Roma ' ' La Sapienza' ' , P.le Aldo Moro 2, 00185, Rome (Italy); Pajer, E. [Institute for Theoretical Physics and Center for Extreme Matter and Emergent Phenomena, Utrecht University, Princetonplein 5, 3584 CC Utrecht (Netherlands); Schmidt, F., E-mail: giovanni.cabass@roma1.infn.it, E-mail: e.pajer@uu.nl, E-mail: fabians@mpa-garching.mpg.de [Max-Planck-Institut für Astrophysik, Karl-Schwarzschild-Str. 1, 85741 Garching (Germany)

2017-01-01

Gravity is a non-linear theory, and hence, barring cancellations, the initial super-horizon perturbations produced by inflation must contain some minimum amount of mode coupling, or primordial non-Gaussianity. In single-field slow-roll models, where this lower bound is saturated, non-Gaussianity is controlled by two observables: the tensor-to-scalar ratio, which is uncertain by more than fifty orders of magnitude; and the scalar spectral index, or tilt, which is relatively well measured. It is well known that to leading and next-to-leading order in derivatives, the contributions proportional to the tilt disappear from any local observable, and suspicion has been raised that this might happen to all orders, allowing for an arbitrarily low amount of primordial non-Gaussianity. Employing Conformal Fermi Coordinates, we show explicitly that this is not the case. Instead, a contribution of order the tilt appears in local observables. In summary, the floor of physical primordial non-Gaussianity in our Universe has a squeezed-limit scaling of k {sub ℓ}{sup 2}/ k {sub s} {sup 2}, similar to equilateral and orthogonal shapes, and a dimensionless amplitude of order 0.1 × ( n {sub s}−1).

How Gaussian can our Universe be?

Science.gov (United States)

Cabass, G.; Pajer, E.; Schmidt, F.

2017-01-01

Gravity is a non-linear theory, and hence, barring cancellations, the initial super-horizon perturbations produced by inflation must contain some minimum amount of mode coupling, or primordial non-Gaussianity. In single-field slow-roll models, where this lower bound is saturated, non-Gaussianity is controlled by two observables: the tensor-to-scalar ratio, which is uncertain by more than fifty orders of magnitude; and the scalar spectral index, or tilt, which is relatively well measured. It is well known that to leading and next-to-leading order in derivatives, the contributions proportional to the tilt disappear from any local observable, and suspicion has been raised that this might happen to all orders, allowing for an arbitrarily low amount of primordial non-Gaussianity. Employing Conformal Fermi Coordinates, we show explicitly that this is not the case. Instead, a contribution of order the tilt appears in local observables. In summary, the floor of physical primordial non-Gaussianity in our Universe has a squeezed-limit scaling of kl2/ks2, similar to equilateral and orthogonal shapes, and a dimensionless amplitude of order 0.1 × (ns-1).

Oscillometric blood pressure estimation by combining nonparametric bootstrap with Gaussian mixture model.

Science.gov (United States)

Lee, Soojeong; Rajan, Sreeraman; Jeon, Gwanggil; Chang, Joon-Hyuk; Dajani, Hilmi R; Groza, Voicu Z

2017-06-01

Blood pressure (BP) is one of the most important vital indicators and plays a key role in determining the cardiovascular activity of patients. This paper proposes a hybrid approach consisting of nonparametric bootstrap (NPB) and machine learning techniques to obtain the characteristic ratios (CR) used in the blood pressure estimation algorithm to improve the accuracy of systolic blood pressure (SBP) and diastolic blood pressure (DBP) estimates and obtain confidence intervals (CI). The NPB technique is used to circumvent the requirement for large sample set for obtaining the CI. A mixture of Gaussian densities is assumed for the CRs and Gaussian mixture model (GMM) is chosen to estimate the SBP and DBP ratios. The K-means clustering technique is used to obtain the mixture order of the Gaussian densities. The proposed approach achieves grade "A" under British Society of Hypertension testing protocol and is superior to the conventional approach based on maximum amplitude algorithm (MAA) that uses fixed CR ratios. The proposed approach also yields a lower mean error (ME) and the standard deviation of the error (SDE) in the estimates when compared to the conventional MAA method. In addition, CIs obtained through the proposed hybrid approach are also narrower with a lower SDE. The proposed approach combining the NPB technique with the GMM provides a methodology to derive individualized characteristic ratio. The results exhibit that the proposed approach enhances the accuracy of SBP and DBP estimation and provides narrower confidence intervals for the estimates. Copyright © 2015 Elsevier Ltd. All rights reserved.

Multivariate spatial Gaussian mixture modeling for statistical clustering of hemodynamic parameters in functional MRI

International Nuclear Information System (INIS)

Fouque, A.L.; Ciuciu, Ph.; Risser, L.; Fouque, A.L.; Ciuciu, Ph.; Risser, L.

2009-01-01

In this paper, a novel statistical parcellation of intra-subject functional MRI (fMRI) data is proposed. The key idea is to identify functionally homogenous regions of interest from their hemodynamic parameters. To this end, a non-parametric voxel-based estimation of hemodynamic response function is performed as a prerequisite. Then, the extracted hemodynamic features are entered as the input data of a Multivariate Spatial Gaussian Mixture Model (MSGMM) to be fitted. The goal of the spatial aspect is to favor the recovery of connected components in the mixture. Our statistical clustering approach is original in the sense that it extends existing works done on univariate spatially regularized Gaussian mixtures. A specific Gibbs sampler is derived to account for different covariance structures in the feature space. On realistic artificial fMRI datasets, it is shown that our algorithm is helpful for identifying a parsimonious functional parcellation required in the context of joint detection estimation of brain activity. This allows us to overcome the classical assumption of spatial stationarity of the BOLD signal model. (authors)

On the Shaker Simulation of Wind-Induced Non-Gaussian Random Vibration

Directory of Open Access Journals (Sweden)

Fei Xu

2016-01-01

Full Text Available Gaussian signal is produced by ordinary random vibration controllers to test the products in the laboratory, while the field data is usually non-Gaussian. Two methodologies are presented in this paper for shaker simulation of wind-induced non-Gaussian vibration. The first methodology synthesizes the non-Gaussian signal offline and replicates it on the shaker in the Time Waveform Replication (TWR mode. A new synthesis method is used to model the non-Gaussian signal as a Gaussian signal multiplied by an amplitude modulation function (AMF. A case study is presented to show that the synthesized non-Gaussian signal has the same power spectral density (PSD, probability density function (PDF, and loading cycle distribution (LCD as the field data. The second methodology derives a damage equivalent Gaussian signal from the non-Gaussian signal based on the fatigue damage spectrum (FDS and the extreme response spectrum (ERS and reproduces it on the shaker in the closed-loop frequency domain control mode. The PSD level and the duration time of the derived Gaussian signal can be manipulated for accelerated testing purpose. A case study is presented to show that the derived PSD matches the damage potential of the non-Gaussian environment for both fatigue and peak response.

3D for Graphic Designers

CERN Document Server

Connell, Ellery

2011-01-01

Helping graphic designers expand their 2D skills into the 3D space The trend in graphic design is towards 3D, with the demand for motion graphics, animation, photorealism, and interactivity rapidly increasing. And with the meteoric rise of iPads, smartphones, and other interactive devices, the design landscape is changing faster than ever.2D digital artists who need a quick and efficient way to join this brave new world will want 3D for Graphic Designers. Readers get hands-on basic training in working in the 3D space, including product design, industrial design and visualization, modeling, ani

Generative Models of Conformational Dynamics

Science.gov (United States)

Langmead, Christopher James

2014-01-01

Atomistic simulations of the conformational dynamics of proteins can be performed using either Molecular Dynamics or Monte Carlo procedures. The ensembles of three-dimensional structures produced during simulation can be analyzed in a number of ways to elucidate the thermodynamic and kinetic properties of the system. The goal of this chapter is to review both traditional and emerging methods for learning generative models from atomistic simulation data. Here, the term ‘generative’ refers to a model of the joint probability distribution over the behaviors of the constituent atoms. In the context of molecular modeling, generative models reveal the correlation structure between the atoms, and may be used to predict how the system will respond to structural perturbations. We begin by discussing traditional methods, which produce multivariate Gaussian models. We then discuss GAMELAN (GrAphical Models of Energy LANdscapes), which produces generative models of complex, non-Gaussian conformational dynamics (e.g., allostery, binding, folding, etc) from long timescale simulation data. PMID:24446358

From least squares to multilevel modeling: A graphical introduction to Bayesian inference

Science.gov (United States)

Loredo, Thomas J.

2016-01-01

This tutorial presentation will introduce some of the key ideas and techniques involved in applying Bayesian methods to problems in astrostatistics. The focus will be on the big picture: understanding the foundations (interpreting probability, Bayes's theorem, the law of total probability and marginalization), making connections to traditional methods (propagation of errors, least squares, chi-squared, maximum likelihood, Monte Carlo simulation), and highlighting problems where a Bayesian approach can be particularly powerful (Poisson processes, density estimation and curve fitting with measurement error). The "graphical" component of the title reflects an emphasis on pictorial representations of some of the math, but also on the use of graphical models (multilevel or hierarchical models) for analyzing complex data. Code for some examples from the talk will be available to participants, in Python and in the Stan probabilistic programming language.

Modulation depth of Michelson interferometer with Gaussian beam.

Science.gov (United States)

Välikylä, Tuomas; Kauppinen, Jyrki

2011-12-20

Mirror misalignment or the tilt angle of the Michelson interferometer can be estimated from the modulation depth measured with collimated monochromatic light. The intensity of the light beam is usually assumed to be uniform, but, for example, with gas lasers it generally has a Gaussian distribution, which makes the modulation depth less sensitive to the tilt angle. With this assumption, the tilt angle may be underestimated by about 50%. We have derived a mathematical model for modulation depth with a circular aperture and Gaussian beam. The model reduces the error of the tilt angle estimate to below 1%. The results of the model have been verified experimentally.

Neutron inverse kinetics via Gaussian Processes

International Nuclear Information System (INIS)

Picca, Paolo; Furfaro, Roberto

2012-01-01

Highlights: ► A novel technique for the interpretation of experiments in ADS is presented. ► The technique is based on Bayesian regression, implemented via Gaussian Processes. ► GPs overcome the limits of classical methods, based on PK approximation. ► Results compares GPs and ANN performance, underlining similarities and differences. - Abstract: The paper introduces the application of Gaussian Processes (GPs) to determine the subcriticality level in accelerator-driven systems (ADSs) through the interpretation of pulsed experiment data. ADSs have peculiar kinetic properties due to their special core design. For this reason, classical – inversion techniques based on point kinetic (PK) generally fail to generate an accurate estimate of reactor subcriticality. Similarly to Artificial Neural Networks (ANNs), Gaussian Processes can be successfully trained to learn the underlying inverse neutron kinetic model and, as such, they are not limited to the model choice. Importantly, GPs are strongly rooted into the Bayes’ theorem which makes them a powerful tool for statistical inference. Here, GPs have been designed and trained on a set of kinetics models (e.g. point kinetics and multi-point kinetics) for homogeneous and heterogeneous settings. The results presented in the paper show that GPs are very efficient and accurate in predicting the reactivity for ADS-like systems. The variance computed via GPs may provide an indication on how to generate additional data as function of the desired accuracy.

Perturbative Gaussianizing transforms for cosmological fields

Science.gov (United States)

Hall, Alex; Mead, Alexander

2018-01-01

Constraints on cosmological parameters from large-scale structure have traditionally been obtained from two-point statistics. However, non-linear structure formation renders these statistics insufficient in capturing the full information content available, necessitating the measurement of higher order moments to recover information which would otherwise be lost. We construct quantities based on non-linear and non-local transformations of weakly non-Gaussian fields that Gaussianize the full multivariate distribution at a given order in perturbation theory. Our approach does not require a model of the fields themselves and takes as input only the first few polyspectra, which could be modelled or measured from simulations or data, making our method particularly suited to observables lacking a robust perturbative description such as the weak-lensing shear. We apply our method to simulated density fields, finding a significantly reduced bispectrum and an enhanced correlation with the initial field. We demonstrate that our method reconstructs a large proportion of the linear baryon acoustic oscillations, improving the information content over the raw field by 35 per cent. We apply the transform to toy 21 cm intensity maps, showing that our method still performs well in the presence of complications such as redshift-space distortions, beam smoothing, pixel noise and foreground subtraction. We discuss how this method might provide a route to constructing a perturbative model of the fully non-Gaussian multivariate likelihood function.

Event rate and reaction time performance in ADHD: Testing predictions from the state regulation deficit hypothesis using an ex-Gaussian model.

Science.gov (United States)

Metin, Baris; Wiersema, Jan R; Verguts, Tom; Gasthuys, Roos; van Der Meere, Jacob J; Roeyers, Herbert; Sonuga-Barke, Edmund

2014-12-06

According to the state regulation deficit (SRD) account, ADHD is associated with a problem using effort to maintain an optimal activation state under demanding task settings such as very fast or very slow event rates. This leads to a prediction of disrupted performance at event rate extremes reflected in higher Gaussian response variability that is a putative marker of activation during motor preparation. In the current study, we tested this hypothesis using ex-Gaussian modeling, which distinguishes Gaussian from non-Gaussian variability. Twenty-five children with ADHD and 29 typically developing controls performed a simple Go/No-Go task under four different event-rate conditions. There was an accentuated quadratic relationship between event rate and Gaussian variability in the ADHD group compared to the controls. The children with ADHD had greater Gaussian variability at very fast and very slow event rates but not at moderate event rates. The results provide evidence for the SRD account of ADHD. However, given that this effect did not explain all group differences (some of which were independent of event rate) other cognitive and/or motivational processes are also likely implicated in ADHD performance deficits.

