Hierarchical modelling for the environmental sciences statistical methods and applications
Clark, James S
2006-01-01
New statistical tools are changing the way in which scientists analyze and interpret data and models. Hierarchical Bayes and Markov Chain Monte Carlo methods for analysis provide a consistent framework for inference and prediction where information is heterogeneous and uncertain, processes are complicated, and responses depend on scale. Nowhere are these methods more promising than in the environmental sciences.
Hierarchical statistical modeling of xylem vulnerability to cavitation.
Ogle, Kiona; Barber, Jarrett J; Willson, Cynthia; Thompson, Brenda
2009-01-01
Cavitation of xylem elements diminishes the water transport capacity of plants, and quantifying xylem vulnerability to cavitation is important to understanding plant function. Current approaches to analyzing hydraulic conductivity (K) data to infer vulnerability to cavitation suffer from problems such as the use of potentially unrealistic vulnerability curves, difficulty interpreting parameters in these curves, a statistical framework that ignores sampling design, and an overly simplistic view of uncertainty. This study illustrates how two common curves (exponential-sigmoid and Weibull) can be reparameterized in terms of meaningful parameters: maximum conductivity (k(sat)), water potential (-P) at which percentage loss of conductivity (PLC) =X% (P(X)), and the slope of the PLC curve at P(X) (S(X)), a 'sensitivity' index. We provide a hierarchical Bayesian method for fitting the reparameterized curves to K(H) data. We illustrate the method using data for roots and stems of two populations of Juniperus scopulorum and test for differences in k(sat), P(X), and S(X) between different groups. Two important results emerge from this study. First, the Weibull model is preferred because it produces biologically realistic estimates of PLC near P = 0 MPa. Second, stochastic embolisms contribute an important source of uncertainty that should be included in such analyses.
Statistical modelling of railway track geometry degradation using Hierarchical Bayesian models
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Andrade, A.R.; Teixeira, P.F.
2015-01-01
Railway maintenance planners require a predictive model that can assess the railway track geometry degradation. The present paper uses a Hierarchical Bayesian model as a tool to model the main two quality indicators related to railway track geometry degradation: the standard deviation of longitudinal level defects and the standard deviation of horizontal alignment defects. Hierarchical Bayesian Models (HBM) are flexible statistical models that allow specifying different spatially correlated components between consecutive track sections, namely for the deterioration rates and the initial qualities parameters. HBM are developed for both quality indicators, conducting an extensive comparison between candidate models and a sensitivity analysis on prior distributions. HBM is applied to provide an overall assessment of the degradation of railway track geometry, for the main Portuguese railway line Lisbon–Oporto. - Highlights: • Rail track geometry degradation is analysed using Hierarchical Bayesian models. • A Gibbs sampling strategy is put forward to estimate the HBM. • Model comparison and sensitivity analysis find the most suitable model. • We applied the most suitable model to all the segments of the main Portuguese line. • Tackling spatial correlations using CAR structures lead to a better model fit
Cressie, Noel; Calder, Catherine A; Clark, James S; Ver Hoef, Jay M; Wikle, Christopher K
2009-04-01
Analyses of ecological data should account for the uncertainty in the process(es) that generated the data. However, accounting for these uncertainties is a difficult task, since ecology is known for its complexity. Measurement and/or process errors are often the only sources of uncertainty modeled when addressing complex ecological problems, yet analyses should also account for uncertainty in sampling design, in model specification, in parameters governing the specified model, and in initial and boundary conditions. Only then can we be confident in the scientific inferences and forecasts made from an analysis. Probability and statistics provide a framework that accounts for multiple sources of uncertainty. Given the complexities of ecological studies, the hierarchical statistical model is an invaluable tool. This approach is not new in ecology, and there are many examples (both Bayesian and non-Bayesian) in the literature illustrating the benefits of this approach. In this article, we provide a baseline for concepts, notation, and methods, from which discussion on hierarchical statistical modeling in ecology can proceed. We have also planted some seeds for discussion and tried to show where the practical difficulties lie. Our thesis is that hierarchical statistical modeling is a powerful way of approaching ecological analysis in the presence of inevitable but quantifiable uncertainties, even if practical issues sometimes require pragmatic compromises.
Statistical shear lag model - unraveling the size effect in hierarchical composites.
Wei, Xiaoding; Filleter, Tobin; Espinosa, Horacio D
2015-05-01
Numerous experimental and computational studies have established that the hierarchical structures encountered in natural materials, such as the brick-and-mortar structure observed in sea shells, are essential for achieving defect tolerance. Due to this hierarchy, the mechanical properties of natural materials have a different size dependence compared to that of typical engineered materials. This study aimed to explore size effects on the strength of bio-inspired staggered hierarchical composites and to define the influence of the geometry of constituents in their outstanding defect tolerance capability. A statistical shear lag model is derived by extending the classical shear lag model to account for the statistics of the constituents' strength. A general solution emerges from rigorous mathematical derivations, unifying the various empirical formulations for the fundamental link length used in previous statistical models. The model shows that the staggered arrangement of constituents grants composites a unique size effect on mechanical strength in contrast to homogenous continuous materials. The model is applied to hierarchical yarns consisting of double-walled carbon nanotube bundles to assess its predictive capabilities for novel synthetic materials. Interestingly, the model predicts that yarn gauge length does not significantly influence the yarn strength, in close agreement with experimental observations. Copyright © 2015 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.
Action detection by double hierarchical multi-structure space-time statistical matching model
Han, Jing; Zhu, Junwei; Cui, Yiyin; Bai, Lianfa; Yue, Jiang
2018-03-01
Aimed at the complex information in videos and low detection efficiency, an actions detection model based on neighboring Gaussian structure and 3D LARK features is put forward. We exploit a double hierarchical multi-structure space-time statistical matching model (DMSM) in temporal action localization. First, a neighboring Gaussian structure is presented to describe the multi-scale structural relationship. Then, a space-time statistical matching method is proposed to achieve two similarity matrices on both large and small scales, which combines double hierarchical structural constraints in model by both the neighboring Gaussian structure and the 3D LARK local structure. Finally, the double hierarchical similarity is fused and analyzed to detect actions. Besides, the multi-scale composite template extends the model application into multi-view. Experimental results of DMSM on the complex visual tracker benchmark data sets and THUMOS 2014 data sets show the promising performance. Compared with other state-of-the-art algorithm, DMSM achieves superior performances.
Statistical Significance for Hierarchical Clustering
Kimes, Patrick K.; Liu, Yufeng; Hayes, D. Neil; Marron, J. S.
2017-01-01
Summary Cluster analysis has proved to be an invaluable tool for the exploratory and unsupervised analysis of high dimensional datasets. Among methods for clustering, hierarchical approaches have enjoyed substantial popularity in genomics and other fields for their ability to simultaneously uncover multiple layers of clustering structure. A critical and challenging question in cluster analysis is whether the identified clusters represent important underlying structure or are artifacts of natural sampling variation. Few approaches have been proposed for addressing this problem in the context of hierarchical clustering, for which the problem is further complicated by the natural tree structure of the partition, and the multiplicity of tests required to parse the layers of nested clusters. In this paper, we propose a Monte Carlo based approach for testing statistical significance in hierarchical clustering which addresses these issues. The approach is implemented as a sequential testing procedure guaranteeing control of the family-wise error rate. Theoretical justification is provided for our approach, and its power to detect true clustering structure is illustrated through several simulation studies and applications to two cancer gene expression datasets. PMID:28099990
Sahai, Swupnil
This thesis includes three parts. The overarching theme is how to analyze structured hierarchical data, with applications to astronomy and sociology. The first part discusses how expectation propagation can be used to parallelize the computation when fitting big hierarchical bayesian models. This methodology is then used to fit a novel, nonlinear mixture model to ultraviolet radiation from various regions of the observable universe. The second part discusses how the Stan probabilistic programming language can be used to numerically integrate terms in a hierarchical bayesian model. This technique is demonstrated on supernovae data to significantly speed up convergence to the posterior distribution compared to a previous study that used a Gibbs-type sampler. The third part builds a formal latent kernel representation for aggregate relational data as a way to more robustly estimate the mixing characteristics of agents in a network. In particular, the framework is applied to sociology surveys to estimate, as a function of ego age, the age and sex composition of the personal networks of individuals in the United States.
2017-09-01
application of statistical inference. Even when human forecasters leverage their professional experience, which is often gained through long periods of... application throughout statistics and Bayesian data analysis. The multivariate form of 2( , ) (e.g., Figure 12) is similarly analytically...data (i.e., no systematic manipulations with analytical functions), it is common in the statistical literature to apply mathematical transformations
Hierarchical species distribution models
Hefley, Trevor J.; Hooten, Mevin B.
2016-01-01
Determining the distribution pattern of a species is important to increase scientific knowledge, inform management decisions, and conserve biodiversity. To infer spatial and temporal patterns, species distribution models have been developed for use with many sampling designs and types of data. Recently, it has been shown that count, presence-absence, and presence-only data can be conceptualized as arising from a point process distribution. Therefore, it is important to understand properties of the point process distribution. We examine how the hierarchical species distribution modeling framework has been used to incorporate a wide array of regression and theory-based components while accounting for the data collection process and making use of auxiliary information. The hierarchical modeling framework allows us to demonstrate how several commonly used species distribution models can be derived from the point process distribution, highlight areas of potential overlap between different models, and suggest areas where further research is needed.
Bayesian nonparametric hierarchical modeling.
Dunson, David B
2009-04-01
In biomedical research, hierarchical models are very widely used to accommodate dependence in multivariate and longitudinal data and for borrowing of information across data from different sources. A primary concern in hierarchical modeling is sensitivity to parametric assumptions, such as linearity and normality of the random effects. Parametric assumptions on latent variable distributions can be challenging to check and are typically unwarranted, given available prior knowledge. This article reviews some recent developments in Bayesian nonparametric methods motivated by complex, multivariate and functional data collected in biomedical studies. The author provides a brief review of flexible parametric approaches relying on finite mixtures and latent class modeling. Dirichlet process mixture models are motivated by the need to generalize these approaches to avoid assuming a fixed finite number of classes. Focusing on an epidemiology application, the author illustrates the practical utility and potential of nonparametric Bayes methods.
Statistical dynamics of ultradiffusion in hierarchical systems
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Gardner, S.
1987-01-01
In many types of disordered systems which exhibit frustration and competition, an ultrametric topology is found to exist in the space of allowable states. This ultrametric topology of states is associated with a hierarchical relaxation process called ultradiffusion. Ultradiffusion occurs in hierarchical non-linear (HNL) dynamical systems when constraints cause large scale, slow modes of motion to be subordinated to small scale, fast modes. Examples of ultradiffusion are found throughout condensed matter physics and critical phenomena (e.g. the states of spin glasses), in biophysics (e.g. the states of Hopfield networks) and in many other fields including layered computing based upon nonlinear dynamics. The statistical dynamics of ultradiffusion can be treated as a random walk on an ultrametric space. For reversible bifurcating ultrametric spaces the evolution equation governing the probability of a particle being found at site i at time t has a highly degenerate transition matrix. This transition matrix has a fractal geometry similar to the replica form proposed for spin glasses. The authors invert this fractal matrix using a recursive quad-tree (QT) method. Possible applications of hierarchical systems to communications and symbolic computing are discussed briefly
Hierarchical modeling and analysis for spatial data
Banerjee, Sudipto; Gelfand, Alan E
2003-01-01
Among the many uses of hierarchical modeling, their application to the statistical analysis of spatial and spatio-temporal data from areas such as epidemiology And environmental science has proven particularly fruitful. Yet to date, the few books that address the subject have been either too narrowly focused on specific aspects of spatial analysis, or written at a level often inaccessible to those lacking a strong background in mathematical statistics.Hierarchical Modeling and Analysis for Spatial Data is the first accessible, self-contained treatment of hierarchical methods, modeling, and dat
Zammit-Mangion, Andrew; Stavert, Ann; Rigby, Matthew; Ganesan, Anita; Rayner, Peter; Cressie, Noel
2017-04-01
The Orbiting Carbon Observatory-2 (OCO-2) satellite was launched on 2 July 2014, and it has been a source of atmospheric CO2 data since September 2014. The OCO-2 dataset contains a number of variables, but the one of most interest for flux inversion has been the column-averaged dry-air mole fraction (in units of ppm). These global level-2 data offer the possibility of inferring CO2 fluxes at Earth's surface and tracking those fluxes over time. However, as well as having a component of random error, the OCO-2 data have a component of systematic error that is dependent on the instrument's mode, namely land nadir, land glint, and ocean glint. Our statistical approach to CO2-flux inversion starts with constructing a statistical model for the random and systematic errors with parameters that can be estimated from the OCO-2 data and possibly in situ sources from flasks, towers, and the Total Column Carbon Observing Network (TCCON). Dimension reduction of the flux field is achieved through the use of physical basis functions, while temporal evolution of the flux is captured by modelling the basis-function coefficients as a vector autoregressive process. For computational efficiency, flux inversion uses only three months of sensitivities of mole fraction to changes in flux, computed using MOZART; any residual variation is captured through the modelling of a stochastic process that varies smoothly as a function of latitude. The second stage of our statistical approach is to simulate from the posterior distribution of the basis-function coefficients and all unknown parameters given the data using a fully Bayesian Markov chain Monte Carlo (MCMC) algorithm. Estimates and posterior variances of the flux field can then be obtained straightforwardly from this distribution. Our statistical approach is different than others, as it simultaneously makes inference (and quantifies uncertainty) on both the error components' parameters and the CO2 fluxes. We compare it to more classical
Directory of Open Access Journals (Sweden)
Edward M Grant
Full Text Available We examined associations among longitudinal, multilevel variables and girls' physical activity to determine the important predictors for physical activity change at different adolescent ages. The Trial of Activity for Adolescent Girls 2 study (Maryland contributed participants from 8th (2009 to 11th grade (2011 (n=561. Questionnaires were used to obtain demographic, and psychosocial information (individual- and social-level variables; height, weight, and triceps skinfold to assess body composition; interviews and surveys for school-level data; and self-report for neighborhood-level variables. Moderate to vigorous physical activity minutes were assessed from accelerometers. A doubly regularized linear mixed effects model was used for the longitudinal multilevel data to identify the most important covariates for physical activity. Three fixed effects at the individual level and one random effect at the school level were chosen from an initial total of 66 variables, consisting of 47 fixed effects and 19 random effects variables, in additional to the time effect. Self-management strategies, perceived barriers, and social support from friends were the three selected fixed effects, and whether intramural or interscholastic programs were offered in middle school was the selected random effect. Psychosocial factors and friend support, plus a school's physical activity environment, affect adolescent girl's moderate to vigorous physical activity longitudinally.
International Nuclear Information System (INIS)
Tashiro, Tohru
2014-01-01
We propose a new model about diffusion of a product which includes a memory of how many adopters or advertisements a non-adopter met, where (non-)adopters mean people (not) possessing the product. This effect is lacking in the Bass model. As an application, we utilize the model to fit the iPod sales data, and so the better agreement is obtained than the Bass model
Tashiro, Tohru
2014-03-01
We propose a new model about diffusion of a product which includes a memory of how many adopters or advertisements a non-adopter met, where (non-)adopters mean people (not) possessing the product. This effect is lacking in the Bass model. As an application, we utilize the model to fit the iPod sales data, and so the better agreement is obtained than the Bass model.
Litvinenko, Alexander
2018-03-12
Part 1: Parallel H-matrices in spatial statistics 1. Motivation: improve statistical model 2. Tools: Hierarchical matrices 3. Matern covariance function and joint Gaussian likelihood 4. Identification of unknown parameters via maximizing Gaussian log-likelihood 5. Implementation with HLIBPro. Part 2: Low-rank Tucker tensor methods in spatial statistics
Hierarchical Semantic Model of Geovideo
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XIE Xiao
2015-05-01
Full Text Available The public security incidents were getting increasingly challenging with regard to their new features, including multi-scale mobility, multistage dynamic evolution, as well as spatiotemporal concurrency and uncertainty in the complex urban environment. However, the existing video models, which were used/designed for independent archive or local analysis of surveillance video, have seriously inhibited emergency response to the urgent requirements.Aiming at the explicit representation of change mechanism in video, the paper proposed a novel hierarchical geovideo semantic model using UML. This model was characterized by the hierarchical representation of both data structure and semantics based on the change-oriented three domains (feature domain, process domain and event domain instead of overall semantic description of video streaming; combining both geographical semantics and video content semantics, in support of global semantic association between multiple geovideo data. The public security incidents by video surveillance are inspected as an example to illustrate the validity of this model.
Application of Parallel Hierarchical Matrices in Spatial Statistics and Parameter Identification
Litvinenko, Alexander
2018-04-20
Parallel H-matrices in spatial statistics 1. Motivation: improve statistical model 2. Tools: Hierarchical matrices [Hackbusch 1999] 3. Matern covariance function and joint Gaussian likelihood 4. Identification of unknown parameters via maximizing Gaussian log-likelihood 5. Implementation with HLIBPro
Multicollinearity in hierarchical linear models.
Yu, Han; Jiang, Shanhe; Land, Kenneth C
2015-09-01
This study investigates an ill-posed problem (multicollinearity) in Hierarchical Linear Models from both the data and the model perspectives. We propose an intuitive, effective approach to diagnosing the presence of multicollinearity and its remedies in this class of models. A simulation study demonstrates the impacts of multicollinearity on coefficient estimates, associated standard errors, and variance components at various levels of multicollinearity for finite sample sizes typical in social science studies. We further investigate the role multicollinearity plays at each level for estimation of coefficient parameters in terms of shrinkage. Based on these analyses, we recommend a top-down method for assessing multicollinearity in HLMs that first examines the contextual predictors (Level-2 in a two-level model) and then the individual predictors (Level-1) and uses the results for data collection, research problem redefinition, model re-specification, variable selection and estimation of a final model. Copyright © 2015 Elsevier Inc. All rights reserved.
Hierarchical modeling of active materials
International Nuclear Information System (INIS)
Taya, Minoru
2003-01-01
Intelligent (or smart) materials are increasingly becoming key materials for use in actuators and sensors. If an intelligent material is used as a sensor, it can be embedded in a variety of structure functioning as a health monitoring system to make their life longer with high reliability. If an intelligent material is used as an active material in an actuator, it plays a key role of making dynamic movement of the actuator under a set of stimuli. This talk intends to cover two different active materials in actuators, (1) piezoelectric laminate with FGM microstructure, (2) ferromagnetic shape memory alloy (FSMA). The advantage of using the FGM piezo laminate is to enhance its fatigue life while maintaining large bending displacement, while that of use in FSMA is its fast actuation while providing a large force and stroke capability. Use of hierarchical modeling of the above active materials is a key design step in optimizing its microstructure for enhancement of their performance. I will discuss briefly hierarchical modeling of the above two active materials. For FGM piezo laminate, we will use both micromechanical model and laminate theory, while for FSMA, the modeling interfacing nano-structure, microstructure and macro-behavior is discussed. (author)
SAR Imagery Segmentation by Statistical Region Growing and Hierarchical Merging
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Ushizima, Daniela Mayumi; Carvalho, E.A.; Medeiros, F.N.S.; Martins, C.I.O.; Marques, R.C.P.; Oliveira, I.N.S.
2010-05-22
This paper presents an approach to accomplish synthetic aperture radar (SAR) image segmentation, which are corrupted by speckle noise. Some ordinary segmentation techniques may require speckle filtering previously. Our approach performs radar image segmentation using the original noisy pixels as input data, eliminating preprocessing steps, an advantage over most of the current methods. The algorithm comprises a statistical region growing procedure combined with hierarchical region merging to extract regions of interest from SAR images. The region growing step over-segments the input image to enable region aggregation by employing a combination of the Kolmogorov-Smirnov (KS) test with a hierarchical stepwise optimization (HSWO) algorithm for the process coordination. We have tested and assessed the proposed technique on artificially speckled image and real SAR data containing different types of targets.
What are hierarchical models and how do we analyze them?
Royle, Andy
2016-01-01
In this chapter we provide a basic definition of hierarchical models and introduce the two canonical hierarchical models in this book: site occupancy and N-mixture models. The former is a hierarchical extension of logistic regression and the latter is a hierarchical extension of Poisson regression. We introduce basic concepts of probability modeling and statistical inference including likelihood and Bayesian perspectives. We go through the mechanics of maximizing the likelihood and characterizing the posterior distribution by Markov chain Monte Carlo (MCMC) methods. We give a general perspective on topics such as model selection and assessment of model fit, although we demonstrate these topics in practice in later chapters (especially Chapters 5, 6, 7, and 10 Chapter 5 Chapter 6 Chapter 7 Chapter 10)
Classification using Hierarchical Naive Bayes models
DEFF Research Database (Denmark)
Langseth, Helge; Dyhre Nielsen, Thomas
2006-01-01
Classification problems have a long history in the machine learning literature. One of the simplest, and yet most consistently well-performing set of classifiers is the Naïve Bayes models. However, an inherent problem with these classifiers is the assumption that all attributes used to describe......, termed Hierarchical Naïve Bayes models. Hierarchical Naïve Bayes models extend the modeling flexibility of Naïve Bayes models by introducing latent variables to relax some of the independence statements in these models. We propose a simple algorithm for learning Hierarchical Naïve Bayes models...
Topic Modeling of Hierarchical Corpora /
Kim, Do-kyum
2014-01-01
The sizes of modern digital libraries have grown beyond our capacity to comprehend manually. Thus we need new tools to help us in organizing and browsing large corpora of text that do not require manually examining each document. To this end, machine learning researchers have developed topic models, statistical learning algorithms for automatic comprehension of large collections of text. Topic models provide both global and local views of a corpus; they discover topics that run through the co...
Advances in Applications of Hierarchical Bayesian Methods with Hydrological Models
Alexander, R. B.; Schwarz, G. E.; Boyer, E. W.
2017-12-01
Mechanistic and empirical watershed models are increasingly used to inform water resource decisions. Growing access to historical stream measurements and data from in-situ sensor technologies has increased the need for improved techniques for coupling models with hydrological measurements. Techniques that account for the intrinsic uncertainties of both models and measurements are especially needed. Hierarchical Bayesian methods provide an efficient modeling tool for quantifying model and prediction uncertainties, including those associated with measurements. Hierarchical methods can also be used to explore spatial and temporal variations in model parameters and uncertainties that are informed by hydrological measurements. We used hierarchical Bayesian methods to develop a hybrid (statistical-mechanistic) SPARROW (SPAtially Referenced Regression On Watershed attributes) model of long-term mean annual streamflow across diverse environmental and climatic drainages in 18 U.S. hydrological regions. Our application illustrates the use of a new generation of Bayesian methods that offer more advanced computational efficiencies than the prior generation. Evaluations of the effects of hierarchical (regional) variations in model coefficients and uncertainties on model accuracy indicates improved prediction accuracies (median of 10-50%) but primarily in humid eastern regions, where model uncertainties are one-third of those in arid western regions. Generally moderate regional variability is observed for most hierarchical coefficients. Accounting for measurement and structural uncertainties, using hierarchical state-space techniques, revealed the effects of spatially-heterogeneous, latent hydrological processes in the "localized" drainages between calibration sites; this improved model precision, with only minor changes in regional coefficients. Our study can inform advances in the use of hierarchical methods with hydrological models to improve their integration with stream
Analysis hierarchical model for discrete event systems
Ciortea, E. M.
2015-11-01
The This paper presents the hierarchical model based on discrete event network for robotic systems. Based on the hierarchical approach, Petri network is analysed as a network of the highest conceptual level and the lowest level of local control. For modelling and control of complex robotic systems using extended Petri nets. Such a system is structured, controlled and analysed in this paper by using Visual Object Net ++ package that is relatively simple and easy to use, and the results are shown as representations easy to interpret. The hierarchical structure of the robotic system is implemented on computers analysed using specialized programs. Implementation of hierarchical model discrete event systems, as a real-time operating system on a computer network connected via a serial bus is possible, where each computer is dedicated to local and Petri model of a subsystem global robotic system. Since Petri models are simplified to apply general computers, analysis, modelling, complex manufacturing systems control can be achieved using Petri nets. Discrete event systems is a pragmatic tool for modelling industrial systems. For system modelling using Petri nets because we have our system where discrete event. To highlight the auxiliary time Petri model using transport stream divided into hierarchical levels and sections are analysed successively. Proposed robotic system simulation using timed Petri, offers the opportunity to view the robotic time. Application of goods or robotic and transmission times obtained by measuring spot is obtained graphics showing the average time for transport activity, using the parameters sets of finished products. individually.
Learning with hierarchical-deep models.
Salakhutdinov, Ruslan; Tenenbaum, Joshua B; Torralba, Antonio
2013-08-01
We introduce HD (or “Hierarchical-Deep”) models, a new compositional learning architecture that integrates deep learning models with structured hierarchical Bayesian (HB) models. Specifically, we show how we can learn a hierarchical Dirichlet process (HDP) prior over the activities of the top-level features in a deep Boltzmann machine (DBM). This compound HDP-DBM model learns to learn novel concepts from very few training example by learning low-level generic features, high-level features that capture correlations among low-level features, and a category hierarchy for sharing priors over the high-level features that are typical of different kinds of concepts. We present efficient learning and inference algorithms for the HDP-DBM model and show that it is able to learn new concepts from very few examples on CIFAR-100 object recognition, handwritten character recognition, and human motion capture datasets.
Bayesian hierarchical modelling of North Atlantic windiness
Vanem, E.; Breivik, O. N.
2013-03-01
Extreme weather conditions represent serious natural hazards to ship operations and may be the direct cause or contributing factor to maritime accidents. Such severe environmental conditions can be taken into account in ship design and operational windows can be defined that limits hazardous operations to less extreme conditions. Nevertheless, possible changes in the statistics of extreme weather conditions, possibly due to anthropogenic climate change, represent an additional hazard to ship operations that is less straightforward to account for in a consistent way. Obviously, there are large uncertainties as to how future climate change will affect the extreme weather conditions at sea and there is a need for stochastic models that can describe the variability in both space and time at various scales of the environmental conditions. Previously, Bayesian hierarchical space-time models have been developed to describe the variability and complex dependence structures of significant wave height in space and time. These models were found to perform reasonably well and provided some interesting results, in particular, pertaining to long-term trends in the wave climate. In this paper, a similar framework is applied to oceanic windiness and the spatial and temporal variability of the 10-m wind speed over an area in the North Atlantic ocean is investigated. When the results from the model for North Atlantic windiness is compared to the results for significant wave height over the same area, it is interesting to observe that whereas an increasing trend in significant wave height was identified, no statistically significant long-term trend was estimated in windiness. This may indicate that the increase in significant wave height is not due to an increase in locally generated wind waves, but rather to increased swell. This observation is also consistent with studies that have suggested a poleward shift of the main storm tracks.
Bayesian hierarchical modelling of North Atlantic windiness
Directory of Open Access Journals (Sweden)
E. Vanem
2013-03-01
Full Text Available Extreme weather conditions represent serious natural hazards to ship operations and may be the direct cause or contributing factor to maritime accidents. Such severe environmental conditions can be taken into account in ship design and operational windows can be defined that limits hazardous operations to less extreme conditions. Nevertheless, possible changes in the statistics of extreme weather conditions, possibly due to anthropogenic climate change, represent an additional hazard to ship operations that is less straightforward to account for in a consistent way. Obviously, there are large uncertainties as to how future climate change will affect the extreme weather conditions at sea and there is a need for stochastic models that can describe the variability in both space and time at various scales of the environmental conditions. Previously, Bayesian hierarchical space-time models have been developed to describe the variability and complex dependence structures of significant wave height in space and time. These models were found to perform reasonably well and provided some interesting results, in particular, pertaining to long-term trends in the wave climate. In this paper, a similar framework is applied to oceanic windiness and the spatial and temporal variability of the 10-m wind speed over an area in the North Atlantic ocean is investigated. When the results from the model for North Atlantic windiness is compared to the results for significant wave height over the same area, it is interesting to observe that whereas an increasing trend in significant wave height was identified, no statistically significant long-term trend was estimated in windiness. This may indicate that the increase in significant wave height is not due to an increase in locally generated wind waves, but rather to increased swell. This observation is also consistent with studies that have suggested a poleward shift of the main storm tracks.
A hierarchical model for ordinal matrix factorization
DEFF Research Database (Denmark)
Paquet, Ulrich; Thomson, Blaise; Winther, Ole
2012-01-01
This paper proposes a hierarchical probabilistic model for ordinal matrix factorization. Unlike previous approaches, we model the ordinal nature of the data and take a principled approach to incorporating priors for the hidden variables. Two algorithms are presented for inference, one based...
Introduction to Hierarchical Bayesian Modeling for Ecological Data
Parent, Eric
2012-01-01
Making statistical modeling and inference more accessible to ecologists and related scientists, Introduction to Hierarchical Bayesian Modeling for Ecological Data gives readers a flexible and effective framework to learn about complex ecological processes from various sources of data. It also helps readers get started on building their own statistical models. The text begins with simple models that progressively become more complex and realistic through explanatory covariates and intermediate hidden states variables. When fitting the models to data, the authors gradually present the concepts a
Hierarchical Context Modeling for Video Event Recognition.
Wang, Xiaoyang; Ji, Qiang
2016-10-11
Current video event recognition research remains largely target-centered. For real-world surveillance videos, targetcentered event recognition faces great challenges due to large intra-class target variation, limited image resolution, and poor detection and tracking results. To mitigate these challenges, we introduced a context-augmented video event recognition approach. Specifically, we explicitly capture different types of contexts from three levels including image level, semantic level, and prior level. At the image level, we introduce two types of contextual features including the appearance context features and interaction context features to capture the appearance of context objects and their interactions with the target objects. At the semantic level, we propose a deep model based on deep Boltzmann machine to learn event object representations and their interactions. At the prior level, we utilize two types of prior-level contexts including scene priming and dynamic cueing. Finally, we introduce a hierarchical context model that systematically integrates the contextual information at different levels. Through the hierarchical context model, contexts at different levels jointly contribute to the event recognition. We evaluate the hierarchical context model for event recognition on benchmark surveillance video datasets. Results show that incorporating contexts in each level can improve event recognition performance, and jointly integrating three levels of contexts through our hierarchical model achieves the best performance.
Hierarchical Bayesian Models of Subtask Learning
Anglim, Jeromy; Wynton, Sarah K. A.
2015-01-01
The current study used Bayesian hierarchical methods to challenge and extend previous work on subtask learning consistency. A general model of individual-level subtask learning was proposed focusing on power and exponential functions with constraints to test for inconsistency. To study subtask learning, we developed a novel computer-based booking…
Hierarchical models in the brain.
Directory of Open Access Journals (Sweden)
Karl Friston
2008-11-01
Full Text Available This paper describes a general model that subsumes many parametric models for continuous data. The model comprises hidden layers of state-space or dynamic causal models, arranged so that the output of one provides input to another. The ensuing hierarchy furnishes a model for many types of data, of arbitrary complexity. Special cases range from the general linear model for static data to generalised convolution models, with system noise, for nonlinear time-series analysis. Crucially, all of these models can be inverted using exactly the same scheme, namely, dynamic expectation maximization. This means that a single model and optimisation scheme can be used to invert a wide range of models. We present the model and a brief review of its inversion to disclose the relationships among, apparently, diverse generative models of empirical data. We then show that this inversion can be formulated as a simple neural network and may provide a useful metaphor for inference and learning in the brain.
AN INTEGER PROGRAMMING MODEL FOR HIERARCHICAL WORKFORCE
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BANU SUNGUR
2013-06-01
Full Text Available The model presented in this paper is based on the model developed by Billionnet for the hierarchical workforce problem. In Billionnet’s Model, while determining the workers’ weekly costs, weekly working hours of workers are not taken into consideration. In our model, the weekly costs per worker are reduced in proportion to the working hours per week. Our model is illustrated on the Billionnet’s Example. The models in question are compared and evaluated on the basis of the results obtained from the example problem. A reduction is achieved in the total cost by the proposed model.
Comparing hierarchical models via the marginalized deviance information criterion.
Quintero, Adrian; Lesaffre, Emmanuel
2018-07-20
Hierarchical models are extensively used in pharmacokinetics and longitudinal studies. When the estimation is performed from a Bayesian approach, model comparison is often based on the deviance information criterion (DIC). In hierarchical models with latent variables, there are several versions of this statistic: the conditional DIC (cDIC) that incorporates the latent variables in the focus of the analysis and the marginalized DIC (mDIC) that integrates them out. Regardless of the asymptotic and coherency difficulties of cDIC, this alternative is usually used in Markov chain Monte Carlo (MCMC) methods for hierarchical models because of practical convenience. The mDIC criterion is more appropriate in most cases but requires integration of the likelihood, which is computationally demanding and not implemented in Bayesian software. Therefore, we consider a method to compute mDIC by generating replicate samples of the latent variables that need to be integrated out. This alternative can be easily conducted from the MCMC output of Bayesian packages and is widely applicable to hierarchical models in general. Additionally, we propose some approximations in order to reduce the computational complexity for large-sample situations. The method is illustrated with simulated data sets and 2 medical studies, evidencing that cDIC may be misleading whilst mDIC appears pertinent. Copyright © 2018 John Wiley & Sons, Ltd.
Bayesian models: A statistical primer for ecologists
Hobbs, N. Thompson; Hooten, Mevin B.
2015-01-01
Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This textbook provides a comprehensive and accessible introduction to the latest Bayesian methods—in language ecologists can understand. Unlike other books on the subject, this one emphasizes the principles behind the computations, giving ecologists a big-picture understanding of how to implement this powerful statistical approach.Bayesian Models is an essential primer for non-statisticians. It begins with a definition of probability and develops a step-by-step sequence of connected ideas, including basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and inference from single and multiple models. This unique book places less emphasis on computer coding, favoring instead a concise presentation of the mathematical statistics needed to understand how and why Bayesian analysis works. It also explains how to write out properly formulated hierarchical Bayesian models and use them in computing, research papers, and proposals.This primer enables ecologists to understand the statistical principles behind Bayesian modeling and apply them to research, teaching, policy, and management.Presents the mathematical and statistical foundations of Bayesian modeling in language accessible to non-statisticiansCovers basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and moreDeemphasizes computer coding in favor of basic principlesExplains how to write out properly factored statistical expressions representing Bayesian models
Internet advertising effectiveness by using hierarchical model
RAHMANI, Samaneh
2015-01-01
Abstract. Present paper has been developed with the title of internet advertising effectiveness by using hierarchical model. Presenting the question: Today Internet is an important channel in marketing and advertising. The reason for this could be the ability of the Internet to reduce costs and people’s access to online services[1]. Also advertisers can easily access a multitude of users and communicate with them at low cost [9]. On the other hand, compared to traditional advertising, interne...
A Hierarchical Agency Model of Deposit Insurance
Jonathan Carroll; Shino Takayama
2010-01-01
This paper develops a hierarchical agency model of deposit insurance. The main purpose is to undertake a game theoretic analysis of the consequences of deposit insurance schemes and their effects on monitoring incentives for banks. Using this simple framework, we analyze both risk- independent and risk-dependent premium schemes along with reserve requirement constraints. The results provide policymakers with not only a better understanding of the effects of deposit insurance on welfare and th...
A hierarchical spatiotemporal analog forecasting model for count data.
McDermott, Patrick L; Wikle, Christopher K; Millspaugh, Joshua
2018-01-01
Analog forecasting is a mechanism-free nonlinear method that forecasts a system forward in time by examining how past states deemed similar to the current state moved forward. Previous applications of analog forecasting has been successful at producing robust forecasts for a variety of ecological and physical processes, but it has typically been presented in an empirical or heuristic procedure, rather than as a formal statistical model. The methodology presented here extends the model-based analog method of McDermott and Wikle (Environmetrics, 27, 2016, 70) by placing analog forecasting within a fully hierarchical statistical framework that can accommodate count observations. Using a Bayesian approach, the hierarchical analog model is able to quantify rigorously the uncertainty associated with forecasts. Forecasting waterfowl settling patterns in the northwestern United States and Canada is conducted by applying the hierarchical analog model to a breeding population survey dataset. Sea surface temperature (SST) in the Pacific Ocean is used to help identify potential analogs for the waterfowl settling patterns.
Sampling, Probability Models and Statistical Reasoning Statistical
Indian Academy of Sciences (India)
Home; Journals; Resonance – Journal of Science Education; Volume 1; Issue 5. Sampling, Probability Models and Statistical Reasoning Statistical Inference. Mohan Delampady V R Padmawar. General Article Volume 1 Issue 5 May 1996 pp 49-58 ...
Hierarchic modeling of heat exchanger thermal hydraulics
International Nuclear Information System (INIS)
Horvat, A.; Koncar, B.
2002-01-01
Volume Averaging Technique (VAT) is employed in order to model the heat exchanger cross-flow as a porous media flow. As the averaging of the transport equations lead to a closure problem, separate relations are introduced to model interphase momentum and heat transfer between fluid flow and the solid structure. The hierarchic modeling is used to calculate the local drag coefficient C d as a function of Reynolds number Re h . For that purpose a separate model of REV is built and DNS of flow through REV is performed. The local values of heat transfer coefficient h are obtained from available literature. The geometry of the simulation domain and boundary conditions follow the geometry of the experimental test section used at U.C.L.A. The calculated temperature fields reveal that the geometry with denser pin-fins arrangement (HX1) heats fluid flow faster. The temperature field in the HX2 exhibits the formation of thermal boundary layer between pin-fins, which has a significant role in overall thermal performance of the heat exchanger. Although presented discrepancies of the whole-section drag coefficient C d are large, we believe that hierarchic modeling is an appropriate strategy for calculation of complex transport phenomena in heat exchanger geometries.(author)
Galactic chemical evolution in hierarchical formation models
Arrigoni, Matias
2010-10-01
The chemical properties and abundance ratios of galaxies provide important information about their formation histories. Galactic chemical evolution has been modelled in detail within the monolithic collapse scenario. These models have successfully described the abundance distributions in our Galaxy and other spiral discs, as well as the trends of metallicity and abundance ratios observed in early-type galaxies. In the last three decades, however, the paradigm of hierarchical assembly in a Cold Dark Matter (CDM) cosmology has revised the picture of how structure in the Universe forms and evolves. In this scenario, galaxies form when gas radiatively cools and condenses inside dark matter haloes, which themselves follow dissipationless gravitational collapse. The CDM picture has been successful at predicting many observed properties of galaxies (for example, the luminosity and stellar mass function of galaxies, color-magnitude or star formation rate vs. stellar mass distributions, relative numbers of early and late-type galaxies, gas fractions and size distributions of spiral galaxies, and the global star formation history), though many potential problems and open questions remain. It is therefore interesting to see whether chemical evolution models, when implemented within this modern cosmological context, are able to correctly predict the observed chemical properties of galaxies. With the advent of more powerfull telescopes and detectors, precise observations of chemical abundances and abundance ratios in various phases (stellar, ISM, ICM) offer the opportunity to obtain strong constraints on galaxy formation histories and the physics that shapes them. However, in order to take advantage of these observations, it is necessary to implement detailed modeling of chemical evolution into a modern cosmological model of hierarchical assembly.
International Nuclear Information System (INIS)
Agliari, Elena; Barra, Adriano; Guerra, Francesco; Galluzzi, Andrea; Tantari, Daniele; Tavani, Flavia
2015-01-01
In this paper, we introduce and investigate the statistical mechanics of hierarchical neural networks. First, we approach these systems à la Mattis, by thinking of the Dyson model as a single-pattern hierarchical neural network. We also discuss the stability of different retrievable states as predicted by the related self-consistencies obtained both from a mean-field bound and from a bound that bypasses the mean-field limitation. The latter is worked out by properly reabsorbing the magnetization fluctuations related to higher levels of the hierarchy into effective fields for the lower levels. Remarkably, mixing Amit's ansatz technique for selecting candidate-retrievable states with the interpolation procedure for solving for the free energy of these states, we prove that, due to gauge symmetry, the Dyson model accomplishes both serial and parallel processing. We extend this scenario to multiple stored patterns by implementing the Hebb prescription for learning within the couplings. This results in Hopfield-like networks constrained on a hierarchical topology, for which, by restricting to the low-storage regime where the number of patterns grows at its most logarithmical with the amount of neurons, we prove the existence of the thermodynamic limit for the free energy, and we give an explicit expression of its mean-field bound and of its related improved bound. We studied the resulting self-consistencies for the Mattis magnetizations, which act as order parameters, are studied and the stability of solutions is analyzed to get a picture of the overall retrieval capabilities of the system according to both mean-field and non-mean-field scenarios. Our main finding is that embedding the Hebbian rule on a hierarchical topology allows the network to accomplish both serial and parallel processing. By tuning the level of fast noise affecting it or triggering the decay of the interactions with the distance among neurons, the system may switch from sequential retrieval to
Diffeomorphic Statistical Deformation Models
DEFF Research Database (Denmark)
Hansen, Michael Sass; Hansen, Mads/Fogtman; Larsen, Rasmus
2007-01-01
In this paper we present a new method for constructing diffeomorphic statistical deformation models in arbitrary dimensional images with a nonlinear generative model and a linear parameter space. Our deformation model is a modified version of the diffeomorphic model introduced by Cootes et al....... The modifications ensure that no boundary restriction has to be enforced on the parameter space to prevent folds or tears in the deformation field. For straightforward statistical analysis, principal component analysis and sparse methods, we assume that the parameters for a class of deformations lie on a linear...... with ground truth in form of manual expert annotations, and compared to Cootes's model. We anticipate applications in unconstrained diffeomorphic synthesis of images, e.g. for tracking, segmentation, registration or classification purposes....
Entrepreneurial intention modeling using hierarchical multiple regression
Directory of Open Access Journals (Sweden)
Marina Jeger
2014-12-01
Full Text Available The goal of this study is to identify the contribution of effectuation dimensions to the predictive power of the entrepreneurial intention model over and above that which can be accounted for by other predictors selected and confirmed in previous studies. As is often the case in social and behavioral studies, some variables are likely to be highly correlated with each other. Therefore, the relative amount of variance in the criterion variable explained by each of the predictors depends on several factors such as the order of variable entry and sample specifics. The results show the modest predictive power of two dimensions of effectuation prior to the introduction of the theory of planned behavior elements. The article highlights the main advantages of applying hierarchical regression in social sciences as well as in the specific context of entrepreneurial intention formation, and addresses some of the potential pitfalls that this type of analysis entails.
Hierarchical Multinomial Processing Tree Models: A Latent-Trait Approach
Klauer, Karl Christoph
2010-01-01
Multinomial processing tree models are widely used in many areas of psychology. A hierarchical extension of the model class is proposed, using a multivariate normal distribution of person-level parameters with the mean and covariance matrix to be estimated from the data. The hierarchical model allows one to take variability between persons into…
Hierarchical Bayesian spatial models for multispecies conservation planning and monitoring.
Carroll, Carlos; Johnson, Devin S; Dunk, Jeffrey R; Zielinski, William J
2010-12-01
Biologists who develop and apply habitat models are often familiar with the statistical challenges posed by their data's spatial structure but are unsure of whether the use of complex spatial models will increase the utility of model results in planning. We compared the relative performance of nonspatial and hierarchical Bayesian spatial models for three vertebrate and invertebrate taxa of conservation concern (Church's sideband snails [Monadenia churchi], red tree voles [Arborimus longicaudus], and Pacific fishers [Martes pennanti pacifica]) that provide examples of a range of distributional extents and dispersal abilities. We used presence-absence data derived from regional monitoring programs to develop models with both landscape and site-level environmental covariates. We used Markov chain Monte Carlo algorithms and a conditional autoregressive or intrinsic conditional autoregressive model framework to fit spatial models. The fit of Bayesian spatial models was between 35 and 55% better than the fit of nonspatial analogue models. Bayesian spatial models outperformed analogous models developed with maximum entropy (Maxent) methods. Although the best spatial and nonspatial models included similar environmental variables, spatial models provided estimates of residual spatial effects that suggested how ecological processes might structure distribution patterns. Spatial models built from presence-absence data improved fit most for localized endemic species with ranges constrained by poorly known biogeographic factors and for widely distributed species suspected to be strongly affected by unmeasured environmental variables or population processes. By treating spatial effects as a variable of interest rather than a nuisance, hierarchical Bayesian spatial models, especially when they are based on a common broad-scale spatial lattice (here the national Forest Inventory and Analysis grid of 24 km(2) hexagons), can increase the relevance of habitat models to multispecies
Linguistic steganography on Twitter: hierarchical language modeling with manual interaction
Wilson, Alex; Blunsom, Phil; Ker, Andrew D.
2014-02-01
This work proposes a natural language stegosystem for Twitter, modifying tweets as they are written to hide 4 bits of payload per tweet, which is a greater payload than previous systems have achieved. The system, CoverTweet, includes novel components, as well as some already developed in the literature. We believe that the task of transforming covers during embedding is equivalent to unilingual machine translation (paraphrasing), and we use this equivalence to de ne a distortion measure based on statistical machine translation methods. The system incorporates this measure of distortion to rank possible tweet paraphrases, using a hierarchical language model; we use human interaction as a second distortion measure to pick the best. The hierarchical language model is designed to model the speci c language of the covers, which in this setting is the language of the Twitter user who is embedding. This is a change from previous work, where general-purpose language models have been used. We evaluate our system by testing the output against human judges, and show that humans are unable to distinguish stego tweets from cover tweets any better than random guessing.
A hierarchical stochastic model for bistable perception.
Directory of Open Access Journals (Sweden)
Stefan Albert
2017-11-01
Full Text Available Viewing of ambiguous stimuli can lead to bistable perception alternating between the possible percepts. During continuous presentation of ambiguous stimuli, percept changes occur as single events, whereas during intermittent presentation of ambiguous stimuli, percept changes occur at more or less regular intervals either as single events or bursts. Response patterns can be highly variable and have been reported to show systematic differences between patients with schizophrenia and healthy controls. Existing models of bistable perception often use detailed assumptions and large parameter sets which make parameter estimation challenging. Here we propose a parsimonious stochastic model that provides a link between empirical data analysis of the observed response patterns and detailed models of underlying neuronal processes. Firstly, we use a Hidden Markov Model (HMM for the times between percept changes, which assumes one single state in continuous presentation and a stable and an unstable state in intermittent presentation. The HMM captures the observed differences between patients with schizophrenia and healthy controls, but remains descriptive. Therefore, we secondly propose a hierarchical Brownian model (HBM, which produces similar response patterns but also provides a relation to potential underlying mechanisms. The main idea is that neuronal activity is described as an activity difference between two competing neuronal populations reflected in Brownian motions with drift. This differential activity generates switching between the two conflicting percepts and between stable and unstable states with similar mechanisms on different neuronal levels. With only a small number of parameters, the HBM can be fitted closely to a high variety of response patterns and captures group differences between healthy controls and patients with schizophrenia. At the same time, it provides a link to mechanistic models of bistable perception, linking the group
A hierarchical stochastic model for bistable perception.
Albert, Stefan; Schmack, Katharina; Sterzer, Philipp; Schneider, Gaby
2017-11-01
Viewing of ambiguous stimuli can lead to bistable perception alternating between the possible percepts. During continuous presentation of ambiguous stimuli, percept changes occur as single events, whereas during intermittent presentation of ambiguous stimuli, percept changes occur at more or less regular intervals either as single events or bursts. Response patterns can be highly variable and have been reported to show systematic differences between patients with schizophrenia and healthy controls. Existing models of bistable perception often use detailed assumptions and large parameter sets which make parameter estimation challenging. Here we propose a parsimonious stochastic model that provides a link between empirical data analysis of the observed response patterns and detailed models of underlying neuronal processes. Firstly, we use a Hidden Markov Model (HMM) for the times between percept changes, which assumes one single state in continuous presentation and a stable and an unstable state in intermittent presentation. The HMM captures the observed differences between patients with schizophrenia and healthy controls, but remains descriptive. Therefore, we secondly propose a hierarchical Brownian model (HBM), which produces similar response patterns but also provides a relation to potential underlying mechanisms. The main idea is that neuronal activity is described as an activity difference between two competing neuronal populations reflected in Brownian motions with drift. This differential activity generates switching between the two conflicting percepts and between stable and unstable states with similar mechanisms on different neuronal levels. With only a small number of parameters, the HBM can be fitted closely to a high variety of response patterns and captures group differences between healthy controls and patients with schizophrenia. At the same time, it provides a link to mechanistic models of bistable perception, linking the group differences to
Constructive Epistemic Modeling: A Hierarchical Bayesian Model Averaging Method
Tsai, F. T. C.; Elshall, A. S.
2014-12-01
Constructive epistemic modeling is the idea that our understanding of a natural system through a scientific model is a mental construct that continually develops through learning about and from the model. Using the hierarchical Bayesian model averaging (HBMA) method [1], this study shows that segregating different uncertain model components through a BMA tree of posterior model probabilities, model prediction, within-model variance, between-model variance and total model variance serves as a learning tool [2]. First, the BMA tree of posterior model probabilities permits the comparative evaluation of the candidate propositions of each uncertain model component. Second, systemic model dissection is imperative for understanding the individual contribution of each uncertain model component to the model prediction and variance. Third, the hierarchical representation of the between-model variance facilitates the prioritization of the contribution of each uncertain model component to the overall model uncertainty. We illustrate these concepts using the groundwater modeling of a siliciclastic aquifer-fault system. The sources of uncertainty considered are from geological architecture, formation dip, boundary conditions and model parameters. The study shows that the HBMA analysis helps in advancing knowledge about the model rather than forcing the model to fit a particularly understanding or merely averaging several candidate models. [1] Tsai, F. T.-C., and A. S. Elshall (2013), Hierarchical Bayesian model averaging for hydrostratigraphic modeling: Uncertainty segregation and comparative evaluation. Water Resources Research, 49, 5520-5536, doi:10.1002/wrcr.20428. [2] Elshall, A.S., and F. T.-C. Tsai (2014). Constructive epistemic modeling of groundwater flow with geological architecture and boundary condition uncertainty under Bayesian paradigm, Journal of Hydrology, 517, 105-119, doi: 10.1016/j.jhydrol.2014.05.027.
Learning Object Names at Different Hierarchical Levels Using Cross-Situational Statistics.
Chen, Chi-Hsin; Zhang, Yayun; Yu, Chen
2018-05-01
Objects in the world usually have names at different hierarchical levels (e.g., beagle, dog, animal). This research investigates adults' ability to use cross-situational statistics to simultaneously learn object labels at individual and category levels. The results revealed that adults were able to use co-occurrence information to learn hierarchical labels in contexts where the labels for individual objects and labels for categories were presented in completely separated blocks, in interleaved blocks, or mixed in the same trial. Temporal presentation schedules significantly affected the learning of individual object labels, but not the learning of category labels. Learners' subsequent generalization of category labels indicated sensitivity to the structure of statistical input. Copyright © 2017 Cognitive Science Society, Inc.
Fully probabilistic design of hierarchical Bayesian models
Czech Academy of Sciences Publication Activity Database
Quinn, A.; Kárný, Miroslav; Guy, Tatiana Valentine
2016-01-01
Roč. 369, č. 1 (2016), s. 532-547 ISSN 0020-0255 R&D Projects: GA ČR GA13-13502S Institutional support: RVO:67985556 Keywords : Fully probabilistic design * Ideal distribution * Minimum cross-entropy principle * Bayesian conditioning * Kullback-Leibler divergence * Bayesian nonparametric modelling Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 4.832, year: 2016 http://library.utia.cas.cz/separaty/2016/AS/karny-0463052.pdf
Hierarchical Neural Regression Models for Customer Churn Prediction
Directory of Open Access Journals (Sweden)
Golshan Mohammadi
2013-01-01
Full Text Available As customers are the main assets of each industry, customer churn prediction is becoming a major task for companies to remain in competition with competitors. In the literature, the better applicability and efficiency of hierarchical data mining techniques has been reported. This paper considers three hierarchical models by combining four different data mining techniques for churn prediction, which are backpropagation artificial neural networks (ANN, self-organizing maps (SOM, alpha-cut fuzzy c-means (α-FCM, and Cox proportional hazards regression model. The hierarchical models are ANN + ANN + Cox, SOM + ANN + Cox, and α-FCM + ANN + Cox. In particular, the first component of the models aims to cluster data in two churner and nonchurner groups and also filter out unrepresentative data or outliers. Then, the clustered data as the outputs are used to assign customers to churner and nonchurner groups by the second technique. Finally, the correctly classified data are used to create Cox proportional hazards model. To evaluate the performance of the hierarchical models, an Iranian mobile dataset is considered. The experimental results show that the hierarchical models outperform the single Cox regression baseline model in terms of prediction accuracy, Types I and II errors, RMSE, and MAD metrics. In addition, the α-FCM + ANN + Cox model significantly performs better than the two other hierarchical models.
The Revised Hierarchical Model: A critical review and assessment
Kroll, Judith F.; van Hell, Janet G.; Tokowicz, Natasha; Green, David W.
2010-01-01
Brysbaert and Duyck (2009) suggest that it is time to abandon the Revised Hierarchical Model (Kroll and Stewart, 1994) in favor of connectionist models such as BIA+ (Dijkstra and Van Heuven, 2002) that more accurately account for the recent evidence on nonselective access in bilingual word recognition. In this brief response, we first review the history of the Revised Hierarchical Model (RHM), consider the set of issues that it was proposed to address, and then evaluate the evidence that supp...
Osei, Frank B.; Osei, F.B.; Duker, Alfred A.; Stein, A.
2011-01-01
This study analyses the joint effects of the two transmission routes of cholera on the space-time diffusion dynamics. Statistical models are developed and presented to investigate the transmission network routes of cholera diffusion. A hierarchical Bayesian modelling approach is employed for a joint
Hierarchical regression analysis in structural Equation Modeling
de Jong, P.F.
1999-01-01
In a hierarchical or fixed-order regression analysis, the independent variables are entered into the regression equation in a prespecified order. Such an analysis is often performed when the extra amount of variance accounted for in a dependent variable by a specific independent variable is the main
Royle, J. Andrew; Dorazio, Robert M.
2008-01-01
A guide to data collection, modeling and inference strategies for biological survey data using Bayesian and classical statistical methods. This book describes a general and flexible framework for modeling and inference in ecological systems based on hierarchical models, with a strict focus on the use of probability models and parametric inference. Hierarchical models represent a paradigm shift in the application of statistics to ecological inference problems because they combine explicit models of ecological system structure or dynamics with models of how ecological systems are observed. The principles of hierarchical modeling are developed and applied to problems in population, metapopulation, community, and metacommunity systems. The book provides the first synthetic treatment of many recent methodological advances in ecological modeling and unifies disparate methods and procedures. The authors apply principles of hierarchical modeling to ecological problems, including * occurrence or occupancy models for estimating species distribution * abundance models based on many sampling protocols, including distance sampling * capture-recapture models with individual effects * spatial capture-recapture models based on camera trapping and related methods * population and metapopulation dynamic models * models of biodiversity, community structure and dynamics.
Bayesian Hierarchical Random Effects Models in Forensic Science
Directory of Open Access Journals (Sweden)
Colin G. G. Aitken
2018-04-01
Full Text Available Statistical modeling of the evaluation of evidence with the use of the likelihood ratio has a long history. It dates from the Dreyfus case at the end of the nineteenth century through the work at Bletchley Park in the Second World War to the present day. The development received a significant boost in 1977 with a seminal work by Dennis Lindley which introduced a Bayesian hierarchical random effects model for the evaluation of evidence with an example of refractive index measurements on fragments of glass. Many models have been developed since then. The methods have now been sufficiently well-developed and have become so widespread that it is timely to try and provide a software package to assist in their implementation. With that in mind, a project (SAILR: Software for the Analysis and Implementation of Likelihood Ratios was funded by the European Network of Forensic Science Institutes through their Monopoly programme to develop a software package for use by forensic scientists world-wide that would assist in the statistical analysis and implementation of the approach based on likelihood ratios. It is the purpose of this document to provide a short review of a small part of this history. The review also provides a background, or landscape, for the development of some of the models within the SAILR package and references to SAILR as made as appropriate.
Bayesian Hierarchical Random Effects Models in Forensic Science.
Aitken, Colin G G
2018-01-01
Statistical modeling of the evaluation of evidence with the use of the likelihood ratio has a long history. It dates from the Dreyfus case at the end of the nineteenth century through the work at Bletchley Park in the Second World War to the present day. The development received a significant boost in 1977 with a seminal work by Dennis Lindley which introduced a Bayesian hierarchical random effects model for the evaluation of evidence with an example of refractive index measurements on fragments of glass. Many models have been developed since then. The methods have now been sufficiently well-developed and have become so widespread that it is timely to try and provide a software package to assist in their implementation. With that in mind, a project (SAILR: Software for the Analysis and Implementation of Likelihood Ratios) was funded by the European Network of Forensic Science Institutes through their Monopoly programme to develop a software package for use by forensic scientists world-wide that would assist in the statistical analysis and implementation of the approach based on likelihood ratios. It is the purpose of this document to provide a short review of a small part of this history. The review also provides a background, or landscape, for the development of some of the models within the SAILR package and references to SAILR as made as appropriate.