Frequentist and Bayesian inference for Gaussian-log-Gaussian wavelet trees and statistical signal processing applications

DEFF Research Database (Denmark)

Jacobsen, Christian Robert Dahl; Møller, Jesper

2017-01-01

We introduce new estimation methods for a subclass of the Gaussian scale mixture models for wavelet trees by Wainwright, Simoncelli and Willsky that rely on modern results for composite likelihoods and approximate Bayesian inference. Our methodology is illustrated for denoising and edge detection...

MEASURING PRIMORDIAL NON-GAUSSIANITY THROUGH WEAK-LENSING PEAK COUNTS

International Nuclear Information System (INIS)

Marian, Laura; Hilbert, Stefan; Smith, Robert E.; Schneider, Peter; Desjacques, Vincent

2011-01-01

We explore the possibility of detecting primordial non-Gaussianity of the local type using weak-lensing peak counts. We measure the peak abundance in sets of simulated weak-lensing maps corresponding to three models f NL = 0, - 100, and 100. Using survey specifications similar to those of EUCLID and without assuming any knowledge of the lens and source redshifts, we find the peak functions of the non-Gaussian models with f NL = ±100 to differ by up to 15% from the Gaussian peak function at the high-mass end. For the assumed survey parameters, the probability of fitting an f NL = 0 peak function to the f NL = ±100 peak functions is less than 0.1%. Assuming the other cosmological parameters are known, f NL can be measured with an error Δf NL ∼ 13. It is therefore possible that future weak-lensing surveys like EUCLID and LSST may detect primordial non-Gaussianity from the abundance of peak counts, and provide information complementary to that obtained from the cosmic microwave background.

Bridging asymptotic independence and dependence in spatial exbtremes using Gaussian scale mixtures

KAUST Repository

Huser, Raphaël

2017-06-23

Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case of perfect dependence. In this paper, we study the extremal dependence properties of Gaussian scale mixtures and we unify and extend general results on their joint tail decay rates in both asymptotic dependence and independence cases. Motivated by the analysis of spatial extremes, we propose flexible yet parsimonious parametric copula models that smoothly interpolate from asymptotic dependence to independence and include the Gaussian dependence as a special case. We show how these new models can be fitted to high threshold exceedances using a censored likelihood approach, and we demonstrate that they provide valuable information about tail characteristics. In particular, by borrowing strength across locations, our parametric model-based approach can also be used to provide evidence for or against either asymptotic dependence class, hence complementing information given at an exploratory stage by the widely used nonparametric or parametric estimates of the χ and χ̄ coefficients. We demonstrate the capacity of our methodology by adequately capturing the extremal properties of wind speed data collected in the Pacific Northwest, US.

Bridging asymptotic independence and dependence in spatial exbtremes using Gaussian scale mixtures

KAUST Repository

Huser, Raphaë l; Opitz, Thomas; Thibaud, Emeric

2017-01-01

Gaussian scale mixtures are constructed as Gaussian processes with a random variance. They have non-Gaussian marginals and can exhibit asymptotic dependence unlike Gaussian processes, which are asymptotically independent except in the case of perfect dependence. In this paper, we study the extremal dependence properties of Gaussian scale mixtures and we unify and extend general results on their joint tail decay rates in both asymptotic dependence and independence cases. Motivated by the analysis of spatial extremes, we propose flexible yet parsimonious parametric copula models that smoothly interpolate from asymptotic dependence to independence and include the Gaussian dependence as a special case. We show how these new models can be fitted to high threshold exceedances using a censored likelihood approach, and we demonstrate that they provide valuable information about tail characteristics. In particular, by borrowing strength across locations, our parametric model-based approach can also be used to provide evidence for or against either asymptotic dependence class, hence complementing information given at an exploratory stage by the widely used nonparametric or parametric estimates of the χ and χ̄ coefficients. We demonstrate the capacity of our methodology by adequately capturing the extremal properties of wind speed data collected in the Pacific Northwest, US.

Cosmic microwave background power asymmetry from non-Gaussian modulation.

Science.gov (United States)

Schmidt, Fabian; Hui, Lam

2013-01-04

Non-Gaussianity in the inflationary perturbations can couple observable scales to modes of much longer wavelength (even superhorizon), leaving as a signature a large-angle modulation of the observed cosmic microwave background power spectrum. This provides an alternative origin for a power asymmetry that is otherwise often ascribed to a breaking of statistical isotropy. The non-Gaussian modulation effect can be significant even for typical ~10(-5) perturbations while respecting current constraints on non-Gaussianity if the squeezed limit of the bispectrum is sufficiently infrared divergent. Just such a strongly infrared-divergent bispectrum has been claimed for inflation models with a non-Bunch-Davies initial state, for instance. Upper limits on the observed cosmic microwave background power asymmetry place stringent constraints on the duration of inflation in such models.

Cosmological information in Gaussianized weak lensing signals

Science.gov (United States)

Joachimi, B.; Taylor, A. N.; Kiessling, A.

2011-11-01

Gaussianizing the one-point distribution of the weak gravitational lensing convergence has recently been shown to increase the signal-to-noise ratio contained in two-point statistics. We investigate the information on cosmology that can be extracted from the transformed convergence fields. Employing Box-Cox transformations to determine optimal transformations to Gaussianity, we develop analytical models for the transformed power spectrum, including effects of noise and smoothing. We find that optimized Box-Cox transformations perform substantially better than an offset logarithmic transformation in Gaussianizing the convergence, but both yield very similar results for the signal-to-noise ratio. None of the transformations is capable of eliminating correlations of the power spectra between different angular frequencies, which we demonstrate to have a significant impact on the errors in cosmology. Analytic models of the Gaussianized power spectrum yield good fits to the simulations and produce unbiased parameter estimates in the majority of cases, where the exceptions can be traced back to the limitations in modelling the higher order correlations of the original convergence. In the ideal case, without galaxy shape noise, we find an increase in the cumulative signal-to-noise ratio by a factor of 2.6 for angular frequencies up to ℓ= 1500, and a decrease in the area of the confidence region in the Ωm-σ8 plane, measured in terms of q-values, by a factor of 4.4 for the best performing transformation. When adding a realistic level of shape noise, all transformations perform poorly with little decorrelation of angular frequencies, a maximum increase in signal-to-noise ratio of 34 per cent, and even slightly degraded errors on cosmological parameters. We argue that to find Gaussianizing transformations of practical use, it will be necessary to go beyond transformations of the one-point distribution of the convergence, extend the analysis deeper into the non

An Accurate and Dynamic Computer Graphics Muscle Model

Science.gov (United States)

Levine, David Asher

1997-01-01

A computer based musculo-skeletal model was developed at the University in the departments of Mechanical and Biomedical Engineering. This model accurately represents human shoulder kinematics. The result of this model is the graphical display of bones moving through an appropriate range of motion based on inputs of EMGs and external forces. The need existed to incorporate a geometric muscle model in the larger musculo-skeletal model. Previous muscle models did not accurately represent muscle geometries, nor did they account for the kinematics of tendons. This thesis covers the creation of a new muscle model for use in the above musculo-skeletal model. This muscle model was based on anatomical data from the Visible Human Project (VHP) cadaver study. Two-dimensional digital images from the VHP were analyzed and reconstructed to recreate the three-dimensional muscle geometries. The recreated geometries were smoothed, reduced, and sliced to form data files defining the surfaces of each muscle. The muscle modeling function opened these files during run-time and recreated the muscle surface. The modeling function applied constant volume limitations to the muscle and constant geometry limitations to the tendons.

Mixed Platoon Flow Dispersion Model Based on Speed-Truncated Gaussian Mixture Distribution

Directory of Open Access Journals (Sweden)

Weitiao Wu

2013-01-01

Full Text Available A mixed traffic flow feature is presented on urban arterials in China due to a large amount of buses. Based on field data, a macroscopic mixed platoon flow dispersion model (MPFDM was proposed to simulate the platoon dispersion process along the road section between two adjacent intersections from the flow view. More close to field observation, truncated Gaussian mixture distribution was adopted as the speed density distribution for mixed platoon. Expectation maximum (EM algorithm was used for parameters estimation. The relationship between the arriving flow distribution at downstream intersection and the departing flow distribution at upstream intersection was investigated using the proposed model. Comparison analysis using virtual flow data was performed between the Robertson model and the MPFDM. The results confirmed the validity of the proposed model.

Interactive voxel graphics in virtual reality

Science.gov (United States)

Brody, Bill; Chappell, Glenn G.; Hartman, Chris

2002-06-01

Interactive voxel graphics in virtual reality poses significant research challenges in terms of interface, file I/O, and real-time algorithms. Voxel graphics is not so new, as it is the focus of a good deal of scientific visualization. Interactive voxel creation and manipulation is a more innovative concept. Scientists are understandably reluctant to manipulate data. They collect or model data. A scientific analogy to interactive graphics is the generation of initial conditions for some model. It is used as a method to test those models. We, however, are in the business of creating new data in the form of graphical imagery. In our endeavor, science is a tool and not an end. Nevertheless, there is a whole class of interactions and associated data generation scenarios that are natural to our way of working and that are also appropriate to scientific inquiry. Annotation by sketching or painting to point to and distinguish interesting and important information is very significant for science as well as art. Annotation in 3D is difficult without a good 3D interface. Interactive graphics in virtual reality is an appropriate approach to this problem.

THREE-DIMENSIONAL MODELING TOOLS IN THE PROCESS OF FORMATION OF GRAPHIC COMPETENCE OF THE FUTURE BACHELOR OF COMPUTER SCIENCE

Directory of Open Access Journals (Sweden)

Kateryna P. Osadcha

2017-12-01

Full Text Available The article is devoted to some aspects of the formation of future bachelor's graphic competence in computer sciences while teaching the fundamentals for working with three-dimensional modelling means. The analysis, classification and systematization of three-dimensional modelling means are given. The aim of research consists in investigating the set of instruments and classification of three-dimensional modelling means and correlation of skills, which are being formed, concerning inquired ones at the labour market in order to use them further in the process of forming graphic competence during training future bachelors in computer sciences. The peculiarities of the process of forming future bachelor's graphic competence in computer sciences by means of revealing, analyzing and systematizing three-dimensional modelling means and types of three-dimensional graphics at present stage of the development of informational technologies are traced a line round. The result of the research is a soft-ware choice in three-dimensional modelling for the process of training future bachelors in computer sciences.

Incorporating Solid Modeling and Team-Based Design into Freshman Engineering Graphics.

Science.gov (United States)

Buchal, Ralph O.

2001-01-01

Describes the integration of these topics through a major team-based design and computer aided design (CAD) modeling project in freshman engineering graphics at the University of Western Ontario. Involves n=250 students working in teams of four to design and document an original Lego toy. Includes 12 references. (Author/YDS)

Primordial non-Gaussian features from DBI Galileon inflation

International Nuclear Information System (INIS)

Choudhury, Sayantan; Pal, Supratik

2015-01-01

We have studied primordial non-Gaussian features of a model of potential-driven single field DBI Galileon inflation. We have computed the bispectrum from the three-point correlation function considering all possible cross correlations between the scalar and tensor modes of the proposed setup. Further, we have computed the trispectrum from a four-point correlation function considering the contribution from contact interaction, and scalar and graviton exchange diagrams in the in-in picture. Finally we have obtained the non-Gaussian consistency conditions from the four-point correlator, which results in partial violation of the Suyama-Yamaguchi four-point consistency relation. This further leads to the conclusion that sufficient primordial non-Gaussianities can be obtained from DBI Galileon inflation. (orig.)

ADAPTIVE BACKGROUND DENGAN METODE GAUSSIAN MIXTURE MODELS UNTUK REAL-TIME TRACKING

Directory of Open Access Journals (Sweden)

Silvia Rostianingsih

2008-01-01

Full Text Available Nowadays, motion tracking application is widely used for many purposes, such as detecting traffic jam and counting how many people enter a supermarket or a mall. A method to separate background and the tracked object is required for motion tracking. It will not be hard to develop the application if the tracking is performed on a static background, but it will be difficult if the tracked object is at a place with a non-static background, because the changing part of the background can be recognized as a tracking area. In order to handle the problem an application can be made to separate background where that separation can adapt to change that occur. This application is made to produce adaptive background using Gaussian Mixture Models (GMM as its method. GMM method clustered the input pixel data with pixel color value as it’s basic. After the cluster formed, dominant distributions are choosen as background distributions. This application is made by using Microsoft Visual C 6.0. The result of this research shows that GMM algorithm could made adaptive background satisfactory. This proofed by the result of the tests that succeed at all condition given. This application can be developed so the tracking process integrated in adaptive background maker process. Abstract in Bahasa Indonesia : Saat ini, aplikasi motion tracking digunakan secara luas untuk banyak tujuan, seperti mendeteksi kemacetan dan menghitung berapa banyak orang yang masuk ke sebuah supermarket atau sebuah mall. Sebuah metode untuk memisahkan antara background dan obyek yang di-track dibutuhkan untuk melakukan motion tracking. Membuat aplikasi tracking pada background yang statis bukanlah hal yang sulit, namun apabila tracking dilakukan pada background yang tidak statis akan lebih sulit, dikarenakan perubahan background dapat dikenali sebagai area tracking. Untuk mengatasi masalah tersebut, dapat dibuat suatu aplikasi untuk memisahkan background dimana aplikasi tersebut dapat

Perception in statistical graphics

Science.gov (United States)

VanderPlas, Susan Ruth

There has been quite a bit of research on statistical graphics and visualization, generally focused on new types of graphics, new software to create graphics, interactivity, and usability studies. Our ability to interpret and use statistical graphics hinges on the interface between the graph itself and the brain that perceives and interprets it, and there is substantially less research on the interplay between graph, eye, brain, and mind than is sufficient to understand the nature of these relationships. The goal of the work presented here is to further explore the interplay between a static graph, the translation of that graph from paper to mental representation (the journey from eye to brain), and the mental processes that operate on that graph once it is transferred into memory (mind). Understanding the perception of statistical graphics should allow researchers to create more effective graphs which produce fewer distortions and viewer errors while reducing the cognitive load necessary to understand the information presented in the graph. Taken together, these experiments should lay a foundation for exploring the perception of statistical graphics. There has been considerable research into the accuracy of numerical judgments viewers make from graphs, and these studies are useful, but it is more effective to understand how errors in these judgments occur so that the root cause of the error can be addressed directly. Understanding how visual reasoning relates to the ability to make judgments from graphs allows us to tailor graphics to particular target audiences. In addition, understanding the hierarchy of salient features in statistical graphics allows us to clearly communicate the important message from data or statistical models by constructing graphics which are designed specifically for the perceptual system.

Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules

NARCIS (Netherlands)

Klein, A.A.B.; Melard, G.; Zahaf, T.

2000-01-01

The Fisher information matrix is of fundamental importance for the analysis of parameter estimation of time series models. In this paper the exact information matrix of a multivariate Gaussian time series model expressed in state space form is derived. A computationally efficient procedure is used

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)

User-Extensible Graphics Using Abstract Structure,

Science.gov (United States)

1987-08-01

Flex 6 The Algol68 model of the graphical abstract structure 5 The creation of a PictureDefinition 6 The making of a picture from a PictureDefinition 7...data together with the operations that can be performed on that data. i 7! ś I _ § 4, The Alqol68 model of the graphical abstract structure Every

Modeling And Simulation As The Basis For Hybridity In The Graphic Discipline Learning/Teaching Area

Directory of Open Access Journals (Sweden)

Jana Žiljak Vujić

2009-01-01

Full Text Available Only some fifteen years have passed since the scientific graphics discipline was established. In the transition period from the College of Graphics to «Integrated Graphic Technology Studies» to the contemporary Faculty of Graphics Arts with the University in Zagreb, three main periods of development can be noted: digital printing, computer prepress and automatic procedures in postpress packaging production. Computer technology has enabled a change in the methodology of teaching graphics technology and studying it on the level of secondary and higher education. The task has been set to create tools for simulating printing processes in order to master the program through a hybrid system consisting of methods that are separate in relation to one another: learning with the help of digital models and checking in the actual real system. We are setting a hybrid project for teaching because the overall acquired knowledge is the result of completely different methods. The first method is on the free programs level functioning without consequences. Everything remains as a record in the knowledge database that can be analyzed, statistically processed and repeated with new parameter values of the system being researched. The second method uses the actual real system where the results are in proving the value of new knowledge and this is something that encourages and stimulates new cycles of hybrid behavior in mastering programs. This is the area where individual learning incurs. The hybrid method allows the possibility of studying actual situations on a computer model, proving it on an actual real model and entering the area of learning envisaging future development.

Modeling and Simulation as the Basis for Hybridity in the Graphic Discipline Learning/Teaching Area

Directory of Open Access Journals (Sweden)

Vilko Ziljak

2009-11-01

Full Text Available Only some fifteen years have passed since the scientific graphics discipline was established. In the transition period from the College of Graphics to «Integrated Graphic Technology Studies» to the contemporary Faculty of Graphics Arts with the University in Zagreb, three main periods of development can be noted: digital printing, computer prepress and automatic procedures in postpress packaging production. Computer technology has enabled a change in the methodology of teaching graphics technology and studying it on the level of secondary and higher education. The task has been set to create tools for simulating printing processes in order to master the program through a hybrid system consisting of methods that are separate in relation to one another: learning with the help of digital models and checking in the actual real system.  We are setting a hybrid project for teaching because the overall acquired knowledge is the result of completely different methods. The first method is on the free programs level functioning without consequences. Everything remains as a record in the knowledge database that can be analyzed, statistically processed and repeated with new parameter values of the system being researched. The second method uses the actual real system where the results are in proving the value of new knowledge and this is something that encourages and stimulates new cycles of hybrid behavior in mastering programs. This is the area where individual learning incurs. The hybrid method allows the possibility of studying actual situations on a computer model, proving it on an actual real model and entering the area of learning envisaging future development.

Inflation in random Gaussian landscapes

Energy Technology Data Exchange (ETDEWEB)

Masoumi, Ali; Vilenkin, Alexander; Yamada, Masaki, E-mail: ali@cosmos.phy.tufts.edu, E-mail: vilenkin@cosmos.phy.tufts.edu, E-mail: Masaki.Yamada@tufts.edu [Institute of Cosmology, Department of Physics and Astronomy, Tufts University, Medford, MA 02155 (United States)

2017-05-01

We develop analytic and numerical techniques for studying the statistics of slow-roll inflation in random Gaussian landscapes. As an illustration of these techniques, we analyze small-field inflation in a one-dimensional landscape. We calculate the probability distributions for the maximal number of e-folds and for the spectral index of density fluctuations n {sub s} and its running α {sub s} . These distributions have a universal form, insensitive to the correlation function of the Gaussian ensemble. We outline possible extensions of our methods to a large number of fields and to models of large-field inflation. These methods do not suffer from potential inconsistencies inherent in the Brownian motion technique, which has been used in most of the earlier treatments.

A Monte Carlo simulation model for stationary non-Gaussian processes

DEFF Research Database (Denmark)

Grigoriu, M.; Ditlevsen, Ove Dalager; Arwade, S. R.

2003-01-01

includes translation processes and is useful for both Monte Carlo simulation and analytical studies. As for translation processes, the mixture of translation processes can have a wide range of marginal distributions and correlation functions. Moreover, these processes can match a broader range of second...... athe proposed Monte Carlo algorithm and compare features of translation processes and mixture of translation processes. Keywords: Monte Carlo simulation, non-Gaussian processes, sampling theorem, stochastic processes, translation processes......A class of stationary non-Gaussian processes, referred to as the class of mixtures of translation processes, is defined by their finite dimensional distributions consisting of mixtures of finite dimensional distributions of translation processes. The class of mixtures of translation processes...

Prediction error variance and expected response to selection, when selection is based on the best predictor - for Gaussian and threshold characters, traits following a Poisson mixed model and survival traits

DEFF Research Database (Denmark)

Andersen, Anders Holst; Korsgaard, Inge Riis; Jensen, Just

2002-01-01

In this paper, we consider selection based on the best predictor of animal additive genetic values in Gaussian linear mixed models, threshold models, Poisson mixed models, and log normal frailty models for survival data (including models with time-dependent covariates with associated fixed...... or random effects). In the different models, expressions are given (when these can be found - otherwise unbiased estimates are given) for prediction error variance, accuracy of selection and expected response to selection on the additive genetic scale and on the observed scale. The expressions given for non...... Gaussian traits are generalisations of the well-known formulas for Gaussian traits - and reflect, for Poisson mixed models and frailty models for survival data, the hierarchal structure of the models. In general the ratio of the additive genetic variance to the total variance in the Gaussian part...

Use of δN formalism-difficulties in generating large local-type non-Gaussianity during inflation

International Nuclear Information System (INIS)

Tanaka, Takahiro; Suyama, Teruaki; Yokoyama, Shuichiro

2010-01-01

We discuss the generation of non-Gaussianity in density perturbation through the super-horizon evolution during inflation by using the so-called δN formalism. We first provide a general formula for the nonlinearity parameter generated during inflation. We find that it is proportional to the slow-roll parameters, multiplied by the model-dependent factors that may enhance non-Gaussianity to the observable ranges. Then we discuss three typical examples to illustrate how difficult it is to generate sizable non-Gaussianity through the super-horizon evolution during inflation. The first example is the double inflation model, which shows that temporal violation of slow-roll conditions is not enough for the generation of non-Gaussianity. The second example is the ordinary hybrid inflation model, which illustrates the importance of taking into account perturbations on small scales. Finally, we discuss the Kadota-Stewart model. This model gives an example in which we have to choose rather unnatural initial conditions even if large non-Gaussianity can be generated.

Vortices in Gaussian beams

CSIR Research Space (South Africa)

Roux, FS

2009-01-01

Full Text Available , t0)} = P(du, dv) {FR{g(u, v, t0)}} Replacement: u→ du = t− t0 i2 ∂ ∂u′ v → dv = t− t0 i2 ∂ ∂v′ CSIR National Laser Centre – p.13/30 Differentiation i.s.o integration Evaluate the integral over the Gaussian beam (once and for all). Then, instead... . Gaussian beams with vortex dipoles CSIR National Laser Centre – p.2/30 Gaussian beam notation Gaussian beam in normalised coordinates: g(u, v, t) = exp ( −u 2 + v2 1− it ) u = xω0 v = yω0 t = zρ ρ = piω20 λ ω0 — 1/e2 beam waist radius; ρ— Rayleigh range ω ω...

Non-Gaussian statistics, classical field theory, and realizable Langevin models

International Nuclear Information System (INIS)

Krommes, J.A.

1995-11-01

The direct-interaction approximation (DIA) to the fourth-order statistic Z ∼ left-angle λψ 2 ) 2 right-angle, where λ is a specified operator and ψ is a random field, is discussed from several points of view distinct from that of Chen et al. [Phys. Fluids A 1, 1844 (1989)]. It is shown that the formula for Z DIA already appeared in the seminal work of Martin, Siggia, and Rose (Phys. Rev. A 8, 423 (1973)] on the functional approach to classical statistical dynamics. It does not follow from the original generalized Langevin equation (GLE) of Leith [J. Atmos. Sd. 28, 145 (1971)] and Kraichnan [J. Fluid Mech. 41, 189 (1970)] (frequently described as an amplitude representation for the DIA), in which the random forcing is realized by a particular superposition of products of random variables. The relationship of that GLE to renormalized field theories with non-Gaussian corrections (''spurious vertices'') is described. It is shown how to derive an improved representation, that realizes cumulants through O(ψ 4 ), by adding to the GLE a particular non-Gaussian correction. A Markovian approximation Z DIA M to Z DIA is derived. Both Z DIA and Z DIA M incorrectly predict a Gaussian kurtosis for the steady state of a solvable three-mode example

AUTONOMOUS GAUSSIAN DECOMPOSITION

International Nuclear Information System (INIS)

Lindner, Robert R.; Vera-Ciro, Carlos; Murray, Claire E.; Stanimirović, Snežana; Babler, Brian; Heiles, Carl; Hennebelle, Patrick; Goss, W. M.; Dickey, John

2015-01-01

We present a new algorithm, named Autonomous Gaussian Decomposition (AGD), for automatically decomposing spectra into Gaussian components. AGD uses derivative spectroscopy and machine learning to provide optimized guesses for the number of Gaussian components in the data, and also their locations, widths, and amplitudes. We test AGD and find that it produces results comparable to human-derived solutions on 21 cm absorption spectra from the 21 cm SPectral line Observations of Neutral Gas with the EVLA (21-SPONGE) survey. We use AGD with Monte Carlo methods to derive the H i line completeness as a function of peak optical depth and velocity width for the 21-SPONGE data, and also show that the results of AGD are stable against varying observational noise intensity. The autonomy and computational efficiency of the method over traditional manual Gaussian fits allow for truly unbiased comparisons between observations and simulations, and for the ability to scale up and interpret the very large data volumes from the upcoming Square Kilometer Array and pathfinder telescopes

AUTONOMOUS GAUSSIAN DECOMPOSITION

Energy Technology Data Exchange (ETDEWEB)

Lindner, Robert R.; Vera-Ciro, Carlos; Murray, Claire E.; Stanimirović, Snežana; Babler, Brian [Department of Astronomy, University of Wisconsin, 475 North Charter Street, Madison, WI 53706 (United States); Heiles, Carl [Radio Astronomy Lab, UC Berkeley, 601 Campbell Hall, Berkeley, CA 94720 (United States); Hennebelle, Patrick [Laboratoire AIM, Paris-Saclay, CEA/IRFU/SAp-CNRS-Université Paris Diderot, F-91191 Gif-sur Yvette Cedex (France); Goss, W. M. [National Radio Astronomy Observatory, P.O. Box O, 1003 Lopezville, Socorro, NM 87801 (United States); Dickey, John, E-mail: rlindner@astro.wisc.edu [University of Tasmania, School of Maths and Physics, Private Bag 37, Hobart, TAS 7001 (Australia)

2015-04-15

We present a new algorithm, named Autonomous Gaussian Decomposition (AGD), for automatically decomposing spectra into Gaussian components. AGD uses derivative spectroscopy and machine learning to provide optimized guesses for the number of Gaussian components in the data, and also their locations, widths, and amplitudes. We test AGD and find that it produces results comparable to human-derived solutions on 21 cm absorption spectra from the 21 cm SPectral line Observations of Neutral Gas with the EVLA (21-SPONGE) survey. We use AGD with Monte Carlo methods to derive the H i line completeness as a function of peak optical depth and velocity width for the 21-SPONGE data, and also show that the results of AGD are stable against varying observational noise intensity. The autonomy and computational efficiency of the method over traditional manual Gaussian fits allow for truly unbiased comparisons between observations and simulations, and for the ability to scale up and interpret the very large data volumes from the upcoming Square Kilometer Array and pathfinder telescopes.