Slow logarithmic relaxation in models with hierarchically constrained dynamics
Brey, J. J.; Prados, A.
2000-01-01
A general kind of models with hierarchically constrained dynamics is shown to exhibit logarithmic anomalous relaxation, similarly to a variety of complex strongly interacting materials. The logarithmic behavior describes most of the decay of the response function.
Bayesian disease mapping: hierarchical modeling in spatial epidemiology
National Research Council Canada - National Science Library
Lawson, Andrew
2013-01-01
.... Exploring these new developments, Bayesian Disease Mapping: Hierarchical Modeling in Spatial Epidemiology, Second Edition provides an up-to-date, cohesive account of the full range of Bayesian disease mapping methods and applications...
Quantum Ising model on hierarchical structures
International Nuclear Information System (INIS)
Lin Zhifang; Tao Ruibao.
1989-11-01
A quantum Ising chain with both the exchange couplings and the transverse fields arranged in a hierarchical way is considered. Exact analytical results for the critical line and energy gap are obtained. It is shown that when R 1 not= R 2 , where R 1 and R 2 are the hierarchical parameters for the exchange couplings and the transverse fields, respectively, the system undergoes a phase transition in a different universality class from the pure quantum Ising chain with R 1 =R 2 =1. On the other hand, when R 1 =R 2 =R, there exists a critical value R c dependent on the furcating number of the hierarchy. In case of R > R c , the system is shown to exhibit as Ising-like critical point with the critical behaviour the same as in the pure case, while for R c the system belongs to another universality class. (author). 19 refs, 2 figs
Road network safety evaluation using Bayesian hierarchical joint model.
Wang, Jie; Huang, Helai
2016-05-01
Safety and efficiency are commonly regarded as two significant performance indicators of transportation systems. In practice, road network planning has focused on road capacity and transport efficiency whereas the safety level of a road network has received little attention in the planning stage. This study develops a Bayesian hierarchical joint model for road network safety evaluation to help planners take traffic safety into account when planning a road network. The proposed model establishes relationships between road network risk and micro-level variables related to road entities and traffic volume, as well as socioeconomic, trip generation and network density variables at macro level which are generally used for long term transportation plans. In addition, network spatial correlation between intersections and their connected road segments is also considered in the model. A road network is elaborately selected in order to compare the proposed hierarchical joint model with a previous joint model and a negative binomial model. According to the results of the model comparison, the hierarchical joint model outperforms the joint model and negative binomial model in terms of the goodness-of-fit and predictive performance, which indicates the reasonableness of considering the hierarchical data structure in crash prediction and analysis. Moreover, both random effects at the TAZ level and the spatial correlation between intersections and their adjacent segments are found to be significant, supporting the employment of the hierarchical joint model as an alternative in road-network-level safety modeling as well. Copyright © 2016 Elsevier Ltd. All rights reserved.
Regulator Loss Functions and Hierarchical Modeling for Safety Decision Making.
Hatfield, Laura A; Baugh, Christine M; Azzone, Vanessa; Normand, Sharon-Lise T
2017-07-01
Regulators must act to protect the public when evidence indicates safety problems with medical devices. This requires complex tradeoffs among risks and benefits, which conventional safety surveillance methods do not incorporate. To combine explicit regulator loss functions with statistical evidence on medical device safety signals to improve decision making. In the Hospital Cost and Utilization Project National Inpatient Sample, we select pediatric inpatient admissions and identify adverse medical device events (AMDEs). We fit hierarchical Bayesian models to the annual hospital-level AMDE rates, accounting for patient and hospital characteristics. These models produce expected AMDE rates (a safety target), against which we compare the observed rates in a test year to compute a safety signal. We specify a set of loss functions that quantify the costs and benefits of each action as a function of the safety signal. We integrate the loss functions over the posterior distribution of the safety signal to obtain the posterior (Bayes) risk; the preferred action has the smallest Bayes risk. Using simulation and an analysis of AMDE data, we compare our minimum-risk decisions to a conventional Z score approach for classifying safety signals. The 2 rules produced different actions for nearly half of hospitals (45%). In the simulation, decisions that minimize Bayes risk outperform Z score-based decisions, even when the loss functions or hierarchical models are misspecified. Our method is sensitive to the choice of loss functions; eliciting quantitative inputs to the loss functions from regulators is challenging. A decision-theoretic approach to acting on safety signals is potentially promising but requires careful specification of loss functions in consultation with subject matter experts.
Hierarchical Bayesian Modeling of Fluid-Induced Seismicity
Broccardo, M.; Mignan, A.; Wiemer, S.; Stojadinovic, B.; Giardini, D.
2017-11-01
In this study, we present a Bayesian hierarchical framework to model fluid-induced seismicity. The framework is based on a nonhomogeneous Poisson process with a fluid-induced seismicity rate proportional to the rate of injected fluid. The fluid-induced seismicity rate model depends upon a set of physically meaningful parameters and has been validated for six fluid-induced case studies. In line with the vision of hierarchical Bayesian modeling, the rate parameters are considered as random variables. We develop both the Bayesian inference and updating rules, which are used to develop a probabilistic forecasting model. We tested the Basel 2006 fluid-induced seismic case study to prove that the hierarchical Bayesian model offers a suitable framework to coherently encode both epistemic uncertainty and aleatory variability. Moreover, it provides a robust and consistent short-term seismic forecasting model suitable for online risk quantification and mitigation.
Exclusion statistics and integrable models
International Nuclear Information System (INIS)
Mashkevich, S.
1998-01-01
The definition of exclusion statistics, as given by Haldane, allows for a statistical interaction between distinguishable particles (multi-species statistics). The thermodynamic quantities for such statistics ca be evaluated exactly. The explicit expressions for the cluster coefficients are presented. Furthermore, single-species exclusion statistics is realized in one-dimensional integrable models. The interesting questions of generalizing this correspondence onto the higher-dimensional and the multi-species cases remain essentially open
Determining Predictor Importance in Hierarchical Linear Models Using Dominance Analysis
Luo, Wen; Azen, Razia
2013-01-01
Dominance analysis (DA) is a method used to evaluate the relative importance of predictors that was originally proposed for linear regression models. This article proposes an extension of DA that allows researchers to determine the relative importance of predictors in hierarchical linear models (HLM). Commonly used measures of model adequacy in…
Ranking of Business Process Simulation Software Tools with DEX/QQ Hierarchical Decision Model.
Damij, Nadja; Boškoski, Pavle; Bohanec, Marko; Mileva Boshkoska, Biljana
2016-01-01
The omnipresent need for optimisation requires constant improvements of companies' business processes (BPs). Minimising the risk of inappropriate BP being implemented is usually performed by simulating the newly developed BP under various initial conditions and "what-if" scenarios. An effectual business process simulations software (BPSS) is a prerequisite for accurate analysis of an BP. Characterisation of an BPSS tool is a challenging task due to the complex selection criteria that includes quality of visual aspects, simulation capabilities, statistical facilities, quality reporting etc. Under such circumstances, making an optimal decision is challenging. Therefore, various decision support models are employed aiding the BPSS tool selection. The currently established decision support models are either proprietary or comprise only a limited subset of criteria, which affects their accuracy. Addressing this issue, this paper proposes a new hierarchical decision support model for ranking of BPSS based on their technical characteristics by employing DEX and qualitative to quantitative (QQ) methodology. Consequently, the decision expert feeds the required information in a systematic and user friendly manner. There are three significant contributions of the proposed approach. Firstly, the proposed hierarchical model is easily extendible for adding new criteria in the hierarchical structure. Secondly, a fully operational decision support system (DSS) tool that implements the proposed hierarchical model is presented. Finally, the effectiveness of the proposed hierarchical model is assessed by comparing the resulting rankings of BPSS with respect to currently available results.
Robust Real-Time Music Transcription with a Compositional Hierarchical Model.
Pesek, Matevž; Leonardis, Aleš; Marolt, Matija
2017-01-01
The paper presents a new compositional hierarchical model for robust music transcription. Its main features are unsupervised learning of a hierarchical representation of input data, transparency, which enables insights into the learned representation, as well as robustness and speed which make it suitable for real-world and real-time use. The model consists of multiple layers, each composed of a number of parts. The hierarchical nature of the model corresponds well to hierarchical structures in music. The parts in lower layers correspond to low-level concepts (e.g. tone partials), while the parts in higher layers combine lower-level representations into more complex concepts (tones, chords). The layers are learned in an unsupervised manner from music signals. Parts in each layer are compositions of parts from previous layers based on statistical co-occurrences as the driving force of the learning process. In the paper, we present the model's structure and compare it to other hierarchical approaches in the field of music information retrieval. We evaluate the model's performance for the multiple fundamental frequency estimation. Finally, we elaborate on extensions of the model towards other music information retrieval tasks.
Hierarchical modeling of molecular energies using a deep neural network
Lubbers, Nicholas; Smith, Justin S.; Barros, Kipton
2018-06-01
We introduce the Hierarchically Interacting Particle Neural Network (HIP-NN) to model molecular properties from datasets of quantum calculations. Inspired by a many-body expansion, HIP-NN decomposes properties, such as energy, as a sum over hierarchical terms. These terms are generated from a neural network—a composition of many nonlinear transformations—acting on a representation of the molecule. HIP-NN achieves the state-of-the-art performance on a dataset of 131k ground state organic molecules and predicts energies with 0.26 kcal/mol mean absolute error. With minimal tuning, our model is also competitive on a dataset of molecular dynamics trajectories. In addition to enabling accurate energy predictions, the hierarchical structure of HIP-NN helps to identify regions of model uncertainty.
Applying Hierarchical Model Calibration to Automatically Generated Items.
Williamson, David M.; Johnson, Matthew S.; Sinharay, Sandip; Bejar, Isaac I.
This study explored the application of hierarchical model calibration as a means of reducing, if not eliminating, the need for pretesting of automatically generated items from a common item model prior to operational use. Ultimately the successful development of automatic item generation (AIG) systems capable of producing items with highly similar…
A HIERARCHICAL SET OF MODELS FOR SPECIES RESPONSE ANALYSIS
HUISMAN, J; OLFF, H; FRESCO, LFM
Variation in the abundance of species in space and/or time can be caused by a wide range of underlying processes. Before such causes can be analysed we need simple mathematical models which can describe the observed response patterns. For this purpose a hierarchical set of models is presented. These
A hierarchical set of models for species response analysis
Huisman, J.; Olff, H.; Fresco, L.F.M.
1993-01-01
Variation in the abundance of species in space and/or time can be caused by a wide range of underlying processes. Before such causes can be analysed we need simple mathematical models which can describe the observed response patterns. For this purpose a hierarchical set of models is presented. These
The Revised Hierarchical Model: A critical review and assessment
Kroll, J.F.; Hell, J.G. van; Tokowicz, N.; Green, D.W.
2010-01-01
Brysbaert and Duyck (this issue) suggest that it is time to abandon the Revised Hierarchical Model (Kroll and Stewart, 1994) in favor of connectionist models such as BIA+ (Dijkstra and Van Heuven, 2002) that more accurately account for the recent evidence on non-selective access in bilingual word
A hierarchical model exhibiting the Kosterlitz-Thouless fixed point
International Nuclear Information System (INIS)
Marchetti, D.H.U.; Perez, J.F.
1985-01-01
A hierarchical model for 2-d Coulomb gases displaying a line stable of fixed points describing the Kosterlitz-Thouless phase transition is constructed. For Coulomb gases corresponding to Z sub(N)- models these fixed points are stable for an intermediate temperature interval. (Author) [pt
Exclusion statistics and integrable models
International Nuclear Information System (INIS)
Mashkevich, S.
1998-01-01
The definition of exclusion statistics that was given by Haldane admits a 'statistical interaction' between distinguishable particles (multispecies statistics). For such statistics, thermodynamic quantities can be evaluated exactly; explicit expressions are presented here for cluster coefficients. Furthermore, single-species exclusion statistics is realized in one-dimensional integrable models of the Calogero-Sutherland type. The interesting questions of generalizing this correspondence to the higher-dimensional and the multispecies cases remain essentially open; however, our results provide some hints as to searches for the models in question
Hierarchical Multiple Markov Chain Model for Unsupervised Texture Segmentation
Czech Academy of Sciences Publication Activity Database
Scarpa, G.; Gaetano, R.; Haindl, Michal; Zerubia, J.
2009-01-01
Roč. 18, č. 8 (2009), s. 1830-1843 ISSN 1057-7149 R&D Projects: GA ČR GA102/08/0593 EU Projects: European Commission(XE) 507752 - MUSCLE Institutional research plan: CEZ:AV0Z10750506 Keywords : Classification * texture analysis * segmentation * hierarchical image models * Markov process Subject RIV: BD - Theory of Information Impact factor: 2.848, year: 2009 http://library.utia.cas.cz/separaty/2009/RO/haindl-hierarchical multiple markov chain model for unsupervised texture segmentation.pdf
Hierarchical graphs for rule-based modeling of biochemical systems
Directory of Open Access Journals (Sweden)
Hu Bin
2011-02-01
Full Text Available Abstract Background In rule-based modeling, graphs are used to represent molecules: a colored vertex represents a component of a molecule, a vertex attribute represents the internal state of a component, and an edge represents a bond between components. Components of a molecule share the same color. Furthermore, graph-rewriting rules are used to represent molecular interactions. A rule that specifies addition (removal of an edge represents a class of association (dissociation reactions, and a rule that specifies a change of a vertex attribute represents a class of reactions that affect the internal state of a molecular component. A set of rules comprises an executable model that can be used to determine, through various means, the system-level dynamics of molecular interactions in a biochemical system. Results For purposes of model annotation, we propose the use of hierarchical graphs to represent structural relationships among components and subcomponents of molecules. We illustrate how hierarchical graphs can be used to naturally document the structural organization of the functional components and subcomponents of two proteins: the protein tyrosine kinase Lck and the T cell receptor (TCR complex. We also show that computational methods developed for regular graphs can be applied to hierarchical graphs. In particular, we describe a generalization of Nauty, a graph isomorphism and canonical labeling algorithm. The generalized version of the Nauty procedure, which we call HNauty, can be used to assign canonical labels to hierarchical graphs or more generally to graphs with multiple edge types. The difference between the Nauty and HNauty procedures is minor, but for completeness, we provide an explanation of the entire HNauty algorithm. Conclusions Hierarchical graphs provide more intuitive formal representations of proteins and other structured molecules with multiple functional components than do the regular graphs of current languages for
A Hierarchal Risk Assessment Model Using the Evidential Reasoning Rule
Directory of Open Access Journals (Sweden)
Xiaoxiao Ji
2017-02-01
Full Text Available This paper aims to develop a hierarchical risk assessment model using the newly-developed evidential reasoning (ER rule, which constitutes a generic conjunctive probabilistic reasoning process. In this paper, we first provide a brief introduction to the basics of the ER rule and emphasize the strengths for representing and aggregating uncertain information from multiple experts and sources. Further, we discuss the key steps of developing the hierarchical risk assessment framework systematically, including (1 formulation of risk assessment hierarchy; (2 representation of both qualitative and quantitative information; (3 elicitation of attribute weights and information reliabilities; (4 aggregation of assessment information using the ER rule and (5 quantification and ranking of risks using utility-based transformation. The proposed hierarchical risk assessment framework can potentially be implemented to various complex and uncertain systems. A case study on the fire/explosion risk assessment of marine vessels demonstrates the applicability of the proposed risk assessment model.
Conceptual hierarchical modeling to describe wetland plant community organization
Little, A.M.; Guntenspergen, G.R.; Allen, T.F.H.
2010-01-01
Using multivariate analysis, we created a hierarchical modeling process that describes how differently-scaled environmental factors interact to affect wetland-scale plant community organization in a system of small, isolated wetlands on Mount Desert Island, Maine. We followed the procedure: 1) delineate wetland groups using cluster analysis, 2) identify differently scaled environmental gradients using non-metric multidimensional scaling, 3) order gradient hierarchical levels according to spatiotem-poral scale of fluctuation, and 4) assemble hierarchical model using group relationships with ordination axes and post-hoc tests of environmental differences. Using this process, we determined 1) large wetland size and poor surface water chemistry led to the development of shrub fen wetland vegetation, 2) Sphagnum and water chemistry differences affected fen vs. marsh / sedge meadows status within small wetlands, and 3) small-scale hydrologic differences explained transitions between forested vs. non-forested and marsh vs. sedge meadow vegetation. This hierarchical modeling process can help explain how upper level contextual processes constrain biotic community response to lower-level environmental changes. It creates models with more nuanced spatiotemporal complexity than classification and regression tree procedures. Using this process, wetland scientists will be able to generate more generalizable theories of plant community organization, and useful management models. ?? Society of Wetland Scientists 2009.
Statistical Model of Extreme Shear
DEFF Research Database (Denmark)
Larsen, Gunner Chr.; Hansen, Kurt Schaldemose
2004-01-01
In order to continue cost-optimisation of modern large wind turbines, it is important to continously increase the knowledge on wind field parameters relevant to design loads. This paper presents a general statistical model that offers site-specific prediction of the probability density function...... by a model that, on a statistically consistent basis, describe the most likely spatial shape of an extreme wind shear event. Predictions from the model have been compared with results from an extreme value data analysis, based on a large number of high-sampled full-scale time series measurements...... are consistent, given the inevitabel uncertainties associated with model as well as with the extreme value data analysis. Keywords: Statistical model, extreme wind conditions, statistical analysis, turbulence, wind loading, statistical analysis, turbulence, wind loading, wind shear, wind turbines....
Control of discrete event systems modeled as hierarchical state machines
Brave, Y.; Heymann, M.
1991-01-01
The authors examine a class of discrete event systems (DESs) modeled as asynchronous hierarchical state machines (AHSMs). For this class of DESs, they provide an efficient method for testing reachability, which is an essential step in many control synthesis procedures. This method utilizes the asynchronous nature and hierarchical structure of AHSMs, thereby illustrating the advantage of the AHSM representation as compared with its equivalent (flat) state machine representation. An application of the method is presented where an online minimally restrictive solution is proposed for the problem of maintaining a controlled AHSM within prescribed legal bounds.
Statistical modeling for degradation data
Lio, Yuhlong; Ng, Hon; Tsai, Tzong-Ru
2017-01-01
This book focuses on the statistical aspects of the analysis of degradation data. In recent years, degradation data analysis has come to play an increasingly important role in different disciplines such as reliability, public health sciences, and finance. For example, information on products’ reliability can be obtained by analyzing degradation data. In addition, statistical modeling and inference techniques have been developed on the basis of different degradation measures. The book brings together experts engaged in statistical modeling and inference, presenting and discussing important recent advances in degradation data analysis and related applications. The topics covered are timely and have considerable potential to impact both statistics and reliability engineering.
Hoell, Simon; Omenzetter, Piotr
2017-07-01
Considering jointly damage sensitive features (DSFs) of signals recorded by multiple sensors, applying advanced transformations to these DSFs and assessing systematically their contribution to damage detectability and localisation can significantly enhance the performance of structural health monitoring systems. This philosophy is explored here for partial autocorrelation coefficients (PACCs) of acceleration responses. They are interrogated with the help of the linear discriminant analysis based on the Fukunaga-Koontz transformation using datasets of the healthy and selected reference damage states. Then, a simple but efficient fast forward selection procedure is applied to rank the DSF components with respect to statistical distance measures specialised for either damage detection or localisation. For the damage detection task, the optimal feature subsets are identified based on the statistical hypothesis testing. For damage localisation, a hierarchical neuro-fuzzy tool is developed that uses the DSF ranking to establish its own optimal architecture. The proposed approaches are evaluated experimentally on data from non-destructively simulated damage in a laboratory scale wind turbine blade. The results support our claim of being able to enhance damage detectability and localisation performance by transforming and optimally selecting DSFs. It is demonstrated that the optimally selected PACCs from multiple sensors or their Fukunaga-Koontz transformed versions can not only improve the detectability of damage via statistical hypothesis testing but also increase the accuracy of damage localisation when used as inputs into a hierarchical neuro-fuzzy network. Furthermore, the computational effort of employing these advanced soft computing models for damage localisation can be significantly reduced by using transformed DSFs.
Statistical modelling with quantile functions
Gilchrist, Warren
2000-01-01
Galton used quantiles more than a hundred years ago in describing data. Tukey and Parzen used them in the 60s and 70s in describing populations. Since then, the authors of many papers, both theoretical and practical, have used various aspects of quantiles in their work. Until now, however, no one put all the ideas together to form what turns out to be a general approach to statistics.Statistical Modelling with Quantile Functions does just that. It systematically examines the entire process of statistical modelling, starting with using the quantile function to define continuous distributions. The author shows that by using this approach, it becomes possible to develop complex distributional models from simple components. A modelling kit can be developed that applies to the whole model - deterministic and stochastic components - and this kit operates by adding, multiplying, and transforming distributions rather than data.Statistical Modelling with Quantile Functions adds a new dimension to the practice of stati...
Analysis of Error Propagation Within Hierarchical Air Combat Models
2016-06-01
values alone are propagated through layers of combat models, the final results will likely be biased, and risk underestimated. An air-to-air...values alone are propagated through layers of combat models, the final results will likely be biased, and risk underestimated. An air-to-air engagement... PROPAGATION WITHIN HIERARCHICAL AIR COMBAT MODELS by Salih Ilaslan June 2016 Thesis Advisor: Thomas W. Lucas Second Reader: Jeffrey
A Statistical Programme Assignment Model
DEFF Research Database (Denmark)
Rosholm, Michael; Staghøj, Jonas; Svarer, Michael
When treatment effects of active labour market programmes are heterogeneous in an observable way across the population, the allocation of the unemployed into different programmes becomes a particularly important issue. In this paper, we present a statistical model designed to improve the present...... duration of unemployment spells may result if a statistical programme assignment model is introduced. We discuss several issues regarding the plementation of such a system, especially the interplay between the statistical model and case workers....
Hierarchical Models of the Nearshore Complex System
National Research Council Canada - National Science Library
Werner, Brad
2004-01-01
.... This grant was termination funding for the Werner group, specifically aimed at finishing up and publishing research related to synoptic imaging of near shore bathymetry, testing models for beach cusp...
Dettmer, Jan; Dosso, Stan E
2012-10-01
This paper develops a trans-dimensional approach to matched-field geoacoustic inversion, including interacting Markov chains to improve efficiency and an autoregressive model to account for correlated errors. The trans-dimensional approach and hierarchical seabed model allows inversion without assuming any particular parametrization by relaxing model specification to a range of plausible seabed models (e.g., in this case, the number of sediment layers is an unknown parameter). Data errors are addressed by sampling statistical error-distribution parameters, including correlated errors (covariance), by applying a hierarchical autoregressive error model. The well-known difficulty of low acceptance rates for trans-dimensional jumps is addressed with interacting Markov chains, resulting in a substantial increase in efficiency. The trans-dimensional seabed model and the hierarchical error model relax the degree of prior assumptions required in the inversion, resulting in substantially improved (more realistic) uncertainty estimates and a more automated algorithm. In particular, the approach gives seabed parameter uncertainty estimates that account for uncertainty due to prior model choice (layering and data error statistics). The approach is applied to data measured on a vertical array in the Mediterranean Sea.
Hierarchical and coupling model of factors influencing vessel traffic flow.
Directory of Open Access Journals (Sweden)
Zhao Liu
Full Text Available Understanding the characteristics of vessel traffic flow is crucial in maintaining navigation safety, efficiency, and overall waterway transportation management. Factors influencing vessel traffic flow possess diverse features such as hierarchy, uncertainty, nonlinearity, complexity, and interdependency. To reveal the impact mechanism of the factors influencing vessel traffic flow, a hierarchical model and a coupling model are proposed in this study based on the interpretative structural modeling method. The hierarchical model explains the hierarchies and relationships of the factors using a graph. The coupling model provides a quantitative method that explores interaction effects of factors using a coupling coefficient. The coupling coefficient is obtained by determining the quantitative indicators of the factors and their weights. Thereafter, the data obtained from Port of Tianjin is used to verify the proposed coupling model. The results show that the hierarchical model of the factors influencing vessel traffic flow can explain the level, structure, and interaction effect of the factors; the coupling model is efficient in analyzing factors influencing traffic volumes. The proposed method can be used for analyzing increases in vessel traffic flow in waterway transportation system.
Hierarchical and coupling model of factors influencing vessel traffic flow.
Liu, Zhao; Liu, Jingxian; Li, Huanhuan; Li, Zongzhi; Tan, Zhirong; Liu, Ryan Wen; Liu, Yi
2017-01-01
Understanding the characteristics of vessel traffic flow is crucial in maintaining navigation safety, efficiency, and overall waterway transportation management. Factors influencing vessel traffic flow possess diverse features such as hierarchy, uncertainty, nonlinearity, complexity, and interdependency. To reveal the impact mechanism of the factors influencing vessel traffic flow, a hierarchical model and a coupling model are proposed in this study based on the interpretative structural modeling method. The hierarchical model explains the hierarchies and relationships of the factors using a graph. The coupling model provides a quantitative method that explores interaction effects of factors using a coupling coefficient. The coupling coefficient is obtained by determining the quantitative indicators of the factors and their weights. Thereafter, the data obtained from Port of Tianjin is used to verify the proposed coupling model. The results show that the hierarchical model of the factors influencing vessel traffic flow can explain the level, structure, and interaction effect of the factors; the coupling model is efficient in analyzing factors influencing traffic volumes. The proposed method can be used for analyzing increases in vessel traffic flow in waterway transportation system.
Maximum entropy approach to H-theory: Statistical mechanics of hierarchical systems.
Vasconcelos, Giovani L; Salazar, Domingos S P; Macêdo, A M S
2018-02-01
A formalism, called H-theory, is applied to the problem of statistical equilibrium of a hierarchical complex system with multiple time and length scales. In this approach, the system is formally treated as being composed of a small subsystem-representing the region where the measurements are made-in contact with a set of "nested heat reservoirs" corresponding to the hierarchical structure of the system, where the temperatures of the reservoirs are allowed to fluctuate owing to the complex interactions between degrees of freedom at different scales. The probability distribution function (pdf) of the temperature of the reservoir at a given scale, conditioned on the temperature of the reservoir at the next largest scale in the hierarchy, is determined from a maximum entropy principle subject to appropriate constraints that describe the thermal equilibrium properties of the system. The marginal temperature distribution of the innermost reservoir is obtained by integrating over the conditional distributions of all larger scales, and the resulting pdf is written in analytical form in terms of certain special transcendental functions, known as the Fox H functions. The distribution of states of the small subsystem is then computed by averaging the quasiequilibrium Boltzmann distribution over the temperature of the innermost reservoir. This distribution can also be written in terms of H functions. The general family of distributions reported here recovers, as particular cases, the stationary distributions recently obtained by Macêdo et al. [Phys. Rev. E 95, 032315 (2017)10.1103/PhysRevE.95.032315] from a stochastic dynamical approach to the problem.
Petascale Hierarchical Modeling VIA Parallel Execution
Energy Technology Data Exchange (ETDEWEB)
Gelman, Andrew [Principal Investigator
2014-04-14
The research allows more effective model building. By allowing researchers to fit complex models to large datasets in a scalable manner, our algorithms and software enable more effective scientific research. In the new area of “big data,” it is often necessary to fit “big models” to adjust for systematic differences between sample and population. For this task, scalable and efficient model-fitting tools are needed, and these have been achieved with our new Hamiltonian Monte Carlo algorithm, the no-U-turn sampler, and our new C++ program, Stan. In layman’s terms, our research enables researchers to create improved mathematical modes for large and complex systems.
Hierarchical Modelling of Flood Risk for Engineering Decision Analysis
DEFF Research Database (Denmark)
Custer, Rocco
protection structures in the hierarchical flood protection system - is identified. To optimise the design of protection structures, fragility and vulnerability models must allow for consideration of decision alternatives. While such vulnerability models are available for large protection structures (e...... systems, as well as the implementation of the flood risk analysis methodology and the vulnerability modelling approach are illustrated with an example application. In summary, the present thesis provides a characterisation of hierarchical flood protection systems as well as several methodologies to model...... and robust. Traditional risk management solutions, e.g. dike construction, are not particularly flexible, as they are difficult to adapt to changing risk. Conversely, the recent concept of integrated flood risk management, entailing a combination of several structural and non-structural risk management...
A Hierarchical Visualization Analysis Model of Power Big Data
Li, Yongjie; Wang, Zheng; Hao, Yang
2018-01-01
Based on the conception of integrating VR scene and power big data analysis, a hierarchical visualization analysis model of power big data is proposed, in which levels are designed, targeting at different abstract modules like transaction, engine, computation, control and store. The regularly departed modules of power data storing, data mining and analysis, data visualization are integrated into one platform by this model. It provides a visual analysis solution for the power big data.
Hierarchical Model Predictive Control for Resource Distribution
DEFF Research Database (Denmark)
Bendtsen, Jan Dimon; Trangbæk, K; Stoustrup, Jakob
2010-01-01
units. The approach is inspired by smart-grid electric power production and consumption systems, where the flexibility of a large number of power producing and/or power consuming units can be exploited in a smart-grid solution. The objective is to accommodate the load variation on the grid, arising......This paper deals with hierarchichal model predictive control (MPC) of distributed systems. A three level hierachical approach is proposed, consisting of a high level MPC controller, a second level of so-called aggregators, controlled by an online MPC-like algorithm, and a lower level of autonomous...... on one hand from varying consumption, on the other hand by natural variations in power production e.g. from wind turbines. The approach presented is based on quadratic optimization and possess the properties of low algorithmic complexity and of scalability. In particular, the proposed design methodology...
Tropical geometry of statistical models.
Pachter, Lior; Sturmfels, Bernd
2004-11-16
This article presents a unified mathematical framework for inference in graphical models, building on the observation that graphical models are algebraic varieties. From this geometric viewpoint, observations generated from a model are coordinates of a point in the variety, and the sum-product algorithm is an efficient tool for evaluating specific coordinates. Here, we address the question of how the solutions to various inference problems depend on the model parameters. The proposed answer is expressed in terms of tropical algebraic geometry. The Newton polytope of a statistical model plays a key role. Our results are applied to the hidden Markov model and the general Markov model on a binary tree.
Statistical Model of Extreme Shear
DEFF Research Database (Denmark)
Hansen, Kurt Schaldemose; Larsen, Gunner Chr.
2005-01-01
In order to continue cost-optimisation of modern large wind turbines, it is important to continuously increase the knowledge of wind field parameters relevant to design loads. This paper presents a general statistical model that offers site-specific prediction of the probability density function...... by a model that, on a statistically consistent basis, describes the most likely spatial shape of an extreme wind shear event. Predictions from the model have been compared with results from an extreme value data analysis, based on a large number of full-scale measurements recorded with a high sampling rate...
Statistical Models for Social Networks
Snijders, Tom A. B.; Cook, KS; Massey, DS
2011-01-01
Statistical models for social networks as dependent variables must represent the typical network dependencies between tie variables such as reciprocity, homophily, transitivity, etc. This review first treats models for single (cross-sectionally observed) networks and then for network dynamics. For
Bayesian hierarchical model for large-scale covariance matrix estimation.
Zhu, Dongxiao; Hero, Alfred O
2007-12-01
Many bioinformatics problems implicitly depend on estimating large-scale covariance matrix. The traditional approaches tend to give rise to high variance and low accuracy due to "overfitting." We cast the large-scale covariance matrix estimation problem into the Bayesian hierarchical model framework, and introduce dependency between covariance parameters. We demonstrate the advantages of our approaches over the traditional approaches using simulations and OMICS data analysis.
Sensometrics: Thurstonian and Statistical Models
DEFF Research Database (Denmark)
Christensen, Rune Haubo Bojesen
. sensR is a package for sensory discrimination testing with Thurstonian models and ordinal supports analysis of ordinal data with cumulative link (mixed) models. While sensR is closely connected to the sensometrics field, the ordinal package has developed into a generic statistical package applicable......This thesis is concerned with the development and bridging of Thurstonian and statistical models for sensory discrimination testing as applied in the scientific discipline of sensometrics. In sensory discrimination testing sensory differences between products are detected and quantified by the use...... and sensory discrimination testing in particular in a series of papers by advancing Thurstonian models for a range of sensory discrimination protocols in addition to facilitating their application by providing software for fitting these models. The main focus is on identifying Thurstonian models...
Classical model of intermediate statistics
International Nuclear Information System (INIS)
Kaniadakis, G.
1994-01-01
In this work we present a classical kinetic model of intermediate statistics. In the case of Brownian particles we show that the Fermi-Dirac (FD) and Bose-Einstein (BE) distributions can be obtained, just as the Maxwell-Boltzmann (MD) distribution, as steady states of a classical kinetic equation that intrinsically takes into account an exclusion-inclusion principle. In our model the intermediate statistics are obtained as steady states of a system of coupled nonlinear kinetic equations, where the coupling constants are the transmutational potentials η κκ' . We show that, besides the FD-BE intermediate statistics extensively studied from the quantum point of view, we can also study the MB-FD and MB-BE ones. Moreover, our model allows us to treat the three-state mixing FD-MB-BE intermediate statistics. For boson and fermion mixing in a D-dimensional space, we obtain a family of FD-BE intermediate statistics by varying the transmutational potential η BF . This family contains, as a particular case when η BF =0, the quantum statistics recently proposed by L. Wu, Z. Wu, and J. Sun [Phys. Lett. A 170, 280 (1992)]. When we consider the two-dimensional FD-BE statistics, we derive an analytic expression of the fraction of fermions. When the temperature T→∞, the system is composed by an equal number of bosons and fermions, regardless of the value of η BF . On the contrary, when T=0, η BF becomes important and, according to its value, the system can be completely bosonic or fermionic, or composed both by bosons and fermions
Hierarchical composites: Analysis of damage evolution based on fiber bundle model
DEFF Research Database (Denmark)
Mishnaevsky, Leon
2011-01-01
A computational model of multiscale composites is developed on the basis of the fiber bundle model with the hierarchical load sharing rule, and employed to study the effect of the microstructures of hierarchical composites on their damage resistance. Two types of hierarchical materials were consi...
Hierarchical modeling of cluster size in wildlife surveys
Royle, J. Andrew
2008-01-01
Clusters or groups of individuals are the fundamental unit of observation in many wildlife sampling problems, including aerial surveys of waterfowl, marine mammals, and ungulates. Explicit accounting of cluster size in models for estimating abundance is necessary because detection of individuals within clusters is not independent and detectability of clusters is likely to increase with cluster size. This induces a cluster size bias in which the average cluster size in the sample is larger than in the population at large. Thus, failure to account for the relationship between delectability and cluster size will tend to yield a positive bias in estimates of abundance or density. I describe a hierarchical modeling framework for accounting for cluster-size bias in animal sampling. The hierarchical model consists of models for the observation process conditional on the cluster size distribution and the cluster size distribution conditional on the total number of clusters. Optionally, a spatial model can be specified that describes variation in the total number of clusters per sample unit. Parameter estimation, model selection, and criticism may be carried out using conventional likelihood-based methods. An extension of the model is described for the situation where measurable covariates at the level of the sample unit are available. Several candidate models within the proposed class are evaluated for aerial survey data on mallard ducks (Anas platyrhynchos).
Variability aware compact model characterization for statistical circuit design optimization
Qiao, Ying; Qian, Kun; Spanos, Costas J.
2012-03-01
Variability modeling at the compact transistor model level can enable statistically optimized designs in view of limitations imposed by the fabrication technology. In this work we propose an efficient variabilityaware compact model characterization methodology based on the linear propagation of variance. Hierarchical spatial variability patterns of selected compact model parameters are directly calculated from transistor array test structures. This methodology has been implemented and tested using transistor I-V measurements and the EKV-EPFL compact model. Calculation results compare well to full-wafer direct model parameter extractions. Further studies are done on the proper selection of both compact model parameters and electrical measurement metrics used in the method.
Statistical modelling in biostatistics and bioinformatics selected papers
Peng, Defen
2014-01-01
This book presents selected papers on statistical model development related mainly to the fields of Biostatistics and Bioinformatics. The coverage of the material falls squarely into the following categories: (a) Survival analysis and multivariate survival analysis, (b) Time series and longitudinal data analysis, (c) Statistical model development and (d) Applied statistical modelling. Innovations in statistical modelling are presented throughout each of the four areas, with some intriguing new ideas on hierarchical generalized non-linear models and on frailty models with structural dispersion, just to mention two examples. The contributors include distinguished international statisticians such as Philip Hougaard, John Hinde, Il Do Ha, Roger Payne and Alessandra Durio, among others, as well as promising newcomers. Some of the contributions have come from researchers working in the BIO-SI research programme on Biostatistics and Bioinformatics, centred on the Universities of Limerick and Galway in Ireland and fu...
A hierarchical community occurrence model for North Carolina stream fish
Midway, S.R.; Wagner, Tyler; Tracy, B.H.
2016-01-01
The southeastern USA is home to one of the richest—and most imperiled and threatened—freshwater fish assemblages in North America. For many of these rare and threatened species, conservation efforts are often limited by a lack of data. Drawing on a unique and extensive data set spanning over 20 years, we modeled occurrence probabilities of 126 stream fish species sampled throughout North Carolina, many of which occur more broadly in the southeastern USA. Specifically, we developed species-specific occurrence probabilities from hierarchical Bayesian multispecies models that were based on common land use and land cover covariates. We also used index of biotic integrity tolerance classifications as a second level in the model hierarchy; we identify this level as informative for our work, but it is flexible for future model applications. Based on the partial-pooling property of the models, we were able to generate occurrence probabilities for many imperiled and data-poor species in addition to highlighting a considerable amount of occurrence heterogeneity that supports species-specific investigations whenever possible. Our results provide critical species-level information on many threatened and imperiled species as well as information that may assist with re-evaluation of existing management strategies, such as the use of surrogate species. Finally, we highlight the use of a relatively simple hierarchical model that can easily be generalized for similar situations in which conventional models fail to provide reliable estimates for data-poor groups.
Textual information access statistical models
Gaussier, Eric
2013-01-01
This book presents statistical models that have recently been developed within several research communities to access information contained in text collections. The problems considered are linked to applications aiming at facilitating information access:- information extraction and retrieval;- text classification and clustering;- opinion mining;- comprehension aids (automatic summarization, machine translation, visualization).In order to give the reader as complete a description as possible, the focus is placed on the probability models used in the applications
Mixed deterministic statistical modelling of regional ozone air pollution
Kalenderski, Stoitchko
2011-03-17
We develop a physically motivated statistical model for regional ozone air pollution by separating the ground-level pollutant concentration field into three components, namely: transport, local production and large-scale mean trend mostly dominated by emission rates. The model is novel in the field of environmental spatial statistics in that it is a combined deterministic-statistical model, which gives a new perspective to the modelling of air pollution. The model is presented in a Bayesian hierarchical formalism, and explicitly accounts for advection of pollutants, using the advection equation. We apply the model to a specific case of regional ozone pollution-the Lower Fraser valley of British Columbia, Canada. As a predictive tool, we demonstrate that the model vastly outperforms existing, simpler modelling approaches. Our study highlights the importance of simultaneously considering different aspects of an air pollution problem as well as taking into account the physical bases that govern the processes of interest. © 2011 John Wiley & Sons, Ltd..
New aerial survey and hierarchical model to estimate manatee abundance
Langimm, Cahterine A.; Dorazio, Robert M.; Stith, Bradley M.; Doyle, Terry J.
2011-01-01
Monitoring the response of endangered and protected species to hydrological restoration is a major component of the adaptive management framework of the Comprehensive Everglades Restoration Plan. The endangered Florida manatee (Trichechus manatus latirostris) lives at the marine-freshwater interface in southwest Florida and is likely to be affected by hydrologic restoration. To provide managers with prerestoration information on distribution and abundance for postrestoration comparison, we developed and implemented a new aerial survey design and hierarchical statistical model to estimate and map abundance of manatees as a function of patch-specific habitat characteristics, indicative of manatee requirements for offshore forage (seagrass), inland fresh drinking water, and warm-water winter refuge. We estimated the number of groups of manatees from dual-observer counts and estimated the number of individuals within groups by removal sampling. Our model is unique in that we jointly analyzed group and individual counts using assumptions that allow probabilities of group detection to depend on group size. Ours is the first analysis of manatee aerial surveys to model spatial and temporal abundance of manatees in association with habitat type while accounting for imperfect detection. We conducted the study in the Ten Thousand Islands area of southwestern Florida, USA, which was expected to be affected by the Picayune Strand Restoration Project to restore hydrology altered for a failed real-estate development. We conducted 11 surveys in 2006, spanning the cold, dry season and warm, wet season. To examine short-term and seasonal changes in distribution we flew paired surveys 1–2 days apart within a given month during the year. Manatees were sparsely distributed across the landscape in small groups. Probability of detection of a group increased with group size; the magnitude of the relationship between group size and detection probability varied among surveys. Probability
Improved model for statistical alignment
Energy Technology Data Exchange (ETDEWEB)
Miklos, I.; Toroczkai, Z. (Zoltan)
2001-01-01
The statistical approach to molecular sequence evolution involves the stochastic modeling of the substitution, insertion and deletion processes. Substitution has been modeled in a reliable way for more than three decades by using finite Markov-processes. Insertion and deletion, however, seem to be more difficult to model, and thc recent approaches cannot acceptably deal with multiple insertions and deletions. A new method based on a generating function approach is introduced to describe the multiple insertion process. The presented algorithm computes the approximate joint probability of two sequences in 0(13) running time where 1 is the geometric mean of the sequence lengths.
Hierarchical Swarm Model: A New Approach to Optimization
Directory of Open Access Journals (Sweden)
Hanning Chen
2010-01-01
Full Text Available This paper presents a novel optimization model called hierarchical swarm optimization (HSO, which simulates the natural hierarchical complex system from where more complex intelligence can emerge for complex problems solving. This proposed model is intended to suggest ways that the performance of HSO-based algorithms on complex optimization problems can be significantly improved. This performance improvement is obtained by constructing the HSO hierarchies, which means that an agent in a higher level swarm can be composed of swarms of other agents from lower level and different swarms of different levels evolve on different spatiotemporal scale. A novel optimization algorithm (named PS2O, based on the HSO model, is instantiated and tested to illustrate the ideas of HSO model clearly. Experiments were conducted on a set of 17 benchmark optimization problems including both continuous and discrete cases. The results demonstrate remarkable performance of the PS2O algorithm on all chosen benchmark functions when compared to several successful swarm intelligence and evolutionary algorithms.
Active Learning with Statistical Models.
1995-01-01
Active Learning with Statistical Models ASC-9217041, NSF CDA-9309300 6. AUTHOR(S) David A. Cohn, Zoubin Ghahramani, and Michael I. Jordan 7. PERFORMING...TERMS 15. NUMBER OF PAGES Al, MIT, Artificial Intelligence, active learning , queries, locally weighted 6 regression, LOESS, mixtures of gaussians...COMPUTATIONAL LEARNING DEPARTMENT OF BRAIN AND COGNITIVE SCIENCES A.I. Memo No. 1522 January 9. 1995 C.B.C.L. Paper No. 110 Active Learning with
Hierarchical relaxation dynamics in a tilted two-band Bose-Hubbard model
Cosme, Jayson G.
2018-04-01
We numerically examine slow and hierarchical relaxation dynamics of interacting bosons described by a tilted two-band Bose-Hubbard model. The system is found to exhibit signatures of quantum chaos within the spectrum and the validity of the eigenstate thermalization hypothesis for relevant physical observables is demonstrated for certain parameter regimes. Using the truncated Wigner representation in the semiclassical limit of the system, dynamics of relevant observables reveal hierarchical relaxation and the appearance of prethermalized states is studied from the perspective of statistics of the underlying mean-field trajectories. The observed prethermalization scenario can be attributed to different stages of glassy dynamics in the mode-time configuration space due to dynamical phase transition between ergodic and nonergodic trajectories.
The Realized Hierarchical Archimedean Copula in Risk Modelling
Directory of Open Access Journals (Sweden)
Ostap Okhrin
2017-06-01
Full Text Available This paper introduces the concept of the realized hierarchical Archimedean copula (rHAC. The proposed approach inherits the ability of the copula to capture the dependencies among financial time series, and combines it with additional information contained in high-frequency data. The considered model does not suffer from the curse of dimensionality, and is able to accurately predict high-dimensional distributions. This flexibility is obtained by using a hierarchical structure in the copula. The time variability of the model is provided by daily forecasts of the realized correlation matrix, which is used to estimate the structure and the parameters of the rHAC. Extensive simulation studies show the validity of the estimator based on this realized correlation matrix, and its performance, in comparison to the benchmark models. The application of the estimator to one-day-ahead Value at Risk (VaR prediction using high-frequency data exhibits good forecasting properties for a multivariate portfolio.
Experiments in Error Propagation within Hierarchal Combat Models
2015-09-01
stochastic Lanchester campaign model that contains 18 Blue and 25 Red submarines. The outputs of the campaign models are analyzed statistically. The...sampled in a variety of ways, including just the mean, and used to calculate the attrition coefficients for a stochastic Lanchester campaign model...9 2. Lanchester Models .............................................................................10 III. SCENARIO AND MODEL DEVELOPMENT
Learning Hierarchical User Interest Models from Web Pages
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
We propose an algorithm for learning hierarchical user interest models according to the Web pages users have browsed. In this algorithm, the interests of a user are represented into a tree which is called a user interest tree, the content and the structure of which can change simultaneously to adapt to the changes in a user's interests. This expression represents a user's specific and general interests as a continuum. In some sense, specific interests correspond to short-term interests, while general interests correspond to long-term interests. So this representation more really reflects the users' interests. The algorithm can automatically model a user's multiple interest domains, dynamically generate the interest models and prune a user interest tree when the number of the nodes in it exceeds given value. Finally, we show the experiment results in a Chinese Web Site.
Kashuba, Roxolana; Cha, YoonKyung; Alameddine, Ibrahim; Lee, Boknam; Cuffney, Thomas F.
2010-01-01
Multilevel hierarchical modeling methodology has been developed for use in ecological data analysis. The effect of urbanization on stream macroinvertebrate communities was measured across a gradient of basins in each of nine metropolitan regions across the conterminous United States. The hierarchical nature of this dataset was harnessed in a multi-tiered model structure, predicting both invertebrate response at the basin scale and differences in invertebrate response at the region scale. Ordination site scores, total taxa richness, Ephemeroptera, Plecoptera, Trichoptera (EPT) taxa richness, and richness-weighted mean tolerance of organisms at a site were used to describe invertebrate responses. Percentage of urban land cover was used as a basin-level predictor variable. Regional mean precipitation, air temperature, and antecedent agriculture were used as region-level predictor variables. Multilevel hierarchical models were fit to both levels of data simultaneously, borrowing statistical strength from the complete dataset to reduce uncertainty in regional coefficient estimates. Additionally, whereas non-hierarchical regressions were only able to show differing relations between invertebrate responses and urban intensity separately for each region, the multilevel hierarchical regressions were able to explain and quantify those differences within a single model. In this way, this modeling approach directly establishes the importance of antecedent agricultural conditions in masking the response of invertebrates to urbanization in metropolitan regions such as Milwaukee-Green Bay, Wisconsin; Denver, Colorado; and Dallas-Fort Worth, Texas. Also, these models show that regions with high precipitation, such as Atlanta, Georgia; Birmingham, Alabama; and Portland, Oregon, start out with better regional background conditions of invertebrates prior to urbanization but experience faster negative rates of change with urbanization. Ultimately, this urbanization
A hierarchical lattice spring model to simulate the mechanics of 2-D materials-based composites
Directory of Open Access Journals (Sweden)
Lucas eBrely
2015-07-01
Full Text Available In the field of engineering materials, strength and toughness are typically two mutually exclusive properties. Structural biological materials such as bone, tendon or dentin have resolved this conflict and show unprecedented damage tolerance, toughness and strength levels. The common feature of these materials is their hierarchical heterogeneous structure, which contributes to increased energy dissipation before failure occurring at different scale levels. These structural properties are the key to exceptional bioinspired material mechanical properties, in particular for nanocomposites. Here, we develop a numerical model in order to simulate the mechanisms involved in damage progression and energy dissipation at different size scales in nano- and macro-composites, which depend both on the heterogeneity of the material and on the type of hierarchical structure. Both these aspects have been incorporated into a 2-dimensional model based on a Lattice Spring Model, accounting for geometrical nonlinearities and including statistically-based fracture phenomena. The model has been validated by comparing numerical results to continuum and fracture mechanics results as well as finite elements simulations, and then employed to study how structural aspects impact on hierarchical composite material properties. Results obtained with the numerical code highlight the dependence of stress distributions on matrix properties and reinforcement dispersion, geometry and properties, and how failure of sacrificial elements is directly involved in the damage tolerance of the material. Thanks to the rapidly developing field of nanocomposite manufacture, it is already possible to artificially create materials with multi-scale hierarchical reinforcements. The developed code could be a valuable support in the design and optimization of these advanced materials, drawing inspiration and going beyond biological materials with exceptional mechanical properties.
Modeling evolutionary dynamics of epigenetic mutations in hierarchically organized tumors.
Directory of Open Access Journals (Sweden)
Andrea Sottoriva
2011-05-01
Full Text Available The cancer stem cell (CSC concept is a highly debated topic in cancer research. While experimental evidence in favor of the cancer stem cell theory is apparently abundant, the results are often criticized as being difficult to interpret. An important reason for this is that most experimental data that support this model rely on transplantation studies. In this study we use a novel cellular Potts model to elucidate the dynamics of established malignancies that are driven by a small subset of CSCs. Our results demonstrate that epigenetic mutations that occur during mitosis display highly altered dynamics in CSC-driven malignancies compared to a classical, non-hierarchical model of growth. In particular, the heterogeneity observed in CSC-driven tumors is considerably higher. We speculate that this feature could be used in combination with epigenetic (methylation sequencing studies of human malignancies to prove or refute the CSC hypothesis in established tumors without the need for transplantation. Moreover our tumor growth simulations indicate that CSC-driven tumors display evolutionary features that can be considered beneficial during tumor progression. Besides an increased heterogeneity they also exhibit properties that allow the escape of clones from local fitness peaks. This leads to more aggressive phenotypes in the long run and makes the neoplasm more adaptable to stringent selective forces such as cancer treatment. Indeed when therapy is applied the clone landscape of the regrown tumor is more aggressive with respect to the primary tumor, whereas the classical model demonstrated similar patterns before and after therapy. Understanding these often counter-intuitive fundamental properties of (non-hierarchically organized malignancies is a crucial step in validating the CSC concept as well as providing insight into the therapeutical consequences of this model.
International Nuclear Information System (INIS)
Park, Jinyong; Balasingham, P.; McKenna, Sean Andrew; Kulatilake, Pinnaduwa H. S. W.
2004-01-01
Sandia National Laboratories, under contract to Nuclear Waste Management Organization of Japan (NUMO), is performing research on regional classification of given sites in Japan with respect to potential volcanic disruption using multivariate statistics and geo-statistical interpolation techniques. This report provides results obtained for hierarchical probabilistic regionalization of volcanism for the Sengan region in Japan by applying multivariate statistical techniques and geostatistical interpolation techniques on the geologic data provided by NUMO. A workshop report produced in September 2003 by Sandia National Laboratories (Arnold et al., 2003) on volcanism lists a set of most important geologic variables as well as some secondary information related to volcanism. Geologic data extracted for the Sengan region in Japan from the data provided by NUMO revealed that data are not available at the same locations for all the important geologic variables. In other words, the geologic variable vectors were found to be incomplete spatially. However, it is necessary to have complete geologic variable vectors to perform multivariate statistical analyses. As a first step towards constructing complete geologic variable vectors, the Universal Transverse Mercator (UTM) zone 54 projected coordinate system and a 1 km square regular grid system were selected. The data available for each geologic variable on a geographic coordinate system were transferred to the aforementioned grid system. Also the recorded data on volcanic activity for Sengan region were produced on the same grid system. Each geologic variable map was compared with the recorded volcanic activity map to determine the geologic variables that are most important for volcanism. In the regionalized classification procedure, this step is known as the variable selection step. The following variables were determined as most important for volcanism: geothermal gradient, groundwater temperature, heat discharge, groundwater
Detecting Hierarchical Structure in Networks
DEFF Research Database (Denmark)
Herlau, Tue; Mørup, Morten; Schmidt, Mikkel Nørgaard
2012-01-01
Many real-world networks exhibit hierarchical organization. Previous models of hierarchies within relational data has focused on binary trees; however, for many networks it is unknown whether there is hierarchical structure, and if there is, a binary tree might not account well for it. We propose...... a generative Bayesian model that is able to infer whether hierarchies are present or not from a hypothesis space encompassing all types of hierarchical tree structures. For efficient inference we propose a collapsed Gibbs sampling procedure that jointly infers a partition and its hierarchical structure....... On synthetic and real data we demonstrate that our model can detect hierarchical structure leading to better link-prediction than competing models. Our model can be used to detect if a network exhibits hierarchical structure, thereby leading to a better comprehension and statistical account the network....
Tractography segmentation using a hierarchical Dirichlet processes mixture model.
Wang, Xiaogang; Grimson, W Eric L; Westin, Carl-Fredrik
2011-01-01
In this paper, we propose a new nonparametric Bayesian framework to cluster white matter fiber tracts into bundles using a hierarchical Dirichlet processes mixture (HDPM) model. The number of clusters is automatically learned driven by data with a Dirichlet process (DP) prior instead of being manually specified. After the models of bundles have been learned from training data without supervision, they can be used as priors to cluster/classify fibers of new subjects for comparison across subjects. When clustering fibers of new subjects, new clusters can be created for structures not observed in the training data. Our approach does not require computing pairwise distances between fibers and can cluster a huge set of fibers across multiple subjects. We present results on several data sets, the largest of which has more than 120,000 fibers. Copyright © 2010 Elsevier Inc. All rights reserved.
Hierarchical decision modeling essays in honor of Dundar F. Kocaoglu
2016-01-01
This volume, developed in honor of Dr. Dundar F. Kocaoglu, aims to demonstrate the applications of the Hierarchical Decision Model (HDM) in different sectors and its capacity in decision analysis. It is comprised of essays from noted scholars, academics and researchers of engineering and technology management around the world. This book is organized into four parts: Technology Assessment, Strategic Planning, National Technology Planning and Decision Making Tools. Dr. Dundar F. Kocaoglu is one of the pioneers of multiple decision models using hierarchies, and creator of the HDM in decision analysis. HDM is a mission-oriented method for evaluation and/or selection among alternatives. A wide range of alternatives can be considered, including but not limited to, different technologies, projects, markets, jobs, products, cities to live in, houses to buy, apartments to rent, and schools to attend. Dr. Kocaoglu’s approach has been adopted for decision problems in many industrial sectors, including electronics rese...
Hensman, James; Lawrence, Neil D; Rattray, Magnus
2013-08-20
Time course data from microarrays and high-throughput sequencing experiments require simple, computationally efficient and powerful statistical models to extract meaningful biological signal, and for tasks such as data fusion and clustering. Existing methodologies fail to capture either the temporal or replicated nature of the experiments, and often impose constraints on the data collection process, such as regularly spaced samples, or similar sampling schema across replications. We propose hierarchical Gaussian processes as a general model of gene expression time-series, with application to a variety of problems. In particular, we illustrate the method's capacity for missing data imputation, data fusion and clustering.The method can impute data which is missing both systematically and at random: in a hold-out test on real data, performance is significantly better than commonly used imputation methods. The method's ability to model inter- and intra-cluster variance leads to more biologically meaningful clusters. The approach removes the necessity for evenly spaced samples, an advantage illustrated on a developmental Drosophila dataset with irregular replications. The hierarchical Gaussian process model provides an excellent statistical basis for several gene-expression time-series tasks. It has only a few additional parameters over a regular GP, has negligible additional complexity, is easily implemented and can be integrated into several existing algorithms. Our experiments were implemented in python, and are available from the authors' website: http://staffwww.dcs.shef.ac.uk/people/J.Hensman/.
The application of a hierarchical Bayesian spatiotemporal model for ...
Indian Academy of Sciences (India)
Process (GP) model by using the Gibbs sampling method. The result for ... good indicator of the HBST method. The statistical ... summary and discussion of future works are given .... spatiotemporal package in R language (R core team. 2013).