A Graphical Adversarial Risk Analysis Model for Oil and Gas Drilling Cybersecurity

OpenAIRE

Vieira, Aitor Couce; Houmb, Siv Hilde; Insua, David Rios

2014-01-01

Oil and gas drilling is based, increasingly, on operational technology, whose cybersecurity is complicated by several challenges. We propose a graphical model for cybersecurity risk assessment based on Adversarial Risk Analysis to face those challenges. We also provide an example of the model in the context of an offshore drilling rig. The proposed model provides a more formal and comprehensive analysis of risks, still using the standard business language based on decisions, risks, and value.

Bayesian modelling of Dupuytren disease by using Gaussian copula graphical models

NARCIS (Netherlands)

Mohammadi, A.; Abegaz, F.; van den Heuvel, E.R.; Wit, E.C.

2017-01-01

Dupuytren disease is a fibroproliferative disorder with unknown aetiology that often progresses and eventually can cause permanent contractures of the fingers affected. We provide a computationally efficient Bayesian framework to discover potential risk factors and investigate which fingers are

Non-Gaussian Autoregressive Processes with Tukey g-and-h Transformations

KAUST Repository

Yan, Yuan

2017-11-20

When performing a time series analysis of continuous data, for example from climate or environmental problems, the assumption that the process is Gaussian is often violated. Therefore, we introduce two non-Gaussian autoregressive time series models that are able to fit skewed and heavy-tailed time series data. Our two models are based on the Tukey g-and-h transformation. We discuss parameter estimation, order selection, and forecasting procedures for our models and examine their performances in a simulation study. We demonstrate the usefulness of our models by applying them to two sets of wind speed data.

Non-Gaussian Autoregressive Processes with Tukey g-and-h Transformations

KAUST Repository

Yan, Yuan; Genton, Marc G.

2017-01-01

When performing a time series analysis of continuous data, for example from climate or environmental problems, the assumption that the process is Gaussian is often violated. Therefore, we introduce two non-Gaussian autoregressive time series models that are able to fit skewed and heavy-tailed time series data. Our two models are based on the Tukey g-and-h transformation. We discuss parameter estimation, order selection, and forecasting procedures for our models and examine their performances in a simulation study. We demonstrate the usefulness of our models by applying them to two sets of wind speed data.

Detecting the presence of a magnetic field under Gaussian and non-Gaussian noise by adaptive measurement

Energy Technology Data Exchange (ETDEWEB)

Wang, Yuan-Mei; Li, Jun-Gang, E-mail: jungl@bit.edu.cn; Zou, Jian

2017-06-15

Highlights: • Adaptive measurement strategy is used to detect the presence of a magnetic field. • Gaussian Ornstein–Uhlenbeck noise and non-Gaussian noise have been considered. • Weaker magnetic fields may be more easily detected than some stronger ones. - Abstract: By using the adaptive measurement method we study how to detect whether a weak magnetic field is actually present or not under Gaussian noise and non-Gaussian noise. We find that the adaptive measurement method can effectively improve the detection accuracy. For the case of Gaussian noise, we find the stronger the magnetic field strength, the easier for us to detect the magnetic field. Counterintuitively, for non-Gaussian noise, some weaker magnetic fields are more likely to be detected rather than some stronger ones. Finally, we give a reasonable physical interpretation.

Memory effects in the relaxation of the Gaussian trap model

Science.gov (United States)

Diezemann, Gregor; Heuer, Andreas

2011-03-01

We investigate the memory effect in a simple model for glassy relaxation, a trap model with a Gaussian density of states. In this model, thermal equilibrium is reached at all finite temperatures and we therefore can consider jumps from low to high temperatures in addition to the quenches usually considered in aging studies. We show that the evolution of the energy following the Kovacs protocol can approximately be expressed as a difference of two monotonously decaying functions and thus show the existence of a so-called Kovacs hump whenever these functions are not single exponentials. It is well established that the Kovacs effect also occurs in the linear response regime, and we show that most of the gross features do not change dramatically when large temperature jumps are considered. However, there is one distinguishing feature that only exists beyond the linear regime, which we discuss in detail. For the memory experiment with inverted temperatures, i.e., jumping up and then down again, we find a very similar behavior apart from an opposite sign of the hump.

Finite size scaling of the Higgs-Yukawa model near the Gaussian fixed point

Energy Technology Data Exchange (ETDEWEB)

Chu, David Y.J.; Lin, C.J. David [National Chiao-Tung Univ., Hsinchu, Taiwan (China); Jansen, Karl [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Knippschild, Bastian [HISKP, Bonn (Germany); Nagy, Attila [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany). John von Neumann-Inst. fuer Computing NIC; Humboldt-Univ. Berlin (Germany)

2016-12-15

We study the scaling properties of Higgs-Yukawa models. Using the technique of Finite-Size Scaling, we are able to derive scaling functions that describe the observables of the model in the vicinity of a Gaussian fixed point. A feasibility study of our strategy is performed for the pure scalar theory in the weak-coupling regime. Choosing the on-shell renormalisation scheme gives us an advantage to fit the scaling functions against lattice data with only a small number of fit parameters. These formulae can be used to determine the universality of the observed phase transitions, and thus play an essential role in future investigations of Higgs-Yukawa models, in particular in the strong Yukawa coupling region.

Subthreshold Current and Swing Modeling of Gate Underlap DG MOSFETs with a Source/Drain Lateral Gaussian Doping Profile

Science.gov (United States)

Singh, Kunal; Kumar, Sanjay; Goel, Ekta; Singh, Balraj; Kumar, Mirgender; Dubey, Sarvesh; Jit, Satyabrata

2017-01-01

This paper proposes a new model for the subthreshold current and swing of the short-channel symmetric underlap ultrathin double gate metal oxide field effect transistors with a source/drain lateral Gaussian doping profile. The channel potential model already reported earlier has been utilized to formulate the closed form expression for the subthreshold current and swing of the device. The effects of the lateral straggle and geometrical parameters such as the channel length, channel thickness, and oxide thickness on the off current and subthreshold slope have been demonstrated. The devices with source/drain lateral Gaussian doping profiles in the underlap structure are observed to be highly resistant to short channel effects while improving the current drive. The proposed model is validated by comparing the results with the numerical simulation data obtained by using the commercially available ATLAS™, a two-dimensional (2-D) device simulator from SILVACO.

Graphical programming: On-line robot simulation for telerobotic control

International Nuclear Information System (INIS)

McDonald, M.J.; Palmquist, R.D.

1993-01-01

Sandia has developed an advanced operational control system approach, caged Graphical Programming, to design and operate robotic waste cleanup and other hazardous duty robotic systems. The Graphical Programming approach produces robot systems that are faster to develop and use, safer in operation, and cheaper overall than altemative teleoperation or autonomous robot control systems. The Graphical Programming approach uses 3-D visualization and simulation software with intuitive operator interfaces for the programming and control of complex robotic systems. Graphical Programming Supervisor software modules allow an operator to command and simulate complex tasks in a graphic preview mode and, when acceptable, command the actual robots and monitor their motions with the graphic system. Graphical Progranuning Supervisors maintain registration with the real world and allow the robot to perform tasks that cannot be accurately represented with models alone by using a combination of model and sensor-based control. This paper describes the Graphical Programming approach, several example control systems that use Graphical Programming, and key features necessary for implementing successful Graphical Programming systems

A Monthly Water-Balance Model Driven By a Graphical User Interface

Science.gov (United States)

McCabe, Gregory J.; Markstrom, Steven L.

2007-01-01

This report describes a monthly water-balance model driven by a graphical user interface, referred to as the Thornthwaite monthly water-balance program. Computations of monthly water-balance components of the hydrologic cycle are made for a specified location. The program can be used as a research tool, an assessment tool, and a tool for classroom instruction.

Categorical Inputs, Sensitivity Analysis, Optimization and Importance Tempering with tgp Version 2, an R Package for Treed Gaussian Process Models

Directory of Open Access Journals (Sweden)

Robert B. Gramacy

2010-02-01

Full Text Available This document describes the new features in version 2.x of the tgp package for R, implementing treed Gaussian process (GP models. The topics covered include methods for dealing with categorical inputs and excluding inputs from the tree or GP part of the model; fully Bayesian sensitivity analysis for inputs/covariates; sequential optimization of black-box functions; and a new Monte Carlo method for inference in multi-modal posterior distributions that combines simulated tempering and importance sampling. These additions extend the functionality of tgp across all models in the hierarchy: from Bayesian linear models, to classification and regression trees (CART, to treed Gaussian processes with jumps to the limiting linear model. It is assumed that the reader is familiar with the baseline functionality of the package, outlined in the first vignette (Gramacy 2007.

Simultaneous determination of exponential background and Gaussian peak functions in gamma ray scintillation spectrometers by maximum likelihood technique

International Nuclear Information System (INIS)

Eisler, P.; Youl, S.; Lwin, T.; Nelson, G.

1983-01-01

Simultaneous fitting of peaks and background functions from gamma-ray spectrometry using multichannel pulse height analysis is considered. The specific case of Gaussian peak and exponential background is treated in detail with respect to simultaneous estimation of both functions by using a technique which incorporates maximum likelihood method as well as a graphical method. Theoretical expressions for the standard errors of the estimates are also obtained. The technique is demonstrated for two experimental data sets. (orig.)

Multiple Response Regression for Gaussian Mixture Models with Known Labels.

Science.gov (United States)

Lee, Wonyul; Du, Ying; Sun, Wei; Hayes, D Neil; Liu, Yufeng

2012-12-01

Multiple response regression is a useful regression technique to model multiple response variables using the same set of predictor variables. Most existing methods for multiple response regression are designed for modeling homogeneous data. In many applications, however, one may have heterogeneous data where the samples are divided into multiple groups. Our motivating example is a cancer dataset where the samples belong to multiple cancer subtypes. In this paper, we consider modeling the data coming from a mixture of several Gaussian distributions with known group labels. A naive approach is to split the data into several groups according to the labels and model each group separately. Although it is simple, this approach ignores potential common structures across different groups. We propose new penalized methods to model all groups jointly in which the common and unique structures can be identified. The proposed methods estimate the regression coefficient matrix, as well as the conditional inverse covariance matrix of response variables. Asymptotic properties of the proposed methods are explored. Through numerical examples, we demonstrate that both estimation and prediction can be improved by modeling all groups jointly using the proposed methods. An application to a glioblastoma cancer dataset reveals some interesting common and unique gene relationships across different cancer subtypes.

Graphical models for simulation and control of robotic systems for waste handling

International Nuclear Information System (INIS)

Drotning, W.D.; Bennett, P.C.

1992-01-01

This paper discusses detailed geometric models which have been used within a graphical simulation environment to study transportation cask facility design and to perform design and analyses of robotic systems for handling of nuclear waste. The models form the basis for a robot control environment which provides safety, flexibility, and reliability for operations which span the spectrum from autonomous control to tasks requiring direct human intervention

Geometry of Gaussian quantum states

International Nuclear Information System (INIS)

Link, Valentin; Strunz, Walter T

2015-01-01

We study the Hilbert–Schmidt measure on the manifold of mixed Gaussian states in multi-mode continuous variable quantum systems. An analytical expression for the Hilbert–Schmidt volume element is derived. Its corresponding probability measure can be used to study typical properties of Gaussian states. It turns out that although the manifold of Gaussian states is unbounded, an ensemble of Gaussian states distributed according to this measure still has a normalizable distribution of symplectic eigenvalues, from which unitarily invariant properties can be obtained. By contrast, we find that for an ensemble of one-mode Gaussian states based on the Bures measure the corresponding distribution cannot be normalized. As important applications, we determine the distribution and the mean value of von Neumann entropy and purity for the Hilbert–Schmidt measure. (paper)

Gaussianization for fast and accurate inference from cosmological data

Science.gov (United States)

Schuhmann, Robert L.; Joachimi, Benjamin; Peiris, Hiranya V.