Use of hierarchical models to analyze European trends in congenital anomaly prevalence
DEFF Research Database (Denmark)
Cavadino, Alana; Prieto-Merino, David; Addor, Marie-Claude
2016-01-01
BACKGROUND: Surveillance of congenital anomalies is important to identify potential teratogens. Despite known associations between different anomalies, current surveillance methods examine trends within each subgroup separately. We aimed to evaluate whether hierarchical statistical methods that c...
GSMNet: A Hierarchical Graph Model for Moving Objects in Networks
Directory of Open Access Journals (Sweden)
Hengcai Zhang
2017-03-01
Full Text Available Existing data models for moving objects in networks are often limited by flexibly controlling the granularity of representing networks and the cost of location updates and do not encompass semantic information, such as traffic states, traffic restrictions and social relationships. In this paper, we aim to fill the gap of traditional network-constrained models and propose a hierarchical graph model called the Geo-Social-Moving model for moving objects in Networks (GSMNet that adopts four graph structures, RouteGraph, SegmentGraph, ObjectGraph and MoveGraph, to represent the underlying networks, trajectories and semantic information in an integrated manner. The bulk of user-defined data types and corresponding operators is proposed to handle moving objects and answer a new class of queries supporting three kinds of conditions: spatial, temporal and semantic information. Then, we develop a prototype system with the native graph database system Neo4Jto implement the proposed GSMNet model. In the experiment, we conduct the performance evaluation using simulated trajectories generated from the BerlinMOD (Berlin Moving Objects Database benchmark and compare with the mature MOD system Secondo. The results of 17 benchmark queries demonstrate that our proposed GSMNet model has strong potential to reduce time-consuming table join operations an d shows remarkable advantages with regard to representing semantic information and controlling the cost of location updates.
GIGMF - A statistical model program
International Nuclear Information System (INIS)
Vladuca, G.; Deberth, C.
1978-01-01
The program GIGMF computes the differential and integrated statistical model cross sections for the reactions proceeding through a compound nuclear stage. The computational method is based on the Hauser-Feshbach-Wolfenstein theory, modified to include the modern version of Tepel et al. Although the program was written for a PDP-15 computer, with 16K high speed memory, many reaction channels can be taken into account with the following restrictions: the pro ectile spin must be less than 2, the maximum spin momenta of the compound nucleus can not be greater than 10. These restrictions are due solely to the storage allotments and may be easily relaxed. The energy of the impinging particle, the target and projectile masses, the spin and paritjes of the projectile, target, emergent and residual nuclei the maximum orbital momentum and transmission coefficients for each reaction channel are the input parameters of the program. (author)
Application of hierarchical genetic models to Raven and WAIS subtests: a Dutch twin study
Rijsdijk, F.V.; Vernon, P.A.; Boomsma, D.I.
2002-01-01
Hierarchical models of intelligence are highly informative and widely accepted. Application of these models to twin data, however, is sparse. This paper addresses the question of how a genetic hierarchical model fits the Wechsler Adult Intelligence Scale (WAIS) subtests and the Raven Standard
Hierarchical spatial models for predicting pygmy rabbit distribution and relative abundance
Wilson, T.L.; Odei, J.B.; Hooten, M.B.; Edwards, T.C.
2010-01-01
Conservationists routinely use species distribution models to plan conservation, restoration and development actions, while ecologists use them to infer process from pattern. These models tend to work well for common or easily observable species, but are of limited utility for rare and cryptic species. This may be because honest accounting of known observation bias and spatial autocorrelation are rarely included, thereby limiting statistical inference of resulting distribution maps. We specified and implemented a spatially explicit Bayesian hierarchical model for a cryptic mammal species (pygmy rabbit Brachylagus idahoensis). Our approach used two levels of indirect sign that are naturally hierarchical (burrows and faecal pellets) to build a model that allows for inference on regression coefficients as well as spatially explicit model parameters. We also produced maps of rabbit distribution (occupied burrows) and relative abundance (number of burrows expected to be occupied by pygmy rabbits). The model demonstrated statistically rigorous spatial prediction by including spatial autocorrelation and measurement uncertainty. We demonstrated flexibility of our modelling framework by depicting probabilistic distribution predictions using different assumptions of pygmy rabbit habitat requirements. Spatial representations of the variance of posterior predictive distributions were obtained to evaluate heterogeneity in model fit across the spatial domain. Leave-one-out cross-validation was conducted to evaluate the overall model fit. Synthesis and applications. Our method draws on the strengths of previous work, thereby bridging and extending two active areas of ecological research: species distribution models and multi-state occupancy modelling. Our framework can be extended to encompass both larger extents and other species for which direct estimation of abundance is difficult. ?? 2010 The Authors. Journal compilation ?? 2010 British Ecological Society.
HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python.
Wiecki, Thomas V; Sofer, Imri; Frank, Michael J
2013-01-01
The diffusion model is a commonly used tool to infer latent psychological processes underlying decision-making, and to link them to neural mechanisms based on response times. Although efficient open source software has been made available to quantitatively fit the model to data, current estimation methods require an abundance of response time measurements to recover meaningful parameters, and only provide point estimates of each parameter. In contrast, hierarchical Bayesian parameter estimation methods are useful for enhancing statistical power, allowing for simultaneous estimation of individual subject parameters and the group distribution that they are drawn from, while also providing measures of uncertainty in these parameters in the posterior distribution. Here, we present a novel Python-based toolbox called HDDM (hierarchical drift diffusion model), which allows fast and flexible estimation of the the drift-diffusion model and the related linear ballistic accumulator model. HDDM requires fewer data per subject/condition than non-hierarchical methods, allows for full Bayesian data analysis, and can handle outliers in the data. Finally, HDDM supports the estimation of how trial-by-trial measurements (e.g., fMRI) influence decision-making parameters. This paper will first describe the theoretical background of the drift diffusion model and Bayesian inference. We then illustrate usage of the toolbox on a real-world data set from our lab. Finally, parameter recovery studies show that HDDM beats alternative fitting methods like the χ(2)-quantile method as well as maximum likelihood estimation. The software and documentation can be downloaded at: http://ski.clps.brown.edu/hddm_docs/
HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python
Directory of Open Access Journals (Sweden)
Thomas V Wiecki
2013-08-01
Full Text Available The diffusion model is a commonly used tool to infer latent psychological processes underlying decision making, and to link them to neural mechanisms based on reaction times. Although efficient open source software has been made available to quantitatively fit the model to data, current estimation methods require an abundance of reaction time measurements to recover meaningful parameters, and only provide point estimates of each parameter. In contrast, hierarchical Bayesian parameter estimation methods are useful for enhancing statistical power, allowing for simultaneous estimation of individual subject parameters and the group distribution that they are drawn from, while also providing measures of uncertainty in these parameters in the posterior distribution. Here, we present a novel Python-based toolbox called HDDM (hierarchical drift diffusion model, which allows fast and flexible estimation of the the drift-diffusion model and the related linear ballistic accumulator model. HDDM requires fewer data per subject / condition than non-hierarchical method, allows for full Bayesian data analysis, and can handle outliers in the data. Finally, HDDM supports the estimation of how trial-by-trial measurements (e.g. fMRI influence decision making parameters. This paper will first describe the theoretical background of drift-diffusion model and Bayesian inference. We then illustrate usage of the toolbox on a real-world data set from our lab. Finally, parameter recovery studies show that HDDM beats alternative fitting methods like the chi-quantile method as well as maximum likelihood estimation. The software and documentation can be downloaded at: http://ski.clps.brown.edu/hddm_docs
MODELING THE RED SEQUENCE: HIERARCHICAL GROWTH YET SLOW LUMINOSITY EVOLUTION
International Nuclear Information System (INIS)
Skelton, Rosalind E.; Bell, Eric F.; Somerville, Rachel S.
2012-01-01
We explore the effects of mergers on the evolution of massive early-type galaxies by modeling the evolution of their stellar populations in a hierarchical context. We investigate how a realistic red sequence population set up by z ∼ 1 evolves under different assumptions for the merger and star formation histories, comparing changes in color, luminosity, and mass. The purely passive fading of existing red sequence galaxies, with no further mergers or star formation, results in dramatic changes at the bright end of the luminosity function and color-magnitude relation. Without mergers there is too much evolution in luminosity at a fixed space density compared to observations. The change in color and magnitude at a fixed mass resembles that of a passively evolving population that formed relatively recently, at z ∼ 2. Mergers among the red sequence population ('dry mergers') occurring after z = 1 build up mass, counteracting the fading of the existing stellar populations to give smaller changes in both color and luminosity for massive galaxies. By allowing some galaxies to migrate from the blue cloud onto the red sequence after z = 1 through gas-rich mergers, younger stellar populations are added to the red sequence. This manifestation of the progenitor bias increases the scatter in age and results in even smaller changes in color and luminosity between z = 1 and z = 0 at a fixed mass. The resultant evolution appears much slower, resembling the passive evolution of a population that formed at high redshift (z ∼ 3-5), and is in closer agreement with observations. We conclude that measurements of the luminosity and color evolution alone are not sufficient to distinguish between the purely passive evolution of an old population and cosmologically motivated hierarchical growth, although these scenarios have very different implications for the mass growth of early-type galaxies over the last half of cosmic history.
Hierarchical modeling and its numerical implementation for layered thin elastic structures
Energy Technology Data Exchange (ETDEWEB)
Cho, Jin-Rae [Hongik University, Sejong (Korea, Republic of)
2017-05-15
Thin elastic structures such as beam- and plate-like structures and laminates are characterized by the small thickness, which lead to classical plate and laminate theories in which the displacement fields through the thickness are assumed linear or higher-order polynomials. These classical theories are either insufficient to represent the complex stress variation through the thickness or may encounter the accuracy-computational cost dilemma. In order to overcome the inherent problem of classical theories, the concept of hierarchical modeling has been emerged. In the hierarchical modeling, the hierarchical models with different model levels are selected and combined within a structure domain, in order to make the modeling error be distributed as uniformly as possible throughout the problem domain. The purpose of current study is to explore the potential of hierarchical modeling for the effective numerical analysis of layered structures such as laminated composite. For this goal, the hierarchical models are constructed and the hierarchical modeling is implemented by selectively adjusting the level of hierarchical models. As well, the major characteristics of hierarchical models are investigated through the numerical experiments.
Noma, Hisashi; Matsui, Shigeyuki
2013-05-20
The main purpose of microarray studies is screening of differentially expressed genes as candidates for further investigation. Because of limited resources in this stage, prioritizing genes are relevant statistical tasks in microarray studies. For effective gene selections, parametric empirical Bayes methods for ranking and selection of genes with largest effect sizes have been proposed (Noma et al., 2010; Biostatistics 11: 281-289). The hierarchical mixture model incorporates the differential and non-differential components and allows information borrowing across differential genes with separation from nuisance, non-differential genes. In this article, we develop empirical Bayes ranking methods via a semiparametric hierarchical mixture model. A nonparametric prior distribution, rather than parametric prior distributions, for effect sizes is specified and estimated using the "smoothing by roughening" approach of Laird and Louis (1991; Computational statistics and data analysis 12: 27-37). We present applications to childhood and infant leukemia clinical studies with microarrays for exploring genes related to prognosis or disease progression. Copyright © 2012 John Wiley & Sons, Ltd.
Renormalization group analysis of a simple hierarchical fermion model
International Nuclear Information System (INIS)
Dorlas, T.C.
1991-01-01
A simple hierarchical fermion model is constructed which gives rise to an exact renormalization transformation in a 2-dimensional parameter space. The behaviour of this transformation is studied. It has two hyperbolic fixed points for which the existence of a global critical line is proven. The asymptotic behaviour of the transformation is used to prove the existence of the thermodynamic limit in a certain domain in parameter space. Also the existence of a continuum limit for these theories is investigated using information about the asymptotic renormalization behaviour. It turns out that the 'trivial' fixed point gives rise to a two-parameter family of continuum limits corresponding to that part of parameter space where the renormalization trajectories originate at this fixed point. Although the model is not very realistic it serves as a simple example of the appliclation of the renormalization group to proving the existence of the thermodynamic limit and the continuum limit of lattice models. Moreover, it illustrates possible complications that can arise in global renormalization group behaviour, and that might also be present in other models where no global analysis of the renormalization transformation has yet been achieved. (orig.)
Testing adaptive toolbox models: a Bayesian hierarchical approach.
Scheibehenne, Benjamin; Rieskamp, Jörg; Wagenmakers, Eric-Jan
2013-01-01
Many theories of human cognition postulate that people are equipped with a repertoire of strategies to solve the tasks they face. This theoretical framework of a cognitive toolbox provides a plausible account of intra- and interindividual differences in human behavior. Unfortunately, it is often unclear how to rigorously test the toolbox framework. How can a toolbox model be quantitatively specified? How can the number of toolbox strategies be limited to prevent uncontrolled strategy sprawl? How can a toolbox model be formally tested against alternative theories? The authors show how these challenges can be met by using Bayesian inference techniques. By means of parameter recovery simulations and the analysis of empirical data across a variety of domains (i.e., judgment and decision making, children's cognitive development, function learning, and perceptual categorization), the authors illustrate how Bayesian inference techniques allow toolbox models to be quantitatively specified, strategy sprawl to be contained, and toolbox models to be rigorously tested against competing theories. The authors demonstrate that their approach applies at the individual level but can also be generalized to the group level with hierarchical Bayesian procedures. The suggested Bayesian inference techniques represent a theoretical and methodological advancement for toolbox theories of cognition and behavior.
A hierarchical probabilistic model for rapid object categorization in natural scenes.
Directory of Open Access Journals (Sweden)
Xiaofu He
Full Text Available Humans can categorize objects in complex natural scenes within 100-150 ms. This amazing ability of rapid categorization has motivated many computational models. Most of these models require extensive training to obtain a decision boundary in a very high dimensional (e.g., ∼6,000 in a leading model feature space and often categorize objects in natural scenes by categorizing the context that co-occurs with objects when objects do not occupy large portions of the scenes. It is thus unclear how humans achieve rapid scene categorization.To address this issue, we developed a hierarchical probabilistic model for rapid object categorization in natural scenes. In this model, a natural object category is represented by a coarse hierarchical probability distribution (PD, which includes PDs of object geometry and spatial configuration of object parts. Object parts are encoded by PDs of a set of natural object structures, each of which is a concatenation of local object features. Rapid categorization is performed as statistical inference. Since the model uses a very small number (∼100 of structures for even complex object categories such as animals and cars, it requires little training and is robust in the presence of large variations within object categories and in their occurrences in natural scenes. Remarkably, we found that the model categorized animals in natural scenes and cars in street scenes with a near human-level performance. We also found that the model located animals and cars in natural scenes, thus overcoming a flaw in many other models which is to categorize objects in natural context by categorizing contextual features. These results suggest that coarse PDs of object categories based on natural object structures and statistical operations on these PDs may underlie the human ability to rapidly categorize scenes.
Hierarchical modeling and robust synthesis for the preliminary design of large scale complex systems
Koch, Patrick Nathan
Large-scale complex systems are characterized by multiple interacting subsystems and the analysis of multiple disciplines. The design and development of such systems inevitably requires the resolution of multiple conflicting objectives. The size of complex systems, however, prohibits the development of comprehensive system models, and thus these systems must be partitioned into their constituent parts. Because simultaneous solution of individual subsystem models is often not manageable iteration is inevitable and often excessive. In this dissertation these issues are addressed through the development of a method for hierarchical robust preliminary design exploration to facilitate concurrent system and subsystem design exploration, for the concurrent generation of robust system and subsystem specifications for the preliminary design of multi-level, multi-objective, large-scale complex systems. This method is developed through the integration and expansion of current design techniques: (1) Hierarchical partitioning and modeling techniques for partitioning large-scale complex systems into more tractable parts, and allowing integration of subproblems for system synthesis, (2) Statistical experimentation and approximation techniques for increasing both the efficiency and the comprehensiveness of preliminary design exploration, and (3) Noise modeling techniques for implementing robust preliminary design when approximate models are employed. The method developed and associated approaches are illustrated through their application to the preliminary design of a commercial turbofan turbine propulsion system; the turbofan system-level problem is partitioned into engine cycle and configuration design and a compressor module is integrated for more detailed subsystem-level design exploration, improving system evaluation.
A hierarchical bayesian model to quantify uncertainty of stream water temperature forecasts.
Directory of Open Access Journals (Sweden)
Guillaume Bal
Full Text Available Providing generic and cost effective modelling approaches to reconstruct and forecast freshwater temperature using predictors as air temperature and water discharge is a prerequisite to understanding ecological processes underlying the impact of water temperature and of global warming on continental aquatic ecosystems. Using air temperature as a simple linear predictor of water temperature can lead to significant bias in forecasts as it does not disentangle seasonality and long term trends in the signal. Here, we develop an alternative approach based on hierarchical Bayesian statistical time series modelling of water temperature, air temperature and water discharge using seasonal sinusoidal periodic signals and time varying means and amplitudes. Fitting and forecasting performances of this approach are compared with that of simple linear regression between water and air temperatures using i an emotive simulated example, ii application to three French coastal streams with contrasting bio-geographical conditions and sizes. The time series modelling approach better fit data and does not exhibit forecasting bias in long term trends contrary to the linear regression. This new model also allows for more accurate forecasts of water temperature than linear regression together with a fair assessment of the uncertainty around forecasting. Warming of water temperature forecast by our hierarchical Bayesian model was slower and more uncertain than that expected with the classical regression approach. These new forecasts are in a form that is readily usable in further ecological analyses and will allow weighting of outcomes from different scenarios to manage climate change impacts on freshwater wildlife.
Ker, H. W.
2014-01-01
Multilevel data are very common in educational research. Hierarchical linear models/linear mixed-effects models (HLMs/LMEs) are often utilized to analyze multilevel data nowadays. This paper discusses the problems of utilizing ordinary regressions for modeling multilevel educational data, compare the data analytic results from three regression…
Directory of Open Access Journals (Sweden)
Andrew Cron
Full Text Available Flow cytometry is the prototypical assay for multi-parameter single cell analysis, and is essential in vaccine and biomarker research for the enumeration of antigen-specific lymphocytes that are often found in extremely low frequencies (0.1% or less. Standard analysis of flow cytometry data relies on visual identification of cell subsets by experts, a process that is subjective and often difficult to reproduce. An alternative and more objective approach is the use of statistical models to identify cell subsets of interest in an automated fashion. Two specific challenges for automated analysis are to detect extremely low frequency event subsets without biasing the estimate by pre-processing enrichment, and the ability to align cell subsets across multiple data samples for comparative analysis. In this manuscript, we develop hierarchical modeling extensions to the Dirichlet Process Gaussian Mixture Model (DPGMM approach we have previously described for cell subset identification, and show that the hierarchical DPGMM (HDPGMM naturally generates an aligned data model that captures both commonalities and variations across multiple samples. HDPGMM also increases the sensitivity to extremely low frequency events by sharing information across multiple samples analyzed simultaneously. We validate the accuracy and reproducibility of HDPGMM estimates of antigen-specific T cells on clinically relevant reference peripheral blood mononuclear cell (PBMC samples with known frequencies of antigen-specific T cells. These cell samples take advantage of retrovirally TCR-transduced T cells spiked into autologous PBMC samples to give a defined number of antigen-specific T cells detectable by HLA-peptide multimer binding. We provide open source software that can take advantage of both multiple processors and GPU-acceleration to perform the numerically-demanding computations. We show that hierarchical modeling is a useful probabilistic approach that can provide a
Hierarchical Models for Type Ia Supernova Light Curves in the Optical and Near Infrared
Mandel, Kaisey; Narayan, G.; Kirshner, R. P.
2011-01-01
I have constructed a comprehensive statistical model for Type Ia supernova optical and near infrared light curves. Since the near infrared light curves are excellent standard candles and are less sensitive to dust extinction and reddening, the combination of near infrared and optical data better constrains the host galaxy extinction and improves the precision of distance predictions to SN Ia. A hierarchical probabilistic model coherently accounts for multiple random and uncertain effects, including photometric error, intrinsic supernova light curve variations and correlations across phase and wavelength, dust extinction and reddening, peculiar velocity dispersion and distances. An improved BayeSN MCMC code is implemented for computing probabilistic inferences for individual supernovae and the SN Ia and host galaxy dust populations. I use this hierarchical model to analyze nearby Type Ia supernovae with optical and near infared data from the PAIRITEL, CfA3, and CSP samples and the literature. Using cross-validation to test the robustness of the model predictions, I find that the rms Hubble diagram scatter of predicted distance moduli is 0.11 mag for SN with optical and near infrared data versus 0.15 mag for SN with only optical data. Accounting for the dispersion expected from random peculiar velocities, the rms intrinsic prediction error is 0.08-0.10 mag for SN with both optical and near infrared light curves. I discuss results for the inferred intrinsic correlation structures of the optical-NIR SN Ia light curves and the host galaxy dust distribution captured by the hierarchical model. The continued observation and analysis of Type Ia SN in the optical and near infrared is important for improving their utility as precise and accurate cosmological distance indicators.
Hierarchical Bayesian modelling of mobility metrics for hazard model input calibration
Calder, Eliza; Ogburn, Sarah; Spiller, Elaine; Rutarindwa, Regis; Berger, Jim
2015-04-01
In this work we present a method to constrain flow mobility input parameters for pyroclastic flow models using hierarchical Bayes modeling of standard mobility metrics such as H/L and flow volume etc. The advantage of hierarchical modeling is that it can leverage the information in global dataset for a particular mobility metric in order to reduce the uncertainty in modeling of an individual volcano, especially important where individual volcanoes have only sparse datasets. We use compiled pyroclastic flow runout data from Colima, Merapi, Soufriere Hills, Unzen and Semeru volcanoes, presented in an open-source database FlowDat (https://vhub.org/groups/massflowdatabase). While the exact relationship between flow volume and friction varies somewhat between volcanoes, dome collapse flows originating from the same volcano exhibit similar mobility relationships. Instead of fitting separate regression models for each volcano dataset, we use a variation of the hierarchical linear model (Kass and Steffey, 1989). The model presents a hierarchical structure with two levels; all dome collapse flows and dome collapse flows at specific volcanoes. The hierarchical model allows us to assume that the flows at specific volcanoes share a common distribution of regression slopes, then solves for that distribution. We present comparisons of the 95% confidence intervals on the individual regression lines for the data set from each volcano as well as those obtained from the hierarchical model. The results clearly demonstrate the advantage of considering global datasets using this technique. The technique developed is demonstrated here for mobility metrics, but can be applied to many other global datasets of volcanic parameters. In particular, such methods can provide a means to better contain parameters for volcanoes for which we only have sparse data, a ubiquitous problem in volcanology.
A hierarchical network modeling method for railway tunnels safety assessment
Zhou, Jin; Xu, Weixiang; Guo, Xin; Liu, Xumin
2017-02-01
Using network theory to model risk-related knowledge on accidents is regarded as potential very helpful in risk management. A large amount of defects detection data for railway tunnels is collected in autumn every year in China. It is extremely important to discover the regularities knowledge in database. In this paper, based on network theories and by using data mining techniques, a new method is proposed for mining risk-related regularities to support risk management in railway tunnel projects. A hierarchical network (HN) model which takes into account the tunnel structures, tunnel defects, potential failures and accidents is established. An improved Apriori algorithm is designed to rapidly and effectively mine correlations between tunnel structures and tunnel defects. Then an algorithm is presented in order to mine the risk-related regularities table (RRT) from the frequent patterns. At last, a safety assessment method is proposed by consideration of actual defects and possible risks of defects gained from the RRT. This method cannot only generate the quantitative risk results but also reveal the key defects and critical risks of defects. This paper is further development on accident causation network modeling methods which can provide guidance for specific maintenance measure.
Production optimisation in the petrochemical industry by hierarchical multivariate modelling
Energy Technology Data Exchange (ETDEWEB)
Andersson, Magnus; Furusjoe, Erik; Jansson, Aasa
2004-06-01
This project demonstrates the advantages of applying hierarchical multivariate modelling in the petrochemical industry in order to increase knowledge of the total process. The models indicate possible ways to optimise the process regarding the use of energy and raw material, which is directly linked to the environmental impact of the process. The refinery of Nynaes Refining AB (Goeteborg, Sweden) has acted as a demonstration site in this project. The models developed for the demonstration site resulted in: Detection of an unknown process disturbance and suggestions of possible causes; Indications on how to increase the yield in combination with energy savings; The possibility to predict product quality from on-line process measurements, making the results available at a higher frequency than customary laboratory analysis; Quantification of the gradually lowered efficiency of heat transfer in the furnace and increased fuel consumption as an effect of soot build-up on the furnace coils; Increased knowledge of the relation between production rate and the efficiency of the heat exchangers. This report is one of two reports from the project. It contains a technical discussion of the result with some degree of detail. A shorter and more easily accessible report is also available, see IVL report B1586-A.
Holan, S.H.; Davis, G.M.; Wildhaber, M.L.; DeLonay, A.J.; Papoulias, D.M.
2009-01-01
The timing of spawning in fish is tightly linked to environmental factors; however, these factors are not very well understood for many species. Specifically, little information is available to guide recruitment efforts for endangered species such as the sturgeon. Therefore, we propose a Bayesian hierarchical model for predicting the success of spawning of the shovelnose sturgeon which uses both biological and behavioural (longitudinal) data. In particular, we use data that were produced from a tracking study that was conducted in the Lower Missouri River. The data that were produced from this study consist of biological variables associated with readiness to spawn along with longitudinal behavioural data collected by using telemetry and archival data storage tags. These high frequency data are complex both biologically and in the underlying behavioural process. To accommodate such complexity we developed a hierarchical linear regression model that uses an eigenvalue predictor, derived from the transition probability matrix of a two-state Markov switching model with generalized auto-regressive conditional heteroscedastic dynamics. Finally, to minimize the computational burden that is associated with estimation of this model, a parallel computing approach is proposed. ?? Journal compilation 2009 Royal Statistical Society.
TYPE Ia SUPERNOVA LIGHT CURVE INFERENCE: HIERARCHICAL MODELS IN THE OPTICAL AND NEAR-INFRARED
International Nuclear Information System (INIS)
Mandel, Kaisey S.; Narayan, Gautham; Kirshner, Robert P.
2011-01-01
We have constructed a comprehensive statistical model for Type Ia supernova (SN Ia) light curves spanning optical through near-infrared (NIR) data. A hierarchical framework coherently models multiple random and uncertain effects, including intrinsic supernova (SN) light curve covariances, dust extinction and reddening, and distances. An improved BAYESN Markov Chain Monte Carlo code computes probabilistic inferences for the hierarchical model by sampling the global probability density of parameters describing individual SNe and the population. We have applied this hierarchical model to optical and NIR data of 127 SNe Ia from PAIRITEL, CfA3, Carnegie Supernova Project, and the literature. We find an apparent population correlation between the host galaxy extinction A V and the ratio of total-to-selective dust absorption R V . For SNe with low dust extinction, A V ∼ V ∼ 2.5-2.9, while at high extinctions, A V ∼> 1, low values of R V < 2 are favored. The NIR luminosities are excellent standard candles and are less sensitive to dust extinction. They exhibit low correlation with optical peak luminosities, and thus provide independent information on distances. The combination of NIR and optical data constrains the dust extinction and improves the predictive precision of individual SN Ia distances by about 60%. Using cross-validation, we estimate an rms distance modulus prediction error of 0.11 mag for SNe with optical and NIR data versus 0.15 mag for SNe with optical data alone. Continued study of SNe Ia in the NIR is important for improving their utility as precise and accurate cosmological distance indicators.
Statistical modeling of Earth's plasmasphere
Veibell, Victoir
The behavior of plasma near Earth's geosynchronous orbit is of vital importance to both satellite operators and magnetosphere modelers because it also has a significant influence on energy transport, ion composition, and induced currents. The system is highly complex in both time and space, making the forecasting of extreme space weather events difficult. This dissertation examines the behavior and statistical properties of plasma mass density near geosynchronous orbit by using both linear and nonlinear models, as well as epoch analyses, in an attempt to better understand the physical processes that precipitates and drives its variations. It is shown that while equatorial mass density does vary significantly on an hourly timescale when a drop in the disturbance time scale index ( Dst) was observed, it does not vary significantly between the day of a Dst event onset and the day immediately following. It is also shown that increases in equatorial mass density were not, on average, preceded or followed by any significant change in the examined solar wind or geomagnetic variables, including Dst, despite prior results that considered a few selected events and found a notable influence. It is verified that equatorial mass density and and solar activity via the F10.7 index have a strong correlation, which is stronger over longer timescales such as 27 days than it is over an hourly timescale. It is then shown that this connection seems to affect the behavior of equatorial mass density most during periods of strong solar activity leading to large mass density reactions to Dst drops for high values of F10.7. It is also shown that equatorial mass density behaves differently before and after events based on the value of F10.7 at the onset of an equatorial mass density event or a Dst event, and that a southward interplanetary magnetic field at onset leads to slowed mass density growth after event onset. These behavioral differences provide insight into how solar and geomagnetic
A joint model for multivariate hierarchical semicontinuous data with replications.
Kassahun-Yimer, Wondwosen; Albert, Paul S; Lipsky, Leah M; Nansel, Tonja R; Liu, Aiyi
2017-01-01
Longitudinal data are often collected in biomedical applications in such a way that measurements on more than one response are taken from a given subject repeatedly overtime. For some problems, these multiple profiles need to be modeled jointly to get insight on the joint evolution and/or association of these responses over time. In practice, such longitudinal outcomes may have many zeros that need to be accounted for in the analysis. For example, in dietary intake studies, as we focus on in this paper, some food components are eaten daily by almost all subjects, while others are consumed episodically, where individuals have time periods where they do not eat these components followed by periods where they do. These episodically consumed foods need to be adequately modeled to account for the many zeros that are encountered. In this paper, we propose a joint model to analyze multivariate hierarchical semicontinuous data characterized by many zeros and more than one replicate observations at each measurement occasion. This approach allows for different probability mechanisms for describing the zero behavior as compared with the mean intake given that the individual consumes the food. To deal with the potentially large number of multivariate profiles, we use a pairwise model fitting approach that was developed in the context of multivariate Gaussian random effects models with large number of multivariate components. The novelty of the proposed approach is that it incorporates: (1) multivariate, possibly correlated, response variables; (2) within subject correlation resulting from repeated measurements taken from each subject; (3) many zero observations; (4) overdispersion; and (5) replicate measurements at each visit time.
Right-sizing statistical models for longitudinal data.
Wood, Phillip K; Steinley, Douglas; Jackson, Kristina M
2015-12-01
Arguments are proposed that researchers using longitudinal data should consider more and less complex statistical model alternatives to their initially chosen techniques in an effort to "right-size" the model to the data at hand. Such model comparisons may alert researchers who use poorly fitting, overly parsimonious models to more complex, better-fitting alternatives and, alternatively, may identify more parsimonious alternatives to overly complex (and perhaps empirically underidentified and/or less powerful) statistical models. A general framework is proposed for considering (often nested) relationships between a variety of psychometric and growth curve models. A 3-step approach is proposed in which models are evaluated based on the number and patterning of variance components prior to selection of better-fitting growth models that explain both mean and variation-covariation patterns. The orthogonal free curve slope intercept (FCSI) growth model is considered a general model that includes, as special cases, many models, including the factor mean (FM) model (McArdle & Epstein, 1987), McDonald's (1967) linearly constrained factor model, hierarchical linear models (HLMs), repeated-measures multivariate analysis of variance (MANOVA), and the linear slope intercept (linearSI) growth model. The FCSI model, in turn, is nested within the Tuckerized factor model. The approach is illustrated by comparing alternative models in a longitudinal study of children's vocabulary and by comparing several candidate parametric growth and chronometric models in a Monte Carlo study. (c) 2015 APA, all rights reserved).
Mandel, Kaisey; Kirshner, R. P.; Narayan, G.; Wood-Vasey, W. M.; Friedman, A. S.; Hicken, M.
2010-01-01
I have constructed a comprehensive statistical model for Type Ia supernova light curves spanning optical through near infrared data simultaneously. The near infrared light curves are found to be excellent standard candles (sigma(MH) = 0.11 +/- 0.03 mag) that are less vulnerable to systematic error from dust extinction, a major confounding factor for cosmological studies. A hierarchical statistical framework incorporates coherently multiple sources of randomness and uncertainty, including photometric error, intrinsic supernova light curve variations and correlations, dust extinction and reddening, peculiar velocity dispersion and distances, for probabilistic inference with Type Ia SN light curves. Inferences are drawn from the full probability density over individual supernovae and the SN Ia and dust populations, conditioned on a dataset of SN Ia light curves and redshifts. To compute probabilistic inferences with hierarchical models, I have developed BayeSN, a Markov Chain Monte Carlo algorithm based on Gibbs sampling. This code explores and samples the global probability density of parameters describing individual supernovae and the population. I have applied this hierarchical model to optical and near infrared data of over 100 nearby Type Ia SN from PAIRITEL, the CfA3 sample, and the literature. Using this statistical model, I find that SN with optical and NIR data have a smaller residual scatter in the Hubble diagram than SN with only optical data. The continued study of Type Ia SN in the near infrared will be important for improving their utility as precise and accurate cosmological distance indicators.
Statistical discovery of site inter-dependencies in sub-molecular hierarchical protein structuring.
Durston, Kirk K; Chiu, David Ky; Wong, Andrew Kc; Li, Gary Cl
2012-07-13
Much progress has been made in understanding the 3D structure of proteins using methods such as NMR and X-ray crystallography. The resulting 3D structures are extremely informative, but do not always reveal which sites and residues within the structure are of special importance. Recently, there are indications that multiple-residue, sub-domain structural relationships within the larger 3D consensus structure of a protein can be inferred from the analysis of the multiple sequence alignment data of a protein family. These intra-dependent clusters of associated sites are used to indicate hierarchical inter-residue relationships within the 3D structure. To reveal the patterns of associations among individual amino acids or sub-domain components within the structure, we apply a k-modes attribute (aligned site) clustering algorithm to the ubiquitin and transthyretin families in order to discover associations among groups of sites within the multiple sequence alignment. We then observe what these associations imply within the 3D structure of these two protein families. The k-modes site clustering algorithm we developed maximizes the intra-group interdependencies based on a normalized mutual information measure. The clusters formed correspond to sub-structural components or binding and interface locations. Applying this data-directed method to the ubiquitin and transthyretin protein family multiple sequence alignments as a test bed, we located numerous interesting associations of interdependent sites. These clusters were then arranged into cluster tree diagrams which revealed four structural sub-domains within the single domain structure of ubiquitin and a single large sub-domain within transthyretin associated with the interface among transthyretin monomers. In addition, several clusters of mutually interdependent sites were discovered for each protein family, each of which appear to play an important role in the molecular structure and/or function. Our results
Adaptive hierarchical grid model of water-borne pollutant dispersion
Borthwick, A. G. L.; Marchant, R. D.; Copeland, G. J. M.
Water pollution by industrial and agricultural waste is an increasingly major public health issue. It is therefore important for water engineers and managers to be able to predict accurately the local behaviour of water-borne pollutants. This paper describes the novel and efficient coupling of dynamically adaptive hierarchical grids with standard solvers of the advection-diffusion equation. Adaptive quadtree grids are able to focus on regions of interest such as pollutant fronts, while retaining economy in the total number of grid elements through selective grid refinement. Advection is treated using Lagrangian particle tracking. Diffusion is solved separately using two grid-based methods; one is by explicit finite differences, the other a diffusion-velocity approach. Results are given in two dimensions for pure diffusion of an initially Gaussian plume, advection-diffusion of the Gaussian plume in the rotating flow field of a forced vortex, and the transport of species in a rectangular channel with side wall boundary layers. Close agreement is achieved with analytical solutions of the advection-diffusion equation and simulations from a Lagrangian random walk model. An application to Sepetiba Bay, Brazil is included to demonstrate the method with complex flows and topography.
Probing NWP model deficiencies by statistical postprocessing
DEFF Research Database (Denmark)
Rosgaard, Martin Haubjerg; Nielsen, Henrik Aalborg; Nielsen, Torben S.
2016-01-01
The objective in this article is twofold. On one hand, a Model Output Statistics (MOS) framework for improved wind speed forecast accuracy is described and evaluated. On the other hand, the approach explored identifies unintuitive explanatory value from a diagnostic variable in an operational....... Based on the statistical model candidates inferred from the data, the lifted index NWP model diagnostic is consistently found among the NWP model predictors of the best performing statistical models across sites....
Merging information from multi-model flood projections in a hierarchical Bayesian framework
Le Vine, Nataliya
2016-04-01
Multi-model ensembles are becoming widely accepted for flood frequency change analysis. The use of multiple models results in large uncertainty around estimates of flood magnitudes, due to both uncertainty in model selection and natural variability of river flow. The challenge is therefore to extract the most meaningful signal from the multi-model predictions, accounting for both model quality and uncertainties in individual model estimates. The study demonstrates the potential of a recently proposed hierarchical Bayesian approach to combine information from multiple models. The approach facilitates explicit treatment of shared multi-model discrepancy as well as the probabilistic nature of the flood estimates, by treating the available models as a sample from a hypothetical complete (but unobserved) set of models. The advantages of the approach are: 1) to insure an adequate 'baseline' conditions with which to compare future changes; 2) to reduce flood estimate uncertainty; 3) to maximize use of statistical information in circumstances where multiple weak predictions individually lack power, but collectively provide meaningful information; 4) to adjust multi-model consistency criteria when model biases are large; and 5) to explicitly consider the influence of the (model performance) stationarity assumption. Moreover, the analysis indicates that reducing shared model discrepancy is the key to further reduction of uncertainty in the flood frequency analysis. The findings are of value regarding how conclusions about changing exposure to flooding are drawn, and to flood frequency change attribution studies.
Scale of association: hierarchical linear models and the measurement of ecological systems
Sean M. McMahon; Jeffrey M. Diez
2007-01-01
A fundamental challenge to understanding patterns in ecological systems lies in employing methods that can analyse, test and draw inference from measured associations between variables across scales. Hierarchical linear models (HLM) use advanced estimation algorithms to measure regression relationships and variance-covariance parameters in hierarchically structured...
A novel Bayesian hierarchical model for road safety hotspot prediction.
Fawcett, Lee; Thorpe, Neil; Matthews, Joseph; Kremer, Karsten
2017-02-01
In this paper, we propose a Bayesian hierarchical model for predicting accident counts in future years at sites within a pool of potential road safety hotspots. The aim is to inform road safety practitioners of the location of likely future hotspots to enable a proactive, rather than reactive, approach to road safety scheme implementation. A feature of our model is the ability to rank sites according to their potential to exceed, in some future time period, a threshold accident count which may be used as a criterion for scheme implementation. Our model specification enables the classical empirical Bayes formulation - commonly used in before-and-after studies, wherein accident counts from a single before period are used to estimate counterfactual counts in the after period - to be extended to incorporate counts from multiple time periods. This allows site-specific variations in historical accident counts (e.g. locally-observed trends) to offset estimates of safety generated by a global accident prediction model (APM), which itself is used to help account for the effects of global trend and regression-to-mean (RTM). The Bayesian posterior predictive distribution is exploited to formulate predictions and to properly quantify our uncertainty in these predictions. The main contributions of our model include (i) the ability to allow accident counts from multiple time-points to inform predictions, with counts in more recent years lending more weight to predictions than counts from time-points further in the past; (ii) where appropriate, the ability to offset global estimates of trend by variations in accident counts observed locally, at a site-specific level; and (iii) the ability to account for unknown/unobserved site-specific factors which may affect accident counts. We illustrate our model with an application to accident counts at 734 potential hotspots in the German city of Halle; we also propose some simple diagnostics to validate the predictive capability of our
Resolving the Antarctic contribution to sea-level rise: a hierarchical modelling framework.
Zammit-Mangion, Andrew; Rougier, Jonathan; Bamber, Jonathan; Schön, Nana
2014-06-01
Determining the Antarctic contribution to sea-level rise from observational data is a complex problem. The number of physical processes involved (such as ice dynamics and surface climate) exceeds the number of observables, some of which have very poor spatial definition. This has led, in general, to solutions that utilise strong prior assumptions or physically based deterministic models to simplify the problem. Here, we present a new approach for estimating the Antarctic contribution, which only incorporates descriptive aspects of the physically based models in the analysis and in a statistical manner. By combining physical insights with modern spatial statistical modelling techniques, we are able to provide probability distributions on all processes deemed to play a role in both the observed data and the contribution to sea-level rise. Specifically, we use stochastic partial differential equations and their relation to geostatistical fields to capture our physical understanding and employ a Gaussian Markov random field approach for efficient computation. The method, an instantiation of Bayesian hierarchical modelling, naturally incorporates uncertainty in order to reveal credible intervals on all estimated quantities. The estimated sea-level rise contribution using this approach corroborates those found using a statistically independent method. © 2013 The Authors. Environmetrics Published by John Wiley & Sons, Ltd.
Resolving the Antarctic contribution to sea-level rise: a hierarchical modelling framework†
Zammit-Mangion, Andrew; Rougier, Jonathan; Bamber, Jonathan; Schön, Nana
2014-01-01
Determining the Antarctic contribution to sea-level rise from observational data is a complex problem. The number of physical processes involved (such as ice dynamics and surface climate) exceeds the number of observables, some of which have very poor spatial definition. This has led, in general, to solutions that utilise strong prior assumptions or physically based deterministic models to simplify the problem. Here, we present a new approach for estimating the Antarctic contribution, which only incorporates descriptive aspects of the physically based models in the analysis and in a statistical manner. By combining physical insights with modern spatial statistical modelling techniques, we are able to provide probability distributions on all processes deemed to play a role in both the observed data and the contribution to sea-level rise. Specifically, we use stochastic partial differential equations and their relation to geostatistical fields to capture our physical understanding and employ a Gaussian Markov random field approach for efficient computation. The method, an instantiation of Bayesian hierarchical modelling, naturally incorporates uncertainty in order to reveal credible intervals on all estimated quantities. The estimated sea-level rise contribution using this approach corroborates those found using a statistically independent method. © 2013 The Authors. Environmetrics Published by John Wiley & Sons, Ltd. PMID:25505370
Metamodeling Techniques to Aid in the Aggregation Process of Large Hierarchical Simulation Models
National Research Council Canada - National Science Library
Rodriguez, June F
2008-01-01
.... More specifically, investigating how to accurately aggregate hierarchical lower-level (higher resolution) models into the next higher-level in order to reduce the complexity of the overall simulation model...
DEFF Research Database (Denmark)
Ding, Tao; Li, Cheng; Huang, Can
2018-01-01
–slave structure and improves traditional centralized modeling methods by alleviating the big data problem in a control center. Specifically, the transmission-distribution-network coordination issue of the hierarchical modeling method is investigated. First, a curve-fitting approach is developed to provide a cost......In order to solve the reactive power optimization with joint transmission and distribution networks, a hierarchical modeling method is proposed in this paper. It allows the reactive power optimization of transmission and distribution networks to be performed separately, leading to a master...... optimality. Numerical results on two test systems verify the effectiveness of the proposed hierarchical modeling and curve-fitting methods....
Howard Stauffer; Nadav Nur
2005-01-01
The papers included in the Advances in Statistics section of the Partners in Flight (PIF) 2002 Proceedings represent a small sample of statistical topics of current importance to Partners In Flight research scientists: hierarchical modeling, estimation of detection probabilities, and Bayesian applications. Sauer et al. (this volume) examines a hierarchical model...
A Bayesian hierarchical model for demand curve analysis.
Ho, Yen-Yi; Nhu Vo, Tien; Chu, Haitao; Luo, Xianghua; Le, Chap T
2018-07-01
Drug self-administration experiments are a frequently used approach to assessing the abuse liability and reinforcing property of a compound. It has been used to assess the abuse liabilities of various substances such as psychomotor stimulants and hallucinogens, food, nicotine, and alcohol. The demand curve generated from a self-administration study describes how demand of a drug or non-drug reinforcer varies as a function of price. With the approval of the 2009 Family Smoking Prevention and Tobacco Control Act, demand curve analysis provides crucial evidence to inform the US Food and Drug Administration's policy on tobacco regulation, because it produces several important quantitative measurements to assess the reinforcing strength of nicotine. The conventional approach popularly used to analyze the demand curve data is individual-specific non-linear least square regression. The non-linear least square approach sets out to minimize the residual sum of squares for each subject in the dataset; however, this one-subject-at-a-time approach does not allow for the estimation of between- and within-subject variability in a unified model framework. In this paper, we review the existing approaches to analyze the demand curve data, non-linear least square regression, and the mixed effects regression and propose a new Bayesian hierarchical model. We conduct simulation analyses to compare the performance of these three approaches and illustrate the proposed approaches in a case study of nicotine self-administration in rats. We present simulation results and discuss the benefits of using the proposed approaches.
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.
Hierarchical Bayesian Spatio Temporal Model Comparison on the Earth Trapped Particle Forecast
International Nuclear Information System (INIS)
Suparta, Wayan; Gusrizal
2014-01-01
We compared two hierarchical Bayesian spatio temporal (HBST) results, Gaussian process (GP) and autoregressive (AR) models, on the Earth trapped particle forecast. Two models were employed on the South Atlantic Anomaly (SAA) region. Electron of >30 keV (mep0e1) from National Oceanic and Atmospheric Administration (NOAA) 15-18 satellites data was chosen as the particle modeled. We used two weeks data to perform the model fitting on a 5°x5° grid of longitude and latitude, and 31 August 2007 was set as the date of forecast. Three statistical validations were performed on the data, i.e. the root mean square error (RMSE), mean absolute percentage error (MAPE) and bias (BIAS). The statistical analysis showed that GP model performed better than AR with the average of RMSE = 0.38 and 0.63, MAPE = 11.98 and 17.30, and BIAS = 0.32 and 0.24, for GP and AR, respectively. Visual validation on both models with the NOAA map's also confirmed the superior of the GP than the AR. The variance of log flux minimum = 0.09 and 1.09, log flux maximum = 1.15 and 1.35, and in successively represents GP and AR
Statistical modelling of fish stocks
DEFF Research Database (Denmark)
Kvist, Trine
1999-01-01
for modelling the dynamics of a fish population is suggested. A new approach is introduced to analyse the sources of variation in age composition data, which is one of the most important sources of information in the cohort based models for estimation of stock abundancies and mortalities. The approach combines...... and it is argued that an approach utilising stochastic differential equations might be advantagous in fish stoch assessments....
Statistical lung model for microdosimetry
International Nuclear Information System (INIS)
Fisher, D.R.; Hadley, R.T.
1984-03-01
To calculate the microdosimetry of plutonium in the lung, a mathematical description is needed of lung tissue microstructure that defines source-site parameters. Beagle lungs were expanded using a glutaraldehyde fixative at 30 cm water pressure. Tissue specimens, five microns thick, were stained with hematoxylin and eosin then studied using an image analyzer. Measurements were made along horizontal lines through the magnified tissue image. The distribution of air space and tissue chord lengths and locations of epithelial cell nuclei were recorded from about 10,000 line scans. The distribution parameters constituted a model of lung microstructure for predicting the paths of random alpha particle tracks in the lung and the probability of traversing biologically sensitive sites. This lung model may be used in conjunction with established deposition and retention models for determining the microdosimetry in the pulmonary lung for a wide variety of inhaled radioactive materials
Energy Technology Data Exchange (ETDEWEB)
Sumida, S [U-shin Ltd., Tokyo (Japan); Nagamatsu, M; Maruyama, K [Hokkaido Institute of Technology, Sapporo (Japan); Hiramatsu, S [Mazda Motor Corp., Hiroshima (Japan)
1997-10-01
A new approach on modeling is put forward in order to compose the virtual prototype which is indispensable for fully computer integrated concurrent development of automobile product. A basic concept of the hierarchical functional model is proposed as the concrete form of this new modeling technology. This model is used mainly for explaining and simulating functions and efficiencies of both the parts and the total product of automobile. All engineers who engage themselves in design and development of automobile can collaborate with one another using this model. Some application examples are shown, and usefulness of this model is demonstrated. 5 refs., 5 figs.
Statistical modelling for ship propulsion efficiency
DEFF Research Database (Denmark)
Petersen, Jóan Petur; Jacobsen, Daniel J.; Winther, Ole
2012-01-01
This paper presents a state-of-the-art systems approach to statistical modelling of fuel efficiency in ship propulsion, and also a novel and publicly available data set of high quality sensory data. Two statistical model approaches are investigated and compared: artificial neural networks...
Actuarial statistics with generalized linear mixed models
Antonio, K.; Beirlant, J.
2007-01-01
Over the last decade the use of generalized linear models (GLMs) in actuarial statistics has received a lot of attention, starting from the actuarial illustrations in the standard text by McCullagh and Nelder [McCullagh, P., Nelder, J.A., 1989. Generalized linear models. In: Monographs on Statistics
Spherical Process Models for Global Spatial Statistics
Jeong, Jaehong; Jun, Mikyoung; Genton, Marc G.
2017-01-01
Statistical models used in geophysical, environmental, and climate science applications must reflect the curvature of the spatial domain in global data. Over the past few decades, statisticians have developed covariance models that capture
Gopalan, Giri; Hrafnkelsson, Birgir; Aðalgeirsdóttir, Guðfinna; Jarosch, Alexander H.; Pálsson, Finnur
2018-03-01
Bayesian hierarchical modeling can assist the study of glacial dynamics and ice flow properties. This approach will allow glaciologists to make fully probabilistic predictions for the thickness of a glacier at unobserved spatio-temporal coordinates, and it will also allow for the derivation of posterior probability distributions for key physical parameters such as ice viscosity and basal sliding. The goal of this paper is to develop a proof of concept for a Bayesian hierarchical model constructed, which uses exact analytical solutions for the shallow ice approximation (SIA) introduced by Bueler et al. (2005). A suite of test simulations utilizing these exact solutions suggests that this approach is able to adequately model numerical errors and produce useful physical parameter posterior distributions and predictions. A byproduct of the development of the Bayesian hierarchical model is the derivation of a novel finite difference method for solving the SIA partial differential equation (PDE). An additional novelty of this work is the correction of numerical errors induced through a numerical solution using a statistical model. This error correcting process models numerical errors that accumulate forward in time and spatial variation of numerical errors between the dome, interior, and margin of a glacier.
Epigenetic change detection and pattern recognition via Bayesian hierarchical hidden Markov models.
Wang, Xinlei; Zang, Miao; Xiao, Guanghua
2013-06-15
Epigenetics is the study of changes to the genome that can switch genes on or off and determine which proteins are transcribed without altering the DNA sequence. Recently, epigenetic changes have been linked to the development and progression of disease such as psychiatric disorders. High-throughput epigenetic experiments have enabled researchers to measure genome-wide epigenetic profiles and yield data consisting of intensity ratios of immunoprecipitation versus reference samples. The intensity ratios can provide a view of genomic regions where protein binding occur under one experimental condition and further allow us to detect epigenetic alterations through comparison between two different conditions. However, such experiments can be expensive, with only a few replicates available. Moreover, epigenetic data are often spatially correlated with high noise levels. In this paper, we develop a Bayesian hierarchical model, combined with hidden Markov processes with four states for modeling spatial dependence, to detect genomic sites with epigenetic changes from two-sample experiments with paired internal control. One attractive feature of the proposed method is that the four states of the hidden Markov process have well-defined biological meanings and allow us to directly call the change patterns based on the corresponding posterior probabilities. In contrast, none of existing methods can offer this advantage. In addition, the proposed method offers great power in statistical inference by spatial smoothing (via hidden Markov modeling) and information pooling (via hierarchical modeling). Both simulation studies and real data analysis in a cocaine addiction study illustrate the reliability and success of this method. Copyright © 2012 John Wiley & Sons, Ltd.
Hierarchic stochastic modelling applied to intracellular Ca(2+ signals.
Directory of Open Access Journals (Sweden)
Gregor Moenke
Full Text Available Important biological processes like cell signalling and gene expression have noisy components and are very complex at the same time. Mathematical analysis of such systems has often been limited to the study of isolated subsystems, or approximations are used that are difficult to justify. Here we extend a recently published method (Thurley and Falcke, PNAS 2011 which is formulated in observable system configurations instead of molecular transitions. This reduces the number of system states by several orders of magnitude and avoids fitting of kinetic parameters. The method is applied to Ca(2+ signalling. Ca(2+ is a ubiquitous second messenger transmitting information by stochastic sequences of concentration spikes, which arise by coupling of subcellular Ca(2+ release events (puffs. We derive analytical expressions for a mechanistic Ca(2+ model, based on recent data from live cell imaging, and calculate Ca(2+ spike statistics in dependence on cellular parameters like stimulus strength or number of Ca(2+ channels. The new approach substantiates a generic Ca(2+ model, which is a very convenient way to simulate Ca(2+ spike sequences with correct spiking statistics.
Bai, Hao; Zhang, Xi-wen
2017-06-01
While Chinese is learned as a second language, its characters are taught step by step from their strokes to components, radicals to components, and their complex relations. Chinese Characters in digital ink from non-native language writers are deformed seriously, thus the global recognition approaches are poorer. So a progressive approach from bottom to top is presented based on hierarchical models. Hierarchical information includes strokes and hierarchical components. Each Chinese character is modeled as a hierarchical tree. Strokes in one Chinese characters in digital ink are classified with Hidden Markov Models and concatenated to the stroke symbol sequence. And then the structure of components in one ink character is extracted. According to the extraction result and the stroke symbol sequence, candidate characters are traversed and scored. Finally, the recognition candidate results are listed by descending. The method of this paper is validated by testing 19815 copies of the handwriting Chinese characters written by foreign students.
A Bayesian Approach to Model Selection in Hierarchical Mixtures-of-Experts Architectures.
Tanner, Martin A.; Peng, Fengchun; Jacobs, Robert A.
1997-03-01
There does not exist a statistical model that shows good performance on all tasks. Consequently, the model selection problem is unavoidable; investigators must decide which model is best at summarizing the data for each task of interest. This article presents an approach to the model selection problem in hierarchical mixtures-of-experts architectures. These architectures combine aspects of generalized linear models with those of finite mixture models in order to perform tasks via a recursive "divide-and-conquer" strategy. Markov chain Monte Carlo methodology is used to estimate the distribution of the architectures' parameters. One part of our approach to model selection attempts to estimate the worth of each component of an architecture so that relatively unused components can be pruned from the architecture's structure. A second part of this approach uses a Bayesian hypothesis testing procedure in order to differentiate inputs that carry useful information from nuisance inputs. Simulation results suggest that the approach presented here adheres to the dictum of Occam's razor; simple architectures that are adequate for summarizing the data are favored over more complex structures. Copyright 1997 Elsevier Science Ltd. All Rights Reserved.
Statistical Models and Methods for Lifetime Data
Lawless, Jerald F
2011-01-01
Praise for the First Edition"An indispensable addition to any serious collection on lifetime data analysis and . . . a valuable contribution to the statistical literature. Highly recommended . . ."-Choice"This is an important book, which will appeal to statisticians working on survival analysis problems."-Biometrics"A thorough, unified treatment of statistical models and methods used in the analysis of lifetime data . . . this is a highly competent and agreeable statistical textbook."-Statistics in MedicineThe statistical analysis of lifetime or response time data is a key tool in engineering,
A mechanical model of biomimetic adhesive pads with tilted and hierarchical structures.
Schargott, M
2009-06-01
A 3D model for hierarchical biomimetic adhesive pads is constructed. It is based on the main principles of the adhesive pads of the Tokay gecko and consists of hierarchical layers of vertical or tilted beams, where each layer is constructed in such a way that no cohesion between adjacent beams can occur. The elastic and adhesive properties are calculated analytically and numerically. For the adhesive contact on stochastically rough surfaces, the maximum adhesion force increases with increasing number of hierarchical layers. Additional calculations show that the adhesion force also depends on the height spectrum of the rough surface.
A mechanical model of biomimetic adhesive pads with tilted and hierarchical structures
Energy Technology Data Exchange (ETDEWEB)
Schargott, M [Institute of Mechanics, Technische Universitaet Berlin, Strd 17 Juni 135, 10623 Berlin (Germany)], E-mail: martin.schargott@tu-berlin.de
2009-06-01
A 3D model for hierarchical biomimetic adhesive pads is constructed. It is based on the main principles of the adhesive pads of the Tokay gecko and consists of hierarchical layers of vertical or tilted beams, where each layer is constructed in such a way that no cohesion between adjacent beams can occur. The elastic and adhesive properties are calculated analytically and numerically. For the adhesive contact on stochastically rough surfaces, the maximum adhesion force increases with increasing number of hierarchical layers. Additional calculations show that the adhesion force also depends on the height spectrum of the rough surface.
A mechanical model of biomimetic adhesive pads with tilted and hierarchical structures
International Nuclear Information System (INIS)
Schargott, M
2009-01-01
A 3D model for hierarchical biomimetic adhesive pads is constructed. It is based on the main principles of the adhesive pads of the Tokay gecko and consists of hierarchical layers of vertical or tilted beams, where each layer is constructed in such a way that no cohesion between adjacent beams can occur. The elastic and adhesive properties are calculated analytically and numerically. For the adhesive contact on stochastically rough surfaces, the maximum adhesion force increases with increasing number of hierarchical layers. Additional calculations show that the adhesion force also depends on the height spectrum of the rough surface
Statistics and the shell model
International Nuclear Information System (INIS)
Weidenmueller, H.A.
1985-01-01
Starting with N. Bohr's paper on compound-nucleus reactions, we confront regular dynamical features and chaotic motion in nuclei. The shell-model and, more generally, mean-field theories describe average nuclear properties which are thus identified as regular features. The fluctuations about the average show chaotic behaviour of the same type as found in classical chaotic systems upon quantisation. These features are therefore generic and quite independent of the specific dynamics of the nucleus. A novel method to calculate fluctuations is discussed, and the results of this method are described. (orig.)
A hierarchical stress release model for synthetic seismicity
Bebbington, Mark
1997-06-01
We construct a stochastic dynamic model for synthetic seismicity involving stochastic stress input, release, and transfer in an environment of heterogeneous strength and interacting segments. The model is not fault-specific, having a number of adjustable parameters with physical interpretation, namely, stress relaxation, stress transfer, stress dissipation, segment structure, strength, and strength heterogeneity, which affect the seismicity in various ways. Local parameters are chosen to be consistent with large historical events, other parameters to reproduce bulk seismicity statistics for the fault as a whole. The one-dimensional fault is divided into a number of segments, each comprising a varying number of nodes. Stress input occurs at each node in a simple random process, representing the slow buildup due to tectonic plate movements. Events are initiated, subject to a stochastic hazard function, when the stress on a node exceeds the local strength. An event begins with the transfer of excess stress to neighboring nodes, which may in turn transfer their excess stress to the next neighbor. If the event grows to include the entire segment, then most of the stress on the segment is transferred to neighboring segments (or dissipated) in a characteristic event. These large events may themselves spread to other segments. We use the Middle America Trench to demonstrate that this model, using simple stochastic stress input and triggering mechanisms, can produce behavior consistent with the historical record over five units of magnitude. We also investigate the effects of perturbing various parameters in order to show how the model might be tailored to a specific fault structure. The strength of the model lies in this ability to reproduce the behavior of a general linear fault system through the choice of a relatively small number of parameters. It remains to develop a procedure for estimating the internal state of the model from the historical observations in order to
von Secker, Clare Elaine
The study of students at risk is a major topic of science education policy and discussion. Much research has focused on describing conditions and problems associated with the statistical risk of low science achievement among individuals who are members of groups characterized by problems such as poverty and social disadvantage. But outcomes attributed to these factors do not explain the nature and extent of mechanisms that account for differences in performance among individuals at risk. There is ample theoretical and empirical evidence that demographic differences should be conceptualized as social contexts, or collections of variables, that alter the psychological significance and social demands of life events, and affect subsequent relationships between risk and resilience. The hierarchical linear growth models used in this dissertation provide greater specification of the role of social context and the protective effects of attitude, expectations, parenting practices, peer influences, and learning opportunities on science achievement. While the individual influences of these protective factors on science achievement were small, their cumulative effect was substantial. Meta-analysis conducted on the effects associated with psychological and environmental processes that mediate risk mechanisms in sixteen social contexts revealed twenty-two significant differences between groups of students. Positive attitudes, high expectations, and more intense science course-taking had positive effects on achievement of all students, although these factors were not equally protective in all social contexts. In general, effects associated with authoritative parenting and peer influences were negative, regardless of social context. An evaluation comparing the performance and stability of hierarchical linear growth models with traditional repeated measures models is included as well.
Usability Prediction & Ranking of SDLC Models Using Fuzzy Hierarchical Usability Model
Gupta, Deepak; Ahlawat, Anil K.; Sagar, Kalpna
2017-06-01
Evaluation of software quality is an important aspect for controlling and managing the software. By such evaluation, improvements in software process can be made. The software quality is significantly dependent on software usability. Many researchers have proposed numbers of usability models. Each model considers a set of usability factors but do not cover all the usability aspects. Practical implementation of these models is still missing, as there is a lack of precise definition of usability. Also, it is very difficult to integrate these models into current software engineering practices. In order to overcome these challenges, this paper aims to define the term `usability' using the proposed hierarchical usability model with its detailed taxonomy. The taxonomy considers generic evaluation criteria for identifying the quality components, which brings together factors, attributes and characteristics defined in various HCI and software models. For the first time, the usability model is also implemented to predict more accurate usability values. The proposed system is named as fuzzy hierarchical usability model that can be easily integrated into the current software engineering practices. In order to validate the work, a dataset of six software development life cycle models is created and employed. These models are ranked according to their predicted usability values. This research also focuses on the detailed comparison of proposed model with the existing usability models.
Bottom-up learning of hierarchical models in a class of deterministic POMDP environments
Directory of Open Access Journals (Sweden)
Itoh Hideaki
2015-09-01
Full Text Available The theory of partially observable Markov decision processes (POMDPs is a useful tool for developing various intelligent agents, and learning hierarchical POMDP models is one of the key approaches for building such agents when the environments of the agents are unknown and large. To learn hierarchical models, bottom-up learning methods in which learning takes place in a layer-by-layer manner from the lowest to the highest layer are already extensively used in some research fields such as hidden Markov models and neural networks. However, little attention has been paid to bottom-up approaches for learning POMDP models. In this paper, we present a novel bottom-up learning algorithm for hierarchical POMDP models and prove that, by using this algorithm, a perfect model (i.e., a model that can perfectly predict future observations can be learned at least in a class of deterministic POMDP environments
Susiluoto, Jouni; Raivonen, Maarit; Backman, Leif; Laine, Marko; Makela, Jarmo; Peltola, Olli; Vesala, Timo; Aalto, Tuula
2018-03-01
Estimating methane (CH4) emissions from natural wetlands is complex, and the estimates contain large uncertainties. The models used for the task are typically heavily parameterized and the parameter values are not well known. In this study, we perform a Bayesian model calibration for a new wetland CH4 emission model to improve the quality of the predictions and to understand the limitations of such models.The detailed process model that we analyze contains descriptions for CH4 production from anaerobic respiration, CH4 oxidation, and gas transportation by diffusion, ebullition, and the aerenchyma cells of vascular plants. The processes are controlled by several tunable parameters. We use a hierarchical statistical model to describe the parameters and obtain the posterior distributions of the parameters and uncertainties in the processes with adaptive Markov chain Monte Carlo (MCMC), importance resampling, and time series analysis techniques. For the estimation, the analysis utilizes measurement data from the Siikaneva flux measurement site in southern Finland. The uncertainties related to the parameters and the modeled processes are described quantitatively. At the process level, the flux measurement data are able to constrain the CH4 production processes, methane oxidation, and the different gas transport processes. The posterior covariance structures explain how the parameters and the processes are related. Additionally, the flux and flux component uncertainties are analyzed both at the annual and daily levels. The parameter posterior densities obtained provide information regarding importance of the different processes, which is also useful for development of wetland methane emission models other than the square root HelsinkI Model of MEthane buiLd-up and emIssion for peatlands (sqHIMMELI). The hierarchical modeling allows us to assess the effects of some of the parameters on an annual basis. The results of the calibration and the cross validation suggest that
Statistical Model-Based Face Pose Estimation
Institute of Scientific and Technical Information of China (English)
GE Xinliang; YANG Jie; LI Feng; WANG Huahua
2007-01-01
A robust face pose estimation approach is proposed by using face shape statistical model approach and pose parameters are represented by trigonometric functions. The face shape statistical model is firstly built by analyzing the face shapes from different people under varying poses. The shape alignment is vital in the process of building the statistical model. Then, six trigonometric functions are employed to represent the face pose parameters. Lastly, the mapping function is constructed between face image and face pose by linearly relating different parameters. The proposed approach is able to estimate different face poses using a few face training samples. Experimental results are provided to demonstrate its efficiency and accuracy.
Uncertainty the soul of modeling, probability & statistics
Briggs, William
2016-01-01
This book presents a philosophical approach to probability and probabilistic thinking, considering the underpinnings of probabilistic reasoning and modeling, which effectively underlie everything in data science. The ultimate goal is to call into question many standard tenets and lay the philosophical and probabilistic groundwork and infrastructure for statistical modeling. It is the first book devoted to the philosophy of data aimed at working scientists and calls for a new consideration in the practice of probability and statistics to eliminate what has been referred to as the "Cult of Statistical Significance". The book explains the philosophy of these ideas and not the mathematics, though there are a handful of mathematical examples. The topics are logically laid out, starting with basic philosophy as related to probability, statistics, and science, and stepping through the key probabilistic ideas and concepts, and ending with statistical models. Its jargon-free approach asserts that standard methods, suc...
Automated statistical modeling of analytical measurement systems
International Nuclear Information System (INIS)
Jacobson, J.J.
1992-01-01
The statistical modeling of analytical measurement systems at the Idaho Chemical Processing Plant (ICPP) has been completely automated through computer software. The statistical modeling of analytical measurement systems is one part of a complete quality control program used by the Remote Analytical Laboratory (RAL) at the ICPP. The quality control program is an integration of automated data input, measurement system calibration, database management, and statistical process control. The quality control program and statistical modeling program meet the guidelines set forth by the American Society for Testing Materials and American National Standards Institute. A statistical model is a set of mathematical equations describing any systematic bias inherent in a measurement system and the precision of a measurement system. A statistical model is developed from data generated from the analysis of control standards. Control standards are samples which are made up at precise known levels by an independent laboratory and submitted to the RAL. The RAL analysts who process control standards do not know the values of those control standards. The object behind statistical modeling is to describe real process samples in terms of their bias and precision and, to verify that a measurement system is operating satisfactorily. The processing of control standards gives us this ability
Sun, Kaioqiong; Udupa, Jayaram K.; Odhner, Dewey; Tong, Yubing; Torigian, Drew A.
2014-03-01
This paper proposes a thoracic anatomy segmentation method based on hierarchical recognition and delineation guided by a built fuzzy model. Labeled binary samples for each organ are registered and aligned into a 3D fuzzy set representing the fuzzy shape model for the organ. The gray intensity distributions of the corresponding regions of the organ in the original image are recorded in the model. The hierarchical relation and mean location relation between different organs are also captured in the model. Following the hierarchical structure and location relation, the fuzzy shape model of different organs is registered to the given target image to achieve object recognition. A fuzzy connected delineation method is then used to obtain the final segmentation result of organs with seed points provided by recognition. The hierarchical structure and location relation integrated in the model provide the initial parameters for registration and make the recognition efficient and robust. The 3D fuzzy model combined with hierarchical affine registration ensures that accurate recognition can be obtained for both non-sparse and sparse organs. The results on real images are presented and shown to be better than a recently reported fuzzy model-based anatomy recognition strategy.
Topology for statistical modeling of petascale data.
Energy Technology Data Exchange (ETDEWEB)
Pascucci, Valerio (University of Utah, Salt Lake City, UT); Mascarenhas, Ajith Arthur; Rusek, Korben (Texas A& M University, College Station, TX); Bennett, Janine Camille; Levine, Joshua (University of Utah, Salt Lake City, UT); Pebay, Philippe Pierre; Gyulassy, Attila (University of Utah, Salt Lake City, UT); Thompson, David C.; Rojas, Joseph Maurice (Texas A& M University, College Station, TX)
2011-07-01
This document presents current technical progress and dissemination of results for the Mathematics for Analysis of Petascale Data (MAPD) project titled 'Topology for Statistical Modeling of Petascale Data', funded by the Office of Science Advanced Scientific Computing Research (ASCR) Applied Math program. Many commonly used algorithms for mathematical analysis do not scale well enough to accommodate the size or complexity of petascale data produced by computational simulations. The primary goal of this project is thus to develop new mathematical tools that address both the petascale size and uncertain nature of current data. At a high level, our approach is based on the complementary techniques of combinatorial topology and statistical modeling. In particular, we use combinatorial topology to filter out spurious data that would otherwise skew statistical modeling techniques, and we employ advanced algorithms from algebraic statistics to efficiently find globally optimal fits to statistical models. This document summarizes the technical advances we have made to date that were made possible in whole or in part by MAPD funding. These technical contributions can be divided loosely into three categories: (1) advances in the field of combinatorial topology, (2) advances in statistical modeling, and (3) new integrated topological and statistical methods.
Statistical modelling of citation exchange between statistics journals.
Varin, Cristiano; Cattelan, Manuela; Firth, David
2016-01-01
Rankings of scholarly journals based on citation data are often met with scepticism by the scientific community. Part of the scepticism is due to disparity between the common perception of journals' prestige and their ranking based on citation counts. A more serious concern is the inappropriate use of journal rankings to evaluate the scientific influence of researchers. The paper focuses on analysis of the table of cross-citations among a selection of statistics journals. Data are collected from the Web of Science database published by Thomson Reuters. Our results suggest that modelling the exchange of citations between journals is useful to highlight the most prestigious journals, but also that journal citation data are characterized by considerable heterogeneity, which needs to be properly summarized. Inferential conclusions require care to avoid potential overinterpretation of insignificant differences between journal ratings. Comparison with published ratings of institutions from the UK's research assessment exercise shows strong correlation at aggregate level between assessed research quality and journal citation 'export scores' within the discipline of statistics.
Bayesian Uncertainty Quantification for Subsurface Inversion Using a Multiscale Hierarchical Model
Mondal, Anirban
2014-07-03
We consider a Bayesian approach to nonlinear inverse problems in which the unknown quantity is a random field (spatial or temporal). The Bayesian approach contains a natural mechanism for regularization in the form of prior information, can incorporate information from heterogeneous sources and provide a quantitative assessment of uncertainty in the inverse solution. The Bayesian setting casts the inverse solution as a posterior probability distribution over the model parameters. The Karhunen-Loeve expansion is used for dimension reduction of the random field. Furthermore, we use a hierarchical Bayes model to inject multiscale data in the modeling framework. In this Bayesian framework, we show that this inverse problem is well-posed by proving that the posterior measure is Lipschitz continuous with respect to the data in total variation norm. Computational challenges in this construction arise from the need for repeated evaluations of the forward model (e.g., in the context of MCMC) and are compounded by high dimensionality of the posterior. We develop two-stage reversible jump MCMC that has the ability to screen the bad proposals in the first inexpensive stage. Numerical results are presented by analyzing simulated as well as real data from hydrocarbon reservoir. This article has supplementary material available online. © 2014 American Statistical Association and the American Society for Quality.
Daily precipitation statistics in regional climate models
DEFF Research Database (Denmark)
Frei, Christoph; Christensen, Jens Hesselbjerg; Déqué, Michel
2003-01-01
An evaluation is undertaken of the statistics of daily precipitation as simulated by five regional climate models using comprehensive observations in the region of the European Alps. Four limited area models and one variable-resolution global model are considered, all with a grid spacing of 50 km...
Infinite Random Graphs as Statistical Mechanical Models
DEFF Research Database (Denmark)
Durhuus, Bergfinnur Jøgvan; Napolitano, George Maria
2011-01-01
We discuss two examples of infinite random graphs obtained as limits of finite statistical mechanical systems: a model of two-dimensional dis-cretized quantum gravity defined in terms of causal triangulated surfaces, and the Ising model on generic random trees. For the former model we describe a ...
Molenaar, Dylan; Tuerlinckx, Francis; van der Maas, Han L J
2015-05-01
We show how the hierarchical model for responses and response times as developed by van der Linden (2007), Fox, Klein Entink, and van der Linden (2007), Klein Entink, Fox, and van der Linden (2009), and Glas and van der Linden (2010) can be simplified to a generalized linear factor model with only the mild restriction that there is no hierarchical model at the item side. This result is valuable as it enables all well-developed modelling tools and extensions that come with these methods. We show that the restriction we impose on the hierarchical model does not influence parameter recovery under realistic circumstances. In addition, we present two illustrative real data analyses to demonstrate the practical benefits of our approach. © 2014 The British Psychological Society.
International Nuclear Information System (INIS)
2004-01-01
The overall aim of BIOCLIM is to assess the possible long term impacts due to climate change on the safety of radioactive waste repositories in deep formations. The coarse spatial scale of the Earth-system Models of Intermediate Complexity (EMICs) used in BIOCLIM compared with the BIOCLIM study regions and the needs of performance assessment creates a need for down-scaling. Most of the developmental work on down-scaling methodologies undertaken by the international research community has focused on down-scaling from the general circulation model (GCM) scale (with a typical spatial resolution of 400 km by 400 km over Europe in the current generation of models) using dynamical down-scaling (i.e., regional climate models (RCMs), which typically have a spatial resolution of 50 km by 50 km for models whose domain covers the European region) or statistical methods (which can provide information at the point or station scale) in order to construct scenarios of anthropogenic climate change up to 2100. Dynamical down-scaling (with the MAR RCM) is used in BIOCLIM WP2 to down-scale from the GCM (i.e., IPSL C M4 D ) scale. In the original BIOCLIM description of work, it was proposed that UEA would apply statistical down-scaling to IPSL C M4 D output in WP2 as part of the hierarchical strategy. Statistical down-scaling requires the identification of statistical relationships between the observed large-scale and regional/local climate, which are then applied to large-scale GCM output, on the assumption that these relationships remain valid in the future (the assumption of stationarity). Thus it was proposed that UEA would investigate the extent to which it is possible to apply relationships between the present-day large-scale and regional/local climate to the relatively extreme conditions of the BIOCLIM WP2 snapshot simulations. Potential statistical down-scaling methodologies were identified from previous work performed at UEA. Appropriate station data from the case
Matrix Tricks for Linear Statistical Models
Puntanen, Simo; Styan, George PH
2011-01-01
In teaching linear statistical models to first-year graduate students or to final-year undergraduate students there is no way to proceed smoothly without matrices and related concepts of linear algebra; their use is really essential. Our experience is that making some particular matrix tricks very familiar to students can substantially increase their insight into linear statistical models (and also multivariate statistical analysis). In matrix algebra, there are handy, sometimes even very simple "tricks" which simplify and clarify the treatment of a problem - both for the student and
Chapman, Robin S.; Hesketh, Linda J.; Kistler, Doris J.
2002-01-01
Longitudinal change in syntax comprehension and production skill, measured over six years, was modeled in 31 individuals (ages 5-20) with Down syndrome. The best fitting Hierarchical Linear Modeling model of comprehension uses age and visual and auditory short-term memory as predictors of initial status, and age for growth trajectory. (Contains…
Subedi, Bidya Raj; Reese, Nancy; Powell, Randy
2015-01-01
This study explored significant predictors of student's Grade Point Average (GPA) and truancy (days absent), and also determined teacher effectiveness based on proportion of variance explained at teacher level model. We employed a two-level hierarchical linear model (HLM) with student and teacher data at level-1 and level-2 models, respectively.…
Statistical physics of pairwise probability models
DEFF Research Database (Denmark)
Roudi, Yasser; Aurell, Erik; Hertz, John
2009-01-01
(dansk abstrakt findes ikke) Statistical models for describing the probability distribution over the states of biological systems are commonly used for dimensional reduction. Among these models, pairwise models are very attractive in part because they can be fit using a reasonable amount of data......: knowledge of the means and correlations between pairs of elements in the system is sufficient. Not surprisingly, then, using pairwise models for studying neural data has been the focus of many studies in recent years. In this paper, we describe how tools from statistical physics can be employed for studying...
Heuristics for Hierarchical Partitioning with Application to Model Checking
DEFF Research Database (Denmark)
Möller, Michael Oliver; Alur, Rajeev
2001-01-01
Given a collection of connected components, it is often desired to cluster together parts of strong correspondence, yielding a hierarchical structure. We address the automation of this process and apply heuristics to battle the combinatorial and computational complexity. We define a cost function...... that captures the quality of a structure relative to the connections and favors shallow structures with a low degree of branching. Finding a structure with minimal cost is NP-complete. We present a greedy polynomial-time algorithm that approximates good solutions incrementally by local evaluation of a heuristic...... function. We argue for a heuristic function based on four criteria: the number of enclosed connections, the number of components, the number of touched connections and the depth of the structure. We report on an application in the context of formal verification, where our algorithm serves as a preprocessor...
Distributions with given marginals and statistical modelling
Fortiana, Josep; Rodriguez-Lallena, José
2002-01-01
This book contains a selection of the papers presented at the meeting `Distributions with given marginals and statistical modelling', held in Barcelona (Spain), July 17-20, 2000. In 24 chapters, this book covers topics such as the theory of copulas and quasi-copulas, the theory and compatibility of distributions, models for survival distributions and other well-known distributions, time series, categorical models, definition and estimation of measures of dependence, monotonicity and stochastic ordering, shape and separability of distributions, hidden truncation models, diagonal families, orthogonal expansions, tests of independence, and goodness of fit assessment. These topics share the use and properties of distributions with given marginals, this being the fourth specialised text on this theme. The innovative aspect of the book is the inclusion of statistical aspects such as modelling, Bayesian statistics, estimation, and tests.
Aspects of statistical model for multifragmentation
International Nuclear Information System (INIS)
Bhattacharyya, P.; Das Gupta, S.; Mekjian, A. Z.
1999-01-01
We deal with two different aspects of an exactly soluble statistical model of fragmentation. First we show, using zero range force and finite temperature Thomas-Fermi theory, that a common link can be found between finite temperature mean field theory and the statistical fragmentation model. We show the latter naturally arises in the spinodal region. Next we show that although the exact statistical model is a canonical model and uses temperature, microcanonical results which use constant energy rather than constant temperature can also be obtained from the canonical model using saddle-point approximation. The methodology is extremely simple to implement and at least in all the examples studied in this work is very accurate. (c) 1999 The American Physical Society
Directory of Open Access Journals (Sweden)
Xulin Guo
2013-02-01
Full Text Available Over 50% of world’s population presently resides in cities, and this number is expected to rise to ~70% by 2050. Increasing urbanization problems including population growth, urban sprawl, land use change, unemployment, and environmental degradation, have markedly impacted urban residents’ Quality of Life (QOL. Therefore, urban sustainability and its measurement have gained increasing attention from administrators, urban planners, and scientific communities throughout the world with respect to improving urban development and human well-being. The widely accepted definition of urban sustainability emphasizes the balancing development of three primary domains (urban economy, society, and environment. This article attempts to improve the aforementioned definition of urban sustainability by incorporating a human well-being dimension. Major problems identified in existing urban sustainability indicator (USI models include a weak integration of potential indicators, poor measurement and quantification, and insufficient spatial-temporal analysis. To tackle these challenges an integrated USI model based on a hierarchical indices system was established for monitoring and evaluating urban sustainability. This model can be performed by quantifying indicators using both traditional statistical approaches and advanced geomatic techniques based on satellite imagery and census data, which aims to provide a theoretical basis for a comprehensive assessment of urban sustainability from a spatial-temporal perspective.
Statistical Compression for Climate Model Output
Hammerling, D.; Guinness, J.; Soh, Y. J.
2017-12-01
Numerical climate model simulations run at high spatial and temporal resolutions generate massive quantities of data. As our computing capabilities continue to increase, storing all of the data is not sustainable, and thus is it important to develop methods for representing the full datasets by smaller compressed versions. We propose a statistical compression and decompression algorithm based on storing a set of summary statistics as well as a statistical model describing the conditional distribution of the full dataset given the summary statistics. We decompress the data by computing conditional expectations and conditional simulations from the model given the summary statistics. Conditional expectations represent our best estimate of the original data but are subject to oversmoothing in space and time. Conditional simulations introduce realistic small-scale noise so that the decompressed fields are neither too smooth nor too rough compared with the original data. Considerable attention is paid to accurately modeling the original dataset-one year of daily mean temperature data-particularly with regard to the inherent spatial nonstationarity in global fields, and to determining the statistics to be stored, so that the variation in the original data can be closely captured, while allowing for fast decompression and conditional emulation on modest computers.
Sepú lveda, Nuno; Campino, Susana G; Assefa, Samuel A; Sutherland, Colin J; Pain, Arnab; Clark, Taane G
2013-01-01
Background: The advent of next generation sequencing technology has accelerated efforts to map and catalogue copy number variation (CNV) in genomes of important micro-organisms for public health. A typical analysis of the sequence data involves mapping reads onto a reference genome, calculating the respective coverage, and detecting regions with too-low or too-high coverage (deletions and amplifications, respectively). Current CNV detection methods rely on statistical assumptions (e.g., a Poisson model) that may not hold in general, or require fine-tuning the underlying algorithms to detect known hits. We propose a new CNV detection methodology based on two Poisson hierarchical models, the Poisson-Gamma and Poisson-Lognormal, with the advantage of being sufficiently flexible to describe different data patterns, whilst robust against deviations from the often assumed Poisson model.Results: Using sequence coverage data of 7 Plasmodium falciparum malaria genomes (3D7 reference strain, HB3, DD2, 7G8, GB4, OX005, and OX006), we showed that empirical coverage distributions are intrinsically asymmetric and overdispersed in relation to the Poisson model. We also demonstrated a low baseline false positive rate for the proposed methodology using 3D7 resequencing data and simulation. When applied to the non-reference isolate data, our approach detected known CNV hits, including an amplification of the PfMDR1 locus in DD2 and a large deletion in the CLAG3.2 gene in GB4, and putative novel CNV regions. When compared to the recently available FREEC and cn.MOPS approaches, our findings were more concordant with putative hits from the highest quality array data for the 7G8 and GB4 isolates.Conclusions: In summary, the proposed methodology brings an increase in flexibility, robustness, accuracy and statistical rigour to CNV detection using sequence coverage data. 2013 Seplveda et al.; licensee BioMed Central Ltd.
Sepúlveda, Nuno; Campino, Susana G; Assefa, Samuel A; Sutherland, Colin J; Pain, Arnab; Clark, Taane G
2013-02-26
The advent of next generation sequencing technology has accelerated efforts to map and catalogue copy number variation (CNV) in genomes of important micro-organisms for public health. A typical analysis of the sequence data involves mapping reads onto a reference genome, calculating the respective coverage, and detecting regions with too-low or too-high coverage (deletions and amplifications, respectively). Current CNV detection methods rely on statistical assumptions (e.g., a Poisson model) that may not hold in general, or require fine-tuning the underlying algorithms to detect known hits. We propose a new CNV detection methodology based on two Poisson hierarchical models, the Poisson-Gamma and Poisson-Lognormal, with the advantage of being sufficiently flexible to describe different data patterns, whilst robust against deviations from the often assumed Poisson model. Using sequence coverage data of 7 Plasmodium falciparum malaria genomes (3D7 reference strain, HB3, DD2, 7G8, GB4, OX005, and OX006), we showed that empirical coverage distributions are intrinsically asymmetric and overdispersed in relation to the Poisson model. We also demonstrated a low baseline false positive rate for the proposed methodology using 3D7 resequencing data and simulation. When applied to the non-reference isolate data, our approach detected known CNV hits, including an amplification of the PfMDR1 locus in DD2 and a large deletion in the CLAG3.2 gene in GB4, and putative novel CNV regions. When compared to the recently available FREEC and cn.MOPS approaches, our findings were more concordant with putative hits from the highest quality array data for the 7G8 and GB4 isolates. In summary, the proposed methodology brings an increase in flexibility, robustness, accuracy and statistical rigour to CNV detection using sequence coverage data.
Sepúlveda, Nuno
2013-02-26
Background: The advent of next generation sequencing technology has accelerated efforts to map and catalogue copy number variation (CNV) in genomes of important micro-organisms for public health. A typical analysis of the sequence data involves mapping reads onto a reference genome, calculating the respective coverage, and detecting regions with too-low or too-high coverage (deletions and amplifications, respectively). Current CNV detection methods rely on statistical assumptions (e.g., a Poisson model) that may not hold in general, or require fine-tuning the underlying algorithms to detect known hits. We propose a new CNV detection methodology based on two Poisson hierarchical models, the Poisson-Gamma and Poisson-Lognormal, with the advantage of being sufficiently flexible to describe different data patterns, whilst robust against deviations from the often assumed Poisson model.Results: Using sequence coverage data of 7 Plasmodium falciparum malaria genomes (3D7 reference strain, HB3, DD2, 7G8, GB4, OX005, and OX006), we showed that empirical coverage distributions are intrinsically asymmetric and overdispersed in relation to the Poisson model. We also demonstrated a low baseline false positive rate for the proposed methodology using 3D7 resequencing data and simulation. When applied to the non-reference isolate data, our approach detected known CNV hits, including an amplification of the PfMDR1 locus in DD2 and a large deletion in the CLAG3.2 gene in GB4, and putative novel CNV regions. When compared to the recently available FREEC and cn.MOPS approaches, our findings were more concordant with putative hits from the highest quality array data for the 7G8 and GB4 isolates.Conclusions: In summary, the proposed methodology brings an increase in flexibility, robustness, accuracy and statistical rigour to CNV detection using sequence coverage data. 2013 Seplveda et al.; licensee BioMed Central Ltd.
Performance modeling, loss networks, and statistical multiplexing
Mazumdar, Ravi
2009-01-01
This monograph presents a concise mathematical approach for modeling and analyzing the performance of communication networks with the aim of understanding the phenomenon of statistical multiplexing. The novelty of the monograph is the fresh approach and insights provided by a sample-path methodology for queueing models that highlights the important ideas of Palm distributions associated with traffic models and their role in performance measures. Also presented are recent ideas of large buffer, and many sources asymptotics that play an important role in understanding statistical multiplexing. I
Simple statistical model for branched aggregates
DEFF Research Database (Denmark)
Lemarchand, Claire; Hansen, Jesper Schmidt
2015-01-01
, given that it already has bonds with others. The model is applied here to asphaltene nanoaggregates observed in molecular dynamics simulations of Cooee bitumen. The variation with temperature of the probabilities deduced from this model is discussed in terms of statistical mechanics arguments....... The relevance of the statistical model in the case of asphaltene nanoaggregates is checked by comparing the predicted value of the probability for one molecule to have exactly i bonds with the same probability directly measured in the molecular dynamics simulations. The agreement is satisfactory......We propose a statistical model that can reproduce the size distribution of any branched aggregate, including amylopectin, dendrimers, molecular clusters of monoalcohols, and asphaltene nanoaggregates. It is based on the conditional probability for one molecule to form a new bond with a molecule...
Advances in statistical models for data analysis
Minerva, Tommaso; Vichi, Maurizio
2015-01-01
This edited volume focuses on recent research results in classification, multivariate statistics and machine learning and highlights advances in statistical models for data analysis. The volume provides both methodological developments and contributions to a wide range of application areas such as economics, marketing, education, social sciences and environment. The papers in this volume were first presented at the 9th biannual meeting of the Classification and Data Analysis Group (CLADAG) of the Italian Statistical Society, held in September 2013 at the University of Modena and Reggio Emilia, Italy.
Structured statistical models of inductive reasoning.
Kemp, Charles; Tenenbaum, Joshua B
2009-01-01
Everyday inductive inferences are often guided by rich background knowledge. Formal models of induction should aim to incorporate this knowledge and should explain how different kinds of knowledge lead to the distinctive patterns of reasoning found in different inductive contexts. This article presents a Bayesian framework that attempts to meet both goals and describes [corrected] 4 applications of the framework: a taxonomic model, a spatial model, a threshold model, and a causal model. Each model makes probabilistic inferences about the extensions of novel properties, but the priors for the 4 models are defined over different kinds of structures that capture different relationships between the categories in a domain. The framework therefore shows how statistical inference can operate over structured background knowledge, and the authors argue that this interaction between structure and statistics is critical for explaining the power and flexibility of human reasoning.
Model for neural signaling leap statistics
International Nuclear Information System (INIS)
Chevrollier, Martine; Oria, Marcos
2011-01-01
We present a simple model for neural signaling leaps in the brain considering only the thermodynamic (Nernst) potential in neuron cells and brain temperature. We numerically simulated connections between arbitrarily localized neurons and analyzed the frequency distribution of the distances reached. We observed qualitative change between Normal statistics (with T 37.5 0 C, awaken regime) and Levy statistics (T = 35.5 0 C, sleeping period), characterized by rare events of long range connections.
Statistical models based on conditional probability distributions
International Nuclear Information System (INIS)
Narayanan, R.S.
1991-10-01
We present a formulation of statistical mechanics models based on conditional probability distribution rather than a Hamiltonian. We show that it is possible to realize critical phenomena through this procedure. Closely linked with this formulation is a Monte Carlo algorithm, in which a configuration generated is guaranteed to be statistically independent from any other configuration for all values of the parameters, in particular near the critical point. (orig.)
Model for neural signaling leap statistics
Chevrollier, Martine; Oriá, Marcos
2011-03-01
We present a simple model for neural signaling leaps in the brain considering only the thermodynamic (Nernst) potential in neuron cells and brain temperature. We numerically simulated connections between arbitrarily localized neurons and analyzed the frequency distribution of the distances reached. We observed qualitative change between Normal statistics (with T = 37.5°C, awaken regime) and Lévy statistics (T = 35.5°C, sleeping period), characterized by rare events of long range connections.
Model for neural signaling leap statistics
Energy Technology Data Exchange (ETDEWEB)
Chevrollier, Martine; Oria, Marcos, E-mail: oria@otica.ufpb.br [Laboratorio de Fisica Atomica e Lasers Departamento de Fisica, Universidade Federal da ParaIba Caixa Postal 5086 58051-900 Joao Pessoa, Paraiba (Brazil)
2011-03-01
We present a simple model for neural signaling leaps in the brain considering only the thermodynamic (Nernst) potential in neuron cells and brain temperature. We numerically simulated connections between arbitrarily localized neurons and analyzed the frequency distribution of the distances reached. We observed qualitative change between Normal statistics (with T 37.5{sup 0}C, awaken regime) and Levy statistics (T = 35.5{sup 0}C, sleeping period), characterized by rare events of long range connections.
The Hierarchical Trend Model for property valuation and local price indices
Francke, M.K.; Vos, G.A.
2002-01-01
This paper presents a hierarchical trend model (HTM) for selling prices of houses, addressing three main problems: the spatial and temporal dependence of selling prices and the dependency of price index changes on housing quality. In this model the general price trend, cluster-level price trends,
Measuring Service Quality in Higher Education: Development of a Hierarchical Model (HESQUAL)
Teeroovengadum, Viraiyan; Kamalanabhan, T. J.; Seebaluck, Ashley Keshwar
2016-01-01
Purpose: This paper aims to develop and empirically test a hierarchical model for measuring service quality in higher education. Design/methodology/approach: The first phase of the study consisted of qualitative research methods and a comprehensive literature review, which allowed the development of a conceptual model comprising 53 service quality…
Avoiding Boundary Estimates in Hierarchical Linear Models through Weakly Informative Priors
Chung, Yeojin; Rabe-Hesketh, Sophia; Gelman, Andrew; Dorie, Vincent; Liu, Jinchen
2012-01-01
Hierarchical or multilevel linear models are widely used for longitudinal or cross-sectional data on students nested in classes and schools, and are particularly important for estimating treatment effects in cluster-randomized trials, multi-site trials, and meta-analyses. The models can allow for variation in treatment effects, as well as…
Chad Babcock; Andrew O. Finley; John B. Bradford; Randy Kolka; Richard Birdsey; Michael G. Ryan
2015-01-01
Many studies and production inventory systems have shown the utility of coupling covariates derived from Light Detection and Ranging (LiDAR) data with forest variables measured on georeferenced inventory plots through regression models. The objective of this study was to propose and assess the use of a Bayesian hierarchical modeling framework that accommodates both...
A Hierarchical Linear Model for Estimating Gender-Based Earnings Differentials.
Haberfield, Yitchak; Semyonov, Moshe; Addi, Audrey
1998-01-01
Estimates of gender earnings inequality in data from 116,431 Jewish workers were compared using a hierarchical linear model (HLM) and ordinary least squares model. The HLM allows estimation of the extent to which earnings inequality depends on occupational characteristics. (SK)
Arrigoni, Matías; Trager, Scott C.; Somerville, Rachel S.; Gibson, Brad K.
We study the metallicities and abundance ratios of early-type galaxies in cosmological semi-analytic models (SAMs) within the hierarchical galaxy formation paradigm. To achieve this we implemented a detailed galactic chemical evolution model and can now predict abundances of individual elements for
Arrigoni, Matias; Trager, Scott C.; Somerville, Rachel S.; Gibson, Brad K.
2010-01-01
We study the metallicities and abundance ratios of early-type galaxies in cosmological semi-analytic models (SAMs) within the hierarchical galaxy formation paradigm. To achieve this we implemented a detailed galactic chemical evolution model and can now predict abundances of individual elements for
A Hybrid PO - Higher-Order Hierarchical MoM Formulation using Curvilinear Geometry Modeling
DEFF Research Database (Denmark)
Jørgensen, E.; Meincke, Peter; Breinbjerg, Olav
2003-01-01
which implies a very modest memory requirement. Nevertheless, the hierarchical feature of the basis functions maintains the ability to treat small geometrical details efficiently. In addition, the scatterer is modelled with higher-order curved patches which allows accurate modelling of curved surfaces...
Soft tissue deformation using a Hierarchical Finite Element Model.
Faraci, Alessandro; Bello, Fernando; Darzi, Ara
2004-01-01
Simulating soft tissue deformation in real-time has become increasingly important in order to provide a realistic virtual environment for training surgical skills. Several methods have been proposed with the aim of rendering in real-time the mechanical and physiological behaviour of human organs, one of the most popular being Finite Element Method (FEM). In this paper we present a new approach to the solution of the FEM problem introducing the concept of parent and child mesh within the development of a hierarchical FEM. The online selection of the child mesh is presented with the purpose to adapt the mesh hierarchy in real-time. This permits further refinement of the child mesh increasing the detail of the deformation without slowing down the simulation and giving the possibility of integrating force feedback. The results presented demonstrate the application of our proposed framework using a desktop virtual reality (VR) system that incorporates stereo vision with integrated haptics co-location via a desktop Phantom force feedback device.
Transformation of renormalization groups in 2N-component fermion hierarchical model
International Nuclear Information System (INIS)
Stepanov, R.G.
2006-01-01
The 2N-component fermion model on the hierarchical lattice is studied. The explicit formulae for renormalization groups transformation in the space of coefficients setting the Grassmannian-significant density of the free measure are presented. The inverse transformation of the renormalization group is calculated. The definition of immovable points of renormalization groups is reduced to solving the set of algebraic equations. The interesting connection between renormalization group transformations in boson and fermion hierarchical models is found out. It is shown that one transformation is obtained from other one by the substitution of N on -N [ru
Growth curve models and statistical diagnostics
Pan, Jian-Xin
2002-01-01
Growth-curve models are generalized multivariate analysis-of-variance models. These models are especially useful for investigating growth problems on short times in economics, biology, medical research, and epidemiology. This book systematically introduces the theory of the GCM with particular emphasis on their multivariate statistical diagnostics, which are based mainly on recent developments made by the authors and their collaborators. The authors provide complete proofs of theorems as well as practical data sets and MATLAB code.
Topology for Statistical Modeling of Petascale Data
Energy Technology Data Exchange (ETDEWEB)
Pascucci, Valerio [Univ. of Utah, Salt Lake City, UT (United States); Levine, Joshua [Univ. of Utah, Salt Lake City, UT (United States); Gyulassy, Attila [Univ. of Utah, Salt Lake City, UT (United States); Bremer, P. -T. [Univ. of Utah, Salt Lake City, UT (United States)
2013-10-31
Many commonly used algorithms for mathematical analysis do not scale well enough to accommodate the size or complexity of petascale data produced by computational simulations. The primary goal of this project is to develop new mathematical tools that address both the petascale size and uncertain nature of current data. At a high level, the approach of the entire team involving all three institutions is based on the complementary techniques of combinatorial topology and statistical modelling. In particular, we use combinatorial topology to filter out spurious data that would otherwise skew statistical modelling techniques, and we employ advanced algorithms from algebraic statistics to efficiently find globally optimal fits to statistical models. The overall technical contributions can be divided loosely into three categories: (1) advances in the field of combinatorial topology, (2) advances in statistical modelling, and (3) new integrated topological and statistical methods. Roughly speaking, the division of labor between our 3 groups (Sandia Labs in Livermore, Texas A&M in College Station, and U Utah in Salt Lake City) is as follows: the Sandia group focuses on statistical methods and their formulation in algebraic terms, and finds the application problems (and data sets) most relevant to this project, the Texas A&M Group develops new algebraic geometry algorithms, in particular with fewnomial theory, and the Utah group develops new algorithms in computational topology via Discrete Morse Theory. However, we hasten to point out that our three groups stay in tight contact via videconference every 2 weeks, so there is much synergy of ideas between the groups. The following of this document is focused on the contributions that had grater direct involvement from the team at the University of Utah in Salt Lake City.
Fuzzy hierarchical model for risk assessment principles, concepts, and practical applications
Chan, Hing Kai
2013-01-01
Risk management is often complicated by situational uncertainties and the subjective preferences of decision makers. Fuzzy Hierarchical Model for Risk Assessment introduces a fuzzy-based hierarchical approach to solve risk management problems considering both qualitative and quantitative criteria to tackle imprecise information. This approach is illustrated through number of case studies using examples from the food, fashion and electronics sectors to cover a range of applications including supply chain management, green product design and green initiatives. These practical examples explore how this method can be adapted and fine tuned to fit other industries as well. Supported by an extensive literature review, Fuzzy Hierarchical Model for Risk Assessment comprehensively introduces a new method for project managers across all industries as well as researchers in risk management.
da Silva, Natal Santos; Undurraga, Eduardo A; da Silva Ferreira, Elis Regina; Estofolete, Cássia Fernanda; Nogueira, Maurício Lacerda
2018-01-01
In Brazil, the incidence of hospitalization due to dengue, as an indicator of severity, has drastically increased since 1998. The objective of our study was to identify risk factors associated with subsequent hospitalization related to dengue. We analyzed 7613 dengue confirmed via serology (ELISA), non-structural protein 1, or polymerase chain reaction amplification. We used a hierarchical framework to generate a multivariate logistic regression based on a variety of risk variables. This was followed by multiple statistical analyses to assess hierarchical model accuracy, variance, goodness of fit, and whether or not this model reliably represented the population. The final model, which included age, sex, ethnicity, previous dengue infection, hemorrhagic manifestations, plasma leakage, and organ failure, showed that all measured parameters, with the exception of previous dengue, were statistically significant. The presence of organ failure was associated with the highest risk of subsequent dengue hospitalization (OR=5·75; CI=3·53-9·37). Therefore, plasma leakage and organ failure were the main indicators of hospitalization due to dengue, although other variables of minor importance should also be considered to refer dengue patients to hospital treatment, which may lead to a reduction in avoidable deaths as well as costs related to dengue. Copyright © 2017 Elsevier B.V. All rights reserved.
Bayesian models a statistical primer for ecologists
Hobbs, N Thompson
2015-01-01
Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This textbook provides a comprehensive and accessible introduction to the latest Bayesian methods-in language ecologists can understand. Unlike other books on the subject, this one emphasizes the principles behind the computations, giving ecologists a big-picture understanding of how to implement this powerful statistical approach. Bayesian Models is an essential primer for non-statisticians. It begins with a definition of probabili
Directory of Open Access Journals (Sweden)
Chulkov Vitaliy Olegovich
2012-12-01
Full Text Available This article deals with the infographic modeling of hierarchical management systems exposed to innovative conflicts. The authors analyze the facts that serve as conflict drivers in the construction management environment. The reasons for innovative conflicts include changes in hierarchical structures of management systems, adjustment of workers to new management conditions, changes in the ideology, etc. Conflicts under consideration may involve contradictions between requests placed by customers and the legislation, any risks that may originate from the above contradiction, conflicts arising from any failure to comply with any accepted standards of conduct, etc. One of the main objectives of the theory of hierarchical structures is to develop a model capable of projecting potential innovative conflicts. Models described in the paper reflect dynamic changes in patterns of external impacts within the conflict area. The simplest model element is a monad, or an indivisible set of characteristics of participants at the pre-set level. Interaction between two monads forms a diad. Modeling of situations that involve a different number of monads, diads, resources and impacts can improve methods used to control and manage hierarchical structures in the construction industry. However, in the absence of any mathematical models employed to simulate conflict-related events, processes and situations, any research into, projection and management of interpersonal and group-to-group conflicts are to be performed in the legal environment
Statistical transmutation in doped quantum dimer models.
Lamas, C A; Ralko, A; Cabra, D C; Poilblanc, D; Pujol, P
2012-07-06
We prove a "statistical transmutation" symmetry of doped quantum dimer models on the square, triangular, and kagome lattices: the energy spectrum is invariant under a simultaneous change of statistics (i.e., bosonic into fermionic or vice versa) of the holes and of the signs of all the dimer resonance loops. This exact transformation enables us to define the duality equivalence between doped quantum dimer Hamiltonians and provides the analytic framework to analyze dynamical statistical transmutations. We investigate numerically the doping of the triangular quantum dimer model with special focus on the topological Z(2) dimer liquid. Doping leads to four (instead of two for the square lattice) inequivalent families of Hamiltonians. Competition between phase separation, superfluidity, supersolidity, and fermionic phases is investigated in the four families.
STATISTICAL MODELS OF REPRESENTING INTELLECTUAL CAPITAL
Directory of Open Access Journals (Sweden)
Andreea Feraru
2016-06-01
Full Text Available This article entitled Statistical Models of Representing Intellectual Capital approaches and analyses the concept of intellectual capital, as well as the main models which can support enterprisers/managers in evaluating and quantifying the advantages of intellectual capital. Most authors examine intellectual capital from a static perspective and focus on the development of its various evaluation models. In this chapter we surveyed the classical static models: Sveiby, Edvisson, Balanced Scorecard, as well as the canonical model of intellectual capital. Among the group of static models for evaluating organisational intellectual capital the canonical model stands out. This model enables the structuring of organisational intellectual capital in: human capital, structural capital and relational capital. Although the model is widely spread, it is a static one and can thus create a series of errors in the process of evaluation, because all the three entities mentioned above are not independent from the viewpoint of their contents, as any logic of structuring complex entities requires.
Directory of Open Access Journals (Sweden)
Thomas J Rodhouse
Full Text Available Monitoring programs that evaluate restoration and inform adaptive management are important for addressing environmental degradation. These efforts may be well served by spatially explicit hierarchical approaches to modeling because of unavoidable spatial structure inherited from past land use patterns and other factors. We developed bayesian hierarchical models to estimate trends from annual density counts observed in a spatially structured wetland forb (Camassia quamash [camas] population following the cessation of grazing and mowing on the study area, and in a separate reference population of camas. The restoration site was bisected by roads and drainage ditches, resulting in distinct subpopulations ("zones" with different land use histories. We modeled this spatial structure by fitting zone-specific intercepts and slopes. We allowed spatial covariance parameters in the model to vary by zone, as in stratified kriging, accommodating anisotropy and improving computation and biological interpretation. Trend estimates provided evidence of a positive effect of passive restoration, and the strength of evidence was influenced by the amount of spatial structure in the model. Allowing trends to vary among zones and accounting for topographic heterogeneity increased precision of trend estimates. Accounting for spatial autocorrelation shifted parameter coefficients in ways that varied among zones depending on strength of statistical shrinkage, autocorrelation and topographic heterogeneity--a phenomenon not widely described. Spatially explicit estimates of trend from hierarchical models will generally be more useful to land managers than pooled regional estimates and provide more realistic assessments of uncertainty. The ability to grapple with historical contingency is an appealing benefit of this approach.
Application of hierarchical genetic models to Raven and WAIS subtests: a Dutch twin study.
Rijsdijk, Frühling V; Vernon, P A; Boomsma, Dorret I
2002-05-01
Hierarchical models of intelligence are highly informative and widely accepted. Application of these models to twin data, however, is sparse. This paper addresses the question of how a genetic hierarchical model fits the Wechsler Adult Intelligence Scale (WAIS) subtests and the Raven Standard Progressive test score, collected in 194 18-year-old Dutch twin pairs. We investigated whether first-order group factors possess genetic and environmental variance independent of the higher-order general factor and whether the hierarchical structure is significant for all sources of variance. A hierarchical model with the 3 Cohen group-factors (verbal comprehension, perceptual organisation and freedom-from-distractibility) and a higher-order g factor showed the best fit to the phenotypic data and to additive genetic influences (A), whereas the unique environmental source of variance (E) could be modeled by a single general factor and specifics. There was no evidence for common environmental influences. The covariation among the WAIS group factors and the covariation between the group factors and the Raven is predominantly influenced by a second-order genetic factor and strongly support the notion of a biological basis of g.
Directory of Open Access Journals (Sweden)
David Lunn
Full Text Available The advantages of Bayesian statistical approaches, such as flexibility and the ability to acknowledge uncertainty in all parameters, have made them the prevailing method for analysing the spread of infectious diseases in human or animal populations. We introduce a Bayesian approach to experimental host-pathogen systems that shares these attractive features. Since uncertainty in all parameters is acknowledged, existing information can be accounted for through prior distributions, rather than through fixing some parameter values. The non-linear dynamics, multi-factorial design, multiple measurements of responses over time and sampling error that are typical features of experimental host-pathogen systems can also be naturally incorporated. We analyse the dynamics of the free-living protozoan Paramecium caudatum and its specialist bacterial parasite Holospora undulata. Our analysis provides strong evidence for a saturable infection function, and we were able to reproduce the two waves of infection apparent in the data by separating the initial inoculum from the parasites released after the first cycle of infection. In addition, the parameter estimates from the hierarchical model can be combined to infer variations in the parasite's basic reproductive ratio across experimental groups, enabling us to make predictions about the effect of resources and host genotype on the ability of the parasite to spread. Even though the high level of variability between replicates limited the resolution of the results, this Bayesian framework has strong potential to be used more widely in experimental ecology.
A Hierarchical Bayesian Model to Predict Self-Thinning Line for Chinese Fir in Southern China.
Directory of Open Access Journals (Sweden)
Xiongqing Zhang
Full Text Available Self-thinning is a dynamic equilibrium between forest growth and mortality at full site occupancy. Parameters of the self-thinning lines are often confounded by differences across various stand and site conditions. For overcoming the problem of hierarchical and repeated measures, we used hierarchical Bayesian method to estimate the self-thinning line. The results showed that the self-thinning line for Chinese fir (Cunninghamia lanceolata (Lamb.Hook. plantations was not sensitive to the initial planting density. The uncertainty of model predictions was mostly due to within-subject variability. The simulation precision of hierarchical Bayesian method was better than that of stochastic frontier function (SFF. Hierarchical Bayesian method provided a reasonable explanation of the impact of other variables (site quality, soil type, aspect, etc. on self-thinning line, which gave us the posterior distribution of parameters of self-thinning line. The research of self-thinning relationship could be benefit from the use of hierarchical Bayesian method.
(ajst) statistical mechanics model for orientational
African Journals Online (AJOL)
Science and Engineering Series Vol. 6, No. 2, pp. 94 - 101. STATISTICAL MECHANICS MODEL FOR ORIENTATIONAL. MOTION OF TWO-DIMENSIONAL RIGID ROTATOR. Malo, J.O. ... there is no translational motion and that they are well separated so .... constant and I is the moment of inertia of a linear rotator. Thus, the ...
Statistical Model Checking for Biological Systems
DEFF Research Database (Denmark)
David, Alexandre; Larsen, Kim Guldstrand; Legay, Axel
2014-01-01
Statistical Model Checking (SMC) is a highly scalable simulation-based verification approach for testing and estimating the probability that a stochastic system satisfies a given linear temporal property. The technique has been applied to (discrete and continuous time) Markov chains, stochastic...
Topology for Statistical Modeling of Petascale Data
Energy Technology Data Exchange (ETDEWEB)
Bennett, Janine Camille [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Pebay, Philippe Pierre [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Pascucci, Valerio [Univ. of Utah, Salt Lake City, UT (United States); Levine, Joshua [Univ. of Utah, Salt Lake City, UT (United States); Gyulassy, Attila [Univ. of Utah, Salt Lake City, UT (United States); Rojas, Maurice [Texas A & M Univ., College Station, TX (United States)
2014-07-01
This document presents current technical progress and dissemination of results for the Mathematics for Analysis of Petascale Data (MAPD) project titled "Topology for Statistical Modeling of Petascale Data", funded by the Office of Science Advanced Scientific Computing Research (ASCR) Applied Math program.
Establishing statistical models of manufacturing parameters
International Nuclear Information System (INIS)
Senevat, J.; Pape, J.L.; Deshayes, J.F.
1991-01-01
This paper reports on the effect of pilgering and cold-work parameters on contractile strain ratio and mechanical properties that were investigated using a large population of Zircaloy tubes. Statistical models were established between: contractile strain ratio and tooling parameters, mechanical properties (tensile test, creep test) and cold-work parameters, and mechanical properties and stress-relieving temperature
Asenov, Asen; Brown, A. R.; Slavcheva, G.; Davies, J. H.
2000-01-01
When MOSFETs are scaled to deep submicron dimensions the discreteness and randomness of the dopant charges in the channel region introduces significant fluctuations in the device characteristics. This effect, predicted 20 year ago, has been confirmed experimentally and in simulation studies. The impact of the fluctuations on the functionality, yield, and reliability of the corresponding systems shifts the paradigm of the numerical device simulation. It becomes insufficient to simulate only one device representing one macroscopical design in a continuous charge approximation. An ensemble of macroscopically identical but microscopically different devices has to be characterized by simulation of statistically significant samples. The aims of the numerical simulations shift from predicting the characteristics of a single device with continuous doping towards estimating the mean values and the standard deviations of basic design parameters such as threshold voltage, subthreshold slope, transconductance, drive current, etc. for the whole ensemble of 'atomistically' different devices in the system. It has to be pointed out that even the mean values obtained from 'atomistic' simulations are not identical to the values obtained from continuous doping simulations. In this paper we present a hierarchical approach to the 'atomistic' simulation of aggressively scaled decanano MOSFETs. A full scale 3D drift-diffusion'atomostic' simulation approach is first described and used for verification of the more economical, but also more restricted, options. To reduce the processor time and memory requirements at high drain voltage we have developed a self-consistent option based on a thin slab solution of the current continuity equation only in the channel region. This is coupled to the Poisson's equation solution in the whole simulation domain in the Gummel iteration cycles. The accuracy of this approach is investigated in comparison with the full self-consistent solution. At low drain
Statistical models for optimizing mineral exploration
International Nuclear Information System (INIS)
Wignall, T.K.; DeGeoffroy, J.
1987-01-01
The primary purpose of mineral exploration is to discover ore deposits. The emphasis of this volume is on the mathematical and computational aspects of optimizing mineral exploration. The seven chapters that make up the main body of the book are devoted to the description and application of various types of computerized geomathematical models. These chapters include: (1) the optimal selection of ore deposit types and regions of search, as well as prospecting selected areas, (2) designing airborne and ground field programs for the optimal coverage of prospecting areas, and (3) delineating and evaluating exploration targets within prospecting areas by means of statistical modeling. Many of these statistical programs are innovative and are designed to be useful for mineral exploration modeling. Examples of geomathematical models are applied to exploring for six main types of base and precious metal deposits, as well as other mineral resources (such as bauxite and uranium)
A statistical model for mapping morphological shape
Directory of Open Access Journals (Sweden)
Li Jiahan
2010-07-01
Full Text Available Abstract Background Living things come in all shapes and sizes, from bacteria, plants, and animals to humans. Knowledge about the genetic mechanisms for biological shape has far-reaching implications for a range spectrum of scientific disciplines including anthropology, agriculture, developmental biology, evolution and biomedicine. Results We derived a statistical model for mapping specific genes or quantitative trait loci (QTLs that control morphological shape. The model was formulated within the mixture framework, in which different types of shape are thought to result from genotypic discrepancies at a QTL. The EM algorithm was implemented to estimate QTL genotype-specific shapes based on a shape correspondence analysis. Computer simulation was used to investigate the statistical property of the model. Conclusion By identifying specific QTLs for morphological shape, the model developed will help to ask, disseminate and address many major integrative biological and genetic questions and challenges in the genetic control of biological shape and function.
Time to failure of hierarchical load-transfer models of fracture
DEFF Research Database (Denmark)
Vázquez-Prada, M; Gómez, J B; Moreno, Y
1999-01-01
The time to failure, T, of dynamical models of fracture for a hierarchical load-transfer geometry is studied. Using a probabilistic strategy and juxtaposing hierarchical structures of height n, we devise an exact method to compute T, for structures of height n+1. Bounding T, for large n, we are a...... are able to deduce that the time to failure tends to a nonzero value when n tends to infinity. This numerical conclusion is deduced for both power law and exponential breakdown rules....