2016-06-01

We present a method to transform multivariate unimodal non-Gaussian posterior probability densities into approximately Gaussian ones via non-linear mappings, such as Box-Cox transformations and generalizations thereof. This permits an analytical reconstruction of the posterior from a point sample, like a Markov chain, and simplifies the subsequent joint analysis with other experiments. This way, a multivariate posterior density can be reported efficiently, by compressing the information contained in Markov Chain Monte Carlo samples. Further, the model evidence integral (I.e. the marginal likelihood) can be computed analytically. This method is analogous to the search for normal parameters in the cosmic microwave background, but is more general. The search for the optimally Gaussianizing transformation is performed computationally through a maximum-likelihood formalism; its quality can be judged by how well the credible regions of the posterior are reproduced. We demonstrate that our method outperforms kernel density estimates in this objective. Further, we select marginal posterior samples from Planck data with several distinct strongly non-Gaussian features, and verify the reproduction of the marginal contours. To demonstrate evidence computation, we Gaussianize the joint distribution of data from weak lensing and baryon acoustic oscillations, for different cosmological models, and find a preference for flat Λcold dark matter. Comparing to values computed with the Savage-Dickey density ratio, and Population Monte Carlo, we find good agreement of our method within the spread of the other two.

SutraPlot, a graphical post-processor for SUTRA, a model for ground-water flow with solute or energy transport

Science.gov (United States)

Souza, W.R.

1999-01-01

This report documents a graphical display post-processor (SutraPlot) for the U.S. Geological Survey Saturated-Unsaturated flow and solute or energy TRAnsport simulation model SUTRA, Version 2D3D.1. This version of SutraPlot is an upgrade to SutraPlot for the 2D-only SUTRA model (Souza, 1987). It has been modified to add 3D functionality, a graphical user interface (GUI), and enhanced graphic output options. Graphical options for 2D SUTRA (2-dimension) simulations include: drawing the 2D finite-element mesh, mesh boundary, and velocity vectors; plots of contours for pressure, saturation, concentration, and temperature within the model region; 2D finite-element based gridding and interpolation; and 2D gridded data export files. Graphical options for 3D SUTRA (3-dimension) simulations include: drawing the 3D finite-element mesh; plots of contours for pressure, saturation, concentration, and temperature in 2D sections of the 3D model region; 3D finite-element based gridding and interpolation; drawing selected regions of velocity vectors (projected on principal coordinate planes); and 3D gridded data export files. Installation instructions and a description of all graphic options are presented. A sample SUTRA problem is described and three step-by-step SutraPlot applications are provided. In addition, the methodology and numerical algorithms for the 2D and 3D finite-element based gridding and interpolation, developed for SutraPlot, are described. 1

Multivariate determinants of self-management in Health Care: assessing Health Empowerment Model by comparison between structural equation and graphical models approaches

Directory of Open Access Journals (Sweden)

Filippo Trentini

2015-03-01

Full Text Available Backgroung. In public health one debated issue is related to consequences of improper self-management in health care.  Some theoretical models have been proposed in Health Communication theory which highlight how components such general literacy and specific knowledge of the disease might be very important for effective actions in healthcare system.  Methods. This  paper aims at investigating the consistency of Health Empowerment Model by means of both graphical models approach, which is a “data driven” method and a Structural Equation Modeling (SEM approach, which is instead “theory driven”, showing the different information pattern that can be revealed in a health care research context.The analyzed dataset provides data on the relationship between the Health Empowerment Model constructs and the behavioral and health status in 263 chronic low back pain (cLBP patients. We used the graphical models approach to evaluate the dependence structure in a “blind” way, thus learning the structure from the data.Results. From the estimation results dependence structure confirms links design assumed in SEM approach directly from researchers, thus validating the hypotheses which generated the Health Empowerment Model constructs.Conclusions. This models comparison helps in avoiding confirmation bias. In Structural Equation Modeling, we used SPSS AMOS 21 software. Graphical modeling algorithms were implemented in a R software environment.

Non-Gaussianity from Broken Symmetries

CERN Document Server

Kolb, Edward W; Vallinotto, A; Kolb, Edward W.; Riotto, Antonio; Vallinotto, Alberto

2006-01-01

Recently we studied inflation models in which the inflaton potential is characterized by an underlying approximate global symmetry. In the first work we pointed out that in such a model curvature perturbations are generated after the end of the slow-roll phase of inflation. In this work we develop further the observational implications of the model and compute the degree of non-Gaussianity predicted in the scenario. We find that the corresponding nonlinearity parameter, $f_{NL}$, can be as large as 10^2.

Non-Gaussian diffusion in static disordered media

Science.gov (United States)

Luo, Liang; Yi, Ming

2018-04-01

Non-Gaussian diffusion is commonly considered as a result of fluctuating diffusivity, which is correlated in time or in space or both. In this work, we investigate the non-Gaussian diffusion in static disordered media via a quenched trap model, where the diffusivity is spatially correlated. Several unique effects due to quenched disorder are reported. We analytically estimate the diffusion coefficient Ddis and its fluctuation over samples of finite size. We show a mechanism of population splitting in the non-Gaussian diffusion. It results in a sharp peak in the distribution of displacement P (x ,t ) around x =0 , that has frequently been observed in experiments. We examine the fidelity of the coarse-grained diffusion map, which is reconstructed from particle trajectories. Finally, we propose a procedure to estimate the correlation length in static disordered environments, where the information stored in the sample-to-sample fluctuation has been utilized.

Quantum steering of multimode Gaussian states by Gaussian measurements: monogamy relations and the Peres conjecture

International Nuclear Information System (INIS)

Ji, Se-Wan; Nha, Hyunchul; Kim, M S

2015-01-01

It is a topic of fundamental and practical importance how a quantum correlated state can be reliably distributed through a noisy channel for quantum information processing. The concept of quantum steering recently defined in a rigorous manner is relevant to study it under certain circumstances and here we address quantum steerability of Gaussian states to this aim. In particular, we attempt to reformulate the criterion for Gaussian steering in terms of local and global purities and show that it is sufficient and necessary for the case of steering a 1-mode system by an N-mode system. It subsequently enables us to reinforce a strong monogamy relation under which only one party can steer a local system of 1-mode. Moreover, we show that only a negative partial-transpose state can manifest quantum steerability by Gaussian measurements in relation to the Peres conjecture. We also discuss our formulation for the case of distributing a two-mode squeezed state via one-way quantum channels making dissipation and amplification effects, respectively. Finally, we extend our approach to include non-Gaussian measurements, more precisely, all orders of higher-order squeezing measurements, and find that this broad set of non-Gaussian measurements is not useful to demonstrate steering for Gaussian states beyond Gaussian measurements. (paper)

Bayesian graphical models for genomewide association studies.

Science.gov (United States)

Verzilli, Claudio J; Stallard, Nigel; Whittaker, John C

2006-07-01

As the extent of human genetic variation becomes more fully characterized, the research community is faced with the challenging task of using this information to dissect the heritable components of complex traits. Genomewide association studies offer great promise in this respect, but their analysis poses formidable difficulties. In this article, we describe a computationally efficient approach to mining genotype-phenotype associations that scales to the size of the data sets currently being collected in such studies. We use discrete graphical models as a data-mining tool, searching for single- or multilocus patterns of association around a causative site. The approach is fully Bayesian, allowing us to incorporate prior knowledge on the spatial dependencies around each marker due to linkage disequilibrium, which reduces considerably the number of possible graphical structures. A Markov chain-Monte Carlo scheme is developed that yields samples from the posterior distribution of graphs conditional on the data from which probabilistic statements about the strength of any genotype-phenotype association can be made. Using data simulated under scenarios that vary in marker density, genotype relative risk of a causative allele, and mode of inheritance, we show that the proposed approach has better localization properties and leads to lower false-positive rates than do single-locus analyses. Finally, we present an application of our method to a quasi-synthetic data set in which data from the CYP2D6 region are embedded within simulated data on 100K single-nucleotide polymorphisms. Analysis is quick (<5 min), and we are able to localize the causative site to a very short interval.

A Graphical Adversarial Risk Analysis Model for Oil and Gas Drilling Cybersecurity

Directory of Open Access Journals (Sweden)

Aitor Couce Vieira

2014-04-01

Full Text Available Oil and gas drilling is based, increasingly, on operational technology, whose cybersecurity is complicated by several challenges. We propose a graphical model for cybersecurity risk assessment based on Adversarial Risk Analysis to face those challenges. We also provide an example of the model in the context of an offshore drilling rig. The proposed model provides a more formal and comprehensive analysis of risks, still using the standard business language based on decisions, risks, and value.

Image reconstruction under non-Gaussian noise

DEFF Research Database (Denmark)

Sciacchitano, Federica

During acquisition and transmission, images are often blurred and corrupted by noise. One of the fundamental tasks of image processing is to reconstruct the clean image from a degraded version. The process of recovering the original image from the data is an example of inverse problem. Due...... to the ill-posedness of the problem, the simple inversion of the degradation model does not give any good reconstructions. Therefore, to deal with the ill-posedness it is necessary to use some prior information on the solution or the model and the Bayesian approach. Additive Gaussian noise has been......D thesis intends to solve some of the many open questions for image restoration under non-Gaussian noise. The two main kinds of noise studied in this PhD project are the impulse noise and the Cauchy noise. Impulse noise is due to for instance the malfunctioning pixel elements in the camera sensors, errors...

Stable Lévy motion with inverse Gaussian subordinator

Science.gov (United States)

Kumar, A.; Wyłomańska, A.; Gajda, J.

2017-09-01

In this paper we study the stable Lévy motion subordinated by the so-called inverse Gaussian process. This process extends the well known normal inverse Gaussian (NIG) process introduced by Barndorff-Nielsen, which arises by subordinating ordinary Brownian motion (with drift) with inverse Gaussian process. The NIG process found many interesting applications, especially in financial data description. We discuss here the main features of the introduced subordinated process, such as distributional properties, existence of fractional order moments and asymptotic tail behavior. We show the connection of the process with continuous time random walk. Further, the governing fractional partial differential equations for the probability density function is also obtained. Moreover, we discuss the asymptotic distribution of sample mean square displacement, the main tool in detection of anomalous diffusion phenomena (Metzler et al., 2014). In order to apply the stable Lévy motion time-changed by inverse Gaussian subordinator we propose a step-by-step procedure of parameters estimation. At the end, we show how the examined process can be useful to model financial time series.

On Gaussian conditional independence structures

Czech Academy of Sciences Publication Activity Database

Lněnička, Radim; Matúš, František

2007-01-01

Roč. 43, č. 3 (2007), s. 327-342 ISSN 0023-5954 R&D Projects: GA AV ČR IAA100750603 Institutional research plan: CEZ:AV0Z10750506 Keywords : multivariate Gaussian distribution * positive definite matrices * determinants * gaussoids * covariance selection models * Markov perfectness Subject RIV: BA - General Mathematics Impact factor: 0.552, year: 2007

A Novel Bearing Fault Diagnosis Method Based on Gaussian Restricted Boltzmann Machine

Directory of Open Access Journals (Sweden)

Xiao-hui He

2016-01-01

Full Text Available To realize the fault diagnosis of bearing effectively, this paper presents a novel bearing fault diagnosis method based on Gaussian restricted Boltzmann machine (Gaussian RBM. Vibration signals are firstly resampled to the same equivalent speed. Subsequently, the envelope spectrums of the resampled data are used directly as the feature vectors to represent the fault types of bearing. Finally, in order to deal with the high-dimensional feature vectors based on envelope spectrum, a classifier model based on Gaussian RBM is applied. Gaussian RBM has the ability to provide a closed-form representation of the distribution underlying the training data, and it is very convenient for modeling high-dimensional real-valued data. Experiments on 10 different data sets verify the performance of the proposed method. The superiority of Gaussian RBM classifier is also confirmed by comparing with other classifiers, such as extreme learning machine, support vector machine, and deep belief network. The robustness of the proposed method is also studied in this paper. It can be concluded that the proposed method can realize the bearing fault diagnosis accurately and effectively.

Learning Layouts for Single-Page Graphic Designs.

Science.gov (United States)

O'Donovan, Peter; Agarwala, Aseem; Hertzmann, Aaron

2014-08-01

This paper presents an approach for automatically creating graphic design layouts using a new energy-based model derived from design principles. The model includes several new algorithms for analyzing graphic designs, including the prediction of perceived importance, alignment detection, and hierarchical segmentation. Given the model, we use optimization to synthesize new layouts for a variety of single-page graphic designs. Model parameters are learned with Nonlinear Inverse Optimization (NIO) from a small number of example layouts. To demonstrate our approach, we show results for applications including generating design layouts in various styles, retargeting designs to new sizes, and improving existing designs. We also compare our automatic results with designs created using crowdsourcing and show that our approach performs slightly better than novice designers.

Scattering and Gaussian Fluctuation Theory for Semiflexible Polymers

Directory of Open Access Journals (Sweden)

Xiangyu Bu

2016-09-01

Full Text Available The worm-like chain is one of the best theoretical models of the semiflexible polymer. The structure factor, which can be obtained by scattering experiment, characterizes the density correlation in different length scales. In the present review, the numerical method to compute the static structure factor of the worm-like chain model and its general properties are demonstrated. Especially, the chain length and persistence length involved multi-scale nature of the worm-like chain model are well discussed. Using the numerical structure factor, Gaussian fluctuation theory of the worm-like chain model can be developed, which is a powerful tool to analyze the structure stability and to predict the spinodal line of the system. The microphase separation of the worm-like diblock copolymer is considered as an example to demonstrate the usage of Gaussian fluctuation theory.