Performance modeling, stochastic networks, and statistical multiplexing
Mazumdar, Ravi R
2013-01-01
This monograph presents a concise mathematical approach for modeling and analyzing the performance of communication networks with the aim of introducing an appropriate mathematical framework for modeling and analysis as well as understanding the phenomenon of statistical multiplexing. The models, techniques, and results presented form the core of traffic engineering methods used to design, control and allocate resources in communication networks.The novelty of the monograph is the fresh approach and insights provided by a sample-path methodology for queueing models that highlights the importan
Statistical models for competing risk analysis
International Nuclear Information System (INIS)
Sather, H.N.
1976-08-01
Research results on three new models for potential applications in competing risks problems. One section covers the basic statistical relationships underlying the subsequent competing risks model development. Another discusses the problem of comparing cause-specific risk structure by competing risks theory in two homogeneous populations, P1 and P2. Weibull models which allow more generality than the Berkson and Elveback models are studied for the effect of time on the hazard function. The use of concomitant information for modeling single-risk survival is extended to the multiple failure mode domain of competing risks. The model used to illustrate the use of this methodology is a life table model which has constant hazards within pre-designated intervals of the time scale. Two parametric models for bivariate dependent competing risks, which provide interesting alternatives, are proposed and examined
Statistical physics of pairwise probability models
Directory of Open Access Journals (Sweden)
Yasser Roudi
2009-11-01
Full Text Available Statistical models for describing the probability distribution over the states of biological systems are commonly used for dimensional reduction. Among these models, pairwise models are very attractive in part because they can be fit using a reasonable amount of data: knowledge of the means and correlations between pairs of elements in the system is sufficient. Not surprisingly, then, using pairwise models for studying neural data has been the focus of many studies in recent years. In this paper, we describe how tools from statistical physics can be employed for studying and using pairwise models. We build on our previous work on the subject and study the relation between different methods for fitting these models and evaluating their quality. In particular, using data from simulated cortical networks we study how the quality of various approximate methods for inferring the parameters in a pairwise model depends on the time bin chosen for binning the data. We also study the effect of the size of the time bin on the model quality itself, again using simulated data. We show that using finer time bins increases the quality of the pairwise model. We offer new ways of deriving the expressions reported in our previous work for assessing the quality of pairwise models.
From Playability to a Hierarchical Game Usability Model
Nacke, Lennart E.
2010-01-01
This paper presents a brief review of current game usability models. This leads to the conception of a high-level game development-centered usability model that integrates current usability approaches in game industry and game research.
Evaluation of Validity and Reliability for Hierarchical Scales Using Latent Variable Modeling
Raykov, Tenko; Marcoulides, George A.
2012-01-01
A latent variable modeling method is outlined, which accomplishes estimation of criterion validity and reliability for a multicomponent measuring instrument with hierarchical structure. The approach provides point and interval estimates for the scale criterion validity and reliability coefficients, and can also be used for testing composite or…
Putwain, Dave; Deveney, Carolyn
2009-01-01
The aim of this study was to examine an expanded integrative hierarchical model of test emotions and achievement goal orientations in predicting the examination performance of undergraduate students. Achievement goals were theorised as mediating the relationship between test emotions and performance. 120 undergraduate students completed…
Fung, Karen; ElAtia, Samira
2015-01-01
Using Hierarchical Linear Modelling (HLM), this study aimed to identify factors such as ESL/ELL/EAL status that would predict students' reading performance in an English language arts exam taken across Canada. Using data from the 2007 administration of the Pan-Canadian Assessment Program (PCAP) along with the accompanying surveys for students and…
The Hierarchical Factor Model of ADHD: Invariant across Age and National Groupings?
Toplak, Maggie E.; Sorge, Geoff B.; Flora, David B.; Chen, Wai; Banaschewski, Tobias; Buitelaar, Jan; Ebstein, Richard; Eisenberg, Jacques; Franke, Barbara; Gill, Michael; Miranda, Ana; Oades, Robert D.; Roeyers, Herbert; Rothenberger, Aribert; Sergeant, Joseph; Sonuga-Barke, Edmund; Steinhausen, Hans-Christoph; Thompson, Margaret; Tannock, Rosemary; Asherson, Philip; Faraone, Stephen V.
2012-01-01
Objective: To examine the factor structure of attention-deficit/hyperactivity disorder (ADHD) in a clinical sample of 1,373 children and adolescents with ADHD and their 1,772 unselected siblings recruited from different countries across a large age range. Hierarchical and correlated factor analytic models were compared separately in the ADHD and…
Rademaker, Arthur R.; van Minnen, Agnes; Ebberink, Freek; van Zuiden, Mirjam; Hagenaars, Muriel A.; Geuze, Elbert
2012-01-01
As of yet, no collective agreement has been reached regarding the precise factor structure of posttraumatic stress disorder (PTSD). Several alternative factor-models have been proposed in the last decades. The current study examined the fit of a hierarchical adaptation of the Simms et al. (2002)
Hierarchical models for informing general biomass equations with felled tree data
Brian J. Clough; Matthew B. Russell; Christopher W. Woodall; Grant M. Domke; Philip J. Radtke
2015-01-01
We present a hierarchical framework that uses a large multispecies felled tree database to inform a set of general models for predicting tree foliage biomass, with accompanying uncertainty, within the FIA database. Results suggest significant prediction uncertainty for individual trees and reveal higher errors when predicting foliage biomass for larger trees and for...
Perfect observables for the hierarchical non-linear O(N)-invariant σ-model
International Nuclear Information System (INIS)
Wieczerkowski, C.; Xylander, Y.
1995-05-01
We compute moving eigenvalues and the eigenvectors of the linear renormalization group transformation for observables along the renormalized trajectory of the hierarchical non-linear O(N)-invariant σ-model by means of perturbation theory in the running coupling constant. Moving eigenvectors are defined as solutions to a Callan-Symanzik type equation. (orig.)
Raykov, Tenko
2011-01-01
Interval estimation of intraclass correlation coefficients in hierarchical designs is discussed within a latent variable modeling framework. A method accomplishing this aim is outlined, which is applicable in two-level studies where participants (or generally lower-order units) are clustered within higher-order units. The procedure can also be…
Statistical models of petrol engines vehicles dynamics
Ilie, C. O.; Marinescu, M.; Alexa, O.; Vilău, R.; Grosu, D.
2017-10-01
This paper focuses on studying statistical models of vehicles dynamics. It was design and perform a one year testing program. There were used many same type cars with gasoline engines and different mileage. Experimental data were collected of onboard sensors and those on the engine test stand. A database containing data of 64th tests was created. Several mathematical modelling were developed using database and the system identification method. Each modelling is a SISO or a MISO linear predictive ARMAX (AutoRegressive-Moving-Average with eXogenous inputs) model. It represents a differential equation with constant coefficients. It were made 64th equations for each dependency like engine torque as output and engine’s load and intake manifold pressure, as inputs. There were obtained strings with 64 values for each type of model. The final models were obtained using average values of the coefficients. The accuracy of models was assessed.
Directory of Open Access Journals (Sweden)
Daniel Ting
2010-04-01
Full Text Available Distributions of the backbone dihedral angles of proteins have been studied for over 40 years. While many statistical analyses have been presented, only a handful of probability densities are publicly available for use in structure validation and structure prediction methods. The available distributions differ in a number of important ways, which determine their usefulness for various purposes. These include: 1 input data size and criteria for structure inclusion (resolution, R-factor, etc.; 2 filtering of suspect conformations and outliers using B-factors or other features; 3 secondary structure of input data (e.g., whether helix and sheet are included; whether beta turns are included; 4 the method used for determining probability densities ranging from simple histograms to modern nonparametric density estimation; and 5 whether they include nearest neighbor effects on the distribution of conformations in different regions of the Ramachandran map. In this work, Ramachandran probability distributions are presented for residues in protein loops from a high-resolution data set with filtering based on calculated electron densities. Distributions for all 20 amino acids (with cis and trans proline treated separately have been determined, as well as 420 left-neighbor and 420 right-neighbor dependent distributions. The neighbor-independent and neighbor-dependent probability densities have been accurately estimated using Bayesian nonparametric statistical analysis based on the Dirichlet process. In particular, we used hierarchical Dirichlet process priors, which allow sharing of information between densities for a particular residue type and different neighbor residue types. The resulting distributions are tested in a loop modeling benchmark with the program Rosetta, and are shown to improve protein loop conformation prediction significantly. The distributions are available at http://dunbrack.fccc.edu/hdp.
Equilibrium statistical mechanics of lattice models
Lavis, David A
2015-01-01
Most interesting and difficult problems in equilibrium statistical mechanics concern models which exhibit phase transitions. For graduate students and more experienced researchers this book provides an invaluable reference source of approximate and exact solutions for a comprehensive range of such models. Part I contains background material on classical thermodynamics and statistical mechanics, together with a classification and survey of lattice models. The geometry of phase transitions is described and scaling theory is used to introduce critical exponents and scaling laws. An introduction is given to finite-size scaling, conformal invariance and Schramm—Loewner evolution. Part II contains accounts of classical mean-field methods. The parallels between Landau expansions and catastrophe theory are discussed and Ginzburg—Landau theory is introduced. The extension of mean-field theory to higher-orders is explored using the Kikuchi—Hijmans—De Boer hierarchy of approximations. In Part III the use of alge...
Statistical shape and appearance models of bones.
Sarkalkan, Nazli; Weinans, Harrie; Zadpoor, Amir A
2014-03-01
When applied to bones, statistical shape models (SSM) and statistical appearance models (SAM) respectively describe the mean shape and mean density distribution of bones within a certain population as well as the main modes of variations of shape and density distribution from their mean values. The availability of this quantitative information regarding the detailed anatomy of bones provides new opportunities for diagnosis, evaluation, and treatment of skeletal diseases. The potential of SSM and SAM has been recently recognized within the bone research community. For example, these models have been applied for studying the effects of bone shape on the etiology of osteoarthritis, improving the accuracy of clinical osteoporotic fracture prediction techniques, design of orthopedic implants, and surgery planning. This paper reviews the main concepts, methods, and applications of SSM and SAM as applied to bone. Copyright © 2013 Elsevier Inc. All rights reserved.
Statistical Models of Adaptive Immune populations
Sethna, Zachary; Callan, Curtis; Walczak, Aleksandra; Mora, Thierry
The availability of large (104-106 sequences) datasets of B or T cell populations from a single individual allows reliable fitting of complex statistical models for naïve generation, somatic selection, and hypermutation. It is crucial to utilize a probabilistic/informational approach when modeling these populations. The inferred probability distributions allow for population characterization, calculation of probability distributions of various hidden variables (e.g. number of insertions), as well as statistical properties of the distribution itself (e.g. entropy). In particular, the differences between the T cell populations of embryonic and mature mice will be examined as a case study. Comparing these populations, as well as proposed mixed populations, provides a concrete exercise in model creation, comparison, choice, and validation.
An Analysis of Turkey's PISA 2015 Results Using Two-Level Hierarchical Linear Modelling
Atas, Dogu; Karadag, Özge
2017-01-01
In the field of education, most of the data collected are multi-level structured. Cities, city based schools, school based classes and finally students in the classrooms constitute a hierarchical structure. Hierarchical linear models give more accurate results compared to standard models when the data set has a structure going far as individuals,…
Cellular automata and statistical mechanical models
International Nuclear Information System (INIS)
Rujan, P.
1987-01-01
The authors elaborate on the analogy between the transfer matrix of usual lattice models and the master equation describing the time development of cellular automata. Transient and stationary properties of probabilistic automata are linked to surface and bulk properties, respectively, of restricted statistical mechanical systems. It is demonstrated that methods of statistical physics can be successfully used to describe the dynamic and the stationary behavior of such automata. Some exact results are derived, including duality transformations, exact mappings, disorder, and linear solutions. Many examples are worked out in detail to demonstrate how to use statistical physics in order to construct cellular automata with desired properties. This approach is considered to be a first step toward the design of fully parallel, probabilistic systems whose computational abilities rely on the cooperative behavior of their components
Directory of Open Access Journals (Sweden)
J. P. Werner
2015-03-01
Full Text Available Reconstructions of the late-Holocene climate rely heavily upon proxies that are assumed to be accurately dated by layer counting, such as measurements of tree rings, ice cores, and varved lake sediments. Considerable advances could be achieved if time-uncertain proxies were able to be included within these multiproxy reconstructions, and if time uncertainties were recognized and correctly modeled for proxies commonly treated as free of age model errors. Current approaches for accounting for time uncertainty are generally limited to repeating the reconstruction using each one of an ensemble of age models, thereby inflating the final estimated uncertainty – in effect, each possible age model is given equal weighting. Uncertainties can be reduced by exploiting the inferred space–time covariance structure of the climate to re-weight the possible age models. Here, we demonstrate how Bayesian hierarchical climate reconstruction models can be augmented to account for time-uncertain proxies. Critically, although a priori all age models are given equal probability of being correct, the probabilities associated with the age models are formally updated within the Bayesian framework, thereby reducing uncertainties. Numerical experiments show that updating the age model probabilities decreases uncertainty in the resulting reconstructions, as compared with the current de facto standard of sampling over all age models, provided there is sufficient information from other data sources in the spatial region of the time-uncertain proxy. This approach can readily be generalized to non-layer-counted proxies, such as those derived from marine sediments.
A hierarchical causal modeling for large industrial plants supervision
International Nuclear Information System (INIS)
Dziopa, P.; Leyval, L.
1994-01-01
A supervision system has to analyse the process current state and the way it will evolve after a modification of the inputs or disturbance. It is proposed to base this analysis on a hierarchy of models, witch differ by the number of involved variables and the abstraction level used to describe their temporal evolution. In a first step, special attention is paid to causal models building, from the most abstract one. Once the hierarchy of models has been build, the most detailed model parameters are estimated. Several models of different abstraction levels can be used for on line prediction. These methods have been applied to a nuclear reprocessing plant. The abstraction level could be chosen on line by the operator. Moreover when an abnormal process behaviour is detected a more detailed model is automatically triggered in order to focus the operator attention on the suspected subsystem. (authors). 11 refs., 11 figs
Sparse Event Modeling with Hierarchical Bayesian Kernel Methods
2016-01-05
SECURITY CLASSIFICATION OF: The research objective of this proposal was to develop a predictive Bayesian kernel approach to model count data based on...several predictive variables. Such an approach, which we refer to as the Poisson Bayesian kernel model, is able to model the rate of occurrence of... kernel methods made use of: (i) the Bayesian property of improving predictive accuracy as data are dynamically obtained, and (ii) the kernel function
Hierarchical modelling of line commutated power systems used in particle accelerators using Saber
International Nuclear Information System (INIS)
Reimund, J.A.
1993-01-01
This paper discusses the use of hierarchical simulation models using the program Saber trademark for the prediction of magnet ripple currents generated by the power supply/output filter combination. Modeling of an entire power system connected to output filters and particle accelerator ring magnets will be presented. Special emphasis is made on the modeling of power source imbalances caused by transformer impedance imbalances and utility variances. The affect that these imbalances have on the harmonic content of ripple current is also investigated
Bayesian hierarchical models for regional climate reconstructions of the last glacial maximum
Weitzel, Nils; Hense, Andreas; Ohlwein, Christian
2017-04-01
Spatio-temporal reconstructions of past climate are important for the understanding of the long term behavior of the climate system and the sensitivity to forcing changes. Unfortunately, they are subject to large uncertainties, have to deal with a complex proxy-climate structure, and a physically reasonable interpolation between the sparse proxy observations is difficult. Bayesian Hierarchical Models (BHMs) are a class of statistical models that is well suited for spatio-temporal reconstructions of past climate because they permit the inclusion of multiple sources of information (e.g. records from different proxy types, uncertain age information, output from climate simulations) and quantify uncertainties in a statistically rigorous way. BHMs in paleoclimatology typically consist of three stages which are modeled individually and are combined using Bayesian inference techniques. The data stage models the proxy-climate relation (often named transfer function), the process stage models the spatio-temporal distribution of the climate variables of interest, and the prior stage consists of prior distributions of the model parameters. For our BHMs, we translate well-known proxy-climate transfer functions for pollen to a Bayesian framework. In addition, we can include Gaussian distributed local climate information from preprocessed proxy records. The process stage combines physically reasonable spatial structures from prior distributions with proxy records which leads to a multivariate posterior probability distribution for the reconstructed climate variables. The prior distributions that constrain the possible spatial structure of the climate variables are calculated from climate simulation output. We present results from pseudoproxy tests as well as new regional reconstructions of temperatures for the last glacial maximum (LGM, ˜ 21,000 years BP). These reconstructions combine proxy data syntheses with information from climate simulations for the LGM that were
A test of the hierarchical model of litter decomposition
DEFF Research Database (Denmark)
Bradford, Mark A.; Veen, G. F.; Bonis, Anne
2017-01-01
Our basic understanding of plant litter decomposition informs the assumptions underlying widely applied soil biogeochemical models, including those embedded in Earth system models. Confidence in projected carbon cycle-climate feedbacks therefore depends on accurate knowledge about the controls...... regulating the rate at which plant biomass is decomposed into products such as CO2. Here we test underlying assumptions of the dominant conceptual model of litter decomposition. The model posits that a primary control on the rate of decomposition at regional to global scales is climate (temperature...
Simulating individual-based models of epidemics in hierarchical networks
Quax, R.; Bader, D.A.; Sloot, P.M.A.
2009-01-01
Current mathematical modeling methods for the spreading of infectious diseases are too simplified and do not scale well. We present the Simulator of Epidemic Evolution in Complex Networks (SEECN), an efficient simulator of detailed individual-based models by parameterizing separate dynamics
A three-component, hierarchical model of executive attention
Whittle, Sarah; Pantelis, Christos; Testa, Renee; Tiego, Jeggan; Bellgrove, Mark
2017-01-01
Executive attention refers to the goal-directed control of attention. Existing models of executive attention distinguish between three correlated, but empirically dissociable, factors related to selectively attending to task-relevant stimuli (Selective Attention), inhibiting task-irrelevant responses (Response Inhibition), and actively maintaining goal-relevant information (Working Memory Capacity). In these models, Selective Attention and Response Inhibition are moderately strongly correlate...
An open-population hierarchical distance sampling model
Sollmann, Rachel; Beth Gardner,; Richard B Chandler,; Royle, J. Andrew; T Scott Sillett,
2015-01-01
Modeling population dynamics while accounting for imperfect detection is essential to monitoring programs. Distance sampling allows estimating population size while accounting for imperfect detection, but existing methods do not allow for direct estimation of demographic parameters. We develop a model that uses temporal correlation in abundance arising from underlying population dynamics to estimate demographic parameters from repeated distance sampling surveys. Using a simulation study motivated by designing a monitoring program for island scrub-jays (Aphelocoma insularis), we investigated the power of this model to detect population trends. We generated temporally autocorrelated abundance and distance sampling data over six surveys, using population rates of change of 0.95 and 0.90. We fit the data generating Markovian model and a mis-specified model with a log-linear time effect on abundance, and derived post hoc trend estimates from a model estimating abundance for each survey separately. We performed these analyses for varying number of survey points. Power to detect population changes was consistently greater under the Markov model than under the alternatives, particularly for reduced numbers of survey points. The model can readily be extended to more complex demographic processes than considered in our simulations. This novel framework can be widely adopted for wildlife population monitoring.
An open-population hierarchical distance sampling model.
Sollmann, Rahel; Gardner, Beth; Chandler, Richard B; Royle, J Andrew; Sillett, T Scott
2015-02-01
Modeling population dynamics while accounting for imperfect detection is essential to monitoring programs. Distance sampling allows estimating population size while accounting for imperfect detection, but existing methods do not allow for estimation of demographic parameters. We develop a model that uses temporal correlation in abundance arising from underlying population dynamics to estimate demographic parameters from repeated distance sampling surveys. Using a simulation study motivated by designing a monitoring program for Island Scrub-Jays (Aphelocoma insularis), we investigated the power of this model to detect population trends. We generated temporally autocorrelated abundance and distance sampling data over six surveys, using population rates of change of 0.95 and 0.90. We fit the data generating Markovian model and a mis-specified model with a log-linear time effect on abundance, and derived post hoc trend estimates from a model estimating abundance for each survey separately. We performed these analyses for varying numbers of survey points. Power to detect population changes was consistently greater under the Markov model than under the alternatives, particularly for reduced numbers of survey points. The model can readily be extended to more complex demographic processes than considered in our simulations. This novel framework can be widely adopted for wildlife population monitoring.
Hierarchical material models for fragmentation modeling in NIF-ALE-AMR
International Nuclear Information System (INIS)
Fisher, A C; Masters, N D; Koniges, A E; Anderson, R W; Gunney, B T N; Wang, P; Becker, R; Dixit, P; Benson, D J
2008-01-01
Fragmentation is a fundamental process that naturally spans micro to macroscopic scales. Recent advances in algorithms, computer simulations, and hardware enable us to connect the continuum to microstructural regimes in a real simulation through a heterogeneous multiscale mathematical model. We apply this model to the problem of predicting how targets in the NIF chamber dismantle, so that optics and diagnostics can be protected from damage. The mechanics of the initial material fracture depend on the microscopic grain structure. In order to effectively simulate the fragmentation, this process must be modeled at the subgrain level with computationally expensive crystal plasticity models. However, there are not enough computational resources to model the entire NIF target at this microscopic scale. In order to accomplish these calculations, a hierarchical material model (HMM) is being developed. The HMM will allow fine-scale modeling of the initial fragmentation using computationally expensive crystal plasticity, while the elements at the mesoscale can use polycrystal models, and the macroscopic elements use analytical flow stress models. The HMM framework is built upon an adaptive mesh refinement (AMR) capability. We present progress in implementing the HMM in the NIF-ALE-AMR code. Additionally, we present test simulations relevant to NIF targets
Hierarchical material models for fragmentation modeling in NIF-ALE-AMR
Energy Technology Data Exchange (ETDEWEB)
Fisher, A C; Masters, N D; Koniges, A E; Anderson, R W; Gunney, B T N; Wang, P; Becker, R [Lawrence Livermore National Laboratory, PO Box 808, Livermore, CA 94551 (United States); Dixit, P; Benson, D J [University of California San Diego, 9500 Gilman Dr., La Jolla. CA 92093 (United States)], E-mail: fisher47@llnl.gov
2008-05-15
Fragmentation is a fundamental process that naturally spans micro to macroscopic scales. Recent advances in algorithms, computer simulations, and hardware enable us to connect the continuum to microstructural regimes in a real simulation through a heterogeneous multiscale mathematical model. We apply this model to the problem of predicting how targets in the NIF chamber dismantle, so that optics and diagnostics can be protected from damage. The mechanics of the initial material fracture depend on the microscopic grain structure. In order to effectively simulate the fragmentation, this process must be modeled at the subgrain level with computationally expensive crystal plasticity models. However, there are not enough computational resources to model the entire NIF target at this microscopic scale. In order to accomplish these calculations, a hierarchical material model (HMM) is being developed. The HMM will allow fine-scale modeling of the initial fragmentation using computationally expensive crystal plasticity, while the elements at the mesoscale can use polycrystal models, and the macroscopic elements use analytical flow stress models. The HMM framework is built upon an adaptive mesh refinement (AMR) capability. We present progress in implementing the HMM in the NIF-ALE-AMR code. Additionally, we present test simulations relevant to NIF targets.
Cucchi, K.; Kawa, N.; Hesse, F.; Rubin, Y.
2017-12-01
In order to reduce uncertainty in the prediction of subsurface flow and transport processes, practitioners should use all data available. However, classic inverse modeling frameworks typically only make use of information contained in in-situ field measurements to provide estimates of hydrogeological parameters. Such hydrogeological information about an aquifer is difficult and costly to acquire. In this data-scarce context, the transfer of ex-situ information coming from previously investigated sites can be critical for improving predictions by better constraining the estimation procedure. Bayesian inverse modeling provides a coherent framework to represent such ex-situ information by virtue of the prior distribution and combine them with in-situ information from the target site. In this study, we present an innovative data-driven approach for defining such informative priors for hydrogeological parameters at the target site. Our approach consists in two steps, both relying on statistical and machine learning methods. The first step is data selection; it consists in selecting sites similar to the target site. We use clustering methods for selecting similar sites based on observable hydrogeological features. The second step is data assimilation; it consists in assimilating data from the selected similar sites into the informative prior. We use a Bayesian hierarchical model to account for inter-site variability and to allow for the assimilation of multiple types of site-specific data. We present the application and validation of the presented methods on an established database of hydrogeological parameters. Data and methods are implemented in the form of an open-source R-package and therefore facilitate easy use by other practitioners.
Gavish, Yoni; O'Connell, Jerome; Marsh, Charles J.; Tarantino, Cristina; Blonda, Palma; Tomaselli, Valeria; Kunin, William E.
2018-02-01
The increasing need for high quality Habitat/Land-Cover (H/LC) maps has triggered considerable research into novel machine-learning based classification models. In many cases, H/LC classes follow pre-defined hierarchical classification schemes (e.g., CORINE), in which fine H/LC categories are thematically nested within more general categories. However, none of the existing machine-learning algorithms account for this pre-defined hierarchical structure. Here we introduce a novel Random Forest (RF) based application of hierarchical classification, which fits a separate local classification model in every branching point of the thematic tree, and then integrates all the different local models to a single global prediction. We applied the hierarchal RF approach in a NATURA 2000 site in Italy, using two land-cover (CORINE, FAO-LCCS) and one habitat classification scheme (EUNIS) that differ from one another in the shape of the class hierarchy. For all 3 classification schemes, both the hierarchical model and a flat model alternative provided accurate predictions, with kappa values mostly above 0.9 (despite using only 2.2-3.2% of the study area as training cells). The flat approach slightly outperformed the hierarchical models when the hierarchy was relatively simple, while the hierarchical model worked better under more complex thematic hierarchies. Most misclassifications came from habitat pairs that are thematically distant yet spectrally similar. In 2 out of 3 classification schemes, the additional constraints of the hierarchical model resulted with fewer such serious misclassifications relative to the flat model. The hierarchical model also provided valuable information on variable importance which can shed light into "black-box" based machine learning algorithms like RF. We suggest various ways by which hierarchical classification models can increase the accuracy and interpretability of H/LC classification maps.
Statistical Models for Inferring Vegetation Composition from Fossil Pollen
Paciorek, C.; McLachlan, J. S.; Shang, Z.
2011-12-01
Fossil pollen provide information about vegetation composition that can be used to help understand how vegetation has changed over the past. However, these data have not traditionally been analyzed in a way that allows for statistical inference about spatio-temporal patterns and trends. We build a Bayesian hierarchical model called STEPPS (Spatio-Temporal Empirical Prediction from Pollen in Sediments) that predicts forest composition in southern New England, USA, over the last two millenia based on fossil pollen. The critical relationships between abundances of tree taxa in the pollen record and abundances in actual vegetation are estimated using modern (Forest Inventory Analysis) data and (witness tree) data from colonial records. This gives us two time points at which both pollen and direct vegetation data are available. Based on these relationships, and incorporating our uncertainty about them, we predict forest composition using fossil pollen. We estimate the spatial distribution and relative abundances of tree species and draw inference about how these patterns have changed over time. Finally, we describe ongoing work to extend the modeling to the upper Midwest of the U.S., including an approach to infer tree density and thereby estimate the prairie-forest boundary in Minnesota and Wisconsin. This work is part of the PalEON project, which brings together a team of ecosystem modelers, paleoecologists, and statisticians with the goal of reconstructing vegetation responses to climate during the last two millenia in the northeastern and midwestern United States. The estimates from the statistical modeling will be used to assess and calibrate ecosystem models that are used to project ecological changes in response to global change.
Statistical Modelling of Wind Proles - Data Analysis and Modelling
DEFF Research Database (Denmark)
Jónsson, Tryggvi; Pinson, Pierre
The aim of the analysis presented in this document is to investigate whether statistical models can be used to make very short-term predictions of wind profiles.......The aim of the analysis presented in this document is to investigate whether statistical models can be used to make very short-term predictions of wind profiles....
Bayesian disease mapping: hierarchical modeling in spatial epidemiology
National Research Council Canada - National Science Library
Lawson, Andrew
2013-01-01
Since the publication of the first edition, many new Bayesian tools and methods have been developed for space-time data analysis, the predictive modeling of health outcomes, and other spatial biostatistical areas...
Statistical modelling of space-time processes with application to wind power
DEFF Research Database (Denmark)
Lenzi, Amanda
. This thesis aims at contributing to the wind power literature by building and evaluating new statistical techniques for producing forecasts at multiple locations and lead times using spatio-temporal information. By exploring the features of a rich portfolio of wind farms in western Denmark, we investigate...... propose spatial models for predicting wind power generation at two different time scales: for annual average wind power generation and for a high temporal resolution (typically wind power averages over 15-min time steps). In both cases, we use a spatial hierarchical statistical model in which spatial...
Hierarchical models and iterative optimization of hybrid systems
Energy Technology Data Exchange (ETDEWEB)
Rasina, Irina V. [Ailamazyan Program Systems Institute, Russian Academy of Sciences, Peter One str. 4a, Pereslavl-Zalessky, 152021 (Russian Federation); Baturina, Olga V. [Trapeznikov Control Sciences Institute, Russian Academy of Sciences, Profsoyuznaya str. 65, 117997, Moscow (Russian Federation); Nasatueva, Soelma N. [Buryat State University, Smolina str.24a, Ulan-Ude, 670000 (Russian Federation)
2016-06-08
A class of hybrid control systems on the base of two-level discrete-continuous model is considered. The concept of this model was proposed and developed in preceding works as a concretization of the general multi-step system with related optimality conditions. A new iterative optimization procedure for such systems is developed on the base of localization of the global optimality conditions via contraction the control set.
Statistical modeling of geopressured geothermal reservoirs
Ansari, Esmail; Hughes, Richard; White, Christopher D.
2017-06-01
Identifying attractive candidate reservoirs for producing geothermal energy requires predictive models. In this work, inspectional analysis and statistical modeling are used to create simple predictive models for a line drive design. Inspectional analysis on the partial differential equations governing this design yields a minimum number of fifteen dimensionless groups required to describe the physics of the system. These dimensionless groups are explained and confirmed using models with similar dimensionless groups but different dimensional parameters. This study models dimensionless production temperature and thermal recovery factor as the responses of a numerical model. These responses are obtained by a Box-Behnken experimental design. An uncertainty plot is used to segment the dimensionless time and develop a model for each segment. The important dimensionless numbers for each segment of the dimensionless time are identified using the Boosting method. These selected numbers are used in the regression models. The developed models are reduced to have a minimum number of predictors and interactions. The reduced final models are then presented and assessed using testing runs. Finally, applications of these models are offered. The presented workflow is generic and can be used to translate the output of a numerical simulator into simple predictive models in other research areas involving numerical simulation.
A statistical model for instable thermodynamical systems
International Nuclear Information System (INIS)
Sommer, Jens-Uwe
2003-01-01
A generic model is presented for statistical systems which display thermodynamic features in contrast to our everyday experience, such as infinite and negative heat capacities. Such system are instable in terms of classical equilibrium thermodynamics. Using our statistical model, we are able to investigate states of instable systems which are undefined in the framework of equilibrium thermodynamics. We show that a region of negative heat capacity in the adiabatic environment, leads to a first order like phase transition when the system is coupled to a heat reservoir. This phase transition takes place without a phase coexistence. Nevertheless, all intermediate states are stable due to fluctuations. When two instable system are brought in thermal contact, the temperature of the composed system is lower than the minimum temperature of the individual systems. Generally, the equilibrium states of instable system cannot be simply decomposed into equilibrium states of the individual systems. The properties of instable system depend on the environment, ensemble equivalence is broken
Fraldi, M.; Perrella, G.; Ciervo, M.; Bosia, F.; Pugno, N. M.
2017-09-01
Very recently, a Weibull-based probabilistic strategy has been successfully applied to bundles of wires to determine their overall stress-strain behaviour, also capturing previously unpredicted nonlinear and post-elastic features of hierarchical strands. This approach is based on the so-called "Equal Load Sharing (ELS)" hypothesis by virtue of which, when a wire breaks, the load acting on the strand is homogeneously redistributed among the surviving wires. Despite the overall effectiveness of the method, some discrepancies between theoretical predictions and in silico Finite Element-based simulations or experimental findings might arise when more complex structures are analysed, e.g. helically arranged bundles. To overcome these limitations, an enhanced hybrid approach is proposed in which the probability of rupture is combined with a deterministic mechanical model of a strand constituted by helically-arranged and hierarchically-organized wires. The analytical model is validated comparing its predictions with both Finite Element simulations and experimental tests. The results show that generalized stress-strain responses - incorporating tension/torsion coupling - are naturally found and, once one or more elements break, the competition between geometry and mechanics of the strand microstructure, i.e. the different cross sections and helical angles of the wires in the different hierarchical levels of the strand, determines the no longer homogeneous stress redistribution among the surviving wires whose fate is hence governed by a "Hierarchical Load Sharing" criterion.
Logarithmic transformed statistical models in calibration
International Nuclear Information System (INIS)
Zeis, C.D.
1975-01-01
A general type of statistical model used for calibration of instruments having the property that the standard deviations of the observed values increase as a function of the mean value is described. The application to the Helix Counter at the Rocky Flats Plant is primarily from a theoretical point of view. The Helix Counter measures the amount of plutonium in certain types of chemicals. The method described can be used also for other calibrations. (U.S.)
ARSENIC CONTAMINATION IN GROUNDWATER: A STATISTICAL MODELING
Palas Roy; Naba Kumar Mondal; Biswajit Das; Kousik Das
2013-01-01
High arsenic in natural groundwater in most of the tubewells of the Purbasthali- Block II area of Burdwan district (W.B, India) has recently been focused as a serious environmental concern. This paper is intending to illustrate the statistical modeling of the arsenic contaminated groundwater to identify the interrelation of that arsenic contain with other participating groundwater parameters so that the arsenic contamination level can easily be predicted by analyzing only such parameters. Mul...
Calibration of Automatically Generated Items Using Bayesian Hierarchical Modeling.
Johnson, Matthew S.; Sinharay, Sandip
For complex educational assessments, there is an increasing use of "item families," which are groups of related items. However, calibration or scoring for such an assessment requires fitting models that take into account the dependence structure inherent among the items that belong to the same item family. C. Glas and W. van der Linden…
A hierarchical modeling of information seeking behavior of school ...
African Journals Online (AJOL)
The aim of this study was to investigate the information seeking behavior of school teachers in the public primary schools of rural areas of Nigeria and to draw up a model of their information-seeking behavior. A Cross-sectional survey design research was employed to carry out the research. Findings showed that the ...
Generic Database Cost Models for Hierarchical Memory Systems
S. Manegold (Stefan); P.A. Boncz (Peter); M.L. Kersten (Martin)
2002-01-01
textabstractAccurate prediction of operator execution time is a prerequisite for database query optimization. Although extensively studied for conventional disk-based DBMSs, cost modeling in main-memory DBMSs is still an open issue. Recent database research has demonstrated that memory access is
Generic database cost models for hierarchical memory systems
S. Manegold (Stefan); P.A. Boncz (Peter); M.L. Kersten (Martin)
2002-01-01
textabstractAccurate prediction of operator execution time is a prerequisite fordatabase query optimization. Although extensively studied for conventionaldisk-based DBMSs, cost modeling in main-memory DBMSs is still an openissue. Recent database research has demonstrated that memory access ismore
A simple statistical model for geomagnetic reversals
Constable, Catherine
1990-01-01
The diversity of paleomagnetic records of geomagnetic reversals now available indicate that the field configuration during transitions cannot be adequately described by simple zonal or standing field models. A new model described here is based on statistical properties inferred from the present field and is capable of simulating field transitions like those observed. Some insight is obtained into what one can hope to learn from paleomagnetic records. In particular, it is crucial that the effects of smoothing in the remanence acquisition process be separated from true geomagnetic field behavior. This might enable us to determine the time constants associated with the dominant field configuration during a reversal.
Yi Huang; Francesca Dominici; Michelle Bell
2004-01-01
In this paper, we develop Bayesian hierarchical distributed lag models for estimating associations between daily variations in summer ozone levels and daily variations in cardiovascular and respiratory (CVDRESP) mortality counts for 19 U.S. large cities included in the National Morbidity Mortality Air Pollution Study (NMMAPS) for the period 1987 - 1994. At the first stage, we define a semi-parametric distributed lag Poisson regression model to estimate city-specific relative rates of CVDRESP ...
Energy Technology Data Exchange (ETDEWEB)
Thornton, Peter E [ORNL; Wang, Weile [ORNL; Law, Beverly E. [Oregon State University; Nemani, Ramakrishna R [NASA Ames Research Center
2009-01-01
The increasing complexity of ecosystem models represents a major difficulty in tuning model parameters and analyzing simulated results. To address this problem, this study develops a hierarchical scheme that simplifies the Biome-BGC model into three functionally cascaded tiers and analyzes them sequentially. The first-tier model focuses on leaf-level ecophysiological processes; it simulates evapotranspiration and photosynthesis with prescribed leaf area index (LAI). The restriction on LAI is then lifted in the following two model tiers, which analyze how carbon and nitrogen is cycled at the whole-plant level (the second tier) and in all litter/soil pools (the third tier) to dynamically support the prescribed canopy. In particular, this study analyzes the steady state of these two model tiers by a set of equilibrium equations that are derived from Biome-BGC algorithms and are based on the principle of mass balance. Instead of spinning-up the model for thousands of climate years, these equations are able to estimate carbon/nitrogen stocks and fluxes of the target (steady-state) ecosystem directly from the results obtained by the first-tier model. The model hierarchy is examined with model experiments at four AmeriFlux sites. The results indicate that the proposed scheme can effectively calibrate Biome-BGC to simulate observed fluxes of evapotranspiration and photosynthesis; and the carbon/nitrogen stocks estimated by the equilibrium analysis approach are highly consistent with the results of model simulations. Therefore, the scheme developed in this study may serve as a practical guide to calibrate/analyze Biome-BGC; it also provides an efficient way to solve the problem of model spin-up, especially for applications over large regions. The same methodology may help analyze other similar ecosystem models as well.
Generic Database Cost Models for Hierarchical Memory Systems
Manegold, Stefan; Boncz, Peter; Kersten, Martin
2002-01-01
textabstractAccurate prediction of operator execution time is a prerequisite for database query optimization. Although extensively studied for conventional disk-based DBMSs, cost modeling in main-memory DBMSs is still an open issue. Recent database research has demonstrated that memory access is more and more becoming a significant---if not the major---cost component of database operations. If used properly, fast but small cache memories---usually organized in cascading hierarchy between CPU ...
Boos, Moritz; Seer, Caroline; Lange, Florian; Kopp, Bruno
2016-01-01
Cognitive determinants of probabilistic inference were examined using hierarchical Bayesian modeling techniques. A classic urn-ball paradigm served as experimental strategy, involving a factorial two (prior probabilities) by two (likelihoods) design. Five computational models of cognitive processes were compared with the observed behavior. Parameter-free Bayesian posterior probabilities and parameter-free base rate neglect provided inadequate models of probabilistic inference. The introduction of distorted subjective probabilities yielded more robust and generalizable results. A general class of (inverted) S-shaped probability weighting functions had been proposed; however, the possibility of large differences in probability distortions not only across experimental conditions, but also across individuals, seems critical for the model's success. It also seems advantageous to consider individual differences in parameters of probability weighting as being sampled from weakly informative prior distributions of individual parameter values. Thus, the results from hierarchical Bayesian modeling converge with previous results in revealing that probability weighting parameters show considerable task dependency and individual differences. Methodologically, this work exemplifies the usefulness of hierarchical Bayesian modeling techniques for cognitive psychology. Theoretically, human probabilistic inference might be best described as the application of individualized strategic policies for Bayesian belief revision.
Colclough, Giles L; Woolrich, Mark W; Harrison, Samuel J; Rojas López, Pedro A; Valdes-Sosa, Pedro A; Smith, Stephen M
2018-05-07
A Bayesian model for sparse, hierarchical inverse covariance estimation is presented, and applied to multi-subject functional connectivity estimation in the human brain. It enables simultaneous inference of the strength of connectivity between brain regions at both subject and population level, and is applicable to fmri, meg and eeg data. Two versions of the model can encourage sparse connectivity, either using continuous priors to suppress irrelevant connections, or using an explicit description of the network structure to estimate the connection probability between each pair of regions. A large evaluation of this model, and thirteen methods that represent the state of the art of inverse covariance modelling, is conducted using both simulated and resting-state functional imaging datasets. Our novel Bayesian approach has similar performance to the best extant alternative, Ng et al.'s Sparse Group Gaussian Graphical Model algorithm, which also is based on a hierarchical structure. Using data from the Human Connectome Project, we show that these hierarchical models are able to reduce the measurement error in meg beta-band functional networks by 10%, producing concomitant increases in estimates of the genetic influence on functional connectivity. Copyright © 2018. Published by Elsevier Inc.
Choi, Kilchan
2011-01-01
This report explores a new latent variable regression 4-level hierarchical model for monitoring school performance over time using multisite multiple-cohorts longitudinal data. This kind of data set has a 4-level hierarchical structure: time-series observation nested within students who are nested within different cohorts of students. These…
Directory of Open Access Journals (Sweden)
Dan Wu
2009-06-01
Full Text Available The principal-subordinate hierarchical multi-objective programming model of initial water rights allocation was developed based on the principle of coordinated and sustainable development of different regions and water sectors within a basin. With the precondition of strictly controlling maximum emissions rights, initial water rights were allocated between the first and the second levels of the hierarchy in order to promote fair and coordinated development across different regions of the basin and coordinated and efficient water use across different water sectors, realize the maximum comprehensive benefits to the basin, promote the unity of quantity and quality of initial water rights allocation, and eliminate water conflict across different regions and water sectors. According to interactive decision-making theory, a principal-subordinate hierarchical interactive iterative algorithm based on the satisfaction degree was developed and used to solve the initial water rights allocation model. A case study verified the validity of the model.
Directory of Open Access Journals (Sweden)
Fidel Ernesto Castro Morales
2016-03-01
Full Text Available Abstract Objectives: to propose the use of a Bayesian hierarchical model to study the allometric scaling of the fetoplacental weight ratio, including possible confounders. Methods: data from 26 singleton pregnancies with gestational age at birth between 37 and 42 weeks were analyzed. The placentas were collected immediately after delivery and stored under refrigeration until the time of analysis, which occurred within up to 12 hours. Maternal data were collected from medical records. A Bayesian hierarchical model was proposed and Markov chain Monte Carlo simulation methods were used to obtain samples from distribution a posteriori. Results: the model developed showed a reasonable fit, even allowing for the incorporation of variables and a priori information on the parameters used. Conclusions: new variables can be added to the modelfrom the available code, allowing many possibilities for data analysis and indicating the potential for use in research on the subject.
Statistical Modelling of the Soil Dielectric Constant
Usowicz, Boguslaw; Marczewski, Wojciech; Bogdan Usowicz, Jerzy; Lipiec, Jerzy
2010-05-01
The dielectric constant of soil is the physical property being very sensitive on water content. It funds several electrical measurement techniques for determining the water content by means of direct (TDR, FDR, and others related to effects of electrical conductance and/or capacitance) and indirect RS (Remote Sensing) methods. The work is devoted to a particular statistical manner of modelling the dielectric constant as the property accounting a wide range of specific soil composition, porosity, and mass density, within the unsaturated water content. Usually, similar models are determined for few particular soil types, and changing the soil type one needs switching the model on another type or to adjust it by parametrization of soil compounds. Therefore, it is difficult comparing and referring results between models. The presented model was developed for a generic representation of soil being a hypothetical mixture of spheres, each representing a soil fraction, in its proper phase state. The model generates a serial-parallel mesh of conductive and capacitive paths, which is analysed for a total conductive or capacitive property. The model was firstly developed to determine the thermal conductivity property, and now it is extended on the dielectric constant by analysing the capacitive mesh. The analysis is provided by statistical means obeying physical laws related to the serial-parallel branching of the representative electrical mesh. Physical relevance of the analysis is established electrically, but the definition of the electrical mesh is controlled statistically by parametrization of compound fractions, by determining the number of representative spheres per unitary volume per fraction, and by determining the number of fractions. That way the model is capable covering properties of nearly all possible soil types, all phase states within recognition of the Lorenz and Knudsen conditions. In effect the model allows on generating a hypothetical representative of
Approximate Bayesian Computation by Subset Simulation using hierarchical state-space models
Vakilzadeh, Majid K.; Huang, Yong; Beck, James L.; Abrahamsson, Thomas
2017-02-01
A new multi-level Markov Chain Monte Carlo algorithm for Approximate Bayesian Computation, ABC-SubSim, has recently appeared that exploits the Subset Simulation method for efficient rare-event simulation. ABC-SubSim adaptively creates a nested decreasing sequence of data-approximating regions in the output space that correspond to increasingly closer approximations of the observed output vector in this output space. At each level, multiple samples of the model parameter vector are generated by a component-wise Metropolis algorithm so that the predicted output corresponding to each parameter value falls in the current data-approximating region. Theoretically, if continued to the limit, the sequence of data-approximating regions would converge on to the observed output vector and the approximate posterior distributions, which are conditional on the data-approximation region, would become exact, but this is not practically feasible. In this paper we study the performance of the ABC-SubSim algorithm for Bayesian updating of the parameters of dynamical systems using a general hierarchical state-space model. We note that the ABC methodology gives an approximate posterior distribution that actually corresponds to an exact posterior where a uniformly distributed combined measurement and modeling error is added. We also note that ABC algorithms have a problem with learning the uncertain error variances in a stochastic state-space model and so we treat them as nuisance parameters and analytically integrate them out of the posterior distribution. In addition, the statistical efficiency of the original ABC-SubSim algorithm is improved by developing a novel strategy to regulate the proposal variance for the component-wise Metropolis algorithm at each level. We demonstrate that Self-regulated ABC-SubSim is well suited for Bayesian system identification by first applying it successfully to model updating of a two degree-of-freedom linear structure for three cases: globally
A hierarchical spatial model of avian abundance with application to Cerulean Warblers
Thogmartin, Wayne E.; Sauer, John R.; Knutson, Melinda G.
2004-01-01
Surveys collecting count data are the primary means by which abundance is indexed for birds. These counts are confounded, however, by nuisance effects including observer effects and spatial correlation between counts. Current methods poorly accommodate both observer and spatial effects because modeling these spatially autocorrelated counts within a hierarchical framework is not practical using standard statistical approaches. We propose a Bayesian approach to this problem and provide as an example of its implementation a spatial model of predicted abundance for the Cerulean Warbler (Dendroica cerulea) in the Prairie-Hardwood Transition of the upper midwestern United States. We used an overdispersed Poisson regression with fixed and random effects, fitted by Markov chain Monte Carlo methods. We used 21 years of North American Breeding Bird Survey counts as the response in a loglinear function of explanatory variables describing habitat, spatial relatedness, year effects, and observer effects. The model included a conditional autoregressive term representing potential correlation between adjacent route counts. Categories of explanatory habitat variables in the model included land cover composition and configuration, climate, terrain heterogeneity, and human influence. The inherent hierarchy in the model was from counts occurring, in part, as a function of observers within survey routes within years. We found that the percentage of forested wetlands, an index of wetness potential, and an interaction between mean annual precipitation and deciduous forest patch size best described Cerulean Warbler abundance. Based on a map of relative abundance derived from the posterior parameter estimates, we estimated that only 15% of the species' population occurred on federal land, necessitating active engagement of public landowners and state agencies in the conservation of the breeding habitat for this species. Models of this type can be applied to any data in which the response
Encoding Dissimilarity Data for Statistical Model Building.
Wahba, Grace
2010-12-01
We summarize, review and comment upon three papers which discuss the use of discrete, noisy, incomplete, scattered pairwise dissimilarity data in statistical model building. Convex cone optimization codes are used to embed the objects into a Euclidean space which respects the dissimilarity information while controlling the dimension of the space. A "newbie" algorithm is provided for embedding new objects into this space. This allows the dissimilarity information to be incorporated into a Smoothing Spline ANOVA penalized likelihood model, a Support Vector Machine, or any model that will admit Reproducing Kernel Hilbert Space components, for nonparametric regression, supervised learning, or semi-supervised learning. Future work and open questions are discussed. The papers are: F. Lu, S. Keles, S. Wright and G. Wahba 2005. A framework for kernel regularization with application to protein clustering. Proceedings of the National Academy of Sciences 102, 12332-1233.G. Corrada Bravo, G. Wahba, K. Lee, B. Klein, R. Klein and S. Iyengar 2009. Examining the relative influence of familial, genetic and environmental covariate information in flexible risk models. Proceedings of the National Academy of Sciences 106, 8128-8133F. Lu, Y. Lin and G. Wahba. Robust manifold unfolding with kernel regularization. TR 1008, Department of Statistics, University of Wisconsin-Madison.
Directory of Open Access Journals (Sweden)
Alejandro Ivan Aguirre-Salado
2017-07-01
Full Text Available We implemented a spatial model for analysing PM 10 maxima across the Mexico City metropolitan area during the period 1995–2016. We assumed that these maxima follow a non-identical generalized extreme value (GEV distribution and modeled the trend by introducing multivariate smoothing spline functions into the probability GEV distribution. A flexible, three-stage hierarchical Bayesian approach was developed to analyse the distribution of the PM 10 maxima in space and time. We evaluated the statistical model’s performance by using a simulation study. The results showed strong evidence of a positive correlation between the PM 10 maxima and the longitude and latitude. The relationship between time and the PM 10 maxima was negative, indicating a decreasing trend over time. Finally, a high risk of PM 10 maxima presenting levels above 1000 μ g/m 3 (return period: 25 yr was observed in the northwestern region of the study area.
Directory of Open Access Journals (Sweden)
Moritz eBoos
2016-05-01
Full Text Available Cognitive determinants of probabilistic inference were examined using hierarchical Bayesian modelling techniques. A classic urn-ball paradigm served as experimental strategy, involving a factorial two (prior probabilities by two (likelihoods design. Five computational models of cognitive processes were compared with the observed behaviour. Parameter-free Bayesian posterior probabilities and parameter-free base rate neglect provided inadequate models of probabilistic inference. The introduction of distorted subjective probabilities yielded more robust and generalizable results. A general class of (inverted S-shaped probability weighting functions had been proposed; however, the possibility of large differences in probability distortions not only across experimental conditions, but also across individuals, seems critical for the model’s success. It also seems advantageous to consider individual differences in parameters of probability weighting as being sampled from weakly informative prior distributions of individual parameter values. Thus, the results from hierarchical Bayesian modelling converge with previous results in revealing that probability weighting parameters show considerable task dependency and individual differences. Methodologically, this work exemplifies the usefulness of hierarchical Bayesian modelling techniques for cognitive psychology. Theoretically, human probabilistic inference might be best described as the application of individualized strategic policies for Bayesian belief revision.
Okada, Kensuke; Vandekerckhove, Joachim; Lee, Michael D
2018-02-01
People often interact with environments that can provide only a finite number of items as resources. Eventually a book contains no more chapters, there are no more albums available from a band, and every Pokémon has been caught. When interacting with these sorts of environments, people either actively choose to quit collecting new items, or they are forced to quit when the items are exhausted. Modeling the distribution of how many items people collect before they quit involves untangling these two possibilities, We propose that censored geometric models are a useful basic technique for modeling the quitting distribution, and, show how, by implementing these models in a hierarchical and latent-mixture framework through Bayesian methods, they can be extended to capture the additional features of specific situations. We demonstrate this approach by developing and testing a series of models in two case studies involving real-world data. One case study deals with people choosing jokes from a recommender system, and the other deals with people completing items in a personality survey.
The Case for A Hierarchal System Model for Linux Clusters
Energy Technology Data Exchange (ETDEWEB)
Seager, M; Gorda, B
2009-06-05
The computer industry today is no longer driven, as it was in the 40s, 50s and 60s, by High-performance computing requirements. Rather, HPC systems, especially Leadership class systems, sit on top of a pyramid investment mode. Figure 1 shows a representative pyramid investment model for systems hardware. At the base of the pyramid is the huge investment (order 10s of Billions of US Dollars per year) in semiconductor fabrication and process technologies. These costs, which are approximately doubling with every generation, are funded from investments multiple markets: enterprise, desktops, games, embedded and specialized devices. Over and above these base technology investments are investments for critical technology elements such as microprocessor, chipsets and memory ASIC components. Investments for these components are spread across the same markets as the base semiconductor processes investments. These second tier investments are approximately half the size of the lower level of the pyramid. The next technology investment layer up, tier 3, is more focused on scalable computing systems such as those needed for HPC and other markets. These tier 3 technology elements include networking (SAN, WAN and LAN), interconnects and large scalable SMP designs. Above these is tier 4 are relatively small investments necessary to build very large, scalable systems high-end or Leadership class systems. Primary among these are the specialized network designs of vertically integrated systems, etc.
ARSENIC CONTAMINATION IN GROUNDWATER: A STATISTICAL MODELING
Directory of Open Access Journals (Sweden)
Palas Roy
2013-01-01
Full Text Available High arsenic in natural groundwater in most of the tubewells of the Purbasthali- Block II area of Burdwan district (W.B, India has recently been focused as a serious environmental concern. This paper is intending to illustrate the statistical modeling of the arsenic contaminated groundwater to identify the interrelation of that arsenic contain with other participating groundwater parameters so that the arsenic contamination level can easily be predicted by analyzing only such parameters. Multivariate data analysis was done with the collected groundwater samples from the 132 tubewells of this contaminated region shows that three variable parameters are significantly related with the arsenic. Based on these relationships, a multiple linear regression model has been developed that estimated the arsenic contamination by measuring such three predictor parameters of the groundwater variables in the contaminated aquifer. This model could also be a suggestive tool while designing the arsenic removal scheme for any affected groundwater.
MacCann, Carolyn; Joseph, Dana L; Newman, Daniel A; Roberts, Richard D
2014-04-01
This article examines the status of emotional intelligence (EI) within the structure of human cognitive abilities. To evaluate whether EI is a 2nd-stratum factor of intelligence, data were fit to a series of structural models involving 3 indicators each for fluid intelligence, crystallized intelligence, quantitative reasoning, visual processing, and broad retrieval ability, as well as 2 indicators each for emotion perception, emotion understanding, and emotion management. Unidimensional, multidimensional, hierarchical, and bifactor solutions were estimated in a sample of 688 college and community college students. Results suggest adequate fit for 2 models: (a) an oblique 8-factor model (with 5 traditional cognitive ability factors and 3 EI factors) and (b) a hierarchical solution (with cognitive g at the highest level and EI representing a 2nd-stratum factor that loads onto g at λ = .80). The acceptable relative fit of the hierarchical model confirms the notion that EI is a group factor of cognitive ability, marking the expression of intelligence in the emotion domain. The discussion proposes a possible expansion of Cattell-Horn-Carroll theory to include EI as a 2nd-stratum factor of similar standing to factors such as fluid intelligence and visual processing.
Costin, Ovidiu; Giacomin, Giambattista
2013-02-01
Oscillatory critical amplitudes have been repeatedly observed in hierarchical models and, in the cases that have been taken into consideration, these oscillations are so small to be hardly detectable. Hierarchical models are tightly related to iteration of maps and, in fact, very similar phenomena have been repeatedly reported in many fields of mathematics, like combinatorial evaluations and discrete branching processes. It is precisely in the context of branching processes with bounded off-spring that T. Harris, in 1948, first set forth the possibility that the logarithm of the moment generating function of the rescaled population size, in the super-critical regime, does not grow near infinity as a power, but it has an oscillatory prefactor (the Harris function). These oscillations have been observed numerically only much later and, while the origin is clearly tied to the discrete character of the iteration, the amplitude size is not so well understood. The purpose of this note is to reconsider the issue for hierarchical models and in what is arguably the most elementary setting—the pinning model—that actually just boils down to iteration of polynomial maps (and, notably, quadratic maps). In this note we show that the oscillatory critical amplitude for pinning models and the Harris function coincide. Moreover we make explicit the link between these oscillatory functions and the geometry of the Julia set of the map, making thus rigorous and quantitative some ideas set forth in Derrida et al. (Commun. Math. Phys. 94:115-132, 1984).
Optimizing refiner operation with statistical modelling
Energy Technology Data Exchange (ETDEWEB)
Broderick, G [Noranda Research Centre, Pointe Claire, PQ (Canada)
1997-02-01
The impact of refining conditions on the energy efficiency of the process and on the handsheet quality of a chemi-mechanical pulp was studied as part of a series of pilot scale refining trials. Statistical models of refiner performance were constructed from these results and non-linear optimization of process conditions were conducted. Optimization results indicated that increasing the ratio of specific energy applied in the first stage led to a reduction of some 15 per cent in the total energy requirement. The strategy can also be used to obtain significant increases in pulp quality for a given energy input. 20 refs., 6 tabs.
Average Nuclear properties based on statistical model
International Nuclear Information System (INIS)
El-Jaick, L.J.
1974-01-01
The rough properties of nuclei were investigated by statistical model, in systems with the same and different number of protons and neutrons, separately, considering the Coulomb energy in the last system. Some average nuclear properties were calculated based on the energy density of nuclear matter, from Weizsscker-Beth mass semiempiric formulae, generalized for compressible nuclei. In the study of a s surface energy coefficient, the great influence exercised by Coulomb energy and nuclear compressibility was verified. For a good adjust of beta stability lines and mass excess, the surface symmetry energy were established. (M.C.K.) [pt
On hierarchical models for visual recognition and learning of objects, scenes, and activities
Spehr, Jens
2015-01-01
In many computer vision applications, objects have to be learned and recognized in images or image sequences. This book presents new probabilistic hierarchical models that allow an efficient representation of multiple objects of different categories, scales, rotations, and views. The idea is to exploit similarities between objects and object parts in order to share calculations and avoid redundant information. Furthermore inference approaches for fast and robust detection are presented. These new approaches combine the idea of compositional and similarity hierarchies and overcome limitations of previous methods. Besides classical object recognition the book shows the use for detection of human poses in a project for gait analysis. The use of activity detection is presented for the design of environments for ageing, to identify activities and behavior patterns in smart homes. In a presented project for parking spot detection using an intelligent vehicle, the proposed approaches are used to hierarchically model...
DEFF Research Database (Denmark)
Huang, Qian; Huang, Yue-Cai; Ko, King-Tim
2011-01-01
. This approach avoids unnecessary and frequent handoff between cells and reduces signaling overheads. An approximation model with guaranteed accuracy and low computational complexity is presented for the loss performance of multiservice traffic. The accuracy of numerical results is validated by comparing......A hierarchical overlay structure is an alternative solution that integrates existing and future heterogeneous wireless networks to provide subscribers with better mobile broadband services. Traffic loss performance in such integrated heterogeneous networks is necessary for an operator's network...
Khazraee, S Hadi; Johnson, Valen; Lord, Dominique
2018-08-01
The Poisson-gamma (PG) and Poisson-lognormal (PLN) regression models are among the most popular means for motor vehicle crash data analysis. Both models belong to the Poisson-hierarchical family of models. While numerous studies have compared the overall performance of alternative Bayesian Poisson-hierarchical models, little research has addressed the impact of model choice on the expected crash frequency prediction at individual sites. This paper sought to examine whether there are any trends among candidate models predictions e.g., that an alternative model's prediction for sites with certain conditions tends to be higher (or lower) than that from another model. In addition to the PG and PLN models, this research formulated a new member of the Poisson-hierarchical family of models: the Poisson-inverse gamma (PIGam). Three field datasets (from Texas, Michigan and Indiana) covering a wide range of over-dispersion characteristics were selected for analysis. This study demonstrated that the model choice can be critical when the calibrated models are used for prediction at new sites, especially when the data are highly over-dispersed. For all three datasets, the PIGam model would predict higher expected crash frequencies than would the PLN and PG models, in order, indicating a clear link between the models predictions and the shape of their mixing distributions (i.e., gamma, lognormal, and inverse gamma, respectively). The thicker tail of the PIGam and PLN models (in order) may provide an advantage when the data are highly over-dispersed. The analysis results also illustrated a major deficiency of the Deviance Information Criterion (DIC) in comparing the goodness-of-fit of hierarchical models; models with drastically different set of coefficients (and thus predictions for new sites) may yield similar DIC values, because the DIC only accounts for the parameters in the lowest (observation) level of the hierarchy and ignores the higher levels (regression coefficients
Statistical pairwise interaction model of stock market
Bury, Thomas
2013-03-01
Financial markets are a classical example of complex systems as they are compound by many interacting stocks. As such, we can obtain a surprisingly good description of their structure by making the rough simplification of binary daily returns. Spin glass models have been applied and gave some valuable results but at the price of restrictive assumptions on the market dynamics or they are agent-based models with rules designed in order to recover some empirical behaviors. Here we show that the pairwise model is actually a statistically consistent model with the observed first and second moments of the stocks orientation without making such restrictive assumptions. This is done with an approach only based on empirical data of price returns. Our data analysis of six major indices suggests that the actual interaction structure may be thought as an Ising model on a complex network with interaction strengths scaling as the inverse of the system size. This has potentially important implications since many properties of such a model are already known and some techniques of the spin glass theory can be straightforwardly applied. Typical behaviors, as multiple equilibria or metastable states, different characteristic time scales, spatial patterns, order-disorder, could find an explanation in this picture.
DEFF Research Database (Denmark)
Kristensen, Anders Ringgaard; Søllested, Thomas Algot
2004-01-01
improvements. The biological model of the replacement model is described in a previous paper and in this paper the optimization model is described. The model is developed as a prototype for use under practical conditions. The application of the model is demonstrated using data from two commercial Danish sow......Recent methodological improvements in replacement models comprising multi-level hierarchical Markov processes and Bayesian updating have hardly been implemented in any replacement model and the aim of this study is to present a sow replacement model that really uses these methodological...... herds. It is concluded that the Bayesian updating technique and the hierarchical structure decrease the size of the state space dramatically. Since parameter estimates vary considerably among herds it is concluded that decision support concerning sow replacement only makes sense with parameters...
Statistical modeling to support power system planning
Staid, Andrea
This dissertation focuses on data-analytic approaches that improve our understanding of power system applications to promote better decision-making. It tackles issues of risk analysis, uncertainty management, resource estimation, and the impacts of climate change. Tools of data mining and statistical modeling are used to bring new insight to a variety of complex problems facing today's power system. The overarching goal of this research is to improve the understanding of the power system risk environment for improved operation, investment, and planning decisions. The first chapter introduces some challenges faced in planning for a sustainable power system. Chapter 2 analyzes the driving factors behind the disparity in wind energy investments among states with a goal of determining the impact that state-level policies have on incentivizing wind energy. Findings show that policy differences do not explain the disparities; physical and geographical factors are more important. Chapter 3 extends conventional wind forecasting to a risk-based focus of predicting maximum wind speeds, which are dangerous for offshore operations. Statistical models are presented that issue probabilistic predictions for the highest wind speed expected in a three-hour interval. These models achieve a high degree of accuracy and their use can improve safety and reliability in practice. Chapter 4 examines the challenges of wind power estimation for onshore wind farms. Several methods for wind power resource assessment are compared, and the weaknesses of the Jensen model are demonstrated. For two onshore farms, statistical models outperform other methods, even when very little information is known about the wind farm. Lastly, chapter 5 focuses on the power system more broadly in the context of the risks expected from tropical cyclones in a changing climate. Risks to U.S. power system infrastructure are simulated under different scenarios of tropical cyclone behavior that may result from climate
Acceleration transforms and statistical kinetic models
International Nuclear Information System (INIS)
LuValle, M.J.; Welsher, T.L.; Svoboda, K.
1988-01-01
For a restricted class of problems a mathematical model of microscopic degradation processes, statistical kinetics, is developed and linked through acceleration transforms to the information which can be obtained from a system in which the only observable sign of degradation is sudden and catastrophic failure. The acceleration transforms were developed in accelerated life testing applications as a tool for extrapolating from the observable results of an accelerated life test to the dynamics of the underlying degradation processes. A particular concern of a physicist attempting to interpreted the results of an analysis based on acceleration transforms is determining the physical species involved in the degradation process. These species may be (a) relatively abundant or (b) relatively rare. The main results of this paper are a theorem showing that for an important subclass of statistical kinetic models, acceleration transforms cannot be used to distinguish between cases a and b, and an example showing that in some cases falling outside the restrictions of the theorem, cases a and b can be distinguished by their acceleration transforms
Atmospheric corrosion: statistical validation of models
International Nuclear Information System (INIS)
Diaz, V.; Martinez-Luaces, V.; Guineo-Cobs, G.
2003-01-01
In this paper we discuss two different methods for validation of regression models, applied to corrosion data. One of them is based on the correlation coefficient and the other one is the statistical test of lack of fit. Both methods are used here to analyse fitting of bi logarithmic model in order to predict corrosion for very low carbon steel substrates in rural and urban-industrial atmospheres in Uruguay. Results for parameters A and n of the bi logarithmic model are reported here. For this purpose, all repeated values were used instead of using average values as usual. Modelling is carried out using experimental data corresponding to steel substrates under the same initial meteorological conditions ( in fact, they are put in the rack at the same time). Results of correlation coefficient are compared with the lack of it tested at two different signification levels (α=0.01 and α=0.05). Unexpected differences between them are explained and finally, it is possible to conclude, at least in the studied atmospheres, that the bi logarithmic model does not fit properly the experimental data. (Author) 18 refs
Pusuluri, Sai Teja
Energy landscapes are often used as metaphors for phenomena in biology, social sciences and finance. Different methods have been implemented in the past for the construction of energy landscapes. Neural network models based on spin glass physics provide an excellent mathematical framework for the construction of energy landscapes. This framework uses a minimal number of parameters and constructs the landscape using data from the actual phenomena. In the past neural network models were used to mimic the storage and retrieval process of memories (patterns) in the brain. With advances in the field now, these models are being used in machine learning, deep learning and modeling of complex phenomena. Most of the past literature focuses on increasing the storage capacity and stability of stored patterns in the network but does not study these models from a modeling perspective or an energy landscape perspective. This dissertation focuses on neural network models both from a modeling perspective and from an energy landscape perspective. I firstly show how the cellular interconversion phenomenon can be modeled as a transition between attractor states on an epigenetic landscape constructed using neural network models. The model allows the identification of a reaction coordinate of cellular interconversion by analyzing experimental and simulation time course data. Monte Carlo simulations of the model show that the initial phase of cellular interconversion is a Poisson process and the later phase of cellular interconversion is a deterministic process. Secondly, I explore the static features of landscapes generated using neural network models, such as sizes of basins of attraction and densities of metastable states. The simulation results show that the static landscape features are strongly dependent on the correlation strength and correlation structure between patterns. Using different hierarchical structures of the correlation between patterns affects the landscape features
Franke, R.
2016-11-01
In many networks discovered in biology, medicine, neuroscience and other disciplines special properties like a certain degree distribution and hierarchical cluster structure (also called communities) can be observed as general organizing principles. Detecting the cluster structure of an unknown network promises to identify functional subdivisions, hierarchy and interactions on a mesoscale. It is not trivial choosing an appropriate detection algorithm because there are multiple network, cluster and algorithmic properties to be considered. Edges can be weighted and/or directed, clusters overlap or build a hierarchy in several ways. Algorithms differ not only in runtime, memory requirements but also in allowed network and cluster properties. They are based on a specific definition of what a cluster is, too. On the one hand, a comprehensive network creation model is needed to build a large variety of benchmark networks with different reasonable structures to compare algorithms. On the other hand, if a cluster structure is already known, it is desirable to separate effects of this structure from other network properties. This can be done with null model networks that mimic an observed cluster structure to improve statistics on other network features. A third important application is the general study of properties in networks with different cluster structures, possibly evolving over time. Currently there are good benchmark and creation models available. But what is left is a precise sandbox model to build hierarchical, overlapping and directed clusters for undirected or directed, binary or weighted complex random networks on basis of a sophisticated blueprint. This gap shall be closed by the model CHIMERA (Cluster Hierarchy Interconnection Model for Evaluation, Research and Analysis) which will be introduced and described here for the first time.
Directory of Open Access Journals (Sweden)
Marinela eCapanu
2015-05-01
Full Text Available Identifying the small number of rare causal variants contributing to disease has beena major focus of investigation in recent years, but represents a formidable statisticalchallenge due to the rare frequencies with which these variants are observed. In thiscommentary we draw attention to a formal statistical framework, namely hierarchicalmodeling, to combine functional genomic annotations with sequencing data with theobjective of enhancing our ability to identify rare causal variants. Using simulations weshow that in all configurations studied, the hierarchical modeling approach has superiordiscriminatory ability compared to a recently proposed aggregate measure of deleteriousness,the Combined Annotation-Dependent Depletion (CADD score, supportingour premise that aggregate functional genomic measures can more accurately identifycausal variants when used in conjunction with sequencing data through a hierarchicalmodeling approach
Hierarchical Model Predictive Control for Plug-and-Play Resource Distribution
DEFF Research Database (Denmark)
Bendtsen, Jan Dimon; Trangbæk, K; Stoustrup, Jakob
2012-01-01
of autonomous units. The approach is inspired by smart-grid electric power production and consumption systems, where the flexibility of a large number of power producing and/or power consuming units can be exploited in a smart-grid solution. The objective is to accommodate the load variation on the grid......This chapter deals with hierarchical model predictive control (MPC) of distributed systems. A three level hierarchical approach is proposed, consisting of a high level MPC controller, a second level of so-called aggregators, controlled by an online MPC-like algorithm, and a lower level......, arising on one hand from varying consumption, on the other hand by natural variations in power production e.g. from wind turbines. The proposed method can also be applied to supply chain management systems, where the challenge is to balance demand and supply, using a number of storages each with a maximal...
Hou, Fujun
2016-01-01
This paper provides a description of how market competitiveness evaluations concerning mechanical equipment can be made in the context of multi-criteria decision environments. It is assumed that, when we are evaluating the market competitiveness, there are limited number of candidates with some required qualifications, and the alternatives will be pairwise compared on a ratio scale. The qualifications are depicted as criteria in hierarchical structure. A hierarchical decision model called PCbHDM was used in this study based on an analysis of its desirable traits. Illustration and comparison shows that the PCbHDM provides a convenient and effective tool for evaluating the market competitiveness of mechanical equipment. The researchers and practitioners might use findings of this paper in application of PCbHDM.
Yau, Christopher; Holmes, Chris
2011-07-01
We propose a hierarchical Bayesian nonparametric mixture model for clustering when some of the covariates are assumed to be of varying relevance to the clustering problem. This can be thought of as an issue in variable selection for unsupervised learning. We demonstrate that by defining a hierarchical population based nonparametric prior on the cluster locations scaled by the inverse covariance matrices of the likelihood we arrive at a 'sparsity prior' representation which admits a conditionally conjugate prior. This allows us to perform full Gibbs sampling to obtain posterior distributions over parameters of interest including an explicit measure of each covariate's relevance and a distribution over the number of potential clusters present in the data. This also allows for individual cluster specific variable selection. We demonstrate improved inference on a number of canonical problems.
Li, Ben; Li, Yunxiao; Qin, Zhaohui S
2017-06-01
Modern high-throughput biotechnologies such as microarray and next generation sequencing produce a massive amount of information for each sample assayed. However, in a typical high-throughput experiment, only limited amount of data are observed for each individual feature, thus the classical 'large p , small n ' problem. Bayesian hierarchical model, capable of borrowing strength across features within the same dataset, has been recognized as an effective tool in analyzing such data. However, the shrinkage effect, the most prominent feature of hierarchical features, can lead to undesirable over-correction for some features. In this work, we discuss possible causes of the over-correction problem and propose several alternative solutions. Our strategy is rooted in the fact that in the Big Data era, large amount of historical data are available which should be taken advantage of. Our strategy presents a new framework to enhance the Bayesian hierarchical model. Through simulation and real data analysis, we demonstrated superior performance of the proposed strategy. Our new strategy also enables borrowing information across different platforms which could be extremely useful with emergence of new technologies and accumulation of data from different platforms in the Big Data era. Our method has been implemented in R package "adaptiveHM", which is freely available from https://github.com/benliemory/adaptiveHM.
DEFF Research Database (Denmark)
Mantzouni, Irene; Sørensen, Helle; O'Hara, Robert B.
2010-01-01
and Beverton and Holt stock–recruitment (SR) models were extended by applying hierarchical methods, mixed-effects models, and Bayesian inference to incorporate the influence of these ecosystem factors on model parameters representing cod maximum reproductive rate and carrying capacity. We identified......Understanding how temperature affects cod (Gadus morhua) ecology is important for forecasting how populations will develop as climate changes in future. The effects of spawning-season temperature and habitat size on cod recruitment dynamics have been investigated across the North Atlantic. Ricker...
Spherical Process Models for Global Spatial Statistics
Jeong, Jaehong
2017-11-28
Statistical models used in geophysical, environmental, and climate science applications must reflect the curvature of the spatial domain in global data. Over the past few decades, statisticians have developed covariance models that capture the spatial and temporal behavior of these global data sets. Though the geodesic distance is the most natural metric for measuring distance on the surface of a sphere, mathematical limitations have compelled statisticians to use the chordal distance to compute the covariance matrix in many applications instead, which may cause physically unrealistic distortions. Therefore, covariance functions directly defined on a sphere using the geodesic distance are needed. We discuss the issues that arise when dealing with spherical data sets on a global scale and provide references to recent literature. We review the current approaches to building process models on spheres, including the differential operator, the stochastic partial differential equation, the kernel convolution, and the deformation approaches. We illustrate realizations obtained from Gaussian processes with different covariance structures and the use of isotropic and nonstationary covariance models through deformations and geographical indicators for global surface temperature data. To assess the suitability of each method, we compare their log-likelihood values and prediction scores, and we end with a discussion of related research problems.
Modeling for mechanical response of CICC by hierarchical approach and ABAQUS simulation
Energy Technology Data Exchange (ETDEWEB)
Li, Y.X.; Wang, X.; Gao, Y.W., E-mail: ywgao@lzu.edu.cn; Zhou, Y.H.
2013-11-15
Highlights: • We develop an analytical model based on the hierarchical approach of classical wire rope theory. • The numerical model is set up through ABAQUS to verify and enhance the theoretical model. • We calculate two concerned mechanical response: global displacement–load curve and local axial strain distribution. • Elastic–plasticity is the main character in loading curve, and the friction between adjacent strands plays a significant role in the distribution map. -- Abstract: An unexpected degradation frequently occurs in superconducting cable (CICC) due to the mechanical response (deformation) when suffering from electromagnetic load and thermal load during operation. Because of the cable's hierarchical twisted configuration, it is difficult to quantitatively model the mechanical response. In addition, the local mechanical characteristics such as strain distribution could be hardly monitored via experimental method. To address this issue, we develop an analytical model based on the hierarchical approach of classical wire rope theory. This approach follows the algorithm advancing successively from n + 1 stage (e.g. 3 × 3 × 5 subcable) to n stage (e.g. 3 × 3 subcable). There are no complicated numerical procedures required in this model. Meanwhile, the numerical model is set up through ABAQUS to verify and enhance the theoretical model. Subsequently, we calculate two concerned mechanical responses: global displacement–load curve and local axial strain distribution. We find that in the global displacement–load curve, the elastic–plasticity is the main character, and the higher-level cable shows enhanced nonlinear characteristics. As for the local distribution, the friction among adjacent strands plays a significant role in this map. The magnitude of friction strongly influences the regularity of the distribution at different twisted stages. More detailed results are presented in this paper.
Modeling for mechanical response of CICC by hierarchical approach and ABAQUS simulation
International Nuclear Information System (INIS)
Li, Y.X.; Wang, X.; Gao, Y.W.; Zhou, Y.H.
2013-01-01
Highlights: • We develop an analytical model based on the hierarchical approach of classical wire rope theory. • The numerical model is set up through ABAQUS to verify and enhance the theoretical model. • We calculate two concerned mechanical response: global displacement–load curve and local axial strain distribution. • Elastic–plasticity is the main character in loading curve, and the friction between adjacent strands plays a significant role in the distribution map. -- Abstract: An unexpected degradation frequently occurs in superconducting cable (CICC) due to the mechanical response (deformation) when suffering from electromagnetic load and thermal load during operation. Because of the cable's hierarchical twisted configuration, it is difficult to quantitatively model the mechanical response. In addition, the local mechanical characteristics such as strain distribution could be hardly monitored via experimental method. To address this issue, we develop an analytical model based on the hierarchical approach of classical wire rope theory. This approach follows the algorithm advancing successively from n + 1 stage (e.g. 3 × 3 × 5 subcable) to n stage (e.g. 3 × 3 subcable). There are no complicated numerical procedures required in this model. Meanwhile, the numerical model is set up through ABAQUS to verify and enhance the theoretical model. Subsequently, we calculate two concerned mechanical responses: global displacement–load curve and local axial strain distribution. We find that in the global displacement–load curve, the elastic–plasticity is the main character, and the higher-level cable shows enhanced nonlinear characteristics. As for the local distribution, the friction among adjacent strands plays a significant role in this map. The magnitude of friction strongly influences the regularity of the distribution at different twisted stages. More detailed results are presented in this paper
A statistical mechanical model of economics
Lubbers, Nicholas Edward Williams
Statistical mechanics pursues low-dimensional descriptions of systems with a very large number of degrees of freedom. I explore this theme in two contexts. The main body of this dissertation explores and extends the Yard Sale Model (YSM) of economic transactions using a combination of simulations and theory. The YSM is a simple interacting model for wealth distributions which has the potential to explain the empirical observation of Pareto distributions of wealth. I develop the link between wealth condensation and the breakdown of ergodicity due to nonlinear diffusion effects which are analogous to the geometric random walk. Using this, I develop a deterministic effective theory of wealth transfer in the YSM that is useful for explaining many quantitative results. I introduce various forms of growth to the model, paying attention to the effect of growth on wealth condensation, inequality, and ergodicity. Arithmetic growth is found to partially break condensation, and geometric growth is found to completely break condensation. Further generalizations of geometric growth with growth in- equality show that the system is divided into two phases by a tipping point in the inequality parameter. The tipping point marks the line between systems which are ergodic and systems which exhibit wealth condensation. I explore generalizations of the YSM transaction scheme to arbitrary betting functions to develop notions of universality in YSM-like models. I find that wealth vi condensation is universal to a large class of models which can be divided into two phases. The first exhibits slow, power-law condensation dynamics, and the second exhibits fast, finite-time condensation dynamics. I find that the YSM, which exhibits exponential dynamics, is the critical, self-similar model which marks the dividing line between the two phases. The final chapter develops a low-dimensional approach to materials microstructure quantification. Modern materials design harnesses complex
DEFF Research Database (Denmark)
Kristensen, Anders Ringgaard; Søllested, Thomas Algot
2004-01-01
that really uses all these methodological improvements. In this paper, the biological model describing the performance and feed intake of sows is presented. In particular, estimation of herd specific parameters is emphasized. The optimization model is described in a subsequent paper......Several replacement models have been presented in literature. In other applicational areas like dairy cow replacement, various methodological improvements like hierarchical Markov processes and Bayesian updating have been implemented, but not in sow models. Furthermore, there are methodological...... improvements like multi-level hierarchical Markov processes with decisions on multiple time scales, efficient methods for parameter estimations at herd level and standard software that has been hardly implemented at all in any replacement model. The aim of this study is to present a sow replacement model...
A hierarchical modeling methodology for the definition and selection of requirements
Dufresne, Stephane
This dissertation describes the development of a requirements analysis methodology that takes into account the concept of operations and the hierarchical decomposition of aerospace systems. At the core of the methodology, the Analytic Network Process (ANP) is used to ensure the traceability between the qualitative and quantitative information present in the hierarchical model. The proposed methodology is implemented to the requirements definition of a hurricane tracker Unmanned Aerial Vehicle. Three research objectives are identified in this work; (1) improve the requirements mapping process by matching the stakeholder expectations with the concept of operations, systems and available resources; (2) reduce the epistemic uncertainty surrounding the requirements and requirements mapping; and (3) improve the requirements down-selection process by taking into account the level of importance of the criteria and the available resources. Several challenges are associated with the identification and definition of requirements. The complexity of the system implies that a large number of requirements are needed to define the systems. These requirements are defined early in the conceptual design, where the level of knowledge is relatively low and the level of uncertainty is large. The proposed methodology intends to increase the level of knowledge and reduce the level of uncertainty by guiding the design team through a structured process. To address these challenges, a new methodology is created to flow-down the requirements from the stakeholder expectations to the systems alternatives. A taxonomy of requirements is created to classify the information gathered during the problem definition. Subsequently, the operational and systems functions and measures of effectiveness are integrated to a hierarchical model to allow the traceability of the information. Monte Carlo methods are used to evaluate the variations of the hierarchical model elements and consequently reduce the
Hierarchical model generation for architecture reconstruction using laser-scanned point clouds
Ning, Xiaojuan; Wang, Yinghui; Zhang, Xiaopeng
2014-06-01
Architecture reconstruction using terrestrial laser scanner is a prevalent and challenging research topic. We introduce an automatic, hierarchical architecture generation framework to produce full geometry of architecture based on a novel combination of facade structures detection, detailed windows propagation, and hierarchical model consolidation. Our method highlights the generation of geometric models automatically fitting the design information of the architecture from sparse, incomplete, and noisy point clouds. First, the planar regions detected in raw point clouds are interpreted as three-dimensional clusters. Then, the boundary of each region extracted by projecting the points into its corresponding two-dimensional plane is classified to obtain detailed shape structure elements (e.g., windows and doors). Finally, a polyhedron model is generated by calculating the proposed local structure model, consolidated structure model, and detailed window model. Experiments on modeling the scanned real-life buildings demonstrate the advantages of our method, in which the reconstructed models not only correspond to the information of architectural design accurately, but also satisfy the requirements for visualization and analysis.
Hierarchical Agent-Based Integrated Modelling Approach for Microgrids with Adoption of EVs and HRES
Directory of Open Access Journals (Sweden)
Peng Han
2014-01-01
Full Text Available The large adoption of electric vehicles (EVs, hybrid renewable energy systems (HRESs, and the increasing of the loads shall bring significant challenges to the microgrid. The methodology to model microgrid with high EVs and HRESs penetrations is the key to EVs adoption assessment and optimized HRESs deployment. However, considering the complex interactions of the microgrid containing massive EVs and HRESs, any previous single modelling approaches are insufficient. Therefore in this paper, the methodology named Hierarchical Agent-based Integrated Modelling Approach (HAIMA is proposed. With the effective integration of the agent-based modelling with other advanced modelling approaches, the proposed approach theoretically contributes to a new microgrid model hierarchically constituted by microgrid management layer, component layer, and event layer. Then the HAIMA further links the key parameters and interconnects them to achieve the interactions of the whole model. Furthermore, HAIMA practically contributes to a comprehensive microgrid operation system, through which the assessment of the proposed model and the impact of the EVs adoption are achieved. Simulations show that the proposed HAIMA methodology will be beneficial for the microgrid study and EV’s operation assessment and shall be further utilized for the energy management, electricity consumption prediction, the EV scheduling control, and HRES deployment optimization.
Hu, Jiexiang; Zhou, Qi; Jiang, Ping; Shao, Xinyu; Xie, Tingli
2018-01-01
Variable-fidelity (VF) modelling methods have been widely used in complex engineering system design to mitigate the computational burden. Building a VF model generally includes two parts: design of experiments and metamodel construction. In this article, an adaptive sampling method based on improved hierarchical kriging (ASM-IHK) is proposed to refine the improved VF model. First, an improved hierarchical kriging model is developed as the metamodel, in which the low-fidelity model is varied through a polynomial response surface function to capture the characteristics of a high-fidelity model. Secondly, to reduce local approximation errors, an active learning strategy based on a sequential sampling method is introduced to make full use of the already required information on the current sampling points and to guide the sampling process of the high-fidelity model. Finally, two numerical examples and the modelling of the aerodynamic coefficient for an aircraft are provided to demonstrate the approximation capability of the proposed approach, as well as three other metamodelling methods and two sequential sampling methods. The results show that ASM-IHK provides a more accurate metamodel at the same simulation cost, which is very important in metamodel-based engineering design problems.
Current algebra, statistical mechanics and quantum models
Vilela Mendes, R.
2017-11-01
Results obtained in the past for free boson systems at zero and nonzero temperatures are revisited to clarify the physical meaning of current algebra reducible functionals which are associated to systems with density fluctuations, leading to observable effects on phase transitions. To use current algebra as a tool for the formulation of quantum statistical mechanics amounts to the construction of unitary representations of diffeomorphism groups. Two mathematical equivalent procedures exist for this purpose. One searches for quasi-invariant measures on configuration spaces, the other for a cyclic vector in Hilbert space. Here, one argues that the second approach is closer to the physical intuition when modelling complex systems. An example of application of the current algebra methodology to the pairing phenomenon in two-dimensional fermion systems is discussed.
Statistical model for OCT image denoising
Li, Muxingzi
2017-08-01
Optical coherence tomography (OCT) is a non-invasive technique with a large array of applications in clinical imaging and biological tissue visualization. However, the presence of speckle noise affects the analysis of OCT images and their diagnostic utility. In this article, we introduce a new OCT denoising algorithm. The proposed method is founded on a numerical optimization framework based on maximum-a-posteriori estimate of the noise-free OCT image. It combines a novel speckle noise model, derived from local statistics of empirical spectral domain OCT (SD-OCT) data, with a Huber variant of total variation regularization for edge preservation. The proposed approach exhibits satisfying results in terms of speckle noise reduction as well as edge preservation, at reduced computational cost.
Dynamic classification of fetal heart rates by hierarchical Dirichlet process mixture models.
Directory of Open Access Journals (Sweden)
Kezi Yu
Full Text Available In this paper, we propose an application of non-parametric Bayesian (NPB models for classification of fetal heart rate (FHR recordings. More specifically, we propose models that are used to differentiate between FHR recordings that are from fetuses with or without adverse outcomes. In our work, we rely on models based on hierarchical Dirichlet processes (HDP and the Chinese restaurant process with finite capacity (CRFC. Two mixture models were inferred from real recordings, one that represents healthy and another, non-healthy fetuses. The models were then used to classify new recordings and provide the probability of the fetus being healthy. First, we compared the classification performance of the HDP models with that of support vector machines on real data and concluded that the HDP models achieved better performance. Then we demonstrated the use of mixture models based on CRFC for dynamic classification of the performance of (FHR recordings in a real-time setting.
New advances in statistical modeling and applications
Santos, Rui; Oliveira, Maria; Paulino, Carlos
2014-01-01
This volume presents selected papers from the XIXth Congress of the Portuguese Statistical Society, held in the town of Nazaré, Portugal, from September 28 to October 1, 2011. All contributions were selected after a thorough peer-review process. It covers a broad range of papers in the areas of statistical science, probability and stochastic processes, extremes and statistical applications.
A statistical model for predicting muscle performance
Byerly, Diane Leslie De Caix
The objective of these studies was to develop a capability for predicting muscle performance and fatigue to be utilized for both space- and ground-based applications. To develop this predictive model, healthy test subjects performed a defined, repetitive dynamic exercise to failure using a Lordex spinal machine. Throughout the exercise, surface electromyography (SEMG) data were collected from the erector spinae using a Mega Electronics ME3000 muscle tester and surface electrodes placed on both sides of the back muscle. These data were analyzed using a 5th order Autoregressive (AR) model and statistical regression analysis. It was determined that an AR derived parameter, the mean average magnitude of AR poles, significantly correlated with the maximum number of repetitions (designated Rmax) that a test subject was able to perform. Using the mean average magnitude of AR poles, a test subject's performance to failure could be predicted as early as the sixth repetition of the exercise. This predictive model has the potential to provide a basis for improving post-space flight recovery, monitoring muscle atrophy in astronauts and assessing the effectiveness of countermeasures, monitoring astronaut performance and fatigue during Extravehicular Activity (EVA) operations, providing pre-flight assessment of the ability of an EVA crewmember to perform a given task, improving the design of training protocols and simulations for strenuous International Space Station assembly EVA, and enabling EVA work task sequences to be planned enhancing astronaut performance and safety. Potential ground-based, medical applications of the predictive model include monitoring muscle deterioration and performance resulting from illness, establishing safety guidelines in the industry for repetitive tasks, monitoring the stages of rehabilitation for muscle-related injuries sustained in sports and accidents, and enhancing athletic performance through improved training protocols while reducing
A conceptual modeling framework for discrete event simulation using hierarchical control structures.
Furian, N; O'Sullivan, M; Walker, C; Vössner, S; Neubacher, D
2015-08-01
Conceptual Modeling (CM) is a fundamental step in a simulation project. Nevertheless, it is only recently that structured approaches towards the definition and formulation of conceptual models have gained importance in the Discrete Event Simulation (DES) community. As a consequence, frameworks and guidelines for applying CM to DES have emerged and discussion of CM for DES is increasing. However, both the organization of model-components and the identification of behavior and system control from standard CM approaches have shortcomings that limit CM's applicability to DES. Therefore, we discuss the different aspects of previous CM frameworks and identify their limitations. Further, we present the Hierarchical Control Conceptual Modeling framework that pays more attention to the identification of a models' system behavior, control policies and dispatching routines and their structured representation within a conceptual model. The framework guides the user step-by-step through the modeling process and is illustrated by a worked example.
Efficient Actor-Critic Algorithm with Hierarchical Model Learning and Planning
Fu, QiMing
2016-01-01
To improve the convergence rate and the sample efficiency, two efficient learning methods AC-HMLP and RAC-HMLP (AC-HMLP with ℓ 2-regularization) are proposed by combining actor-critic algorithm with hierarchical model learning and planning. The hierarchical models consisting of the local and the global models, which are learned at the same time during learning of the value function and the policy, are approximated by local linear regression (LLR) and linear function approximation (LFA), respectively. Both the local model and the global model are applied to generate samples for planning; the former is used only if the state-prediction error does not surpass the threshold at each time step, while the latter is utilized at the end of each episode. The purpose of taking both models is to improve the sample efficiency and accelerate the convergence rate of the whole algorithm through fully utilizing the local and global information. Experimentally, AC-HMLP and RAC-HMLP are compared with three representative algorithms on two Reinforcement Learning (RL) benchmark problems. The results demonstrate that they perform best in terms of convergence rate and sample efficiency. PMID:27795704
Statistical Model Checking of Rich Models and Properties
DEFF Research Database (Denmark)
Poulsen, Danny Bøgsted
in undecidability issues for the traditional model checking approaches. Statistical model checking has proven itself a valuable supplement to model checking and this thesis is concerned with extending this software validation technique to stochastic hybrid systems. The thesis consists of two parts: the first part...... motivates why existing model checking technology should be supplemented by new techniques. It also contains a brief introduction to probability theory and concepts covered by the six papers making up the second part. The first two papers are concerned with developing online monitoring techniques...... systems. The fifth paper shows how stochastic hybrid automata are useful for modelling biological systems and the final paper is concerned with showing how statistical model checking is efficiently distributed. In parallel with developing the theory contained in the papers, a substantial part of this work...
Padilla, Jennifer E; Liu, Wenyan; Seeman, Nadrian C
2012-06-01
We introduce a hierarchical self assembly algorithm that produces the quasiperiodic patterns found in the Robinson tilings and suggest a practical implementation of this algorithm using DNA origami tiles. We modify the abstract Tile Assembly Model, (aTAM), to include active signaling and glue activation in response to signals to coordinate the hierarchical assembly of Robinson patterns of arbitrary size from a small set of tiles according to the tile substitution algorithm that generates them. Enabling coordinated hierarchical assembly in the aTAM makes possible the efficient encoding of the recursive process of tile substitution.
International Nuclear Information System (INIS)
Makela, A.
2003-01-01
A generally accepted method has not emerged for managing the different temporal and spatial scales in a forest ecosystem. This paper reviews a hierarchical-modular modelling tradition, with the main focus on individual tree growth throughout the rotation. At this scale, model performance requires (i) realistic long-term dynamic properties, (ii) realistic responses of growth and mortality of competing individuals, and (iii) realistic responses to ecophysio-logical inputs. Model development and validation are illustrated through allocation patterns, height growth, and size-related feedbacks. Empirical work to test the approach is reviewed. In this approach, finer scale effects are embedded in parameters calculated using more detailed, interacting modules. This is exemplified by (i) the within-year effect of weather on annual photosynthesis, (ii) the effects of fast soil processes on carbon allocation and photosynthesis, and (iii) the utilization of detailed stem structure to predict wood quality. Prevailing management paradigms are reflected in growth modelling. A shift of emphasis has occurred from productivity in homogeneous canopies towards, e.g., wood quality versus total yield, spatially more explicit models, and growth decline in old-growth forests. The new problems emphasize the hierarchy of the system and interscale interactions, suggesting that the hierarchical-modular approach could prove constructive. (author)
A Hierarchical Feature Extraction Model for Multi-Label Mechanical Patent Classification
Directory of Open Access Journals (Sweden)
Jie Hu
2018-01-01
Full Text Available Various studies have focused on feature extraction methods for automatic patent classification in recent years. However, most of these approaches are based on the knowledge from experts in related domains. Here we propose a hierarchical feature extraction model (HFEM for multi-label mechanical patent classification, which is able to capture both local features of phrases as well as global and temporal semantics. First, a n-gram feature extractor based on convolutional neural networks (CNNs is designed to extract salient local lexical-level features. Next, a long dependency feature extraction model based on the bidirectional long–short-term memory (BiLSTM neural network model is proposed to capture sequential correlations from higher-level sequence representations. Then the HFEM algorithm and its hierarchical feature extraction architecture are detailed. We establish the training, validation and test datasets, containing 72,532, 18,133, and 2679 mechanical patent documents, respectively, and then check the performance of HFEMs. Finally, we compared the results of the proposed HFEM and three other single neural network models, namely CNN, long–short-term memory (LSTM, and BiLSTM. The experimental results indicate that our proposed HFEM outperforms the other compared models in both precision and recall.
A conceptual modeling framework for discrete event simulation using hierarchical control structures
Furian, N.; O’Sullivan, M.; Walker, C.; Vössner, S.; Neubacher, D.
2015-01-01
Conceptual Modeling (CM) is a fundamental step in a simulation project. Nevertheless, it is only recently that structured approaches towards the definition and formulation of conceptual models have gained importance in the Discrete Event Simulation (DES) community. As a consequence, frameworks and guidelines for applying CM to DES have emerged and discussion of CM for DES is increasing. However, both the organization of model-components and the identification of behavior and system control from standard CM approaches have shortcomings that limit CM’s applicability to DES. Therefore, we discuss the different aspects of previous CM frameworks and identify their limitations. Further, we present the Hierarchical Control Conceptual Modeling framework that pays more attention to the identification of a models’ system behavior, control policies and dispatching routines and their structured representation within a conceptual model. The framework guides the user step-by-step through the modeling process and is illustrated by a worked example. PMID:26778940
Network Data: Statistical Theory and New Models
2016-02-17
and with environmental scientists at JPL and Emory University to retrieval from NASA MISR remote sensing images aerosol index AOD for air pollution ...Beijing, May, 2013 Beijing Statistics Forum, Beijing, May, 2013 Statistics Seminar, CREST-ENSAE, Paris , March, 2013 Statistics Seminar, University...to retrieval from NASA MISR remote sensing images aerosol index AOD for air pollution monitoring and management. Satellite- retrieved Aerosol Optical
Quantum statistical model for hot dense matter
International Nuclear Information System (INIS)
Rukhsana Kouser; Tasneem, G.; Saleem Shahzad, M.; Shafiq-ur-Rehman; Nasim, M.H.; Amjad Ali
2015-01-01
In solving numerous applied problems, one needs to know the equation of state, photon absorption coefficient and opacity of substances employed. We present a code for absorption coefficient and opacity calculation based on quantum statistical model. A self-consistent method for the calculation of potential is used. By solving Schrödinger equation with self-consistent potential we find energy spectrum of quantum mechanical system and corresponding wave functions. In addition we find mean occupation numbers of electron states and average charge state of the substance studied. The main processes of interaction of radiation with matter included in our opacity calculation are photon absorption in spectral lines (Bound-bound), photoionization (Bound-free), inverse bremsstrahlung (Free-free), Compton and Thomson scattering. Bound-bound line shape function has contribution from natural, Doppler, fine structure, collisional and stark broadening. To illustrate the main features of the code and its capabilities, calculation of average charge state, absorption coefficient, Rosseland and Planck mean and group opacities of aluminum and iron are presented. Results are satisfactorily compared with the published data. (authors)
Hierarchical modeling of plasma and transport phenomena in a dielectric barrier discharge reactor
Bali, N.; Aggelopoulos, C. A.; Skouras, E. D.; Tsakiroglou, C. D.; Burganos, V. N.
2017-12-01
A novel dual-time hierarchical approach is developed to link the plasma process to macroscopic transport phenomena in the interior of a dielectric barrier discharge (DBD) reactor that has been used for soil remediation (Aggelopoulos et al 2016 Chem. Eng. J. 301 353-61). The generation of active species by plasma reactions is simulated at the microseconds (µs) timescale, whereas convection and thermal conduction are simulated at the macroscopic (minutes) timescale. This hierarchical model is implemented in order to investigate the influence of the plasma DBD process on the transport and reaction mechanisms during remediation of polluted soil. In the microscopic model, the variables of interest include the plasma-induced reactive concentrations, while in the macroscopic approach, the temperature distribution, and the velocity field both inside the discharge gap and within the polluted soil material as well. For the latter model, the Navier-Stokes and Darcy Brinkman equations for the transport phenomena in the porous domain are solved numerically using a FEM software. The effective medium theory is employed to provide estimates of the effective time-evolving and three-phase transport properties in the soil sample. Model predictions considering the temporal evolution of the plasma remediation process are presented and compared with corresponding experimental data.
A model of shape memory materials with hierarchical twinning: statics and dynamics
International Nuclear Information System (INIS)
Saxena, A.; Bishop, A.R.; Wu, Y.; Lookman, T.
1995-01-01
We consider a model of shape memory materials in which hierarchical twinning near the habit plane (austenite-martensite interface) is a new and crucial ingredient. The model includes (1) a triple-well potential (φ 6 model) in local shear strain, (2) strain gradient terms up to second order in strain and fourth order in gradient, and (3) all symmetry allowed compositional fluctuation-induced strain gradient terms. The last term favors hierarchy which enables communication between macroscopic (cm) and microscopic (A) regions essential for shape memory. Hierarchy also stabilizes tweed formation (criss-cross patterns of twins). External stress or pressure modulates (''patterns'') the spacing of domain walls. Therefore the ''pattern'' is encoded in the modulated hierarchical variation of the depth and width of the twins. This hierarchy of length scales provides a related hierarchy of time scales and thus the possibility of non-exponential decay. The four processes of the complete shape memory cycle-write, record, erase and recall-are explained within this model. Preliminary results based on 2D molecular dynamics are shown for tweed and hierarchy formation. (orig.)
Shankle, William R.; Pooley, James P.; Steyvers, Mark; Hara, Junko; Mangrola, Tushar; Reisberg, Barry; Lee, Michael D.
2012-01-01
Determining how cognition affects functional abilities is important in Alzheimer’s disease and related disorders (ADRD). 280 patients (normal or ADRD) received a total of 1,514 assessments using the Functional Assessment Staging Test (FAST) procedure and the MCI Screen (MCIS). A hierarchical Bayesian cognitive processing (HBCP) model was created by embedding a signal detection theory (SDT) model of the MCIS delayed recognition memory task into a hierarchical Bayesian framework. The SDT model used latent parameters of discriminability (memory process) and response bias (executive function) to predict, simultaneously, recognition memory performance for each patient and each FAST severity group. The observed recognition memory data did not distinguish the six FAST severity stages, but the latent parameters completely separated them. The latent parameters were also used successfully to transform the ordinal FAST measure into a continuous measure reflecting the underlying continuum of functional severity. HBCP models applied to recognition memory data from clinical practice settings accurately translated a latent measure of cognition to a continuous measure of functional severity for both individuals and FAST groups. Such a translation links two levels of brain information processing, and may enable more accurate correlations with other levels, such as those characterized by biomarkers. PMID:22407225
Diagnostics for generalized linear hierarchical models in network meta-analysis.
Zhao, Hong; Hodges, James S; Carlin, Bradley P
2017-09-01
Network meta-analysis (NMA) combines direct and indirect evidence comparing more than 2 treatments. Inconsistency arises when these 2 information sources differ. Previous work focuses on inconsistency detection, but little has been done on how to proceed after identifying inconsistency. The key issue is whether inconsistency changes an NMA's substantive conclusions. In this paper, we examine such discrepancies from a diagnostic point of view. Our methods seek to detect influential and outlying observations in NMA at a trial-by-arm level. These observations may have a large effect on the parameter estimates in NMA, or they may deviate markedly from other observations. We develop formal diagnostics for a Bayesian hierarchical model to check the effect of deleting any observation. Diagnostics are specified for generalized linear hierarchical NMA models and investigated for both published and simulated datasets. Results from our example dataset using either contrast- or arm-based models and from the simulated datasets indicate that the sources of inconsistency in NMA tend not to be influential, though results from the example dataset suggest that they are likely to be outliers. This mimics a familiar result from linear model theory, in which outliers with low leverage are not influential. Future extensions include incorporating baseline covariates and individual-level patient data. Copyright © 2017 John Wiley & Sons, Ltd.
The null hypothesis of GSEA, and a novel statistical model for competitive gene set analysis
DEFF Research Database (Denmark)
Debrabant, Birgit
2017-01-01
MOTIVATION: Competitive gene set analysis intends to assess whether a specific set of genes is more associated with a trait than the remaining genes. However, the statistical models assumed to date to underly these methods do not enable a clear cut formulation of the competitive null hypothesis....... This is a major handicap to the interpretation of results obtained from a gene set analysis. RESULTS: This work presents a hierarchical statistical model based on the notion of dependence measures, which overcomes this problem. The two levels of the model naturally reflect the modular structure of many gene set...... analysis methods. We apply the model to show that the popular GSEA method, which recently has been claimed to test the self-contained null hypothesis, actually tests the competitive null if the weight parameter is zero. However, for this result to hold strictly, the choice of the dependence measures...
Coley, Rebecca Yates; Browna, Elizabeth R.
2016-01-01
Inconsistent results in recent HIV prevention trials of pre-exposure prophylactic interventions may be due to heterogeneity in risk among study participants. Intervention effectiveness is most commonly estimated with the Cox model, which compares event times between populations. When heterogeneity is present, this population-level measure underestimates intervention effectiveness for individuals who are at risk. We propose a likelihood-based Bayesian hierarchical model that estimates the individual-level effectiveness of candidate interventions by accounting for heterogeneity in risk with a compound Poisson-distributed frailty term. This model reflects the mechanisms of HIV risk and allows that some participants are not exposed to HIV and, therefore, have no risk of seroconversion during the study. We assess model performance via simulation and apply the model to data from an HIV prevention trial. PMID:26869051
Hierarchical competition models with the Allee effect II: the case of immigration.
Assas, Laila; Dennis, Brian; Elaydi, Saber; Kwessi, Eddy; Livadiotis, George
2015-01-01
This is part II of an earlier paper that dealt with hierarchical models with the Allee effect but with no immigration. In this paper, we greatly simplify the proofs in part I and provide a proof of the global dynamics of the non-hyperbolic cases that were previously conjectured. Then, we show how immigration to one of the species or to both would, drastically, change the dynamics of the system. It is shown that if the level of immigration to one or to both species is above a specified level, then there will be no extinction region where both species go to extinction.
High-accuracy critical exponents for O(N) hierarchical 3D sigma models
International Nuclear Information System (INIS)
Godina, J. J.; Li, L.; Meurice, Y.; Oktay, M. B.
2006-01-01
The critical exponent γ and its subleading exponent Δ in the 3D O(N) Dyson's hierarchical model for N up to 20 are calculated with high accuracy. We calculate the critical temperatures for the measure δ(φ-vector.φ-vector-1). We extract the first coefficients of the 1/N expansion from our numerical data. We show that the leading and subleading exponents agree with Polchinski equation and the equivalent Litim equation, in the local potential approximation, with at least 4 significant digits
A hierarchical Markov decision process modeling feeding and marketing decisions of growing pigs
DEFF Research Database (Denmark)
Pourmoayed, Reza; Nielsen, Lars Relund; Kristensen, Anders Ringgaard
2016-01-01
Feeding is the most important cost in the production of growing pigs and has a direct impact on the marketing decisions, growth and the final quality of the meat. In this paper, we address the sequential decision problem of when to change the feed-mix within a finisher pig pen and when to pick pigs...... for marketing. We formulate a hierarchical Markov decision process with three levels representing the decision process. The model considers decisions related to feeding and marketing and finds the optimal decision given the current state of the pen. The state of the system is based on information from on...
Large-scale model of flow in heterogeneous and hierarchical porous media
Chabanon, Morgan; Valdés-Parada, Francisco J.; Ochoa-Tapia, J. Alberto; Goyeau, Benoît
2017-11-01
Heterogeneous porous structures are very often encountered in natural environments, bioremediation processes among many others. Reliable models for momentum transport are crucial whenever mass transport or convective heat occurs in these systems. In this work, we derive a large-scale average model for incompressible single-phase flow in heterogeneous and hierarchical soil porous media composed of two distinct porous regions embedding a solid impermeable structure. The model, based on the local mechanical equilibrium assumption between the porous regions, results in a unique momentum transport equation where the global effective permeability naturally depends on the permeabilities at the intermediate mesoscopic scales and therefore includes the complex hierarchical structure of the soil. The associated closure problem is numerically solved for various configurations and properties of the heterogeneous medium. The results clearly show that the effective permeability increases with the volume fraction of the most permeable porous region. It is also shown that the effective permeability is sensitive to the dimensionality spatial arrangement of the porous regions and in particular depends on the contact between the impermeable solid and the two porous regions.
Evolutionary-Hierarchical Bases of the Formation of Cluster Model of Innovation Economic Development
Directory of Open Access Journals (Sweden)
Yuliya Vladimirovna Dubrovskaya
2016-10-01
Full Text Available The functioning of a modern economic system is based on the interaction of objects of different hierarchical levels. Thus, the problem of the study of innovation processes taking into account the mutual influence of the activities of these economic actors becomes important. The paper dwells evolutionary basis for the formation of models of innovation development on the basis of micro and macroeconomic analysis. Most of the concepts recognized that despite a big number of diverse models, the coordination of the relations between economic agents is of crucial importance for the successful innovation development. According to the results of the evolutionary-hierarchical analysis, the authors reveal key phases of the development of forms of business cooperation, science and government in the domestic economy. It has become the starting point of the conception of the characteristics of the interaction in the cluster models of innovation development of the economy. Considerable expectancies on improvement of the national innovative system are connected with the development of cluster and network structures. The main objective of government authorities is the formation of mechanisms and institutions that will foster cooperation between members of the clusters. The article explains that the clusters cannot become the factors in the growth of the national economy, not being an effective tool for interaction between the actors of the regional innovative systems.
Rahpeyma, Sahar; Halldorsson, Benedikt; Hrafnkelsson, Birgir; Jonsson, Sigurjon
2018-01-01
Knowledge of the characteristics of earthquake ground motion is fundamental for earthquake hazard assessments. Over small distances, relative to the source–site distance, where uniform site conditions are expected, the ground motion variability is also expected to be insignificant. However, despite being located on what has been characterized as a uniform lava‐rock site condition, considerable peak ground acceleration (PGA) variations were observed on stations of a small‐aperture array (covering approximately 1 km2) of accelerographs in Southwest Iceland during the Ölfus earthquake of magnitude 6.3 on May 29, 2008 and its sequence of aftershocks. We propose a novel Bayesian hierarchical model for the PGA variations accounting separately for earthquake event effects, station effects, and event‐station effects. An efficient posterior inference scheme based on Markov chain Monte Carlo (MCMC) simulations is proposed for the new model. The variance of the station effect is certainly different from zero according to the posterior density, indicating that individual station effects are different from one another. The Bayesian hierarchical model thus captures the observed PGA variations and quantifies to what extent the source and recording sites contribute to the overall variation in ground motions over relatively small distances on the lava‐rock site condition.
Rahpeyma, Sahar
2018-04-17
Knowledge of the characteristics of earthquake ground motion is fundamental for earthquake hazard assessments. Over small distances, relative to the source–site distance, where uniform site conditions are expected, the ground motion variability is also expected to be insignificant. However, despite being located on what has been characterized as a uniform lava‐rock site condition, considerable peak ground acceleration (PGA) variations were observed on stations of a small‐aperture array (covering approximately 1 km2) of accelerographs in Southwest Iceland during the Ölfus earthquake of magnitude 6.3 on May 29, 2008 and its sequence of aftershocks. We propose a novel Bayesian hierarchical model for the PGA variations accounting separately for earthquake event effects, station effects, and event‐station effects. An efficient posterior inference scheme based on Markov chain Monte Carlo (MCMC) simulations is proposed for the new model. The variance of the station effect is certainly different from zero according to the posterior density, indicating that individual station effects are different from one another. The Bayesian hierarchical model thus captures the observed PGA variations and quantifies to what extent the source and recording sites contribute to the overall variation in ground motions over relatively small distances on the lava‐rock site condition.
Galliano, Frédéric
2018-05-01
This article presents a new dust spectral energy distribution (SED) model, named HerBIE, aimed at eliminating the noise-induced correlations and large scatter obtained when performing least-squares fits. The originality of this code is to apply the hierarchical Bayesian approach to full dust models, including realistic optical properties, stochastic heating, and the mixing of physical conditions in the observed regions. We test the performances of our model by applying it to synthetic observations. We explore the impact on the recovered parameters of several effects: signal-to-noise ratio, SED shape, sample size, the presence of intrinsic correlations, the wavelength coverage, and the use of different SED model components. We show that this method is very efficient: the recovered parameters are consistently distributed around their true values. We do not find any clear bias, even for the most degenerate parameters, or with extreme signal-to-noise ratios.
A BRDF statistical model applying to space target materials modeling
Liu, Chenghao; Li, Zhi; Xu, Can; Tian, Qichen
2017-10-01
In order to solve the problem of poor effect in modeling the large density BRDF measured data with five-parameter semi-empirical model, a refined statistical model of BRDF which is suitable for multi-class space target material modeling were proposed. The refined model improved the Torrance-Sparrow model while having the modeling advantages of five-parameter model. Compared with the existing empirical model, the model contains six simple parameters, which can approximate the roughness distribution of the material surface, can approximate the intensity of the Fresnel reflectance phenomenon and the attenuation of the reflected light's brightness with the azimuth angle changes. The model is able to achieve parameter inversion quickly with no extra loss of accuracy. The genetic algorithm was used to invert the parameters of 11 different samples in the space target commonly used materials, and the fitting errors of all materials were below 6%, which were much lower than those of five-parameter model. The effect of the refined model is verified by comparing the fitting results of the three samples at different incident zenith angles in 0° azimuth angle. Finally, the three-dimensional modeling visualizations of these samples in the upper hemisphere space was given, in which the strength of the optical scattering of different materials could be clearly shown. It proved the good describing ability of the refined model at the material characterization as well.
Statistical Challenges in Modeling Big Brain Signals
Yu, Zhaoxia
2017-11-01
Brain signal data are inherently big: massive in amount, complex in structure, and high in dimensions. These characteristics impose great challenges for statistical inference and learning. Here we review several key challenges, discuss possible solutions, and highlight future research directions.
Statistical Challenges in Modeling Big Brain Signals
Yu, Zhaoxia; Pluta, Dustin; Shen, Tong; Chen, Chuansheng; Xue, Gui; Ombao, Hernando
2017-01-01
Brain signal data are inherently big: massive in amount, complex in structure, and high in dimensions. These characteristics impose great challenges for statistical inference and learning. Here we review several key challenges, discuss possible
Statistical Learning Theory: Models, Concepts, and Results
von Luxburg, Ulrike; Schoelkopf, Bernhard
2008-01-01
Statistical learning theory provides the theoretical basis for many of today's machine learning algorithms. In this article we attempt to give a gentle, non-technical overview over the key ideas and insights of statistical learning theory. We target at a broad audience, not necessarily machine learning researchers. This paper can serve as a starting point for people who want to get an overview on the field before diving into technical details.
Rinaldi, Antonio
2011-04-01
Traditional fiber bundles models (FBMs) have been an effective tool to understand brittle heterogeneous systems. However, fiber bundles in modern nano- and bioapplications demand a new generation of FBM capturing more complex deformation processes in addition to damage. In the context of loose bundle systems and with reference to time-independent plasticity and soft biomaterials, we formulate a generalized statistical model for ductile fracture and nonlinear elastic problems capable of handling more simultaneous deformation mechanisms by means of two order parameters (as opposed to one). As the first rational FBM for coupled damage problems, it may be the cornerstone for advanced statistical models of heterogeneous systems in nanoscience and materials design, especially to explore hierarchical and bio-inspired concepts in the arena of nanobiotechnology. Applicative examples are provided for illustrative purposes at last, discussing issues in inverse analysis (i.e., nonlinear elastic polymer fiber and ductile Cu submicron bars arrays) and direct design (i.e., strength prediction).