User's manual for DWNWND: an interactive Gaussian plume atmospheric transport model with eight dispersion parameter options

International Nuclear Information System (INIS)

Fields, D.E.; Miller, C.W.

1980-05-01

The most commonly used approach for estimating the atmospheric concentration and deposition of material downwind from its point of release is the Gaussian plume atmospheric dispersion model. Two of the critical parameters in this model are sigma/sub y/ and sigma/sub z/, the horizontal and vertical dispersion parameters, respectively. A number of different sets of values for sigma/sub y/ and sigma/sub z/ have been determined empirically for different release heights and meteorological and terrain conditions. The computer code DWNWND, described in this report, is an interactive implementation of the Gaussian plume model. This code allows the user to specify any one of eight different sets of the empirically determined dispersion paramters. Using the selected dispersion paramters, ground-level normalized exposure estimates are made at any specified downwind distance. Computed values may be corrected for plume depletion due to deposition and for plume settling due to gravitational fall. With this interactive code, the user chooses values for ten parameters which define the source, the dispersion and deposition process, and the sampling point. DWNWND is written in FORTRAN for execution on a PDP-10 computer, requiring less than one second of central processor unit time for each simulation

Palm distributions for log Gaussian Cox processes

DEFF Research Database (Denmark)

Coeurjolly, Jean-Francois; Møller, Jesper; Waagepetersen, Rasmus Plenge

2017-01-01

This paper establishes a remarkable result regarding Palm distributions for a log Gaussian Cox process: the reduced Palm distribution for a log Gaussian Cox process is itself a log Gaussian Cox process that only differs from the original log Gaussian Cox process in the intensity function. This new...... result is used to study functional summaries for log Gaussian Cox processes....

LEARNING VECTOR QUANTIZATION FOR ADAPTED GAUSSIAN MIXTURE MODELS IN AUTOMATIC SPEAKER IDENTIFICATION

Directory of Open Access Journals (Sweden)

IMEN TRABELSI

2017-05-01

Full Text Available Speaker Identification (SI aims at automatically identifying an individual by extracting and processing information from his/her voice. Speaker voice is a robust a biometric modality that has a strong impact in several application areas. In this study, a new combination learning scheme has been proposed based on Gaussian mixture model-universal background model (GMM-UBM and Learning vector quantization (LVQ for automatic text-independent speaker identification. Features vectors, constituted by the Mel Frequency Cepstral Coefficients (MFCC extracted from the speech signal are used to train the New England subset of the TIMIT database. The best results obtained (90% for gender- independent speaker identification, 97 % for male speakers and 93% for female speakers for test data using 36 MFCC features.

Sensitivity analysis of an operational advanced Gaussian model to different turbulent regimes

International Nuclear Information System (INIS)

Mangia, C.; Rizza, U.; Tirabassi, T.

1998-01-01

A non-reactive air pollution model evaluating ground level concentration is presented. It relies on a new Gaussian formulation (Lupini, R. and Tirabassi, T., J. Appl. Meteor., 20 (1981) 565-570; Tirabassi, T. and Rizza, U., Atmos. Environ., 28 (1994) 611-615) for transport and vertical diffusion in the Atmospheric Boundary Layer (ABL). In this formulation, the source height is replaced by a virtual height expressed by simple functions of meteorological variables. The model accepts a general profile of wind u(z) and eddy diffusivity coefficient K z . The lateral dispersion coefficient is based on Taylor's theory (Taylor, G. I., Proc. London Math. Soc., 20 (1921) 196-204). The turbulence in the ABL is subdivided into various regimes, each characterized by different parameters for length and velocity scales. The model performances under unstable conditions have been tested utilizing two different data sets

R graphics

CERN Document Server

Murrell, Paul

2005-01-01

R is revolutionizing the world of statistical computing. Powerful, flexible, and best of all free, R is now the program of choice for tens of thousands of statisticians. Destined to become an instant classic, R Graphics presents the first complete, authoritative exposition on the R graphical system. Paul Murrell, widely known as the leading expert on R graphics, has developed an in-depth resource that takes nothing for granted and helps both neophyte and seasoned users master the intricacies of R graphics. After an introductory overview of R graphics facilities, the presentation first focuses

Assessing fit in Bayesian models for spatial processes

KAUST Repository

Jun, M.; Katzfuss, M.; Hu, J.; Johnson, V. E.

2014-01-01

© 2014 John Wiley & Sons, Ltd. Gaussian random fields are frequently used to model spatial and spatial-temporal data, particularly in geostatistical settings. As much of the attention of the statistics community has been focused on defining and estimating the mean and covariance functions of these processes, little effort has been devoted to developing goodness-of-fit tests to allow users to assess the models' adequacy. We describe a general goodness-of-fit test and related graphical diagnostics for assessing the fit of Bayesian Gaussian process models using pivotal discrepancy measures. Our method is applicable for both regularly and irregularly spaced observation locations on planar and spherical domains. The essential idea behind our method is to evaluate pivotal quantities defined for a realization of a Gaussian random field at parameter values drawn from the posterior distribution. Because the nominal distribution of the resulting pivotal discrepancy measures is known, it is possible to quantitatively assess model fit directly from the output of Markov chain Monte Carlo algorithms used to sample from the posterior distribution on the parameter space. We illustrate our method in a simulation study and in two applications.

Assessing fit in Bayesian models for spatial processes

KAUST Repository

Jun, M.

2014-09-16

© 2014 John Wiley & Sons, Ltd. Gaussian random fields are frequently used to model spatial and spatial-temporal data, particularly in geostatistical settings. As much of the attention of the statistics community has been focused on defining and estimating the mean and covariance functions of these processes, little effort has been devoted to developing goodness-of-fit tests to allow users to assess the models\\' adequacy. We describe a general goodness-of-fit test and related graphical diagnostics for assessing the fit of Bayesian Gaussian process models using pivotal discrepancy measures. Our method is applicable for both regularly and irregularly spaced observation locations on planar and spherical domains. The essential idea behind our method is to evaluate pivotal quantities defined for a realization of a Gaussian random field at parameter values drawn from the posterior distribution. Because the nominal distribution of the resulting pivotal discrepancy measures is known, it is possible to quantitatively assess model fit directly from the output of Markov chain Monte Carlo algorithms used to sample from the posterior distribution on the parameter space. We illustrate our method in a simulation study and in two applications.

Resurfacing Graphics

Directory of Open Access Journals (Sweden)

Prof. Patty K. Wongpakdee

2013-06-01

Full Text Available “Resurfacing Graphics” deals with the subject of unconventional design, with the purpose of engaging the viewer to experience the graphics beyond paper’s passive surface. Unconventional designs serve to reinvigorate people, whose senses are dulled by the typical, printed graphics, which bombard them each day. Today’s cutting-edge designers, illustrators and artists utilize graphics in a unique manner that allows for tactile interaction. Such works serve as valuable teaching models and encourage students to do the following: 1 investigate the trans-disciplines of art and technology; 2 appreciate that this approach can have a positive effect on the environment; 3 examine and research other approaches of design communications and 4 utilize new mediums to stretch the boundaries of artistic endeavor. This paper examines how visuals communicators are “Resurfacing Graphics” by using atypical surfaces and materials such as textile, wood, ceramics and even water. Such non-traditional transmissions of visual language serve to demonstrate student’s overreliance on paper as an outdated medium. With this exposure, students can become forward-thinking, eco-friendly, creative leaders by expanding their creative breadth and continuing the perpetual exploration for new ways to make their mark.

Resurfacing Graphics

Directory of Open Access Journals (Sweden)

Prof. Patty K. Wongpakdee

2013-06-01

Full Text Available “Resurfacing Graphics” deals with the subject of unconventional design, with the purpose of engaging the viewer to experience the graphics beyond paper’s passive surface. Unconventional designs serve to reinvigorate people, whose senses are dulled by the typical, printed graphics, which bombard them each day. Today’s cutting-edge designers, illustrators and artists utilize graphics in a unique manner that allows for tactile interaction. Such works serve as valuable teaching models and encourage students to do the following: 1 investigate the trans-disciplines of art and technology; 2 appreciate that this approach can have a positive effect on the environment; 3 examine and research other approaches of design communications and 4 utilize new mediums to stretch the boundaries of artistic endeavor. This paper examines how visuals communicators are “Resurfacing Graphics” by using atypical surfaces and materials such as textile, wood, ceramics and even water. Such non-traditional transmissions of visual language serve to demonstrate student’s overreliance on paper as an outdated medium. With this exposure, students can become forward-thinking, eco-friendly, creative leaders by expanding their creative breadth and continuing the perpetual exploration for new ways to make their mark. 

Breaking Gaussian incompatibility on continuous variable quantum systems

Energy Technology Data Exchange (ETDEWEB)

Heinosaari, Teiko, E-mail: teiko.heinosaari@utu.fi [Turku Centre for Quantum Physics, Department of Physics and Astronomy, University of Turku, FI-20014 Turku (Finland); Kiukas, Jukka, E-mail: jukka.kiukas@aber.ac.uk [Department of Mathematics, Aberystwyth University, Penglais, Aberystwyth, SY23 3BZ (United Kingdom); Schultz, Jussi, E-mail: jussi.schultz@gmail.com [Turku Centre for Quantum Physics, Department of Physics and Astronomy, University of Turku, FI-20014 Turku (Finland); Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci 32, I-20133 Milano (Italy)

2015-08-15

We characterise Gaussian quantum channels that are Gaussian incompatibility breaking, that is, transform every set of Gaussian measurements into a set obtainable from a joint Gaussian observable via Gaussian postprocessing. Such channels represent local noise which renders measurements useless for Gaussian EPR-steering, providing the appropriate generalisation of entanglement breaking channels for this scenario. Understanding the structure of Gaussian incompatibility breaking channels contributes to the resource theory of noisy continuous variable quantum information protocols.

Can we be more Graphic about Graphic Design?

OpenAIRE

Vienne, Véronique

2012-01-01

Can you objectify a subjective notion? This is the question graphic designers must face when they talk about their work. Even though graphic design artifacts are omnipresent in our culture, graphic design is still an exceptionally ill-defined profession. This is one of the reasons design criticism is still a rudimentary discipline. No one knows for sure what is this thing we sometimes call “graphic communication” for lack of a better word–a technique my Webster’s dictionary describes as “the ...

Encrypted data stream identification using randomness sparse representation and fuzzy Gaussian mixture model

Science.gov (United States)

Zhang, Hong; Hou, Rui; Yi, Lei; Meng, Juan; Pan, Zhisong; Zhou, Yuhuan

2016-07-01

The accurate identification of encrypted data stream helps to regulate illegal data, detect network attacks and protect users' information. In this paper, a novel encrypted data stream identification algorithm is introduced. The proposed method is based on randomness characteristics of encrypted data stream. We use a l1-norm regularized logistic regression to improve sparse representation of randomness features and Fuzzy Gaussian Mixture Model (FGMM) to improve identification accuracy. Experimental results demonstrate that the method can be adopted as an effective technique for encrypted data stream identification.

Statistically tuned Gaussian background subtraction technique for ...

Indian Academy of Sciences (India)

temporal median method and mixture of Gaussian model and performance evaluation ... to process the videos captured by unmanned aerial vehicle (UAV). ..... The output is obtained by simulation using MATLAB 2010 in a standalone PC with ...

Computer graphics in reactor safety analysis

International Nuclear Information System (INIS)

Fiala, C.; Kulak, R.F.

1989-01-01

This paper describes a family of three computer graphics codes designed to assist the analyst in three areas: the modelling of complex three-dimensional finite element models of reactor structures; the interpretation of computational results; and the reporting of the results of numerical simulations. The purpose and key features of each code are presented. The graphics output used in actual safety analysis are used to illustrate the capabilities of each code. 5 refs., 10 figs

Gaussian vector fields on triangulated surfaces

DEFF Research Database (Denmark)

Ipsen, John H

2016-01-01

proven to be very useful to resolve the complex interplay between in-plane ordering of membranes and membrane conformations. In the present work we have developed a procedure for realistic representations of Gaussian models with in-plane vector degrees of freedoms on a triangulated surface. The method...

Particle-in-cell vs straight line Gaussian calculations for an area of complex topography

International Nuclear Information System (INIS)

Lange, R.; Sherman, C.

1977-01-01

Two numerical models for the calculation of time integrated air concentraton and ground deposition of airborne radioactive effluent releases are compared. The time dependent Particle-in-Cell (PIC) model and the steady state Gaussian plume model were used for the simulation. The area selected for the comparison was the Hudson River Valley, New York. Input for the models was synthesized from meteorological data gathered in previous studies by various investigators. It was found that the PIC model more closely simulated the three-dimensional effects of the meteorology and topography. Overall, the Gaussian model calculated higher concentrations under stable conditions. In addition, because of its consideration of exposure from the returning plume after flow reversal, the PIC model calculated air concentrations over larger areas than did the Gaussian model

Mathematic model analysis of Gaussian beam propagation through an arbitrary thickness random phase screen.

Science.gov (United States)

Tian, Yuzhen; Guo, Jin; Wang, Rui; Wang, Tingfeng

2011-09-12

In order to research the statistical properties of Gaussian beam propagation through an arbitrary thickness random phase screen for adaptive optics and laser communication application in the laboratory, we establish mathematic models of statistical quantities, which are based on the Rytov method and the thin phase screen model, involved in the propagation process. And the analytic results are developed for an arbitrary thickness phase screen based on the Kolmogorov power spectrum. The comparison between the arbitrary thickness phase screen and the thin phase screen shows that it is more suitable for our results to describe the generalized case, especially the scintillation index.

Multi-variate joint PDF for non-Gaussianities: exact formulation and generic approximations

CERN Document Server

Verde, Licia; Heavens, Alan F; Jimenez, Raul; Matarrese, Sabino

2013-01-01

We provide an exact expression for the multi-variate joint probability distribution function of non-Gaussian fields primordially arising from local transformations of a Gaussian field. This kind of non-Gaussianity is generated in many models of inflation. We apply our expression to the non- Gaussianity estimation from Cosmic Microwave Background maps and the halo mass function where we obtain analytical expressions. We also provide analytic approximations and their range of validity. For the Cosmic Microwave Background we give a fast way to compute the PDF which is valid up to 7{\\sigma} for fNL values (both true and sampled) not ruled out by current observations, which consists of expressing the PDF as a combination of bispectrum and trispectrum of the temperature maps. The resulting expression is valid for any kind of non-Gaussianity and is not limited to the local type. The above results may serve as the basis for a fully Bayesian analysis of the non-Gaussianity parameter.

Tests for Gaussianity of the MAXIMA-1 cosmic microwave background map.

Science.gov (United States)

Wu, J H; Balbi, A; Borrill, J; Ferreira, P G; Hanany, S; Jaffe, A H; Lee, A T; Rabii, B; Richards, P L; Smoot, G F; Stompor, R; Winant, C D

2001-12-17

Gaussianity of the cosmological perturbations is one of the key predictions of standard inflation, but it is violated by other models of structure formation such as cosmic defects. We present the first test of the Gaussianity of the cosmic microwave background (CMB) on subdegree angular scales, where deviations from Gaussianity are most likely to occur. We apply the methods of moments, cumulants, the Kolmogorov test, the chi(2) test, and Minkowski functionals in eigen, real, Wiener-filtered, and signal-whitened spaces, to the MAXIMA-1 CMB anisotropy data. We find that the data, which probe angular scales between 10 arcmin and 5 deg, are consistent with Gaussianity. These results show consistency with the standard inflation and place constraints on the existence of cosmic defects.

Non-Gaussian lineshapes and dynamics of time-resolved linear and nonlinear (correlation) spectra.

Science.gov (United States)

Dinpajooh, Mohammadhasan; Matyushov, Dmitry V

2014-07-17

Signatures of nonlinear and non-Gaussian dynamics in time-resolved linear and nonlinear (correlation) 2D spectra are analyzed in a model considering a linear plus quadratic dependence of the spectroscopic transition frequency on a Gaussian nuclear coordinate of the thermal bath (quadratic coupling). This new model is contrasted to the commonly assumed linear dependence of the transition frequency on the medium nuclear coordinates (linear coupling). The linear coupling model predicts equality between the Stokes shift and equilibrium correlation functions of the transition frequency and time-independent spectral width. Both predictions are often violated, and we are asking here the question of whether a nonlinear solvent response and/or non-Gaussian dynamics are required to explain these observations. We find that correlation functions of spectroscopic observables calculated in the quadratic coupling model depend on the chromophore's electronic state and the spectral width gains time dependence, all in violation of the predictions of the linear coupling models. Lineshape functions of 2D spectra are derived assuming Ornstein-Uhlenbeck dynamics of the bath nuclear modes. The model predicts asymmetry of 2D correlation plots and bending of the center line. The latter is often used to extract two-point correlation functions from 2D spectra. The dynamics of the transition frequency are non-Gaussian. However, the effect of non-Gaussian dynamics is limited to the third-order (skewness) time correlation function, without affecting the time correlation functions of higher order. The theory is tested against molecular dynamics simulations of a model polar-polarizable chromophore dissolved in a force field water.

Using Graphic Organizers in Intercultural Education

Science.gov (United States)

Ciascai, Liliana

2009-01-01

Graphic organizers are instruments of representation, illustration and modeling of information. In the educational practice they are used for building, and systematization of knowledge. Graphic organizers are instruments that addressed mostly visual learning style, but their use is beneficial to all learners. In this paper we illustrate the use of…

Reconstruction of electrons with the Gaussian-sum filter in the CMS tracker at the LHC

International Nuclear Information System (INIS)

Adam, W; Fruehwirth, R; Strandlie, A; Todorov, T

2005-01-01

The bremsstrahlung energy loss distribution of electrons propagating in matter is highly non-Gaussian. Because the Kalman filter relies solely on Gaussian probability density functions, it is not necessarily the optimal reconstruction algorithm for electron tracks. A Gaussian-sum filter (GSF) algorithm for electron reconstruction in the CMS tracker has therefore been developed and implemented. The basic idea is to model the bremsstrahlung energy loss distribution by a Gaussian mixture rather than by a single Gaussian. It is shown that the GSF is able to improve the momentum resolution of electrons compared to the standard Kalman filter. The momentum resolution and the quality of the error estimate are studied both with a fast simulation, modelling the radiative energy loss in a simplified detector, and the full CMS tracker simulation. (research note from collaboration)

Reconstruction of Electrons with the Gaussian-Sum Filter in the CMS Tracker at the LHC

CERN Document Server

Adam, Wolfgang; Strandlie, Are; Todor, T

2005-01-01

The bremsstrahlung energy loss distribution of electrons propagating in matter is highly non-Gaussian. Because the Kalman filter relies solely on Gaussian probability density functions, it is not necessarily the optimal reconstruction algorithm for electron tracks. A Gaussian-sum filter (GSF) algorithm for electron reconstruction in the CMS tracker has therefore been developed and implemented. The basic idea is to model the bremsstrahlung energy loss distribution by a Gaussian mixture rather than by a single Gaussian. It is shown that the GSF is able to improve the momentum resolution of electrons compared to the standard Kalman filter. The momentum resolution and the quality of he error estimate are studied both with a fast simulation, modelling the radiative energy loss in a simplified detector, and the full CMS tracker simulation.

Propagation of Gaussian laser beam in cold plasma of Drude model

International Nuclear Information System (INIS)

Wang Ying; Yuan Chengxun; Zhou Zhongxiang; Li Lei; Du Yanwei

2011-01-01

The propagation characters of Gaussian laser beam in plasmas of Drude model have been investigated by complex eikonal function assumption. The dielectric constant of Drude model is representative and applicable in describing the cold unmagnetized plasmas. The dynamics of ponderomotive nonlinearity, spatial diffraction, and collision attenuation is considered. The derived coupling equations determine the variations of laser beam and irradiation attenuation. The modified laser beam-width parameter F, the dimensionless axis irradiation intensity I, and the spatial electron density distribution n/n 0 have been studied in connection with collision frequency, initial laser intensity and beam-width, and electron temperature of plasma. The variations of laser beam and plasma density due to different selections of parameters are reasonably explained, and results indicate the feasible modification of the propagating characters of laser beam in plasmas, which possesses significance to fast ignition, extended propagation, and other applications.

'A device for being able to book P&L': the organizational embedding of the Gaussian copula.

Science.gov (United States)

MacKenzie, Donald; Spears, Taylor

2014-06-01

This article, the second of two articles on the Gaussian copula family of models, discusses the attitude of 'quants' (modellers) to these models, showing that contrary to some accounts, those quants were not 'model dopes' who uncritically accepted the outputs of the models. Although sometimes highly critical of Gaussian copulas - even 'othering' them as not really being models --they nevertheless nearly all kept using them, an outcome we explain with reference to the embedding of these models in inter- and intra-organizational processes: communication, risk control and especially the setting of bonuses. The article also examines the role of Gaussian copula models in the 2007-2008 global crisis and in a 2005 episode known as 'the correlation crisis'. We end with the speculation that all widely used derivatives models (and indeed the evaluation culture in which they are embedded) help generate inter-organizational co-ordination, and all that is special in this respect about the Gaussian copula is that its status as 'other' makes this role evident.

Gaussian Process Interpolation for Uncertainty Estimation in Image Registration

Science.gov (United States)

Wachinger, Christian; Golland, Polina; Reuter, Martin; Wells, William

2014-01-01

Intensity-based image registration requires resampling images on a common grid to evaluate the similarity function. The uncertainty of interpolation varies across the image, depending on the location of resampled points relative to the base grid. We propose to perform Bayesian inference with Gaussian processes, where the covariance matrix of the Gaussian process posterior distribution estimates the uncertainty in interpolation. The Gaussian process replaces a single image with a distribution over images that we integrate into a generative model for registration. Marginalization over resampled images leads to a new similarity measure that includes the uncertainty of the interpolation. We demonstrate that our approach increases the registration accuracy and propose an efficient approximation scheme that enables seamless integration with existing registration methods. PMID:25333127

Surrogacy assessment using principal stratification and a Gaussian copula model.

Science.gov (United States)

Conlon, Asc; Taylor, Jmg; Elliott, M R

2017-02-01

In clinical trials, a surrogate outcome ( S) can be measured before the outcome of interest ( T) and may provide early information regarding the treatment ( Z) effect on T. Many methods of surrogacy validation rely on models for the conditional distribution of T given Z and S. However, S is a post-randomization variable, and unobserved, simultaneous predictors of S and T may exist, resulting in a non-causal interpretation. Frangakis and Rubin developed the concept of principal surrogacy, stratifying on the joint distribution of the surrogate marker under treatment and control to assess the association between the causal effects of treatment on the marker and the causal effects of treatment on the clinical outcome. Working within the principal surrogacy framework, we address the scenario of an ordinal categorical variable as a surrogate for a censored failure time true endpoint. A Gaussian copula model is used to model the joint distribution of the potential outcomes of T, given the potential outcomes of S. Because the proposed model cannot be fully identified from the data, we use a Bayesian estimation approach with prior distributions consistent with reasonable assumptions in the surrogacy assessment setting. The method is applied to data from a colorectal cancer clinical trial, previously analyzed by Burzykowski et al.

Implementation of Chaotic Gaussian Particle Swarm Optimization for Optimize Learning-to-Rank Software Defect Prediction Model Construction

Science.gov (United States)

Buchari, M. A.; Mardiyanto, S.; Hendradjaya, B.

2018-03-01

Finding the existence of software defect as early as possible is the purpose of research about software defect prediction. Software defect prediction activity is required to not only state the existence of defects, but also to be able to give a list of priorities which modules require a more intensive test. Therefore, the allocation of test resources can be managed efficiently. Learning to rank is one of the approach that can provide defect module ranking data for the purposes of software testing. In this study, we propose a meta-heuristic chaotic Gaussian particle swarm optimization to improve the accuracy of learning to rank software defect prediction approach. We have used 11 public benchmark data sets as experimental data. Our overall results has demonstrated that the prediction models construct using Chaotic Gaussian Particle Swarm Optimization gets better accuracy on 5 data sets, ties in 5 data sets and gets worse in 1 data sets. Thus, we conclude that the application of Chaotic Gaussian Particle Swarm Optimization in Learning-to-Rank approach can improve the accuracy of the defect module ranking in data sets that have high-dimensional features.

Identification and estimation of non-Gaussian structural vector autoregressions

DEFF Research Database (Denmark)

Lanne, Markku; Meitz, Mika; Saikkonen, Pentti

-Gaussian components is, without any additional restrictions, identified and leads to (essentially) unique impulse responses. We also introduce an identification scheme under which the maximum likelihood estimator of the non-Gaussian SVAR model is consistent and asymptotically normally distributed. As a consequence......, additional economic identifying restrictions can be tested. In an empirical application, we find a negative impact of a contractionary monetary policy shock on financial markets, and clearly reject the commonly employed recursive identifying restrictions....

Time-domain least-squares migration using the Gaussian beam summation method

Science.gov (United States)

Yang, Jidong; Zhu, Hejun; McMechan, George; Yue, Yubo

2018-04-01

With a finite recording aperture, a limited source spectrum and unbalanced illumination, traditional imaging methods are insufficient to generate satisfactory depth profiles with high resolution and high amplitude fidelity. This is because traditional migration uses the adjoint operator of the forward modeling rather than the inverse operator. We propose a least-squares migration approach based on the time-domain Gaussian beam summation, which helps to balance subsurface illumination and improve image resolution. Based on the Born approximation for the isotropic acoustic wave equation, we derive a linear time-domain Gaussian beam modeling operator, which significantly reduces computational costs in comparison with the spectral method. Then, we formulate the corresponding adjoint Gaussian beam migration, as the gradient of an L2-norm waveform misfit function. An L1-norm regularization is introduced to the inversion to enhance the robustness of least-squares migration, and an approximated diagonal Hessian is used as a preconditioner to speed convergence. Synthetic and field data examples demonstrate that the proposed approach improves imaging resolution and amplitude fidelity in comparison with traditional Gaussian beam migration.

Area of isodensity contours in Gaussian and non-Gaussian fields

International Nuclear Information System (INIS)

Ryden, B.S.