Online Statistical Modeling (Regression Analysis) for Independent Responses
Made Tirta, I.; Anggraeni, Dian; Pandutama, Martinus
2017-06-01
Regression analysis (statistical analmodelling) are among statistical methods which are frequently needed in analyzing quantitative data, especially to model relationship between response and explanatory variables. Nowadays, statistical models have been developed into various directions to model various type and complex relationship of data. Rich varieties of advanced and recent statistical modelling are mostly available on open source software (one of them is R). However, these advanced statistical modelling, are not very friendly to novice R users, since they are based on programming script or command line interface. Our research aims to developed web interface (based on R and shiny), so that most recent and advanced statistical modelling are readily available, accessible and applicable on web. We have previously made interface in the form of e-tutorial for several modern and advanced statistical modelling on R especially for independent responses (including linear models/LM, generalized linier models/GLM, generalized additive model/GAM and generalized additive model for location scale and shape/GAMLSS). In this research we unified them in the form of data analysis, including model using Computer Intensive Statistics (Bootstrap and Markov Chain Monte Carlo/ MCMC). All are readily accessible on our online Virtual Statistics Laboratory. The web (interface) make the statistical modeling becomes easier to apply and easier to compare them in order to find the most appropriate model for the data.
Hierarchical neural network model of the visual system determining figure/ground relation
Kikuchi, Masayuki
2017-07-01
One of the most important functions of the visual perception in the brain is figure/ground interpretation from input images. Figural region in 2D image corresponding to object in 3D space are distinguished from background region extended behind the object. Previously the author proposed a neural network model of figure/ground separation constructed on the standpoint that local geometric features such as curvatures and outer angles at corners are extracted and propagated along input contour in a single layer network (Kikuchi & Akashi, 2001). However, such a processing principle has the defect that signal propagation requires manyiterations despite the fact that actual visual system determines figure/ground relation within the short period (Zhou et al., 2000). In order to attain speed-up for determining figure/ground, this study incorporates hierarchical architecture into the previous model. This study confirmed the effect of the hierarchization as for the computation time by simulation. As the number of layers increased, the required computation time reduced. However, such speed-up effect was saturatedas the layers increased to some extent. This study attempted to explain this saturation effect by the notion of average distance between vertices in the area of complex network, and succeeded to mimic the saturation effect by computer simulation.
Zhang, Xueliang; Xiao, Pengfeng; Feng, Xuezhi
2017-09-01
It has been a common idea to produce multiscale segmentations to represent the various geographic objects in high-spatial resolution remote sensing (HR) images. However, it remains a great challenge to automatically select the proper segmentation scale(s) just according to the image information. In this study, we propose a novel way of information fusion at object level by combining hierarchical multiscale segmentations with existed thematic information produced by classification or recognition. The tree Markov random field (T-MRF) model is designed for the multiscale combination framework, through which the object type is determined as close as the existed thematic information. At the same time, the object boundary is jointly determined by the thematic labels and the multiscale segments through the minimization of the energy function. The benefits of the proposed T-MRF combination model include: (1) reducing the dependence of segmentation scale selection when utilizing multiscale segmentations; (2) exploring the hierarchical context naturally imbedded in the multiscale segmentations. The HR images in both urban and rural areas are used in the experiments to show the effectiveness of the proposed combination framework on these two aspects.
Lewis, Cecil M
2010-02-01
This study examines a genome-wide dataset of 678 Short Tandem Repeat loci characterized in 444 individuals representing 29 Native American populations as well as the Tundra Netsi and Yakut populations from Siberia. Using these data, the study tests four current hypotheses regarding the hierarchical distribution of neutral genetic variation in native South American populations: (1) the western region of South America harbors more variation than the eastern region of South America, (2) Central American and western South American populations cluster exclusively, (3) populations speaking the Chibchan-Paezan and Equatorial-Tucanoan language stock emerge as a group within an otherwise South American clade, (4) Chibchan-Paezan populations in Central America emerge together at the tips of the Chibchan-Paezan cluster. This study finds that hierarchical models with the best fit place Central American populations, and populations speaking the Chibchan-Paezan language stock, at a basal position or separated from the South American group, which is more consistent with a serial founder effect into South America than that previously described. Western (Andean) South America is found to harbor similar levels of variation as eastern (Equatorial-Tucanoan and Ge-Pano-Carib) South America, which is inconsistent with an initial west coast migration into South America. Moreover, in all relevant models, the estimates of genetic diversity within geographic regions suggest a major bottleneck or founder effect occurring within the North American subcontinent, before the peopling of Central and South America. 2009 Wiley-Liss, Inc.
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.
Ross, Michelle; Wakefield, Jon
2015-10-01
Two-phase study designs are appealing since they allow for the oversampling of rare sub-populations which improves efficiency. In this paper we describe a Bayesian hierarchical model for the analysis of two-phase data. Such a model is particularly appealing in a spatial setting in which random effects are introduced to model between-area variability. In such a situation, one may be interested in estimating regression coefficients or, in the context of small area estimation, in reconstructing the population totals by strata. The efficiency gains of the two-phase sampling scheme are compared to standard approaches using 2011 birth data from the research triangle area of North Carolina. We show that the proposed method can overcome small sample difficulties and improve on existing techniques. We conclude that the two-phase design is an attractive approach for small area estimation.
A Bayesian Hierarchical Model for Relating Multiple SNPs within Multiple Genes to Disease Risk
Directory of Open Access Journals (Sweden)
Lewei Duan
2013-01-01
Full Text Available A variety of methods have been proposed for studying the association of multiple genes thought to be involved in a common pathway for a particular disease. Here, we present an extension of a Bayesian hierarchical modeling strategy that allows for multiple SNPs within each gene, with external prior information at either the SNP or gene level. The model involves variable selection at the SNP level through latent indicator variables and Bayesian shrinkage at the gene level towards a prior mean vector and covariance matrix that depend on external information. The entire model is fitted using Markov chain Monte Carlo methods. Simulation studies show that the approach is capable of recovering many of the truly causal SNPs and genes, depending upon their frequency and size of their effects. The method is applied to data on 504 SNPs in 38 candidate genes involved in DNA damage response in the WECARE study of second breast cancers in relation to radiotherapy exposure.
Parallel Motion Simulation of Large-Scale Real-Time Crowd in a Hierarchical Environmental Model
Directory of Open Access Journals (Sweden)
Xin Wang
2012-01-01
Full Text Available This paper presents a parallel real-time crowd simulation method based on a hierarchical environmental model. A dynamical model of the complex environment should be constructed to simulate the state transition and propagation of individual motions. By modeling of a virtual environment where virtual crowds reside, we employ different parallel methods on a topological layer, a path layer and a perceptual layer. We propose a parallel motion path matching method based on the path layer and a parallel crowd simulation method based on the perceptual layer. The large-scale real-time crowd simulation becomes possible with these methods. Numerical experiments are carried out to demonstrate the methods and results.
Graves, T.A.; Kendall, Katherine C.; Royle, J. Andrew; Stetz, J.B.; Macleod, A.C.
2011-01-01
Few studies link habitat to grizzly bear Ursus arctos abundance and these have not accounted for the variation in detection or spatial autocorrelation. We collected and genotyped bear hair in and around Glacier National Park in northwestern Montana during the summer of 2000. We developed a hierarchical Markov chain Monte Carlo model that extends the existing occupancy and count models by accounting for (1) spatially explicit variables that we hypothesized might influence abundance; (2) separate sub-models of detection probability for two distinct sampling methods (hair traps and rub trees) targeting different segments of the population; (3) covariates to explain variation in each sub-model of detection; (4) a conditional autoregressive term to account for spatial autocorrelation; (5) weights to identify most important variables. Road density and per cent mesic habitat best explained variation in female grizzly bear abundance; spatial autocorrelation was not supported. More female bears were predicted in places with lower road density and with more mesic habitat. Detection rates of females increased with rub tree sampling effort. Road density best explained variation in male grizzly bear abundance and spatial autocorrelation was supported. More male bears were predicted in areas of low road density. Detection rates of males increased with rub tree and hair trap sampling effort and decreased over the sampling period. We provide a new method to (1) incorporate multiple detection methods into hierarchical models of abundance; (2) determine whether spatial autocorrelation should be included in final models. Our results suggest that the influence of landscape variables is consistent between habitat selection and abundance in this system.
Integer Set Compression and Statistical Modeling
DEFF Research Database (Denmark)
Larsson, N. Jesper
2014-01-01
enumeration of elements may be arbitrary or random, but where statistics is kept in order to estimate probabilities of elements. We present a recursive subset-size encoding method that is able to benefit from statistics, explore the effects of permuting the enumeration order based on element probabilities......Compression of integer sets and sequences has been extensively studied for settings where elements follow a uniform probability distribution. In addition, methods exist that exploit clustering of elements in order to achieve higher compression performance. In this work, we address the case where...
How does aging affect recognition-based inference? A hierarchical Bayesian modeling approach.
Horn, Sebastian S; Pachur, Thorsten; Mata, Rui
2015-01-01
The recognition heuristic (RH) is a simple strategy for probabilistic inference according to which recognized objects are judged to score higher on a criterion than unrecognized objects. In this article, a hierarchical Bayesian extension of the multinomial r-model is applied to measure use of the RH on the individual participant level and to re-evaluate differences between younger and older adults' strategy reliance across environments. Further, it is explored how individual r-model parameters relate to alternative measures of the use of recognition and other knowledge, such as adherence rates and indices from signal-detection theory (SDT). Both younger and older adults used the RH substantially more often in an environment with high than low recognition validity, reflecting adaptivity in strategy use across environments. In extension of previous analyses (based on adherence rates), hierarchical modeling revealed that in an environment with low recognition validity, (a) older adults had a stronger tendency than younger adults to rely on the RH and (b) variability in RH use between individuals was larger than in an environment with high recognition validity; variability did not differ between age groups. Further, the r-model parameters correlated moderately with an SDT measure expressing how well people can discriminate cases where the RH leads to a correct vs. incorrect inference; this suggests that the r-model and the SDT measures may offer complementary insights into the use of recognition in decision making. In conclusion, younger and older adults are largely adaptive in their application of the RH, but cognitive aging may be associated with an increased tendency to rely on this strategy. Copyright © 2014 Elsevier B.V. All rights reserved.
Statistical modelling for social researchers principles and practice
Tarling, Roger
2008-01-01
This book explains the principles and theory of statistical modelling in an intelligible way for the non-mathematical social scientist looking to apply statistical modelling techniques in research. The book also serves as an introduction for those wishing to develop more detailed knowledge and skills in statistical modelling. Rather than present a limited number of statistical models in great depth, the aim is to provide a comprehensive overview of the statistical models currently adopted in social research, in order that the researcher can make appropriate choices and select the most suitable model for the research question to be addressed. To facilitate application, the book also offers practical guidance and instruction in fitting models using SPSS and Stata, the most popular statistical computer software which is available to most social researchers. Instruction in using MLwiN is also given. Models covered in the book include; multiple regression, binary, multinomial and ordered logistic regression, log-l...
Hierarchical Colored Petri Nets for Modeling and Analysis of Transit Signal Priority Control Systems
Directory of Open Access Journals (Sweden)
Yisheng An
2018-01-01
Full Text Available In this paper, we consider the problem of developing a model for traffic signal control with transit priority using Hierarchical Colored Petri nets (HCPN. Petri nets (PN are useful for state analysis of discrete event systems due to their powerful modeling capability and mathematical formalism. This paper focuses on their use to formalize the transit signal priority (TSP control model. In a four-phase traffic signal control model, the transit detection and two kinds of transit priority strategies are integrated to obtain the HCPN-based TSP control models. One of the advantages to use these models is the clear presentation of traffic light behaviors in terms of conditions and events that cause the detection of a priority request by a transit vehicle. Another advantage of the resulting models is that the correctness and reliability of the proposed strategies are easily analyzed. After their full reachable states are generated, the boundness, liveness, and fairness of the proposed models are verified. Experimental results show that the proposed control model provides transit vehicles with better effectiveness at intersections. This work helps advance the state of the art in the design of signal control models related to the intersection of roadways.
Linear Mixed Models in Statistical Genetics
R. de Vlaming (Ronald)
2017-01-01
markdownabstractOne of the goals of statistical genetics is to elucidate the genetic architecture of phenotypes (i.e., observable individual characteristics) that are affected by many genetic variants (e.g., single-nucleotide polymorphisms; SNPs). A particular aim is to identify specific SNPs that
Prion Amplification and Hierarchical Bayesian Modeling Refine Detection of Prion Infection
Wyckoff, A. Christy; Galloway, Nathan; Meyerett-Reid, Crystal; Powers, Jenny; Spraker, Terry; Monello, Ryan J.; Pulford, Bruce; Wild, Margaret; Antolin, Michael; Vercauteren, Kurt; Zabel, Mark
2015-02-01
Prions are unique infectious agents that replicate without a genome and cause neurodegenerative diseases that include chronic wasting disease (CWD) of cervids. Immunohistochemistry (IHC) is currently considered the gold standard for diagnosis of a prion infection but may be insensitive to early or sub-clinical CWD that are important to understanding CWD transmission and ecology. We assessed the potential of serial protein misfolding cyclic amplification (sPMCA) to improve detection of CWD prior to the onset of clinical signs. We analyzed tissue samples from free-ranging Rocky Mountain elk (Cervus elaphus nelsoni) and used hierarchical Bayesian analysis to estimate the specificity and sensitivity of IHC and sPMCA conditional on simultaneously estimated disease states. Sensitivity estimates were higher for sPMCA (99.51%, credible interval (CI) 97.15-100%) than IHC of obex (brain stem, 76.56%, CI 57.00-91.46%) or retropharyngeal lymph node (90.06%, CI 74.13-98.70%) tissues, or both (98.99%, CI 90.01-100%). Our hierarchical Bayesian model predicts the prevalence of prion infection in this elk population to be 18.90% (CI 15.50-32.72%), compared to previous estimates of 12.90%. Our data reveal a previously unidentified sub-clinical prion-positive portion of the elk population that could represent silent carriers capable of significantly impacting CWD ecology.
Prion amplification and hierarchical Bayesian modeling refine detection of prion infection.
Wyckoff, A Christy; Galloway, Nathan; Meyerett-Reid, Crystal; Powers, Jenny; Spraker, Terry; Monello, Ryan J; Pulford, Bruce; Wild, Margaret; Antolin, Michael; VerCauteren, Kurt; Zabel, Mark
2015-02-10
Prions are unique infectious agents that replicate without a genome and cause neurodegenerative diseases that include chronic wasting disease (CWD) of cervids. Immunohistochemistry (IHC) is currently considered the gold standard for diagnosis of a prion infection but may be insensitive to early or sub-clinical CWD that are important to understanding CWD transmission and ecology. We assessed the potential of serial protein misfolding cyclic amplification (sPMCA) to improve detection of CWD prior to the onset of clinical signs. We analyzed tissue samples from free-ranging Rocky Mountain elk (Cervus elaphus nelsoni) and used hierarchical Bayesian analysis to estimate the specificity and sensitivity of IHC and sPMCA conditional on simultaneously estimated disease states. Sensitivity estimates were higher for sPMCA (99.51%, credible interval (CI) 97.15-100%) than IHC of obex (brain stem, 76.56%, CI 57.00-91.46%) or retropharyngeal lymph node (90.06%, CI 74.13-98.70%) tissues, or both (98.99%, CI 90.01-100%). Our hierarchical Bayesian model predicts the prevalence of prion infection in this elk population to be 18.90% (CI 15.50-32.72%), compared to previous estimates of 12.90%. Our data reveal a previously unidentified sub-clinical prion-positive portion of the elk population that could represent silent carriers capable of significantly impacting CWD ecology.
Statistical models and methods for reliability and survival analysis
Couallier, Vincent; Huber-Carol, Catherine; Mesbah, Mounir; Huber -Carol, Catherine; Limnios, Nikolaos; Gerville-Reache, Leo
2013-01-01
Statistical Models and Methods for Reliability and Survival Analysis brings together contributions by specialists in statistical theory as they discuss their applications providing up-to-date developments in methods used in survival analysis, statistical goodness of fit, stochastic processes for system reliability, amongst others. Many of these are related to the work of Professor M. Nikulin in statistics over the past 30 years. The authors gather together various contributions with a broad array of techniques and results, divided into three parts - Statistical Models and Methods, Statistical
A hierarchical fire frequency model to simulate temporal patterns of fire regimes in LANDIS
Jian Yang; Hong S. He; Eric J. Gustafson
2004-01-01
Fire disturbance has important ecological effects in many forest landscapes. Existing statistically based approaches can be used to examine the effects of a fire regime on forest landscape dynamics. Most examples of statistically based fire models divide a fire occurrence into two stages--fire ignition and fire initiation. However, the exponential and Weibull fire-...
Geometric modeling in probability and statistics
Calin, Ovidiu
2014-01-01
This book covers topics of Informational Geometry, a field which deals with the differential geometric study of the manifold probability density functions. This is a field that is increasingly attracting the interest of researchers from many different areas of science, including mathematics, statistics, geometry, computer science, signal processing, physics and neuroscience. It is the authors’ hope that the present book will be a valuable reference for researchers and graduate students in one of the aforementioned fields. This textbook is a unified presentation of differential geometry and probability theory, and constitutes a text for a course directed at graduate or advanced undergraduate students interested in applications of differential geometry in probability and statistics. The book contains over 100 proposed exercises meant to help students deepen their understanding, and it is accompanied by software that is able to provide numerical computations of several information geometric objects. The reader...
Challenges in dental statistics: data and modelling
Matranga, D.; Castiglia, P.; Solinas, G.
2013-01-01
The aim of this work is to present the reflections and proposals derived from the first Workshop of the SISMEC STATDENT working group on statistical methods and applications in dentistry, held in Ancona (Italy) on 28th September 2011. STATDENT began as a forum of comparison and discussion for statisticians working in the field of dental research in order to suggest new and improve existing biostatistical and clinical epidemiological methods. During the meeting, we dealt with very important to...
Hierarchical modeling of bycatch rates of sea turtles in the western North Atlantic
Gardner, B.; Sullivan, P.J.; Epperly, S.; Morreale, S.J.
2008-01-01
Previous studies indicate that the locations of the endangered loggerhead Caretta caretta and critically endangered leatherback Dermochelys coriacea sea turtles are influenced by water temperatures, and that incidental catch rates in the pelagic longline fishery vary by region. We present a Bayesian hierarchical model to examine the effects of environmental variables, including water temperature, on the number of sea turtles captured in the US pelagic longline fishery in the western North Atlantic. The modeling structure is highly flexible, utilizes a Bayesian model selection technique, and is fully implemented in the software program WinBUGS. The number of sea turtles captured is modeled as a zero-inflated Poisson distribution and the model incorporates fixed effects to examine region-specific differences in the parameter estimates. Results indicate that water temperature, region, bottom depth, and target species are all significant predictors of the number of loggerhead sea turtles captured. For leatherback sea turtles, the model with only target species had the most posterior model weight, though a re-parameterization of the model indicates that temperature influences the zero-inflation parameter. The relationship between the number of sea turtles captured and the variables of interest all varied by region. This suggests that management decisions aimed at reducing sea turtle bycatch may be more effective if they are spatially explicit. ?? Inter-Research 2008.
A hierarchical updating method for finite element model of airbag buffer system under landing impact
Directory of Open Access Journals (Sweden)
He Huan
2015-12-01
Full Text Available In this paper, we propose an impact finite element (FE model for an airbag landing buffer system. First, an impact FE model has been formulated for a typical airbag landing buffer system. We use the independence of the structure FE model from the full impact FE model to develop a hierarchical updating scheme for the recovery module FE model and the airbag system FE model. Second, we define impact responses at key points to compare the computational and experimental results to resolve the inconsistency between the experimental data sampling frequency and experimental triggering. To determine the typical characteristics of the impact dynamics response of the airbag landing buffer system, we present the impact response confidence factors (IRCFs to evaluate how consistent the computational and experiment results are. An error function is defined between the experimental and computational results at key points of the impact response (KPIR to serve as a modified objective function. A radial basis function (RBF is introduced to construct updating variables for a surrogate model for updating the objective function, thereby converting the FE model updating problem to a soluble optimization problem. Finally, the developed method has been validated using an experimental and computational study on the impact dynamics of a classic airbag landing buffer system.
Norros, Veera; Laine, Marko; Lignell, Risto; Thingstad, Frede
2017-10-01
Methods for extracting empirically and theoretically sound parameter values are urgently needed in aquatic ecosystem modelling to describe key flows and their variation in the system. Here, we compare three Bayesian formulations for mechanistic model parameterization that differ in their assumptions about the variation in parameter values between various datasets: 1) global analysis - no variation, 2) separate analysis - independent variation and 3) hierarchical analysis - variation arising from a shared distribution defined by hyperparameters. We tested these methods, using computer-generated and empirical data, coupled with simplified and reasonably realistic plankton food web models, respectively. While all methods were adequate, the simulated example demonstrated that a well-designed hierarchical analysis can result in the most accurate and precise parameter estimates and predictions, due to its ability to combine information across datasets. However, our results also highlighted sensitivity to hyperparameter prior distributions as an important caveat of hierarchical analysis. In the more complex empirical example, hierarchical analysis was able to combine precise identification of parameter values with reasonably good predictive performance, although the ranking of the methods was less straightforward. We conclude that hierarchical Bayesian analysis is a promising tool for identifying key ecosystem-functioning parameters and their variation from empirical datasets.
A statistical model of future human actions
International Nuclear Information System (INIS)
Woo, G.
1992-02-01
A critical review has been carried out of models of future human actions during the long term post-closure period of a radioactive waste repository. Various Markov models have been considered as alternatives to the standard Poisson model, and the problems of parameterisation have been addressed. Where the simplistic Poisson model unduly exaggerates the intrusion risk, some form of Markov model may have to be introduced. This situation may well arise for shallow repositories, but it is less likely for deep repositories. Recommendations are made for a practical implementation of a computer based model and its associated database. (Author)
An Integrated Risk Index Model Based on Hierarchical Fuzzy Logic for Underground Risk Assessment
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Muhammad Fayaz
2017-10-01
Full Text Available Available space in congested cities is getting scarce due to growing urbanization in the recent past. The utilization of underground space is considered as a solution to the limited space in smart cities. The numbers of underground facilities are growing day by day in the developing world. Typical underground facilities include the transit subway, parking lots, electric lines, water supply and sewer lines. The likelihood of the occurrence of accidents due to underground facilities is a random phenomenon. To avoid any accidental loss, a risk assessment method is required to conduct the continuous risk assessment and report any abnormality before it happens. In this paper, we have proposed a hierarchical fuzzy inference based model for under-ground risk assessment. The proposed hierarchical fuzzy inference architecture reduces the total number of rules from the rule base. Rule reduction is important because the curse of dimensionality damages the transparency and interpretation as it is very tough to understand and justify hundreds or thousands of fuzzy rules. The computation time also increases as rules increase. The proposed model takes 175 rules having eight input parameters to compute the risk index, and the conventional fuzzy logic requires 390,625 rules, having the same number of input parameters to compute risk index. Hence, the proposed model significantly reduces the curse of dimensionality. Rule design for fuzzy logic is also a tedious task. In this paper, we have also introduced new rule schemes, namely maximum rule-based and average rule-based; both schemes can be used interchangeably according to the logic needed for rule design. The experimental results show that the proposed method is a virtuous choice for risk index calculation where the numbers of variables are greater.
Spatial patterns of breeding success of grizzly bears derived from hierarchical multistate models.
Fisher, Jason T; Wheatley, Matthew; Mackenzie, Darryl
2014-10-01
Conservation programs often manage populations indirectly through the landscapes in which they live. Empirically, linking reproductive success with landscape structure and anthropogenic change is a first step in understanding and managing the spatial mechanisms that affect reproduction, but this link is not sufficiently informed by data. Hierarchical multistate occupancy models can forge these links by estimating spatial patterns of reproductive success across landscapes. To illustrate, we surveyed the occurrence of grizzly bears (Ursus arctos) in the Canadian Rocky Mountains Alberta, Canada. We deployed camera traps for 6 weeks at 54 surveys sites in different types of land cover. We used hierarchical multistate occupancy models to estimate probability of detection, grizzly bear occupancy, and probability of reproductive success at each site. Grizzly bear occupancy varied among cover types and was greater in herbaceous alpine ecotones than in low-elevation wetlands or mid-elevation conifer forests. The conditional probability of reproductive success given grizzly bear occupancy was 30% (SE = 0.14). Grizzly bears with cubs had a higher probability of detection than grizzly bears without cubs, but sites were correctly classified as being occupied by breeding females 49% of the time based on raw data and thus would have been underestimated by half. Repeated surveys and multistate modeling reduced the probability of misclassifying sites occupied by breeders as unoccupied to <2%. The probability of breeding grizzly bear occupancy varied across the landscape. Those patches with highest probabilities of breeding occupancy-herbaceous alpine ecotones-were small and highly dispersed and are projected to shrink as treelines advance due to climate warming. Understanding spatial correlates in breeding distribution is a key requirement for species conservation in the face of climate change and can help identify priorities for landscape management and protection. © 2014 Society
Enhanced surrogate models for statistical design exploiting space mapping technology
DEFF Research Database (Denmark)
Koziel, Slawek; Bandler, John W.; Mohamed, Achmed S.
2005-01-01
We present advances in microwave and RF device modeling exploiting Space Mapping (SM) technology. We propose new SM modeling formulations utilizing input mappings, output mappings, frequency scaling and quadratic approximations. Our aim is to enhance circuit models for statistical analysis...
Statistical models of shape optimisation and evaluation
Davies, Rhodri; Taylor, Chris
2014-01-01
Deformable shape models have wide application in computer vision and biomedical image analysis. This book addresses a key issue in shape modelling: establishment of a meaningful correspondence between a set of shapes. Full implementation details are provided.
Reduced Rank Mixed Effects Models for Spatially Correlated Hierarchical Functional Data
Zhou, Lan
2010-03-01
Hierarchical functional data are widely seen in complex studies where sub-units are nested within units, which in turn are nested within treatment groups. We propose a general framework of functional mixed effects model for such data: within unit and within sub-unit variations are modeled through two separate sets of principal components; the sub-unit level functions are allowed to be correlated. Penalized splines are used to model both the mean functions and the principal components functions, where roughness penalties are used to regularize the spline fit. An EM algorithm is developed to fit the model, while the specific covariance structure of the model is utilized for computational efficiency to avoid storage and inversion of large matrices. Our dimension reduction with principal components provides an effective solution to the difficult tasks of modeling the covariance kernel of a random function and modeling the correlation between functions. The proposed methodology is illustrated using simulations and an empirical data set from a colon carcinogenesis study. Supplemental materials are available online.
A Hierarchical Poisson Log-Normal Model for Network Inference from RNA Sequencing Data
Gallopin, Mélina; Rau, Andrea; Jaffrézic, Florence
2013-01-01
Gene network inference from transcriptomic data is an important methodological challenge and a key aspect of systems biology. Although several methods have been proposed to infer networks from microarray data, there is a need for inference methods able to model RNA-seq data, which are count-based and highly variable. In this work we propose a hierarchical Poisson log-normal model with a Lasso penalty to infer gene networks from RNA-seq data; this model has the advantage of directly modelling discrete data and accounting for inter-sample variance larger than the sample mean. Using real microRNA-seq data from breast cancer tumors and simulations, we compare this method to a regularized Gaussian graphical model on log-transformed data, and a Poisson log-linear graphical model with a Lasso penalty on power-transformed data. For data simulated with large inter-sample dispersion, the proposed model performs better than the other methods in terms of sensitivity, specificity and area under the ROC curve. These results show the necessity of methods specifically designed for gene network inference from RNA-seq data. PMID:24147011
Directory of Open Access Journals (Sweden)
Hea-Jung Kim
2017-06-01
Full Text Available This paper develops Bayesian inference in reliability of a class of scale mixtures of log-normal failure time (SMLNFT models with stochastic (or uncertain constraint in their reliability measures. The class is comprehensive and includes existing failure time (FT models (such as log-normal, log-Cauchy, and log-logistic FT models as well as new models that are robust in terms of heavy-tailed FT observations. Since classical frequency approaches to reliability analysis based on the SMLNFT model with stochastic constraint are intractable, the Bayesian method is pursued utilizing a Markov chain Monte Carlo (MCMC sampling based approach. This paper introduces a two-stage maximum entropy (MaxEnt prior, which elicits a priori uncertain constraint and develops Bayesian hierarchical SMLNFT model by using the prior. The paper also proposes an MCMC method for Bayesian inference in the SMLNFT model reliability and calls attention to properties of the MaxEnt prior that are useful for method development. Finally, two data sets are used to illustrate how the proposed methodology works.
Borsboom, D.; Haig, B.D.
2013-01-01
Unlike most other statistical frameworks, Bayesian statistical inference is wedded to a particular approach in the philosophy of science (see Howson & Urbach, 2006); this approach is called Bayesianism. Rather than being concerned with model fitting, this position in the philosophy of science
Statistical Tests for Mixed Linear Models
Khuri, André I; Sinha, Bimal K
2011-01-01
An advanced discussion of linear models with mixed or random effects. In recent years a breakthrough has occurred in our ability to draw inferences from exact and optimum tests of variance component models, generating much research activity that relies on linear models with mixed and random effects. This volume covers the most important research of the past decade as well as the latest developments in hypothesis testing. It compiles all currently available results in the area of exact and optimum tests for variance component models and offers the only comprehensive treatment for these models a
Statistical modelling of traffic safety development
DEFF Research Database (Denmark)
Christens, Peter
2004-01-01
there were 6861 injury trafficc accidents reported by the police, resulting in 4519 minor injuries, 3946 serious injuries, and 431 fatalities. The general purpose of the research was to improve the insight into aggregated road safety methodology in Denmark. The aim was to analyse advanced statistical methods......, that were designed to study developments over time, including effects of interventions. This aim has been achieved by investigating variations in aggregated Danish traffic accident series and by applying state of the art methodologies to specific case studies. The thesis comprises an introduction...
A statistical mechanical model for equilibrium ionization
International Nuclear Information System (INIS)
Macris, N.; Martin, P.A.; Pule, J.
1990-01-01
A quantum electron interacts with a classical gas of hard spheres and is in thermal equilibrium with it. The interaction is attractive and the electron can form a bound state with the classical particles. It is rigorously shown that in a well defined low density and low temperature limit, the ionization probability for the electron tends to the value predicted by the Saha formula for thermal ionization. In this regime, the electron is found to be in a statistical mixture of a bound and a free state. (orig.)
Statistical image processing and multidimensional modeling
Fieguth, Paul
2010-01-01
Images are all around us! The proliferation of low-cost, high-quality imaging devices has led to an explosion in acquired images. When these images are acquired from a microscope, telescope, satellite, or medical imaging device, there is a statistical image processing task: the inference of something - an artery, a road, a DNA marker, an oil spill - from imagery, possibly noisy, blurry, or incomplete. A great many textbooks have been written on image processing. However this book does not so much focus on images, per se, but rather on spatial data sets, with one or more measurements taken over
Class hierarchical test case generation algorithm based on expanded EMDPN model
Institute of Scientific and Technical Information of China (English)
LI Jun-yi; GONG Hong-fang; HU Ji-ping; ZOU Bei-ji; SUN Jia-guang
2006-01-01
A new model of event and message driven Petri network(EMDPN) based on the characteristic of class interaction for messages passing between two objects was extended. Using EMDPN interaction graph, a class hierarchical test-case generation algorithm with cooperated paths (copaths) was proposed, which can be used to solve the problems resulting from the class inheritance mechanism encountered in object-oriented software testing such as oracle, message transfer errors, and unreachable statement. Finally, the testing sufficiency was analyzed with the ordered sequence testing criterion(OSC). The results indicate that the test cases stemmed from newly proposed automatic algorithm of copaths generation satisfies synchronization message sequences testing criteria, therefore the proposed new algorithm of copaths generation has a good coverage rate.
LIMO EEG: a toolbox for hierarchical LInear MOdeling of ElectroEncephaloGraphic data.
Pernet, Cyril R; Chauveau, Nicolas; Gaspar, Carl; Rousselet, Guillaume A
2011-01-01
Magnetic- and electric-evoked brain responses have traditionally been analyzed by comparing the peaks or mean amplitudes of signals from selected channels and averaged across trials. More recently, tools have been developed to investigate single trial response variability (e.g., EEGLAB) and to test differences between averaged evoked responses over the entire scalp and time dimensions (e.g., SPM, Fieldtrip). LIMO EEG is a Matlab toolbox (EEGLAB compatible) to analyse evoked responses over all space and time dimensions, while accounting for single trial variability using a simple hierarchical linear modelling of the data. In addition, LIMO EEG provides robust parametric tests, therefore providing a new and complementary tool in the analysis of neural evoked responses.
Fluctuations and correlations in statistical models of hadron production
International Nuclear Information System (INIS)
Gorenstein, M. I.
2012-01-01
An extension of the standard concept of the statistical ensembles is suggested. Namely, the statistical ensembles with extensive quantities fluctuating according to an externally given distribution are introduced. Applications in the statistical models of multiple hadron production in high energy physics are discussed.
Analysis and Evaluation of Statistical Models for Integrated Circuits Design
Directory of Open Access Journals (Sweden)
Sáenz-Noval J.J.
2011-10-01
Full Text Available Statistical models for integrated circuits (IC allow us to estimate the percentage of acceptable devices in the batch before fabrication. Actually, Pelgrom is the statistical model most accepted in the industry; however it was derived from a micrometer technology, which does not guarantee reliability in nanometric manufacturing processes. This work considers three of the most relevant statistical models in the industry and evaluates their limitations and advantages in analog design, so that the designer has a better criterion to make a choice. Moreover, it shows how several statistical models can be used for each one of the stages and design purposes.
Modeling of uncertainties in statistical inverse problems
International Nuclear Information System (INIS)
Kaipio, Jari
2008-01-01
In all real world problems, the models that tie the measurements to the unknowns of interest, are at best only approximations for reality. While moderate modeling and approximation errors can be tolerated with stable problems, inverse problems are a notorious exception. Typical modeling errors include inaccurate geometry, unknown boundary and initial data, properties of noise and other disturbances, and simply the numerical approximations of the physical models. In principle, the Bayesian approach to inverse problems, in which all uncertainties are modeled as random variables, is capable of handling these uncertainties. Depending on the type of uncertainties, however, different strategies may be adopted. In this paper we give an overview of typical modeling errors and related strategies within the Bayesian framework.
Probabilistic daily ILI syndromic surveillance with a spatio-temporal Bayesian hierarchical model.
Directory of Open Access Journals (Sweden)
Ta-Chien Chan
Full Text Available BACKGROUND: For daily syndromic surveillance to be effective, an efficient and sensible algorithm would be expected to detect aberrations in influenza illness, and alert public health workers prior to any impending epidemic. This detection or alert surely contains uncertainty, and thus should be evaluated with a proper probabilistic measure. However, traditional monitoring mechanisms simply provide a binary alert, failing to adequately address this uncertainty. METHODS AND FINDINGS: Based on the Bayesian posterior probability of influenza-like illness (ILI visits, the intensity of outbreak can be directly assessed. The numbers of daily emergency room ILI visits at five community hospitals in Taipei City during 2006-2007 were collected and fitted with a Bayesian hierarchical model containing meteorological factors such as temperature and vapor pressure, spatial interaction with conditional autoregressive structure, weekend and holiday effects, seasonality factors, and previous ILI visits. The proposed algorithm recommends an alert for action if the posterior probability is larger than 70%. External data from January to February of 2008 were retained for validation. The decision rule detects successfully the peak in the validation period. When comparing the posterior probability evaluation with the modified Cusum method, results show that the proposed method is able to detect the signals 1-2 days prior to the rise of ILI visits. CONCLUSIONS: This Bayesian hierarchical model not only constitutes a dynamic surveillance system but also constructs a stochastic evaluation of the need to call for alert. The monitoring mechanism provides earlier detection as well as a complementary tool for current surveillance programs.
Interneuronal Mechanism for Tinbergen’s Hierarchical Model of Behavioral Choice
Pirger, Zsolt; Crossley, Michael; László, Zita; Naskar, Souvik; Kemenes, György; O’Shea, Michael; Benjamin, Paul R.; Kemenes, Ildikó
2014-01-01
Summary Recent studies of behavioral choice support the notion that the decision to carry out one behavior rather than another depends on the reconfiguration of shared interneuronal networks [1]. We investigated another decision-making strategy, derived from the classical ethological literature [2, 3], which proposes that behavioral choice depends on competition between autonomous networks. According to this model, behavioral choice depends on inhibitory interactions between incompatible hierarchically organized behaviors. We provide evidence for this by investigating the interneuronal mechanisms mediating behavioral choice between two autonomous circuits that underlie whole-body withdrawal [4, 5] and feeding [6] in the pond snail Lymnaea. Whole-body withdrawal is a defensive reflex that is initiated by tactile contact with predators. As predicted by the hierarchical model, tactile stimuli that evoke whole-body withdrawal responses also inhibit ongoing feeding in the presence of feeding stimuli. By recording neurons from the feeding and withdrawal networks, we found no direct synaptic connections between the interneuronal and motoneuronal elements that generate the two behaviors. Instead, we discovered that behavioral choice depends on the interaction between two unique types of interneurons with asymmetrical synaptic connectivity that allows withdrawal to override feeding. One type of interneuron, the Pleuro-Buccal (PlB), is an extrinsic modulatory neuron of the feeding network that completely inhibits feeding when excited by touch-induced monosynaptic input from the second type of interneuron, Pedal-Dorsal12 (PeD12). PeD12 plays a critical role in behavioral choice by providing a synaptic pathway joining the two behavioral networks that underlies the competitive dominance of whole-body withdrawal over feeding. PMID:25155505
Interpretation of commonly used statistical regression models.
Kasza, Jessica; Wolfe, Rory
2014-01-01
A review of some regression models commonly used in respiratory health applications is provided in this article. Simple linear regression, multiple linear regression, logistic regression and ordinal logistic regression are considered. The focus of this article is on the interpretation of the regression coefficients of each model, which are illustrated through the application of these models to a respiratory health research study. © 2013 The Authors. Respirology © 2013 Asian Pacific Society of Respirology.
Statistical modeling and extrapolation of carcinogenesis data
International Nuclear Information System (INIS)
Krewski, D.; Murdoch, D.; Dewanji, A.
1986-01-01
Mathematical models of carcinogenesis are reviewed, including pharmacokinetic models for metabolic activation of carcinogenic substances. Maximum likelihood procedures for fitting these models to epidemiological data are discussed, including situations where the time to tumor occurrence is unobservable. The plausibility of different possible shapes of the dose response curve at low doses is examined, and a robust method for linear extrapolation to low doses is proposed and applied to epidemiological data on radiation carcinogenesis
Plan Recognition using Statistical Relational Models
2014-08-25
corresponding undirected model can be significantly more complex since there is no closed form solution for the maximum-likelihood set of parameters unlike in...algorithm did not scale to larger training sets, and the overall results are still not competitive with BALPs. 5In directed models, a closed form solution...opinions of ARO, DARPA, NSF or any other government agency. References Albrecht DW, Zukerman I, Nicholson AE. Bayesian models for keyhole plan
A hierarchical model for estimating density in camera-trap studies
Royle, J. Andrew; Nichols, James D.; Karanth, K.Ullas; Gopalaswamy, Arjun M.
2009-01-01
Estimating animal density using capture–recapture data from arrays of detection devices such as camera traps has been problematic due to the movement of individuals and heterogeneity in capture probability among them induced by differential exposure to trapping.We develop a spatial capture–recapture model for estimating density from camera-trapping data which contains explicit models for the spatial point process governing the distribution of individuals and their exposure to and detection by traps.We adopt a Bayesian approach to analysis of the hierarchical model using the technique of data augmentation.The model is applied to photographic capture–recapture data on tigers Panthera tigris in Nagarahole reserve, India. Using this model, we estimate the density of tigers to be 14·3 animals per 100 km2 during 2004.Synthesis and applications. Our modelling framework largely overcomes several weaknesses in conventional approaches to the estimation of animal density from trap arrays. It effectively deals with key problems such as individual heterogeneity in capture probabilities, movement of traps, presence of potential ‘holes’ in the array and ad hoc estimation of sample area. The formulation, thus, greatly enhances flexibility in the conduct of field surveys as well as in the analysis of data, from studies that may involve physical, photographic or DNA-based ‘captures’ of individual animals.
Noh, Myoung-Jong; Howat, Ian M.
2018-02-01
The quality and efficiency of automated Digital Elevation Model (DEM) extraction from stereoscopic satellite imagery is critically dependent on the accuracy of the sensor model used for co-locating pixels between stereo-pair images. In the absence of ground control or manual tie point selection, errors in the sensor models must be compensated with increased matching search-spaces, increasing both the computation time and the likelihood of spurious matches. Here we present an algorithm for automatically determining and compensating the relative bias in Rational Polynomial Coefficients (RPCs) between stereo-pairs utilizing hierarchical, sub-pixel image matching in object space. We demonstrate the algorithm using a suite of image stereo-pairs from multiple satellites over a range stereo-photogrammetrically challenging polar terrains. Besides providing a validation of the effectiveness of the algorithm for improving DEM quality, experiments with prescribed sensor model errors yield insight into the dependence of DEM characteristics and quality on relative sensor model bias. This algorithm is included in the Surface Extraction through TIN-based Search-space Minimization (SETSM) DEM extraction software package, which is the primary software used for the U.S. National Science Foundation ArcticDEM and Reference Elevation Model of Antarctica (REMA) products.
Cruz-Marcelo, Alejandro; Ensor, Katherine B.; Rosner, Gary L.
2011-01-01
The term structure of interest rates is used to price defaultable bonds and credit derivatives, as well as to infer the quality of bonds for risk management purposes. We introduce a model that jointly estimates term structures by means of a Bayesian hierarchical model with a prior probability model based on Dirichlet process mixtures. The modeling methodology borrows strength across term structures for purposes of estimation. The main advantage of our framework is its ability to produce reliable estimators at the company level even when there are only a few bonds per company. After describing the proposed model, we discuss an empirical application in which the term structure of 197 individual companies is estimated. The sample of 197 consists of 143 companies with only one or two bonds. In-sample and out-of-sample tests are used to quantify the improvement in accuracy that results from approximating the term structure of corporate bonds with estimators by company rather than by credit rating, the latter being a popular choice in the financial literature. A complete description of a Markov chain Monte Carlo (MCMC) scheme for the proposed model is available as Supplementary Material. PMID:21765566
Multivariate statistical modelling based on generalized linear models
Fahrmeir, Ludwig
1994-01-01
This book is concerned with the use of generalized linear models for univariate and multivariate regression analysis. Its emphasis is to provide a detailed introductory survey of the subject based on the analysis of real data drawn from a variety of subjects including the biological sciences, economics, and the social sciences. Where possible, technical details and proofs are deferred to an appendix in order to provide an accessible account for non-experts. Topics covered include: models for multi-categorical responses, model checking, time series and longitudinal data, random effects models, and state-space models. Throughout, the authors have taken great pains to discuss the underlying theoretical ideas in ways that relate well to the data at hand. As a result, numerous researchers whose work relies on the use of these models will find this an invaluable account to have on their desks. "The basic aim of the authors is to bring together and review a large part of recent advances in statistical modelling of m...
He, Yuning
2015-01-01
The behavior of complex aerospace systems is governed by numerous parameters. For safety analysis it is important to understand how the system behaves with respect to these parameter values. In particular, understanding the boundaries between safe and unsafe regions is of major importance. In this paper, we describe a hierarchical Bayesian statistical modeling approach for the online detection and characterization of such boundaries. Our method for classification with active learning uses a particle filter-based model and a boundary-aware metric for best performance. From a library of candidate shapes incorporated with domain expert knowledge, the location and parameters of the boundaries are estimated using advanced Bayesian modeling techniques. The results of our boundary analysis are then provided in a form understandable by the domain expert. We illustrate our approach using a simulation model of a NASA neuro-adaptive flight control system, as well as a system for the detection of separation violations in the terminal airspace.
Statistical Modelling of Extreme Rainfall in Taiwan
L-F. Chu (Lan-Fen); M.J. McAleer (Michael); C-C. Chang (Ching-Chung)
2012-01-01
textabstractIn this paper, the annual maximum daily rainfall data from 1961 to 2010 are modelled for 18 stations in Taiwan. We fit the rainfall data with stationary and non-stationary generalized extreme value distributions (GEV), and estimate their future behaviour based on the best fitting model.
Statistical Modelling of Extreme Rainfall in Taiwan
L. Chu (LanFen); M.J. McAleer (Michael); C-H. Chang (Chu-Hsiang)
2013-01-01
textabstractIn this paper, the annual maximum daily rainfall data from 1961 to 2010 are modelled for 18 stations in Taiwan. We fit the rainfall data with stationary and non-stationary generalized extreme value distributions (GEV), and estimate their future behaviour based on the best fitting model.
On the Logical Development of Statistical Models.
1983-12-01
1978). "Modelos con parametros variables en el analisis de series temporales " Questiio, 4, 2, 75-87. [25] Seal, H. L. (1967). "The historical...example, a classical state-space representation of a simple time series model is: yt = it + ut Ut = *It-I + Ct (2.2) ut and et are independent normal...on its past values is displayed in the structural equation. This approach has been particularly useful in time series models. For example, model (2.2
A Noise Robust Statistical Texture Model
DEFF Research Database (Denmark)
Hilger, Klaus Baggesen; Stegmann, Mikkel Bille; Larsen, Rasmus
2002-01-01
Appearance Models segmentation framework. This is accomplished by augmenting the model with an estimate of the covariance of the noise present in the training data. This results in a more compact model maximising the signal-to-noise ratio, thus favouring subspaces rich on signal, but low on noise......This paper presents a novel approach to the problem of obtaining a low dimensional representation of texture (pixel intensity) variation present in a training set after alignment using a Generalised Procrustes analysis.We extend the conventional analysis of training textures in the Active...
Thogmartin, W.E.; Knutson, M.G.
2007-01-01
Much of what is known about avian species-habitat relations has been derived from studies of birds at local scales. It is entirely unclear whether the relations observed at these scales translate to the larger landscape in a predictable linear fashion. We derived habitat models and mapped predicted abundances for three forest bird species of eastern North America using bird counts, environmental variables, and hierarchical models applied at three spatial scales. Our purpose was to understand habitat associations at multiple spatial scales and create predictive abundance maps for purposes of conservation planning at a landscape scale given the constraint that the variables used in this exercise were derived from local-level studies. Our models indicated a substantial influence of landscape context for all species, many of which were counter to reported associations at finer spatial extents. We found land cover composition provided the greatest contribution to the relative explained variance in counts for all three species; spatial structure was second in importance. No single spatial scale dominated any model, indicating that these species are responding to factors at multiple spatial scales. For purposes of conservation planning, areas of predicted high abundance should be investigated to evaluate the conservation potential of the landscape in their general vicinity. In addition, the models and spatial patterns of abundance among species suggest locations where conservation actions may benefit more than one species. ?? 2006 Springer Science+Business Media B.V.
Directory of Open Access Journals (Sweden)
Guiyang Xin
2015-09-01
Full Text Available This paper presents a novel hexapod robot, hereafter named PH-Robot, with three degrees of freedom (3-DOF parallel leg mechanisms based on the concept of an integrated limb mechanism (ILM for the integration of legged locomotion and arm manipulation. The kinematic model plays an important role in the parametric optimal design and motion planning of robots. However, models of parallel mechanisms are often difficult to obtain because of the implicit relationship between the motions of actuated joints and the motion of a moving platform. In order to derive the kinematic equations of the proposed hexapod robot, an extended hierarchical kinematic modelling method is proposed. According to the kinematic model, the geometrical parameters of the leg are optimized utilizing a comprehensive objective function that considers both dexterity and payload. PH-Robot has distinct advantages in accuracy and load ability over a robot with serial leg mechanisms through the former's comparison of performance indices. The reachable workspace of the leg verifies its ability to walk and manipulate. The results of the trajectory tracking experiment demonstrate the correctness of the kinematic model of the hexapod robot.
Hayslett, H T
1991-01-01
Statistics covers the basic principles of Statistics. The book starts by tackling the importance and the two kinds of statistics; the presentation of sample data; the definition, illustration and explanation of several measures of location; and the measures of variation. The text then discusses elementary probability, the normal distribution and the normal approximation to the binomial. Testing of statistical hypotheses and tests of hypotheses about the theoretical proportion of successes in a binomial population and about the theoretical mean of a normal population are explained. The text the
12th Workshop on Stochastic Models, Statistics and Their Applications
Rafajłowicz, Ewaryst; Szajowski, Krzysztof
2015-01-01
This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering. Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few. This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.
Babcock, Chad; Finley, Andrew O.; Bradford, John B.; Kolka, Randall K.; Birdsey, Richard A.; Ryan, Michael G.
2015-01-01
Many studies and production inventory systems have shown the utility of coupling covariates derived from Light Detection and Ranging (LiDAR) data with forest variables measured on georeferenced inventory plots through regression models. The objective of this study was to propose and assess the use of a Bayesian hierarchical modeling framework that accommodates both residual spatial dependence and non-stationarity of model covariates through the introduction of spatial random effects. We explored this objective using four forest inventory datasets that are part of the North American Carbon Program, each comprising point-referenced measures of above-ground forest biomass and discrete LiDAR. For each dataset, we considered at least five regression model specifications of varying complexity. Models were assessed based on goodness of fit criteria and predictive performance using a 10-fold cross-validation procedure. Results showed that the addition of spatial random effects to the regression model intercept improved fit and predictive performance in the presence of substantial residual spatial dependence. Additionally, in some cases, allowing either some or all regression slope parameters to vary spatially, via the addition of spatial random effects, further improved model fit and predictive performance. In other instances, models showed improved fit but decreased predictive performance—indicating over-fitting and underscoring the need for cross-validation to assess predictive ability. The proposed Bayesian modeling framework provided access to pixel-level posterior predictive distributions that were useful for uncertainty mapping, diagnosing spatial extrapolation issues, revealing missing model covariates, and discovering locally significant parameters.
Yu, Jiyang; Silva, Jose; Califano, Andrea
2016-01-15
Functional genomics (FG) screens, using RNAi or CRISPR technology, have become a standard tool for systematic, genome-wide loss-of-function studies for therapeutic target discovery. As in many large-scale assays, however, off-target effects, variable reagents' potency and experimental noise must be accounted for appropriately control for false positives. Indeed, rigorous statistical analysis of high-throughput FG screening data remains challenging, particularly when integrative analyses are used to combine multiple sh/sgRNAs targeting the same gene in the library. We use large RNAi and CRISPR repositories that are publicly available to evaluate a novel meta-analysis approach for FG screens via Bayesian hierarchical modeling, Screening Bayesian Evaluation and Analysis Method (ScreenBEAM). Results from our analysis show that the proposed strategy, which seamlessly combines all available data, robustly outperforms classical algorithms developed for microarray data sets as well as recent approaches designed for next generation sequencing technologies. Remarkably, the ScreenBEAM algorithm works well even when the quality of FG screens is relatively low, which accounts for about 80-95% of the public datasets. R package and source code are available at: https://github.com/jyyu/ScreenBEAM. ac2248@columbia.edu, jose.silva@mssm.edu, yujiyang@gmail.com Supplementary data are available at Bioinformatics online. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.
Directory of Open Access Journals (Sweden)
Jo Nishino
2018-04-01
Full Text Available Genome-wide association studies (GWAS suggest that the genetic architecture of complex diseases consists of unexpectedly numerous variants with small effect sizes. However, the polygenic architectures of many diseases have not been well characterized due to lack of simple and fast methods for unbiased estimation of the underlying proportion of disease-associated variants and their effect-size distribution. Applying empirical Bayes estimation of semi-parametric hierarchical mixture models to GWAS summary statistics, we confirmed that schizophrenia was extremely polygenic [~40% of independent genome-wide SNPs are risk variants, most within odds ratio (OR = 1.03], whereas rheumatoid arthritis was less polygenic (~4 to 8% risk variants, significant portion reaching OR = 1.05 to 1.1. For rheumatoid arthritis, stratified estimations revealed that expression quantitative loci in blood explained large genetic variance, and low- and high-frequency derived alleles were prone to be risk and protective, respectively, suggesting a predominance of deleterious-risk and advantageous-protective mutations. Despite genetic correlation, effect-size distributions for schizophrenia and bipolar disorder differed across allele frequency. These analyses distinguished disease polygenic architectures and provided clues for etiological differences in complex diseases.
Materials Informatics: Statistical Modeling in Material Science.
Yosipof, Abraham; Shimanovich, Klimentiy; Senderowitz, Hanoch
2016-12-01
Material informatics is engaged with the application of informatic principles to materials science in order to assist in the discovery and development of new materials. Central to the field is the application of data mining techniques and in particular machine learning approaches, often referred to as Quantitative Structure Activity Relationship (QSAR) modeling, to derive predictive models for a variety of materials-related "activities". Such models can accelerate the development of new materials with favorable properties and provide insight into the factors governing these properties. Here we provide a comparison between medicinal chemistry/drug design and materials-related QSAR modeling and highlight the importance of developing new, materials-specific descriptors. We survey some of the most recent QSAR models developed in materials science with focus on energetic materials and on solar cells. Finally we present new examples of material-informatic analyses of solar cells libraries produced from metal oxides using combinatorial material synthesis. Different analyses lead to interesting physical insights as well as to the design of new cells with potentially improved photovoltaic parameters. © 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim.
Introduction to statistical modelling: linear regression.
Lunt, Mark
2015-07-01
In many studies we wish to assess how a range of variables are associated with a particular outcome and also determine the strength of such relationships so that we can begin to understand how these factors relate to each other at a population level. Ultimately, we may also be interested in predicting the outcome from a series of predictive factors available at, say, a routine clinic visit. In a recent article in Rheumatology, Desai et al. did precisely that when they studied the prediction of hip and spine BMD from hand BMD and various demographic, lifestyle, disease and therapy variables in patients with RA. This article aims to introduce the statistical methodology that can be used in such a situation and explain the meaning of some of the terms employed. It will also outline some common pitfalls encountered when performing such analyses. © The Author 2013. Published by Oxford University Press on behalf of the British Society for Rheumatology. All rights reserved. For Permissions, please email: journals.permissions@oup.com.
Commeau, Natalie; Cornu, Marie; Albert, Isabelle; Denis, Jean-Baptiste; Parent, Eric
2012-03-01
Assessing within-batch and between-batch variability is of major interest for risk assessors and risk managers in the context of microbiological contamination of food. For example, the ratio between the within-batch variability and the between-batch variability has a large impact on the results of a sampling plan. Here, we designed hierarchical Bayesian models to represent such variability. Compatible priors were built mathematically to obtain sound model comparisons. A numeric criterion is proposed to assess the contamination structure comparing the ability of the models to replicate grouped data at the batch level using a posterior predictive loss approach. Models were applied to two case studies: contamination by Listeria monocytogenes of pork breast used to produce diced bacon and contamination by the same microorganism on cold smoked salmon at the end of the process. In the first case study, a contamination structure clearly exists and is located at the batch level, that is, between batches variability is relatively strong, whereas in the second a structure also exists but is less marked. © 2012 Society for Risk Analysis.
Love, C. A.; Skahill, B. E.; AghaKouchak, A.; Karlovits, G. S.; England, J. F.; Duren, A. M.
2017-12-01
We compare gridded extreme precipitation return levels obtained using spatial Bayesian hierarchical modeling (BHM) with their respective counterparts from a traditional regional frequency analysis (RFA) using the same set of extreme precipitation data. Our study area is the 11,478 square mile Willamette River basin (WRB) located in northwestern Oregon, a major tributary of the Columbia River whose 187 miles long main stem, the Willamette River, flows northward between the Coastal and Cascade Ranges. The WRB contains approximately two thirds of Oregon's population and 20 of the 25 most populous cities in the state. The U.S. Army Corps of Engineers (USACE) Portland District operates thirteen dams and extreme precipitation estimates are required to support risk informed hydrologic analyses as part of the USACE Dam Safety Program. Our intent is to profile for the USACE an alternate methodology to an RFA that was developed in 2008 due to the lack of an official NOAA Atlas 14 update for the state of Oregon. We analyze 24-hour annual precipitation maxima data for the WRB utilizing the spatial BHM R package "spatial.gev.bma", which has been shown to be efficient in developing coherent maps of extreme precipitation by return level. Our BHM modeling analysis involved application of leave-one-out cross validation (LOO-CV), which not only supported model selection but also a comprehensive assessment of location specific model performance. The LOO-CV results will provide a basis for the BHM RFA comparison.
TOPICAL REVIEW: Nonlinear aspects of the renormalization group flows of Dyson's hierarchical model
Meurice, Y.