1988-01-01

The area of isodensity contours in a smoothed density field can be measured by the contour-crossing statistic N1, the number of times per unit length that a line drawn through the density field pierces an isodensity contour. The contour-crossing statistic distinguishes between Gaussian and non-Gaussian fields and provides a measure of the effective slope of the power spectrum. The statistic is easy to apply and can be used on pencil beams and slices as well as on a three-dimensional field. 10 references

Gaussian solitary waves for the logarithmic-KdV and the logarithmic-KP equations

International Nuclear Information System (INIS)

Wazwaz, Abdul-Majid

2014-01-01

We investigate the logarithmic-KdV equation for more Gaussian solitary waves. We extend this work to derive the logarithmic-KP (Kadomtsev–Petviashvili) equation. We show that both logarithmic models are characterized by their Gaussian solitons. (paper)

Estimating a graphical intra-class correlation coefficient (GICC) using multivariate probit-linear mixed models.

Science.gov (United States)

Yue, Chen; Chen, Shaojie; Sair, Haris I; Airan, Raag; Caffo, Brian S

2015-09-01

Data reproducibility is a critical issue in all scientific experiments. In this manuscript, the problem of quantifying the reproducibility of graphical measurements is considered. The image intra-class correlation coefficient (I2C2) is generalized and the graphical intra-class correlation coefficient (GICC) is proposed for such purpose. The concept for GICC is based on multivariate probit-linear mixed effect models. A Markov Chain Monte Carlo EM (mcm-cEM) algorithm is used for estimating the GICC. Simulation results with varied settings are demonstrated and our method is applied to the KIRBY21 test-retest dataset.

Primordial non-Gaussianities in single field inflationary models with non-trivial initial states

Energy Technology Data Exchange (ETDEWEB)

Bahrami, Sina; Flanagan, Éanna É., E-mail: sb933@cornell.edu, E-mail: eef3@cornell.edu [Department of Physics, Cornell University, Ithaca, NY 14853 (United States)

2014-10-01

We compute the non-Gaussianities that arise in single field, slow roll inflationary models arising from arbitrary homogeneous initial states, as well as subleading contributions to the power spectrum. Non Bunch-Davies vacuum initial states can arise if the transition to the single field, slow roll inflation phase occurs only shortly before observable modes left the horizon. They can also arise from new physics at high energies that has been integrated out. Our general result for the bispectrum exhibits several features that were previously seen in special cases.

Gaussian Process Regression (GPR) Representation in Predictive Model Markup Language (PMML).

Science.gov (United States)

Park, J; Lechevalier, D; Ak, R; Ferguson, M; Law, K H; Lee, Y-T T; Rachuri, S

2017-01-01

This paper describes Gaussian process regression (GPR) models presented in predictive model markup language (PMML). PMML is an extensible-markup-language (XML) -based standard language used to represent data-mining and predictive analytic models, as well as pre- and post-processed data. The previous PMML version, PMML 4.2, did not provide capabilities for representing probabilistic (stochastic) machine-learning algorithms that are widely used for constructing predictive models taking the associated uncertainties into consideration. The newly released PMML version 4.3, which includes the GPR model, provides new features: confidence bounds and distribution for the predictive estimations. Both features are needed to establish the foundation for uncertainty quantification analysis. Among various probabilistic machine-learning algorithms, GPR has been widely used for approximating a target function because of its capability of representing complex input and output relationships without predefining a set of basis functions, and predicting a target output with uncertainty quantification. GPR is being employed to various manufacturing data-analytics applications, which necessitates representing this model in a standardized form for easy and rapid employment. In this paper, we present a GPR model and its representation in PMML. Furthermore, we demonstrate a prototype using a real data set in the manufacturing domain.

Inverse modelling of atmospheric tracers: non-Gaussian methods and second-order sensitivity analysis

Directory of Open Access Journals (Sweden)

M. Bocquet

2008-02-01

Full Text Available For a start, recent techniques devoted to the reconstruction of sources of an atmospheric tracer at continental scale are introduced. A first method is based on the principle of maximum entropy on the mean and is briefly reviewed here. A second approach, which has not been applied in this field yet, is based on an exact Bayesian approach, through a maximum a posteriori estimator. The methods share common grounds, and both perform equally well in practice. When specific prior hypotheses on the sources are taken into account such as positivity, or boundedness, both methods lead to purposefully devised cost-functions. These cost-functions are not necessarily quadratic because the underlying assumptions are not Gaussian. As a consequence, several mathematical tools developed in data assimilation on the basis of quadratic cost-functions in order to establish a posteriori analysis, need to be extended to this non-Gaussian framework. Concomitantly, the second-order sensitivity analysis needs to be adapted, as well as the computations of the averaging kernels of the source and the errors obtained in the reconstruction. All of these developments are applied to a real case of tracer dispersion: the European Tracer Experiment [ETEX]. Comparisons are made between a least squares cost function (similar to the so-called 4D-Var approach and a cost-function which is not based on Gaussian hypotheses. Besides, the information content of the observations which is used in the reconstruction is computed and studied on the application case. A connection with the degrees of freedom for signal is also established. As a by-product of these methodological developments, conclusions are drawn on the information content of the ETEX dataset as seen from the inverse modelling point of view.

The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models

DEFF Research Database (Denmark)

Andreasen, Martin Møller; Christensen, Bent Jesper

This paper suggests a new and easy approach to estimate linear and non-linear dynamic term structure models with latent factors. We impose no distributional assumptions on the factors and they may therefore be non-Gaussian. The novelty of our approach is to use many observables (yields or bonds p...

Prediction error variance and expected response to selection, when selection is based on the best predictor – for Gaussian and threshold characters, traits following a Poisson mixed model and survival traits

Directory of Open Access Journals (Sweden)

Jensen Just

2002-05-01

Full Text Available Abstract In this paper, we consider selection based on the best predictor of animal additive genetic values in Gaussian linear mixed models, threshold models, Poisson mixed models, and log normal frailty models for survival data (including models with time-dependent covariates with associated fixed or random effects. In the different models, expressions are given (when these can be found – otherwise unbiased estimates are given for prediction error variance, accuracy of selection and expected response to selection on the additive genetic scale and on the observed scale. The expressions given for non Gaussian traits are generalisations of the well-known formulas for Gaussian traits – and reflect, for Poisson mixed models and frailty models for survival data, the hierarchal structure of the models. In general the ratio of the additive genetic variance to the total variance in the Gaussian part of the model (heritability on the normally distributed level of the model or a generalised version of heritability plays a central role in these formulas.

Frequency Characteristics of Surface Wave Generated by Single-Line Pulsed Laser Beam with Two Kinds of Spatial Energy Profile Models: Gaussian and Square-Like

Energy Technology Data Exchange (ETDEWEB)

Seo, Ho Geon; Kim, Myung Hwan; Choi, Sung Ho; Kim, Chung Seok; Jhang, Kyung Young [Hanyang University, Seoul (Korea, Republic of)

2012-08-15

Using a single-line pulsed laser beam is well known as a useful noncontact method to generate a directional surface acoustic wave. In this method, different laser beam energy profiles produce different waveforms and frequency characteristics. In this paper, we considered two typical kinds of laser beam energy profiles, Gaussian and square-like, to find out a difference in the frequency characteristics. To achieve this, mathematical models were proposed first for Gaussian laser beam profile and square-like respectively, both of which depended on the laser beam width. To verify the theoretical models, experimental setups with a cylindrical lens and a line-slit mask were respectively designed to produce a line laser beam with Gaussian spatial energy profile and square-like. The frequency responses of the theoretical models showed good agreement with experimental results in terms of the existence of harmonic frequency components and the shift of the first peak frequencies to low.

Inventory of data bases, graphics packages, and models in Department of Energy laboratories

International Nuclear Information System (INIS)

Shriner, C.R.; Peck, L.J.

1978-11-01

A central inventory of energy-related environmental bibliographic and numeric data bases, graphics packages, integrated hardware/software systems, and models was established at Oak Ridge National Laboratory in an effort to make these resources at Department of Energy (DOE) laboratories better known and available to researchers and managers. This inventory will also serve to identify and avoid duplication among laboratories. The data were collected at each DOE laboratory, then sent to ORNL and merged into a single file. This document contains the data from the merged file. The data descriptions are organized under major data types: data bases, graphics packages, integrated hardware/software systems, and models. The data include descriptions of subject content, documentation, and contact persons. Also provided are computer data such as media on which the item is available, size of the item, computer on which the item executes, minimum hardware configuration necessary to execute the item, software language(s) and/or data base management system utilized, and character set used. For the models, additional data are provided to define the model more accurately. These data include a general statement of algorithms, computational methods, and theories used by the model; organizations currently using the model; the general application area of the model; sources of data utilized by the model; model validation methods, sensitivity analysis, and procedures; and general model classification. Data in this inventory will be available for on-line data retrieval on the DOE/RECON system

Bayesian Sensitivity Analysis of a Cardiac Cell Model Using a Gaussian Process Emulator

Science.gov (United States)

Chang, Eugene T Y; Strong, Mark; Clayton, Richard H

2015-01-01

Models of electrical activity in cardiac cells have become important research tools as they can provide a quantitative description of detailed and integrative physiology. However, cardiac cell models have many parameters, and how uncertainties in these parameters affect the model output is difficult to assess without undertaking large numbers of model runs. In this study we show that a surrogate statistical model of a cardiac cell model (the Luo-Rudy 1991 model) can be built using Gaussian process (GP) emulators. Using this approach we examined how eight outputs describing the action potential shape and action potential duration restitution depend on six inputs, which we selected to be the maximum conductances in the Luo-Rudy 1991 model. We found that the GP emulators could be fitted to a small number of model runs, and behaved as would be expected based on the underlying physiology that the model represents. We have shown that an emulator approach is a powerful tool for uncertainty and sensitivity analysis in cardiac cell models. PMID:26114610

The properties of the dark matter halo distribution in non-Gaussian scenarios

International Nuclear Information System (INIS)

Carbone, C.; Branchini, E.; Dolag, K.; Grossi, M.; Iannuzzi, F.; Matarrese, S.; Moscardini, L.; Verde, L.

2009-01-01

The description of halo abundance and clustering for non-Gaussian initial conditions has recently received renewed interest, motivated by the forthcoming large galaxy and cluster surveys, which can potentially detect primordial non-Gaussianity of the local form with a non-Gaussianity parameter |f NL | of order unity. This is particularly exciting because, while the simplest single-field slow-roll models of inflation predict a primordial |f NL | NL of large-scale structures that are expected to be above the predicted detection threshold [C. Carbone, L. Verde, and S. Matarrese, ApJL 684 (2008) L1]. We present tests on N-body simulations of analytical formulae describing the halo abundance and clustering for non-Gaussian initial conditions. In particular, when we calibrate the analytic non-Gaussian mass function of [S. Matarrese, L. Verde, L. and R. Jimenez, ApJL 541 (2000) 10] and [M. LoVerde, A. Miller, S. Shandera and L. Verde, JCAP 04 (2008) 014] and the analytic description of halo clustering for non-Gaussian initial conditions on N-body simulations, we find excellent agreement between the simulations and the analytic predictions if we make the substitutions δ c →δ c x√(q) and δ c →δ c xq where q≅0.75, in the density threshold for gravitational collapse and in the non-Gaussian fractional correction to the halo bias, respectively. We discuss the implications of these corrections on present and forecasted primordial non-Gaussianity constraints. We confirm that the non-Gaussian halo bias offers a robust and highly competitive test of primordial non-Gaussianity.

Blind signal processing algorithms under DC biased Gaussian noise

Science.gov (United States)

Kim, Namyong; Byun, Hyung-Gi; Lim, Jeong-Ok

2013-05-01

Distortions caused by the DC-biased laser input can be modeled as DC biased Gaussian noise and removing DC bias is important in the demodulation process of the electrical signal in most optical communications. In this paper, a new performance criterion and a related algorithm for unsupervised equalization are proposed for communication systems in the environment of channel distortions and DC biased Gaussian noise. The proposed criterion utilizes the Euclidean distance between the Dirac-delta function located at zero on the error axis and a probability density function of biased constant modulus errors, where constant modulus error is defined by the difference between the system out and a constant modulus calculated from the transmitted symbol points. From the results obtained from the simulation under channel models with fading and DC bias noise abruptly added to background Gaussian noise, the proposed algorithm converges rapidly even after the interruption of DC bias proving that the proposed criterion can be effectively applied to optical communication systems corrupted by channel distortions and DC bias noise.

Relativistic effects and primordial non-Gaussianity in the galaxy bias

International Nuclear Information System (INIS)

Bartolo, Nicola; Matarrese, Sabino; Riotto, Antonio

2011-01-01

When dealing with observables, one needs to generalize the bias relation between the observed galaxy fluctuation field to the underlying matter distribution in a gauge-invariant way. We provide such relation at second-order in perturbation theory adopting the local Eulerian bias model and starting from the observationally motivated uniform-redshift gauge. Our computation includes the presence of primordial non-Gaussianity. We show that large scale-dependent relativistic effects in the Eulerian bias arise independently from the presence of some primordial non-Gaussianity. Furthermore, the Eulerian bias inherits from the primordial non-Gaussianity not only a scale-dependence, but also a modulation with the angle of observation when sources with different biases are correlated

Open problems in Gaussian fluid queueing theory