2007-06-01
We review recent results concerning the renormalization group (RG) transformation of Dyson's hierarchical model (HM). This model can be seen as an approximation of a scalar field theory on a lattice. We introduce the HM and show that its large group of symmetry simplifies drastically the blockspinning procedure. Several equivalent forms of the recursion formula are presented with unified notations. Rigourous and numerical results concerning the recursion formula are summarized. It is pointed out that the recursion formula of the HM is inequivalent to both Wilson's approximate recursion formula and Polchinski's equation in the local potential approximation (despite the very small difference with the exponents of the latter). We draw a comparison between the RG of the HM and functional RG equations in the local potential approximation. The construction of the linear and nonlinear scaling variables is discussed in an operational way. We describe the calculation of non-universal critical amplitudes in terms of the scaling variables of two fixed points. This question appears as a problem of interpolation between these fixed points. Universal amplitude ratios are calculated. We discuss the large-N limit and the complex singularities of the critical potential calculable in this limit. The interpolation between the HM and more conventional lattice models is presented as a symmetry breaking problem. We briefly introduce models with an approximate supersymmetry. One important goal of this review is to present a configuration space counterpart, suitable for lattice formulations, of functional RG equations formulated in momentum space (often called exact RG equations and abbreviated ERGE).
A Hierarchical Building Segmentation in Digital Surface Models for 3D Reconstruction
Directory of Open Access Journals (Sweden)
Yiming Yan
2017-01-01
Full Text Available In this study, a hierarchical method for segmenting buildings in a digital surface model (DSM, which is used in a novel framework for 3D reconstruction, is proposed. Most 3D reconstructions of buildings are model-based. However, the limitations of these methods are overreliance on completeness of the offline-constructed models of buildings, and the completeness is not easily guaranteed since in modern cities buildings can be of a variety of types. Therefore, a model-free framework using high precision DSM and texture-images buildings was introduced. There are two key problems with this framework. The first one is how to accurately extract the buildings from the DSM. Most segmentation methods are limited by either the terrain factors or the difficult choice of parameter-settings. A level-set method are employed to roughly find the building regions in the DSM, and then a recently proposed ‘occlusions of random textures model’ are used to enhance the local segmentation of the buildings. The second problem is how to generate the facades of buildings. Synergizing with the corresponding texture-images, we propose a roof-contour guided interpolation of building facades. The 3D reconstruction results achieved by airborne-like images and satellites are compared. Experiments show that the segmentation method has good performance, and 3D reconstruction is easily performed by our framework, and better visualization results can be obtained by airborne-like images, which can be further replaced by UAV images.
A hierarchical model for structure learning based on the physiological characteristics of neurons
Institute of Scientific and Technical Information of China (English)
WEI Hui
2007-01-01
Almost all applications of Artificial Neural Networks (ANNs) depend mainly on their memory ability.The characteristics of typical ANN models are fixed connections,with evolved weights,globalized representations,and globalized optimizations,all based on a mathematical approach.This makes those models to be deficient in robustness,efficiency of learning,capacity,anti-jamming between training sets,and correlativity of samples,etc.In this paper,we attempt to address these problems by adopting the characteristics of biological neurons in morphology and signal processing.A hierarchical neural network was designed and realized to implement structure learning and representations based on connected structures.The basic characteristics of this model are localized and random connections,field limitations of neuron fan-in and fan-out,dynamic behavior of neurons,and samples represented through different sub-circuits of neurons specialized into different response patterns.At the end of this paper,some important aspects of error correction,capacity,learning efficiency,and soundness of structural representation are analyzed theoretically.This paper has demonstrated the feasibility and advantages of structure learning and representation.This model can serve as a fundamental element of cognitive systems such as perception and associative memory.Key-words structure learning,representation,associative memory,computational neuroscience
Benefits of Applying Hierarchical Models to the Empirical Green's Function Approach
Denolle, M.; Van Houtte, C.
2017-12-01
Stress drops calculated from source spectral studies currently show larger variability than what is implied by empirical ground motion models. One of the potential origins of the inflated variability is the simplified model-fitting techniques used in most source spectral studies. This study improves upon these existing methods, and shows that the fitting method may explain some of the discrepancy. In particular, Bayesian hierarchical modelling is shown to be a method that can reduce bias, better quantify uncertainties and allow additional effects to be resolved. The method is applied to the Mw7.1 Kumamoto, Japan earthquake, and other global, moderate-magnitude, strike-slip earthquakes between Mw5 and Mw7.5. It is shown that the variation of the corner frequency, fc, and the falloff rate, n, across the focal sphere can be reliably retrieved without overfitting the data. Additionally, it is shown that methods commonly used to calculate corner frequencies can give substantial biases. In particular, if fc were calculated for the Kumamoto earthquake using a model with a falloff rate fixed at 2 instead of the best fit 1.6, the obtained fc would be as large as twice its realistic value. The reliable retrieval of the falloff rate allows deeper examination of this parameter for a suite of global, strike-slip earthquakes, and its scaling with magnitude. The earthquake sequences considered in this study are from Japan, New Zealand, Haiti and California.
A Bayesian hierarchical model with novel prior specifications for estimating HIV testing rates.
An, Qian; Kang, Jian; Song, Ruiguang; Hall, H Irene
2016-04-30
Human immunodeficiency virus (HIV) infection is a severe infectious disease actively spreading globally, and acquired immunodeficiency syndrome (AIDS) is an advanced stage of HIV infection. The HIV testing rate, that is, the probability that an AIDS-free HIV infected person seeks a test for HIV during a particular time interval, given no previous positive test has been obtained prior to the start of the time, is an important parameter for public health. In this paper, we propose a Bayesian hierarchical model with two levels of hierarchy to estimate the HIV testing rate using annual AIDS and AIDS-free HIV diagnoses data. At level one, we model the latent number of HIV infections for each year using a Poisson distribution with the intensity parameter representing the HIV incidence rate. At level two, the annual numbers of AIDS and AIDS-free HIV diagnosed cases and all undiagnosed cases stratified by the HIV infections at different years are modeled using a multinomial distribution with parameters including the HIV testing rate. We propose a new class of priors for the HIV incidence rate and HIV testing rate taking into account the temporal dependence of these parameters to improve the estimation accuracy. We develop an efficient posterior computation algorithm based on the adaptive rejection metropolis sampling technique. We demonstrate our model using simulation studies and the analysis of the national HIV surveillance data in the USA. Copyright © 2015 John Wiley & Sons, Ltd.
Latent domain models for statistical machine translation
Hoàng, C.
2017-01-01
A data-driven approach to model translation suffers from the data mismatch problem and demands domain adaptation techniques. Given parallel training data originating from a specific domain, training an MT system on the data would result in a rather suboptimal translation for other domains. But does
Behavioral and statistical models of educational inequality
DEFF Research Database (Denmark)
Holm, Anders; Breen, Richard
2016-01-01
This paper addresses the question of how students and their families make educational decisions. We describe three types of behavioral model that might underlie decision-making and we show that they have consequences for what decisions are made. Our study thus has policy implications if we wish...
Statistical modelling of fine red wine production
Directory of Open Access Journals (Sweden)
María Rosa Castro
2010-01-01
Full Text Available Producing wine is a very important economic activity in the province of San Juan in Argentina; it is therefore most important to predict production regarding the quantity of raw material needed. This work was aimed at obtaining a model relating kilograms of crushed grape to the litres of wine so produced. Such model will be used for predicting precise future values and confidence intervals for determined quantities of crushed grapes. Data from a vineyard in the province of San Juan was thus used in this work. The sampling coefficient of correlation was calculated and a dispersion diagram was then constructed; this indicated a li- neal relationship between the litres of wine obtained and the kilograms of crushed grape. Two lineal models were then adopted and variance analysis was carried out because the data came from normal populations having the same variance. The most appropriate model was obtained from this analysis; it was validated with experimental values, a good approach being obtained.
Statistical models of global Langmuir mixing
Li, Qing; Fox-Kemper, Baylor; Breivik, Øyvind; Webb, Adrean
2017-05-01
The effects of Langmuir mixing on the surface ocean mixing may be parameterized by applying an enhancement factor which depends on wave, wind, and ocean state to the turbulent velocity scale in the K-Profile Parameterization. Diagnosing the appropriate enhancement factor online in global climate simulations is readily achieved by coupling with a prognostic wave model, but with significant computational and code development expenses. In this paper, two alternatives that do not require a prognostic wave model, (i) a monthly mean enhancement factor climatology, and (ii) an approximation to the enhancement factor based on the empirical wave spectra, are explored and tested in a global climate model. Both appear to reproduce the Langmuir mixing effects as estimated using a prognostic wave model, with nearly identical and substantial improvements in the simulated mixed layer depth and intermediate water ventilation over control simulations, but significantly less computational cost. Simpler approaches, such as ignoring Langmuir mixing altogether or setting a globally constant Langmuir number, are found to be deficient. Thus, the consequences of Stokes depth and misaligned wind and waves are important.
Sampling, Probability Models and Statistical Reasoning -RE ...
Indian Academy of Sciences (India)
random sampling allows data to be modelled with the help of probability ... g based on different trials to get an estimate of the experimental error. ... research interests lie in the .... if e is indeed the true value of the proportion of defectives in the.
Statistical Model Checking for Product Lines
DEFF Research Database (Denmark)
ter Beek, Maurice H.; Legay, Axel; Lluch Lafuente, Alberto
2016-01-01
average cost of products (in terms of the attributes of the products’ features) and the probability of features to be (un)installed at runtime. The product lines must be modelled in QFLan, which extends the probabilistic feature-oriented language PFLan with novel quantitative constraints among features...
A Statistical Model for Energy Intensity
Directory of Open Access Journals (Sweden)
Marjaneh Issapour
2012-12-01
Full Text Available A promising approach to improve scientific literacy in regards to global warming and climate change is using a simulation as part of a science education course. The simulation needs to employ scientific analysis of actual data from internationally accepted and reputable databases to demonstrate the reality of the current climate change situation. One of the most important criteria for using a simulation in a science education course is the fidelity of the model. The realism of the events and consequences modeled in the simulation is significant as well. Therefore, all underlying equations and algorithms used in the simulation must have real-world scientific basis. The "Energy Choices" simulation is one such simulation. The focus of this paper is the development of a mathematical model for "Energy Intensity" as a part of the overall system dynamics in "Energy Choices" simulation. This model will define the "Energy Intensity" as a function of other independent variables that can be manipulated by users of the simulation. The relationship discovered by this research will be applied to an algorithm in the "Energy Choices" simulation.
Structured Statistical Models of Inductive Reasoning
Kemp, Charles; Tenenbaum, Joshua B.
2009-01-01
Everyday inductive inferences are often guided by rich background knowledge. Formal models of induction should aim to incorporate this knowledge and should explain how different kinds of knowledge lead to the distinctive patterns of reasoning found in different inductive contexts. This article presents a Bayesian framework that attempts to meet…
Ishitani, Terry T.
2010-01-01
This study applied hierarchical linear modeling to investigate the effect of congruence on intrinsic and extrinsic aspects of job satisfaction. Particular focus was given to differences in job satisfaction by gender and by Holland's first-letter codes. The study sample included nationally represented 1462 female and 1280 male college graduates who…
Statistical Analysis and Modelling of Olkiluoto Structures
International Nuclear Information System (INIS)
Hellae, P.; Vaittinen, T.; Saksa, P.; Nummela, J.
2004-11-01
Posiva Oy is carrying out investigations for the disposal of the spent nuclear fuel at the Olkiluoto site in SW Finland. The investigations have focused on the central part of the island. The layout design of the entire repository requires characterization of notably larger areas and must rely at least at the current stage on borehole information from a rather sparse network and on the geophysical soundings providing information outside and between the holes. In this work, the structural data according to the current version of the Olkiluoto bedrock model is analyzed. The bedrock model relies much on the borehole data although results of the seismic surveys and, for example, pumping tests are used in determining the orientation and continuation of the structures. Especially in the analysis, questions related to the frequency of structures and size of the structures are discussed. The structures observed in the boreholes are mainly dipping gently to the southeast. About 9 % of the sample length belongs to structures. The proportion is higher in the upper parts of the rock. The number of fracture and crushed zones seems not to depend greatly on the depth, whereas the hydraulic features concentrate on the depth range above -100 m. Below level -300 m, the hydraulic conductivity occurs in connection of fractured zones. Especially the hydraulic features, but also fracture and crushed zones often occur in groups. The frequency of the structure (area of structures per total volume) is estimated to be of the order of 1/100m. The size of the local structures was estimated by calculating the intersection of the zone to the nearest borehole where the zone has not been detected. Stochastic models using the Fracman software by Golder Associates were generated based on the bedrock model data complemented with the magnetic ground survey data. The seismic surveys (from boreholes KR5, KR13, KR14, and KR19) were used as alternative input data. The generated models were tested by
Modeling statistical properties of written text.
Directory of Open Access Journals (Sweden)
M Angeles Serrano
Full Text Available Written text is one of the fundamental manifestations of human language, and the study of its universal regularities can give clues about how our brains process information and how we, as a society, organize and share it. Among these regularities, only Zipf's law has been explored in depth. Other basic properties, such as the existence of bursts of rare words in specific documents, have only been studied independently of each other and mainly by descriptive models. As a consequence, there is a lack of understanding of linguistic processes as complex emergent phenomena. Beyond Zipf's law for word frequencies, here we focus on burstiness, Heaps' law describing the sublinear growth of vocabulary size with the length of a document, and the topicality of document collections, which encode correlations within and across documents absent in random null models. We introduce and validate a generative model that explains the simultaneous emergence of all these patterns from simple rules. As a result, we find a connection between the bursty nature of rare words and the topical organization of texts and identify dynamic word ranking and memory across documents as key mechanisms explaining the non trivial organization of written text. Our research can have broad implications and practical applications in computer science, cognitive science and linguistics.
Advanced data analysis in neuroscience integrating statistical and computational models
Durstewitz, Daniel
2017-01-01
This book is intended for use in advanced graduate courses in statistics / machine learning, as well as for all experimental neuroscientists seeking to understand statistical methods at a deeper level, and theoretical neuroscientists with a limited background in statistics. It reviews almost all areas of applied statistics, from basic statistical estimation and test theory, linear and nonlinear approaches for regression and classification, to model selection and methods for dimensionality reduction, density estimation and unsupervised clustering. Its focus, however, is linear and nonlinear time series analysis from a dynamical systems perspective, based on which it aims to convey an understanding also of the dynamical mechanisms that could have generated observed time series. Further, it integrates computational modeling of behavioral and neural dynamics with statistical estimation and hypothesis testing. This way computational models in neuroscience are not only explanat ory frameworks, but become powerfu...
Araya, Takao; Kubo, Takuya; von Wirén, Nicolaus; Takahashi, Hideki
2016-03-01
Plant root development is strongly affected by nutrient availability. Despite the importance of structure and function of roots in nutrient acquisition, statistical modeling approaches to evaluate dynamic and temporal modulations of root system architecture in response to nutrient availability have remained as widely open and exploratory areas in root biology. In this study, we developed a statistical modeling approach to investigate modulations of root system architecture in response to nitrogen availability. Mathematical models were designed for quantitative assessment of root growth and root branching phenotypes and their dynamic relationships based on hierarchical configuration of primary and lateral roots formulating the fishbone-shaped root system architecture in Arabidopsis thaliana. Time-series datasets reporting dynamic changes in root developmental traits on different nitrate or ammonium concentrations were generated for statistical analyses. Regression analyses unraveled key parameters associated with: (i) inhibition of primary root growth under nitrogen limitation or on ammonium; (ii) rapid progression of lateral root emergence in response to ammonium; and (iii) inhibition of lateral root elongation in the presence of excess nitrate or ammonium. This study provides a statistical framework for interpreting dynamic modulation of root system architecture, supported by meta-analysis of datasets displaying morphological responses of roots to diverse nitrogen supplies. © 2015 Institute of Botany, Chinese Academy of Sciences.
Factors associated with leisure time physical inactivity in black individuals: hierarchical model
Directory of Open Access Journals (Sweden)
Francisco José Gondim Pitanga
2014-09-01
Full Text Available Background. A number of studies have shown that the black population exhibits higher levels of leisure-time physical inactivity (LTPI, but few have investigated the factors associated with this behavior.Objective. The aim of this study was to analyze associated factors and the explanatory model proposed for LTPI in black adults.Methods. The design was cross-sectional with a sample of 2,305 adults from 20–96 years of age, 902 (39.1% men, living in the city of Salvador, Brazil. LTPI was analyzed using the International Physical Activity Questionnaire (IPAQ. A hierarchical model was built with the possible factors associated with LTPI, distributed in distal (age and sex, intermediate 1 (socioeconomic status, educational level and marital status, intermediate 2 (perception of safety/violence in the neighborhood, racial discrimination in private settings and physical activity at work and proximal blocks (smoking and participation in Carnival block rehearsals. We estimated crude and adjusted odds ratio (OR using logistic regression.Results. The variables inversely associated with LTPI were male gender, socioeconomic status and secondary/university education, although the proposed model explains only 4.2% of LTPI.Conclusions. We conclude that male gender, higher education and socioeconomic status can reduce LTPI in black adults.
A bayesian hierarchical model for classification with selection of functional predictors.
Zhu, Hongxiao; Vannucci, Marina; Cox, Dennis D
2010-06-01
In functional data classification, functional observations are often contaminated by various systematic effects, such as random batch effects caused by device artifacts, or fixed effects caused by sample-related factors. These effects may lead to classification bias and thus should not be neglected. Another issue of concern is the selection of functions when predictors consist of multiple functions, some of which may be redundant. The above issues arise in a real data application where we use fluorescence spectroscopy to detect cervical precancer. In this article, we propose a Bayesian hierarchical model that takes into account random batch effects and selects effective functions among multiple functional predictors. Fixed effects or predictors in nonfunctional form are also included in the model. The dimension of the functional data is reduced through orthonormal basis expansion or functional principal components. For posterior sampling, we use a hybrid Metropolis-Hastings/Gibbs sampler, which suffers slow mixing. An evolutionary Monte Carlo algorithm is applied to improve the mixing. Simulation and real data application show that the proposed model provides accurate selection of functional predictors as well as good classification.
Teacher characteristics and student performance: An analysis using hierarchical linear modelling
Directory of Open Access Journals (Sweden)
Paula Armstrong
2015-12-01
Full Text Available This research makes use of hierarchical linear modelling to investigate which teacher characteristics are significantly associated with student performance. Using data from the SACMEQ III study of 2007, an interesting and potentially important finding is that younger teachers are better able to improve the mean mathematics performance of their students. Furthermore, younger teachers themselves perform better on subject tests than do their older counterparts. Identical models are run for Sub Saharan countries bordering on South Africa, as well for Kenya and the strong relationship between teacher age and student performance is not observed. Similarly, the model is run for South Africa using data from SACMEQ II (conducted in 2002 and the relationship between teacher age and student performance is also not observed. It must be noted that South African teachers were not tested in SACMEQ II so it was not possible to observe differences in subject knowledge amongst teachers in different cohorts and it was not possible to control for teachers’ level of subject knowledge when observing the relationship between teacher age and student performance. Changes in teacher education in the late 1990s and early 2000s may explain the differences in the performance of younger teachers relative to their older counterparts observed in the later dataset.
A Bayesian Hierarchical Modeling Approach to Predicting Flow in Ungauged Basins
Gronewold, A.; Alameddine, I.; Anderson, R. M.
2009-12-01
Recent innovative approaches to identifying and applying regression-based relationships between land use patterns (such as increasing impervious surface area and decreasing vegetative cover) and rainfall-runoff model parameters represent novel and promising improvements to predicting flow from ungauged basins. In particular, these approaches allow for predicting flows under uncertain and potentially variable future conditions due to rapid land cover changes, variable climate conditions, and other factors. Despite the broad range of literature on estimating rainfall-runoff model parameters, however, the absence of a robust set of modeling tools for identifying and quantifying uncertainties in (and correlation between) rainfall-runoff model parameters represents a significant gap in current hydrological modeling research. Here, we build upon a series of recent publications promoting novel Bayesian and probabilistic modeling strategies for quantifying rainfall-runoff model parameter estimation uncertainty. Our approach applies alternative measures of rainfall-runoff model parameter joint likelihood (including Nash-Sutcliffe efficiency, among others) to simulate samples from the joint parameter posterior probability density function. We then use these correlated samples as response variables in a Bayesian hierarchical model with land use coverage data as predictor variables in order to develop a robust land use-based tool for forecasting flow in ungauged basins while accounting for, and explicitly acknowledging, parameter estimation uncertainty. We apply this modeling strategy to low-relief coastal watersheds of Eastern North Carolina, an area representative of coastal resource waters throughout the world because of its sensitive embayments and because of the abundant (but currently threatened) natural resources it hosts. Consequently, this area is the subject of several ongoing studies and large-scale planning initiatives, including those conducted through the United
Chen, Lung Hung; Wu, Chia-Huei; Kee, Ying Hwa; Lin, Meng-Shyan; Shui, Shang-Hsueh
2009-01-01
In this study, the hierarchical model of achievement motivation [Elliot, A. J. (1997). Integrating the "classic" and "contemporary" approaches to achievement motivation: A hierarchical model of approach and avoidance achievement motivation. In P. Pintrich & M. Maehr (Eds.), "Advances in motivation and achievement"…
Statistically Based Morphodynamic Modeling of Tracer Slowdown
Borhani, S.; Ghasemi, A.; Hill, K. M.; Viparelli, E.
2017-12-01
Tracer particles are used to study bedload transport in gravel-bed rivers. One of the advantages associated with using of tracer particles is that they allow for direct measures of the entrainment rates and their size distributions. The main issue in large scale studies with tracer particles is the difference between tracer stone short term and long term behavior. This difference is due to the fact that particles undergo vertical mixing or move to less active locations such as bars or even floodplains. For these reasons the average virtual velocity of tracer particle decreases in time, i.e. the tracer slowdown. In summary, tracer slowdown can have a significant impact on the estimation of bedload transport rate or long term dispersal of contaminated sediment. The vast majority of the morphodynamic models that account for the non-uniformity of the bed material (tracer and not tracer, in this case) are based on a discrete description of the alluvial deposit. The deposit is divided in two different regions; the active layer and the substrate. The active layer is a thin layer in the topmost part of the deposit whose particles can interact with the bed material transport. The substrate is the part of the deposit below the active layer. Due to the discrete representation of the alluvial deposit, active layer models are not able to reproduce tracer slowdown. In this study we try to model the slowdown of tracer particles with the continuous Parker-Paola-Leclair morphodynamic framework. This continuous, i.e. not layer-based, framework is based on a stochastic description of the temporal variation of bed surface elevation, and of the elevation specific particle entrainment and deposition. Particle entrainment rates are computed as a function of the flow and sediment characteristics, while particle deposition is estimated with a step length formulation. Here we present one of the first implementation of the continuum framework at laboratory scale, its validation against
Application of hierarchical Bayesian unmixing models in river sediment source apportionment
Blake, Will; Smith, Hugh; Navas, Ana; Bodé, Samuel; Goddard, Rupert; Zou Kuzyk, Zou; Lennard, Amy; Lobb, David; Owens, Phil; Palazon, Leticia; Petticrew, Ellen; Gaspar, Leticia; Stock, Brian; Boeckx, Pacsal; Semmens, Brice
2016-04-01
Fingerprinting and unmixing concepts are used widely across environmental disciplines for forensic evaluation of pollutant sources. In aquatic and marine systems, this includes tracking the source of organic and inorganic pollutants in water and linking problem sediment to soil erosion and land use sources. It is, however, the particular complexity of ecological systems that has driven creation of the most sophisticated mixing models, primarily to (i) evaluate diet composition in complex ecological food webs, (ii) inform population structure and (iii) explore animal movement. In the context of the new hierarchical Bayesian unmixing model, MIXSIAR, developed to characterise intra-population niche variation in ecological systems, we evaluate the linkage between ecological 'prey' and 'consumer' concepts and river basin sediment 'source' and sediment 'mixtures' to exemplify the value of ecological modelling tools to river basin science. Recent studies have outlined advantages presented by Bayesian unmixing approaches in handling complex source and mixture datasets while dealing appropriately with uncertainty in parameter probability distributions. MixSIAR is unique in that it allows individual fixed and random effects associated with mixture hierarchy, i.e. factors that might exert an influence on model outcome for mixture groups, to be explored within the source-receptor framework. This offers new and powerful ways of interpreting river basin apportionment data. In this contribution, key components of the model are evaluated in the context of common experimental designs for sediment fingerprinting studies namely simple, nested and distributed catchment sampling programmes. Illustrative examples using geochemical and compound specific stable isotope datasets are presented and used to discuss best practice with specific attention to (1) the tracer selection process, (2) incorporation of fixed effects relating to sample timeframe and sediment type in the modelling
Hierarchical Model for the Similarity Measurement of a Complex Holed-Region Entity Scene
Directory of Open Access Journals (Sweden)
Zhanlong Chen
2017-11-01
Full Text Available Complex multi-holed-region entity scenes (i.e., sets of random region with holes are common in spatial database systems, spatial query languages, and the Geographic Information System (GIS. A multi-holed-region (region with an arbitrary number of holes is an abstraction of the real world that primarily represents geographic objects that have more than one interior boundary, such as areas that contain several lakes or lakes that contain islands. When the similarity of the two complex holed-region entity scenes is measured, the number of regions in the scenes and the number of holes in the regions are usually different between the two scenes, which complicates the matching relationships of holed-regions and holes. The aim of this research is to develop several holed-region similarity metrics and propose a hierarchical model to measure comprehensively the similarity between two complex holed-region entity scenes. The procedure first divides a complex entity scene into three layers: a complex scene, a micro-spatial-scene, and a simple entity (hole. The relationships between the adjacent layers are considered to be sets of relationships, and each level of similarity measurements is nested with the adjacent one. Next, entity matching is performed from top to bottom, while the similarity results are calculated from local to global. In addition, we utilize position graphs to describe the distribution of the holed-regions and subsequently describe the directions between the holes using a feature matrix. A case study that uses the Great Lakes in North America in 1986 and 2015 as experimental data illustrates the entire similarity measurement process between two complex holed-region entity scenes. The experimental results show that the hierarchical model accounts for the relationships of the different layers in the entire complex holed-region entity scene. The model can effectively calculate the similarity of complex holed-region entity scenes, even if the
Links to sources of cancer-related statistics, including the Surveillance, Epidemiology and End Results (SEER) Program, SEER-Medicare datasets, cancer survivor prevalence data, and the Cancer Trends Progress Report.
Statistical mechanics of the cluster Ising model
International Nuclear Information System (INIS)
Smacchia, Pietro; Amico, Luigi; Facchi, Paolo; Fazio, Rosario; Florio, Giuseppe; Pascazio, Saverio; Vedral, Vlatko
2011-01-01
We study a Hamiltonian system describing a three-spin-1/2 clusterlike interaction competing with an Ising-like antiferromagnetic interaction. We compute free energy, spin-correlation functions, and entanglement both in the ground and in thermal states. The model undergoes a quantum phase transition between an Ising phase with a nonvanishing magnetization and a cluster phase characterized by a string order. Any two-spin entanglement is found to vanish in both quantum phases because of a nontrivial correlation pattern. Nevertheless, the residual multipartite entanglement is maximal in the cluster phase and dependent on the magnetization in the Ising phase. We study the block entropy at the critical point and calculate the central charge of the system, showing that the criticality of the system is beyond the Ising universality class.
Statistical mechanics of the cluster Ising model
Energy Technology Data Exchange (ETDEWEB)
Smacchia, Pietro [SISSA - via Bonomea 265, I-34136, Trieste (Italy); Amico, Luigi [CNR-MATIS-IMM and Dipartimento di Fisica e Astronomia Universita di Catania, C/O ed. 10, viale Andrea Doria 6, I-95125 Catania (Italy); Facchi, Paolo [Dipartimento di Matematica and MECENAS, Universita di Bari, I-70125 Bari (Italy); INFN, Sezione di Bari, I-70126 Bari (Italy); Fazio, Rosario [NEST, Scuola Normale Superiore and Istituto Nanoscienze - CNR, 56126 Pisa (Italy); Center for Quantum Technology, National University of Singapore, 117542 Singapore (Singapore); Florio, Giuseppe; Pascazio, Saverio [Dipartimento di Fisica and MECENAS, Universita di Bari, I-70126 Bari (Italy); INFN, Sezione di Bari, I-70126 Bari (Italy); Vedral, Vlatko [Center for Quantum Technology, National University of Singapore, 117542 Singapore (Singapore); Department of Physics, National University of Singapore, 2 Science Drive 3, Singapore 117542 (Singapore); Department of Physics, University of Oxford, Clarendon Laboratory, Oxford, OX1 3PU (United Kingdom)
2011-08-15
We study a Hamiltonian system describing a three-spin-1/2 clusterlike interaction competing with an Ising-like antiferromagnetic interaction. We compute free energy, spin-correlation functions, and entanglement both in the ground and in thermal states. The model undergoes a quantum phase transition between an Ising phase with a nonvanishing magnetization and a cluster phase characterized by a string order. Any two-spin entanglement is found to vanish in both quantum phases because of a nontrivial correlation pattern. Nevertheless, the residual multipartite entanglement is maximal in the cluster phase and dependent on the magnetization in the Ising phase. We study the block entropy at the critical point and calculate the central charge of the system, showing that the criticality of the system is beyond the Ising universality class.
Lingga, Marwan Mossa
A strong trend of returning to nuclear power is evident in different places in the world. Forty-five countries are planning to add nuclear power to their grids and more than 66 nuclear power plants are under construction. Nuclear power plants that generate electricity and steam need to improve safety to become more acceptable to governments and the public. One novel practical solution to increase nuclear power plants' safety factor is to build them away from urban areas, such as offshore or underground. To date, Land-Based siting is the dominant option for siting all commercial operational nuclear power plants. However, the literature reveals several options for building nuclear power plants in safer sitings than Land-Based sitings. The alternatives are several and each has advantages and disadvantages, and it is difficult to distinguish among them and choose the best for a specific project. In this research, we recall the old idea of using the alternatives of offshore and underground sitings for new nuclear power plants and propose a tool to help in choosing the best siting technology. This research involved the development of a decision model for evaluating several potential nuclear power plant siting technologies, both those that are currently available and future ones. The decision model was developed based on the Hierarchical Decision Modeling (HDM) methodology. The model considers five major dimensions, social, technical, economic, environmental, and political (STEEP), and their related criteria and sub-criteria. The model was designed and developed by the author, and its elements' validation and evaluation were done by a large number of experts in the field of nuclear energy. The decision model was applied in evaluating five potential siting technologies and ranked the Natural Island as the best in comparison to Land-Based, Floating Plant, Artificial Island, and Semi-Embedded plant.
Functional summary statistics for the Johnson-Mehl model
DEFF Research Database (Denmark)
Møller, Jesper; Ghorbani, Mohammad
The Johnson-Mehl germination-growth model is a spatio-temporal point process model which among other things have been used for the description of neurotransmitters datasets. However, for such datasets parametric Johnson-Mehl models fitted by maximum likelihood have yet not been evaluated by means...... of functional summary statistics. This paper therefore invents four functional summary statistics adapted to the Johnson-Mehl model, with two of them based on the second-order properties and the other two on the nuclei-boundary distances for the associated Johnson-Mehl tessellation. The functional summary...... statistics theoretical properties are investigated, non-parametric estimators are suggested, and their usefulness for model checking is examined in a simulation study. The functional summary statistics are also used for checking fitted parametric Johnson-Mehl models for a neurotransmitters dataset....
Micromechanics of hierarchical materials
DEFF Research Database (Denmark)
Mishnaevsky, Leon, Jr.
2012-01-01
A short overview of micromechanical models of hierarchical materials (hybrid composites, biomaterials, fractal materials, etc.) is given. Several examples of the modeling of strength and damage in hierarchical materials are summarized, among them, 3D FE model of hybrid composites...... with nanoengineered matrix, fiber bundle model of UD composites with hierarchically clustered fibers and 3D multilevel model of wood considered as a gradient, cellular material with layered composite cell walls. The main areas of research in micromechanics of hierarchical materials are identified, among them......, the investigations of the effects of load redistribution between reinforcing elements at different scale levels, of the possibilities to control different material properties and to ensure synergy of strengthening effects at different scale levels and using the nanoreinforcement effects. The main future directions...
Michou, Aikaterini; Vansteenkiste, Maarten; Mouratidis, Athanasios; Lens, Willy
2014-12-01
The hierarchical model of achievement motivation presumes that achievement goals channel the achievement motives of need for achievement and fear of failure towards motivational outcomes. Yet, less is known whether autonomous and controlling reasons underlying the pursuit of achievement goals can serve as additional pathways between achievement motives and outcomes. We tested whether mastery approach, performance approach, and performance avoidance goals and their underlying autonomous and controlling reasons would jointly explain the relation between achievement motives (i.e., fear of failure and need for achievement) and learning strategies (Study 1). Additionally, we examined whether the autonomous and controlling reasons underlying learners' dominant achievement goal would account for the link between achievement motives and the educational outcomes of learning strategies and cheating (Study 2). Six hundred and six Greek adolescent students (Mage = 15.05, SD = 1.43) and 435 university students (Mage M = 20.51, SD = 2.80) participated in studies 1 and 2, respectively. In both studies, a correlational design was used and the hypotheses were tested via path modelling. Autonomous and controlling reasons underlying the pursuit of achievement goals mediated, respectively, the relation of need for achievement and fear of failure to aspects of learning outcomes. Autonomous and controlling reasons underlying achievement goals could further explain learners' functioning in achievement settings. © 2014 The British Psychological Society.
The SIS Model of Epidemic Spreading in a Hierarchical Social Network
International Nuclear Information System (INIS)
Grabowski, A.; Kosinski, R.A.
2005-01-01
The phenomenon of epidemic spreading in a population with a hierarchical structure of interpersonal interactions is described and investigated numerically. The SIS model with temporal immunity to a disease and a time of incubation is used. In our model spatial localization of individuals belonging to different social groups, effectiveness of different interpersonal interactions and the mobility of a contemporary community are taken into account. The structure of interpersonal connections is based on a scale-free network. The influence of the structure of the social network on typical relations characterizing the spreading process, like a range of epidemic and epidemic curves, is discussed. The probability that endemic state occurs is also calculated. Surprisingly it occurs, that less contagious diseases has greater chance to survive. The influence of preventive vaccinations on the spreading process is investigated and critical range of vaccinations that is sufficient for the suppression of an epidemic is calculated. Our results of numerical calculations are compared with the solutions of the master equation for the spreading process, and good agreement is found. (author)
Motivation, Classroom Environment, and Learning in Introductory Geology: A Hierarchical Linear Model
Gilbert, L. A.; Hilpert, J. C.; Van Der Hoeven Kraft, K.; Budd, D.; Jones, M. H.; Matheney, R.; Mcconnell, D. A.; Perkins, D.; Stempien, J. A.; Wirth, K. R.
2013-12-01
Prior research has indicated that highly motivated students perform better and that learning increases in innovative, reformed classrooms, but untangling the student effects from the instructor effects is essential to understanding how to best support student learning. Using a hierarchical linear model, we examine these effects separately and jointly. We use data from nearly 2,000 undergraduate students surveyed by the NSF-funded GARNET (Geoscience Affective Research NETwork) project in 65 different introductory geology classes at research universities, public masters-granting universities, liberal arts colleges and community colleges across the US. Student level effects were measured as increases in expectancy and self-regulation using the Motivated Strategies for Learning Questionnaire (MSLQ; Pintrich et al., 1991). Instructor level effects were measured using the Reformed Teaching Observation Protocol, (RTOP; Sawada et al., 2000), with higher RTOP scores indicating a more reformed, student-centered classroom environment. Learning was measured by learning gains on a Geology Concept Inventory (GCI; Libarkin and Anderson, 2005) and normalized final course grade. The hierarchical linear model yielded significant results at several levels. At the student level, increases in expectancy and self-regulation are significantly and positively related to higher grades regardless of instructor; the higher the increase, the higher the grade. At the instructor level, RTOP scores are positively related to normalized average GCI learning gains. The higher the RTOP score, the higher the average class GCI learning gains. Across both levels, average class GCI learning gains are significantly and positively related to student grades; the higher the GCI learning gain, the higher the grade. Further, the RTOP scores are significantly and negatively related to the relationship between expectancy and course grade. The lower the RTOP score, the higher the correlation between change in
International Nuclear Information System (INIS)
Memarzadeh, Milad; Pozzi, Matteo; Kolter, J. Zico
2016-01-01
System management includes the selection of maintenance actions depending on the available observations: when a system is made up by components known to be similar, data collected on one is also relevant for the management of others. This is typically the case of wind farms, which are made up by similar turbines. Optimal management of wind farms is an important task due to high cost of turbines' operation and maintenance: in this context, we recently proposed a method for planning and learning at system-level, called PLUS, built upon the Partially Observable Markov Decision Process (POMDP) framework, which treats transition and emission probabilities as random variables, and is therefore suitable for including model uncertainty. PLUS models the components as independent or identical. In this paper, we extend that formulation, allowing for a weaker similarity among components. The proposed approach, called Multiple Uncertain POMDP (MU-POMDP), models the components as POMDPs, and assumes the corresponding parameters as dependent random variables. Through this framework, we can calibrate specific degradation and emission models for each component while, at the same time, process observations at system-level. We compare the performance of the proposed MU-POMDP with PLUS, and discuss its potential and computational complexity. - Highlights: • A computational framework is proposed for adaptive monitoring and control. • It adopts a scheme based on Markov Chain Monte Carlo for inference and learning. • Hierarchical Bayesian modeling is used to allow a system-level flow of information. • Results show potential of significant savings in management of wind farms.
Petersson, K M; Nichols, T E; Poline, J B; Holmes, A P
1999-01-01
Functional neuroimaging (FNI) provides experimental access to the intact living brain making it possible to study higher cognitive functions in humans. In this review and in a companion paper in this issue, we discuss some common methods used to analyse FNI data. The emphasis in both papers is on assumptions and limitations of the methods reviewed. There are several methods available to analyse FNI data indicating that none is optimal for all purposes. In order to make optimal use of the methods available it is important to know the limits of applicability. For the interpretation of FNI results it is also important to take into account the assumptions, approximations and inherent limitations of the methods used. This paper gives a brief overview over some non-inferential descriptive methods and common statistical models used in FNI. Issues relating to the complex problem of model selection are discussed. In general, proper model selection is a necessary prerequisite for the validity of the subsequent statistical inference. The non-inferential section describes methods that, combined with inspection of parameter estimates and other simple measures, can aid in the process of model selection and verification of assumptions. The section on statistical models covers approaches to global normalization and some aspects of univariate, multivariate, and Bayesian models. Finally, approaches to functional connectivity and effective connectivity are discussed. In the companion paper we review issues related to signal detection and statistical inference. PMID:10466149
Hierarchical linear modeling of longitudinal pedigree data for genetic association analysis
DEFF Research Database (Denmark)
Tan, Qihua; B Hjelmborg, Jacob V; Thomassen, Mads
2014-01-01
-effect models to explicitly model the genetic relationship. These have proved to be an efficient way of dealing with sample clustering in pedigree data. Although current algorithms implemented in popular statistical packages are useful for adjusting relatedness in the mixed modeling of genetic effects...... associated with blood pressure with estimated inflation factors of 0.99, suggesting that our modeling of random effects efficiently handles the genetic relatedness in pedigrees. Application to simulated data captures important variants specified in the simulation. Our results show that the method is useful......Genetic association analysis on complex phenotypes under a longitudinal design involving pedigrees encounters the problem of correlation within pedigrees, which could affect statistical assessment of the genetic effects. Approaches have been proposed to integrate kinship correlation into the mixed...
A GIS-Enabled, Michigan-Specific, Hierarchical Groundwater Modeling and Visualization System
Liu, Q.; Li, S.; Mandle, R.; Simard, A.; Fisher, B.; Brown, E.; Ross, S.
2005-12-01
Efficient management of groundwater resources relies on a comprehensive database that represents the characteristics of the natural groundwater system as well as analysis and modeling tools to describe the impacts of decision alternatives. Many agencies in Michigan have spent several years compiling expensive and comprehensive surface water and groundwater inventories and other related spatial data that describe their respective areas of responsibility. However, most often this wealth of descriptive data has only been utilized for basic mapping purposes. The benefits from analyzing these data, using GIS analysis functions or externally developed analysis models or programs, has yet to be systematically realized. In this talk, we present a comprehensive software environment that allows Michigan groundwater resources managers and frontline professionals to make more effective use of the available data and improve their ability to manage and protect groundwater resources, address potential conflicts, design cleanup schemes, and prioritize investigation activities. In particular, we take advantage of the Interactive Ground Water (IGW) modeling system and convert it to a customized software environment specifically for analyzing, modeling, and visualizing the Michigan statewide groundwater database. The resulting Michigan IGW modeling system (IGW-M) is completely window-based, fully interactive, and seamlessly integrated with a GIS mapping engine. The system operates in real-time (on the fly) providing dynamic, hierarchical mapping, modeling, spatial analysis, and visualization. Specifically, IGW-M allows water resources and environmental professionals in Michigan to: * Access and utilize the extensive data from the statewide groundwater database, interactively manipulate GIS objects, and display and query the associated data and attributes; * Analyze and model the statewide groundwater database, interactively convert GIS objects into numerical model features
International Nuclear Information System (INIS)
2005-01-01
For the years 2004 and 2005 the figures shown in the tables of Energy Review are partly preliminary. The annual statistics published in Energy Review are presented in more detail in a publication called Energy Statistics that comes out yearly. Energy Statistics also includes historical time-series over a longer period of time (see e.g. Energy Statistics, Statistics Finland, Helsinki 2004.) The applied energy units and conversion coefficients are shown in the back cover of the Review. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in GDP, energy consumption and electricity consumption, Carbon dioxide emissions from fossile fuels use, Coal consumption, Consumption of natural gas, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices in heat production, Fuel prices in electricity production, Price of electricity by type of consumer, Average monthly spot prices at the Nord pool power exchange, Total energy consumption by source and CO 2 -emissions, Supplies and total consumption of electricity GWh, Energy imports by country of origin in January-June 2003, Energy exports by recipient country in January-June 2003, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Price of natural gas by type of consumer, Price of electricity by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Energy taxes, precautionary stock fees and oil pollution fees
Energy Technology Data Exchange (ETDEWEB)
Moges, Edom [Civil and Environmental Engineering Department, Washington State University, Richland Washington USA; Demissie, Yonas [Civil and Environmental Engineering Department, Washington State University, Richland Washington USA; Li, Hong-Yi [Hydrology Group, Pacific Northwest National Laboratory, Richland Washington USA
2016-04-01
In most water resources applications, a single model structure might be inadequate to capture the dynamic multi-scale interactions among different hydrological processes. Calibrating single models for dynamic catchments, where multiple dominant processes exist, can result in displacement of errors from structure to parameters, which in turn leads to over-correction and biased predictions. An alternative to a single model structure is to develop local expert structures that are effective in representing the dominant components of the hydrologic process and adaptively integrate them based on an indicator variable. In this study, the Hierarchical Mixture of Experts (HME) framework is applied to integrate expert model structures representing the different components of the hydrologic process. Various signature diagnostic analyses are used to assess the presence of multiple dominant processes and the adequacy of a single model, as well as to identify the structures of the expert models. The approaches are applied for two distinct catchments, the Guadalupe River (Texas) and the French Broad River (North Carolina) from the Model Parameter Estimation Experiment (MOPEX), using different structures of the HBV model. The results show that the HME approach has a better performance over the single model for the Guadalupe catchment, where multiple dominant processes are witnessed through diagnostic measures. Whereas, the diagnostics and aggregated performance measures prove that French Broad has a homogeneous catchment response, making the single model adequate to capture the response.
A Model of Statistics Performance Based on Achievement Goal Theory.
Bandalos, Deborah L.; Finney, Sara J.; Geske, Jenenne A.
2003-01-01
Tests a model of statistics performance based on achievement goal theory. Both learning and performance goals affected achievement indirectly through study strategies, self-efficacy, and test anxiety. Implications of these findings for teaching and learning statistics are discussed. (Contains 47 references, 3 tables, 3 figures, and 1 appendix.)…
Kolmogorov complexity, pseudorandom generators and statistical models testing
Czech Academy of Sciences Publication Activity Database
Šindelář, Jan; Boček, Pavel
2002-01-01
Roč. 38, č. 6 (2002), s. 747-759 ISSN 0023-5954 R&D Projects: GA ČR GA102/99/1564 Institutional research plan: CEZ:AV0Z1075907 Keywords : Kolmogorov complexity * pseudorandom generators * statistical models testing Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.341, year: 2002
Statistical properties of several models of fractional random point processes
Bendjaballah, C.
2011-08-01
Statistical properties of several models of fractional random point processes have been analyzed from the counting and time interval statistics points of view. Based on the criterion of the reduced variance, it is seen that such processes exhibit nonclassical properties. The conditions for these processes to be treated as conditional Poisson processes are examined. Numerical simulations illustrate part of the theoretical calculations.
Feeney, Stephen M.; Mortlock, Daniel J.; Dalmasso, Niccolò
2018-05-01
Estimates of the Hubble constant, H0, from the local distance ladder and from the cosmic microwave background (CMB) are discrepant at the ˜3σ level, indicating a potential issue with the standard Λ cold dark matter (ΛCDM) cosmology. A probabilistic (i.e. Bayesian) interpretation of this tension requires a model comparison calculation, which in turn depends strongly on the tails of the H0 likelihoods. Evaluating the tails of the local H0 likelihood requires the use of non-Gaussian distributions to faithfully represent anchor likelihoods and outliers, and simultaneous fitting of the complete distance-ladder data set to ensure correct uncertainty propagation. We have hence developed a Bayesian hierarchical model of the full distance ladder that does not rely on Gaussian distributions and allows outliers to be modelled without arbitrary data cuts. Marginalizing over the full ˜3000-parameter joint posterior distribution, we find H0 = (72.72 ± 1.67) km s-1 Mpc-1 when applied to the outlier-cleaned Riess et al. data, and (73.15 ± 1.78) km s-1 Mpc-1 with supernova outliers reintroduced (the pre-cut Cepheid data set is not available). Using our precise evaluation of the tails of the H0 likelihood, we apply Bayesian model comparison to assess the evidence for deviation from ΛCDM given the distance-ladder and CMB data. The odds against ΛCDM are at worst ˜10:1 when considering the Planck 2015 XIII data, regardless of outlier treatment, considerably less dramatic than naïvely implied by the 2.8σ discrepancy. These odds become ˜60:1 when an approximation to the more-discrepant Planck Intermediate XLVI likelihood is included.
Marrella, Alessandra; Aiello, Maurizio; Quarto, Rodolfo; Scaglione, Silvia
2016-10-01
Porous multiphase scaffolds have been proposed in different tissue engineering applications because of their potential to artificially recreate the heterogeneous structure of hierarchically complex tissues. Recently, graded scaffolds have been also realized, offering a continuum at the interface among different phases for an enhanced structural stability of the scaffold. However, their internal architecture is often obtained empirically and the architectural parameters rarely predetermined. The aim of this work is to offer a theoretical model as tool for the design and fabrication of functional and structural complex graded scaffolds with predicted morphological and chemical features, to overcome the time-consuming trial and error experimental method. This developed mathematical model uses laws of motions, Stokes equations, and viscosity laws to describe the dependence between centrifugation speed and fiber/particles sedimentation velocity over time, which finally affects the fiber packing, and thus the total porosity of the 3D scaffolds. The efficacy of the theoretical model was tested by realizing engineered graded grafts for osteochondral tissue engineering applications. The procedure, based on combined centrifugation and freeze-drying technique, was applied on both polycaprolactone (PCL) and collagen-type-I (COL) to test the versatility of the entire process. A functional gradient was combined to the morphological one by adding hydroxyapatite (HA) powders, to mimic the bone mineral phase. Results show that 3D bioactive morphologically and chemically graded grafts can be properly designed and realized in agreement with the theoretical model. Biotechnol. Bioeng. 2016;113: 2286-2297. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.
Sub-seasonal-to-seasonal Reservoir Inflow Forecast using Bayesian Hierarchical Hidden Markov Model
Mukhopadhyay, S.; Arumugam, S.
2017-12-01
Sub-seasonal-to-seasonal (S2S) (15-90 days) streamflow forecasting is an emerging area of research that provides seamless information for reservoir operation from weather time scales to seasonal time scales. From an operational perspective, sub-seasonal inflow forecasts are highly valuable as these enable water managers to decide short-term releases (15-30 days), while holding water for seasonal needs (e.g., irrigation and municipal supply) and to meet end-of-the-season target storage at a desired level. We propose a Bayesian Hierarchical Hidden Markov Model (BHHMM) to develop S2S inflow forecasts for the Tennessee Valley Area (TVA) reservoir system. Here, the hidden states are predicted by relevant indices that influence the inflows at S2S time scale. The hidden Markov model also captures the both spatial and temporal hierarchy in predictors that operate at S2S time scale with model parameters being estimated as a posterior distribution using a Bayesian framework. We present our work in two steps, namely single site model and multi-site model. For proof of concept, we consider inflows to Douglas Dam, Tennessee, in the single site model. For multisite model we consider reservoirs in the upper Tennessee valley. Streamflow forecasts are issued and updated continuously every day at S2S time scale. We considered precipitation forecasts obtained from NOAA Climate Forecast System (CFSv2) GCM as predictors for developing S2S streamflow forecasts along with relevant indices for predicting hidden states. Spatial dependence of the inflow series of reservoirs are also preserved in the multi-site model. To circumvent the non-normality of the data, we consider the HMM in a Generalized Linear Model setting. Skill of the proposed approach is tested using split sample validation against a traditional multi-site canonical correlation model developed using the same set of predictors. From the posterior distribution of the inflow forecasts, we also highlight different system behavior
Baek, Jonggyu; Sanchez-Vaznaugh, Emma V; Sánchez, Brisa N
2016-03-15
It is well known that associations between features of the built environment and health depend on the geographic scale used to construct environmental attributes. In the built environment literature, it has long been argued that geographic scales may vary across study locations. However, this hypothesized variation has not been systematically examined due to a lack of available statistical methods. We propose a hierarchical distributed-lag model (HDLM) for estimating the underlying overall shape of food environment-health associations as a function of distance from locations of interest. This method enables indirect assessment of relevant geographic scales and captures area-level heterogeneity in the magnitudes of associations, along with relevant distances within areas. The proposed model was used to systematically examine area-level variation in the association between availability of convenience stores around schools and children's weights. For this case study, body mass index (weight kg)/height (m)2) z scores (BMIz) for 7th grade children collected via California's 2001-2009 FitnessGram testing program were linked to a commercial database that contained locations of food outlets statewide. Findings suggested that convenience store availability may influence BMIz only in some places and at varying distances from schools. Future research should examine localized environmental or policy differences that may explain the heterogeneity in convenience store-BMIz associations. © The Author 2016. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of Public Health. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
International Nuclear Information System (INIS)
2001-01-01
For the year 2000, part of the figures shown in the tables of the Energy Review are preliminary or estimated. The annual statistics of the Energy Review appear in more detail from the publication Energiatilastot - Energy Statistics issued annually, which also includes historical time series over a longer period (see e.g. Energiatilastot 1999, Statistics Finland, Helsinki 2000, ISSN 0785-3165). The inside of the Review's back cover shows the energy units and the conversion coefficients used for them. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in the volume of GNP and energy consumption, Changes in the volume of GNP and electricity, Coal consumption, Natural gas consumption, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices for heat production, Fuel prices for electricity production, Carbon dioxide emissions from the use of fossil fuels, Total energy consumption by source and CO 2 -emissions, Electricity supply, Energy imports by country of origin in 2000, Energy exports by recipient country in 2000, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Average electricity price by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Energy taxes and precautionary stock fees on oil products
International Nuclear Information System (INIS)
2000-01-01
For the year 1999 and 2000, part of the figures shown in the tables of the Energy Review are preliminary or estimated. The annual statistics of the Energy Review appear in more detail from the publication Energiatilastot - Energy Statistics issued annually, which also includes historical time series over a longer period (see e.g., Energiatilastot 1998, Statistics Finland, Helsinki 1999, ISSN 0785-3165). The inside of the Review's back cover shows the energy units and the conversion coefficients used for them. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in the volume of GNP and energy consumption, Changes in the volume of GNP and electricity, Coal consumption, Natural gas consumption, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices for heat production, Fuel prices for electricity production, Carbon dioxide emissions, Total energy consumption by source and CO 2 -emissions, Electricity supply, Energy imports by country of origin in January-March 2000, Energy exports by recipient country in January-March 2000, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Average electricity price by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Energy taxes and precautionary stock fees on oil products
International Nuclear Information System (INIS)
1999-01-01
For the year 1998 and the year 1999, part of the figures shown in the tables of the Energy Review are preliminary or estimated. The annual statistics of the Energy Review appear in more detail from the publication Energiatilastot - Energy Statistics issued annually, which also includes historical time series over a longer period (see e.g. Energiatilastot 1998, Statistics Finland, Helsinki 1999, ISSN 0785-3165). The inside of the Review's back cover shows the energy units and the conversion coefficients used for them. Explanatory notes to the statistical tables can be found after tables and figures. The figures presents: Changes in the volume of GNP and energy consumption, Changes in the volume of GNP and electricity, Coal consumption, Natural gas consumption, Peat consumption, Domestic oil deliveries, Import prices of oil, Consumer prices of principal oil products, Fuel prices for heat production, Fuel prices for electricity production, Carbon dioxide emissions, Total energy consumption by source and CO 2 -emissions, Electricity supply, Energy imports by country of origin in January-June 1999, Energy exports by recipient country in January-June 1999, Consumer prices of liquid fuels, Consumer prices of hard coal, natural gas and indigenous fuels, Average electricity price by type of consumer, Price of district heating by type of consumer, Excise taxes, value added taxes and fiscal charges and fees included in consumer prices of some energy sources and Energy taxes and precautionary stock fees on oil products
Cohen, Alasdair; Zhang, Qi; Luo, Qing; Tao, Yong; Colford, John M; Ray, Isha
2017-06-20
Approximately two billion people drink unsafe water. Boiling is the most commonly used household water treatment (HWT) method globally and in China. HWT can make water safer, but sustained adoption is rare and bottled water consumption is growing. To successfully promote HWT, an understanding of associated socioeconomic factors is critical. We collected survey data and water samples from 450 rural households in Guangxi Province, China. Covariates were grouped into blocks to hierarchically construct modified Poisson models and estimate risk ratios (RR) associated with boiling methods, bottled water, and untreated water. Female-headed households were most likely to boil (RR = 1.36, p water, or use electric kettles if they boiled. Our findings show that boiling is not an undifferentiated practice, but one with different methods of varying effectiveness, environmental impact, and adoption across socioeconomic strata. Our results can inform programs to promote safer and more efficient boiling using electric kettles, and suggest that if rural China's economy continues to grow then bottled water use will increase.
Directory of Open Access Journals (Sweden)
Tülin Acar
2012-01-01
Full Text Available The aim of this research is to compare the result of the differential item functioning (DIF determining with hierarchical generalized linear model (HGLM technique and the results of the DIF determining with logistic regression (LR and item response theory–likelihood ratio (IRT-LR techniques on the test items. For this reason, first in this research, it is determined whether the students encounter DIF with HGLM, LR, and IRT-LR techniques according to socioeconomic status (SES, in the Turkish, Social Sciences, and Science subtest items of the Secondary School Institutions Examination. When inspecting the correlations among the techniques in terms of determining the items having DIF, it was discovered that there was significant correlation between the results of IRT-LR and LR techniques in all subtests; merely in Science subtest, the results of the correlation between HGLM and IRT-LR techniques were found significant. DIF applications can be made on test items with other DIF analysis techniques that were not taken to the scope of this research. The analysis results, which were determined by using the DIF techniques in different sample sizes, can be compared.
Borgoni, Riccardo; De Francesco, Davide; De Bartolo, Daniela; Tzavidis, Nikos
2014-12-01
Radon is a natural gas known to be the main contributor to natural background radiation exposure and only second to smoking as major leading cause of lung cancer. The main concern is in indoor environments where the gas tends to accumulate and can reach high concentrations. The primary contributor of this gas into the building is from the soil although architectonic characteristics, such as building materials, can largely affect concentration values. Understanding the factors affecting the concentration in dwellings and workplaces is important both in prevention, when the construction of a new building is being planned, and in mitigation when the amount of Radon detected inside a building is too high. In this paper we investigate how several factors, such as geologic typologies of the soil and a range of building characteristics, impact on indoor concentration focusing, in particular, on how concentration changes as a function of the floor level. Adopting a mixed effects model to account for the hierarchical nature of the data, we also quantify the extent to which such measurable factors manage to explain the variability of indoor radon concentration. Copyright © 2014 Elsevier Ltd. All rights reserved.